scholarly journals A Stochastic Turbidostat Model With Ornstein-Uhlenbeck Process: Dynamics Analysis and Numerical Simulations

2021 ◽  
Author(s):  
Daqing Jiang ◽  
Xiaojie Mu ◽  
Tasawar Hayat ◽  
Ahmed Alsaedi
Keyword(s):  
Stationary Distribution ◽  
Existence And Uniqueness ◽  
Deterministic Model ◽  
Dynamical Behavior ◽  
Sufficient Conditions ◽  
Positive Equilibrium ◽  
Uhlenbeck Process ◽  
Process Dynamics ◽  
Ornstein Uhlenbeck Process ◽  
Long Term Behavior

Abstract Many turbidostat models are affected by environmental noise due to various complicated and uncertain factors, and Ornstein-Uhlenbeck process is a more effective and precise way. We formulate a stochastic turbidostat system incorporating Ornstein-Uhlenbeck process in this paper, develop dynamical behavior for the stochastic model, which include the existence and uniqueness of globally positive equilibrium, sufficient conditions of the extinction, the existence of a unique stationary distribution and an expression of density function of quasi-stationary distribution around the positive solution of the deterministic model. The results indicate that the weaker volatility intensity canensure the existence and uniqueness of stationary distribution, and the stronger reversion speed can lead to the extinction of microorganism. The validity of analytical results is verified through numerical simulation, which assess the influence of the reversion speed and the volatility intensity on the long-term behavior of microorganism.

A generalized stochastic competitive system with Ornstein–Uhlenbeck process

2020 ◽  
pp. 2150001
Author(s):  
Baodan Tian ◽  
Liu Yang ◽  
Xingzhi Chen ◽  
Yong Zhang
Keyword(s):  
Dynamical Behavior ◽  
Sufficient Conditions ◽  
Competitive System ◽  
Uhlenbeck Process ◽  
Stochastic Perturbations ◽  
Stochastic Permanence ◽  
Persistence In The Mean ◽  
Ornstein Uhlenbeck Process ◽  
Global Positive Solution ◽  
The Mean

A generalized competitive system with stochastic perturbations is proposed in this paper, in which the stochastic disturbances are described by the famous Ornstein–Uhlenbeck process. By theories of stochastic differential equations, such as comparison theorem, Itô’s integration formula, Chebyshev’s inequality, martingale’s properties, etc., the existence and the uniqueness of global positive solution of the system are obtained. Then sufficient conditions for the extinction of the species almost surely, persistence in the mean and the stochastic permanence for the system are derived, respectively. Finally, by a series of numerical examples, the feasibility and correctness of the theoretical analysis results are verified intuitively. Moreover, the effects of the intensity of the stochastic perturbations and the speed of the reverse in the Ornstein–Uhlenbeck process to the dynamical behavior of the system are also discussed.

scholarly journals Dynamical Behaviour in Two Prey-Predator System with Persistence

2016 ◽  
Vol 16 ◽  
pp. 20-37
Author(s):  
V. Madhusudanan ◽  
S. Vijaya
Keyword(s):  
Limit Cycle ◽  
Equilibrium Points ◽  
Dynamical Behavior ◽  
Sufficient Conditions ◽  
Dynamical Behaviour ◽  
Positive Equilibrium ◽  
Predator Population ◽  
Interior Equilibrium ◽  
Trivial Equilibrium ◽  
Necessary And Sufficient

In this work, the dynamical behavior of the system with two preys and one predator population is investigated. The predator exhibits a Holling type II response to one prey which is harvested and a Beddington-DeAngelis functional response to the other prey. The boundedness of the system is analyzed. We examine the occurrence of positive equilibrium points and stability of the system at those points. At trivial equilibrium E0and axial equilibrium (E1); the system is found to be unstable. Also we obtain the necessary and sufficient conditions for existence of interior equilibrium point (E6) and local and global stability of the system at the interior equilibrium (E6): Depending upon the existence of limit cycle, the persistence condition is established for the system. The numerical simulation infer that varying the parameters such as e and λ1it is possible to change the dynamical behavior of the system from limit cycle to stable spiral. It is also observed that the harvesting rate plays a crucial role in stabilizing the system.

