Error bounds for the truncation of countable linear differential systems arising from birth-death processes (Q686840)

Summary: An infinite system of linear differential equations \(x_ n'(t)=\lambda_{n-1}x_{n-1}(t)-(\lambda_ n+\mu_ n)x_ n(t)+\mu_{n+1}x_{n+1}(t) +f_ n(t)\), \(x_ n(0)=c_ n\) \((n=0,1,2,\dots;t\geq 0;\;x_{-1}=0)\) is considered. The constant coefficients \(\lambda_ n\), \(\mu_ n\) are merely assumed to be nonnegative. Explicit error bounds are derived for the approximation of a solution by the solutions of the finite truncated systems. They crucially depend on the ratios of the coefficients \(\lambda_ n\), \(\mu_ n\).