Transcriptional regulation is an inherently noisy
process. The origins of this stochastic behavior can be traced to the
random transitions among the discrete chemical states of operators that control the transcription rate and to finite number fluctuations in the
biochemical reactions for the synthesis and degradation of transcripts.
We develop stochastic models to which these random reactions are
intrinsic and a series of simpler models derived explicitly from the
first as approximations in different parameter regimes. This innate
stochasticity can have both a quantitative and qualitative impact on
the behavior of gene-regulatory networks. We introduce a natural
generalization of deterministic bifurcations for classification of
stochastic systems and show that simple noisy genetic switches have
rich bifurcation structures; among them, bifurcations driven solely by
changing the rate of operator fluctuations even as the underlying
deterministic system remains unchanged. We find stochastic bistability
where the deterministic equations predict monostability and vice-versa.
We derive and solve equations for the mean waiting times for
spontaneous transitions between quasistable states in these switches.
 |
INTRODUCTION |
The rate at which proteins are synthesized from
individual genes is tightly regulated. In prokaryotes, this regulation
is accomplished in part by the binding of regulatory proteins to stretches of DNA upstream (by definition) of the protein-coding region
of the gene. Regulatory proteins can either inhibit or facilitate the
binding of RNA polymerase to DNA or facilitate the isomerization of the
DNA-RNA polymerase complex into a transcriptionally competent state.
RNA polymerase processes along the DNA, transcribing the DNA into
messenger RNA (mRNA). A ribosome can associate with mRNA and begin
translation of the mRNA into an amino acid sequence as soon as a
complete ribosome binding site emerges from the RNA polymerase.
Translation can occur many times per transcript. The canonical
introduction to this subject remains the monograph of Ptashne (1992)
.
In eukaryotes, regulatory proteins, referred to as transcription
factors, are also used as one method of controlling gene expression.
Another form of eukaryotic regulation occurs through chromatin-DNA
interactions. In general, transcriptional regulation in eukaryotes is
more complicated than in prokaryotes. However, we believe the results
presented in this manuscript are relevant to both types of cells.
In this manuscript, we adopt the terminology used in studying
prokaryotes and use "operator" to refer to upstream regulatory DNA
sites. The term "promoter" refers to the nucleotide sequence to
which RNA polymerase binds to begin transcription. Single genes may
have multiple operators that can overlap with the promoter. The
operator is said to be in an occupied state if a regulatory protein is
bound to it and unoccupied otherwise. Chemical reactions that change
the state of the operator are referred to as operator fluctuations. One
of the main goals of this manuscript is to understand the role of
operator fluctuations in transcriptional regulation. The mathematical
methods developed here also directly apply to eukaryotic systems that
regulate gene expression through transcription factors or
chromatin-DNA interactions.
Much previous mathematical modeling of transcriptional regulation
represents the production of gene product as a deterministic process
(for a review, see Hasty et al., 2001b
). In these models, both the
gene-product concentration and operator state are treated as
continuous. The probability of an occupied operator is given by a
function of the regulatory protein concentration that is computed using
thermodynamic arguments (Shea and Ackers, 1985
).
In fact, however, there is now considerable experimental evidence that
indicates the presence of significant stochasticity in transcriptional
regulation in both eukaryotes and prokaryotes. In particular, several
recent experiments on mammalian cells have supported the idea that gene
initiation in response to an inductive signal is a stochastic process
(Weintraub, 1988
; van Roon et al., 1989
; Fiering et al., 1990
; Ko et
al., 1990
; Dingemanse et al., 1994
; Walters et al., 1995
).
Additionally, there is evidence that chromatin-regulated gene
expression is stochastic (Ahmad and Henikoff, 2001
; Wijgerde et al.,
1995
) and that the initiation and deactivation of pigment expression
during melanocyte differentiation proceeds in a random fashion
(Bennett, 1983
). Finally, studies on engineered gene circuits, which
have been designed to act as toggle switches and oscillators, have
revealed large stochastic effects (Elowitz and Leibler, 2000
; Gardner
et al., 2000
; Becskei et al. 2001
).
