(i-1->i)+

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The Structure, Function, and

Evolution of Biological Systems

Instructor: Van Savage

Spring 2010 Quarter

4/27/2010

Outline

1. Finite size populations and genetic drift

2. Coalescence

3. Understanding directional and nondirectional forces

3. General Diffusion Equation

4. Biology a. Bacterium’s use of 3 (physical constraint) b. Population genetics--combining selection and drift in evolution (Conceptual analogy)

Derive equations in this context

Genetic Drift--Nondirectional force

Drift--by random, transient, non-genetic events, individuals that would be highly reproductive in a “repeated” experiment, are lost to death.

Imagine a population of identical individuals that are being chosen for mating. Random chance that a given individual will be chosen.

Genetic Drift

Model this by randomly sampling from entire population (Wright-Fisher model). Population size, N, is constant, and individuals are randomly selected for mating

Generation 0

Each individual has 1/N chance of reproducing.

We get a binomial tree that depends on frequency, p, and total population size, N.

frequency, p

1

Genetic Drift

So, rate of spread of the width of distribution is~p(1-p)/2N time

Coalescence: Look backwards in time

Quick results

1. P(fixation)=p

2. P(fixation new individual mutant)=1/2N

3. Total fixation rate of mutations=2Nμ(1/2N)=μ

4. Probability of coalescing t+1 generations back is (1/2N)e -t/2N

1. <T>=2N

Using last result

2. StDev(T)=2N

General diffusion equation and combining selection and drift

Directional Forces: Go with the flow

t0

Directional Forces

t1 t2 t3 t4

Position

1. Crowd running towards a celebrity or away from a fire.

2. Pushing or rolling any ball or object

3. A river flowing towards the sea or ocean

Nondirectional forces: No flow

Nondirectional forces

v

1. Lost in a crowded intersection

2. Drop of dye in water

3. Smoke

4. Choosing each step after flipping a coin

f

Net Flow--Directional Forces

equilibrium i-1 i i+1 x boundary(wall)

Net Flow=Flow In-Flow Out

=Flow from left(i-1->i) - Flow to right(i->i+1)

->f(t+1,i)-f(t,i)=v(i-1)f(i-1,t)-v(i)f(i,t)

Continuum limit:

->df/dt=-d(vf)/dx (i.e., distance=velocity*time) f(t,i) is abundance of or probability of being in bin i at time, t.

v(i) is speed of flow out of bin i .

Net Flow--Nondirectional Forces

f

Equilibrium (D=constant) x i-1 i i+1

Net Flow=Flow In-Flow Out

=Flow from left (i-1->i)+Flow from right (i+1->i)

-Flow to right (i->i-1)-Flow to left (i->i+1)

->f(t+1,i)-f(t,i)=D(i-1)f(i-1,t)+D(i+1)f(i,t)-2*D(i)f(i,t)

D(i) is the diffusion rate

Continuum limit:

->df/dt=d 2 (Df)/dx 2 (Second derivative)

Local process and affects width of distribution, not mean

Global signature of diffusion

Random walk x(t+1)=x(t)

±

1

->x 2 (t+1)=x 2 (t)+2x(t)+1(1/2 of time)

=x 2 (t)-2x(t)+1(1/2 of time)

<x 2 (t+1)>=(1/2)* <(x 2 (t)+2x(t)+1)>

+(1/2)*<(x 2 (t)-2x(t)+1)>

=<x 2 (t)>+1=<x 2 (t-1)>+2

Iterating this gives: <x 2 (t+1)>=Number of time steps~t

| x |

 x

2  t



Diffusion properties and simulation

http://web.mit.edu/course/3/3.091/www/diffusion/

Internal dynamics of diffusion are not immediately obvious from global behaviors, whereas it is for directional forces

Nondirectional force (diffusion) affects width of distribution, and directional forces affect the mean.

Diffusion process is NOT time reversible. Initial conditions are forgotten.

2. Combined Effects

Person trying to walk north (directional) through a busy intersection (nondirectional)

Net Flow=Directional Flow+Nondirectional Flow

Diffusion Equation

(Also known as Kolmogorov forward equation)

 f

 t

 

( vf )

 x

2

( Df )

 x

2



Often, v and D are constant, so:

 f

 t

  v

 f

 x

D

2 f

 x

2



3. Physics--Brownian Motion

Molecule in glass of water is analogous to our person walking through a crowd.

Since molecule is so small (mass is so little), gravity’s effect (directional force) is negligible. Hence,

 f

 t

D

2 f

 x

2

(Heat Equation)



4. Biology—Magnetotactic Bacteria

Magnetotactic Bacteria

Better conditions at bottom

(oxygen pressure)

Weigh so little that gravity is negligible, and they do not know which way is down.

They have internalized enough magnetite particles so that earth’s magnetic field can just overcome nondirectional forces of Brownian

Motion. Since magnetic fields go into earth, they can now sense down. So, they “solve” problem from previous slide! Bacteria in north and south are polarized differently.



