Self-repelling diffusions on a Riemannian manifold

DOI10.1007/S00440-016-0717-1zbMATH Open1382.58028arXiv1505.05664OpenAlexW3098538959WikidataQ115388014 ScholiaQ115388014MaRDI QIDQ682797FDOQ682797

Authors: Michel Benaïm, Carl-Erik Gauthier 

Publication date: 5 February 2018

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

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.

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

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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)

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Cited In (7)

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

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