Intrinsic Noise in Systems with Switching Environments
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PHYSICAL REVIEW E 93, 052119 (2016) Intrinsic noise in systems with switching environments Peter G. Hufton,* YenTingLin,† Tobias Galla,‡ and Alan J. McKane§ Theoretical Physics, School of Physics and Astronomy, The University of Manchester, Manchester M13 9PL, United Kingdom (Received 2 December 2015; revised manuscript received 17 March 2016; published 10 May 2016) We study individual-based dynamics in finite populations, subject to randomly switching environmental conditions. These are inspired by models in which genes transition between on and off states, regulating underlying protein dynamics. Similarly, switches between environmental states are relevant in bacterial populations and in models of epidemic spread. Existing piecewise-deterministic Markov process approaches focus on the deterministic limit of the population dynamics while retaining the randomness of the switching. Here we go beyond this approximation and explicitly include effects of intrinsic stochasticity at the level of the linear-noise approximation. Specifically, we derive the stationary distributions of a number of model systems, in good agreement with simulations. This improves existing approaches which are limited to the regimes of fast and slow switching. DOI: 10.1103/PhysRevE.93.052119 I. INTRODUCTION Kramers-Moyal and van Kampen expansions. The latter is also known as the linear-noise approximation (LNA) [1,2]. There is now a broad consensus that noise plays a crucial These methods are now used routinely for the analysis role in most dynamical systems in biology, chemistry, and in of individual-based models with intrinsic noise in the weak- the social sciences. The theory with which to describe these noise limit. Most applications so far focus on systems in stochastic processes is well established and has its roots in which the reaction rates are set by constant model param- statistical physics. Modelling tools such as master equations, eters, and the only time dependence is in the evolution Fokker-Planck equations, and Langevin dynamics are standard of the population of individuals itself. Recently, exceptions and can be found in a number of textbooks [1–3]. Much of have gained attention [6,22–26]. In these models, reaction this work focuses on processes between discrete interacting rates vary continuously and deterministically in time, for individuals, which can be members of a population in example, to capture periodically varying infection rates to epidemiology [4–6], atoms or molecules in chemical reaction model seasonal variation in epidemic spreading. Crucially, systems [7,8], or proteins in the context of gene regulatory no additional stochasticity is introduced in these dynamics by networks [9,10]. Many of these models are Markovian and the environment, and the only discreteness in the dynamics their natural description is in terms of a master equation which is in the evolution of a finite population of individuals. Other describes the time evolution of the underlying probability authors have considered models with an environment which distribution of microstates. varies stochastically and continuously [27–29]. Solving the master equation analytically is often a difficult For many model systems it is more realistic to assume that task: Only very simple linear model dynamics allow further model parameters switch between different discrete states. treatment [1–3,11,12]. It is therefore common to employ This includes phases of antibiotic treatment in the context approximation techniques, most notably ones built around of bacteria [30,31], genetic switches [9,32–38], evolutionary the assumption that the size of the population is large but game theory [39], and predator-prey models in switching finite. The inverse system size (or its square root) then environmental conditions [40,41]. Such models describe two serves as a small parameter in which an expansion can be types of discreteness: that of the state of the environment and performed. The lowest order in this expansion corresponds that of the population of interacting individuals. In principle, to the limit of infinite systems and provides a deterministic the environmental switching can occur stochastically or follow description devoid of stochasticity. The second-order term in a deterministic pattern (e.g., prescribed periods of antibiotic the expansion introduces some stochastic effects of noise in the treatment, regularly interspersed with periods of no antibiosis). population but approximates the individual-level dynamics by In the present work we focus on stochastically switching a simpler Gaussian process on a continuum domain [13]. These environments. Assuming again a large but finite population, techniques have been very successful in capturing elements of the demographic noise in the population can be approximated noise-induced phenomena, for example, the weak selection using the above expansion