Diffusion Processes On Nonholonomic Manifolds and Stochastic Solutions For Einstein Spaces

Diffusion Processes on Nonholonomic Manifolds
and Stochastic Solutions for Einstein Spaces
Sergiu I. Vacaru
Department of Science
University Al. I. Cuza (UAIC), Iaşi, Romania
Multidisciplinary Research Seminar

at
INSTITUTE OF MATHEMATICS "O. MAYER"
ROMANIAN ACADEMY, IAŞI BRANCH
October 4, 2010
Sergiu I. Vacaru (UAIC, Iaşi, Romania) Stochastic Einstein Spaces October 4, 2010 1 / 17
Outline
1 Aims and Motivation
2 Stochastic Processes & Nonholonomic Manifolds
Geometry of N–anholonomic manifolds
h– and v–adapted Euclidian diffusion
Diffusion on nonholonomic manifolds
3 Nonholonomic Diffusion in General Relativity
The special relativistic nonholonomic diffusion
Nonholonomic diffusion and gravitational interactions
4 Exact Stochastic Solutions in Gravity
The Einstein eqs on nonholonomic manifolds
Nonholonomic separation of Einstein eqs
Stochastic solutions with h3,4
∗ 6= 0 and Υ
2,4 6= 0
5 Summary & Conclusions
Aims and Motivation
Aims and Motivation

Aims:
Theory of stochastic processes on
nonholonomic Eucliedean and Riemannan manifolds
Relativistic nonholonomic stochastic differential equations and
diffusion
Exact solutions for stochastic Einstein spacetimes
Definition:
A nonholonomic manifold is a pair (V, N )
Review and new results:

S. Vacaru, in: IJGMMP, JMP, JGP, CQG, IJTP)
Details in: S. Vacaru, arXiv: 1010.0647
Diffusion on Curved (Super) Manifolds and Bundle spaces
Aims and Motivation
Related directions
Stochastic Gravity
Einstein–Langeven eqs with additional noise source.
Fluctuations of quantum fields in curved spacetime.
Semi–classical approximation and renormalized
energy–momentum tensors.
Diffusion on Curved Spaces

Rolling Wiener processes on curved manifolds and diffusion in
Riemann–Cartan–Weyl spaces.
Laplace–Beltrami operators and diffusion.
Stochastic processes in Lagrange–Finsler spaces,
supersymmetric and higher order generalzitations.
Stochastic Processes & Nonholonomic Manifolds Geometry of N–anholonomic manifolds
Stochastic Processes & Nonholonomic Manifolds
Geometry of N–anholonomic manifolds

N–connection splitting: T V = hV⊕vV, N = {N ka }, ex: V = TM
N–adapted d–frames:
∂
eα + (ei = ∂i − Nia ∂a , eb = ∂b = ),
∂y b
eβ + (ei = dx i , ea = dy a + Nia dx i ).
Nonholonomic relations: [eα , eβ ] = eα eβ − eβ eα = wγαβ (u) eγ ,

d–metrics: g = gij dx i ⊗ dx j + hab (dy a + Nka dx k )⊗(dy b + Nkb dx k )
Signature (±, ±, ±, ±), coordinates
u α = (x i , y a ), x i = (x 1 , x 2 )
and y a = y 3 = v, y 4 = y . Indices i, j, k, ... = 1, 2 and
a, b, c, ... = 3, 4 for (2 + 2)–splitting, when α, β, . . . = 1, 2, 3, 4.
Stochastic Processes & Nonholonomic Manifolds Geometry of N–anholonomic manifolds
N–adapted d–connections
Canonical d–connection & Levi–Civita connection
A d–connection D = (hD, vD) preserves under parallelism the h–
v–spitting. Metric compatible: Dg = 0
Canonic. d–con. D bγ = (L
b :Γ bi , L
ba , C
bi , C
b a ); T
b i = 0, T
b a = 0.
αβ jk bk jc bc jk bc
1 ir
Lijk
b = g ek gjr + ej gkr − er gjk ,
2
1
Labk
b = eb (Nka ) + hac ek hbc − hdc eb Nkd − hdb ec Nkd ,
2
bi 1 ik b a = 1 had (ec hbd + ec hcd − ed hbc ) .
C jc = g ec gjk , C bc
2 2
Levi–Civita con. ∇ = {Γγαβ } and distortion: Γγαβ = b

