Stochastic Switching in Infinite Dimensions with Applications to Random Parabolic PDE

DOI10.1137/140976716zbMATH Open1338.35515arXiv1407.2264OpenAlexW3103472687MaRDI QIDQ2943501FDOQ2943501

Sean D. Lawley, M. C. Reed, Jonathan C. Mattingly

Publication date: 3 September 2015

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1407.2264

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zbMATH Keywords

ergodicitypiecewise deterministic Markov processlong-time behaviorstationary solutionhybrid dynamical systemsswitched dynamical systemsrandom PDEs

Mathematics Subject Classification ID

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)

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Cited In (31)

• Oscillatory dynamics for a coupled membrane-bulk diffusion model with Fitzhugh-Nagumo membrane kinetics
• Boundary value problems for statistics of diffusion in a randomly switching environment: PDE and SDE perspectives
• How Receptor Surface Diffusion and Cell Rotation Increase Association Rates
• A New Derivation of Robin Boundary Conditions through Homogenization of a Stochastically Switching Boundary
• Escape from Subcellular Domains with Randomly Switching Boundaries
• Asymptotic and Numerical Analysis of a Stochastic PDE Model of Volume Transmission
• Smooth invariant densities for random switching on the torus
• Reaction-Subdiffusion Equations with Species-Dependent Movement
• Stochastic switching in biology: from genotype to phenotype
• Random splitting of fluid models: unique ergodicity and convergence
• Search of stochastically gated targets with diffusive particles under resetting
• Effective Permeability of a Gap Junction with Age-Structured Switching
• Spiracular fluttering decouples oxygen uptake and water loss: a stochastic PDE model of respiratory water loss in insects
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