20/01/2017 François Fages C2-19 MPRI 1
Computational Methods for Systems and Synthetic Biology
François Fages
Inria Saclay – Ile de France
Lifeware project-team
http://lifeware.inria.fr/
Chemical Master Equation (CME)
d
dt p
(t)(x) = X
j:x vj 0
↵
j(x v
j) · p
(t)(x ~ v
j) X
j
↵
j(x) · p
(t)(x) p
(t)(x) = P ( X ~
(t)= ~ x)
k · [S
1](t) · [S
2](t) R(t) = k · Y
i
([S
i](t))
lid
dt [S
i](t) = X
j
(m
jl
j) · R
j(t) d
dt x
i(t) = X
j:Rj kont.
v
ijr
ij(~ x(t)) + X
k6=i
x
k(t) p
k(t)q
ki(~ x(t)) p
i(t)
d
dt p(t) = ~ p(t)Q(~ ~ x(t))
x
i(t) := E [X (t) | M (t) = i]
X
i(t + h) = X
i(t) + X
j
R
j(t, t + h)
| {z } · v
ij|{z}
E + S )
c*
1c2
C !
c3E + P R
j(0, t) = Y
j✓Z
t0
↵
j(X (s))
◆
X
3(t + h) = X
3(t) + R
1(t, t + h) · (+1) +R
2(t, t + h) · ( 1)
d
dt p(x, t) = X
j
↵
j(x v
j)p(x v
j, t) ↵
j(x)p(x, t) d
dt E [X (t)] = X
j
v
jE [↵
j(X (t))]
d
dt E [X (t)] ⇡ X
j
v
j↵
j(E [X (t)]) p
i(x, t) =
@
@ t p(x, t) + @
@ x p(x, t)R(x) = p(x, t)Q(x)
probability of being in state x at time t
Differential equation as the probability of entering in state x minus the probability of leaving state x
x is the vector of molecule numbers is propensity of jth reaction is change vector of jth reaction
The movie shows the distributions of the enzyme and the product In one enzymatic reaction
over time
d
dt p
(t)(x) = X
j:x vj 0
↵
j(x v
j) · p
(t)(x ~ v
j) X
j
↵
j(x) · p
(t)(x) p
(t)(x) = P ( X ~
(t)= ~ x)
k · [S
1](t) · [S
2](t) R(t) = k · Y
i
([S
i](t))
lid
dt [S
i](t) = X
j
(m
jl
j) · R
j(t) d
dt x
i(t) = X
j:Rj kont.
v
ijr
ij(~ x(t)) + X
k6=i
x
k(t) p
k(t)q
ki(~ x(t)) p
i(t)
d
dt ~ p(t) = ~ p(t)Q(~ x(t))
x
i(t) := E [X (t) | M (t) = i]
X
i(t + h) = X
i(t) + X
j
R
j(t, t + h)
| {z } · v
ij|{z}
E + S )
c*
1c2
C
c!
3E + P R
j(0, t) = Y
j✓Z
t 0↵
j(X (s))
◆
X
3(t + h) = X
3(t) + R
1(t, t + h) · (+1) +R
2(t, t + h) · ( 1)
d
dt p(x, t) = X
j
↵
j(x v
j)p(x v
j, t) ↵
j(x)p(x, t) d
dt E [X (t)] = X
j
v
jE [↵
j(X (t))]
d
dt E [X (t)] ⇡ X
j
v
j↵
j(E [X (t)]) p
i(x, t) =
@
@ t p(x, t) + @
@ x p(x, t)R(x) = p(x, t)Q(x)
d
dt p (t) (x) = X
j :x v
j0
↵ j (x v j ) · p (t) (x ~ v j ) X
j
↵ j (x) · p (t) (x) p (t) (x) = P ( X ~ (t) = ~ x)
k · [S 1 ](t) · [S 2 ](t) R(t) = k · Y
i
([S i ](t)) l
id
dt [S i ](t) = X
j
(m j l j ) · R j (t) d
dt x i (t) = X
j :R
jkont.
v ij r ij (~ x(t)) + X
k 6 =i
x k (t) p k (t)q ki (~ x(t)) p i (t)
d
dt ~ p(t) = p(t)Q(~ ~ x(t))
x i (t) := E [X (t) | M (t) = i]
X i (t + h) = X i (t) + X
j
R j (t, t + h)
| {z } · v ij
|{z}
E + S ) c *
1c
2C ! c
3E + P R j (0, t) = Y j
✓Z t 0
↵ j (X (s))
◆
X 3 (t + h) = X 3 (t) + R 1 (t, t + h) · (+1) +R 2 (t, t + h) · ( 1)
d
dt p(x, t) = X
j
↵ j (x v j )p(x v j , t) ↵ j (x)p(x, t) d
dt E [X (t)] = X
j
v j E [↵ j (X (t))]
d
dt E [X (t)] ⇡ X
j
v j ↵ j (E [X (t)]) p i (x, t) =
@
@ t p(x, t) + @
@x p(x, t)R(x) = p(x, t)Q(x)
d
dt p
(t)(x) = X
j:x vj 0
↵
j(x v
j) · p
(t)(x ~ v
j) X
j
↵
j(x) · p
(t)(x) p
(t)(x) = P ( X ~
(t)= ~ x)
k · [S
1](t) · [S
2](t) R(t) = k · Y
i
([S
i](t))
lid
dt [S
i](t) = X
j
(m
jl
j) · R
j(t) d
dt x
i(t) = X
j:Rj kont.