Several recent papers have reported theoretical investigations into the
effects of fluctuations in gene regulation. Thattai and van Oudenaarden
(2001)
used simple models of transcription and translation to derive
expressions for the means and variances of mRNA and protein number that
compare favorably with experimental results. Using Monte Carlo
simulations, McAdams and Arkin (1997)
studied a more detailed model of
these processes that also takes into account ribosome-RNase binding
competition. Neither of these two investigations considered
fluctuations in the state of the operator. Simple models that take into
account fluctuations between active and inactive genetic states have
been studied and used to explain induction-level heterogeneity among
individual cells expressing steroid-inducible genes (Ko, 1991
, 1992
),
and to support the conjecture that haploinsufficiency disease arises
from stochastic gene expression (Cook et al., 1998
). In these models,
transcription and translation proceed deterministically while the gene
is on. Additionally, these investigations relied on computer simulation and did not fully explore the consequences of fluctuations in regulated systems.
Numerical simulations of complete genetic networks have also been
carried out. For instance, Arkin et al. (1998)
considered a detailed
stochastic model for the initial decision between the two developmental
pathways (lysis and lysogeny) of bacteriophage
. However, in this
investigation the chemical kinetics of the operator fluctuations was
assumed to be fast. This assumption allowed the operator states to be
treated deterministically using a quasi-steady-state approximation. The
role of noise has also been considered in engineered gene networks
(Hasty et al., 2000
, 2001b
). In this work, fluctuations were added
post-hoc to deterministic rate equations, and, therefore, the noise
strength was an adjustable parameter.
Our aim here is to consider the origins of intrinsic fluctuations
and to develop appropriate representations for them within the context
of de novo stochastic models. We further consider a set of simplifying
approximations found in various parameter limits, eventually arriving
at deterministic models. Because our method starts from a microscopic
description of the process, all the parameters in the approximate
models are defined in terms of the underlying chemical rate constants.
Our approximate schemes are important for two reasons. First, they
provide insight into the dynamics of the system that cannot be gained
from Monte Carlo simulations of the full model; and, second, numerical
simulations using the approximate schemes can run orders of magnitude
faster than Monte Carlo simulations of the full process.
In the first two sections and in the appendices, we present the
mathematical techniques for manipulating the models. These methods are
then used to examine the consequences of fluctuations in regulatory
systems: 1) Noise destabilizes genetic switches. We compute the mean
first passage times for a simple single-gene switch and examine their
behavior under variations of several parameters, particularly the rate
of operator transitions. 2) The destabilization of switches makes it
necessary to generalize the notion of bifurcations. We examine
stochastic bifurcations (Horsthemke and Lefever, 1984
), qualitative
changes in the probability density function under changes in
parameters, again, with special attention to those bifurcations induced
solely by changes in the rate of operator transitions.
We start by considering a simple model without feedback to establish
our methods, then move on to a switching system consisting of a single
self-promoting gene, and finally to a switching system composed of two
mutually repressing genes.
 |
SINGLE GENE, NO FEEDBACK |
We begin with a model for a gene that has no feedback, direct or
indirect, onto its own transcriptional regulation. Similar models have
been used to study steroid-inducible genes (Ko, 1991
, 1992
) and
haploinsufficiency disease (Cook et al., 1998
). The simplicity of this
model allows us to present the techniques we use for the analysis of
regulated systems in a direct manner, uncomplicated by nonlinearities.
The state space of the model consists of the number of gene product
monomers (an integer variable) and the state of the gene's operator
(binary). We use the term "gene product" to account for the lumping
of mRNA and protein in this treatment.
