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Based on my understanding from wikipedia, there is the (RNA) start codon AUG and the stop codons UAA, UGA, UAG. AUG can also encode Methionine, I'm assuming if it appears in the middle of a mRNA sequence.

But is there a chemical reason there are both start and stop codons? Eg, if I only had a stop codon, would that also imply the next codon was start? Are there cases where there is a stop codon and the next codon isn't start?

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Start and stop codons are instructions for the ribosome to start and stop protein synthesis, respectively.

The region between the start and stop codon (inclusive of them) is called ORF (open reading frame) or sometimes CDS (Coding sequence).

Why does ribosome need explicit instructions for start and stop?

Ribosome recognizes an RNA as a mRNA if it has certain features. In bacteria and other prokaryotes there is a region on the mRNA called the Ribosome Binding Site (RBS) that helps in initial recruitment of the ribosome. In eukaryotes there are Kozak consensus sequences that help in identification of a start site. When the ribosome encounters an AUG codon then the initiation reactions take place (there are some proteins called initiation factors that help in this process). The ribosome just keeps moving along the mRNA and producing a polypeptide unless it encounters a stop codon. When it does other proteins called release factors come into play and they dislodge the ribosome from the mRNA.

What about a second AUG codon?

If the ribosome encounters another AUG codon after the start then it would consider it as a codon for methionine. However there are situations when the second AUG can act as an alternative start site. You can see this paper for details.

Why is stop codon essential?

You can imagine a situation where ribosome just goes till the end of mRNA — why stop it? The reason for this is that the mRNA 3' terminus usually has regulatory regions and most importantly poly-A tails (in eukaryotes) that should not be translated. Moreover stop codon also signals the ribosome to dislodge from the mRNA. If such processes didn't exist then ribosome will remain attached to the RNA.

If I only had a stop codon, would that also imply the next codon was start?

No. Because stop codon works only when translation has already started. However it is not essential that the stop codon should be followed by the 3'UTR. Usually in bacteria a single mRNA codes for multiple proteins. There are many ORFs that are lined one after the other; such mRNAs are called polycistronic mRNAs. In these cases there is another start codon a few distance ahead of a previous stop codon.

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Not all the RNA is to be translated into proteins. Actually most of it is for regulation and sometimes unknown use. There are non coding regions before the start codon and after the stop codon. Hence the need for both.

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It is important to have start and stop codons so that the molecular machinery of the cell (ribosome etc.) "know" where the actual transcript starts and ends. This is especially important, since mature mRNA contains untranslated regions which are of regulatory importance. These regions occur on both sides of the coding sequence called 5' and 3'UTR (untranslated region), then you also have the CAP-region and the poly-A tail, see the illustration below (from here):

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You only want the coding sequence between the start and stop translated into a protein and to recognize these borders you need a specific marker. Behind the stop codon is untranslated sequence, not directly the next gene.

Additionally there is a large number of non-coding RNA species, like miRNA, siRNA, lnRNA and so on which fulfill regulatory purposes, play a role in splicing, replication etc. These shall not be translated into a protein (this would probably block the ribosomes and would also cost immense amounts of energy) as they wouldn't give useful proteins.

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Next to helping to define the region for translation on the mRNA, the stop codon also prevents transcripts that have been frame-shifted by a mutation from translating into big proteins, and also helps flagging the mRNA for destruction (nonsense-mediated RNA decay). This is because in random sequence, a codon has 3/64 chance of being a stop codon, so in a frame-shifted gene sequence there suddenly are many. The premature stop codon will prematurely end the first round of translation, but if any machinery for the splicing of the mRNA is still present (it is not at the normal stop codon), the mRNA will be destroyed so it can not generate additional mutated proteins.

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