Title :
Moment closure techniques for stochastic models in population biology
Author :
Singh, Abhyudai ; Hespanha, Joao Pedro
Author_Institution :
Center for Control Eng. & Comput., California Univ., Santa Barbara, CA
Abstract :
Continuous-time birth-death Markov processes serve as useful models in population biology. In this paper, we present a procedure for constructing approximate stochastic models for these processes. This is done by representing the population of a species as the continuous state of a stochastic hybrid system (SHS). This SHS is characterized by reset maps that account for births and deaths, transition intensities that correspond to the birth-death rates, and trivial continuous dynamics. It has been shown that for this type of SHS the statistical moments of the continuous state evolve according to an infinite-dimensional linear ordinary differential equation (ODE). However, for analysis purposes it is convenient to approximate this infinite-dimensional linear ODE by a finite-dimensional nonlinear one. This procedure generally approximates some higher-order moments by a nonlinear function of lower-order moments and it is called moment closure. We obtain moment closures by matching time derivatives of the infinite-dimensional ODE with its finite-dimensional approximation at some time t0. This guarantees a good approximation, at-least locally in time. We provide explicit formulas to construct these approximations and compare this technique with alternative moment-closure methods available in the literature. This comparison takes into account both the transient and the steady-state regimens
Keywords :
Markov processes; approximation theory; biology; continuous time systems; linear differential equations; method of moments; nonlinear differential equations; stochastic systems; approximate stochastic models; birth-death rates; continuous state; continuous-time birth-death Markov processes; finite-dimensional approximation; higher-order moments; infinite-dimensional linear ordinary differential equation; lower-order moments; moment closure techniques; nonlinear function; population biology; reset maps; statistical moments; stochastic hybrid system; time derivatives; transition intensities; trivial continuous dynamics; Biological system modeling; Computational biology; Differential equations; Evolution (biology); Markov processes; Nonlinear dynamical systems; Polynomials; Stochastic processes; Stochastic systems; Vectors;
Conference_Titel :
American Control Conference, 2006
Conference_Location :
Minneapolis, MN
Print_ISBN :
1-4244-0209-3
Electronic_ISBN :
1-4244-0209-3
DOI :
10.1109/ACC.2006.1657468