Nonlinear stochastic dynamical system of

bio-dissimilation of glycerol to 1,3-propanediol in

batch culture and its viable set
Lei Wang
Department of Applied Mathematics
of Dalian University of Technology
Dalian, China
Email: wanglei@dlut.edu.cn
Enmin Feng
Department of Applied Mathematics
of Dalian University of Technology
Dalian, China
Email: emfeng@dlut.edu.cn
Zhilong Xiu
Department of Biotechnology
of Dalian University of Technology
Dalian, China

Abstract—In this paper, the nonlinear stochastic dynamical
system of batch fermentation is investigated in the process of
glycerol bio-dissimilation to 1,3-propanediol by klebsiella pneu-
moniae. Both the patterns of microbial growth and metabolism
and formation of fermentation products are strongly effected
by bioreactor conditions and fermentation control. Bioreactor
conditions and some operations in culture control impose much
randomness to the process, particularly on the regulation of
temperature and controlling rotate speed of stirrer. The stochastic
version of the batch fermentation process is more suitable for the
factual fermentation. Stochastic viability of a closed convex set
under weak solutions of the nonlinear stochastic kinetic system of
batch culture is investigated. Computer simulation results reveal
that the peculiar role of randomness in the dynamical responses
of the batch culture.
I. I NTRODUCTION
Stochastic influences play an important role in bioprocess
development. Biotechnical treatment of microorganisms is
commonly described by systems of nonlinear ordinary differ-
ential equations(ODEs) [1]. It includes an idealization of the
technical system component and a qualitative characterization
of the biological part.
The bioconversion of glycerol to 1,3-propanediol has re-
cently been receiving more and more attention throughout the
world due to its environmentally safe, high region specificity,
cheaply available feedstock, and relatively high theoretical
molar yield [2]. Among various microbial production methods
of 1,3-PD, dissimilation of glycerol to 1,3-PD by Klebsiella
pneumoniae has been widely investigated since the 1980s
[3], including experimental investigations of the multiple-
inhibitions in the fermentation [4] and quantitative analysis of
this complex bioprocess [5]. Compared with continuous and
feed-batch cultures, glycerol fermentation in batch culture can
obtain the highest production concentration and molar yield
1,3-PD to glycerol [6]. So nonlinear kinetic systems in batch
culture have been extensively considered in recent years [7].
However, the deterministic model imply some hidden as-
sumptions, different culture states during long term continuous
fermentation of glycerol by K. pneumoniae under similar ini-
tial fermentation conditions are obtained, resulting in random-
ness of batch culture. In this paper, we propose a stochastic
version of the batch fermentation process which the noise is
idealized to be independent in state variables. The process is
modeled by a stochastic ordinary differential system driven by
five-dimensional Brownian motion. The global Lipschitz and
linear growth conditions of the coefficients of the stochastic
system are proved to make sure the existence and uniqueness
of solution of the stochastic system. Furthermore we investi-
gate Stochastic Viability of a closed convex set under weak
solutions of the nonlinear stochastic kinetic system(NSKS) of
batch culture. Finally stochastic simulation is carried out under
the Stochastic Euler-Maruyama method. Numerical examples
confirm that the proposed stochastic system is more suitable
to formulate the dynamics of batch culture.
This paper is organized as follows. In section 2, we present
a NSKS of batch fermentation process. In section 3, the
existence, uniqueness of solutions to the stochastic system are
proved and the continuity, boundedness and Markov property
of solutions are discussed. In section 4, We investigate the
existence of a viable set under weak solutions of the NSKS
of batch culture. Numerical examples are provided to simulate
the NSKS of batch culture in Section 5. In section 6, we draw
the conclusions and trace the direction for future works.
II. NSKS OF BATCH CULTURE
Mass balances of biomass, substrate and products in batch
microbial culture are written as follows (see [7]).
⎧
⎨ ẋ1 (t) = μx1 (t)
ẋ2 (t) = −q2 x1 (t) t ∈ (0, T ) (1)
⎩
ẋi (t) = qi x1 (t), i = 3, 4, 5.
x(0) = x0 .
where the specific growth rate of cells μ, specific consumption
rate of substrate q2 and specific formation rate of product qi
are expressed by Eqs. (2)-(4), respectively.
5
x2 (t)  xi (t)
μ = μm ( ) (1 − ∗ ) (2)
x2 (t) + ks i=2 xi

