Brownian motion with respect to time-changing riemannian metrics, applications to Ricci flow

Koléhè A. Coulibaly-Pasquier

Annales de l'I.H.P. Probabilités et statistiques (2011)

  • Volume: 47, Issue: 2, page 515-538
  • ISSN: 0246-0203

Abstract

top
We generalize brownian motion on a riemannian manifold to the case of a family of metrics which depends on time. Such questions are natural for equations like the heat equation with respect to time dependent laplacians (inhomogeneous diffusions). In this paper we are in particular interested in the Ricci flow which provides an intrinsic family of time dependent metrics. We give a notion of parallel transport along this brownian motion, and establish a generalization of the Dohrn–Guerra or damped parallel transport, Bismut integration by part formulas, and gradient estimate formulas. One of our main results is a characterization of the Ricci flow in terms of the damped parallel transport. At the end of the paper we give a canonical definition of the damped parallel transport in terms of stochastic flows, and derive an intrinsic martingale which may provide information about singularities of the flow.

How to cite

top

Coulibaly-Pasquier, Koléhè A.. "Brownian motion with respect to time-changing riemannian metrics, applications to Ricci flow." Annales de l'I.H.P. Probabilités et statistiques 47.2 (2011): 515-538. <http://eudml.org/doc/242349>.

@article{Coulibaly2011,
abstract = {We generalize brownian motion on a riemannian manifold to the case of a family of metrics which depends on time. Such questions are natural for equations like the heat equation with respect to time dependent laplacians (inhomogeneous diffusions). In this paper we are in particular interested in the Ricci flow which provides an intrinsic family of time dependent metrics. We give a notion of parallel transport along this brownian motion, and establish a generalization of the Dohrn–Guerra or damped parallel transport, Bismut integration by part formulas, and gradient estimate formulas. One of our main results is a characterization of the Ricci flow in terms of the damped parallel transport. At the end of the paper we give a canonical definition of the damped parallel transport in terms of stochastic flows, and derive an intrinsic martingale which may provide information about singularities of the flow.},
author = {Coulibaly-Pasquier, Koléhè A.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Brownian motion; damped parallel transport; Ricci flow; Bismut formula; gradient estimates; heat equation},
language = {eng},
number = {2},
pages = {515-538},
publisher = {Gauthier-Villars},
title = {Brownian motion with respect to time-changing riemannian metrics, applications to Ricci flow},
url = {http://eudml.org/doc/242349},
volume = {47},
year = {2011},
}

TY - JOUR
AU - Coulibaly-Pasquier, Koléhè A.
TI - Brownian motion with respect to time-changing riemannian metrics, applications to Ricci flow
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2011
PB - Gauthier-Villars
VL - 47
IS - 2
SP - 515
EP - 538
AB - We generalize brownian motion on a riemannian manifold to the case of a family of metrics which depends on time. Such questions are natural for equations like the heat equation with respect to time dependent laplacians (inhomogeneous diffusions). In this paper we are in particular interested in the Ricci flow which provides an intrinsic family of time dependent metrics. We give a notion of parallel transport along this brownian motion, and establish a generalization of the Dohrn–Guerra or damped parallel transport, Bismut integration by part formulas, and gradient estimate formulas. One of our main results is a characterization of the Ricci flow in terms of the damped parallel transport. At the end of the paper we give a canonical definition of the damped parallel transport in terms of stochastic flows, and derive an intrinsic martingale which may provide information about singularities of the flow.
LA - eng
KW - Brownian motion; damped parallel transport; Ricci flow; Bismut formula; gradient estimates; heat equation
UR - http://eudml.org/doc/242349
ER -

