IDEAS home Printed from https://ideas.repec.org/a/eee/apmaco/v394y2021ics0096300320307864.html
   My bibliography  Save this article

A stochastic chemostat model with mean-reverting Ornstein-Uhlenbeck process and Monod-Haldane response function

Author

Listed:
  • Zhang, Xiaofeng
  • Yuan, Rong

Abstract

In this paper, we mainly construct and analyze a stochastic chemostat model with mean-reverting Ornstein-Uhlenbeck process and Monod-Haldane response function, which is a stochastic non-autonomous system. We first study the existence of global unique positive solution with any initial value for stochastic chemostat system. After that, the sufficient conditions are established for extinction exponentially and persistence in the mean of microorganism. Finally, we also give numerical simulations to illustrate our main conclusions. Our results show that the mean-reverting process is an effective and reasonable method to introduce environmental noise into the continuous culture model of microorganism, and we also find that the reversion speed and volatility intensity have an important influence on the extinction and persistence of microorganism.

Suggested Citation

  • Zhang, Xiaofeng & Yuan, Rong, 2021. "A stochastic chemostat model with mean-reverting Ornstein-Uhlenbeck process and Monod-Haldane response function," Applied Mathematics and Computation, Elsevier, vol. 394(C).
  • Handle: RePEc:eee:apmaco:v:394:y:2021:i:c:s0096300320307864
    DOI: 10.1016/j.amc.2020.125833
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0096300320307864
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.amc.2020.125833?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Sun, Shulin & Zhang, Xiaolu, 2018. "A stochastic chemostat model with an inhibitor and noise independent of population sizes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 492(C), pages 1763-1781.
    2. Yan, Rong & Sun, Shulin, 2020. "Stochastic characteristics of a chemostat model with variable yield," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 537(C).
    3. Rong Yan & Shulin Sun, 2020. "Stochastic Characteristics and Optimal Control for a Stochastic Chemostat Model with Variable Yield," Complexity, Hindawi, vol. 2020, pages 1-18, April.
    4. Cai, Yongli & Jiao, Jianjun & Gui, Zhanji & Liu, Yuting & Wang, Weiming, 2018. "Environmental variability in a stochastic epidemic model," Applied Mathematics and Computation, Elsevier, vol. 329(C), pages 210-226.
    5. Campillo, F. & Joannides, M. & Larramendy-Valverde, I., 2011. "Stochastic modeling of the chemostat," Ecological Modelling, Elsevier, vol. 222(15), pages 2676-2689.
    6. Avinash K. Dixit & Robert S. Pindyck, 1994. "Investment under Uncertainty," Economics Books, Princeton University Press, edition 1, number 5474.
    7. Sun, Shulin & Zhang, Xiaofeng, 2018. "Asymptotic behavior of a stochastic delayed chemostat model with nonmonotone uptake function," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 38-56.
    8. Sun, Shulin & Sun, Yaru & Zhang, Guang & Liu, Xinzhi, 2017. "Dynamical behavior of a stochastic two-species Monod competition chemostat model," Applied Mathematics and Computation, Elsevier, vol. 298(C), pages 153-170.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Chen, Xingzhi & Tian, Baodan & Xu, Xin & Zhang, Hailan & Li, Dong, 2023. "A stochastic predator–prey system with modified LG-Holling type II functional response," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 203(C), pages 449-485.
    2. Su, Tan & Yang, Qing & Zhang, Xinhong & Jiang, Daqing, 2023. "Stationary distribution, extinction and probability density function of a stochastic SEIV epidemic model with general incidence and Ornstein–Uhlenbeck process," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 615(C).
    3. Han, Cheng & Wang, Yan & Jiang, Daqing, 2023. "Dynamics analysis of a stochastic HIV model with non-cytolytic cure and Ornstein–Uhlenbeck process," Chaos, Solitons & Fractals, Elsevier, vol. 175(P1).
    4. Liu, Qun & Jiang, Daqing, 2023. "Analysis of a stochastic inshore–offshore hairtail fishery model with Ornstein–Uhlenbeck process," Chaos, Solitons & Fractals, Elsevier, vol. 172(C).
    5. Zhou, Baoquan & Jiang, Daqing & Han, Bingtao & Hayat, Tasawar, 2022. "Threshold dynamics and density function of a stochastic epidemic model with media coverage and mean-reverting Ornstein–Uhlenbeck process," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 196(C), pages 15-44.