978-1-4244-2902-8/09/$25.00 ©2009 IEEE 1

 μ
q 2 = m2 +
Y2
qi = mi + μYi , i = 3, 4, 5
where x1 (t), x2 (t), x3 (t), x4 (t), x5 (t) are the concentration
of biomass, glycerol, 1,3-PD, acetic acid and ethanol at time
t in reactor, respectively. x0 ∈ R5 denotes the initial state.
Under anaerobic conditions at 37◦ C and pH=7.0, μm = 0.67
is the maximum specific growth rate of cells, and ks = 0.28
is Monod saturation constant. mi , Yi , i = 2, 3, 4 are sys-
tem parameters [7]. The critical concentrations of biomass,
glycerol, 1,3-PD, acetic acid and ethanol for cell growth are
x∗1 = 10g/L, x∗2 = 2039mmol/L, x∗3 = 939.5mmol/L,
x∗4 = 1026mmol/L and x∗5 = 360.9mmol/L, respectively.
When it comes to the batch fermentation, medium is
pumped at the beginning of fermentation and the working
volume of fermentation keeps constant in the whole course of
bioconversion. As a result of fact, the following assumptions
can be made:
(H1) Medium is adequately intermixed. Moreover, the con-
centrations of reactant are uniform in bio-reactor and only as
varied as the fermentation time.
(H2) No medium is pumped inside and outside the bio-
reactor in the process of batch fermentation.
Let I = [0, T ] be the time interval of batch fermentation,
we choose a probability space (R5 , B(R5 ), P), as well as a
5-dimensional vector Brownian motion W = {Wt (·), FtW :
t ∈ I} defined on the probability space, where the FtW =
H(Ws (·) : 0 ≤ s ≤ t) denotes the σ-algebra generated by
{Ws (·) : 0 ≤ s ≤ t} , i.e. the smallest σ-algebra containing
the family of {Ws (·) : 0 ≤ s ≤ t}. We assume also that
this space is rich enough to accommodate a random vector ξ
taking values in R5 , independent of F∞ W
= H(∪t≥0 FtW ).
Let X = {X(t) = (X1 (t), X2 (t), X3 (t), X4 (t), X5 (t))T ∈
5
R : t ∈ I} be a stochastic process whose components
Xi (t)(i = 1, 2, 3, 4, 5) denote the scalar stochastic process
on biomass, glycerol, 1,3-PD, acetic acid and ethanol on I,
respectively. The state variable corresponding to the stochas-
tic process X is x(t) = (x1 (t), x2 (t), x3 (t), x4 (t), x5 (t))T .
S0 = {x ∈ R5 | x1 ∈ [0.001, x∗1 ], x2 ∈ [100, x∗2 ], xi ∈
[0, x∗i ], i = 3, 4, 5} be the state domain of the stochastic
process X = {X(t) : t ∈ I}.
Thus, under assumptions (H1) and (H2), the course of the con-
tinuous culture with uncertain perturbations can be formulated
as the following nonlinear stochastic dynamical system:
 t
dX(t) = F(X(t))dt + σ(X(t))dW(t), t ∈ I,
(5)
X(0) = ξ.
where
i) The drift vector
t
t
F(x(t)) = (μx1 (t), −q2 x1 (t), q3 x1 (t), q4 x1 (t), q5 x1 (t))T .
5 5×5
ii) The dispersion matrix σ : R → R
diffusion matrix on R5
σ(x(t)) = diag(a1 (x∗1 (t) − x1 (t)), a2 (x2 (t) − x∗2 (t)),
a3 (x∗3 (t) − x3 (t), a4 (x∗4 (t) − x4 (t), a5 (x∗5 (t) − x5 (t)))
(3) iii.) Let W = (W 1 , . . . , W 5 )T ∈ R5 , where W i = {Wti (·) :
t ∈ I} denotes one-dimensional Brownian motion de-
(4) fined on the given probability space (R5 , B(R5 ), P) and
adapted to Ft and they are independent each other.
Remark: There are many possibilities to express the stochastic
behavior of a system. The natural approach is to take the
given m-dimensional deterministic model and simply add a
stochastic part [8]. Here the system is driven by 5 scalar white
noise sources and the noise in xi is idealized to be independent
and linear in state variables and the excess substrate is often
influenced by the residual concentration of substrate in a
relatively wide range [5]. So the intensity of the stochasticity
disturbance σ(x(t)) can be crude estimated by (7).
III. P ROPERTIES OF SOLUTIONS TO STOCHASTIC SYSTEM
Let E = C(I, R5 ) be the space of all continuous function
x defined on I with values in R5 , furnishing with the max
norm topology xE = maxt∈I x(t). For x1 , x2 ∈ E, let
ρ(x1 , x2 ) = Σ∞
k=1 2
−k
( max x1 (t) − x2 (t) ∧ 1)
0≤t≤k
where  ·  denotes the Euclidean norm in R5 and ∧ means
min{max0≤t≤k x1 (t) − x2 (t), 1}. E is a complete separable
metric space under this metric ρ. Let B(E) be the topological
σ-field on E and Bt (E) be the sub-σ-field of B(E) generated
by x(s), 0 ≤ s ≤ t.
Definition
 3.1: The set of all functions α(x) : E →
Rm Rn is denoted by Am,n such that