v
ijr
ij(~ x(t)) + X
k6=i
x
k(t) p
k(t)q
ki(~ x(t)) p
i(t)
d
dt ~ p(t) = ~ p(t)Q(~ x(t)) x
i(t) := E [X (t) | M (t) = i]
X
i(t + h) = X
i(t) + X
j
R
j(t, t + h)
| {z } · v
ij|{z}
E + S )
c*
1c2
C
c!
3E + P R
j(0, t) = Y
j✓Z
t 0↵
j(X (s))
◆
X
3(t + h) = X
3(t) + R
1(t, t + h) · (+1) +R
2(t, t + h) · ( 1)
d
dt p(x, t) = X
j
↵
j(x v
j)p(x v
j, t) ↵
j(x)p(x, t) d
dt E [X (t)] = X
j
v
jE [↵
j(X (t))]
d
dt E [X (t)] ⇡ X
j
v
j↵
j(E [X (t)]) p
i(x, t) =
@
@ t p(x, t) + @
@x p(x, t)R(x) = p(x, t)Q(x)
Moment Equation for the Mean
Consider the time evolution of the mean:
by posing x’=x+vj
involves higher moments if jth reaction is at least bimolecular,
e.g.
↵
j(X ) = c
j· X
1· X
2d
dt E [X (t)] = d dt
X
x
x · p
(t)(x) = X
x
x · d
dt p
(t)(x) d
dt p
(t)(x) = X
j:x vj 0
↵
j(x v
j) · p
(t)(x ~ v
j) X
j
↵
j(x) · p
(t)(x) p
(t)(x) = P ( X ~
(t)= ~ x)
k · [S
1](t) · [S
2](t) R(t) = k · Y
i
([S
i](t))
lid
dt [S
i](t) = X
j
(m
jl
j) · R
j(t) d
dt x
i(t) = X
j:Rj kont.
v
ijr
ij(~ x(t)) + X
k6=i
x
k(t) p
k(t)q
ki(~ x(t)) p
i(t)
d
dt ~ p(t) = ~ p(t)Q(~ x(t)) x
i(t) := E [X (t) | M (t) = i]
X
i(t + h) = X
i(t) + X
j
R
j(t, t + h)
| {z } · v
ij|{z}
E + S )
c*
1c2
C
c!
3E + P R
j(0, t) = Y
j✓Z
t 0↵
j(X (s))
◆
X
3(t + h) = X
3(t) + R
1(t, t + h) · (+1) +R
2(t, t + h) · ( 1)
d
dt p(x, t) = X
j
↵
j(x v
j)p(x v
j, t) ↵
j(x)p(x, t) d
dt E [X (t)] = X
j
v
jE [↵
j(X (t))]
next: replace by a Taylor series about the mean
d
dt p
(t)(x) = X
j:x vj 0
↵
j(x v
j) · p
(t)(x ~ v
j) X
j
↵
j(x) · p
(t)(x) p
(t)(x) = P ( X ~
(t)= ~ x)
k · [S
1](t) · [S
2](t) R(t) = k · Y
i
([S
i](t))
lid
dt [S
i](t) = X
j
(m
jl
j) · R
j(t) d
dt x
i(t) = X
j:Rj kont.
v
ijr
ij(~ x(t)) + X
k6=i
x
k(t) p
k(t)q
ki(~ x(t)) p
i(t)
d
dt ~ p(t) = p(t)Q(~ ~ x(t))
x
i(t) := E [X (t) | M (t) = i]
X
i(t + h) = X
i(t) + X
j
R
j(t, t + h)
| {z } · v
ij|{z}
E + S )
c*
1c2
C
c!
