A Diffusion Approximation Analysis of a General n-Compartment System.

Abstract

A new approach to the stochastic analysis of general compartment models is presented. The analysis is based on the concept of diffusion approximations. The state of a compartment system is represented as the superposition of a deterministic process, characterized by a system of ordinary differential equations, and a random noise process characterized by stochastic differential equations. All transition rate parameters are permitted to be time dependent. Numerical solutions are presented for the two-compartment case. Extensions to non-linear compartment models are discussed.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1977
Accession Number
ADA040202

Entities

People

  • Donald P. Gaver Jr.
  • John P. Lehoczky

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Air Force
  • Data Analysis
  • Differential Equations
  • Diffusion
  • Equations
  • Information Science
  • Mathematical Models
  • Mathematics
  • Operations Research
  • Partial Differential Equations
  • Probability
  • Random Variables
  • Statistical Analysis
  • Statistical Inference
  • Statistics
  • Stochastic Processes
  • Theorems

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.