Decomposition of discontinuous flows of diffeomorphisms: jumpings, geometrical and topological aspects

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Auteurs principaux: Lima, Lourival, Ruffino, Paulo
Format: Preprint
Publié: 2025
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author Lima, Lourival
Ruffino, Paulo
author_facet Lima, Lourival
Ruffino, Paulo
contents Let $M$ be a compact manifold equipped with a pair of complementary foliations, say horizontal $\mathcal{H}$ and vertical $\mathcal{V}$. In Melo, Morgado and Ruffino (Disc Cont Dyn Syst B, 2016, 21(9)) it is proved that if a semimartingale $X_t$ has a finite number of jumps in compact intervals then, up to a stopping time $τ$, a stochastic flow of local diffeomorphisms in $M$ driven by $X_t$ can be decomposed into a process in the Lie group of diffeomorphisms which fix the leaves of $\mathcal{H}$ composed with a process in the Lie group of diffeomorphisms which fix the leaves of $\mathcal{V}$. Dynamics at the discontinuities of $X_t$ here are interpreted in the Marcus sense as in Kurtz, Pardoux and Protter \cite{KPP}. Here we enlarge the scope of this geometric decomposition and consider flows driven by arbitrary semimartingales with jumps and show explicit equations for each component. Our technique is based in an extension of the Itô-Ventzel-Kunita formula for stochastic flows with jumps. Geometrical and others topological obstructions for the decomposition are also considered: e.g. an index of attainability is introduced to measure the complexity of the dynamics with respect to the pair of foliations.
format Preprint
id arxiv_https___arxiv_org_abs_2501_01750
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Decomposition of discontinuous flows of diffeomorphisms: jumpings, geometrical and topological aspects
Lima, Lourival
Ruffino, Paulo
Dynamical Systems
Differential Geometry
Probability
60H10, 37C60, 57R30
Let $M$ be a compact manifold equipped with a pair of complementary foliations, say horizontal $\mathcal{H}$ and vertical $\mathcal{V}$. In Melo, Morgado and Ruffino (Disc Cont Dyn Syst B, 2016, 21(9)) it is proved that if a semimartingale $X_t$ has a finite number of jumps in compact intervals then, up to a stopping time $τ$, a stochastic flow of local diffeomorphisms in $M$ driven by $X_t$ can be decomposed into a process in the Lie group of diffeomorphisms which fix the leaves of $\mathcal{H}$ composed with a process in the Lie group of diffeomorphisms which fix the leaves of $\mathcal{V}$. Dynamics at the discontinuities of $X_t$ here are interpreted in the Marcus sense as in Kurtz, Pardoux and Protter \cite{KPP}. Here we enlarge the scope of this geometric decomposition and consider flows driven by arbitrary semimartingales with jumps and show explicit equations for each component. Our technique is based in an extension of the Itô-Ventzel-Kunita formula for stochastic flows with jumps. Geometrical and others topological obstructions for the decomposition are also considered: e.g. an index of attainability is introduced to measure the complexity of the dynamics with respect to the pair of foliations.
title Decomposition of discontinuous flows of diffeomorphisms: jumpings, geometrical and topological aspects
topic Dynamical Systems
Differential Geometry
Probability
60H10, 37C60, 57R30
url https://arxiv.org/abs/2501.01750