Γγαβ + Z γαβ ,
all components defined by metric and N–connection.
Cartan d–connection is canonical almost symplectic.
Stochastic Processes & Nonholonomic Manifolds h– and v–adapted Euclidian diffusion
h– and v–adapted Euclidian diffusion

Wiener d–processes of dimension n + m
Locally a couple of elementary
(Wiener) h– and v–processes
i a
W (τ ) = W (τ ), W (τ ) , parameter τ (in particular, τ = t).
α
A random (stochastic) curve on V is lifted to a horizontal curve on

the frame of orthonormalized bundles O(V) related by transforms
eα0 = e α0 (u)∂α = eαα0 (u)eα , ∂α = ∂/∂u α = (∂i = ∂/∂x i , ∂a = ∂/∂y a ).
α
Itô d–calculus
A diffusion d–process by a couple of h- and v- SDE,
dUα = σαα0 (τ, U)δW α + b α (τ, U)dτ, where U = (hU, vU) ∈ Rn+m
0
is a stochastic d–process with U(0) = u, for u = {u β = (x j , y c )},

Markovian process by Itô stochastic N-adapt. integral (equation)
Rτ 0 Rτ
Uατ = Uα0 + σαα0 (ς, U)δWςα + b α (ς, U)dς,
0 0
diffusion coeff. σαα0 , drift. coeff. b α .
Itô d–processes and associated diffusion d–operator
Associated diffusion d–operator

Stochastic N–adapted differential δf = Af with A = hA ⊕ vA,
n+m
ρ X 1 i j
A = { σα0 (τ, U)σα0 (τ, U) ei ej + ej ei f
2 0 2
α =1
+σαa 0 (τ, U)σαb 0 (τ, U)ea eb f + b α (τ, U)eα f },
n
ρ X 1 i
hA = { σα0 (τ, U)σαj 0 (τ, U)(ei ej + ej ei )f + b i (τ, U)ei f }.
2 0 2
α =1
∀ stochastic N–adapted process Uατ ∈ Rn+m ∃ the probability

density function φ(τ, u), Revolution on τ. ∀ f of U, expected value
f (τ, u) := u E[f (Uτ )] := f (u)φ(τ, u)δu 1 ...δu n+m .
U
Stratonovich d–calculus
Focker–Plank/forward Kolmogorov eq
∂τ f (τ, u) = Af (τ, u), f (0, u) = f (τ, u),
Stratonovich stochastic integral

More convenient for curved spaces, with ”∼ ” and ”◦”,
dUα = σ
0
eα (τ, U)dτ. Equivalence:
eαα0 (τ, U) ◦ δW α + b
n+m
P
eα (τ, U) = bα (τ, U) −
eαα0 (τ, U) = σαα0 (τ, U), b
σ ρ
σαβ0 (τ, U)eβ σαα0 (τ, U).
2
α0 =1
n+m
P
e=
Diffus.oper.: A ρ eα (τ, u)eβ
Lα0 Lα0 + L0 ; Lα0 = σαβ0 (τ, u)eβ , L0 = b
2
α0 =1
Associated N–adapted Focker–Plank eq
n+m
P
∂τ φ(τ, u) = ρ eα (τ, u)φ(τ, u)
eβ σαβ0 (τ, u)eγ [σαγ 0 (τ, u)φ(τ, u)] − eα b
2
α0 =1
Stochastic Processes & Nonholonomic Manifolds Diffusion on nonholonomic manifolds
Diffusion on nonholonomic manifolds

