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You are on page 1of 64

Mustafa Khammash

Center for Control, Dynamical-Systems, and Computations

University of California at Santa Barbara

Outline

Gene expression

An introduction

Stochasticity in gene expression

Randomness and variability

Stochastic Chemical Kinetics

The Chemical Master Equation (CME)

Monte-Carlo simulations of the CME

A new direct approach to solving the CME

The Finite-State Projection Method

Model reduction and aggregation

Examples

Gene Expression

An Introduction

Why Are Stochastic Models Needed?

Much of the mathematical modeling of gene networks represents gene

expression deterministically

Deterministic models describe macroscopic behavior; but many cellular

constituents are present in small numbers

Considerable experimental evidence indicates that signicant stochastic

uctuations are present

There are many examples when deterministic models are not adequate

Modeling Gene Expression

Deterministic model

Probability a single mRNA is transcribed in

time dt is k

r

dt.

Probability a single mRNA is degraded in

time dt is (#mRNA)

r

dt

Stochastic model

p

k

r

k

p

DNA

mRNA

protein

mean

Fluctuations at Small Copy Numbers

(mRNA)

(protein)

p

k

r

k

p

DNA

mRNA

protein

Intrinsic Variability in Gene Expression

Noise propagates through the

network

Its amount depends on

# of molecules

stoichiometry

regulation

...

Sometimes it is suppressed;

other times it is exploited

Deterministic models are not

adequate

.

.

.

Source of variability at

cellular level.

Small # of molecules

Random events

Intrinsic noise

Impact of variability

Stochastic Inuences on Phenotype

Fingerprints of identical twins Cc, the rst cloned cat and her genetic mother

J. Raser and E. OShea, Science, 1995.

Exploiting the Noise

Stochastic mean value different from deterministic steady state

Noise enhances signal!

Johan Paulsson , Otto G. Berg , and Mns Ehrenberg, PNAS 2000

stochastic

deterministic

0 10 20 30 40 50 60 70 80 90 100

50

100

150

200

250

300

350

400

Time

N

u

m

b

e

r

o

f

M

o

l

e

c

u

l

e

s

o

f

P

Noise Induced Oscillations

Circadian rhythm

Vilar, Kueh, Barkai, Leibler, PNAS 2002

Oscillations disappear from deterministic model after a small reduction in deg. of repressor

(Coherence resonance) Regularity of noise induced oscillations can be manipulated

by tuning the level of noise [El-Samad, Khammash]

The Pap Pili Stochastic Switch

Pili enable uropathogenic E. coli to attach to epithelial cell receptors

Plays an essential role in the pathogenesis of urinary tract infections

E. coli expresses two states ON (piliated) or OFF (unpiliated)

Piliation is controlled by a stochastic switch that involves random

molecular events

A Simplied Pap Switch Model

Lrp

Lrp can (un)bind either or both of two binding sites

A (un)binding reaction is a random event

leucine regulatory protein

One gene g

Site 1 Site 2

R

3

R

4

State g

3

R

8

R

7

R

6

R

5

State g

4

R

1 R

2

Lrp

State g

1

State g

2

R

3

R

4

State g

3

R

8

R

7

R

6

R

5

State g

4

R

1 R

2

Lrp

State g

1

State g

2

PapI

ON

OFF

OFF

OFF

Piliation takes place

if gene is ON at specific

time: T

Identical Genotype Leads to Different Phenotype

gene gene

gene

gene

Unpiliated Piliated

.

Stochastic Chemical Kinetics

Mathematical Formulation

The state of the system is described by the integer vector x = (x

1

, . . . , x

n

)

T

;

x

i

is the population of species S

i

.

(N-species) Start with a chemically reacting system containing N distinct

reacting species {S

1

, . . . , S

N

}.

population of S

1

p

o

p

u

l

a

t

i

o

n

o

f

S

2

Stochastic Chemical Kinetics

(M-reactions) The systems state

can change through any one of

M reaction: R

: {1, 2, . . . , M}..

