Chapter 1

Methodology

1.1. Introduction
Solving the CME, which is an infinite set of differential equations leads us to ob-
taining expressions for the probabilities in terms of parameters. Real systems are
represented by large and more complex models but it is hard to analytically solve
the resultant CMEs. This is the reason why the model used in this study is simple,
and represents those genes which switch “on” and “off”. Larger and more realis-
tic models are studied through simulations but, unfortunately, one may not obtain
expressions for the probability functions from the simulation method. Analytical
methods tend to enable researchers to focus on the content of a model, as opposed
to its implementation through a simulation.Compared to simulation, there are a
number of advantages that we get by using an exact approach. For instance, knowl-
edge about model parameters, i.e. the biochemical rate constants of the underlying
biochemical reactions, is something quite rare. In analytical methods, expressions
for the probability distributions are obtained in terms of the parameters. Thus, an
analytical approach leads to equations and allows one to be able to select parame-
ters and try them easily and quickly.
Methodology ii

1.2. Analysis of the model

Considering the state of the gene and taking 1 to be the probability of the gene
being “on”, the master equation involving the probability rate for evolution of the
“on” state can be written as

dP (1, t)
= kon P (0, t) − kof f P (1, t).
dt
Knowing that P (0, t) + P (1, t) = 1, the master equation reduces to the first order
linear differential equation,

dP (1, t)
+ (kon + kof f )P (1, t) = kon .
dt

This equation is solved by use of an integrating factor which in this case is defined
R
as exp (kon + kof f )dt. Multiplying both sides of the differential equation by the
intergrating factor,

dP (1, t)
exp(kon + kof f )t + exp(kon + kof f )t(kon + kof f )P (1, t) = exp(kon + kof f )tkon .
dt

Intergrating both sides, the solution is

−1
P (1, t) = [1 − exp(−(kon + kof f )t)]
Ψ−1

after using the initial conditions that at time t=0, the gene is “off ”.
Similarly, the master equation involving the probability rate for evolution of the
“off ” state where 0 is the probability of the gene being “off” can be written as

dP (0, t)
= kof f P (1, t) − konP (0, t).
dt
This also reduces to the first order linear differential equation,

dP (0, t)
+ (kof f + kon )P (0, t) = kof f .
dt
Methodology iii

solved by use of the integrating factor, exp(kof f + kon )t. Multiplying the differential
equation through by the intergrating factor,

dP (0, t)
exp(kof f + kon )t + exp(kof f + kon )t(kof f + kon )P (0, t) = exp(kof f + kon )tkof .
dt

Intergrating both sides, the solution is

kof f
P (o, t) = [1 − exp(−(kof f + kon )t)]
kof f + kon

after using the initial conditions that at time t=0, the gene is “on”.
We are also going to obtain two chemical master equations for the evolution of
mRNA molecules depending on the state of the gene.

Figure 1.1: Schematic diagram for the “on” state

Applying the chemical master equation to the “on” state,

dP (1, m, t) −
= kon P (0, m, t) + km (m + 1)P (1, m + 1, t) + km P (1, m − 1, t)
dt

−
−(kof f + km + km m)P (1, m, t), m ≥ 1. (1.1)

P(1,m,t) is the probability of the gene being “on” having m mRNA molecules at
Methodology iv

a time t. As shown by the schematic diagram above, there are three probabilities
of going into this state. The first one is is the probability of the reaction rate con-
stant kon switching “on” the gene from the “off” state i.e P(0,m,t). The second one
is the probability of the gene being “on” and there are m − 1 mRNA molecules in
the system and allowing 1 reaction at a time, the gene transcribes once at a re-
action rate constant of km . The last one is the probability of the gene being “on”
and there are m + 1 mRNA molecules ,again allowing one reaction at a time the
−
mRNA molecules degrade at a reaction rate constant of km which is a function of
the mRNA molecules initially present before degradation.

Likewise, there three probabilities of going out of this state. The first is the proba-
bility of the gene being “on” with m mRNA molecules and the reaction rate constant
kof f switches it to the “off ” state. The second is the probability of the gene being
“on” with m mRNA molecules and transcription takes place. Finally there is the
probability of the gene being “on” with m mRNA molecules and degradation takes
place at a rate proportional to the mRNA molecules present in the system.

