System Size Expansion Research Articles

Generalized geodesic deviation equations and an entanglement first law for rotating BTZ black holes

The change in Holographic entanglement entropy (HEE) for small fluctuations about pure AdS is given by a perturbative expansion of the area functional in terms of the change in the bulk metric and the embedded extremal surface. However it is known that change in the embedding appear at second order or higher. In this paper we show that these changes in the embedding can be systematically calculated in the 2+1 dimensional case by accounting for the deviation of the spacelike geodesics between a spacetime and perturbations over it. Here we consider rotating BTZ as perturbation over $AdS_3$ and study deviations of spacelike geodesics in them. We argue that these deviations arise naturally as solutions of a "generalized geodesic deviation equation". Using this we perturbatively calculate the changes in HEE upto second order, for rotating BTZ. This expression matches with the small system size expansion of the change in HEE obtained by HRT (Hubeny, Rangamani and Takayanagi) proposal for rotating BTZ. We also write an alternative form of entanglement first law for rotating BTZ. To do this one needs to go beyond the leading order in the perturbation series discussed above. That's precisely the reason we consider finding a systematic way to calculate it. To put our result on a firm footing we further show that it is this alternative first law that approaches the thermal first law in the large subsystem size limit.

Rock-paper-scissors played within competing domains in predator-prey games

We consider (N, r) games of prey and predation with N species and r < N prey and predators, acting in a cyclic way. Further basic reactions include reproduction, decay and diffusion over a one- or two-dimensional regular grid, without a hard constraint on the occupation number per site, so in a ‘bosonic’ implementation. For special combinations of N and r and appropriate parameter choices we observe games within games, that is different coexisting games, depending on the spatial resolution. As a concrete and simplest example we analyze the (6,3) game. Once the players segregate from a random initial distribution, domains emerge, which effectively play a (2,1)-game on the coarse scale of domain diameters, while agents inside the domains play (3,1) (rock-paper-scissors), leading to spiral formation with species chasing each other. The (2,1)-game has a winner in the end, so that the coexistence of domains is transient, while agents inside the remaining domain coexist, until demographic fluctuations lead to extinction of all but one species in the very end. This means that we observe a dynamical generation of multiple space and time scales with emerging re-organization of players upon segregation, starting from a simple set of rules on the smallest scale (that of the grid) and changed rules from the coarser perspective. These observations are based on Gillespie simulations. We discuss the deterministic limit derived from a van Kampen expansion. In this limit we perform a linear stability analysis and numerically integrate the resulting equations. The linear stability analysis predicts the number of forming domains, their composition in terms of species; it explains the instability of interfaces between domains, which drives their extinction; spiral patterns are identified as motion along heteroclinic cycles. The numerical solutions reproduce the observed patterns of the Gillespie simulations including even extinction events, so that the mean-field analysis here is very conclusive, which is due to the specific implementation of rules.

Inference for Stochastic Chemical Kinetics Using Moment Equations and System Size Expansion.

Quantitative mechanistic models are valuable tools for disentangling biochemical pathways and for achieving a comprehensive understanding of biological systems. However, to be quantitative the parameters of these models have to be estimated from experimental data. In the presence of significant stochastic fluctuations this is a challenging task as stochastic simulations are usually too time-consuming and a macroscopic description using reaction rate equations (RREs) is no longer accurate. In this manuscript, we therefore consider moment-closure approximation (MA) and the system size expansion (SSE), which approximate the statistical moments of stochastic processes and tend to be more precise than macroscopic descriptions. We introduce gradient-based parameter optimization methods and uncertainty analysis methods for MA and SSE. Efficiency and reliability of the methods are assessed using simulation examples as well as by an application to data for Epo-induced JAK/STAT signaling. The application revealed that even if merely population-average data are available, MA and SSE improve parameter identifiability in comparison to RRE. Furthermore, the simulation examples revealed that the resulting estimates are more reliable for an intermediate volume regime. In this regime the estimation error is reduced and we propose methods to determine the regime boundaries. These results illustrate that inference using MA and SSE is feasible and possesses a high sensitivity.

Noise processing by microRNA-mediated circuits: The Incoherent Feed-Forward Loop, revisited.

