Variational principles on geometric rough paths and the Lévy area correction
File(s)2208.13706.pdf (7.95 MB)
Accepted version
Author(s)
Diamantakis, Theo
Holm, Darryl D
Pavliotis, Grigorios A
Type
Journal Article
Abstract
In this paper, we describe two effects of the Lévy area correction on the invariant measure of stochastic rigid body dynamics on geometric rough paths. From the viewpoint of dynamics, the Lévy area correction introduces an additional deterministic torque into the rigid body motion equation on geometric rough paths. When the rigid body dynamics is driven by colored noise, and damped by double-bracket dissipation, our theoretical and numerical results show that the additional deterministic torque due to the the Lévy area correction shifts the center of the probability distribution function by shifting the Hamiltonian function in the exponent of the Gibbsian invariant measure.
Date Issued
2023-06-30
Date Acceptance
2022-11-29
Citation
SIAM Journal on Applied Dynamical Systems, 2023, 22 (2), pp.1182-1218
ISSN
1536-0040
Publisher
Society for Industrial and Applied Mathematics
Start Page
1182
End Page
1218
Journal / Book Title
SIAM Journal on Applied Dynamical Systems
Volume
22
Issue
2
Copyright Statement
© 2023 Society for Industrial and Applied Mathematics
Identifier
http://dx.doi.org/10.1137/22m1522164
Publication Status
Published
Date Publish Online
2023-06-16