Second–order multivalued stochastic differential equations on Riemannian manifolds

Frédéric Bernardin; Michelle Schatzman; Claude‐Henri Lamarque

doi:10.1098/rspa.2004.1312

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Second–order multivalued stochastic differential equations on Riemannian manifolds

Frédéric Bernardin Michelle Schatzman Claude‐Henri Lamarque

Year: 2004 Journal: Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences Vol: 460 (2051)Pages: 3095-3121 Publisher: Royal Society

DOI: 10.1098/rspa.2004.1312

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Abstract

The existence and uniqueness of solutions to multivalued stochastic differential equations of the second order on Riemannian manifolds are proved. The class of problem is motivated by rigid body and multibody dynamics with friction and an application to the spherical pendulum with friction is presented.

Keywords:

Uniqueness Mathematics Class (philosophy) Stochastic differential equation Mathematical analysis Order (exchange) Pendulum Differential equation Riemannian geometry Dynamics (music) Applied mathematics Physics Computer science Economics

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Stability and Controllability of Differential Equations

Physical Sciences → Engineering → Control and Systems Engineering

Contact Mechanics and Variational Inequalities

Physical Sciences → Computer Science → Computational Theory and Mathematics

Geometric Analysis and Curvature Flows

Physical Sciences → Mathematics → Applied Mathematics

Second–order multivalued stochastic differential equations on Riemannian manifolds

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