Abstract

Consider an embedded hypersurface $M$ in $R^3$. For $\Phi_t$ a stochastic flow of differomorphisms on $R^3$ and $x \in M$, set $x_t = \Phi_t (x)$ and $M_t = \Phi_t (M)$. In this paper we will assume $\Phi_t$ is an isotropic (to be defined below) measure preserving flow and give an explicit descripton by SDE's of the evolution of the Gauss and mean curvatures, of $M_t$ at $x_t$. If $\lambda_1 (t)$ and $\lambda_2 (t)$ are the principal curvatures of $M_t$ at $x_t$ then the vector of mean curvature and Gauss curvature, $(\lambda_1 (t) + \lambda_2 (t)$, $\lambda_1 (t) \lambda_2 (t))$, is a recurrent diffusion. Neither curvature by itself is a diffusion. In a separate addendum we treat the case of $M$ an embedded codimension one submanifold of $R^n$. In this case, there are $n-1$ principal curvatures $\lambda_1 (t), \dotsc, \lambda_{n-1} (t)$. If $P_k, k=1,\dots,n-1$ are the elementary symmetric polynomials in $\lambda_1, \dotsc, \lambda_{n-1}$, then the vector $(P_1 (\lambda_1 (t), \dotsc, \lambda_{n-1} (t)), \dotsc, P_{n-1} (\lambda_1 (t), \dotsc, \lambda_{n-1} (t))$ is a diffusion and we compute the generator explicitly. Again no projection of this diffusion onto lower dimensions is a diffusion. Our geometric study of isotropic stochastic flows is a natural offshoot of earlier works by Baxendale and Harris (1986), LeJan (1985, 1991) and Harris (1981).

Highlights

  • We begin with a nonnegative measure F on [0, +∞) with finite moments of all orders

  • If Ta is translation by a ∈ Rn, TaΦtT−a and Φt are identical in law so Φ is stationary

  • Take νt ∈ Tx⊥tMt to be a unit vector in the case k = 1, u → St(u, ·), νt is a map from Λ1(Txt Mt) to Λ1(Txt Mt)

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Summary

Introduction

We begin with a nonnegative measure F (dρ) on [0, +∞) with finite moments of all orders. The most general form of dWji, (t, y), dW k(t, y) = Cjikdt for isotropic flows is The works of Baxendale and Harris (1986) and LeJan (1985) focused on first order properties of the general isotropic flows in Euclidean space. On properties of the derivative flow DΦt(x).

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