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Threshold dynamics in a stochastic chemostat model under regime switching

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  • Wang, Liang
  • Jiang, Daqing
  • Feng, Tao

Abstract

A stochastic chemostat model in random environments that is driven by Brownian motions and subjected to Markov regime switching is considered. The new break-even concentration, i.e., critical value between persistence in mean and extinction is explored for the microorganism species. Moreover, sufficient conditions for ergodicity and positive recurrence is established by using stochastic Lyapunov analysis. Numerical simulations are accomplished to verify the analytical results.

Suggested Citation

  • Wang, Liang & Jiang, Daqing & Feng, Tao, 2022. "Threshold dynamics in a stochastic chemostat model under regime switching," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 599(C).
    • Handle: RePEc:eee:phsmap:v:599:y:2022:i:c:s0378437122003338
    DOI: 10.1016/j.physa.2022.127454
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    References listed on IDEAS

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    4. Emel Savku & Gerhard-Wilhelm Weber, 2018. "A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model with Delay and an Application to Finance," Journal of Optimization Theory and Applications, Springer, vol. 179(2), pages 696-721, November.
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