A Stochastic Simulation Method for Fractional Order Compartment Models
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arXiv
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| Main Authors: | , , , , , |
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| Format: | Preprint |
| Published: |
2023
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| _version_ | 1866914848960413696 |
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| author | Angstmann, Christopher N. Burney, Stuart-James M. Henry, Bruce I. Han, Daniel S. Jacobs, Byron A. Xu, Zhuang |
| author_facet | Angstmann, Christopher N. Burney, Stuart-James M. Henry, Bruce I. Han, Daniel S. Jacobs, Byron A. Xu, Zhuang |
| contents | Our study focuses on fractional order compartment models derived from underlying physical stochastic processes, providing a more physically grounded approach compared to models that use the dynamical system approach by simply replacing integer-order derivatives with fractional order derivatives. In these models, inherent stochasticity becomes important, particularly when dealing with the dynamics of small populations far from the continuum limit of large particle numbers. The necessity for stochastic simulations arises from deviations of the mean states from those obtained from the governing equations in these scenarios. To address this, we introduce an exact stochastic simulation algorithm designed for fractional order compartment models, based on a semi-Markov process. We have considered a fractional order resusceptibility SIS model and a fractional order recovery SIR model as illustrative examples, highlighting significant disparities between deterministic and stochastic dynamics when the total population is small. Beyond its modeling applications, the algorithm presented serves as a versatile tool for solving fractional order differential equations via Monte Carlo simulations. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2312_05268 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | A Stochastic Simulation Method for Fractional Order Compartment Models Angstmann, Christopher N. Burney, Stuart-James M. Henry, Bruce I. Han, Daniel S. Jacobs, Byron A. Xu, Zhuang Statistical Mechanics Probability Populations and Evolution 34A08, 60G22, 60K40, 92C45, 92D30 Our study focuses on fractional order compartment models derived from underlying physical stochastic processes, providing a more physically grounded approach compared to models that use the dynamical system approach by simply replacing integer-order derivatives with fractional order derivatives. In these models, inherent stochasticity becomes important, particularly when dealing with the dynamics of small populations far from the continuum limit of large particle numbers. The necessity for stochastic simulations arises from deviations of the mean states from those obtained from the governing equations in these scenarios. To address this, we introduce an exact stochastic simulation algorithm designed for fractional order compartment models, based on a semi-Markov process. We have considered a fractional order resusceptibility SIS model and a fractional order recovery SIR model as illustrative examples, highlighting significant disparities between deterministic and stochastic dynamics when the total population is small. Beyond its modeling applications, the algorithm presented serves as a versatile tool for solving fractional order differential equations via Monte Carlo simulations. |
| title | A Stochastic Simulation Method for Fractional Order Compartment Models |
| topic | Statistical Mechanics Probability Populations and Evolution 34A08, 60G22, 60K40, 92C45, 92D30 |
| url | https://arxiv.org/abs/2312.05268 |