The Fokker–Planck equation for the time-changed fractional Ornstein–Uhlenbeck stochastic process

2021 ◽  
pp. 1-26
Author(s):  
Giacomo Ascione ◽  
Yuliya Mishura ◽  
Enrica Pirozzi
Keyword(s):  
Mild Solutions ◽  
Sufficient Conditions ◽  
Planck Equation ◽  
Strong Solutions ◽  
Uniqueness Result ◽  
Uhlenbeck Process ◽  
Weak Maximum Principle ◽  
Fokker Planck Equation ◽  
Ornstein Uhlenbeck Process ◽  
Fokker Planck

In this paper, we study some properties of the generalized Fokker–Planck equation induced by the time-changed fractional Ornstein–Uhlenbeck process. First of all, we exploit some sufficient conditions to show that a mild solution of such equation is actually a classical solution. Then, we discuss an isolation result for mild solutions. Finally, we prove the weak maximum principle for strong solutions of the aforementioned equation and then a uniqueness result.

A stability analysis on a smoking model with stochastic perturbation

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Anwar Zeb ◽  
Sunil Kumar ◽  
Almaz Tesfay ◽  
Anil Kumar
Keyword(s):  
Stochastic Model ◽  
Stochastic System ◽  
Existence And Uniqueness ◽  
Deterministic Model ◽  
Sufficient Conditions ◽  
Reproductive Number ◽  
Content Type ◽  
Model Form ◽  
The World ◽  
Dynamic Stochastic

Purpose The purpose of this paper is to investigate the effects of irregular unsettling on the smoking model in form of the stochastic model as in the deterministic model these effects are neglected for simplicity. Design/methodology/approach In this research, the authors investigate a stochastic smoking system in which the contact rate is perturbed by Lévy noise to control the trend of smoking. First, present the formulation of the stochastic model and study the dynamics of the deterministic model. Then the global positive solution of the stochastic system is discussed. Further, extinction and the persistence of the proposed system are presented on the base of the reproductive number. Findings The authors discuss the dynamics of the deterministic smoking model form and further present the existence and uniqueness of non-negative global solutions for the stochastic system. Some previous study’s mentioned in the Introduction can be improved with the help of obtaining results, graphically present in this manuscript. In this regard, the authors present the sufficient conditions for the extinction of smoking for reproductive number is less than 1. Research limitations/implications In this work, the authors investigated the dynamic stochastic smoking model with non-Gaussian noise. The authors discussed the dynamics of the deterministic smoking model form and further showed for the stochastic system the existence and uniqueness of the non-negative global solution. Some previous study’s mentioned in the Introduction can be improved with the help of obtained results, clearly shown graphically in this manuscript. In this regard, the authors presented the sufficient conditions for the extinction of smoking, if <1, which can help in the control of smoking. Motivated from this research soon, the authors will extent the results to propose new mathematical models for the smoking epidemic in the form of fractional stochastic modeling. Especially, will investigate the effective strategies for control smoking throughout the world. Originality/value This study is helpful in the control of smoking throughout the world.

Long-time behavior of Lévy-driven Ornstein–Uhlenbeck processes with regime switching

2020 ◽  
Vol 57 (1) ◽  
pp. 266-279
Author(s):  
Zhongwei Liao ◽  
Jinghai Shao
Keyword(s):  
Stationary Distribution ◽  
Regime Switching ◽  
Lévy Noise ◽  
Time Behavior ◽  
Long Time Behavior ◽  
Lévy Measure ◽  
Uhlenbeck Process ◽  
Ornstein Uhlenbeck Process ◽  
Long Time ◽  
Levy Noise

AbstractWe investigate the long-time behavior of the Ornstein–Uhlenbeck process driven by Lévy noise with regime switching. We provide explicit criteria on the transience and recurrence of this process. Contrasted with the Ornstein–Uhlenbeck process driven simply by Brownian motion, whose stationary distribution must be light-tailed, both the jumps caused by the Lévy noise and the regime switching described by a Markov chain can derive the heavy-tailed property of the stationary distribution. The different role played by the Lévy measure and the regime-switching process is clearly characterized.

scholarly journals Dynamic Analysis of Stochastic Lotka–Volterra Predator-Prey Model with Discrete Delays and Feedback Control

Complexity ◽  
2019 ◽  
Vol 2019 ◽  
pp. 1-15 ◽  
Author(s):  
Jinlei Liu ◽  
Wencai Zhao
Keyword(s):  
Feedback Control ◽  
Deterministic Model ◽  
Sufficient Conditions ◽  
Positive Equilibrium ◽  
Theoretical Derivation ◽  
Predator Prey ◽  
Predator Prey Model ◽  
Prey Model ◽  
Discrete Delays ◽  
Positive Equilibrium Point

In this paper, a stochastic Lotka–Volterra predator-prey model with discrete delays and feedback control is studied. Firstly, the existence and uniqueness of global positive solution are proved. Further, we investigate the asymptotic property of stochastic system at the positive equilibrium point of the corresponding deterministic model and establish sufficient conditions for the persistence and extinction of the model. Finally, the correctness of the theoretical derivation is verified by numerical simulations.

