Corrected mean-field models for spatially-dependent advection-diffusion-reaction phenomena

In the exclusion-process literature, mean-field models are often derived by assuming that the occupancy status of lattice sites is independent. Although this assumption is questionable, it is the foundation of many mean-field models. In this work we develop methods to relax the independence assumption for a range of discrete exclusion process-based mechanisms motivated by applications from cell biology. Previous investigations that focussed on relaxing the independence assumption have been limited to studying initially-uniform populations and ignored any spatial variations. By ignoring spatial variations these previous studies were greatly simplified due to translational invariance of the lattice. These previous corrected mean-field models could not be applied to many important problems in cell biology such as invasion waves of cells that are characterised by moving fronts. Here we propose generalised methods that relax the independence assumption for spatially inhomogeneous problems, leading to corrected mean-field descriptions of a range of exclusion process-based models that incorporate (i) unbiased motility, (ii) biased motility, and (iii) unbiased motility with agent birth and death processes. The corrected mean-field models derived here are applicable to spatially variable processes including invasion wave type problems. We show that there can be large deviations between simulation data and traditional mean-field models based on invoking the independence assumption. Furthermore, we show that the corrected mean-field models give an improved match to the simulation data in all cases considered.

Solution methods for advection-diffusion-reaction equations on growing domains and subdomains, with application to modelling skin substitutes

Problems involving the solution of advection-diffusion-reaction equations on domains and subdomains whose growth affects and is affected by these equations, commonly arise in developmental biology. Here, a mathematical framework for these situations, together with methods for obtaining spatio-temporal solutions and steady states of models built from this framework, is presented. The framework and methods are applied to a recently published model of epidermal skin substitutes. Despite the use of Eulerian schemes, excellent agreement is obtained between the numerical spatio-temporal, numerical steady state, and analytical solutions of the model.

Critical time scales for advection–diffusion–reaction processes

The concept of local accumulation time (LAT) was introduced by Berezhkovskii and coworkers in 2010–2011 to give a finite measure of the time required for the transient solution of a reaction–diffusion equation to approach the steady–state solution (Biophys J. 99, L59 (2010); Phys Rev E. 83, 051906 (2011)). Such a measure is referred to as a critical time. Here, we show that LAT is, in fact, identical to the concept of mean action time (MAT) that was first introduced by McNabb in 1991 (IMA J Appl Math. 47, 193 (1991)). Although McNabb’s initial argument was motivated by considering the mean particle lifetime (MPLT) for a linear death process, he applied the ideas to study diffusion. We extend the work of these authors by deriving expressions for the MAT for a general one–dimensional linear advection–diffusion–reaction problem. Using a combination of continuum and discrete approaches, we show that MAT and MPLT are equivalent for certain uniform–to-uniform transitions; these results provide a practical interpretation for MAT, by directly linking the stochastic microscopic processes to a meaningful macroscopic timescale. We find that for more general transitions, the equivalence between MAT and MPLT does not hold. Unlike other critical time definitions, we show that it is possible to evaluate the MAT without solving the underlying partial differential equation (pde). This makes MAT a simple and attractive quantity for practical situations. Finally, our work explores the accuracy of certain approximations derived using the MAT, showing that useful approximations for nonlinear kinetic processes can be obtained, again without treating the governing pde directly.

Electron diffusion and back reaction in dye-sensitized solar cells : the effect of nonlinear recombination kinetics

The electron collection efficiency in dye-sensitized solar cells (DSCs) is usually related to the electron diffusion length, L = (Dτ)^1/2, where D is the diffusion coefficient of mobile electrons and τ is their lifetime, which is determined by electron transfer to the redox electrolyte. Analysis of incident photon-to-current efficiency (IPCE) spectra for front and rear illumination consistently gives smaller values of L than those derived from small amplitude methods. We show that the IPCE analysis is incorrect if recombination is not first-order in free electron concentration, and we demonstrate that the intensity dependence of the apparent L derived by first-order analysis of IPCE measurements and the voltage dependence of L derived from perturbation experiments can be fitted using the same reaction order, γ ≈ 0.8. The new analysis presented in this letter resolves the controversy over why L values derived from small amplitude methods are larger than those obtained from IPCE data.

Novel numerical methods for time-space fractional reaction diffusion equations in two dimensions

We consider time-space fractional reaction diffusion equations in two dimensions. This equation is obtained from the standard reaction diffusion equation by replacing the first order time derivative with the Caputo fractional derivative, and the second order space derivatives with the fractional Laplacian. Using the matrix transfer technique proposed by Ilic, Liu, Turner and Anh [Fract. Calc. Appl. Anal., 9:333--349, 2006] and the numerical solution strategy used by Yang, Turner, Liu, and Ilic [SIAM J. Scientific Computing, 33:1159--1180, 2011], the solution of the time-space fractional reaction diffusion equations in two dimensions can be written in terms of a matrix function vector product $f(A)b$ at each time step, where $A$ is an approximate matrix representation of the standard Laplacian. We use the finite volume method over unstructured triangular meshes to generate the matrix $A$, which is therefore non-symmetric. However, the standard Lanczos method for approximating $f(A)b$ requires that $A$ is symmetric. We propose a simple and novel transformation in which the standard Lanczos method is still applicable to find $f(A)b$, despite the loss of symmetry. Numerical results are presented to verify the accuracy and efficiency of our newly proposed numerical solution strategy.