The intrinsic stochasticity of gene expression is usually mitigated in higher eukaryotes by post-transcriptional regulation channels that stabilise the output layer, most notably protein levels. The discovery of small non-coding RNAs (miRNAs) in specific motifs of the genetic regulatory network has led to identifying noise buffering as the possible key function they exert in regulation. Recent in vitro and in silico studies have corroborated this hypothesis. It is however also known that miRNA-mediated noise reduction is hampered by transcriptional bursting in simple topologies. Here, using stochastic simulations validated by analytical calculations based on van Kampen's expansion, we revisit the noise-buffering capacity of the miRNA-mediated Incoherent Feed Forward Loop (IFFL), a small module that is widespread in the gene regulatory networks of higher eukaryotes, in order to account for the effects of intermittency in the transcriptional activity of the modulator gene. We show that bursting considerably alters the circuit's ability to control static protein noise. By comparing with other regulatory architectures, we find that direct transcriptional regulation significantly outperforms the IFFL in a broad range of kinetic parameters. This suggests that, under pulsatile inputs, static noise reduction may be less important than dynamical aspects of noise and information processing in characterising the performance of regulatory elements.

CERENA: ChEmical REaction Network Analyzer--A Toolbox for the Simulation and Analysis of Stochastic Chemical Kinetics.

Gene expression, signal transduction and many other cellular processes are subject to stochastic fluctuations. The analysis of these stochastic chemical kinetics is important for understanding cell-to-cell variability and its functional implications, but it is also challenging. A multitude of exact and approximate descriptions of stochastic chemical kinetics have been developed, however, tools to automatically generate the descriptions and compare their accuracy and computational efficiency are missing. In this manuscript we introduced CERENA, a toolbox for the analysis of stochastic chemical kinetics using Approximations of the Chemical Master Equation solution statistics. CERENA implements stochastic simulation algorithms and the finite state projection for microscopic descriptions of processes, the system size expansion and moment equations for meso- and macroscopic descriptions, as well as the novel conditional moment equations for a hybrid description. This unique collection of descriptions in a single toolbox facilitates the selection of appropriate modeling approaches. Unlike other software packages, the implementation of CERENA is completely general and allows, e.g., for time-dependent propensities and non-mass action kinetics. By providing SBML import, symbolic model generation and simulation using MEX-files, CERENA is user-friendly and computationally efficient. The availability of forward and adjoint sensitivity analyses allows for further studies such as parameter estimation and uncertainty analysis. The MATLAB code implementing CERENA is freely available from http://cerenadevelopers.github.io/CERENA/.

Fast and accurate representations of stochastic ion channel fluctuations

Random ion channel gating is an important source of noise at the single neuron level. For mesoscale ion channel population sizes, fast, accurate representation of channel noise fluctuations remains an important challenge. We highlight recent progress in three areas. In [1] we present an exact stochastic simulation algorithm, which takes into account the time dependence of the voltage sensitive transitions due to rapid voltage changes during action potentials. The exact algorithm is similar to a widely used approximate stochastic simulation algorithm, in which transition rates are held fixed during the intervals between channel state transitions. We compare the algorithms and show that they are inequivalent in a strong sense, meaning that sample paths diverge when driven with identical Poisson processes, leading to different precise firing times. But the stationary histograms produced are practically indistinguishable for modest channel numbers (circa N>100), indicating weak equivalence. For channel numbers in the hundreds or higher, numerical stochastic differential equations (SDE) algorithms based on the system size expansion can be significantly faster than simulations based on discrete Markov chain simulations, while retaining reasonable accuracy. For large networks, however, even SDE based simulations become costly, particularly as more complex channel gating schemes are introduced. Schmandt and Galan introduced a stochastic shielding approximation as a fast, accurate way of simulating stochastic ion channel kinetics [2]. In the SDE representation, each edge in the graph generates both a mean population flux between adjacent nodes, and a fluctuation about the mean. Only the fluctuations arising from edges connecting functionally distinct states directly affect fluctuations in the observed behavior of the cell. In [3] we analyze stochastic shielding both for the HH sodium and potassium gating models, and for an ensemble of random graphs. We derive a quantitative measure of edge importance related to the eigenvalue/eigenvector decomposition of the graph Laplacian matrix. Channel noise makes a regularly spiking neuron a stochastic oscillator. The classical definition for the asymptotic phase of an oscillator breaks down when stochasticity is taken into account. Alternative definitions of the ``phase'' have been based on the mean first passage time property of a system of isochronal surfaces [4] and in terms of the spectral decomposition of a the adjoint Kolmogorov operator [5,6]. In the vanishing noise limit, the spectrally derived isochrons approach those of the underlying mean field system, if the latter has a finite period limit cycle. Together, these results expand our analytic, numerical, and conceptual tools for understanding the effects of random ion channel gating in conductance based neural models.

