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Uniform Shrinking and Expansion under Isotropic Brownian Flows
Authors:Peter Baxendale  Georgi Dimitroff
Institution:(1) Department of Mathematics, University of Southern California, 3620 S. Vermont Avenue, Los Angeles, CA 90089-2532, USA;(2) Fraunhofer ITWM, Fraunhofer-Platz 1, 67663 Kaiserslautern, Germany
Abstract:We study some finite time transport properties of isotropic Brownian flows. Under a certain nondegeneracy condition on the potential spectral measure, we prove that uniform shrinking or expansion of balls under the flow over some bounded time interval can happen with positive probability. We also provide a control theorem for isotropic Brownian flows with drift. Finally, we apply the above results to show that, under the nondegeneracy condition, the length of a rectifiable curve evolving in an isotropic Brownian flow with strictly negative top Lyapunov exponent converges to zero as t→∞ with positive probability. P. Baxendale’s research was supported in part by NSF Grant DMS-05-04853.
Keywords:Stochastic differential equation  Stochastic flow of diffeomorphisms  Isotropic Brownian flow  Cameron–  Martin space  Reproducing kernel  Control theorem
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