Apply magnetic field to diffusing particles

This gives a directional force, and since magnetic force is much stronger than gravity, this is not negligible. Must return to full equation.

 f

 t

 

( vf )

 x

2

( Df )

 x

2 v depends on strength of magnetic field

Types of multidisciplinary influences

Physical Process Conceptual and

Mathematical Analogy

Magnetotactic bacteria

Evolution and

Population Genetics

-> Combine natural selection and genetic drift

4. B. Combining Selection and

Drift

We can also understand process of evolution by means of diffusion equation. Requires different sort of extension to biology. It’s not just understanding how biological organisms use and are constrained by physics, but it’s using analogies to mathematical physics to understand biological problems.

Selection--Directional Force

Let a population (wild type) suddenly have a few individuals with a mutation that forms a new allele.

If fitness (as measured by growth rate--number of offspring per individual per generation that survive to next generation) of wild type is normalized to 1, and mutants have fitness 1+s

Population

Size

Mutant

Wild type time

If population size is fixed (finite resources), only a matter of time, until mutant takes over (fixation).

frequency of mutants, p

1 time, t

Position space, x, is replaced by frequency space, p, for frequency of mutants.

Velocity of selection force is~ p(1-p)s

frequency, p

1

Genetic Drift

So, rate of spread of the width of distribution is~p(1-p)/N time

Strong Analogy

 



(Brownian>>Gravity) (Drift>>Selection)

(Gravity>>Brownian) (Selection>>Drift)





Equation for Population Genetics

P ( p , t | p

0

) dt

 p (1

 p ) s

P ( p , t | p

0

 p

0

)

 p (1

 p )

2 N

2

P ( p , t | p

0

 p

0

2

) p

0 is initial frequency of mutants in the population.

Questions we can answer using this equation.

1. Is mutant population likely to go extinct or take over population (fixation)?

2. How long does it take before extinction or fixation occurs?

3. For a given N and s, how large does p

0 before mutants are likely to take over.

need to be



More proper derivation

( p , t

 dt )

( p

 

, t ) g ( p

 

,

, dt ) d

 probability density of having frequency p at time t+dt

Probability of moving from pε to p

Taylor expand in p around epsilon to get

Kolmogorov forward equations

 

( p , t | p

0

) dt

 

 p

0

 

( p , t ) M ( p )

 

1

2

2

 p

0

2

 

( p , t ) V ( p )



More proper derivation

Looking backward in time, as or coalescence gives

Kolmogorov backward equation

 

( p , t | p

0

) dt

M ( p )

 

( p , t )

 p

0

V ( p )

2

2 

( p , t )

 p

0

2

Sign of directional term flips because now going backwards in times and is time reversible.

Non-directional term does not flip sign because non-reversible.



Probability of Fixation

P

Solve equation at and impose t

0 boundary condition for p

0

=0 and p

0

=1.



Probability of Fixation of mutants u ( p

0

)

1

 e

2 Nsp

0

1

 e

2 Ns

Investigate some limits

1. Large population, strong selection: e -2Nsp <<1 -> u(p

0

)~1 (guaranteed to fix)

2. Large population, really weak selection such that 2Nsp

0

<<1: e -2Nsp ~1-2Nsp

0

-> u(p

0

)~2Nsp

0

When one mutant, p

0

=1/N,and u(1/N)~2s

(fixation probability increases linearly with s)

3. Under very weak selection (s->0): e -2Nsp ~1-2Nsp

0

-> u(p

0

)~ p

0

,

When one mutant, p

0

=1/N,and u(1/N)~1/N (same as for pure drift)

All limits check out.

5. Economics Black-Scholes model

Price of stock is like position space (physics) or frequency space (population genetics).

Directional force--general increase in worth of the market, represented by interest rate.

Nondirectional force--random forces in market.

Individual stocks or groups of stock will wander randomly in price. (major insight of this model!

Also, because it shows value of volatility and how to make money from it.)

Assumptions of Black-Scholes

1.

Price follows Brownian motion

2.

It is possible to short sell stock (options)

3.

No arbitrage is possible (no asymmetry of which to take advantage)

4.

Trading is continuous

5.

No transactions costs or taxes

6.

Stock’s price is continuous and can be arbitrarily small

7.

Risk-free interest rate is constant

Results from Black-Scholes

Provides method for calculating fair cost of an option.

Provides method for hedging “bets” and getting riskfree investment that allows one to make money according to the overall growth of the market.



Black-Scholes PDE

V

 t

 

1

2

2

S

2

2

V

S

2

 rS

V

S

 rV

S-stock price

V-option cost r-interest rate

-variance of random process

Impact of this work

One equation, similar concepts, applications to multiple fields with its own set of insights

1.

Fourier developed the heat equation

2.

Brownian motion, Einstein’s greatest achievement?

3.

Applied in cosmology, particle physics, etc.

4.

Huge advance in population genetics, used to study molecular motors, and lots of intracellular processes

5.

1997 Nobel prize in economics for Black-

Scholes

Conclusions

1.

Diffusion equations describe directional and nondirectional forces. (Could also have forces on higher-order moments by extending this.)

2. Because of generality of 1, we can apply them to many different types of problems in many different fields. (Multidisciplinary)

3. Diffusion equations have already proved very useful in physics, biology, and economics.

4. Examples of two types of multidisciplinary science: a. Results from one field directly place constraints on or are utilized by agents in the other field.

b. By the correct choice of analogy between fields, mathematical treatments and results can be used to draw new conclusions and insights within another field.

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