We consider a non-autonomous ordinary differential equation on a smooth manifold, with right-hand side that randomly switches between the elements of a finite family of smooth vector fields. For the resulting random dynamical system, we show that Hörmander type hypoellipticity conditions are sufficient for uniqueness and absolute continuity of an invariant measure.

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

The interplay between bifurcations and random switching processes of vector fields is studied. More precisely, we provide a classification of piecewise deterministic Markov processes arising from stochastic switching dynamics near fold, Hopf, transcritical and pitchfork bifurcations. We prove the existence of invariant measures for different switching rates. We also study, when the invariant measures are unique, when multiple measures occur, when measures have smooth densities, and under which conditions finite-time blow-up occurs. We demonstrate the applicability of our results for three nonlinear models arising in applications.

We consider a random dynamical system obtained by switching between the flows generated by two smooth vector fields on the 2d-torus, with the random switchings happening according to a Poisson process. Assuming that the driving vector fields are transversal to each other at all points of the torus and that each of them allows for a smooth invariant density and no periodic orbits, we prove that the switched system also has a smooth invariant density, for every switching rate. Our approach is based on an integration by parts formula inspired by techniques from Malliavin calculus.

We consider random switching between finitely many vector fields leaving positively invariant a compact set. Recently, Li, Liu and Cui showed in [LLC17] that if one the vector fields has a globally asymptotically stable (G.A.S.) equilibrium from which one can reach a point satisfying a weak Hörmander-bracket condition, then the process converges in total variation to a unique invariant probability measure. In this note, adapting the proof in [LLC17] and using results of [BLBMZ15], the assumption of a G.A.S. equilibrium is weakened to the existence of an accessible point at which a barycentric combination of the vector fields vanishes. Some examples are given which demonstrate the usefulness of this condition.

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We consider a planar dynamical system generated by two stable linear vector fields with distinct fixed points and random switching between them. We characterize singularities of the invariant density in terms of the switching rates and contraction rates. We prove boundedness away from those singularities. We also discuss some motivating biological examples.

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