This page shows **all publications** that appeared in the IASI annual research reports.
Authors currently affiliated with the Institute are always listed with the full name.

You can browse through them using either the links of the following line or those associated with
author names.

**
Show all publications of the year
ALL, with author Palumbo P., in the category IASI Research Reports
(or show them all):**

IASI Research Report n. 16-01 (Previous Next) Alessandro Borri,

Francesco Carravetta,

Pasquale PalumboA Cubification Approach for the Approximate Moments Computation in Stochastic Differential Equations: Application to the Chemical Langevin EquationABSTRACT For the class of Ito-type nonlinear Stochastic Differential Equations (SDE), where the drift and the diffusion are ??-functions (??-SDE), we prove that the (infinite) set of all moments of the solution satisfies a system of infinite ordinary differential equations (ODEs), which is always linear. The result is proven by showing first that a ??-SDE can be cubified, i.e. reduced to a system of SDE of larger (but still finite) dimension in general, where drifts and diffusions are at most third-degree polynomial functions. Our motivation for deriving a moment equation in closed form comes from systems biology, where second-order moments are exploited to quantify the stochastic variability around the steady-state average amount of the molecular players involved in a bio-chemical reaction framework. Indeed, the proposed methodology allows to write the moment equations in the presence of non-polynomial nonlinarities, when exploiting the Chemical Langevin Equations (which are SDE) as a model abstraction. An example is given, associated to a protein-gene production model, where non-polynomial nonlinearities are known to occur.