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This paper deals with linear impulse dynamical systems on ℝd whose parameters depend on an ergodic piece-wise constant Markov process with values from some phase space 𝕐 and on a small parameter ɛ. Trajectories of Markov process x(t,y)∈ ℝd satisfy a system of linear differential equations with close to constant coefficients on its continuity intervals, while its phase coordinate changes discontinuously when Markov process switching occur. Jump sizes depend linearly on the phase coordinate and are proportional to the small parameter ɛ. We propose a method and an algorithm for choosing the base 𝔹(t,y) of the space ℝd that provides approximation of average phase trajectories E{x(t,y)} by a solution of a system of linear differential equations with constant coefficients.

eISSN:
1407-009X
Idioma:
Inglés
Calendario de la edición:
6 veces al año
Temas de la revista:
General Interest, Mathematics, General Mathematics