    6. Zhang, Xiaofeng & Yuan, Rong, 2021. "Forward attractor for stochastic chemostat model with multiplicative noise," Chaos, Solitons & Fractals, Elsevier, vol. 153(P1).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Zhang, Xiaofeng & Yuan, Rong, 2021. "Forward attractor for stochastic chemostat model with multiplicative noise," Chaos, Solitons & Fractals, Elsevier, vol. 153(P1).
    2. Yan, Rong & Sun, Shulin, 2020. "Stochastic characteristics of a chemostat model with variable yield," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 537(C).
    3. Sun, Shulin & Zhang, Xiaofeng, 2018. "Asymptotic behavior of a stochastic delayed chemostat model with nonmonotone uptake function," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 38-56.
    4. Chen, Xingzhi & Xu, Xin & Tian, Baodan & Li, Dong & Yang, Dan, 2022. "Dynamics of a stochastic delayed chemostat model with nutrient storage and Lévy jumps," Chaos, Solitons & Fractals, Elsevier, vol. 165(P1).
    5. Wang, Weiming & Cai, Yongli & Ding, Zuqin & Gui, Zhanji, 2018. "A stochastic differential equation SIS epidemic model incorporating Ornstein–Uhlenbeck process," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 921-936.
    6. Zou, Xiaoling & Ma, Pengyu & Zhang, Liren & Lv, Jingliang, 2022. "Dynamic properties for a stochastic food chain model," Chaos, Solitons & Fractals, Elsevier, vol. 155(C).
    7. Liu, Rong & Ma, Wanbiao, 2021. "Noise-induced stochastic transition: A stochastic chemostat model with two complementary nutrients and flocculation effect," Chaos, Solitons & Fractals, Elsevier, vol. 147(C).
    8. Oscar Gutiérrez & Francisco Ruiz-Aliseda, 2011. "Real options with unknown-date events," Annals of Finance, Springer, vol. 7(2), pages 171-198, May.
    9. Arve, Malin & Zwart, Gijsbert, 2023. "Optimal procurement and investment in new technologies under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 147(C).
    10. Marks, Phillipa & Marks, Brian, 2007. "Spectrum Allocation, Spectrum Commons and Public Goods: the Role of the Market," MPRA Paper 6785, University Library of Munich, Germany.
    11. Pierre‐Richard Agénor, 2004. "Macroeconomic Adjustment and the Poor: Analytical Issues and Cross‐Country Evidence," Journal of Economic Surveys, Wiley Blackwell, vol. 18(3), pages 351-408, July.
    12. Atal, Vidya & Bar, Talia & Gordon, Sidartha, 2016. "Project selection: Commitment and competition," Games and Economic Behavior, Elsevier, vol. 96(C), pages 30-48.
    13. Prelipcean, Gabriela & Boscoianu, Mircea, 2019. "Aspect Regarding the Design of Active Strategies for Venture Capital Financing – the Flexible Adjustment for Romania as a Frontier Capital Market," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2019), Rovinj, Croatia, in: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Rovinj, Croatia, 12-14 September 2019, pages 187-196, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb.
    14. Waters, James, 2015. "Optimal design and consequences of financial disclosure regulation: a real options approach," MPRA Paper 63369, University Library of Munich, Germany.
    15. Golub, Alexander (Голуб, Александр), 2018. "Methodological Issues of Assessing Investment Risks in Projects Weakening the Dependence of the Russian Economy on Natural Resources and Providing a Transition to Low-Carbon Development [Методологи," Working Papers 071802, Russian Presidential Academy of National Economy and Public Administration.
    16. Suleyman Basak & Georgy Chabakauri, 2012. "Dynamic Hedging in Incomplete Markets: A Simple Solution," Review of Financial Studies, Society for Financial Studies, vol. 25(6), pages 1845-1896.
    17. Casper Agaton, 2017. "Coal, Renewable, or Nuclear? A Real Options Approach to Energy Investments in the Philippines," International Journal of Sustainable Energy and Environmental Research, Conscientia Beam, vol. 6(2), pages 50-62.
    18. Pringles, Rolando & Olsina, Fernando & Penizzotto, Franco, 2020. "Valuation of defer and relocation options in photovoltaic generation investments by a stochastic simulation-based method," Renewable Energy, Elsevier, vol. 151(C), pages 846-864.
    19. Jaewon Jung, 2023. "Multinational Firms and Economic Integration: The Role of Global Uncertainty," Sustainability, MDPI, vol. 15(3), pages 1-18, February.
    20. Alvarez, Luis H. R., 1998. "Exit strategies and price uncertainty: a Greenian approach," Journal of Mathematical Economics, Elsevier, vol. 29(1), pages 43-56, January.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:apmaco:v:394:y:2021:i:c:s0096300320307864. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/applied-mathematics-and-computation .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.