Semiclassical approximations of stochastic epidemiological processes towards parameter estimation using as prime example the SIS system with import

In this paper we investigate several schemes to approximate the stationary distribution of the stochastic SIS system with import. We begin by presenting the model and analytically computing its stationary distribution. We then approximate this distribution using Kramers–Moyal approximation, van Kampen's system size expansion, and a semiclassical scheme, also called WKB or eikonal approximation depending on its different applications in physics. For the semiclassical scheme, done in the context of the Hamilton–Jacobi formalism, two approaches are taken. In the first approach we assume a semiclassical ansatz for the generating function, while in the second the solution of the master equation is approximated directly. The different schemes are compared and the semiclassical approximation, which performs better, is then used to analyse the time dependent solution of stochastic systems for which no analytical expression is known. Stochastic epidemiological models are studied in order to investigate how far such semiclassical approximations can be used for parameter estimation.

Approximate probability distributions of the master equation.

Master equations are common descriptions of mesoscopic systems. Analytical solutions to these equations can rarely be obtained. We here derive an analytical approximation of the time-dependent probability distribution of the master equation using orthogonal polynomials. The solution is given in two alternative formulations: a series with continuous and a series with discrete support, both of which can be systematically truncated. While both approximations satisfy the system size expansion of the master equation, the continuous distribution approximations become increasingly negative and tend to oscillations with increasing truncation order. In contrast, the discrete approximations rapidly converge to the underlying non-Gaussian distributions. The theory is shown to lead to particularly simple analytical expressions for the probability distributions of molecule numbers in metabolic reactions and gene expression systems.

Quasicycles in the stochastic hybrid Morris-Lecar neural model.

Intrinsic noise arising from the stochastic opening and closing of voltage-gated ion channels has been shown experimentally and mathematically to have important effects on a neuron's function. Study of classical neuron models with stochastic ion channels is becoming increasingly important, especially in understanding a cell's ability to produce subthreshold oscillations and to respond to weak periodic stimuli. While it is known that stochastic models can produce oscillations (quasicycles) in parameter regimes where the corresponding deterministic model has only a stable fixed point, little analytical work has been done to explore these connections within the context of channel noise. Using a stochastic hybrid Morris-Lecar (ML) model, we combine a system-size expansion in K(+) and a quasi-steady-state (QSS) approximation in persistent Na(+) in order to derive an effective Langevin equation that preserves the low-dimensional (planar) structure of the underlying deterministic ML model. (The QSS analysis exploits the fact that persistent Na(+) channels are fast.) By calculating the corresponding power spectrum, we determine analytically how noise significantly extends the parameter regime in which subthreshold oscillations occur.

System size expansion using Feynman rules and diagrams

Few analytical methods exist for quantitative studies of large fluctuations in stochastic systems. In this article, we develop a simple diagrammatic approach to the chemical master equation that allows us to calculate multi-time correlation functions which are accurate to any desired order in van Kampenʼs system size expansion. Specifically, we present a set of Feynman rules from which this diagrammatic perturbation expansion can be constructed algorithmically. We then apply the methodology to derive in closed form the leading order corrections to the linear noise approximation of the intrinsic noise power spectrum for general biochemical reaction networks. Finally, we illustrate our results by describing noise-induced oscillations in the Brusselator reaction scheme which are not captured by the common linear noise approximation.

Stochastic patterns in a 1D Rock–Paper–Scissors model with mutation

In the framework of a 1D cyclic competition model, the Rock–Paper–Scissors model, where three kinds of generic agents are allowed to mutate, to interact and to move in space, we study the formation of stochastic patterns, where all the agents do coexist. We modelled the problem using an individual-based setting and we used the system size van Kampen expansion to deal with the Master Equation. We have hence been able to characterise the spatio-temporal patterns using the power spectrum of the fluctuations. We proved that such patterns are robust against the intrinsic noise and they can be found for parameter values beyond the ones fixed by the deterministic approach (mean field approximation). We complement such analytical results with numerical simulations based on the Gillespie algorithm.

Intrinsic fluctuations of dust grain charge in multi-component plasmas

A master equation is formulated to model the states of the grain charge in a general multi-component plasma, where there are electrons and various kinds of positive or negative ions that are singly or multiply charged. A Fokker-Planck equation is developed from the master equation through the system-size expansion method. The Fokker-Planck equation has a Gaussian solution with a mean and variance governed by two initial-value differential equations involving the rates of the attachment of ions and electrons to the dust grain. Also, a Langevin equation and a discrete stochastic method are developed to model the time variation of the grain charge. Grain charging in a plasma containing electrons, protons, and alpha particles with Maxwellian distributions is considered as an example problem. The Gaussian solution is in very good agreement with the master equation solution numerically obtained for this problem.

