Inferring the Chemotactic Strategy of P. putida and E. coli Using Modified Kramers-Moyal Coefficients
نویسندگان
چکیده
Many bacteria perform a run-and-tumble random walk to explore their surrounding and to perform chemotaxis. In this article we present a novel method to infer the relevant parameters of bacterial motion from experimental trajectories including the tumbling events. We introduce a stochastic model for the orientation angle, where a shot-noise process initiates tumbles, and analytically calculate conditional moments, reminiscent of Kramers-Moyal coefficients. Matching them with the moments calculated from experimental trajectories of the bacteria E. coli and Pseudomonas putida, we are able to infer their respective tumble rates, the rotational diffusion constants, and the distributions of tumble angles in good agreement with results from conventional tumble recognizers. We also define a novel tumble recognizer, which explicitly quantifies the error in recognizing tumbles. In the presence of a chemical gradient we condition the moments on the bacterial direction of motion and thereby explore the chemotaxis strategy. For both bacteria we recover and quantify the classical chemotactic strategy, where the tumble rate is smallest along the chemical gradient. In addition, for E. coli we detect some cells, which bias their mean tumble angle towards smaller values. Our findings are supported by a scaling analysis of appropriate ratios of conditional moments, which are directly calculated from experimental data.
منابع مشابه
Geometric and projection effects in Kramers-Moyal analysis.
Kramers-Moyal coefficients provide a simple and easily visualized method with which to analyze nonlinear stochastic time series. One mechanism that can affect the estimation of the coefficients is geometric projection effects. For some biologically inspired examples, these effects are predicted and explored with a nonstochastic projection operator method and compared with direct numerical simul...
متن کاملLow-sampling-rate Kramers-Moyal coefficients.
We analyze the impact of the sampling interval on the estimation of Kramers-Moyal coefficients. We obtain the finite-time expressions of these coefficients for several standard processes. We also analyze extreme situations such as the independence and no-fluctuation limits that constitute useful references. Our results aim at aiding the proper extraction of information in data-driven analysis.
متن کاملFinite sampling interval effects in Kramers–Moyal analysis
Large sampling intervals can affect reconstruction of Kramers-Moyal coefficients from data. A new method, which is direct, non-stochastic and exact up to numerical accuracy, can estimate these finite-time effects. For the first time, exact finite-time effects are described analytically for special cases; biologically inspired numerical examples are also worked through numerically. The approach ...
متن کاملMarkov analysis and Kramers-Moyal expansion of nonstationary stochastic processes with application to the fluctuations in the oil price.
We describe a general method for analyzing a nonstationary stochastic process X(t) which, unlike many of the previous analysis methods, does not require X(t) to have any scaling feature. The method is used to study the fluctuations in the daily price of oil. It is shown that the returns time series, y(t)=ln[X(t+1)X(t)] , is a stationary and Markov process, characterized by a Markov time scale t...
متن کاملReconstruction of the Deterministic Dynamics of Stochastic Systems
We show that based on the mathematics of Markow processes and in particular based on the definition of Kramers-Moyal coefficients it is possible to estimate the deterministic part of the dynamics for a broad class of nonlinear noisy systems. In particular we show that for different kinds of noise perturbations, including non Langevin force with finite correlation time and independent measuremen...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره 13 شماره
صفحات -
تاریخ انتشار 2017