(State transition) An R

re-

action causes a state transition

from x to x +s

.

s

1

=

1

0

; s

2

=

0

1

;

s

3

=

1

0

1

2 3 4

5 6

7

8

R

2

R

1

R

1

R

2

R

3

R

2

R

2

Sequence:

p

o

p

u

l

a

t

i

o

n

o

f

S

2

population of S

1

S

1

+S

2

S

1

S

1

S

1

R

3

R

2

R

1

Example:

Stoichiometry matrix:

S =

s

1

s

2

. . . s

M

The probability that R

the next dt time units is given by a

(x)dt.

If R

i

products, there exists some constant

c

such that a

(x) = c

x

i

.

c

of conventional deter-

ministic chemical kinetics.

If R

i

+S

j

products, there exists a constant c

such that a

(x) = c

x

i

x

j

.

c

is equal to k

/, where k

reaction volume

The Chemical Master Equation

The Chemical Master Equation (CME):

Challenges in the Solution of the CME

The state space is potentially HUGE!

Very often transitions have vastly different time-scales

N species

Up to n copies/species

Number of states: n

N

10

4

dierent proteins

10

6

copies/proteins (avg.)

10

6000

states!

Eukaryotic Cell

Proteins bind together to create

even more species!

a(x) as x

For many species: n << 10

6

Modularity: Small subsystems can often be isolated

e.g. heat-shock has ~7 key interacting molecules

Specicity: Each protein binds to one or very few other molecules

Many key molecules exist in small numbers: genes, mRNAs,

signaling and regulatory proteins, ...

e.g. liver cells, 97% of mRNAs are present at ~10 copies/cell.

Key molecules constitute many of the compound species:

e.g. methylated DNA

Exploiting Underlying Biology

N << 10

4

N=23 (heat-shock)

N=63 (pap switch)

This approach constructs numerical realizations of x(t) and then histogram-

ming or averaging the results of many realizations (Gillespie 1976).

At each SSA step: Based on this

distribution, the next reaction and the

time of its occurence are determined.

The state is updated.

Monte Carlo Simuations: The Stochastic

Simulation Algorithm (SSA)

P

x

(, ) = a

(x) exp

j=1

a

j

(x)

,

Start by computing the reaction probability density function P

x

(, ):

P

x

(, ) is the joint probability density function of the two random

variables:

time to the next reaction ();

index of the next reaction ().

P

x

(,)

1

2

3

M

d

.

.

.

An SSA run

p

o

p

u

l

a

t

i

o

n

o

f

S

2

population of S

1

SSA

Low memory requirement

In principle, computation does not depend exponentially on N

Advantages

Disadvantages

Can be very slow

Convergence is slow

No guaranteed error bounds

Little insight

Computational eort =C

1

2

A Direct Approach to the Chemical Master

Equation

Examples

The Chemical Master Equation (CME):

The states of the chemical system can be enumerated:

The probability density state vector is defined by:

The evolution of the probability density state vector is governed by

The Finite State Projection Approach

The probability density vector

evolves on an infinite integer

lattice

The Finite State Projection Approach

chosen

The Finite State Projection Approach

chosen

projected onto a single state (red)

The Finite State Projection Approach

The projected system can be solved exactly!

chosen

projected onto a single state (red)

states are retained

Finite Projection Bounds

Munsky B. and Khammash M., Journal of Chemical Physics, 2006

Theorem [Projection Error Bound]: Consider any Markov

process in which the probability distribution evolves according to

the ODE:

If for an indexing vector J: 1

T

exp(A

J

t) P(X

J

; 0) 1 , then

P(X

J

; t)

P(X

J

; t)

exp(A

J

t) P(X

J

; 0)

0

1

The FSP Algorithm

Application to the Pap Switch Model

R

1 R

2

R

3

R

4

R

8

R

7

R

6

R

5

Lrp

PapI

State g

3

State g

4

State g

1

State g

2

ON

OFF

OFF

OFF

Piliation takes place

if gene is ON at a

specific time: T

What is the probability of being

in State g

2

at time T?