0
N–adapted parallel transport r = (u, e) = (u α , eββ ) ∈ O(V)
δu α = eα 0 (u β )δγ α and δeα 0 (u µ ) = −b
0
α Γα (u µ )eν 0 (u µ )δu β
α βν α
Extending on O(V) the fundamental d–vector fields
Lα0 → O Lα0 = eαα0 e α − b
Γαβν (u µ )eβα0 eνβ 0 (∂/∂eββ 0 ),
L0 → O L0 = Aα (τ, U)e α − bΓα Aβ eν 0 (τ )(∂/∂eβ 0 )
βν β β
n+m
P
β0 OA
e ρ OL OL OL
Proj. f (r) = f (u, 0), r = (u α , e β )), = 2 α0 α0 + 0
α0 =1
Diffusion and Lapplace–Beltrami d–operators O Af e (r) = V Af

e (u),
Ve ρX α ρb
A = e 0 e α (eβα0 e β ) + Aβ e β = 4 + Aβ e β
2 0 α 2
α
1 h i
4b = gαβ e α e β + e β e α + b Γναβ + b
Γνβα e ν
2
Nonholonomic Diffusion in General Relativity The special relativistic nonholonomic diffusion
Nonholonomic Diffusion in General Relativity

The special relativistic nonholonomic diffusion
4–d Minkovski spacetime 31 M , hyperbolic structure,
−(v 1 )2 + (v 2 )2 + (v 3 )2 + (v 4 )2 = −1,
on T ( 31 M), u α = (x i , y a = v a ); i, j, ... = 1, 2, 3, 4; a, b, c... = 5, 6, 7, 8.
hyperboloid metric and Christoffel connection
b
hbabb (v c ) = δbabb − v ba v b /(v 1 )2 , γbbab (v e ) = v ba hbbbc
bc
N–connection and d-metric, N = {Nkba (u αb )}, u b = {u αb = (x i , v ba )},
b = ηij dx i ⊗ dx j + hbabb (dv ba + Nkba dx k )⊗(dv b + Nkbb dx k )
g
b
α
b
Γγb b, Eαb0 = E αb0 (u
can. d–con. b b)∂αb = Eαbαb0 (u
b)Eαb ;
α
bβ
b
b αb0 βb0 = [g
g bαbβb, br = {u αb , Eαbαb0 }
bi 0 j 0 = ηi 0 j 0 , hba0 bb0 = δba0 bb0 ] = Eαbαb0 Eβb0 g
β
N–adapted relativistic stochastic eqs, frame bundle space
0 b
δu αb = Eαbαb0 (τ ) ◦ δW αb + Aαb (τ )dτ, δEαbαb0 (τ ) = −b
Γαbb (τ )Eνbαb0 (τ ) ◦ δu β
βb
ν
Nonholonomic Diffusion in General Relativity Nonholonomic diffusion and gravitational interactions
Nonholonomic diffusion and gravitational interactions

N–adapt. relativ. diffusion & gravit. fields
Local hyperbolic massive particles: g µν (u α )v µ v ν = −1
N–adapted frames: V, ηα0 β 0 = gαβ eαα0 (u) eββ 0 (u),
Γαβγ 0 (u β )v γ δu β , δu β = eββ 0 (u α )v β δτ
0 0 0 0
Paral. transp. δv α = −b
N–ad. SDE diffusion δu α = eαα0 (u β )v α δτ, force ex B αb = F ba /m0 ,
0
Γαbβγ 0 (u γ )eβα0 (u γ )v γ v α δτ + ex B αb δτ,

δv αb = Eαbαb0 (τ ) ◦ δW αb − b
0 0 0
b
δEαbαb0 (τ ) = −γ αbb (v ϕb)Eαbγb0 ◦ δv β ,
βb
γ
b
(A, L)–diff., coord. E r = {u α = (x i , y a ), v β , Eαbαb0 }, diff. F(V) A and
Laplace–Beltrami from F Lba0 = Eαbαb0 ∂v∂αb − γεbαbγb (v ϕb)Eαbγb0 E bεb0 ∂E∂αb ,
β b0
β
FL = eαα0 (u β )v α0 bαb γ β γ γ 0 α 0
eα − Γ βγ 0 (u )e α0 (u )v v ∂v αb + B ∂v∂αb
∂ ex α
b −
0
γεbαbγb (v ϕb)E bγb0 B εb ∂E∂αb Γεbβγ 0 (u γ )eβα0 (u γ )v γ v α + ex B εb.
0 0
; B εb = −b
β b0
β
Exact Stochastic Solutions in Gravity The Einstein eqs on nonholonomic manifolds
The Einstein eqs on nonholonomic manifolds

