English

Self-repelling diffusions on a Riemannian manifold

Probability 2016-04-28 v3

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 M×RnM\times \mathbb{R}^{n}; which is obtained via a natural change of variable from a self-repelling diffusion taking the form dXt=σdBt(Xt)0tVXs(Xt)dsdt,X0=xdX_{t}= \sigma dB_{t}(X_t) -\int_{0}^{t}\nabla V_{X_s}(X_{t})dsdt,\qquad X_{0}=x where {Bt}\{B_t\} is a Brownian vector field on MM, σ>0\sigma >0 and Vx(y)=V(x,y)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 μ\mu given as the product of the normalized Riemannian measure on M and a Gaussian measure on Rn\mathbb{R}^{n}. We then prove an exponential decay to this invariant probability in L2(μ)L^{2}(\mu) and in total variation.

Keywords

Cite

@article{arxiv.1505.05664,
  title  = {Self-repelling diffusions on a Riemannian manifold},
  author = {Michel Benaïm and Carl-Erik Gauthier},
  journal= {arXiv preprint arXiv:1505.05664},
  year   = {2016}
}

Comments

12 figures, 41 pages. Version 3. Typos corrected from Version 2. The presentation of Section 5 has been improved and the new introduction is more detailled than in the 1st version. Accepted for publication in Probability Theory and Related Fields

R2 v1 2026-06-22T09:38:37.595Z