Application to the Pap Switch Model

State g

3

R

1

R

2

R

3

R

4

R

8

R

7 R

6

R

5

Lrp

PapI

State g

4

State g

1

State g

2

An infinite number of states:

10 reactions

Application to the Pap Switch Model

A. Hernday and B. Braaten, and D. Low, The Mechanism by which DNA Adenine Methylase and PapI Activate the Pap

Epigenetic Switch, Molecular Cell,vol. 12, 947-957, 2003.

Application to the Pap Switch Model

approximates the solution of the CME.

Model Reduction and Time-Scale Separation

Reducing Unobservable Congurations

Often one is not interested in the entire probability distribution. Instead one

may wish only to estimate:

a statistical summary of the distribution, e.g.

means, variances, or higher moments

probability of certain traits:

switch rate, extinction, specic trajectories, etc

In each of these cases, one can dene an output y:

Frequently, the output of interest relates to small subset of the state space

Aggregation and Model Reduction

Given Generic CME in the form of a linear ODE:

P(X, t) = AP(X, t)

The system begins in the set U at time t = 0 with pdv: P(X

U

, 0).

Aggregation and Model Reduction

The full pdv evolves according to:

The unreachable states cannot be excited by reachable ones (may be removed!)

0 0

0 0

The unobservable states may not excite the observable ones

The full system reduces to:

P(X

RO

, t)

P(X

RO

, t)

A

RO,RO

0

A

RO

,RO

A

RO

,RO

P(X

RO

, t)

P(X

RO

, t)

P(X

RO

, t)

1

T

P(X

RO

, t)

A

RO,RO

0

1

T

A

RO

,RO

1

T

A

RO

,RO

P(X

RO

, t)

P(X

RO

, t)

0

0 0

0

Begin with a full integer lattice description of the system

FSP: Aggregation and Model Reduction

Remove unreachable states and aggregate unobservable ones

FSP: Aggregation and Model Reduction

Project the remaining states onto a nite subset

FSP: Aggregation and Model Reduction

Reduction Through Time-Scale Separation

It often occurs in chemical systems that some reactions are very fast,

while others are relatively slow

These differences in reaction rates lead to signicant numerical

stiffness

Often the fast dynamics are not of interest

One may remove the fast dynamics and focus on the dynamics on the

slow manifold

Group together states that

are connected through fast

transitions

Fast groups reach proba-

bilistic equilibrium before a

slow transition occurs

Aggregate fast group into

states

Transition propensity is the

weighted sum of transition

propensities of unaggregated

states

Time Scale Separation

p

o

p

u

l

a

t

i

o

n

o

f

S

2

population of S

1

Each H

i

is a generator for a fast group of states. L is the slow

coupling reactions between blocks.

Each H

i

has a single zero eigenvalue, = 0, the rest of the eigen-

values have large negative real parts.

Each H

i

has a right eigenvector, v

i

, and a left eigenvector, 1

T

that

correspond to the zero eigenvalue.

Time Scale Separation

P =

_

_

_

_

_

_

_

H

1

0

0 H

2

.

.

.

.

.

.

.

.

.

.

.

. H

m

_

_

+L

_

_

_

_

_

P

U =

1

T

0

0 1

T .

.

.

.

.

.

.

.

.

.

.

. 1

T

V =

v

1

0

0 v

2

.

.

.

.

.

.

.

.

.

.

.

. v

m

S

1

=

V S

2

SHS

1

=

0 0

0

2

S =

U

S

1

q

1

q

2

ULV ULS

2

S

1

LV

2

+S

1

LS

2

q

1

q

2

Time Scale Separation

Ignoring the fast stable modes, the dynamics of q

1

q

1

ULVq

1

P(t) Vexp(ULVt)UP(0)

In the original coordinate system, P(t) is given by

Note that only the zero eigenvectors of H

i

need to be computed!

Simon HA, Ando A. Aggregation of variables in dynamic systems. Econometrica 1961; 29(2):111138.

Phillips RG, and Kokotovic P, A Singular perturbation approach to modeling and control of Markov Chains,

IEEE Transactions on Automatic Control, 26 (5): 1087-1094, 1981.