3E + P R
j(0, t) = Y
j✓Z
t 0↵
j(X (s))
◆
X
3(t + h) = X
3(t) + R
1(t, t + h) · (+1) +R
2(t, t + h) · ( 1)
d
dt p(x, t) = X
j
↵
j(x v
j)p(x v
j, t) ↵
j(x)p(x, t) d
dt E [X (t)] = X
j
v
jE[↵
j(X (t))]
d
dt E [X (t)] ⇡ X
j
v
j↵
j(E [X (t)]) p
i(x, t) =
@
@ t p(x, t) + @
@ x p(x, t)R(x) = p(x, t)Q(x)
↵
j(X ) = c
j· X
1· X
2d
dt µ(t) = d
dt E [X (t)] = d dt
X
x
x · p
(t)(x) = X
x
x · d
dt p
(t)(x) d
dt p
(t)(x) = X
j:x vj 0
↵
j(x v
j) · p
(t)(x ~ v
j) X
j
↵
j(x) · p
(t)(x) p
(t)(x) = P ( X ~
(t)= ~ x)
k · [S
1](t) · [S
2](t) R(t) = k · Y
i
([S
i](t))
lid
dt [S
i](t) = X
j
(m
jl
j) · R
j(t) d
dt x
i(t) = X
j:Rj kont.
v
ijr
ij(~ x(t)) + X
k6=i
x
k(t) p
k(t)q
ki(~ x(t)) p
i(t)
d
dt ~ p(t) = ~ p(t)Q(~ x(t))
x
i(t) := E [X (t) | M (t) = i]
X
i(t + h) = X
i(t) + X
j
R
j(t, t + h)
| {z } · v
ij|{z}
E + S )
c*
1c2
C
c!
3E + P R
j(0, t) = Y
j✓Z
t 0↵
j(X (s))
◆
X
3(t + h) = X
3(t) + R
1(t, t + h) · (+1) +R
2(t, t + h) · ( 1)
d
dt p(x, t) = X
j
↵
j(x v
j)p(x v
j, t) ↵
j(x)p(x, t) d
dt µ(t) = X
j
v
jE [↵
j(X (t))]
↵ j (X ) = c j · X 1 · X 2 d
dt µ(t) = d
dt E [X (t)] = d dt
X
x
x · p (t) (x) = X
x
x · d
dt p (t) (x) d
dt p (t) (x) = X
j :x v
j0
↵ j (x v j ) · p (t) (x ~ v j ) X
j
↵ j (x) · p (t) (x) p (t) (x) = P ( X ~ (t) = ~ x)
k · [S 1 ](t) · [S 2 ](t) R(t) = k · Y
i
([S i ](t)) l
id
dt [S i ](t) = X
j
(m j l j ) · R j (t) d
dt x i (t) = X
j :R
jkont.
v ij r ij (~ x(t)) + X
k 6 =i
x k (t) p k (t)q ki (~ x(t)) p i (t)
d
dt ~ p(t) = p(t)Q(~ ~ x(t))
x i (t) := E [X (t) | M (t) = i]
X i (t + h) = X i (t) + X
j
R j (t, t + h)
| {z } · v ij
|{z}
E + S ) c *
1c
2C c !
3E + P R j (0, t) = Y j
✓Z t 0
↵ j (X (s))
◆
X 3 (t + h) = X 3 (t) + R 1 (t, t + h) · (+1) +R 2 (t, t + h) · ( 1)
d
dt p(x, t) = X
j
↵ j (x v j )p(x v j , t) ↵ j (x)p(x, t) d
dt µ(t) = X
j
v j E [↵ j (X (t))]
After Verena Wolf, U. Saarbrucken
Moment Closures for the Mean
time evolution of the mean:
Taylor series (one-dimensional case) about the mean:
and thus
E [↵
j(X )] = ↵
j(µ) + E [(X µ)]
1! · @
@ x ↵
j(µ) + E [(X µ)
2]
2! · @
2@ x
2↵
j(µ) + . . .
↵
j(x) = ↵
j(µ) + x µ
1! · @
@ x ↵
j(µ) + (x µ)
22! · @
2@ x
2↵
j(µ) + . . . d
dt µ(t) = d
dt E [X (t)] = d dt
X
x
x · p
(t)(x) = X
x
x · d
dt p
(t)(x) d
dt p
(t)(x) = X
j:x vj 0
↵
j(x v
j) · p
(t)(x ~ v
j) X
j
↵
j(x) · p
(t)(x) p
(t)(x) = P ( X ~
(t)= ~ x)
k · [S
1](t) · [S
2](t) R(t) = k · Y
i
([S
i](t))
lid
dt [S
i](t) = X
j
(m
jl
j) · R
j(t) d
dt x
i(t) = X
j:Rj kont.
v
ijr
ij(~ x(t)) + X
k6=i
x
k(t) p
k(t)q
ki(~ x(t)) p
i(t)
d
dt ~ p(t) = ~ p(t)Q(~ x(t)) x
i(t) := E [X (t) | M (t) = i]
X
i(t + h) = X
i(t) + X
j
R
j(t, t + h)
| {z } · v
ij|{z}
E + S )
c*
1c2
C
c!