1) it is B(E)/B(Rm Rn )-measurable, and 
2) for each t ∈I, x ∈ E → α(x) ∈ Rm Rn is
Bt (E)/B(Rm Rn )-measurable.
m
 n
Here R R denotes the totality of real m × nmatrices.
B(Rm Rn ) is the topological σ-algebra on Rm Rn . We
shall denote the (i, j)-entry of the matrixα(x)by αij (x),
m n
which is equipped with the norm α2 = i=1 j=1 |αij |2 .
Definition 3.2: Suppose that F(x) ∈ A5,1 and σ(x) ∈ A5,5 .
Then, stochastic process X is said to be a solution of the
stochastic differential equation (5) on the probability space
(Ω, F , P) and with respect to the Brownian motion W and
initial condition ξ, which means that
1) X(t) is adapted to the filtration Ft and P(X(0) = ξ) = 1,
2) the adapted processes Φij (ω) and Ψi (ω) defined by
Φij (ω) = σij (X(ω)), i, j ∈ I5 , Ψi (ω) = Fi (X(ω)), i ∈ I5 .
belong to the spaces Lloc
2 and Lloc
1 respectively, where Lloc
1 is
the set of all measurable (F )-adapted processes Ψ such that
t
for every t ≥ 0, 0 |Ψ(s, ω)|ds < ∞ a.s. and Lloc 2 denotes
the set of all the real measurable
T process on Ω adapted to Ft
satisfying for every T > 0, 0 Φ(x(s))2 ds < ∞ a.s.,
3) with probability one, the solution X of (5) and the Brownian
motion W satisfy
(6) X(t) = ξ + F(X(s))ds + σ(X(s))dW(s). (8)
0 0
is a known Definition 3.3: If X1 (t) and X2 (t) are arbitrary two solu-
tions of (5) with respect to W with the same initial ξ, and
P {supt∈I |X1 (t) − X2 (t)| = 0} = 1. Then a solution X(t)
(7) of (5) is called unique .
2
 It is clear from the continuity, the functions defined in (6)
and (7) are measurable for t ∈ I, x ∈ E.
Theorem 3.1: For the functions F(x) and σ(x) defined in
(6) and (7) , there exist positive constants K and K  such
that for t ∈ I the following conditions hold:
a) uniform Lipschitz condition, ∀ x1 and x2 ∈ E,
F(x2 ) − F(x1 ) + σ(x2 ) − σ(x1 ) ≤ Kx2 − x1 E ,
b) growth condition,
F(x) + σ(x) ≤ K  (1 + xE ), ∀ x ∈ E.
Proof. We begin with the uniform Lipschitz condition. By
Quasi-differential Mean Value theorem, we now obtain
F(x2 ) − F(x1 ) ≤ JF (x1 + θ(x2 − x1 ))x2 − x1 E .
where θ ∈ (0, 1) and JF (x1 +θ(x2 −x1 )) denotes Jacobian of
F at x1 +θ(x2 −x1 ). Let L = maxx∈S0 JF (x1 +θ(x2 −x1 )),
we can rewrite the above inequality
F(x2 ) − F(x1 ) ≤ M x2 − x1 E . (9)
On the other hand, letting A = maxi∈I5 {|ai |}, by the
definition of the function σ, we have
σ(x2 ) − σ(x1 ) ≤ Ax2 − x1 E (10)
Thus, it follows from (10) and (11) and Let K = M + A,
then we have the following equality
Theorem 3.3: The unique solution x(t) of system (5) is
a Markov process on the interval I whose initial probability
distribution at t = 0 is the distribution of ξ and the x(t) has
continuous paths, moreover
(sup0≤t≤T Ex(t))2 < B(1 + Eξ2 )
where B depends on K in the proof of Theorem 3.1 and T.
IV. V IABLE SET OF THE NSKS
For the stochastic system, we construct a convex set K
K = {0 ≤ xi (t) ≤ x∗i , i = 1, 2, 3, 4, 5 and t ∈ I} (12)
Consider the closed convex set K ⊂ R5 defined by (12) and
stochastic differential equation in system (5).
Definition 4.1: X(t) ˜ is said to be a weak solution for
˜ B(t)),
˜
system (5) if there exists a pair of process ((X(t), F)
on a probability space (Ω, F , P) such that (5) holds, where
˜ is not need to be adapted to the filtration Ft and B(t)
X(t) ˜
is an arbitrary Ft /Bt (E)-measurable Brownian motion.
It is clear that a solution of the system (5) is a weak solution.
Definition 4.2: We say that K is viable relative to the
system (5) if for every x ∈ K there exists a weak solution
X(·, x) to (5) starting at X(0, x) defined on R+ such that for
all t > 0, X(t, x) ∈ K almost surely.
To express the viability, we also introduce the differential
1,1 1,1
operator Lk on Cloc (Kc , R+ ) for every f ∈ Cloc (Kc , R+ )
c 5 
and x ∈ K = R+ \K where the second derivative f (x) does
 
