English

Kinetic Brownian motion on Riemannian manifolds

Probability 2015-01-16 v1

Abstract

We consider in this work a one parameter family of hypoelliptic diffusion processes on the unit tangent bundle T1MT^1 \mathcal M of a Riemannian manifold (M,g)(\mathcal M,g), collectively called kinetic Brownian motions, that are random perturbations of the geodesic flow, with a parameter σ\sigma quantifying the size of the noise. Projection on M\mathcal M of these processes provides random C1C^1 paths in M\mathcal M. We show, both qualitively and quantitatively, that the laws of these M\mathcal M-valued paths provide an interpolation between geodesic and Brownian motions. This qualitative description of kinetic Brownian motion as the parameter σ\sigma varies is complemented by a thourough study of its long time asymptotic behaviour on rotationally invariant manifolds, when σ\sigma is fixed, as we are able to give a complete description of its Poisson boundary in geometric terms.

Keywords

Cite

@article{arxiv.1501.03679,
  title  = {Kinetic Brownian motion on Riemannian manifolds},
  author = {Jürgen Angst and Ismaël Bailleul and Camille Tardif},
  journal= {arXiv preprint arXiv:1501.03679},
  year   = {2015}
}

Comments

41 pages, 7 figures