3E + P R
j(0, t) = Y
j✓Z
t 0↵
j(X (s))
◆
X
3(t + h) = X
3(t) + R
1(t, t + h) · (+1) +R
2(t, t + h) · ( 1)
d
dt p(x, t) = X
j
↵
j(x v
j)p(x v
j, t) ↵
j(x)p(x, t) E [↵
j(X )] = ↵
j(µ) + E [(X µ)]
1! · @
@ x ↵
j(µ) + E [(X µ)
2]
2! · @
2@ x
2↵
j(µ) + . . .
↵
j(x) = ↵
j(µ) + x µ
1! · @
@ x ↵
j(µ) + (x µ)
22! · @
2@x
2↵
j(µ) + . . . d
dt µ(t) = d
dt E [X (t)] = d dt
X
x
x · p
(t)(x) = X
x
x · d
dt p
(t)(x) d
dt p
(t)(x) = X
j:x vj 0
↵
j(x v
j) · p
(t)(x ~ v
j) X
j
↵
j(x) · p
(t)(x) p
(t)(x) = P ( X ~
(t)= ~ x)
k · [S
1](t) · [S
2](t) R(t) = k · Y
i
([S
i](t))
lid
dt [S
i](t) = X
j
(m
jl
j) · R
j(t) d
dt x
i(t) = X
j:Rj kont.
v
ijr
ij(~ x(t)) + X
k6=i
x
k(t) p
k(t)q
ki(~ x(t)) p
i(t)
d
dt ~ p(t) = ~ p(t)Q(~ x(t)) x
i(t) := E [X (t) | M (t) = i]
X
i(t + h) = X
i(t) + X
j
R
j(t, t + h)
| {z } · v
ij|{z}
E + S )
c*
1c2
C !
c3E + P R
j(0, t) = Y
j✓Z
t0
↵
j(X (s))
◆
X
3(t + h) = X
3(t) + R
1(t, t + h) · (+1) +R
2(t, t + h) · ( 1)
d
dt p(x, t) = X
j
↵
j(x v
j)p(x v
j, t) ↵
j(x)p(x, t)
d
dt µ = X
j
v
jE [↵
j(X )]
E [↵
j(X )] = ↵
j(µ) + E [(X µ)]
1! · @
@ x ↵
j(µ) + E [(X µ)
2]
2! · @
2@ x
2↵
j(µ) + . . .
↵
j(x) = ↵
j(µ) + x µ
1! · @
@ x ↵
j(µ) + (x µ)
22! · @
2@ x
2↵
j(µ) + . . . d
dt µ(t) = d
dt E [X (t)] = d dt
X
x
x · p
(t)(x) = X
x
x · d
dt p
(t)(x) d
dt p
(t)(x) = X
j:x vj 0
↵
j(x v
j) · p
(t)(x ~ v
j) X
j
↵
j(x) · p
(t)(x) p
(t)(x) = P ( X ~
(t)= ~ x)
k · [S
1](t) · [S
2](t) R(t) = k · Y
i
([S
i](t))
lid
dt [S
i](t) = X
j
(m
jl
j) · R
j(t) d
dt x
i(t) = X
j:Rj kont.
v
ijr
ij(~ x(t)) + X
k6=i
x
k(t) p
k(t)q
ki(~ x(t)) p
i(t)
d
dt ~ p(t) = ~ p(t)Q(~ x(t))
x
i(t) := E [X (t) | M (t) = i]
X
i(t + h) = X
i(t) + X
j
R
j(t, t + h)
| {z } · v
ij|{z}
E + S )
c*
1c2
C
c!
3E + P R
j(0, t) = Y
j✓Z
t 0↵
j(X (s))
◆
X
3(t + h) = X
3(t) + R
1(t, t + h) · (+1) +R
2(t, t + h) · ( 1)
=0 in general: (co-)variances appear here and give more detailed description of the time evolution of the mean
if law of mass action and at most bimolecular reactions, terms of order >2 are zero
order 1 approx
After Verena Wolf, U. Saarbrucken
Michaelis-Menten Example
Example:
d
dt x
i(t) = X
j:Rj kont.
v
ijr
ij(~ x(t)) + X
k6=i
x
k(t) p
k(t)q
ki(~ x(t)) p
i(t)
d
dt ~ p(t) = ~ p(t)Q(~ x(t))
x
i(t) := E [X (t) | M (t) = i]
X
i(t + h) = X
i(t) + X
j
R
j(t, t + h)
| {z } · v
ij|{z}
E + S )
c*
1c2
C
c!
