4.0 Article

Quantitative ergodicity for some switched dynamical systems

Journal

ELECTRONIC COMMUNICATIONS IN PROBABILITY
Volume 17, Issue -, Pages 1-14

Publisher

UNIV WASHINGTON, DEPT MATHEMATICS
DOI: 10.1214/ECP.v17-1932

Keywords

Coupling; Ergodicity; Linear Ordinary Differential Equations; Piecewise Deterministic Markov Processes; Switched dynamical systems; Wasserstein distance

Funding

  1. Swiss National Foundation [FN 200021-138242/1]
  2. French ANR project EVOL
  3. French ANR project ProbaGeo

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We provide quantitative bounds for the long time behavior of a class of Piecewise Deterministic Markov Processes with state space R-d x 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.

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