exist Lk f (x) = 12 T r[σσ ∗ (Πk (x))f (x)] + f (x), F(Πk (x)).
1,1
F(x2 ) − F(x1 ) + σ(x2 ) − σ(x1 ) ≤ Kx2 − x1 E . Where the Cloc (Kc , R+ ) denotes the set of continuously
differentiable functions from Kc into R+ whose derivative
Next, we will show the growth condition of the function F
is locally Lipschitz on Kc , and d(x)  mink∈K |x − k| the
and σ. Note that, because of (6), we see that
 distance from x ∈ R5+ to K and ΠK (x) denotes the projection
1,1
F(x) = (μ)2 + (−q2 )2 + (q3 )2 + (q4 )2 + (q5 )2 x1 (11) of x on K. It is well known (see e.g.[11]) that d ∈ Cloc (Kc , R)
 x−Πk (x)
and for all x∈ ¯ ∂K we have d (x) = |x−Π (x)| .
k
From Eqs.(2)-(4), we can conclude that there exist positive It is obvious that the convex set K is a polyhedron.
constants C1 , C2 , C3 , C4 , C5 such that Theorem 4.1: Suppose convex set K defined by (12), then
5 the following viability condition holds true
x2 (t) xi (t)
|μ| = |μm ( ) (1 − ∗ )| ≤ |μm | ≤ C1 
x2 (t) + ks i=2 xi σ(ΠK (x))∗ d (x) = 0, LK d(x) ≤ 0, f or a.e. x ∈ K c .
μ Proof. ∀X ∈ Kc and X = (x1 , x2 , x3 , x4 , x5 ) we discuss
|−q2 | = |m2 + | ≤ C2 , |qi | = |mi +μYi | ≤ Ci , i = 3, 4, 5.
Y2 the problem in the following 3 cases :
x∗2 +x∗2 +x∗2 ∗2 ∗2 1) ΠK (X) is on the face of the polyhedron but not on the
3 +x4 +x5
Referring to (11), Let L2 = 1 2 x . It is edge of the polyhedron.
clear from the definition of the function σ No loss of generality, suppose the face of the polyhedron is
σ(x) ≤ ALxE . {x1 (t) = x∗1 , xj (t) = 0, j = 2, 3, 4, 5 and t ∈ I}, then
 ΠK (X) = (x∗1 , x2 , x3 , x4 , x5 ) and it is easy to verified that
Therefore, letting K  = AL + C12 + C22 + C32 + C42 + C52 ,  1 
we can complete the proof by σ(ΠK (x))∗ d (x) = 0, T r[σσ ∗ (Πk (x))d (x)] = 0,
2
F(x) + σ(x) ≤ K  (1 + xE ).

