Stochastic switching in infinite dimensions with applications to random parabolic PDE
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Publication:2943501
ergodicitypiecewise deterministic Markov processlong-time behaviorstationary solutionhybrid dynamical systemsswitched dynamical systemsrandom PDEs
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Physiology (general) (92C30) PDEs in connection with biology, chemistry and other natural sciences (35Q92) PDEs with randomness, stochastic partial differential equations (35R60) Applications of functional analysis to differential and integral equations (46N20) Random dynamical systems (37H99)
Abstract: We consider parabolic PDEs with randomly switching boundary conditions. In order to analyze these random PDEs, we consider more general stochastic hybrid systems and prove convergence to, and properties of, a stationary distribution. Applying these general results to the heat equation with randomly switching boundary conditions, we find explicit formulae for various statistics of the solution and obtain almost sure results about its regularity and structure. These results are of particular interest for biological applications as well as for their significant departure from behavior seen in PDEs forced by disparate Gaussian noise. Our general results also have applications to other types of stochastic hybrid systems, such as ODEs with randomly switching right-hand sides.
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