Stochasticity and noise-induced transition of genetic toggle switch

The ability to predict and analyze the function of genetic circuits will enhance the design of autonomous, programmable, complex regulatory genetic structures. An abundance of modeling techniques has recently been developed to delineate simple genetic structures in terms of their constituents. Simple systems with characteristics of feedback inhibition, multi-stability, switching, and oscillatory expression have often been the focus. The present work is an attempt to improve existing deterministic models that fail to oblige to the crucial aspect of noise in genetic modeling. The objective of this work is to analyze, model, and simulate the protein populations in gene expression mechanisms by resorting to stochastic algorithms. The system involves two types of genes; the protein produced from the expression of one gene is capable of turning off the expression of the other gene. Rates of degradation of these proteins are assumed to be proportional to their concentrations. The master equation of this ‘genetic toggle switch’ is formulated using the probabilistic population balance around a particular state and by considering five mutually exclusive events. The efficacy of the present methodology is mainly attributable to the ability to derive the governing equations for the means, variances, and covariance of the random variables by the method of system-size expansion of the nonlinear master Equation. A less laborious approach based on Kurtz’s limit theorems for the derivation of the stochastic characteristics is also presented for comparison. Solving the resultant ordinary differential equations governing the means, variances, and covariance of the master equations simultaneously using the published data yield information concerning not only the means of the two populations of proteins but also the minimal uncertainties of the populations inherent in the expressions. It is demonstrated that systems with small populations are susceptible to large internal fluctuations (or uncertainties) in their population evolution. Large uncertainties are observed after the populations enter the proximity of the saddle node, which is likely to cause transition of system’s steady state from one to another. Independent Monte-Carlo simulation runs clearly demonstrates that the occurrence of such internal noise-induced transition.

How reliable is the linear noise approximation of gene regulatory networks?

BackgroundThe linear noise approximation (LNA) is commonly used to predict how noise is regulated and exploited at the cellular level. These predictions are exact for reaction networks composed exclusively of first order reactions or for networks involving bimolecular reactions and large numbers of molecules. It is however well known that gene regulation involves bimolecular interactions with molecule numbers as small as a single copy of a particular gene. It is therefore questionable how reliable are the LNA predictions for these systems.ResultsWe implement in the software package intrinsic Noise Analyzer (iNA), a system size expansion based method which calculates the mean concentrations and the variances of the fluctuations to an order of accuracy higher than the LNA. We then use iNA to explore the parametric dependence of the Fano factors and of the coefficients of variation of the mRNA and protein fluctuations in models of genetic networks involving nonlinear protein degradation, post-transcriptional, post-translational and negative feedback regulation. We find that the LNA can significantly underestimate the amplitude and period of noise-induced oscillations in genetic oscillators. We also identify cases where the LNA predicts that noise levels can be optimized by tuning a bimolecular rate constant whereas our method shows that no such regulation is possible. All our results are confirmed by stochastic simulations.ConclusionThe software iNA allows the investigation of parameter regimes where the LNA fares well and where it does not. We have shown that the parametric dependence of the coefficients of variation and Fano factors for common gene regulatory networks is better described by including terms of higher order than LNA in the system size expansion. This analysis is considerably faster than stochastic simulations due to the extensive ensemble averaging needed to obtain statistically meaningful results. Hence iNA is well suited for performing computationally efficient and quantitative studies of intrinsic noise in gene regulatory networks.

Energy harvesting of monostable Duffing oscillator under Gaussian white noise excitation

Energy harvesting of monostable Duffing oscillator with piezoelectric coupling under Gaussian white noise excitation is investigated. Based on the Fokker–Plank–Kolmogorov equation of piezoelectric coupling systems, the statistical moments of the response are derived from the Van Kampen expansion. The effects of the spectral density of the random excitation and the coefficient of cubic nonlinearity on the expected response moments are analyzed. Some numerical examples are presented to demonstrate the effects of excitation spectral density, coefficient of cubic nonlinearity and initial conditions on the output voltage.

Analytical study of non Gaussian fluctuations in a stochastic scheme of autocatalytic reactions

A stochastic model of autocatalytic chemical reactions is studied both numerically and analytically. The van Kampen perturbative scheme is implemented, beyond the second order approximation, so to capture the non Gaussianity traits as displayed by the simulations. The method is targeted to the characterization of the third moments of the distribution of fluctuations, originating from a system of four populations in mutual interaction. The theory predictions agree well with the simulations, pointing to the validity of the van Kampen expansion beyond the conventional Gaussian solution.