The events that occur in this model can be represented as
biochemical reactions (Fig. 1), and the
master equation derived directly from that representation. In this
manuscript, we adopt the following notational conventions. Uppercase
calligraphic letters denote a molecule of a particular protein species
or an operator (e.g.,
for a monomer and
for an operator).
Uppercase letters represent state variables that denote the current
number of molecules of a particular protein species or the current
chemical state of the operator. Lowercase letters denote any allowed
value of their uppercase counterparts. Because the state variables are pure numbers, all the rate constants have units of inverse time and are
reported here as per second. Concentrations are formed by dividing the
mean number of a protein species by the relevant volume (e.g., the cell
volume). In this case, second-order rates constants would have units of
1/(time × concentration).

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FIGURE 1
A schematic diagram illustrating transcriptional
regulation without feedback. The operator has two possible states,
occupied and unoccupied, and fluctuates between them. If the operator
is empty, protein monomers are produced at a rate 0;
if the site is occupied, the production rate is 1. The
operator does not affect the degradation of the protein product, which
occurs with rate . We assume that the activator concentration is
constant.
|
|
The degradation of gene product is written as
|
(1)
|
where
represents the monomer form of the expressed protein,
is the degradation rate, and
is used to denote a protein sink.
We also use
to denote a protein source.
We write the spontaneous transitions between operator states, denoted
0 (occupied) and
1 (unoccupied), as
|
(2)
|
where the rate K sets the time scale for this reaction.
The constants k0 and k1
are dimensionless and constrained to obey k0 + k1 = 1.
The reaction for the production of protein is written as
|
(3)
|
where rate
s (s = 0 or 1) depends
on the chemical state of the operator. It is important to recognize
that this simple reaction is an effective reaction representing a large
number of component reactions together making up transcription,
translation of mRNA into polypeptides and the folding of these
polypeptides into proteins.
In this treatment, we distinguish two sources of stochasticity:
operator fluctuations, and the combined action of transcription per se
and degradation of protein product. In both cases, the variability
results from the inherent discreteness of the state space and the
randomness in the dwell time between discrete reactions. (Below, we
will consider a further source of variability in the reaction in which
gene product monomers interact to form dimers, although our discussion
will serve primarily to indicate why these dimer fluctuations can be
neglected.)
At any given time t, the state of the system described by
reactions 1-3 is specified by the number of monomer proteins
M(t) and the chemical state of the operator S(t).
S(t) is equal to 0 if the operator is unoccupied and 1 if it is
occupied. Thus, the various states of the system can be written as the
ordered pair (m, s), where m is a non-negative
integer and s is either 0 or 1. M(t) and
S(t) are random variables, because the chemical reactions
that change the state of the system occur randomly in time. If we
assume that the dwell time in any particular chemical state of the
system is exponentially distributed, then the system satisfies the
Markov property. Physically, this means that the time evolution of the
system is determined solely by its current state and is independent of
its past. The Markov property allows us to write down a master equation
for the time evolution of the probabilities
p
(t) = Pr[M(t) = m and S(t) = s] (van Kampen, 1992
). Simply put,
the master equation is a rate equation for
p
(t). Written out explicitly, the master equation for this process has the form
|
(4)
|
|
(5)
|
where we have suppressed the explicit time dependence of
p
(t) for readability. The first
term on the right-hand side of Eqs. 4 and 5 represents the rate at
which probability is flowing out of the state (m, s). It is
the product of the average rate, (Kks +
m +
s), at which transitions occur out of
(m, s) and the probability
p
(t) of being in (m, s). Correspondingly, the other three terms on the right-hand side of these equations represent the rates at which probability flows into
(m, s) from accessible states.
Although the notation used in Eqs. 4 and 5 makes these equations easy
to interpret, it quickly becomes unmanageable as the systems become
more complex. Therefore, we will adopt a more compact notation and
combine these equations as
|
(6)
|
where the hatted index indicates "the other one":
= (s + 1) mod 1.
