This paper presents a unified geometric framework for Brownian motion on manifolds, encompassing intrinsic Riemannian manifolds, embedded submanifolds, and Lie groups. The approach constructs the stochastic differential equation by injecting noise along each axis of an orthonormal frame and designing the drift term so that the resulting generator coincides with the Laplace--Beltrami operator. Both Stratonovich and It\^{o} formulations are derived explicitly, revealing the geometric origin of curvature-induced drift. The drift is shown to correspond to the covariant derivatives of the frame fields for intrinsic manifolds, the mean curvature vector for embedded manifolds, and the adjoint-trace term for Lie groups, which vanishes for unimodular cases. The proposed formulation provides a geometrically transparent and mathematically consistent foundation for diffusion processes on nonlinear configuration spaces.
翻译:本文提出了一种统一的几何框架,用于描述流形上的布朗运动,涵盖内蕴黎曼流形、嵌入子流形和李群。该方法通过沿正交标架各轴注入噪声,并设计漂移项,使得所生成的算子与拉普拉斯-贝尔特拉米算子一致,从而构建了随机微分方程。我们显式推导了斯特拉托诺维奇和伊藤两种形式,揭示了曲率诱导漂移的几何起源。研究表明,漂移项对应于内蕴流形的标架场的协变导数、嵌入流形的平均曲率向量,以及李群的伴随迹项(在幺模情形下该项消失)。所提出的公式为非线性构型空间上的扩散过程提供了一个几何意义明晰且数学一致的基础。