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Adipose tissue–derived mesenchymal stem cells (AT-MSCs) are currently used for bone tissue engineering. AT-MSCs undergoing osteogenic differentiation respond to mechanical loading with increased cyclooxygenase-2 gene expression, a key enzyme in prostaglandin (PG) synthesis. PGs are potent multifunctional regulators in bone, exhibiting stimulatory and inhibitory effects on bone formation and resorption. PGE₂, but not PGI₂ or PGF_2α, recruits osteoprogenitors from the bone marrow space and influences their differentiation. We hypothesize that PGE₂, PGI₂, and PGF_2α may differentially regulate osteogenic differentiation of human AT-MSCs. PGE₂, PGI₂, and PGF_2α (0.01–10 μM) affected osteogenic differentiation, but not proliferation of AT-MSCs after 4–14 days. Only PGF_2α (0.01–10 μM) increased alkaline phosphatase (ALP) activity at day 4. PGE₂ (10 μM), PGI₂ (0.01–10 μM), and PGF_2α (10 μM) decreased ALP activity, whereas PGF_2α (0.1 μM) increased ALP activity at day 14. PGF_2α (0.01–0.1 μM) and PGI₂ (0.01 μM) upregulated osteopontin gene expression, and PGF_2α (0.01 μM) upregulated α1(I)procollagen gene expression at day 4. PGE₂ and PGF_2α (10 μM) at day 4 and PGF_2α (1 μM) at day 14 downregulated runt-related transcription factor-2 gene expression. We conclude that PGE₂, PGI₂, and PGF_2α differentially affect osteogenic differentiation of AT-MSCs, with PGF_2α being the most potent. Thus, locally produced PGF_2α might be most beneficial in promoting osteogenic differentiation of AT-MSCs, resulting in enhanced bone formation for bone tissue engineering.