The partial moments, defined for integer j, are
|
(7)
|
Note that the zeroth moments
m0
s are the marginal
probabilities for the operator to be in state s. The moments
are then the sums over operator states of the partial moments,
|
(8)
|
We can use Eq. 6 to derive ordinary differential equations (ODEs)
for the time evolution of the partial moments (van Kampen, 1992
).
Because the reactions are all zeroth- and first-order, the ODEs for the
partial moments factorize into independent pairs of linear equations,
which can easily be solved. Here we are interested only in the
steady-state values of the first moment and the variance,
|
(9)
|
and
|
(10)
|
where the overbar indicates the steady-state value. Under the
given circumstances, we expect the first factor in the product on the
right side of Eq. 10 to be of order one, the second factor to be of
order m*2 and the order of the third to
depend on the relative rates of product decay,
and operator
transitions K. When product decay is much faster than
operator transitions, the last factor is of order one and the variance
is dominated by the second term, of order
m*2. When the operator transitions are
much faster, the last factor is very small, and the variance approaches
the mean.
An appropriate measure of the relative size of the fluctuations is the
coefficient of variation, which is defined as the ratio of the variance
to the mean squared. The steady-state coefficient of variation can be
written as
|
(11)
|
Note that, as the average number of monomers increases, the first
term in the CV decreases. Even with large protein numbers, however, the
CV can still be large due to fluctuations in the operator state. As
these operator fluctuations become faster, the second term decreases as
well. This stabilizing effect of fast operator fluctuations has been
observed in computer simulations of stochastic gene expression (Cook et
al., 1998
). Below, we construct approximations to the dynamics for
cases in which the product number is large or the operator fluctuations
are fast.
Small-noise and fast-transition approximations to the master
equation
For cases in which there is feedback regulation, we
generalize Eq. 6 to include state-dependent transition rates and
nonlinearities. When this is done, the moment equations no longer
factorize. Numerical solutions can be difficult to obtain as well,
especially when several genes are considered as part of a regulatory
network. Therefore, we develop approximations to Eq. 6 that can be
generalized immediately to the nonlinear cases of feedback regulation
and are valid as one or the other source of variability becomes negligible.
Large steady-state gene-product level
When the protein abundance given by Eq. 9 is large compared to
one, we can use a diffusion approximation for Eq. 6. In the section,
Escape Times, we present an example in which this diffusion approximation is accurate with m* as small as 25. We
start by defining an appropriately scaled continuous variable for the
monomer number. This variable is given by
|
(12)
|
As defined here, X is dimensionless, though we shall
often refer to it as a concentration. To convert to an actual
concentration, in Eq. 12 replace m* by the cell volume
in appropriate units. We define the probability density function
s(x, t) such that
|
(13)
|
One way to arrive at the diffusion approximation is to note that,
by appropriately rearranging terms in Eq. 6, this equation can be
recast in a form that is identical to a second-order finite differencing of the diffusion equation. However, it is possible to
quickly arrive at the same result through use of a Taylor series expansion. The Taylor series for a function g(x) about
x is
|
(14)
|
where
x is shorthand for the partial derivative
with respect to x. The last equality in the above expression
defines the shift operator eu
x, which
translates g from x to x + u.
Changing variables and using the shift operator in Eq. 6, we get the
equations of motion for
s,
|
(15)
|
The Taylor series that defines the shift operator can be truncated
without incurring large errors when the size of the translation is
sufficiently small. In our case, if 1/m* is small
enough, we can neglect terms of third order and higher to obtain the
diffusion approximation,
|
(16)
|
In the limit, as m*
, the only
stochasticity remaining is that due to the operator fluctuations. The
master equation in this limit becomes
|
(17)
|
where the term
s/m* is order
.