Applying the chemical master equation to the “off” state,

Figure 1.2: Schematic diagram for the “off ” state

Methodology v

dP (0, m, t) − −
= kof f P (1, m, t) + km (m + 1)P (0, m + 1, t) − (kof f + km m)P (0, m, t), m ≥ 1.
dt
(1.2)
P(0,m,t) is the probability of the gene being “off” having m mRNA molecules at
a time t. As shown by the schematic diagram above, there are two probabilities of
going into this state. The first one is is the probability of the reaction rate constant
kof f switching “off” the gene from the “on” state i.e from P(1,m,t). The other one
is the probability of the gene being “off” and there are m + 1 mRNA molecules,
allowing one reaction at a time the mRNA molecules degrade at a reaction rate
−
constant of km which is a function of the mRNA molecules initially present before
degradation. No transcription takes place when the gene is “off”.

Similarly, there two probabilities of going out of this state. The first is the probabil-
ity of the gene being “off” with m mRNA molecules and the reaction rate constant
kon switches it to the “on” state. Finally there is the probability of the gene being
“off ” with m mRNA molecules and degradation takes place at a rate proportional
to the mRNA molecules present in the system. It is important to note that degra-
dation takes places in both states.

Since m can take any nonnegative value, equations (3.1) and (3.2) are infinite sets
of ODEs. A special case of eqaution (3.1) arises when the gene is “on” and there are
no mRNA molecules. Taking m=0 in equation (3.1) gives

dP (1, 0, t) −
= kon P (0, 0, t) + km P (1, 1, t) + km P (1, −1, t) − (kof f + km )P (1, 0, t).
dt

If we consider the boundary conditions P(s,-1,t)=0 i.e the probability of being in

any state and having negative mRNA molecules at a time being equal to zero, the
equation becomes,

dP (1, 0, t) −
= kon P (0, 0, t) + km P (1, 1, t) − (kof f + km )P (1, 0, t).
dt
Methodology vi

Assumimg that the probabilities do not depend on time, stationarity, we obatin

− −
0 = kon P (0, m) + km (m + 1)P (1, m + 1) + km P (1, m − 1) − (kof f + km + km m)P (1, m).

Rearranging the equation we have,

1  − −

P (0, m) = (kof f + km + km m)P (1, m) − km (m + 1)P (1, m + 1) − km P (1, m − 1).
kon
(1.3)

where we have dropped the variable t since we aim to obtain the stationary prob-
ability distributions. Applying the same stationarity conditions to the special case
of no mRNA molecules we have,

1 −
P (0, 0) = [(kof f + km )P (1, 0) − km P (1, 1)]. (1.4)
kon

Equation (3.3) gives P(0,m) in terms of P(1,.) and hence P(0,m + 1) also in terms of
P(1,.). This enables us to eliminate P(0,.) from the problem of solving for stationary
states.

1  − −
P (0, m+1) = (kof f + km + km m + 1)P (1, m + 1) − km (m + 2)P (1, m + 2) − km P (1, m).
kon
(1.5)
Substituting P (0, m) and P (0, m + 1) in equation 3.2 gives

− − − 2 2
 
km (kon + km ) + km (2km + kon + kof f )m + (km ) m P (1, m)

 − − − 2

− km (kon + km + kof f + km ) + 2(km ) m (m + 1)P (1, m + 1)
Methodology vii

− 2 −
+(km ) (m + 1)(m + 2)P (1, m + 2) − km (kon + km m)P (1, m − 1) = 0.

