EVOLUTIONARY DE RHAM-HODGE METHOD
The de Rham-Hodge theory is a landmark of the 20 Century's mathematics and has had a great impact on mathematics, physics, computer science, and engineering. This work introduces an evolutionary de Rham-Hodge method to provide a unified paradigm for the multiscale geometric and topological analysis of evolving manifolds constructed from a filtration, which induces a family of evolutionary de Rham complexes. While the present method can be easily applied to close manifolds, the emphasis is given to more challenging compact manifolds with 2-manifold boundaries, which require appropriate analysis and treatment of boundary conditions on differential forms to maintain proper topological properties. Three sets of unique evolutionary Hodge Laplacians are proposed to generate three sets of topology-preserving singular spectra, for which the multiplicities of zero eigenvalues correspond to exactly the persistent Betti numbers of dimensions 0, 1 and 2. Additionally, three sets of non-zero eigenvalues further reveal both topological persistence and geometric progression during the manifold evolution. Extensive numerical experiments are carried out via the discrete exterior calculus to demonstrate the potential of the proposed paradigm for data representation and shape analysis of both point cloud data and density maps. To demonstrate the utility of the proposed method, the application is considered to the protein B-factor predictions of a few challenging cases for which existing biophysical models break down.
A HYBRID METHOD FOR STIFF REACTION-DIFFUSION EQUATIONS
The second-order implicit integration factor method (IIF2) is effective at solving stiff reaction-diffusion equations owing to its nice stability condition. IIF has previously been applied primarily to systems in which the reaction contained no explicitly time-dependent terms and the boundary conditions were homogeneous. If applied to a system with explicitly time-dependent reaction terms, we find that IIF2 requires prohibitively small time-steps, that are relative to the square of spatial grid sizes, to attain its theoretical second-order temporal accuracy. Although the second-order implicit exponential time differencing (iETD2) method can accurately handle explicitly time-dependent reactions, it is more computationally expensive than IIF2. In this paper, we develop a hybrid approach that combines the advantages of both methods, applying IIF2 to reaction terms that are not explicitly time-dependent and applying iETD2 to those which are. The second-order hybrid IIF-ETD method (hIFE2) inherits the lower complexity of IIF2 and the ability to remain second-order accurate in time for large time-steps from iETD2. Also, it inherits the unconditional stability from IIF2 and iETD2 methods for dealing with the stiffness in reaction-diffusion systems. Through a transformation, hIFE2 can handle nonhomogeneous boundary conditions accurately and efficiently. In addition, this approach can be naturally combined with the compact and array representations of IIF and ETD for systems in higher spatial dimensions. Various numerical simulations containing linear and nonlinear reactions are presented to demonstrate the superior stability, accuracy, and efficiency of the new hIFE method.
STOCHASTIC DYNAMICS OF CELL LINEAGE IN TISSUE HOMEOSTASIS
During epithelium tissue maintenance, lineages of cells differentiate and proliferate in a coordinated way to provide the desirable size and spatial organization of different types of cells. While mathematical models through deterministic description have been used to dissect role of feedback regulations on tissue layer size and stratification, how the stochastic effects influence tissue maintenance remains largely unknown. Here we present a stochastic continuum model for cell lineages to investigate how both layer thickness and layer stratification are affected by noise. We find that the cell-intrinsic noise often causes reduction and oscillation of layer size whereas the cell-extrinsic noise increases the thickness, and sometimes, leads to uncontrollable growth of the tissue layer. The layer stratification usually deteriorates as the noise level increases in the cell lineage systems. Interestingly, the morphogen noise, which mixes both cell-intrinsic noise and cell-extrinsic noise, can lead to larger size of layer with little impact on the layer stratification. By investigating different combinations of the three types of noise, we find the layer thickness variability is reduced when cell-extrinsic noise level is high or morphogen noise level is low. Interestingly, there exists a tradeoff between low thickness variability and strong layer stratification due to competition among the three types of noise, suggesting robust layer homeostasis requires balanced levels of different types of noise in the cell lineage systems.
ASYMPTOTIC BEHAVIOR OF THE STOCHASTIC KELLER-SEGEL EQUATIONS
This paper deals with the asymptotic behavior of the solutions of the non-autonomous one-dimensional stochastic Keller-Segel equations defined in a bounded interval with Neumann boundary conditions. We prove the existence and uniqueness of tempered pullback random attractors under certain conditions. We also establish the convergence of the solutions as well as the pullback random attractors of the stochastic equations as the intensity of noise approaches zero.