The above equation can be interpreted in the following way. In each
state of the operator, the concentration evolves deterministically
according to the equation,
|
(18)
|
However, the effective rate at which protein is made
s/m* fluctuates randomly in time
between high (s = 1) and low (s = 0)
levels. A generalization of this system, allowing for multiple operators and operator states is discussed in detail in Appendix B.
Fast operator fluctuations
The variance due to operator transitions decreases as the rate of
these transitions increases and their characteristic time becomes much
smaller than those of the rest of the system; these fluctuations are
effectively averaged out over the longer time scales (Cook et al.,
1998
). We take advantage of this effect to construct an approximation
to the dynamics that is accurate when the fluctuations in the operator
state are fast, but finite.
To apply these methods, we re-express Eq. 6 in terms of the marginal
probability function pm
p
+ p
and the
difference
m = k0p
k1p
,
|
(19)
|
|
(20)
|
When K is very large compared to
1 and
m*,
reaches a rapid
quasi-equilibrium for any value of p. This is realized
mathematically by setting the derivative in Eq. 20 equal to zero. The
resulting expression for
is then substituted back into Eq. 19 with
the result being the approximate equation of motion for
pm,
|
(21)
|
The last term is a second-order finite difference centered
on m
1 (rather than on m). It acts as a
diffusion term, producing the same dynamics for the mean and variance
as the "usual" finite difference centered on m. Although
the higher moments differ in these two cases, as m*
increases, these difference are multiplied by steadily decreasing
factors and vanish as m*
. As K
, we obtain a simple Poisson process with degradation, with the instantaneous rate of transcription equal to the equilibrium average
0k1 +
1k0.
Simultaneous limits
We can apply these approximations simultaneously. The
diffusion approximation applied to Eq. 21 gives the same result as the fast-noise approximation applied to Eq. 16. Taking the marginal density
=
0 +
1 on x as
the dynamical object (see Appendix B for more details), we find
|
(22)
|
where
|
(23)
|
|
(24)
|
When the approximations that led to Eq. 22 are appropriate, one
advantage of this formulation is that an expression for the steady-state density in terms of a simple quadrature can be found,
|
(25)
|
where the overbar is again used to indicate steady state,
and
is a normalization constant. Another advantage is that sample paths of the process described by Eq. 22 can be generated
from the stochastic differential equation
|
(26)
|
where
(t) is a Gaussian white noise process.
(We are using the Ito interpretation of the stochastic integral. There
is no ambiguity with this choice, because Eq. 22 defines the stochastic process. We choose the Ito interpretation because it is straightforward to implement numerically.) Sample paths generated from this equation can run orders of magnitude faster than Monte Carlo simulations of the
full process.
In the limit, as both m* and K become
infinite, the noise term in Eq. 26 goes to zero, and this equation
becomes the deterministic rate equation,
|
(27)
|
For the simple example we are considering (and indeed for all
linear systems), the above expression is identical to the equation for
the first moment derived directly from the underlying master equation.
For nonlinear systems, the two equations differ. However, from Eq. 26,
we can perform a small-noise expansion to find
|
(28)
|
So the simple deterministic rate equation is appropriate when
A"(
X
)Var(X) is much smaller than
A(
X
).
 |
REGULATED SYSTEMS I: SELF-PROMOTER |
We now consider a system in which the gene product is itself an
activating regulatory protein for its gene. This system is regulated by
positive feedback. This type of regulation is thought to play a role in
the developmental decision pathway of bacteriophage
(Ptashne, 1992
)
and has been used to construct a synthetic eukaryotic gene switch in
Saccharomyces cerevisiae (Becskei et al., 2001
). Here we
study a minimal version of a system with positive feedback, which
serves to illustrate the qualitative features of this type of
regulation. For a more biologically complete treatment of the lysis/lysogeny decision pathway, the reader is referred to the pioneering work of Arkin et al. (1998)
. The system we consider is
similar to that shown in Fig. 1, only now the activator is the gene's
own product. After developing the models for this system and exploring
the consequences of noise for bifurcations and spontaneous transitions
in this system, we will come back to explore a second bipolar switch
involving a pair of mutually repressing proteins.
