Decomposition of discontinuous flows of diffeomorphisms: jumpings, geometrical and topological aspects
Lourival Lima, Paulo Ruffino
TL;DR
This work develops a comprehensive geometric framework for decomposing discontinuous flows of diffeomorphisms on manifolds with complementary foliations. By extending the Itô-Ventzel-Kunita formula to Marcus-driven SDEs with jumps and forming intrinsic Marcus calculus on manifolds, the authors derive explicit equations for horizontal and vertical components of jump-driven flows, and identify topological obstructions via an attainability index. When obstructions arise, they propose an alternate decomposition scheme that restarts the decomposition in time, improving robustness and applicability, including in linear systems and flag-structure cascades. The framework is further extended to principal fibre bundles and reductive homogeneous spaces, yielding concrete Marcus dynamics for both horizontal and vertical components and illustrating the geometric and topological structure underlying jump-driven stochastic diffeomorphisms. These results advance stochastic geometry by providing explicit decomposition tools, obstructions, and applications to bundles and homogeneous spaces.
Abstract
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.
