Regularity of invariant densities for 1D systems with random switching

Yuri Bakhtin; Tobias Hurth; Jonathan C. Mattingly

doi:10.1088/0951-7715/28/11/3755

Regularity of invariant densities for 1D systems with random switching

Yuri Bakhtin, Tobias Hurth, Jonathan C. Mattingly

Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

This is a detailed analysis of invariant measures for one-dimensional dynamical systems with random switching. In particular, we prove the smoothness of the invariant densities away from critical points and describe the asymptotics of the invariant densities at critical points.

Original language	English (US)
Pages (from-to)	3755-3787
Number of pages	33
Journal	Nonlinearity
Volume	28
Issue number	11
DOIs	https://doi.org/10.1088/0951-7715/28/11/3755
State	Published - Sep 30 2015

Keywords

invariant densities
piecewise deterministic Markov processes
randomly switched ODEs

ASJC Scopus subject areas

Statistical and Nonlinear Physics
Mathematical Physics
General Physics and Astronomy
Applied Mathematics

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10.1088/0951-7715/28/11/3755

Cite this

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title = "Regularity of invariant densities for 1D systems with random switching",

abstract = "This is a detailed analysis of invariant measures for one-dimensional dynamical systems with random switching. In particular, we prove the smoothness of the invariant densities away from critical points and describe the asymptotics of the invariant densities at critical points.",

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Regularity of invariant densities for 1D systems with random switching

Abstract

Keywords

ASJC Scopus subject areas

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