Regulatory proteins often bind to their operators as dimers or
higher-order oligomers (Ptashne, 1992
). We assume that the active form
of the protein in our system is a dimer. Thus, we explicitly consider
the dimerization reaction and the stochasticity associated with it.
Letting
represent a protein dimer, the dimerization reaction is
|
(29)
|
where
is the dimensionless equilibrium dissociation
constant, and
is the forward rate constant.
The operator transition reaction, Eq. 2, is now modified to explicitly
include the role of the protein dimer
|
(30)
|
where K is now the forward transition rate and
is the dimensionless dissociation constant for this reaction. The
other reactions remain as given above, except that we must specify the rate at which dimers are degraded. For simplicity, we have made the
arbitrary choice that dimers are not degraded at all. That is, only the
monomer form of the protein is unstable. Inclusion of an arbitrary
dimer degradation is easily accommodated. Our choice does not have
qualitative implications for this analysis within the range of
parameter variation considered.
Let D(t) represent the number of dimers and N(t)
the total protein number at time t. Then we have
M(t) = N(t)
2D(t). The master equation for this
process is
|
(31)
|
where p
= Pr[N(t) = n, D(t) = d, and S(t) = s]. It is straightforward to generate sample paths of the
"full" process described by the equations given above (see Fig. 6).
These Monte Carlo simulations are usually computationally intensive,
because the time scales of the various reactions involved can be very
different. Therefore, we make use of the limiting cases discussed above
to construct approximations to the master equation that are less
computationally intensive and provide insight into the dynamics of the system.
The reaction given by Eq. 29 is generally assumed to be fast compared
to all other reactions (McAdams and Arkin, 1997
; Hasty et al., 2000
,
2001a
). Physically, this means that the monomer and dimer
concentrations come to quasi-equilibrium before the total amount of
protein changes appreciably. In Appendix A, we show how this
assumption, along with the assumption that the coefficient of variation
of D conditional on N is small, allows us to
eliminate the dimer concentration from the problem. In this limit, we
get the master equation, written in terms of the marginal density on
M (In an abuse of notation, we let the marginal on M be represented as p
and rely
on the subscript itself to distinguish this probability distribution
from that of N).
|
(32)
|
To arrive at this simple set of equations, it is necessary to
assume that the dissociation constant for dimerization is large. Although this is not necessarily the regime of biological interest, it
serves to simplify the presentation considerably and is the regime
commonly used, usually implicitly, by other researchers. As discussed
in detail in Appendix A, all the analyses presented below can be
carried through when this assumption is relaxed; the qualitative nature
of the results do not change. A direct comparison with experimental
data, however, requires the more general treatment presented in
Appendix A.
To move to the diffusion limit, we change to the dimensionless
variables u =
t and X = M/mo, where mo =
1/
is the steady-state value of the mean monomer
number for the system locked in the occupied state. In terms of these
variables, the diffusion limit for large protein number produces
|
(33)
|
where the rescaled parameters are a1 = 1, a0 =
0/
1,
= K
/(
3) and b = 

2/
.
As mo
the fluctuations in the
monomer concentration become negligible; Eq. 33 loses its diffusive
terms and can be written as
|
(34)
|
All of the stochasticity in this system now derives from the
operator fluctuations. The key difference between the above equation
and Eq. 17 is the appearance of the x2 factor
multiplying
0(x) in Eq. 34. As will be seen,
this factor is responsible for the bistable behavior observed in the
macroscopic limit of this system.
One useful feature of Eq. 34 is that an explicit expression for
the steady-state marginal density
=
0 +
1 can be found,
|
(35)
|
where
is a normalization constant. Below, we discuss how this
distribution undergoes bifurcations as a result of the fluctuations in
the operator state.
