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A Derivative Matching Approach to Moment Closure for the Stochastic Logistic Model

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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 purposes, 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, real and positive, while the derivative matching guarantees a good approximation, at least locally in time. Explicit formulas to construct these moment closure functions for arbitrary order of truncation n are provided with higher values of n leading to better approximations of the actual moment dynamics.

A host of other moment closure functions previously proposed in the literature are also investigated. Among these we show that only the ones that achieve derivative matching provide a close approximation to the exact solution. Moreover, we improve the accuracy of several previously proposed moment closure functions by forcing derivative matching.

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Authors and Affiliations

  1. Department of Electrical and Computer Engineering, University of California, Santa Barbara, CA, 93101, USA

    Abhyudai Singh & João Pedro Hespanha

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  1. Abhyudai Singh
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  2. João Pedro Hespanha
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Correspondence to Abhyudai Singh.

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Singh, A., Hespanha, J.P. A Derivative Matching Approach to Moment Closure for the Stochastic Logistic Model. Bull. Math. Biol. 69, 1909–1925 (2007). https://doi.org/10.1007/s11538-007-9198-9

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  • DOI: https://doi.org/10.1007/s11538-007-9198-9

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