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, and compared with those of Cardenas and Mates (1975a). Extensions to non-linear compartment models are discussed. (Author)

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1977
Accession Number
ADA045411

Entities

People

  • Donald P. Gaver
  • John P. Lehoczky

Organizations

  • Carnegie Mellon University

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Data Analysis
  • Differential Equations
  • Diffusion
  • Equations
  • Information Science
  • Markov Processes
  • Mathematical Models
  • New York
  • Partial Differential Equations
  • Probability
  • Random Variables
  • Statistical Analysis
  • Statistical Inference
  • Statistics
  • Steady State
  • Stochastic Processes
  • Theorems

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.