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Quantitative analysis by means of discrete-state stochastic processes is hindered by the well-known phenomenon of state-space explosion, whereby the size of the state space may have an exponential growth with the number of objects in the model. When the stochastic process underlies a Markovian process algebra model, this problem may be alleviated by suitable notions of behavioural equiv-alence that induce lumping at the underlying continuous-time Markov chain, establishing an exact relation between a potentially much smaller aggregated chain and the original one. However, in the modelling of massively distributed computer systems, even aggregated chains may be still too large for efficient nu-merical analysis. Recently this problem has been addressed by fluid techniques, where the Markov chain is approximated by a system of ordinary differential equations (ODEs) whose size does not depend on the number of the objects in the model. The technique has been primarily applied in the case of mas-sively replicated sequential processes with small local state space sizes. Thi