Beyond the Fokker-Planck equation: Pathwise control of noisy bistable systems

We introduce a new method, allowing to describe slowly time-dependent Langevin equations through the behaviour of individual paths. This approach yields considerably more information than the computation of the probability density. The main idea is to show that for sufficiently small noise intensity and slow time dependence, the vast majority of paths remain in small space-time sets, typically in the neighbourhood of potential wells. The size of these sets often has a power-law dependence on the small parameters, with universal exponents. The overall probability of exceptional paths is exponentially small, with an exponent also showing power-law behaviour. The results cover time spans up to the maximal Kramers time of the system. We apply our method to three phenomena characteristic for bistable systems: stochastic resonance, dynamical hysteresis and bifurcation delay, where it yields precise bounds on transition probabilities, and the distribution of hysteresis areas and first-exit times. We also discuss the effect of coloured noise.Comment: 37 pages, 11 figure

Intrinsic noise profoundly alters the dynamics and steady state of morphogen-controlled bistable genetic switches

During tissue development, patterns of gene expression determine the spatial arrangement of cell types. In many cases, gradients of secreted signaling molecules - morphogens - guide this process. The continuous positional information provided by the gradient is converted into discrete cell types by the downstream transcriptional network that responds to the morphogen. A mechanism commonly used to implement a sharp transition between two adjacent cell fates is the genetic toggle switch, composed of cross-repressing transcriptional determinants. Previous analyses emphasize the steady state output of these mechanisms. Here, we explore the dynamics of the toggle switch and use exact numerical simulations of the kinetic reactions, the Chemical Langevin Equation, and Minimum Action Path theory to establish a framework for studying the effect of gene expression noise on patterning time and boundary position. This provides insight into the time scale, gene expression trajectories and directionality of stochastic switching events between cell states. Taking gene expression noise into account predicts that the final boundary position of a morphogen-induced toggle switch, although robust to changes in the details of the noise, is distinct from that of the deterministic system. Moreover, stochastic switching introduces differences in patterning time along the morphogen gradient that result in a patterning wave propagating away from the morphogen source. The velocity of this wave is influenced by noise; the wave sharpens and slows as it advances and may never reach steady state in a biologically relevant time. This could explain experimentally observed dynamics of pattern formation. Together the analysis reveals the importance of dynamical transients for understanding morphogen-driven transcriptional networks and indicates that gene expression noise can qualitatively alter developmental patterning

Deterministic continutation of stochastic metastable equilibria via Lyapunov equations and ellipsoids

Numerical continuation methods for deterministic dynamical systems have been one of the most successful tools in applied dynamical systems theory. Continuation techniques have been employed in all branches of the natural sciences as well as in engineering to analyze ordinary, partial and delay differential equations. Here we show that the deterministic continuation algorithm for equilibrium points can be extended to track information about metastable equilibrium points of stochastic differential equations (SDEs). We stress that we do not develop a new technical tool but that we combine results and methods from probability theory, dynamical systems, numerical analysis, optimization and control theory into an algorithm that augments classical equilibrium continuation methods. In particular, we use ellipsoids defining regions of high concentration of sample paths. It is shown that these ellipsoids and the distances between them can be efficiently calculated using iterative methods that take advantage of the numerical continuation framework. We apply our method to a bistable neural competition model and a classical predator-prey system. Furthermore, we show how global assumptions on the flow can be incorporated - if they are available - by relating numerical continuation, Kramers' formula and Rayleigh iteration.Comment: 29 pages, 7 figures [Fig.7 reduced in quality due to arXiv size restrictions]; v2 - added Section 9 on Kramers' formula, additional computations, corrected typos, improved explanation

An interval-matrix branch-and-bound algorithm for bounding eigenvalues

We present and explore the behaviour of a branch-and-bound algorithm for calculating valid bounds on the k-th largest eigenvalue of a symmetric interval matrix. Branching on the interval elements of the matrix takes place in conjunction with the application of Rohn’s method (an interval extension of Weyl’s theorem) in order to obtain valid outer bounds on the eigenvalues. Inner bounds are obtained with the use of two local search methods. The algorithm has the theoretical property that it provides bounds to any arbitrary precision > 0 (assuming infinite precision arithmetic) within finite time. In contrast with existing methods, bounds for each individual eigenvalue can be obtained even if its range overlaps with the ranges of other eigenvalues. Performance analysis is carried out through nine examples. In the first example, a comparison of the efficiency of the two local search methods is reported using 4,000 randomly generated matrices. The eigenvalue bounding algorithm is then applied to five randomly generated matrices with overlapping eigenvalue ranges. Valid and sharp bounds are indeed identified given a sufficient number of iterations. Furthermore, most of the range reduction takes place in the first few steps of the algorithm so that significant benefits can be derived without full convergence. Finally, in the last three examples, the potential of the algorithm for use in algorithms to identify index-1 saddle points of nonlinear functions is demonstrated