3E + P R
j(0, t) = Y
j✓Z
t 0↵
j(X (s))
◆
X
3(t + h) = X
3(t) + R
1(t, t + h) · (+1) +R
2(t, t + h) · ( 1)
d
dt p(x, t) = X
j
↵
j(x v
j)p(x v
j, t) ↵
j(x)p(x, t) d
dt µ(t) = X
j
v
jE [↵
j(X (t))]
d
dt µ(t) ⇡ X
j
v
j↵
j(E [X (t)]) p
i(x, t) =
@
@ t p(x, t) + @
@ x p(x, t)R(x) = p(x, t)Q(x) X = (X
E, X
S, X
C, X
P)
↵
1(X ) = c
1X
EX
S↵
2(X ) = c
2X
C↵
3(X ) = c
3X
CE [↵
j(X )] ⇡ ↵
j(µ)
f (x) = ↵
j(x) · x f (x) = f (µ) + x µ
1! · @
@ x ↵
j(µ) + (x µ)
22! · @
2@ x
2↵
j(µ) + . . . E [f (X )] = f (µ) + E [(X µ)]
1! · @
@ x f (µ) + E [(X µ)
2]
2! · @
2@ x
2f (µ) + . . . d
dt µ(t) = X
j
v
j↵
j(µ(t))
2µ d dt µ d
dt E [X
2] = X
j
2v
jE [↵
j(X ) · X ] + v
j2E [↵
j(X )]
d
dt µ = X
j
v
jE [↵
j(X )]
E [↵
j(X )] = ↵
j(µ) + E [(X µ)]
1! · @
@ x ↵
j(µ) + E [(X µ)
2]
2! · @
2@ x
2↵
j(µ) + . . .
↵
j(x) = ↵
j(µ) + x µ
1! · @
@ x ↵
j(µ) + (x µ)
22! · @
2@ x
2↵
j(µ) + . . . d
dt
2
= d
dt (E [X
2] µ
2) = d
dt E [X
2] d dt µ
2d
dt p
(t)(x) = X
j:x vj 0
↵
j(x v
j) · p
(t)(x ~ v
j) X
j
↵
j(x) · p
(t)(x) p
(t)(x) = P ( X ~
(t)= ~ x)
k · [S
1](t) · [S
2](t) X = (X
E, X
S, X
C, X
P)
↵
1(X ) = c
1X
EX
S↵
2(X ) = c
2X
C↵
3(X ) = c
3X
CE [↵
j(X )] ⇡ ↵
j(µ)
f (x) = ↵
j(x) · x f (x) = f (µ) + x µ
1! · @
@ x ↵
j(µ) + (x µ)
22! · @
2@ x
2↵
j(µ) + . . . E [f (X )] = f (µ) + E[(X µ)]
1! · @
@ x f (µ) + E [(X µ)
2]
2! · @
2@ x
2f (µ) + . . . d
dt µ(t) = X
j
v
j↵
j(µ(t))
2µ d dt µ d
dt E [X
2] = X
j
2v
jE [↵
j(X ) · X ] + v
j2E [↵
j(X )]
d
dt µ = X
j
v
jE [↵
j(X )]
E [↵
j(X )] = ↵
j(µ) + E[(X µ)]
1! · @
@ x ↵
j(µ) + E [(X µ)
2]
2! · @
2@ x
2↵
j(µ) + . . .
↵
j(x) = ↵
j(µ) + x µ
1! · @
@ x ↵
j(µ) + (x µ)
22! · @
2@ x
2↵
j(µ) + . . . d
dt
2
= d
dt (E [X
2] µ
2) = d
dt E [X
2] d dt µ
2d
dt p
(t)(x) = X
j:x vj 0
↵
j(x v
j) · p
(t)(x ~ v
j) X
j
↵
j(x) · p
(t)(x) p
(t)(x) = P ( X ~
(t)= ~ x)
k · [S
1](t) · [S
2](t)
order 1 approximation:
X = (X
E, X
S, X
C, X
P)
↵
1(X ) = c
1X
EX
S↵
2(X ) = c
2X
C↵
3(X ) = c
3X
CE [↵
j(X )] ⇡ ↵
j(µ)
f (x) = ↵
j(x) · x f (x) = f (µ) + x µ
1! · @
@ x ↵
j(µ) + (x µ)
22! · @
2@ x
2↵
j(µ) + . . . E [f (X )] = f (µ) + E [(X µ)]
1! · @
@ x f (µ) + E [(X µ)
2]
2! · @
2@ x
2f (µ) + . . . d
dt µ(t) = X
j
v
j↵
j(µ(t))
2µ d dt µ d
dt E [X
2] = X
j
2v
jE [↵
j(X ) · X ] + v
j2E [↵
j(X )]
d
dt µ = X
j
v
jE [↵
j(X )]
E [↵
j(X )] = ↵
j(µ) + E [(X µ)]
1! · @
@ x ↵
j(µ) + E [(X µ)
2]
2! · @
2@ x
2↵
j(µ) + . . .