DETECTING FEATURES OF EPILEPTOGENESIS IN EEG AFTER TBI USING UNSUPERVISED DIFFUSION COMPONENT ANALYSIS
Epilepsy is among the most common serious disabling disorders of the brain, and the global burden of epilepsy exerts a tremendous cost to society. Most people with epilepsy have acquired forms, and the development of antiepileptogenic interventions could potentially prevent or cure these epilepsies [3, 13]. The discovery of potential antiepileptogenic treatments is currently a high research priority. Clinical validation would require a means to identify populations of patients at particular high risk for epilepsy after a potential epileptogenic insult to know when to treat and to document prevention or cure. We investigate the development of post-traumatic epilepsy (PTE) following traumatic brain injury (TBI), because this condition offers the best opportunity to know the time of onset of epileptogenesis in patients. Epileptogenesis is common after TBI, and because much is known about the physical history of PTE, it represents a near-ideal human model in which to study the process of developing seizures. Using scalp and depth EEG recordings for six patients, the goal of our analysis is to find a way to quantitatively detect features in the EEG that could potentially help predict seizure onset post trauma. Unsupervised Diffusion Component Analysis [5], a novel approach based on the diffusion mapping framework [4], reduces data dimensionality and provides pattern recognition that can be used to distinguish different states of the patient, such as seizures and non-seizure spikes in the EEG. This method is also adapted to the data to enable the extraction of the underlying brain activity. Previous work has shown that such techniques can be useful for seizure prediction [6]. Some new results that demonstrate how this algorithm is used to detect spikes in the EEG data as well as other changes over time are shown. This nonlinear and local network approach has been used to determine if the early occurrences of specific electrical features of epileptogenesis, such as interictal epileptiform activity and morphologic changes in spikes and seizures, during the initial week after TBI predicts the development of PTE.
COMPUTATIONAL METHODS FOR ASYNCHRONOUS BASINS
For a Boolean network we consider asynchronous updates and define the exclusive asynchronous basin of attraction for any steady state or cyclic attractor. An algorithm based on commutative algebra is presented to compute the exclusive basin. Finally its use for targeting desirable attractors by selective intervention on network nodes is illustrated with two examples, one cell signalling network and one sensor network measuring human mobility.
Controlling Stochasticity in Epithelial-Mesenchymal Transition Through Multiple Intermediate Cellular States
Epithelial-mesenchymal transition (EMT) is an instance of cellular plasticity that plays critical roles in development, regeneration and cancer progression. Recent studies indicate that the transition between epithelial and mesenchymal states is a multi-step and reversible process in which several intermediate phenotypes might coexist. These intermediate states correspond to various forms of stem-like cells in the EMT system, but the function of the multi-step transition or the multiple stem cell phenotypes is unclear. Here, we use mathematical models to show that multiple intermediate phenotypes in the EMT system help to attenuate the overall fluctuations of the cell population in terms of phenotypic compositions, thereby stabilizing a heterogeneous cell population in the EMT spectrum. We found that the ability of the system to attenuate noise on the intermediate states depends on the number of intermediate states, indicating the stem-cell population is more stable when it has more sub-states. Our study reveals a novel advantage of multiple intermediate EMT phenotypes in terms of systems design, and it sheds light on the general design principle of heterogeneous stem cell population.
COMPUTATION OF ℛ IN AGE-STRUCTURED EPIDEMIOLOGICAL MODELS WITH MATERNAL AND TEMPORARY IMMUNITY
For infectious diseases such as pertussis, susceptibility is determined by immunity, which is chronological age-dependent. We consider an age-structured epidemiological model that accounts for both passively acquired maternal antibodies that decay and active immunity that wanes, permitting reinfection. The model is a 6-dimensional system of partial differential equations (PDE). By assuming constant rates within each age-group, the PDE system can be reduced to an ordinary differential equation (ODE) system with aging from one age-group to the next. We derive formulae for the effective reproduction number ℛ and provide their biological interpretation in some special cases. We show that the disease-free equilibrium is stable when ℛ < 1 and unstable if ℛ > 1.
A PERIODIC ROSS-MACDONALD MODEL IN A PATCHY ENVIRONMENT
Based on the classical Ross-Macdonald model, in this paper we propose a periodic malaria model to incorporate the effects of temporal and spatial heterogeneity on disease transmission. The temporal heterogeneity is described by assuming that some model coefficients are time-periodic, while the spatial heterogeneity is modeled by using a multi-patch structure and assuming that individuals travel among patches. We calculate the basic reproduction number [Formula: see text] and show that either the disease-free periodic solution is globally asymptotically stable if [Formula: see text] or the positive periodic solution is globally asymptotically stable if [Formula: see text]. Numerical simulations are conducted to confirm the analytical results and explore the effect of travel control on the disease prevalence.
