Moment evolution equations for rational random dynamical systems： an increment decomposition method

Statistical moments are commonly used tools for exploring the ensemble behavior in gene regulation and population dynamics, where the rational vector fields are particularly ubiquitous, but how to efficiently derive the corresponding moment evolution equations was not much involved. Traditional derivation methods rely on fractional reduction and Itô formula, but it may become extremely complicated if the vector field is described by multivariate fractional polynomials. To resolve this issue, we present a novel incremental decomposition method, by which the rational vector field is divided into two parts: (proper) fractional polynomials and non-fractional polynomials. For the non-fractional polynomial part, we deduce the variation rate of a statistical moment by the Itô formula, but for the fractional polynomial part we acquire the corresponding variation rate by a relation analogous to that between the moment generating function and the distinct statistical moments. As application of the novel technique, the resultant infinite-dimensional moment systems associated with two typical examples are truncated with the schemes of derivative matching closure and the Gaussian moment closure. By comparing the lower-order statistical moments obtained from the closed moment systems with the counterparts obtained from direct simulation, the correctness of the proposed technique is verified. The present study is significant in facilitating the development of moment dynamics towards more complex systems.