Publications of Francesco Carravetta

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.

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

Alessandro Borri, Francesco Carravetta, Palumbo P.

A Cubification Approach for the Approximate Moments Computation in Stochastic Differential Equations: Application to the Chemical Langevin Equation

ABSTRACT
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.
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