A simple epidemiological model for populations in the wild with Allee effects and disease-modified fitness
The study of the dynamics of human infectious disease using deterministic models is typically carried out under the assumption that a critical mass of individuals is available and involved in the transmission process. However, in the study of animal disease dynamics where demographic considerations often play a significant role, this assumption must be weakened. Models of the dynamics of animal populations often naturally assume that the presence of a minimal number of individuals is essential to avoid extinction. In the ecological literature, this a priori requirement is commonly incorporated as an . The focus here is on the study disease dynamics under the assumption that a critical mass of susceptible individuals is required to guarantee the population's survival. Specifically, the emphasis is on the study of the role of an Allee effect on a Susceptible-Infectious (SI) model where the possibility that susceptible and infected individuals reproduce, with the S-class the best fit. It is further assumed that infected individuals loose some of their ability to compete for resources, the cost imposed by the disease. These features are set in motion in as model as possible. They turn out to lead to a rich set of dynamical outcomes. This model supports the possibility of multi-stability (hysteresis), saddle node and Hopf bifurcations, and catastrophic events (disease-induced extinction). The analyses provide a full picture of the system under disease-free dynamics including disease-induced extinction and proceed to identify required conditions for disease persistence. We conclude that increases in (i) the maximum birth rate of a species, or (ii) in the relative reproductive ability of infected individuals, or (iii) in the competitive ability of a infected individuals at low density levels, or in (iv) the per-capita death rate (including disease-induced) of infected individuals, can stabilize the system (resulting in disease persistence). We further conclude that increases in (a) the Allee effect threshold, or (b) in disease transmission rates, or in (c) the competitive ability of infected individuals at high density levels, can destabilize the system, possibly leading to the eventual collapse of the population. The results obtained from the analyses of this model highlight the significant role that factors like an Allee effect may play on the survival and persistence of animal populations. Scientists involved in biological conservation and pest management or interested in finding sustainability solutions, may find these results of this study compelling enough to suggest additional focused research on the role of disease in the regulation and persistence of animal populations. The risk faced by endangered species may turn out to be a lot higher than initially thought.
Using Fractal Geometry and Universal Growth Curves as Diagnostics for Comparing Tumor Vasculature and Metabolic Rate With Healthy Tissue and for Predicting Responses to Drug Therapies
Healthy vasculature exhibits a hierarchical branching structure in which, on average, vessel radius and length change systematically with branching order. In contrast, tumor vasculature exhibits less hierarchy and more variability in its branching patterns. Although differences in vasculature have been highlighted in the literature, there has been very little quantification of these differences. Fractal analysis is a natural tool for comparing tumor and healthy vasculature, especially because it has already been used extensively to model healthy tissue. In this paper, we provide a fractal analysis of existing vascular data, and we present a new mathematical framework for predicting tumor growth trajectories by coupling: (1) the fractal geometric properties of tumor vascular networks, (2) metabolic properties of tumor cells and host vascular systems, and (3) spatial gradients in resources and metabolic states within the tumor. First, we provide a new analysis for how the mean and variation of scaling exponents for ratios of vessel radii and lengths in tumors differ from healthy tissue. Next, we use these characteristic exponents to predict metabolic rates for tumors. Finally, by combining this analysis with general growth equations based on energetics, we derive universal growth curves that enable us to compare tumor and ontogenetic growth. We also extend these growth equations to include necrotic, quiescent, and proliferative cell states and to predict novel growth dynamics that arise when tumors are treated with drugs. Taken together, this mathematical framework will help to anticipate and understand growth trajectories across tumor types and drug treatments.
