Random perturbation to the geodesic equation

DOI10.1214/14-AOP981MaRDI QIDQ272969zbMATH OpenOpenAlexFDO

Authors Xue-Mei Li

Publication date 21 April 2016

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1402.5861, https://projecteuclid.org/euclid.aop/1454423049

zbMATH Keywords

stochastic differential equationsgeodesicsgeodesic equationhomogenisationhorizontal Brownian motionrandom perturbation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Linear and affine connections (53B05) Diffusion processes and stochastic analysis on manifolds (58J65)

Abstract: We study random "perturbation" to the geodesic equation. The geodesic equation is identified with a canonical differential equation on the orthonormal frame bundle driven by a horizontal vector field of norm $1$. We prove that the projections of the solutions to the perturbed equations, converge, after suitable rescaling, to a Brownian motion scaled by $frac8n(n-1)$ where $n$ is the dimension of the state space. Their horizontal lifts to the orthonormal frame bundle converge also, to a scaled horizontal Brownian motion.

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Cited in

(16)

• Rough homogenisation with fractional dynamics
• Kinetic Dyson Brownian motion
• Generating diffusions with fractional Brownian motion
• Entropy anomaly in Langevin-Kramers dynamics with a temperature gradient, matrix drag, and magnetic field
• Spectral asymptotics for kinetic Brownian motion on surfaces of constant curvature
• Hypocoercive estimates on foliations and velocity spherical Brownian motion
• Phase space homogenization of noisy Hamiltonian systems
• Parametrix for a semiclassical subelliptic operator
• Stochastic stability of Pollicott-Ruelle resonances
• Homogenisation on homogeneous spaces
• Intrinsic random walks in Riemannian and sub-Riemannian geometry via volume sampling
• Homogenization of dissipative, noisy, Hamiltonian dynamics
• Rolling with random slipping and twisting: a large deviation point of view
• Homogenisation for anisotropic kinetic random motions
• Small mass limit of a Langevin equation on a manifold
• Averaging of Jacobi fields along a geodesic with random curvature

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