Diffusion processes with Markovian switchings applied to biochemical processes

• Autores: Héctor Cañada Jaime, Rosario Romera Ayllón
• Localización: XXXI Congreso Nacional de Estadística e Investigación Operativa ; V Jornadas de Estadística Pública: Murcia, 10-13 de febrero de 2009 : Libro de Actas, 2009, ISBN 978-84-691-8159-1
• Idioma: inglés
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• Resumen

  • Biochemical processes, specially bioreactors, are very important systems used to manufacture many special chemicals or to develop some speci c chemical work. However, these systems exhibit very high sensibility to either internal or external perturbations, which can a ect seriously its performance, specially when these arrive in abrupt way. In this paper we are interested in the study of the dynamics of bioreactors exposed to abrupt changes, structural and no structural, by using stochastic di erential equations with markovian switchings (SDEMSs). Our approach o ers a more realistic description of these systems and as a consequence a better perspective to take near optimal decisions in order to improve or preserve its performance. Because the nonlinear nature of the dynamics of the systems, numerical schemes of Euler-Maruyama (EM) type has been developed. We illustrate our approach with some simulated experiments to show the properties of the numerical solutions.