References

top
  1. [1] M. Arnaudon and A. Thalmaier. Complete lifts of connections and stochastic Jacobi fields. J. Math. Pures Appl. (9) 77 (1998) 283–315. Zbl0916.58045MR1618537
  2. [2] M. Arnaudon and A. Thalmaier. Stability of stochastic differential equations in manifolds. In Séminaire de Probabilités, XXXII 188–214. Lecture Notes in Math. 1686. Springer, Berlin, 1998. Zbl0918.60040MR1655151
  3. [3] M. Arnaudon and A. Thalmaier. Horizontal martingales in vector bundles. In Séminaire de Probabilités, XXXVI 419–456. Lecture Notes in Math. 1801. Springer, Berlin, 2003. Zbl1046.58013MR1971603
  4. [4] M. Arnaudon, R. O. Bauer and A. Thalmaier. A probabilistic approach to the Yang–Mills heat equation. J. Math. Pures Appl. (9) 81 (2002) 143–166. Zbl1042.58021MR1994607
  5. [5] B. Chow and D. Knopf. The Ricci Flow: An Introduction. Mathematical Surveys and Monographs 110. Amer. Math. Soc., Providence, RI, 2004. Zbl1086.53085MR2061425
  6. [6] M. Cranston. Gradient estimates on manifolds using coupling. J. Funct. Anal. 99 (1991) 110–124. Zbl0770.58038MR1120916
  7. [7] D. M. DeTurck. Deforming metrics in the direction of their Ricci tensors. J. Differential Geom. 18 (1983) 157–162. Zbl0517.53044MR697987
  8. [8] K. D. Elworthy and X.-M. Li. Formulae for the derivatives of heat semigroups. J. Funct. Anal. 125 (1994) 252–286. Zbl0813.60049MR1297021
  9. [9] K. D. Elworthy and M. Yor. Conditional expectations for derivatives of certain stochastic flows. In Séminaire de Probabilités, XXVII 159–172. Lecture Notes in Math. 1557. Springer, Berlin, 1993. Zbl0795.60046MR1308561
  10. [10] K. D. Elworthy, Y. Le Jan and X.-M. Li. On the Geometry of Diffusion Operators and Stochastic Flows. Lecture Notes in Math. 1720. Springer, Berlin, 1999. Zbl0942.58004MR1735806
  11. [11] M. Emery. Une topologie sur l’espace des semimartingales. In Séminaire de Probabilités, XIII (Univ. Strasbourg, Strasbourg, 1977/78) 260–280. Lecture Notes in Math. 721. Springer, Berlin, 1979. Zbl0406.60057MR544800
  12. [12] M. Émery. Stochastic Calculus in Manifolds: With an Appendix by P.-A. Meyer. Springer, Berlin, 1989. Zbl0697.60060MR1030543
  13. [13] M. Émery. On two transfer principles in stochastic differential geometry. In Séminaire de Probabilités, XXIV, 1988/89 407–441. Lecture Notes in Math. 1426. Springer, Berlin, 1990. Zbl0704.60066MR1071558
  14. [14] R. S. Hamilton. Three-manifolds with positive Ricci curvature. J. Differential Geom. 17 (1982) 255–306. Zbl0504.53034MR664497
  15. [15] E. P. Hsu. Stochastic Analysis on Manifolds Graduate Studies in Mathematics 38. Amer. Math. Soc., Providence, RI, 2002. Zbl0994.58019MR1882015
  16. [16] J. Jost. Harmonic Mappings between Riemannian Manifolds. Proceedings of the Centre for Mathematical Analysis, Australian National University 4. Australian National University Centre for Mathematical Analysis, Canberra, 1984. Zbl0542.58001MR756629
  17. [17] J. Jost. Riemannian Geometry and Geometric Analysis, 4th edition. Springer, Berlin, 2005. Zbl0828.53002MR2165400
  18. [18] W. S. Kendall. Nonnegative Ricci curvature and the Brownian coupling property. Stochastics 19 (1986) 111–129. Zbl0584.58045MR864339
  19. [19] S. Kobayashi and K. Nomizu. Foundations of Differential Geometry. Vol. I. Wiley Classics Library. Wiley, New York, 1996. Reprint of the 1963 original, Wiley. Zbl0119.37502MR1393940
  20. [20] H. Kunita. Stochastic Flows and Stochastic Differential Equations. Cambridge Studies in Advanced Mathematics 24. Cambridge Univ. Press, Cambridge, 1990. Zbl0743.60052MR1070361
  21. [21] J. M. Lee. Riemannian Manifolds: An Introduction to Curvature. Graduate Texts in Mathematics 176. Springer, New York, 1997. Zbl0905.53001MR1468735
  22. [22] D. W. Stroock and S. R. Srinivasa Varadhan. Multidimensional Diffusion Processes. Classics in Mathematics. Springer, Berlin, 2006. Reprint of the 1997 edition. Zbl1103.60005MR2190038
  23. [23] A. Thalmaier and F.-Y. Wang. Gradient estimates for harmonic functions on regular domains in Riemannian manifolds. J. Funct. Anal. 155 (1998) 109–124. Zbl0914.58042MR1622800
  24. [24] P. Topping. Lectures on the Ricci Flow. London Mathematical Society Lecture Note Series 325. Cambridge Univ. Press, Cambridge, 2006. Zbl1105.58013MR2265040

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.