Ergodicity of dissipative differential equations subject to random impulses (Q1300093): Difference between revisions

Consider the initial value problem \[ du/dt= f(u)+ \sum^\infty_{n= 1}\theta_n w\delta(t- \tau_n),\quad u(0^+)= u_0+ \theta_0 w, \] with \(u,w\in\mathbb{R}^m\), \(f\in C^\infty(\mathbb{R},\mathbb{R})\), \(\delta(\cdot)\) denotes the unit point mass at the origin, \(\{\theta_0, n\geq 0\}\) are i.i.d. random variables with \(P\{\theta_0= \pm 1\}=1/2\) and the waiting times \(\tau_{n+ 1}-\tau_n\), \(n\in \mathbb{Z}^+\), \(\tau_0= 0\), are random variables \(\text{EXP}(\lambda)\) i.i.d. Under the assumption that the deterministic problem \[ du/dt= f(u),\quad u(0)= U, \] has a unique solution for \(t\geq 0\), the authors study the ergodic behaviour of the randomly perturbed problem. The scalar linear case and the damped nonlinear oscillator case are considered in detail.