 d (x), F(Πk (x)) = μx∗1 (x1 − x∗1 )  0
Based on the T heorem 5.2.1(see [9]) and T heorem 3.1, 2) ΠK (X) is on the edge of the polyhedron but not on the
we can prove the following theorem. vertices of the polyhedron. Suppose the edge of the polyhedron
Theorem 3.2 (Existence and Uniqueness): The system (5) is ∩i=1,2 {xi (t) = x∗i , xj (t) = 0, j = i, t ∈ I}, then ΠK (X) =
has a unique solution X(t) satisfying the initial ξ on I. (x∗1 , x∗2 , x3 , x4 , x5 ) and it is clear that
According to the proof in Theorem 3.1 and Theorem  1 

5.4([10]), we can prove the following theorems. σ(ΠK (x))∗ d (x) = 0, T r[σσ ∗ (Πk (x))d (x)] = 0
2

3
 TABLE I 10
PARAMETERS VALUES OF EACH REACTANT IN THE STOCHASTIC SYSTEM

biomass
5

Reactant μm ks mi 1 Yi 0
0 100 200 300 400 500 600 700

Glycerol – – 2.20 0.0082 600

1, 3 − P D

glycerol
400
– – -2.69 67.69
200
Acetic acid – – -0.97 33.07 0
Ethanol – – -0.97 33.07 300
0 100 200 300 400 500 600 700

1,3−PD
200

100

0
0 100 200 300 400 500 600 700

Fig. 2. The future concentration on time interval [0, 650s] and the number
of sample trajectory is 50.

lines denote the computational curves. The Fig.2 shows that

the future concentration on interval[0, 650s]. We conclude that
the stochastic system is more fit for actual batch fermentation.
VI. C ONCLUSIONS
In this paper we have presented a NSKS of batch culture.
We demonstrated some important properties to the stochastic
system and the stochastic viability of the NSKS.
The objective of our efforts is to develop into the numerical
simulation and parameter estimation and stochastic optimal
control problem for the stochastic system of batch culture.
Fig. 1. The comparison between experimental and simulated results. Further we will pursue the verification and validation of the
proposed stochastic system and make detailed comparison
between deterministic and stochastic models of batch culture.

d (x), F(Πk (x)) = μx∗1 (x1 − x∗1 ) − q2 x2 (x∗2 − x2 )  0
ACKNOWLEDGMENT
3) ΠK (X) is on the vertices of the polyhedron. Suppose the This work was supported by 863 Program (grant no.
vertices is ∩i=1,2 {xi (t) = x∗i , xj (t) = 0, j = i and t ∈ I}, 2007AA02Z208), 973 Program (grant no. 2007CB714304)
then ΠK (X) = (x∗1 , x∗2 , x∗3 , x4 , x5 ) and it is obvious that and National Natural Science Foundation of China (grant nos
 1  10671126 and 10871033).
σ(ΠK (x))∗ d (x) = 0, T r[σσ ∗ (Πk (x))d (x)] = 0
2 R EFERENCES

d (x), F(Πk (x))=μx∗1 (x1 −x∗1 )−q2 x∗2 (x∗2 −x2 )+q3 x3 (x3 −x∗3 ) 0
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