Equation (3.6) can be soved for P (1, m) by first defining, respectively for the “on”
and “off” states the moment generating functions. LetX be a random variable. If
the expected value exists and is finite for all real numbers belonging to a closed
interval , with X , then we say that X possesses a moment generating function
and the function is called the moment generating function of X. For the “on” and
“off” states states, the moment generating functions are defined as,

∞
X
F (s, z) = z m P (s, m), |z| ≤ 1. (1.6)
m=0

For P (1, m), the moment generating function is defined as,

∞
X
F (1, z) = z m P (1, m), |z| ≤ 1.
m=0

Differentiating the MGF once we get,

∞
dF (1, z) 1X
= mz m P (1, m).
dz z m=0

The second derivative of the MGF is given by,

" ∞ ∞
#
d2 F (1, z) 1 X 2 m X
= 2 m z P (1, m) − mz m P (1, m) .
dz 2 z m=0 m=0

We then multiply equation (3.6) throughout by z m and sum over m. Where we

have P (1, .), we set a new value of m such that we have P (1, m).The result is

− 2 2 − 2 − 2
[(km ) z − 2(km ) z + (km ) ] F 00 (1, z)
− − − − 2
+[km (2km + kon + kof f )z − km (kon + km + kof f + km ) − km km z ] F 0 (1, z)
−
+[km (kon + km ) − km kon z] F (1, z) = 0.
The second order differential equation can be re written as
Methodology viii

γ(1 − z)F 00 (z) + (βz − 1)F 0 (z) + ηF (z) = 0, (1.7)

− −
km γα(kon +km ) km
where, γ = −
kon +km +kof f +km
,β = γα and η = −
km
,where α = −.
km

After change of variables, the equation transforms to the Kummer’s differential

equation,

uz F 00 (uz ) + (Ψ − uz )F 0 (uz ) − F (uz ) = 0. (1.8)

kon +kof f kon

where, uz = α(z − 1),Ψ = 1 + km− and  = 1 + − .
km

1.3. Solutions of Kummer’s differential equation

The Kummer’s differential equation has two independent solutions which we de-
note as M (; Ψ; uz ) and U (; Ψ; uz ) with

∞
X 1 ()n n
M (; Ψ; uz ) = uz (1.9)
n=0
n! (Ψ) n

and

Γ(1 − Ψ Γ(Ψ − 1) 1−Ψ

U (; Ψ; uz ) = M (; Ψ; uz ) + uz M ( − Ψ + 1; 2 − Ψ; uz ). (1.10)
Γ( − Ψ + 1) Γ()
M (; Ψ; uz ) is known as the confluent hypergeometric function. This is a func-
tion which is a power series on some vriable, uz , and its coefficients written in
Pochhamer symbols or the rising factorial. (a)n denotes the rising factorial and is
given by

(a)n = a(a + 1)(a + 2)...(a + n − 1), (a)0 = 1. (1.11)

Methodology ix

The general solution of the Kummers differential equation is

F (uz ) = c1 M (; Ψ; uz ) + c2 U (; Ψ; uz )
where c1 and c2 are constant coefficients. Since for the MGF,|z| ≤ 1, and U (; Ψ; uz )
is unbounded near z = 1, this ensures that c2 = 0. Hence the general solution

∞
X 1 ()n n
F (1, z) = c1 u = c1 M (; Ψ; uz ). (1.12)
n=0
n! (Ψ)n z

The confluent hypergeometric function is differentiable with the derivatives be-

ing;
d 
M (; Ψ; uz ) = α M ( + 1; Ψ + 1; uz )
dz Ψ
d2 2 ()2
M (; Ψ; u z ) = α M ( + 2; Ψ + 2; uz )
dz 2 (Ψ)2
and therefore
dm ()m
m
M (; Ψ; uz ) = αm M ( + m; Ψ + m; uz )
dz (Ψ)m
The expressions for the probability distributions can be obtained from the MGF by
using the the formula;
1 dm
P (1, m) = F (1, z) .
m! dz m z=0

Therefore we obtain that;

1
P (1, 0) = F (1, z) = c1 M (; Ψ; u0 )
0! z=0

1 d 
P (1, 1) = F (1, z) = c1 α M ( + 1; Ψ + 1; u0 )
1! dz z=0 Ψ
1 d2 ()2
P (1, 2) = F (1, z) = c1 α 2 M ( + 2; Ψ + 2; u0 )
2! dz 2 z=0 (Ψ)2
and it is easy to show that

1 dm ()m
P (1, m) = F (1, z) = c1 α m M ( + m; Ψ + m; u0 )
m! dz m z=0 (Ψ)m