Next, we consider the small-noise limit of the fluctuations in the
monomer concentration and the fast-noise limit of fluctuations in the
operator state. That is, both mo and
are taken to be large, but finite. In Appendix B, we present a general algorithm for deriving an effective diffusion equation for the marginal
density, and find
|
(36)
|
where
|
(37)
|
|
(38)
|
The steady-state solution to Eq. 36 is given by Eq. 25, using the
above expressions for A and B.
Finally, in the deterministic limit
, mo
, we are left with the ODE
|
(39)
|
where we have introduced the potential
|
(40)
|
Loosely speaking,
(x) can be thought of as an
effective free energy for the system. Its local minima represent stable
steady states of the concentration. The local maxima are energetic
barriers that must be surmounted by thermal activation. In general,
such a free energy function does not exist for nonequilibrium systems, as is the case for the mutual repressor system considered below.
 |
BIFURCATIONS |
The deterministic system given by Eq. 39 acts as a switch in the
appropriate parameter regime: the system has two distinct stable fixed
points (for a discussion of the necessary conditions required to make a
biological switch, see Cherry and Adler, 2000
). Figure
2 shows the bifurcation diagram for this
system as a function of the two parameters b and
a0. The corresponding potentials
(x) are also drawn on the diagram to illustrate the
number of stable fixed points in each region. In the region where there
are two stable fixed points, the system acts as a genetic switch.

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FIGURE 2
The deterministic bifurcation diagram for the
self-promoter. The dimensionless parameters are defined as b =   2/ and
a0 = 0/ 1. The
points 1, 3, and 4 indicate the parameter values used to produce the
potentials shown in the figure. Points 1 and 2 specify the systems
investigated in the Monte Carlo simulations shown in Fig. 4, both of
which are monostable.
|
|
For stochastic systems, the notion of "stable fixed point" in the
state space is not well defined. To generalize the idea of bifurcations
for applicability to our stochastic models in such a way as to be
consistent with the usual meaning as the fluctuations become
vanishingly small, we focus our attention on the gain and loss of
critical points in the probability density function (Horsthemke and
Lefever, 1984
). So, for example, a bifurcation in which a single stable
fixed point becomes a pair of stable fixed points and a single unstable
point corresponds to the transformation of a unimodal probability
density function to one that is bimodal.
We now illustrate how fluctuations in the operator state change the
dynamics of the system. In particular, these fluctuations can either
induce bistability in regions that are deterministically (i.e., in the
zero-noise limit) monostable or wash out regions of bistability. Figure
3 A is a bifurcation diagram for the stationary distribution given by Eq. 35 as a function of b and
a0. For this figure
= 50. The dashed
curve corresponds to the deterministic bifurcation diagram shown in
Fig. 2. The various regions of this graph are labeled with the numbers
1-6. In Fig. 3 B,
qualitative features of the steady-state distributions for each region
of Fig. 3 A are shown. As the vertical line shown in Fig.
3 A is crossed from left to right, an integrable
singularity occurs at the lower boundary of the distribution. Likewise,
as the horizontal line is crossed from top to bottom, an integrable
singularity occurs at the upper boundary of the distribution. The
points labeled 1 and 2 in Fig. 2 are monostable
in the deterministic limit. In Fig. 3 B, however, we see
that finite operator fluctuations induce a type of bistability. The
stationary distribution has a local maximum at high concentrations and
the distribution is singular at x = a0.
Note that there is small region near the cusp of the deterministic
bifurcation curve where the deterministic system predicts bistability,
but the fluctuations cause this behavior to be lost. Not surprisingly,
the Monte Carlo simulations presented below reveal that fluctuations in
the monomer concentration can also wash out bistable behavior. In
region 3, the distribution is bimodal. This region grows and
shifts as
is increased until it coincides with the deterministic
limit (dashed curve). This effect can be seen in Fig.
