Variational Principles on Geometric Rough Paths and the L\'{e}vy Area Correction

Abstract

In this paper, we describe two effects of the L\'evy area correction on the invariant measure of stochastic rigid body dynamics on geometric rough paths. From the viewpoint of dynamics, the L\'evy area correction introduces an additional deterministic torque into the rigid body motion equation on geometric rough paths. When the dynamics is driven by coloured noise, and for rigid body dynamics with double-bracket dissipation, theoretical and numerical results show that this additional deterministic torque shifts the centre of the probability distribution function by shifting the Hamiltonian function in the exponent of the Gibbsian invariant measure.