Ergodicity of regime-switching diffusions in Wasserstein distances

On Foster–Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes

This paper is devoted to the study of regime-switching jump diffusion processes with countable regimes. It aims to establish Foster–Lyapunov-type criteria for exponential ergodicity of such processes. After recalling results concerning the petiteness of compact sets, this paper presents sufficient conditions for the existence of a Foster–Lyapunov function; this, in turn, helps to establish sufficient conditions for the desired exponential ergodicity for regime-switching jump diffusion processes. Finally, an application to feedback control problems is presented.

Decomposition of the entropy production rate and nonequilibrium thermodynamics of switching diffusion processes

A switching diffusion process (SDP) is a widely used stochastic model in physics and biology, especially for molecular motors that exhibit a discrete internal chemical kinetics as well as a continuous external mechanical motion. The nonequilibrium thermodynamics of switching diffusion processes has not been extensively studied yet. In the present paper, we propose the decomposition of the entropy production rate in one-dimensional SDPs, based on the flux decomposition. However, similar decompositions of the housekeeping heat dissipation rate and free energy dissipation rate cannot guarantee the non-negativity of each decomposed component. Hence, we modify this decomposition with the flow of exponential relative information under steady-state fluxes, resulting in another decomposition with all non-negative components. Furthermore, we also provide the nonequilibrium thermodynamics of one-dimensional SDPs under the perspectives of coarse -graining and exchange of information between the chemical kinetics and mechanical motion, resulting in several other decompositions of entropy production rate. Finally, we generalize all the results to high-dimensional SDPs with a more general mathematical treatment.