Self attracting diffusions on a sphere and application to a periodic case

Abstract

This paper proves almost-sure convergence for the self-attracting diffusion on the unit sphere $$dX(t)=\sigma dW_{t}(X(t))-a\int_{0}^{t}\nabla_{\mathbb{S}^n}V_{X_s}(X_t) dsdt,\qquad X(0)=x\in\mathbb{S}^n $$ %given by the stochastic differential equation: $$dX_{t}=\sigma dW_{t}+a\int_{0}^{t}\sin(X_{t}-X_{s})dsdt, $$ where $\sigma >0$, $a < 0$, $V_y(x)=\langle x,y\rangle$ is the usual scalar product in $\mathbb{R}^n$, and $(W_{t}(.))_{t\geqslant 0}$ is a Brownian motion on $\mathbb{S}^n$. From this follows the almost-sure convergence of the real-valued self-attracting diffusion $$d\vartheta_{t}=\sigma dW_{t}+a\int_{0}^{t}\sin(\vartheta_{t}-\vartheta_{s})dsdt, $$ where $(W_t)_{t\geqslant 0}$ is a real Brownian motion.