Forward attractor for stochastic chemostat model with multiplicative noise

被引:5
|
作者
Zhang, Xiaofeng [1 ]
Yuan, Rong [1 ]
机构
[1] Beijing Normal Univ, Sch Math Sci, Minist Educ, Lab Math & Complex Syst, Beijing 100875, Peoples R China
基金
中国国家自然科学基金;
关键词
Random chemostat model; Ornstein-Uhlenbeck process; Forward attractors; Random dynamical system; Long-time behavior; GLOBAL ASYMPTOTIC-BEHAVIOR; GENERAL RESPONSE FUNCTIONS; BREAK-EVEN CONCENTRATION; MATHEMATICAL-MODEL; IMPULSIVE PERTURBATION; DELAYED-RESPONSE; COMPETITION; APPROXIMATION; POPULATION; DYNAMICS;
D O I
10.1016/j.chaos.2021.111585
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this paper, we consider a stochastic chemostat model with multiplicative noise. By appropriate variable substitution, we get a random chemostat system driven by Ornstein-Uhlenbeck process, which will no longer contain white noise. Firstly, we prove the existence and uniqueness of the global positive solution for any positive initial value for random chemostat system. Secondly, we state some results regarding the existence of a compact forward absorbing set as well as a forward attracting one, its internal structure will provide us some useful information about the long-time behavior of microorganism in random chemostat model. Finally, we make some comparison and analysis between both ways of modeling randomness and stochasticity in the chemostat model and show some numerical simulations to support our theoretical results. (c) 2021 Elsevier Ltd. All rights reserved.
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页数:14
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