↵
j(x) = ↵
j(µ) + x µ
1! · @
@ x ↵
j(µ) + (x µ)
22! · @
2@ x
2↵
j(µ) + . . . d
dt
2
= d
dt (E [X
2] µ
2) = d
dt E [X
2] d dt µ
2d
dt p
(t)(x) = X
j:x vj 0
↵
j(x v
j) · p
(t)(x ~ v
j) X
j
↵
j(x) · p
(t)(x) p
(t)(x) = P ( X ~
(t)= ~ x)
k · [S
1](t) · [S
2](t)
d
dt
µ
E= c
1µ
Eµ
S+ (c
2+ c
3)µ
Cd
dt
µ
S= c
1µ
Eµ
S+ c
2µ
Cd
dt
µ
C= +c
1µ
Eµ
S(c
2+ c
3)µ
Cd
dt
µ
S= + c
3µ
CX = (X
E, X
S, X
C, X
P)
↵
1(X ) = c
1X
EX
S↵
2(X ) = c
2X
C↵
3(X ) = c
3X
CE [↵
j(X )] ⇡ ↵
j(µ)
f (x) = ↵
j(x) · x f (x) = f (µ) + x µ
1! · @
@ x ↵
j(µ) + (x µ)
22! · @
2@ x
2↵
j(µ) + . . . E [f (X )] = f (µ) + E [(X µ)]
1! · @
@ x f (µ) + E [(X µ)
2]
2! · @
2@ x
2f (µ) + . . . d
dt µ(t) = X
j
v
j↵
j(µ(t))
2µ d dt µ d
dt E [X
2] = X
j
2v
jE [↵
j(X ) · X ] + v
j2E [↵
j(X )]
d
dt µ = X
j
v
jE [↵
j(X )]
E [↵
j(X )] = ↵
j(µ) + E [(X µ)]
1! · @
@ x ↵
j(µ) + E [(X µ)
2]
2! · @
2@ x
2↵
j(µ) + . . .
↵
j(x) = ↵
j(µ) + x µ
1! · @
@ x ↵
j(µ) + (x µ)
22! · @
2@ x
2↵
j(µ) + . . . d
dt
2
= d
dt (E [X
2] µ
2) = d
dt E [X
2] d dt µ
2After Verena Wolf, U. Saarbrucken
Michaelis-Menten 2 nd order approximation
Example:
d
dt x
i(t) = X
j:Rj kont.
v
ijr
ij(~ x(t)) + X
k6=i
x
k(t) p
k(t)q
ki(~ x(t)) p
i(t)
d
dt ~ p(t) = p(t)Q(~ ~ x(t))
x
i(t) := E [X (t) | M (t) = i]
X
i(t + h) = X
i(t) + X
j
R
j(t, t + h)
| {z } · v
ij|{z}
E + S )
c*
1c2
C
c!
3E + P R
j(0, t) = Y
j✓Z
t 0↵
j(X (s))
◆
X
3(t + h) = X
3(t) + R
1(t, t + h) · (+1) +R
2(t, t + h) · ( 1)
d
dt p(x, t) = X
j
↵
j(x v
j)p(x v
j, t) ↵
j(x)p(x, t) d
dt µ(t) = X
j
v
jE [↵
j(X (t))]
d
dt µ(t) ⇡ X
j
v
j↵
j(E [X (t)]) p
i(x, t) =
@
@ t p( x, t) + @
@ x p(x, t)R(x) = p(x, t)Q(x)
X = (X
E, X
S, X
C, X
P)
↵
1(X ) = c
1X
EX
S↵
2(X ) = c
2X
C↵
3(X ) = c
3X
CE [↵
j(X )] ⇡ ↵
j(µ)
f (x) = ↵
j(x) · x f (x) = f (µ) + x µ
1! · @
@ x ↵
j(µ) + (x µ)
22! · @
2@ x
2↵
j(µ) + . . . E [f (X )] = f (µ) + E[(X µ)]
1! · @
@ x f (µ) + E [(X µ)
2]
2! · @
2@ x
2f (µ) + . . . d
dt µ(t) = X
j
v
j↵
j(µ(t))
2µ d dt µ d
dt E [X
2] = X
j
2v
jE [↵
j(X ) · X ] + v
j2E [↵
j(X )]
d
dt µ = X
j
v
jE [↵
j(X )]
E [↵
j(X )] = ↵
j(µ) + E[(X µ)]
1! · @
@ x ↵
j(µ) + E [(X µ)
2]
2! · @
2@ x
2↵
j(µ) + . . .
