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Building mean field ODE models using the generalized linear chain trick & Markov chain theory

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ABSTRACT The well known linear chain trick (LCT) allows modellers to derive mean field ODEs that assume gamma (Erlang) distributed passage times, by transitioning individuals sequentially through a chain of… Click to show full abstract

ABSTRACT The well known linear chain trick (LCT) allows modellers to derive mean field ODEs that assume gamma (Erlang) distributed passage times, by transitioning individuals sequentially through a chain of sub-states. The time spent in these sub-states is the sum of k exponentially distributed random variables, and is thus gamma distributed. The generalized linear chain trick (GLCT) extends this technique to the broader phase-type family of distributions, which includes exponential, Erlang, hypoexponential, and Coxian distributions. Phase-type distributions are the family of matrix exponential distributions on that represent the absorption time distributions for finite-state, continuous time Markov chains (CTMCs). Here we review CTMCs and phase-type distributions, then illustrate how to use the GLCT to efficiently build ODE models from underlying stochastic model assumptions. We introduce two novel model families by using the GLCT to generalize the Rosenzweig-MacArthur predator-prey model, and the SEIR model. We illustrate the kinds of complexity that can be captured by such models through multiple examples. We also show the benefits of using a GLCT-based model formulation to speed up the computation of numerical solutions to such models. These results highlight the intuitive nature, and utility, of using the GLCT to derive ODE models from first principles.

Keywords: chain trick; chain; mean field; ode models; linear chain

Journal Title: Journal of Biological Dynamics
Year Published: 2021

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