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Derivation and computation of discrete-delay and continuous-delay SDEs in mathematical biology
1Department of Mathematics and Statistics, Texas Tech University, Lubbock, Texas 79409-1042, United States. edward.allen@ttu.edu.
Abstract:
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.
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