Two equivalent representations of Einstein eqs
Levi–Civita ∇, R βδ − 12 gβδ R = κTβδ ,
b
canonic d–connect D, b βδ − 1 gβδ s R = Υβδ ,
R
2
Lcaj = ea (Njc ), C
b b i = 0, Ωa = 0.
jb ji
Ansatz for solutions:

η
g = ηi (x k , v ) ◦ gi (x k , v )dx i ⊗ dx i + ηa (x k , v ) ◦ ha (x k , v )ea ⊗ea ,
e3 = dv + ηi3 (x k , v ) ◦ wi (x k , v )dx i , e4 = dy 4 + ηi4 (x k , v ) ◦ ni (x k , v )dx i
gij = diag[gi = ηi ◦ gi ] and hab = diag[ha = ηa ◦ ha ] and

Nk3 = wi = ηi3 ◦ wi and Nk4 = ni = ηi4 ◦ ni ; Gravit.’polarizations’ ηα
and ηia , ◦ g = [ ◦ gi , ◦ ha , ◦ Nka ] → η g = [ gi , ha , Nka ], functions of
necessary smooth class and/or any random (stochastic) variables.
Exact Stochastic Solutions in Gravity Nonholonomic separation of Einstein eqs
Nonholonomic separation of Einstein eqs

MAGIC d–connection SPLITTING for one Killing ansatz:
η
g = gi (x k )dx i ⊗ dx i + h3 (x k , t)e3 ⊗e3 + h4 (x k , t)e4 ⊗e4 ,
e3 = dt + wi (x k , t)dx i , e4 = dy 4 + ni (x k , t)dx i
p
a• = ∂a/∂x 1 , a0 = ∂a/∂x 2 , a∗ = ∂a/∂v; v = t; τ via δτ = |h3 |δt.
2
b1 b2 = −1 g•g• (g • ) g0 g0 (g 0 )2
R 1 = R 2 [g2•• − 1 2 − 2 + g100 − 1 2 − 1 ] = −Υ4 (x k ),
2g1 g2 2g1 2g2 2g2 2g1
b3 b4 = − 1 (h∗ )2 h∗ h∗
R 3 = R 4 [h4∗∗ − 4 − 3 4 ] = −Υ2 (x k , v ),
2h3 h4 2h4 2h3
∗ 2

wk ∗∗ (h4 ) h h
∗ ∗
h ∗ ∂ k h3 ∂ k h4 ∂k h4∗
b 3k
R = [h4 − − 3 4]+ 4 + − = 0,
2h4 2h4 2h3 4h4 h3 h4 2h4

b 4k h4 ∗∗ h4 ∗ 3 ∗ nk∗
R = nk + h3 − h4 = 0,
2h3 h3 2 2h3
wi∗ = ei ln |h4 |, ek wi = ei wk , ni∗ = 0, ∂i nk = ∂k ni
Exact Stochastic Solutions in Gravity Stochastic solutions with h3,4
∗
6= 0 and Υ2,4 6= 0

∗
6= 0 and Υ2,4 6= 0
Formal integration, sure solutions

k
h–metric: g1 = g2 = eψ(x ) , ψ̈ + ψ 00 = 2Υ4 (x k )
coefficients: ∗
h∗
φ = ln | √ 4 |, αi = h4∗ ∂i φ, β = h4∗ φ∗ , γ = ln |h4 |3/2 /|h3 |
|h3 h4 |
N–connection eqs: βwi + αi = 0, ni∗∗ + γni∗ = 0
v–metric, if h4∗ 6= 0; Υ2 6= 0, we get φ∗ 6= 0. ∀φ = φ(x i , t) 6= const is
a solution generating function, h4∗ = 2h3 h4 Υ2 (x i , t)/φ∗ .
∗ (x i ,t)|
0 h (x k ) ± 2
R (exp[2 φ(x k ,t)])∗
solution: h3 = ± |φ Υ , h 4 = 4 Υ2 dt,
2 R p
wi = −∂i φ/φ∗ , ni = 1 nk x i + 2 nk xi [h3 /( |h4|)3 ]dt,
integration functions 0 h4 (x k ), 1 nk x i and 2 nk x i
Υi = λ, λ → h λ(x k ) = Υ4 (x k ) and λ → v λ(x k , t) = Υ2 (x k , t).
Exact Stochastic Solutions in Gravity Stochastic solutions with h3,4
∗
6= 0 and Υ2,4 6= 0

