Ergodicity of dissipative differential equations subject to random impulses

Citation
Jm. Sanz-serna et Am. Stuart, Ergodicity of dissipative differential equations subject to random impulses, J DIFF EQUA, 155(2), 1999, pp. 262-284
Citations number
18
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF DIFFERENTIAL EQUATIONS
ISSN journal
00220396 → ACNP
Volume
155
Issue
2
Year of publication
1999
Pages
262 - 284
Database
ISI
SICI code
0022-0396(19990701)155:2<262:EODDES>2.0.ZU;2-J
Abstract
Differential equations subject to random impulses are: studied. Randomness is introduced both through the time between impulses, which is distributed exponentially, and through the sign of the impulses, which are fixed in amp litude and orientation. Such models are particular instances of piecewise d eterministic Markov processes and they arise naturally in the study of a nu mber of physical phenomena, particularly impacting systems. The underlying deterministic semigroup is assumed to be dissipative and a general theorem which establishes the existence of invariant measures for the randomly forc ed problem is proved. Further structure is then added to the deterministic semigroup, which enables the proof of ergodic theorems. Characteristic func tions are used for the case when the deterministic component forms a damped linear problem and irreducibility measures are employed for the study of a randomly forced damped double-well nonlinear oscillator with a gradient st ructure. (C) 1999 Academic Press.