English

Homogenisation for anisotropic kinetic random motions

Probability 2018-11-21 v1

Abstract

We introduce a class of kinetic and anisotropic random motions (xtσ,vtσ)t0(x_t^{\sigma},v_t^{\sigma})_{t \geq 0} on the unit tangent bundle T1MT^1 \mathcal M of a general Riemannian manifold (M,g)(\mathcal M,g), where σ\sigma is a positive parameter quantifying the amount of noise affecting the dynamics. As the latter goes to infinity, we then show that the time rescaled process (xσ2tσ)t0(x_{\sigma^2 t}^{\sigma})_{t \geq 0} converges in law to an explicit anisotropic Brownian motion on M\mathcal M. Our approach is essentially based on the strong mixing properties of the underlying velocity process and on rough paths techniques, allowing us to reduce the general case to its Euclidean analogue. Using these methods, we are able to recover a range of classical results.

Keywords

Cite

@article{arxiv.1811.08415,
  title  = {Homogenisation for anisotropic kinetic random motions},
  author = {Pierre Perruchaud},
  journal= {arXiv preprint arXiv:1811.08415},
  year   = {2018}
}

Comments

26 pages, 2 figures