switching diffusion
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2022 ◽  
Vol 0 (0) ◽  
pp. 0
Author(s):  
Jun Li ◽  
Fubao Xi

<p style='text-indent:20px;'>We investigate the long time behavior for a class of regime-switching diffusion processes. Based on direct evaluation of moments and exponential functionals of hitting time of the underlying process, we adopt coupling method to obtain existence and uniqueness of the invariant probability measure and establish explicit exponential bounds for the rate of convergence to the invariant probability measure in total variation norm. In addition, we provide some concrete examples to illustrate our main results which reveal impact of random switching on stochastic stability and convergence rate of the system.</p>


2021 ◽  
Vol 151 ◽  
pp. 111224
Author(s):  
Xiangyu Gao ◽  
Yi Liu ◽  
Yanxia Wang ◽  
Hongfu Yang ◽  
Maosong Yang

2020 ◽  
Vol 82 (10) ◽  
Author(s):  
Maria-Veronica Ciocanel ◽  
John Fricks ◽  
Peter R. Kramer ◽  
Scott A. McKinley

Abstract In many biological systems, the movement of individual agents is characterized having multiple qualitatively distinct behaviors that arise from a variety of biophysical states. For example, in cells the movement of vesicles, organelles, and other intracellular cargo is affected by their binding to and unbinding from cytoskeletal filaments such as microtubules through molecular motor proteins. A typical goal of theoretical or numerical analysis of models of such systems is to investigate effective transport properties and their dependence on model parameters. While the effective velocity of particles undergoing switching diffusion dynamics is often easily characterized in terms of the long-time fraction of time that particles spend in each state, the calculation of the effective diffusivity is more complicated because it cannot be expressed simply in terms of a statistical average of the particle transport state at one moment of time. However, it is common that these systems are regenerative, in the sense that they can be decomposed into independent cycles marked by returns to a base state. Using decompositions of this kind, we calculate effective transport properties by computing the moments of the dynamics within each cycle and then applying renewal reward theory. This method provides a useful alternative large-time analysis to direct homogenization for linear advection–reaction–diffusion partial differential equation models. Moreover, it applies to a general class of semi-Markov processes and certain stochastic differential equations that arise in models of intracellular transport. Applications of the proposed renewal reward framework are illustrated for several case studies such as mRNA transport in developing oocytes and processive cargo movement by teams of molecular motor proteins.


2020 ◽  
Vol 13 (04) ◽  
pp. 2050028
Author(s):  
Guangying Lv ◽  
Beibei Zhang

This paper is concerned with the permanence and extinction of a stochastic regime-switching mutualism model. We aim to find the difference between the stochastic mutualism model with regime-switching and without regime-switching. By studying ergodicity of regime-switching diffusion processes, we establish the sufficient conditions to estimate the permanence and extinction of a species in a random switching environment. Moreover, compared with the system without switching, the advantages of the stochastic regime-switching mutualism model are given.


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