Open AccessDerivation and computation of discrete-delayand continuous-delay SDEs in mathematical biology
Author(s) -
E.J. Allen
Publication year - 2014
Publication title -
mathematical biosciences and engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.451
H-Index - 45
eISSN - 1551-0018
pISSN - 1547-1063
DOI - 10.3934/mbe.2014.11.403
Subject(s) - stochastic differential equation , randomness , mathematics , differential equation , computation , delay differential equation , monte carlo method , statistical physics , computer science , algorithm , mathematical analysis , physics , statistics
Stochastic versions of several discrete-delay and continuous-delay differential equations, useful in mathematical biology, are derived from basic principles carefully taking into account the demographic, environmental, or physiological randomness in the dynamic processes. In particular, stochastic delay differential equation (SDDE) models are derived and studied for Nicholson's blowflies equation, Hutchinson's equation, an SIS epidemic model with delay, bacteria/phage dynamics, and glucose/insulin levels. Computational methods for approximating the SDDE models are described. Comparisons between computational solutions of the SDDEs and independently formulated Monte Carlo calculations support the accuracy of the derivations and of the computational methods.