Computationally efficient methods for solving time-variable-order time-space fractional reaction-diffusion equation

Fractional differential equations are becoming more widely accepted as a powerful tool in modelling anomalous diffusion, which is exhibited by various materials and processes. Recently, researchers have suggested that rather than using constant order fractional operators, some processes are more accurately modelled using fractional orders that vary with time and/or space. In this paper we develop computationally efficient techniques for solving time-variable-order time-space fractional reaction-diffusion equations (tsfrde) using the finite difference scheme. We adopt the Coimbra variable order time fractional operator and variable order fractional Laplacian operator in space where both orders are functions of time. Because the fractional operator is nonlocal, it is challenging to efficiently deal with its long range dependence when using classical numerical techniques to solve such equations. The novelty of our method is that the numerical solution of the time-variable-order tsfrde is written in terms of a matrix function vector product at each time step. This product is approximated efficiently by the Lanczos method, which is a powerful iterative technique for approximating the action of a matrix function by projecting onto a Krylov subspace. Furthermore an adaptive preconditioner is constructed that dramatically reduces the size of the required Krylov subspaces and hence the overall computational cost. Numerical examples, including the variable-order fractional Fisher equation, are presented to demonstrate the accuracy and efficiency of the approach.

A note on a reaction-diffusion model describing the bone morphogen protein gradient in Drosophila embryonic patterning

In this article, we consider the Eldar model [3] from embryology in which a bone morphogenic protein, a short gastrulation protein, and their compound react and diffuse. We carry out a perturbation analysis in the limit of small diffusivity of the bone morphogenic protein. This analysis establishes conditions under which some elementary results of [3] are valid.

A preconditioned Lanczos method for space-fractional reaction-diffusion equations on two-dimensional unstructured meshes

We consider a two-dimensional space-fractional reaction diffusion equation with a fractional Laplacian operator and homogeneous Neumann boundary conditions. The finite volume method is used with the matrix transfer technique of Ilić et al. (2006) to discretise in space, yielding a system of equations that requires the action of a matrix function to solve at each timestep. Rather than form this matrix function explicitly, we use Krylov subspace techniques to approximate the action of this matrix function. Specifically, we apply the Lanczos method, after a suitable transformation of the problem to recover symmetry. To improve the convergence of this method, we utilise a preconditioner that deflates the smallest eigenvalues from the spectrum. We demonstrate the efficiency of our approach for a fractional Fisher’s equation on the unit disk.

A simplified approach for calculating the moments of action for linear reaction-diffusion equations

The mean action time is the mean of a probability density function that can be interpreted as a critical time, which is a finite estimate of the time taken for the transient solution of a reaction-diffusion equation to effectively reach steady state. For high-variance distributions, the mean action time under-approximates the critical time since it neglects to account for the spread about the mean. We can improve our estimate of the critical time by calculating the higher moments of the probability density function, called the moments of action, which provide additional information regarding the spread about the mean. Existing methods for calculating the nth moment of action require the solution of n nonhomogeneous boundary value problems which can be difficult and tedious to solve exactly. Here we present a simplified approach using Laplace transforms which allows us to calculate the nth moment of action without solving this family of boundary value problems and also without solving for the transient solution of the underlying reaction-diffusion problem. We demonstrate the generality of our method by calculating exact expressions for the moments of action for three problems from the biophysics literature. While the first problem we consider can be solved using existing methods, the second problem, which is readily solved using our approach, is intractable using previous techniques. The third problem illustrates how the Laplace transform approach can be used to study coupled linear reaction-diffusion equations.

A finite volume method with linearisation in time for the solution of advection-reaction-diffusion systems

The numerical solution in one space dimension of advection--reaction--diffusion systems with nonlinear source terms may invoke a high computational cost when the presently available methods are used. Numerous examples of finite volume schemes with high order spatial discretisations together with various techniques for the approximation of the advection term can be found in the literature. Almost all such techniques result in a nonlinear system of equations as a consequence of the finite volume discretisation especially when there are nonlinear source terms in the associated partial differential equation models. This work introduces a new technique that avoids having such nonlinear systems of equations generated by the spatial discretisation process when nonlinear source terms in the model equations can be expanded in positive powers of the dependent function of interest. The basis of this method is a new linearisation technique for the temporal integration of the nonlinear source terms as a supplementation of a more typical finite volume method. The resulting linear system of equations is shown to be both accurate and significantly faster than methods that necessitate the use of solvers for nonlinear system of equations.