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

geodesic equationgeodesicshomogenisationhorizontal Brownian motionrandom perturbationstochastic differential equations

Mathematics Subject Classification ID

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) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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.

Review text

The paper deals with a geodesic equation which is represented by a canonical differential equation on the orthonormal frame bundle. Now, consider the randomly perturbed equation and let \(n\) be the dimension of the state space. It is shown that after some rescaling its limit is a Brownian motion scaled by \(\frac{8}{n(n-1)}\). A further result is the convergence of the horizontal lifts to the orthonormal frame bundle. The limit in this case is also a scaled Brownian motion.

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Cited in

(18)

• Homogenization of dissipative, noisy, Hamiltonian dynamics
• Homogenisation on homogeneous spaces
• Phase space homogenization of noisy Hamiltonian systems
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