↵
j(x) = ↵
j(µ) + x µ
1! · @
@ x ↵
j(µ) + (x µ)
22! · @
2@ x
2↵
j(µ) + . . . d
dt
2
= d
dt (E [X
2] µ
2) = d
dt E [X
2] d dt µ
2d
dt p
(t)(x) = X
j:x vj 0
↵
j(x v
j) · p
(t)(x ~ v
j) X
j
↵
j(x) · p
(t)(x) p
(t)(x) = P ( X ~
(t)= ~ x)
k · [S
1](t) · [S
2](t)
X = (X
E, X
S, X
C, X
P)
↵
1(X ) = c
1X
EX
S↵
2(X ) = c
2X
C↵
3(X ) = c
3X
CE [↵
j(X )] ⇡ ↵
j(µ)
f (x) = ↵
j(x) · x f (x) = f (µ) + x µ
1! · @
@ x ↵
j(µ) + (x µ)
22! · @
2@ x
2↵
j(µ) + . . . E [f (X )] = f (µ) + E [(X µ)]
1! · @
@ x f (µ) + E [(X µ)
2]
2! · @
2@ x
2f (µ) + . . . d
dt µ(t) = X
j
v
j↵
j(µ(t))
2µ d dt µ d
dt E [X
2] = X
j
2v
jE [↵
j(X ) · X ] + v
j2E [↵
j(X )]
d
dt µ = X
j
v
jE [↵
j(X )]
E [↵
j(X )] = ↵
j(µ) + E [(X µ)]
1! · @
@ x ↵
j(µ) + E [(X µ)
2]
2! · @
2@ x
2↵
j(µ) + . . .
↵
j(x) = ↵
j(µ) + x µ
1! · @
@ x ↵
j(µ) + (x µ)
22! · @
2@ x
2↵
j(µ) + . . . d
dt
2
= d
dt (E [X
2] µ
2) = d
dt E [X
2] d dt µ
2d
dt p
(t)(x) = X
j:x vj 0
↵
j(x v
j) · p
(t)(x ~ v
j) X
j
↵
j(x) · p
(t)(x) p
(t)(x) = P ( X ~
(t)= ~ x)
k · [S
1](t) · [S
2](t)
order-2 approximation:
d
dt µ = X
j
v
jE [↵
j(X )]
E [↵
j(X )] = ↵
j(µ) + E [(X µ)]
1! · @
@ x ↵
j(µ) + E [(X µ)
2]
2! · @
2@ x
2↵
j(µ) + . . .
↵
j(x) = ↵
j(µ) + x µ
1! · @
@ x ↵
j(µ) + (x µ)
22! · @
2@ x
2↵
j(µ) + . . . d
dt µ(t) = d
dt E [X (t)] = d dt
X
x
x · p
(t)(x) = X
x
x · d
dt p
(t)(x) d
dt p
(t)(x) = X
j:x vj 0
↵
j(x v
j) · p
(t)(x ~ v
j) X
j
↵
j(x) · p
(t)(x) p
(t)(x) = P ( X ~
(t)= ~ x)
k · [S
1](t) · [S
2](t) R(t) = k · Y
i
([S
i](t))
lid
dt [S
i](t) = X
j
(m
jl
j) · R
j(t) d
dt x
i(t) = X
j:Rj kont.
v
ijr
ij(~ x(t)) + X
k6=i
x
k(t) p
k(t)q
ki(~ x(t)) p
i(t)
d
dt ~ p(t) = p(t)Q(~ ~ x(t))
x
i(t) := E [X (t) | M (t) = i]
X
i(t + h) = X
i(t) + X
j
R
j(t, t + h)
| {z } · v
ij|{z}
E + S )
c*
1c2
C
c!
3E + P R
j(0, t) = Y
j✓Z
t 0↵
j(X (s))
◆
X
3(t + h) = X
3(t) + R
1(t, t + h) · (+1) +R
2(t, t + h) · ( 1)
exact time evolution of means:
d
dtµE = c1µEµS + (c2 + c3)µC d
dtµS = c1µEµS + c2µC d
dtµC = +c1µEµS (c2 + c3)µC d
dtµS = + c3µC
X = (XE, XS, XC, XP)
↵1(X) = c1XEXS
↵2(X) = c2XC
↵3(X) = c3XC
E[↵1(X)] = ↵1(µ) + E[(XE µE)(XS µS)]
2! · @2
@xExS
↵1(µ)
f(x) = ↵j(x) · x f(x) = f(µ) + x µ
1! · @
@x↵j(µ) + (x µ)2
2! · @2
@x2↵j(µ) + . . . E[f(X)] = f(µ) + E[(X µ)]
1! · @
@xf(µ) + E[(X µ)2]
2! · @2
@x2f(µ) + . . . d
dtµ(t) = X
j
vj↵j(µ(t))
2µ d dtµ d
dtE[X2] = X
j
2vjE[↵j(X) · X] + vj2E[↵j(X)]
d
dtµ = X
j
vjE[↵j(X)]
E[↵j(X)] = ↵j(µ) + E[(X µ)]
1! · @
@x↵j(µ) + E[(X µ)2]
2! · @2
@x2↵j(µ) +. . .