∗
6= 0 and Υ2,4 6= 0
Metrics and sources with h–diffusion
Random gener. funct. φ(x k , t) → φ(x k , t) = φ(x k , t) + $ φ(x e k , t),
e k , t) ∼ f (τ, u) = f (τ, x i ) diffusion process from h–space
where φ(x
to v–space; only h–operators and fix A β = 0 in V A, e τ → t,
v = v0 = const and 4 b is computed 4 b = h4b for gij = δij eψ(x k ) .
The generalized Kolmogorov backward equation
∂τ f (τ, x i ) = h4f b ((τ, x i ) = h4f
b ((τ, x i ), f (0, x i ) = f (x i ).
The generalized Fokker–Planck eq ∂ τ z = 2ρ h4z, b
1 i 2 i
z = z(τ, x ; 0, x ) is the transition probability with the initial
condition z(0, 1 x i ; 0, 2 x i ) = δ( 1 x i − 2 x i ) for any two points
1 x i , 2 x i ∈ V and adequate boundary conditions at infinity.
Solutions induced by random sources Υ 2 ; similar to stochastic

gravity (Einstein–Langeven eq with additional sources due to the
noise kernel).
Summary & Conclusions
Summary & Conclusions

We developed the theory of stochastic processed on
nonholonomic Euclidean and Riemannian manifolds.
Relativistic models of nonholonomic diffusion.
Off–diagonal solutions for stochastic Einstein spacetimes.
Multidisciplinary character of research: 1) Geometric Methods
(nonholonomic, Riemann–Finsler, almost Kähler); 2) Nonlinear
Evolution/Field Equations (PDE, SDE, evolution eqs); 3)
Probability and Stochastics (diffusion, anisotropic kinetics,
statistics, thermodynamics); 4) Geometric quantization.
Outlook (recently developed, under elaboration):
Gravity and quantum physics, geometric mechanics; various
applications in modern cosmology and astrophysics, geometric
mechanics etc. Generic nonlinear solutions, stochastic evolution,
fractional derivatives, solitonics, singularities, memory etc.
Diffusion and Porous Media with Self–Organized Criticality in Ricci
Flow Evolution of Einstein and Finsler Spaces.

Diffusion Processes On Nonholonomic Manifolds and Stochastic Solutions For Einstein Spaces

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Diffusion Processes On Nonholonomic Manifolds and Stochastic Solutions For Einstein Spaces

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Diffusion Processes on Nonholonomic Manifolds

and Stochastic Solutions for Einstein Spaces

Multidisciplinary Research Seminar

5 Summary & Conclusions

Aims and Motivation

Review and new results:

Diffusion on Curved Spaces

Stochastic Processes & Nonholonomic Manifolds

Geometry of N–anholonomic manifolds

Nonholonomic relations: [eα , eβ ] = eα eβ − eβ eα = wγαβ (u) eγ ,

Levi–Civita con. ∇ = {Γγαβ } and distortion: Γγαβ = b

h– and v–adapted Euclidian diffusion

A random (stochastic) curve on V is lifted to a horizontal curve on

is a stochastic d–process with U(0) = u, for u = {u β = (x j , y c )},

Itô d–processes and associated diffusion d–operator

Associated diffusion d–operator

∀ stochastic N–adapted process Uατ ∈ Rn+m ∃ the probability

∂τ f (τ, u) = Af (τ, u), f (0, u) = f (τ, u),

Stratonovich stochastic integral

Diffusion on nonholonomic manifolds

Diffusion and Lapplace–Beltrami d–operators O Af e (r) = V Af

Nonholonomic Diffusion in General Relativity

Nonholonomic diffusion and gravitational interactions

Γαbβγ 0 (u γ )eβα0 (u γ )v γ v α δτ + ex B αb δτ,

The Einstein eqs on nonholonomic manifolds

Ansatz for solutions:

gij = diag[gi = ηi ◦ gi ] and hab = diag[ha = ηa ◦ ha ] and

Nonholonomic separation of Einstein eqs

Stochastic solutions with h3,4

Formal integration, sure solutions

Stochastic solutions with h3,4

Solutions induced by random sources Υ 2 ; similar to stochastic

Summary & Conclusions

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