Stochastic sub-Riemannian geodesics on the Grushin distribution (original) (raw)

Stochastic geodesics

arXiv: Probability, 2020

We describe, in an intrinsic way and using the global chart provided by Ito's parallel transport, a generalisation of the notion of geodesic (as critical path of an energy functional) to diffusion processes on Riemannian manifolds. These stochastic processes are no longer smooth paths but they are still critical points of a regularised stochastic energy functional. We consider stochastic geodesics on compact Riemannian manifolds and also on (possibly infinite dimensional) Lie groups. Finally the question of existence of such stochastic geodesics is discussed: we show how it can be approached via forward-backward stochastic differential equations.

Geodesics of Random Riemannian Metrics

Communications in Mathematical Physics, 2014

We analyze the disordered geometry resulting from random permutations of Euclidean space. We focus on geodesics, the paths traced out by a particle traveling in this quenched random environment.

Geodesics of Random Riemannian Metrics: Supplementary Material

This is supplementary material for the main Geodesics article by the authors. In Appendix A, we present some general results on the construction of Gaussian random fields. In Appendix B, we restate our Shape Theorem from [LW10], specialized to the setting of this article. In Appendix C, we state some straightforward consequences on the geometry of geodesics for a random metric. In Appendix D, we provide a rapid introduction to Riemannian geometry for the unfamiliar reader. In Appendix E, we present some analytic estimates which we use in the article. In Appendix F, we present the construction of the conditional mean operator for Gaussian measures. In Appendix G, we describe Fermi normal coordinates, which we use in our construction of the bump metric.

Geodesics of Random Riemannian Metrics I: Random Perturbations of Euclidean Geometry

arXiv (Cornell University), 2012

We analyze the disordered geometry resulting from random permutations of Euclidean space. We focus on geodesics, the paths traced out by a particle traveling in this quenched random environment. By taking the point of the view of the particle, we show that the law of its observed environment is absolutely continuous with respect to the law of the perturbations, and provide an explicit form for its Radon-Nikodym derivative. We use this result to prove a "local Markov property" along an unbounded geodesic, demonstrating that it eventually encounters any type of geometric phenomenon. In Part II, we will use this to prove that a geodesic with random initial conditions is almost surely not minimizing. We also develop in this paper some general results on conditional Gaussian measures.

Geodesics of Random Riemannian Metrics II: Minimizing Geodesics

arXiv (Cornell University), 2012

We continue our analysis of geodesics in quenched, random Riemannian environments. In this article, we prove that a geodesic with randomly chosen initial conditions is almost surely not minimizing. To do this, we show that a minimizing geodesic is guaranteed to eventually pass over a certain "bump surface," which locally has constant positive curvature. By using Jacobi fields, we show that this is sufficient to destabilize the minimizing property.

A Stochastic Look at Geodesics on the Sphere

Lecture Notes in Computer Science, 2017

We describe a method allowing to deform stochastically the completely integrable (deterministic) system of geodesics on the sphere S 2 in a way preserving all its symmetries.

Geodesic curves in Gaussian random field manifolds

Cornell University - arXiv, 2021

Random fields are mathematical structures used to model the spatial interaction of random variables along time, with applications ranging from statistical physics and thermodynamics to system's biology and the simulation of complex systems. Despite being studied since the 19th century, little is known about how the dynamics of random fields are related to the geometric properties of their parametric spaces. For example, how can we quantify the similarity between two random fields operating in different regimes using an intrinsic measure? In this paper, we propose a numerical method for the computation of geodesic distances in Gaussian random field manifolds. First, we derive the metric tensor of the underlying parametric space (the 3 × 3 first-order Fisher information matrix), then we derive the 27 Christoffel symbols required in the definition of the system of non-linear differential equations whose solution is a geodesic curve starting at the initial conditions. The fourth-order Runge-Kutta method is applied to numerically solve the non-linear system through an iterative approach. The obtained results show that the proposed method can estimate the geodesic distances for several different initial conditions. Besides, the results reveal an interesting pattern: in several cases, the geodesic curve obtained by reversing the system of differential equations in time does not match the original curve, suggesting the existence of irreversible geometric deformations in the trajectory of a moving reference traveling along a geodesic curve.

Martingales on manifolds and stochastic Riemannian geometry

2006

It is well-known that Brownian motion and martingales on manifolds or vector bundles connect local and global geometry in an intrinsic way, and that many questions related to the geometry of Laplace operators have are direct probabilistic counterpart. It turned out that already the deflnition of martingales (as driftless motions with respect to the given geometry) leads to non-trivial questions, since taking conditional expectations of random variables is by nature a linear operation, ruling out immediate generalizations to curved spaces. In this series of lectures we start by introducing some basic concepts of Stochastic Analysis on manifolds, and proceed then to applications, mainly linear and nonlinear PDEs, having their origin in Analysis, Geometry and Mathematical Physics. We flnally want to stress the point that the same methods which lead to Harnack type inequalities in the setting of Riemannian Geometry can be used in Mathematical Finance to calculate price sensitivities (so...

Diffusion Processes on Manifolds

Institute of Mathematical Statistics Collections, 2008

This is an informal introduction to stochastic analysis on both Riemanian and Lorentzian manifolds. We review the basics underlying the construction of diffusions on manifolds, highlighting the important differences between the Riemanian and Lorentzian cases. We also discuss a few recent applications which range from biophysics to cosmology.

Radial processes for sub-Riemannian Brownian motions and applications

Electronic Journal of Probability

We study the radial part of sub-Riemannian Brownian motion in the context of totally geodesic foliations. Itô's formula is proved for the radial processes associated to Riemannian distances approximating the Riemannian one. We deduce very general stochastic completeness criteria for the sub-Riemannian Brownian motion. In the context of Sasakian foliations and H-type groups, one can push the analysis further, and taking advantage of the recently proved sub-Laplacian comparison theorems one can compare the radial processes for the sub-Riemannian distance to one-dimensional model diffusions. As a geometric application, we prove Cheng's type estimates for the Dirichlet eigenvalues of the sub-Riemannian metric balls, a result which seems to be new even in the Heisenberg group.