Management Science
HOME HELP FEEDBACK SUBSCRIPTIONS ARCHIVE SEARCH TABLE OF CONTENTS
 QUICK SEARCH:   [advanced]


     


MANAGEMENT SCIENCE
Vol. 54, No. 5, May 2008, pp. 998-1014
DOI: 10.1287/mnsc.1070.0787
This Article
Right arrow Full Text (PDF)
Right arrow e-companion
Right arrow References
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Download to citation manager
Right arrow reprints & permissions
Citing Articles
Right arrow Citing Articles via HighWire
Right arrow Citing Articles via Google Scholar
Google Scholar
Right arrow Articles by Rahmandad, H.
Right arrow Articles by Sterman, J.
Right arrow Search for Related Content

Heterogeneity and Network Structure in the Dynamics of Diffusion: Comparing Agent-Based and Differential Equation Models

Hazhir Rahmandad, John Sterman

Department of Industrial and Systems Engineering, Virginia Tech, Falls Church, Virginia 22043
Sloan School of Management, Massachusetts Institute of Technology, Cambridge, Massachusetts 02142

hazhir{at}vt.edu
jsterman{at}mit.edu

When is it better to use agent-based (AB) models, and when should differential equation (DE) models be used? Whereas DE models assume homogeneity and perfect mixing within compartments, AB models can capture heterogeneity across individuals and in the network of interactions among them. AB models relax aggregation assumptions, but entail computational and cognitive costs that may limit sensitivity analysis and model scope. Because resources are limited, the costs and benefits of such disaggregation should guide the choice of models for policy analysis. Using contagious disease as an example, we contrast the dynamics of a stochastic AB model with those of the analogous deterministic compartment DE model. We examine the impact of individual heterogeneity and different network topologies, including fully connected, random, Watts-Strogatz small world, scale-free, and lattice networks. Obviously, deterministic models yield a single trajectory for each parameter set, while stochastic models yield a distribution of outcomes. More interestingly, the DE and mean AB dynamics differ for several metrics relevant to public health, including diffusion speed, peak load on health services infrastructure, and total disease burden. The response of the models to policies can also differ even when their base case behavior is similar. In some conditions, however, these differences in means are small compared to variability caused by stochastic events, parameter uncertainty, and model boundary. We discuss implications for the choice among model types, focusing on policy design. The results apply beyond epidemiology: from innovation adoption to financial panics, many important social phenomena involve analogous processes of diffusion and social contagion.

Key Words: agent-based models; networks; scale free; small world; heterogeneity; epidemiology; simulation; system dynamics; complex adaptive systems; SEIR model
History: Received: November 2, 2004;


This article has been cited by other articles:


Home page
Management ScienceHome page
R. J. D. Tebbens and K. M. Thompson
Priority Shifting and the Dynamics of Managing Eradicable Infectious Diseases
Management Science, April 1, 2009; 55(4): 650 - 663.
[Abstract] [PDF]




HOME HELP FEEDBACK SUBSCRIPTIONS ARCHIVE SEARCH TABLE OF CONTENTS
Copyright © 2008 by INFORMS.