ROBUSTNESS OF MORPHOGEN GRADIENTS WITH "BUCKET BRIGADE" TRANSPORT THROUGH MEMBRANE-ASSOCIATED NON-RECEPTORS
Robust multiple-fate morphogen gradients are essential for embryo development. Here, we analyze mathematically a model of morphogen gradient (such as Dpp in Drosophila wing imaginal disc) formation in the presence of non-receptors with both diffusion of free morphogens and the movement of morphogens bound to non-receptors. Under the assumption of rapid degradation of unbound morphogen, we introduce a method of functional boundary value problem and prove the existence, uniqueness and linear stability of a biologically acceptable steady-state solution. Next, we investigate the robustness of this steady-state solution with respect to significant changes in the morphogen synthesis rate. We prove that the model is able to produce robust biological morphogen gradients when production and degradation rates of morphogens are large enough and non-receptors are abundant. Our results provide mathematical and biological insight to a mechanism of achieving stable robust long distance morphogen gradients. Key elements of this mechanism are rapid turnover of morphogen to non-receptors of neighoring cells resulting in significant degradation and transport of non-receptor-morphogen complexes, the latter moving downstream through a "bucket brigade" process.
SPREADING SPEEDS AND TRAVELING WAVES FOR NON-COOPERATIVE INTEGRO-DIFFERENCE SYSTEMS
The study of spatially explicit integro-difference systems when the local population dynamics are given in terms of discrete-time generations models has gained considerable attention over the past two decades. These nonlinear systems arise naturally in the study of the spatial dispersal of organisms. The brunt of the research on these systems, particularly, when dealing with systems, has focused on the study of the existence of traveling wave solutions and the characterization of their spreading speed. Here, we characterize the minimum propagation (spreading) speed, via the convergence of initial data to wave solutions, for a large class of nonlinear systems of integro-difference equations. The spreading speed turns out to be the slowest speed from a family of non-constant traveling wave solutions. The applicability of these theoretical results is illustrated through the explicit study of an integro-difference system with population dynamics governed by Hassell and Comins' non-cooperative competition model (1976). The corresponding integro-difference nonlinear systems that results from the redistribution of individuals via a dispersal kernel is shown to satisfy conditions that guarantee the existence of minimum speeds and traveling waves. This paper is dedicated to Avner Friedman as we celebrate his immense contributions to the fields of partial differential equations, integral equations, mathematical biology, industrial mathematics and applied mathematics in general. His leadership in the mathematical sciences and his mentorship of students and friends over several decades has made a huge difference in the personal and professional lives of many, including both of us.
AN AUGMENTED IMMERSED INTERFACE METHOD FOR MOVING STRUCTURES WITH MASS
We present an augmented immersed interface method for simulating the dynamics of a deformable structure with mass in an incompressible fluid. The fluid is modeled by the Navier-Stokes equations in two dimensions. The acceleration of the structure due to mass is coupled with the flow velocity and the pressure. The surface tension of the structure is assumed to be a constant for simplicity. In our method, we treat the unknown acceleration as the only augmented variable so that the augmented immersed interface method can be applied. We use a modified projection method that can enforce the pressure jump conditions corresponding to the unknown acceleration. The acceleration must match the flow acceleration along the interface. The proposed augmented method is tested against an exact solution with a stationary interface. It shows that the augmented method has a second order of convergence in space. The dynamics of a deformable circular structure with mass is also investigated. It shows that the fluid-structure system has bi-stability: a stationary state for a smaller Reynolds number and an oscillatory state for a larger Reynolds number. The observation agrees with those in the literature.
SOME NEW FINITE DIFFERENCE METHODS FOR HELMHOLTZ EQUATIONS ON IRREGULAR DOMAINS OR WITH INTERFACES
Solving a Helmholtz equation Δu + λu = f efficiently is a challenge for many applications. For example, the core part of many efficient solvers for the incompressible Navier-Stokes equations is to solve one or several Helmholtz equations. In this paper, two new finite difference methods are proposed for solving Helmholtz equations on irregular domains, or with interfaces. For Helmholtz equations on irregular domains, the accuracy of the numerical solution obtained using the existing augmented immersed interface method (AIIM) may deteriorate when the magnitude of λ is large. In our new method, we use a level set function to extend the source term and the PDE to a larger domain before we apply the AIIM. For Helmholtz equations with interfaces, a new maximum principle preserving finite difference method is developed. The new method still uses the standard five-point stencil with modifications of the finite difference scheme at irregular grid points. The resulting coefficient matrix of the linear system of finite difference equations satisfies the sign property of the discrete maximum principle and can be solved efficiently using a multigrid solver. The finite difference method is also extended to handle temporal discretized equations where the solution coefficient λ is inversely proportional to the mesh size.