techniques. The noise relating to of competing species [14–18], cyclic behavior, patterns, and switches in the environmental state, however, cannot be dealt waves [19–21]. The main techniques used to characterize these with in this way: There is no large parameter to expand in effects are system-size expansion methods, most notably the when the number of environmental states is small. In models with switching environments the lowest-order expansion in the strength of the intrinsic noise leads to a “piecewise-deterministic Markov process” (PDMP) [42,43]. *[email protected] In this approximation the dynamics of the population of †[email protected] individuals is described by deterministic rate equations be- ‡[email protected] tween stochastic switches of the environment. This approach §[email protected] neglects all intrinsic stochasticity from the reaction dynamics 2470-0045/2016/93(5)/052119(13) 052119-1 ©2016 American Physical Society HUFTON, LIN, GALLA, AND MCKANE PHYSICAL REVIEW E 93, 052119 (2016) within the population—the population scale is taken to be environment, often labeled as G0 and G1, correspond to infinite. The only type of randomness retained is that of regimes in which a certain promoter—a region on DNA which the switching of the environmental states. The application initiates transcription—is either inactive (G0) or activated of PDMPs has recently gained attention in the description (G1). A protein (A) is produced with rates b0 and b1 in the of genetic networks [32,44,45]. corresponding state. Independently of the state of the gene, The PDMP approximation has been surprisingly effective proteins degrade at a constant rate d. This simple model has in modeling systems with very large populations [32,45,46]; been studied, for example, in Refs. [9,37,38,45,47], and it can however, it does not produce accurate results outside this be written in the form limit. Recently, an alternative approach has incorporated some b0 b1 effects of demographic noise, but it is only valid if there is a G0 −−→ G0 + A, G1 −−→ G1 + A, very large separation between the time scales of environmental (2) G −λ→+ G G −λ→− G A −→d ∅ switching and that of the population dynamics [37,38]. Here, 0 1, 1 0, . we develop the theory further and construct a systematic The reaction rates of this model are linear in n. It is possible expansion in the noise strength about the PDMP. to develop exact solutions to linear models of this type using a The remainder of this paper is organized as follows: In generating-function approach [11,12,47–50]. However, such Sec. II we give a more formal introduction to the problem using solutions are often limited to simple model systems and a relatively simple linear model. We show how the system-size frequently they only provide limited insight into the actual expansion can be applied in the presence of switching envi- physical dynamics. We use this linear model to introduce our ronments and we analytically derive the resulting stationary approximation method. In later sections we will then apply distribution for the linear model. In Sec. III we construct a more this approach to cases with nonlinear reaction rates, where an general theory and describe how the method can be applied to a exact solution is no longer feasible. larger set of model dynamics. Section IV contains applications to a number of model systems with nonlinear reaction rates and/or other additional features. In Sec. V we summarize our B. Simulation of results and general behavior findings and give an outlook on future work. The Appendix To illustrate the general behavior of the model, we first contains further details of the relevant calculations. show the outcome of a set of characteristic simulations in Fig. 1. Figures 1(a), 1(c), and 1(e) depict individual simulation II. INTRODUCTORY EXAMPLE runs. In each of these panels a trajectory of the population density x(t) = n(t)/ is shown as a solid line, and the A. Model definition switching of the environmental states is indicated by the We first focus on a simple example with linear reaction shading of the background. Figure 1(a) shows an example rates. We consider a population of individuals of type A, and of relatively slow switching. In each environmental state, we write n for the number of individuals in the population at ∗ = the population tends to a fixed point, φσ bσ /d, specific to any given time. Individuals can be created and they can decay, the environment. It then fluctuates about this fixed point. The so the model describes a birth-death process. The death rate stationary distribution [Fig. 1(b)] is bimodal. As the switching per individual is assumed to be a constant d. The creation rate rate is increased, Figs. 1(c) and 1(d), the stochastic dynamics is taken to depend on the state of the external environment; spends more time in between the two fixed points and the individuals are born with rate bσ , where σ represents the bimodality of the stationary distribution is lost; we observe a state of the environment.