Quantitative ergodicity for some switched dynamical systems
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Publication:742958
DOI10.1214/ECP.V17-1932zbMATH Open1347.60118arXiv1204.1922MaRDI QIDQ742958FDOQ742958
Michel Benaïm, S. Le Borgne, Pierre-André Zitt, Florent Malrieu
Publication date: 22 September 2014
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Abstract: We provide quantitative bounds for the long time behavior of a class of Piecewise Deterministic Markov Processes with state space Rd imes E where E is a finite set. The continuous component evolves according to a smooth vector field that switches at the jump times of the discrete coordinate. The jump rates may depend on the whole position of the process. Under regularity assumptions on the jump rates and stability conditions for the vector fields we provide explicit exponential upper bounds for the convergence to equilibrium in terms of Wasserstein distances. As an example, we obtain convergence results for a stochastic version of the Morris-Lecar model of neurobiology.
Full work available at URL: https://arxiv.org/abs/1204.1922
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ergodicityWasserstein distancecouplinglinear ordinary differential equationspiecewise deterministic Markov processesswitched dynamical systems
Continuous-time Markov processes on general state spaces (60J25) Limit theorems in probability theory (60F99) Global stability of solutions to ordinary differential equations (34D23) Stochastic stability in control theory (93E15)
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