↵j(x) = ↵j(µ) + x µ 1! · @
@x↵j(µ) + (x µ)2
2! · @2
@x2↵j(µ) + . . . d
dt
2 = d
dt(E[X2] µ2) = d
dtE[X2] d dtµ2
=> approximate time evolution of covariance
After Verena Wolf, U. Saarbrucken
Michaelis-Menten 2 nd order approximation
Close after 2nd
moment => approximation because we set all higher centered moments to zero Equations for rate functions that are at most quadratic:
d
dt µ
i= X
j
v
ji↵
j(µ) + X
k,l
@
2↵
j(µ)
@x
k@x
lkl
2!
!
d
dt
ir= X
j
v
jiX
k
@↵
j(µ)
@ x
kkr
1! + v
jrX
l
@↵
j(µ)
@x
lil
1!
!
+ X
j
v
jiv
jr↵
j(µ) + X
k,l
@
2↵
j(µ)
@x
k@x
lkl
2!
!
d
dt
µ
E= c
1µ
Eµ
S+ (c
2+ c
3)µ
C ddt
µ
S= c
1µ
Eµ
S+ c
2µ
Cd
dt
µ
C= +c
1µ
Eµ
S(c
2+ c
3)µ
Cd
dt
µ
S= + c
3µ
CX = (X
E, X
S, X
C, X
P)
↵
1(X ) = c
1X
EX
S↵
2(X ) = c
2X
C↵
3(X ) = c
3X
CE [↵
1(X )] = ↵
1(µ) + E [(X
Eµ
E)(X
Sµ
S)]
2! · @
2@ x
Ex
S↵
1(µ) f (x) = ↵
j(x) · x
f (x) = f (µ) + x µ 1! · @
@x ↵
j(µ) + (x µ)
22! · @
2@ x
2↵
j(µ) + . . . E [f (X )] = f (µ) + E [(X µ)]
1! · @
@x f (µ) + E [(X µ)
2]
2! · @
2@x
2f (µ) + . . . d
dt µ(t) = X
j
v
j↵
j(µ(t))
2µ d dt µ d
dt E [X
2] = X
j
2v
jE [↵
j(X ) · X ] + v
j2E [↵
j(X )]
d
dt µ = X
j
v
jE [↵
j(X )]
There are many examples where means + covariances give a very good approximation since
distributions are often similar to multivariate normal distribution (even when populations are small)
After Verena Wolf, U. Saarbrucken
Michaelis-Menten 2 nd Order Closures
time evolution of means (including approximation of the covariances) and covariances
After Verena Wolf, U. Saarbrucken
Switch Example
Species
Proteins: X1, X2
Promoter state: DNA, DNA.X1, DNA.X2 Exclusive Switch (Loinger et al., Phy. Rev. E, 2007)
Reactions
DNA ⟶ DNA+ Xi Xi ⟶ 0
DNA+Xi ⟷ DNA.Xi
DNA.Xi ⟶ DNA.Xi + Xi
After Verena Wolf, U. Saarbrucken
State Distributions
Exclusive Switch (Loinger et al., Phy. Rev. E, 2007)
0 50 100
0 50 100
P1
P2
0 50 100
0 50 100
P1
P2
X1 X2
X1
X1 X2
⟵ low rate for binding to the promoter
high rate for binding to the promoter
⟶
TD 4: Toggle Switchactions
1. Connect to http://lifeware.inria.fr/biocham4 2. Open examples/MPRI
3. Run the notebook TD4_toggle_switch.ipynb
MPRI C2-19 January 2017 François Fages
Switch at Low Binding Rate
Exclusive Switch (Loinger et al., Phy. Rev. E, 2007)
X1 low binding
rate
After Verena Wolf, U. Saarbrucken
Switch at High Binding Rate
X1 high binding rate
order 4 (normal
pdf uses only mean and covariance matrix)
Exclusive Switch (Loinger et al., Phy. Rev. E, 2007)
2 nd Order Moment Closure for Mean
Exclusive Switch (Loinger et al., Phy. Rev. E, 2007)
X1 X2
X2
⟵ low rate for binding to the promoter
high rate for binding to the promoter ⟶
how good is moment closure?
means
means order 2 approximation
2 nd Order Moment Closure for Variance
Exclusive Switch (Loinger et al., Phy. Rev. E, 2007)
X1
⟵ low rate for binding to the promoter
high rate for binding to the promoter ⟶
(co)variances
(co)variances
4 th Order Moment Closure for Variance
Exclusive Switch:
X1 Covariances
(high binding rate)
order 2
order 4
20/01/2017 François Fages C2-19 MPRI 17