A Comparison of Stochastic Systems with Different Types of Delays

被引:3
|
作者
Banks, H. T. [1 ]
Catenacci, Jared [1 ]
Hu, Shuhua [1 ]
机构
[1] N Carolina State Univ, Ctr Res Sci Computat, Raleigh, NC 27695 USA
基金
美国国家科学基金会;
关键词
Fixed vs; random delays; Gamma distribution and the linear chain trick; Kurtz limit theorem; Markov Chain stochastic vs; deterministic approximations; Systems with delays; EQUATIONS; SIMULATION;
D O I
10.1080/07362994.2013.806217
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this article, we investigate the effects of different types of delays, a fixed delay and a random delay, on the dynamics of stochastic systems as well as their relationship with each other in the context of a just-in-time network model. The specific example on which we focus is a pork production network model. We numerically explore the corresponding deterministic approximations for the stochastic systems with these two different types of delays. Numerical results reveal that the agreement of stochastic systems with fixed and random delays depend on the population size and the variance of the random delay, even when the mean value of the random delay is chosen the same as the value of the fixed delay. When the variance of the random delay is sufficiently small, the histograms of state solutions to the stochastic system with a random delay are similar to those of the stochastic model with a fixed delay regardless of the population size. We also compared the stochastic system with a Gamma distributed random delay to the stochastic system constructed based on the Kurtz's limit theorem from a system of deterministic delay differential equations with a Gamma distributed delay. We found that with the same population size the histogram plots for the solution to the second system appear more dispersed than the corresponding ones obtained for the first case. In addition, we found that there is more agreement between the histograms of these two stochastic systems as the variance of the Gamma distributed random delay decreases.
引用
收藏
页码:913 / 955
页数:43
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