Time Scale Separation

q

1

q

2

ULV ULS

2

S

1

LV

2

+S

1

LS

2

q

1

q

2

A More Realistic Pap Switch Model

1

2

3

4

Lrp

4 gene states based on

Lrp binding sites

1

2 3 4 5

6 7 8 9 10 11

12 13

14 15

16

CH3

A More Realistic Pap Switch Model

16 different possible methylation patterns

DNA Adenine Methylase (DAM)

can methylate the gene at the

GATC site

1

4

2 3

9

12

10 11

5

8

6 7

17

20

18 19

13

16

14 15

45

48

46 47

49

52

50 51

53

56

54 55

57

60

58 59

61

64

62 63

25

28

26 27

29

32

30 31

33

36

34 35

37

40

38 39

41

44

42 43

21

24

22 23

A More Realistic Pap Switch Model

1

4

2 3

9

12

10 11

5

8

6 7

17

20

18 19

13

16

14 15

45

48

46 47

49

52

50 51

53

56

54 55

57

60

58 59

61

64

62 63

25

28

26 27

29

32

30 31

33

36

34 35

37

40

38 39

41

44

42 43

21

24

22 23

16 Different Methylation Patterns

x 4 Different LRP binding Patterns

=64 Different Operon Configurations!

Plus 3 Pap production events and

one Pap degradation event.

papI

A More Realistic Pap Switch Model

1

4

2 3

9

12

10 11

5

8

6 7

17

20

18 19

13

16

14 15

45

48

46 47

49

52

50 51

53

56

54 55

57

60

58 59

61

64

62 63

25

28

26 27

29

32

30 31

33

36

34 35

37

40

38 39

41

44

42 43

21

24

22 23

16 Different Methylation Patterns

x 4 Different LRP binding Patterns

=64 Different Operon Configurations!

Locked OFF States

These States are unobservable from

the ON states and can be aggregated.

Aggregating Unobservable States

1

4

2 3

9

12

10 11

5

8

6 7

17

20

18 19

13

16

14 15

53

56

54 55

57

60

58 59

25

28

26 27

29

32

30 31

33

36

34 35

37

40

38 39

41

44

42 43

4

5

4

8

4

6

4

7

4

9

5

2

5

0

5

1

6

1

6

4

6

2

6

3

2

1

2

4

2

2

2

3

Locked

OFF

Aggregating Unobservable States

Aggregating Fast States

2

1

3

4

5

6

7 8 9

11 12

10

Table 1: A comparison of the eciency and accuracy of the FSP, SSA, and

approximate FSP and SSA methods.

Method # Simulations Time (s)

a

Relative Error

b

Full Model

FSP N.A.

c

42.1 < 0.013%

SSA 10

4

> 150 days Not available

Reduced Model

FSP approx. N.A. 3.3 1.3%

SSA approx. 10

4

9.8 16%

SSA approx. 10

5

94.9 7.7%

SSA approx. 10

6

946.2 1.6%

a

All computations have been performed in Matlab 7.2

on a 2.0 MHz PowerPC G5.

b

Error in switch rate is computed at t = 4000s

c

The FSP is run only once with a specied allowable

total error of 10

5

.

FSP vs. Monte Carlo Algorithms

Reduced FSP

QSSSA (10

4

runs)

QSSSA (10

5

runs)

QSSSA (10

6

runs)

Comparisons

0 2000 4000 6000 8000 10000

0

0.2

0.4

0.6

0.8

1

1.2

1.4

1.6

x 10

3

Time (s)

Full FSP

P

r

o

b

a

b

i

l

i

t

y

o

f

O

N

S

t

a

t

e

Conclusions

Low copy numbers of important cellular components give rise to stochasticity

in gene expression. This in turn results in cell-cell variations.

Organisms use stochasticity to their advantage

Stochastic modeling and computation is an emerging area in Systems

Biology

New tools are being developed. More are needed.

Many challenges and opportunities for control and system theorists.

Acknowledgments

Brian Munsky, UCSB

David Low, UCSB

Slaven Peles, UCSB

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