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Analysis of a stochastic logistic model with diffusion and Ornstein–Uhlenbeck process

Qun Liu, Daqing Jiang

2022Journal of Mathematical Physics24 citationsDOI

Abstract

In this paper, we develop and study a stochastic logistic model by incorporating diffusion and two Ornstein–Uhlenbeck processes, which is a stochastic non-autonomous system. We first show the existence and uniqueness of the global solution of the system with any initial value. After that, we study the pth moment boundedness, asymptotic pathwise estimation, asymptotic behavior, and global attractivity of the solutions of the stochastic system in turn. Moreover, we establish sufficient criteria for the existence and uniqueness of a stationary distribution of positive solutions of the stochastic system with the help of Lyapunov function methods. It is worth mentioning that we derive the exact expression of the local probability density for the stochastic system by solving the relevant four-dimensional Fokker–Planck equation. We find that the smaller intensity of volatility or the bigger speed of reversion is helpful for preserving the biodiversity of the species. Finally, numerical simulations are performed to support our analytical findings.

Topics & Concepts

MathematicsUniquenessOrnstein–Uhlenbeck processProbability density functionStationary distributionApplied mathematicsStochastic processLyapunov functionContinuous-time stochastic processLogistic functionStochastic volatilityFokker–Planck equationStatistical physicsMathematical analysisStochastic differential equationVolatility (finance)EconometricsPartial differential equationNonlinear systemStatisticsPhysicsMarkov chainQuantum mechanicsMathematical and Theoretical Epidemiology and Ecology ModelsEcosystem dynamics and resilienceAdvanced Thermodynamics and Statistical Mechanics
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