3 C, which is a bifurcation diagram for the steady-state
distribution as a function of b and
with a0 = 0.05. This value of
a0 is used in the Monte Carlo simulations discussed next.

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FIGURE 3
(A) The bifurcation diagram for Eq. 35 with
= 50. The regions numbered 1-6 correspond to qualitatively
different steady-state distributions. The dashed curve is the
bifurcation diagram in the deterministic limit shown in Fig. 2.
(B) The steady-state distributions associated with the
regions numbered in (A) and (C). (C)
The bifurcation diagram for b versus with
a0 = 0.05.
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Figure 4 shows the results of Monte
Carlo simulations consistent with Eq. 32. The parameter values in the
upper pair of panels correspond to the point labeled 1 in
Fig. 2. In the deterministic limit, the system is monostable. From Fig.
3 A, however, we see that the finite operator fluctuations
have induced bistability. This can be seen from the dashed curve in the
top right panel of Fig. 4, representing the steady-state distribution
when monomer fluctuations are ignored. In the left panel, a typical
time series for the process is shown. There is no indication of
bistability. The solid curve shown in the top right panel is the
steady-state distribution when the small-and-fast noise approximations
are used (i.e., Eqs. 36 and 25). By comparing the dashed and solid
curves, we see that, even with this large value of
mo, monomer fluctuations can still be
detected. Indeed, these fluctuations are responsible for washing out
the bistable nature of the system. We find excellent agreement between
this distribution and the histogram from the Monte Carlo simulations.

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FIGURE 4
Sample paths and distributions for the self promoter.
The dimer concentration has been eliminated using the quasiequilibrium
approximation (Eq. 32). In all the panels, = 10,000, 1 = 1000 s 1, 0 = 50 s 1, and = 10 (a0 = 0.05). Each histogram corresponds to the time series on its left.
Together, they illustrate the bifurcations that occur as or
K are varied. The bifurcation that occurs as K is
varied is due solely to fluctuations in the operator state and does not
occur in the macroscopic limit. The distributions shown as solid lines
are the results of the small-and-fast noise approximation. The dashed
curves are the steady-state distributions given by Eq. 35.
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Comparison of the histograms reveals that bistability can be induced by
varying either
or K. Experimentally,
could be altered, for example, by the addition of a protease. Comparing the
middle panels to Fig. 3 C, we expect that this system will be bistable, and, indeed, the time series shown in the middle left
panel reveals that this is the case, although low monomer levels are
very unlikely. The lower state can be further stabilized by increasing
. In the bottom panel, K has been reduced while
is
unchanged from the top panel. The bistability of the system is evident.
Note that, although both approximations do a pretty good job of
reproducing the steady-state distributions, there is some discrepancy
at low concentrations. This is exactly where we expect the
approximations to break down.
Figure 5 is the same as Fig. 4
except that, instead of performing Monte Carlo simulations of the
discrete process, we have generated sample paths based on the
stochastic differential equation associated with Eq. 36. This method
runs roughly an order of magnitude faster than the discrete Monte Carlo
simulations. As can be seen, the agreement between the diffusion
approximation and the full simulation is good, and it looks as if the
diffusion approximation is faithfully capturing the dynamics as well as
the steady-state distribution. We expand on this point in our
discussion of the mean first passage time below.

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FIGURE 5
Sample paths of the stochastic differential equation
associated with the small-and-fast noise approximation and
corresponding steady-state distributions. The solid curves are the same
as in Fig. 4.
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Finally, we illustrate the validity of ignoring the inherent
dimer concentration fluctuations. Figure
6 A shows sample paths for
M(t) and D(t) generated by Monte Carlo simulation
of the process described by Eq. 31. In the deterministic limit, the
system is bistable and this is indeed evident in the time series. The
intrinsic fluctuations, however, allow for transitions between the high and low protein levels. Figure 6 B shows a comparison
between the corresponding histogram and the steady-state distributions found using simultaneous application of the small-and-fast noise<