Sensitivity to switching rates in stochastically switched ODEs

We consider a stochastic process driven by a linear ordinary differential equation whose right-hand side switches at exponential times between a collection of different matrices. We construct planar examples that switch between two matrices where the individual matrices and the average of the two matrices are all Hurwitz (all eigenvalues have strictly negative real part), but nonetheless the process goes to infinity at large time for certain values of the switching rate. We further construct examples in higher dimensions where again the two individual matrices and their averages are all Hurwitz, but the process has arbitrarily many transitions between going to zero and going to infinity at large time as the switching rate varies. In order to construct these examples, we first prove in general that if each of the individual matrices is Hurwitz, then the process goes to zero at large time for sufficiently slow switching rate and if the average matrix is Hurwitz, then the process goes to zero at large time for sufficiently fast switching rate. We also give simple conditions that ensure the process goes to zero at large time for all switching rates. © 2014 International Press.

Regularity of invariant densities for 1D systems with random switching

© 2015 IOP Publishing Ltd & London Mathematical Society.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.

Stochastic switching in infinite dimensions with applications to random parabolic PDE

© 2015 Society for Industrial and Applied Mathematics.We consider parabolic PDEs with randomly switching boundary conditions. In order to analyze these random PDEs, we consider more general stochastic hybrid systems and prove convergence to, and properties of, a stationary distribution. Applying these general results to the heat equation with randomly switching boundary conditions, we find explicit formulae for various statistics of the solution and obtain almost sure results about its regularity and structure. These results are of particular interest for biological applications as well as for their significant departure from behavior seen in PDEs forced by disparate Gaussian noise. Our general results also have applications to other types of stochastic hybrid systems, such as ODEs with randomly switching right-hand sides.

Solitons in Exciton-Polariton System: Reduced Modelling, Analysis, and Numerical Studies

In this dissertation, we study the behavior of exciton-polariton quasiparticles in semiconductor microcavities, under the sourceless and lossless conditions.

First, we simplify the original model by removing the photon dispersion term, thus effectively turn the PDEs system to an ODEs system,

and investigate the behavior of the resulting system, including the equilibrium points and the wave functions of the excitons and the photons.

Second, we add the dispersion term for the excitons to the original model and prove that the band of the discontinuous solitons now become dark solitons.

Third, we employ the Strang-splitting method to our sytem of PDEs and prove the first-order and second-order error bounds in the $H^1$ norm and the $L_2$ norm, respectively.

Using this numerical result, we analyze the stability of the steady state bright soliton solution. This solution revolves around the $x$-axis as time progresses

and the perturbed soliton also rotates around the $x$-axis and tracks closely in terms of amplitude but lags behind the exact one. Our numerical result shows orbital

stability but no $L_2$ stability.