ROBUSTNESS OF SIGNALING GRADIENT IN DROSOPHILA WING IMAGINAL DISC
Quasi-stable gradients of signaling protein molecules (known as morphogens or ligands) bound to cell receptors are known to be responsible for differential cell signaling and gene expressions. From these follow different stable cell fates and visually patterned tissues in biological development. Recent studies have shown that the relevant basic biological processes yield gradients that are sensitive to small changes in system characteristics (such as expression level of morphogens or receptors) or environmental conditions (such as temperature changes). Additional biological activities must play an important role in the high level of robustness observed in embryonic patterning for example. It is natural to attribute observed robustness to various type of feedback control mechanisms. However, our own simulation studies have shown that feedback control is neither necessary nor sufficient for robustness of the morphogen decapentaplegic (Dpp) gradient in wing imaginal disc of Drosophilas. Furthermore, robustness can be achieved by substantial binding of the signaling morphogen Dpp with nonsignaling cell surface bound molecules (such as heparan sulfate proteoglygans) and degrading the resulting complexes at a sufficiently rapid rate. The present work provides a theoretical basis for the results of our numerical simulation studies.
MATHEMATICAL MODELS OF SUBCUTANEOUS INJECTION OF INSULIN ANALOGUES: A MINI-REVIEW
In the last three decades, several models relevant to the subcutaneous injection of insulin analogues have appeared in the literature. Most of them model the absorption of insulin analogues in the injection depot and then compute the plasma insulin concentration. The most recent systemic models directly simulate the plasma insulin dynamics. These models have been and/or can be applied to the technology of the insulin pump or to the coming closed-loop systems, also known as the artificial pancreas. In this paper, we selectively review these models in detail and at point out that these models provide key building blocks for some important endeavors into physiological questions of insulin secretion and action. For example, it is not clear at this time whether or not picomolar doses of insulin are found near the islets and there is no experimental method to assess this in vivo. This is of interest because picomolar concentrations of insulin have been found to be effective at blocking beta-cell death and increasing beta-cell growth in recent cell culture experiments.
EVALUATION OF INTERFACIAL FLUID DYNAMICAL STRESSES USING THE IMMERSED BOUNDARY METHOD
The goal of this paper is to examine the evaluation of interfacial stresses using a standard, finite difference based, immersed boundary method (IMBM). This calculation is not trivial for two fundamental reasons. First, the immersed boundary is represented by a localized boundary force which is distributed to the underlying fluid grid by a discretized delta function. Second, this discretized delta function is used to impose a spatially averaged no-slip condition at the immersed boundary. These approximations can cause errors in interpolating stresses near the immersed boundary.To identify suitable methods for evaluating stresses, we investigate three model flow problems at very low Reynolds numbers. We compare the results of the immersed boundary calculations to those achieved by the boundary element method (BEM). The stress on an immersed boundary may be calculated either by direct evaluation of the fluid stress (FS) tensor or, for the stress jump, by direct evaluation of the locally distributed boundary force (wall stress or WS). Our first model problem is Poiseuille channel flow. Using an analytical solution of the immersed boundary formulation in this simple case, we demonstrate that FS calculations should be evaluated at a distance of approximately one grid spacing inward from the immersed boundary. For a curved immersed boundary we present a procedure for selecting representative interfacial fluid stresses using the concepts from the Poiseuille flow test problem. For the final two model problems, steady state flow over a bump in a channel and unsteady peristaltic pumping, we present an 'exclusion filtering' technique for accurately measuring stresses. Using this technique, these studies show that the immersed boundary method can provide reliable approximations to interfacial stresses.
ADAPTIVE METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS VIA NATURAL EMBEDDINGS AND REJECTION SAMPLING WITH MEMORY
Adaptive time-stepping with high-order embedded Runge-Kutta pairs and rejection sampling provides efficient approaches for solving differential equations. While many such methods exist for solving deterministic systems, little progress has been made for stochastic variants. One challenge in developing adaptive methods for stochastic differential equations (SDEs) is the construction of embedded schemes with direct error estimates. We present a new class of embedded stochastic Runge-Kutta (SRK) methods with strong order 1.5 which have a natural embedding of strong order 1.0 methods. This allows for the derivation of an error estimate which requires no additional function evaluations. Next we derive a general method to reject the time steps without losing information about the future Brownian path termed Rejection Sampling with Memory (RSwM). This method utilizes a stack data structure to do rejection sampling, costing only a few floating point calculations. We show numerically that the methods generate statistically-correct and tolerance-controlled solutions. Lastly, we show that this form of adaptivity can be applied to systems of equations, and demonstrate that it solves a stiff biological model 12.28x faster than common fixed timestep algorithms. Our approach only requires the solution to a bridging problem and thus lends itself to natural generalizations beyond SDEs.
