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Homogenization in Stochastic Differential Geometry

Homogenization in stochastic differential geometry
Authors: Mark A. Pinsky;

Homogenization in Stochastic Differential Geometry

Abstract

It is well known that a diffusion process on Euclidean space can be rigorously considered as the limit of a sequence of transport processes. This idea, which dates at least to Rayleigh's problem of random flight [3] has now received a general treatment by modern probabilistic methods [2, 10]. In addition, we have shown that a suitable transport approximation remains valid for the Brownian motion of any complete Riemannian manifold [11]. In another direction several authors [1, 4, 5, 6, 7, 8] have considered "stochastic parallel displacement", i.e. parallel displacement of vectors along Brownian motion curves in a manifold. The purpose of this paper is to show that the stochastic parallel displacement can be rigorously considered as the limit of parallel displacement along the paths of a transport process. The transport approximation introduces an extra velocity variable which disappears in the limit, hence the term homogenizatio7i. In addition to its elementary geometric appeal, our approach has the advantage of producing the following coordinate-free definition of the infinitesimal operator of the stochastic parallel displacement:

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Keywords

Diffusion processes and stochastic analysis on manifolds, Sums of independent random variables; random walks, geodesic flow, homogenization, parallel displacement, Brownian motion, transport process, Diffusion processes, semigroups

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citations
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
7
Average
Average
Average
bronze