Linear noise approximation is valid over limited times for any chemical system that is sufficiently large

The linear noise approximation (LNA) is a way of approximating the stochastic time evolution of a well-stirred chemically reacting system. It can be obtained either as the lowest order correction to the deterministic chemical reaction rate equation (RRE) in van Kampen's system-size expansion of the chemical master equation (CME), or by linearising the two-term-truncated chemical Kramers-Moyal equation. However, neither of those derivations sheds much light on the validity of the LNA. The problematic character of the system-size expansion of the CME for some chemical systems, the arbitrariness of truncating the chemical Kramers-Moyal equation at two terms, and the sometimes poor agreement of the LNA with the solution of the CME, have all raised concerns about the validity and usefulness of the LNA. Here, the authors argue that these concerns can be resolved by viewing the LNA as an approximation of the chemical Langevin equation (CLE). This view is already implicit in Gardiner's derivation of the LNA from the truncated Kramers-Moyal equation, as that equation is mathematically equivalent to the CLE. However, the CLE can be more convincingly derived in a way that does not involve either the truncated Kramers-Moyal equation or the system-size expansion. This derivation shows that the CLE will be valid, at least for a limited span of time, for any system that is sufficiently close to the thermodynamic (large-system) limit. The relatively easy derivation of the LNA from the CLE shows that the LNA shares the CLE's conditions of validity, and it also suggests that what the LNA really gives us is a description of the initial departure of the CLE from the RRE as we back away from the thermodynamic limit to a large but finite system. The authors show that this approach to the LNA simplifies its derivation, clarifies its limitations, and affords an easier path to its solution.

Demographic noise and piecewise deterministic Markov processes

We explore a class of hybrid (piecewise deterministic) systems characterized by a large number of individuals inhabiting an environment whose state is described by a set of continuous variables. We use analytical and numerical methods from nonequilibrium statistical mechanics to study the influence that intrinsic noise has on the qualitative behavior of the system. We discuss the application of these concepts to the case of semiarid ecosystems. Using a system-size expansion we calculate the power spectrum of the fluctuations in the system. This predicts the existence of noise-induced oscillations.

Intrinsic noise analyzer: a software package for the exploration of stochastic biochemical kinetics using the system size expansion.

The accepted stochastic descriptions of biochemical dynamics under well-mixed conditions are given by the Chemical Master Equation and the Stochastic Simulation Algorithm, which are equivalent. The latter is a Monte-Carlo method, which, despite enjoying broad availability in a large number of existing software packages, is computationally expensive due to the huge amounts of ensemble averaging required for obtaining accurate statistical information. The former is a set of coupled differential-difference equations for the probability of the system being in any one of the possible mesoscopic states; these equations are typically computationally intractable because of the inherently large state space. Here we introduce the software package intrinsic Noise Analyzer (iNA), which allows for systematic analysis of stochastic biochemical kinetics by means of van Kampen’s system size expansion of the Chemical Master Equation. iNA is platform independent and supports the popular SBML format natively. The present implementation is the first to adopt a complementary approach that combines state-of-the-art analysis tools using the computer algebra system Ginac with traditional methods of stochastic simulation. iNA integrates two approximation methods based on the system size expansion, the Linear Noise Approximation and effective mesoscopic rate equations, which to-date have not been available to non-expert users, into an easy-to-use graphical user interface. In particular, the present methods allow for quick approximate analysis of time-dependent mean concentrations, variances, covariances and correlations coefficients, which typically outperforms stochastic simulations. These analytical tools are complemented by automated multi-core stochastic simulations with direct statistical evaluation and visualization. We showcase iNA’s performance by using it to explore the stochastic properties of cooperative and non-cooperative enzyme kinetics and a gene network associated with circadian rhythms. The software iNA is freely available as executable binaries for Linux, MacOSX and Microsoft Windows, as well as the full source code under an open source license.

Phase lag in epidemics on a network of cities

We study the synchronization and phase lag of fluctuations in the number of infected individuals in a network of cities between which individuals commute. The frequency and amplitude of these oscillations is known to be very well captured by the van Kampen system-size expansion, and we use this approximation to compute the complex coherence function that describes their correlation. We find that, if the infection rate differs from city to city and the coupling between them is not too strong, these oscillations are synchronized with a well-defined phase lag between cities. The analytic description of the effect is shown to be in good agreement with the results of stochastic simulations for realistic population sizes.