Self-repelling diffusions on a Riemannian manifold

DOI10.1007/S00440-016-0717-1MaRDI QIDQ682797zbMATH OpenOpenAlexWikidataFDO

Authors Michel Benaïm, Carl-Erik Gauthier

Publication date 5 February 2018

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1505.05664

zbMATH Keywords

degenerate diffusionshypocoercivitystrong Feller propertyinvariant probability measureself-interacting diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Ergodicity, mixing, rates of mixing (37A25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ergodic theorems, spectral theory, Markov operators (37A30) Diffusion processes and stochastic analysis on manifolds (58J65)

Abstract: Let M be a compact connected oriented Riemannian manifold. The purpose of this paper is to investigate the long time behavior of a degenerate stochastic differential equation on the state space $Mimesmathbb{R}^n$; which is obtained via a natural change of variable from a self-repelling diffusion taking the form ${\displaystyle }$dX_{t}= sigma dB_{t}(X_t) -int_{0}^{t} abla V_{X_s}(X_{t})dsdt,qquad X_{0}=x${\displaystyle }$ where $B_t$ is a Brownian vector field on $M$, $sigma>0$ and $V_x(y)=V(x,y)$ is a diagonal Mercer kernel. We prove that the induced semi-group enjoys the strong Feller property and has a unique invariant probability $mu$ given as the product of the normalized Riemannian measure on M and a Gaussian measure on $mathbb{R}^n$. We then prove an exponential decay to this invariant probability in $L^2(mu)$ and in total variation.

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Cited in

(7)

• Self-repelling diffusions via an infinite dimensional approach
• \(L^2\) hypocoercivity, deviation bounds, hitting times and Lyapunov functions
• Strongly self-interacting processes on the circle
• On self attracting/repelling diffusions
• Convergence of metadynamics: discussion of the adiabatic hypothesis
• Billiards with Markovian reflection laws
• Central limit theorem for one and two dimensional self-repelling diffusions

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