Moment Closure for the Stochastic Logistic Model
Abstract
Continuous-time birth-death Markov processes serve as useful models in population biology. When the birth-death rates are nonlinear, the time evolution of the first n order moments of the population is not closed, in the sense that it depends on moments of order higher than n. For analysis purpose, the time evolution of the first n order moments is often made to be closed by approximating these higher order moments as a nonlinear function of moments up to order n, which we refer to as the moment closure function. In this paper, a systematic procedure for constructing moment closure functions of arbitrary order is presented for the stochastic logistic model. We obtain the moment closure function by first assuming a certain separable form for it, and then matching time derivatives of the exact (not closed) moment equations with that of the approximate (closed) equations for some initial time and set of initial conditions. The separable structure ensures that the steady-state solutions for the approximate equations are unique, positive and real, while the derivative matching guarantees a good approximation, at-least locally in time. Moreover, the accuracy of the approximation can be improved by increasing the order of the approximate model. Other moment closure functions previously proposed in the literature are also investigated.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 16, 2006
- Accession Number
- ADA458857
Entities
People
- Abhyudai Singh
- João P. Hespanha
Organizations
- University of California, Santa Barbara