Numerical solution stability of general stochastic differential equation

Xiao, Yong; Zhang, Leping; Fang, Yanjun

doi:10.1080/09720502.2018.1513822

Cited by 3 publications

(1 citation statement)

References 13 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…Several numerical schemes have been used to solve SDEs (for example [19] and [20]). However, in this work we propose an alternative method to simulate the evolution of the drug concentration, when a single dose or constant dose are administrated.…”

Section: Numerical Simulationmentioning

confidence: 99%

One-compartment stochastic pharmacokinetic model

Macias

Moscoso

Vera

2023

Universitas Scientiarum

View full text Add to dashboard Cite

In this work, we consider a pharmacokinetic (PK) model with first-order drug absorption and first-order elimination that represent the concentration of drugs in the body, including both the absorption and elimination parts, and we also add a random factor to describe the variability between patients and the environment. Using Itô’s lemma and the Laplace transform, we obtain the solutions in integral form for a single and constant dosage regimen in time. Moreover, formulas for the expected value and the variance for each case of study are presented, which allows the statistical assessment of the proposed models, as well as predicting the ideal path of drug concentration and its uncertainty. These results are important in the long-term analysis of drug concentration and the persistence of therapeutic level. Further, a numerical method for the solution of the stochastic differential equation (SDE) is introducedand developed.

show abstract

Section: Numerical Simulationmentioning

confidence: 99%