Stationary distribution and extinction for a stochastic two-compartment model of B-cell chronic lymphocytic leukemia

2021 ◽  
pp. 2150065
Author(s):  
Miaomiao Gao ◽  
Daqing Jiang ◽  
Xiangdan Wen
Keyword(s):  
Chronic Lymphocytic Leukemia ◽  
Stationary Distribution ◽  
Lyapunov Functions ◽  
Dynamical Behavior ◽  
Sufficient Conditions ◽  
Compartment Model ◽  
Lymphocytic Leukemia ◽  
Two Compartment Model ◽  
Theoretical Results ◽  
Cell Chronic Lymphocytic Leukemia

In this paper, we study the dynamical behavior of a stochastic two-compartment model of [Formula: see text]-cell chronic lymphocytic leukemia, which is perturbed by white noise. Firstly, by constructing suitable Lyapunov functions, we establish sufficient conditions for the existence of a unique ergodic stationary distribution. Then, conditions for extinction of the disease are derived. Furthermore, numerical simulations are presented for supporting the theoretical results. Our results show that large noise intensity may contribute to extinction of the disease.

scholarly journals Maxima of stochastic processes driven by fractional Brownian motion

2005 ◽  
Vol 37 (03) ◽  
pp. 743-764 ◽  
Author(s):  
Boris Buchmann ◽  
Claudia Klüppelberg
Keyword(s):  
Brownian Motion ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
State Space ◽  
Fractional Brownian Motion ◽  
Sufficient Conditions ◽  
Domain Of Attraction ◽  
Uhlenbeck Process ◽  
Ornstein Uhlenbeck Process ◽  
Maximum Domain Of Attraction

We study stationary processes given as solutions to stochastic differential equations driven by fractional Brownian motion. This rich class includes the fractional Ornstein-Uhlenbeck process and those processes that can be obtained from it by state space transformations. An explicit formula in terms of Euler's Γ-function describes the asymptotic behaviour of the covariance function of the fractional Ornstein-Uhlenbeck process near zero, which, by an application of Berman's condition, guarantees that this process is in the maximum domain of attraction of the Gumbel distribution. Necessary and sufficient conditions on the state space transforms are stated to classify the maximum domain of attraction of solutions to stochastic differential equations driven by fractional Brownian motion.

Periodic Ornstein-Uhlenbeck processes driven by Lévy processes

2002 ◽  
Vol 39 (04) ◽  
pp. 748-763 ◽  
Author(s):  
Jan Pedersen
Keyword(s):  
Stationary Distribution ◽  
Random Fields ◽  
Markov Random Fields ◽  
Lévy Processes ◽  
Levy Processes ◽  
Uhlenbeck Process ◽  
Stationary Distributions ◽  
Markov Random ◽  
Ornstein Uhlenbeck Process

In this paper, the class of periodic Ornstein-Uhlenbeck processes is defined. It is shown that periodic Ornstein-Uhlenbeck processes are stationary Markov random fields and the class of stationary distributions is characterized. In particular, any self-decomposable distribution is the stationary distribution of some periodic Ornstein-Uhlenbeck process. As examples, gamma periodic Ornstein-Uhlenbeck processes and Gaussian periodic Ornstein-Uhlenbeck processes are considered.

Periodic Ornstein-Uhlenbeck processes driven by Lévy processes

2002 ◽  
Vol 39 (4) ◽  
pp. 748-763 ◽  
Author(s):  
Jan Pedersen
Keyword(s):  
Stationary Distribution ◽  
Random Fields ◽  
Markov Random Fields ◽  
Lévy Processes ◽  
Levy Processes ◽  
Uhlenbeck Process ◽  
Stationary Distributions ◽  
Markov Random ◽  
Ornstein Uhlenbeck Process

In this paper, the class of periodic Ornstein-Uhlenbeck processes is defined. It is shown that periodic Ornstein-Uhlenbeck processes are stationary Markov random fields and the class of stationary distributions is characterized. In particular, any self-decomposable distribution is the stationary distribution of some periodic Ornstein-Uhlenbeck process. As examples, gamma periodic Ornstein-Uhlenbeck processes and Gaussian periodic Ornstein-Uhlenbeck processes are considered.

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