Mathematical modelling of controlled drug release from polymer micro-spheres : incorporating the effects of swelling, diffusion and dissolution via moving boundary problems

Controlled drug delivery is a key topic in modern pharmacotherapy, where controlled drug delivery devices are required to prolong the period of release, maintain a constant release rate, or release the drug with a predetermined release profile. In the pharmaceutical industry, the development process of a controlled drug delivery device may be facilitated enormously by the mathematical modelling of drug release mechanisms, directly decreasing the number of necessary experiments. Such mathematical modelling is difficult because several mechanisms are involved during the drug release process. The main drug release mechanisms of a controlled release device are based on the device’s physiochemical properties, and include diffusion, swelling and erosion. In this thesis, four controlled drug delivery models are investigated. These four models selectively involve the solvent penetration into the polymeric device, the swelling of the polymer, the polymer erosion and the drug diffusion out of the device but all share two common key features. The first is that the solvent penetration into the polymer causes the transition of the polymer from a glassy state into a rubbery state. The interface between the two states of the polymer is modelled as a moving boundary and the speed of this interface is governed by a kinetic law. The second feature is that drug diffusion only happens in the rubbery region of the polymer, with a nonlinear diffusion coefficient which is dependent on the concentration of solvent. These models are analysed by using both formal asymptotics and numerical computation, where front-fixing methods and the method of lines with finite difference approximations are used to solve these models numerically. This numerical scheme is conservative, accurate and easily implemented to the moving boundary problems and is thoroughly explained in Section 3.2. From the small time asymptotic analysis in Sections 5.3.1, 6.3.1 and 7.2.1, these models exhibit the non-Fickian behaviour referred to as Case II diffusion, and an initial constant rate of drug release which is appealing to the pharmaceutical industry because this indicates zeroorder release. The numerical results of the models qualitatively confirms the experimental behaviour identified in the literature. The knowledge obtained from investigating these models can help to develop more complex multi-layered drug delivery devices in order to achieve sophisticated drug release profiles. A multi-layer matrix tablet, which consists of a number of polymer layers designed to provide sustainable and constant drug release or bimodal drug release, is also discussed in this research. The moving boundary problem describing the solvent penetration into the polymer also arises in melting and freezing problems which have been modelled as the classical onephase Stefan problem. The classical one-phase Stefan problem has unrealistic singularities existed in the problem at the complete melting time. Hence we investigate the effect of including the kinetic undercooling to the melting problem and this problem is called the one-phase Stefan problem with kinetic undercooling. Interestingly we discover the unrealistic singularities existed in the classical one-phase Stefan problem at the complete melting time are regularised and also find out the small time behaviour of the one-phase Stefan problem with kinetic undercooling is different to the classical one-phase Stefan problem from the small time asymptotic analysis in Section 3.3. In the case of melting very small particles, it is known that surface tension effects are important. The effect of including the surface tension to the melting problem for nanoparticles (no kinetic undercooling) has been investigated in the past, however the one-phase Stefan problem with surface tension exhibits finite-time blow-up. Therefore we investigate the effect of including both the surface tension and kinetic undercooling to the melting problem for nanoparticles and find out the the solution continues to exist until complete melting. The investigation of including kinetic undercooling and surface tension to the melting problems reveals more insight into the regularisations of unphysical singularities in the classical one-phase Stefan problem. This investigation gives a better understanding of melting a particle, and contributes to the current body of knowledge related to melting and freezing due to heat conduction.

Mathematical models of bubble evolution in a Hele-Shaw Cell

This thesis concerns the mathematical model of moving fluid interfaces in a Hele-Shaw cell: an experimental device in which fluid flow is studied by sandwiching the fluid between two closely separated plates. Analytic and numerical methods are developed to gain new insights into interfacial stability and bubble evolution, and the influence of different boundary effects is examined. In particular, the properties of the velocity-dependent kinetic undercooling boundary condition are analysed, with regard to the selection of only discrete possible shapes of travelling fingers of fluid, the formation of corners on the interface, and the interaction of kinetic undercooling with the better known effect of surface tension. Explicit solutions to the problem of an expanding or contracting ring of fluid are also developed.

Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise

There has been considerable recent work on the development of energy conserving one-step methods that are not symplectic. Here we extend these ideas to stochastic Hamiltonian problems with additive noise and show that there are classes of Runge-Kutta methods that are very effective in preserving the expectation of the Hamiltonian, but care has to be taken in how the Wiener increments are sampled at each timestep. Some numerical simulations illustrate the performance of these methods.

Comparing methods for modelling spreading cell fronts

Spreading cell fronts play an essential role in many physiological processes. Classically, models of this process are based on the Fisher-Kolmogorov equation; however, such continuum representations are not always suitable as they do not explicitly represent behaviour at the level of individual cells. Additionally, many models examine only the large time asymptotic behaviour, where a travelling wave front with a constant speed has been established. Many experiments, such as a scratch assay, never display this asymptotic behaviour, and in these cases the transient behaviour must be taken into account. We examine the transient and asymptotic behaviour of moving cell fronts using techniques that go beyond the continuum approximation via a volume-excluding birth-migration process on a regular one-dimensional lattice. We approximate the averaged discrete results using three methods: (i) mean-field, (ii) pair-wise, and (iii) one-hole approximations. We discuss the performace of these methods, in comparison to the averaged discrete results, for a range of parameter space, examining both the transient and asymptotic behaviours. The one-hole approximation, based on techniques from statistical physics, is not capable of predicting transient behaviour but provides excellent agreement with the asymptotic behaviour of the averaged discrete results, provided that cells are proliferating fast enough relative to their rate of migration. The mean-field and pair-wise approximations give indistinguishable asymptotic results, which agree with the averaged discrete results when cells are migrating much more rapidly than they are proliferating. The pair-wise approximation performs better in the transient region than does the mean-field, despite having the same asymptotic behaviour. Our results show that each approximation only works in specific situations, thus we must be careful to use a suitable approximation for a given system, otherwise inaccurate predictions could be made.

Jacobian-free Newton-Krylov methods with GPU acceleration for computing nonlinear ship wave patterns

The nonlinear problem of steady free-surface flow past a submerged source is considered as a case study for three-dimensional ship wave problems. Of particular interest is the distinctive wedge-shaped wave pattern that forms on the surface of the fluid. By reformulating the governing equations with a standard boundary-integral method, we derive a system of nonlinear algebraic equations that enforce a singular integro-differential equation at each midpoint on a two-dimensional mesh. Our contribution is to solve the system of equations with a Jacobian-free Newton-Krylov method together with a banded preconditioner that is carefully constructed with entries taken from the Jacobian of the linearised problem. Further, we are able to utilise graphics processing unit acceleration to significantly increase the grid refinement and decrease the run-time of our solutions in comparison to schemes that are presently employed in the literature. Our approach provides opportunities to explore the nonlinear features of three-dimensional ship wave patterns, such as the shape of steep waves close to their limiting configuration, in a manner that has been possible in the two-dimensional analogue for some time.

A comparison of finite difference and finite volume methods for solving the space-fractional advection-dispersion equation with variable coefficients

Transport processes within heterogeneous media may exhibit non- classical diffusion or dispersion which is not adequately described by the classical theory of Brownian motion and Fick’s law. We consider a space-fractional advection-dispersion equation based on a fractional Fick’s law. Zhang et al. [Water Resources Research, 43(5)(2007)] considered such an equation with variable coefficients, which they dis- cretised using the finite difference method proposed by Meerschaert and Tadjeran [Journal of Computational and Applied Mathematics, 172(1):65-77 (2004)]. For this method the presence of variable coef- ficients necessitates applying the product rule before discretising the Riemann–Liouville fractional derivatives using standard and shifted Gru ̈nwald formulas, depending on the fractional order. As an alternative, we propose using a finite volume method that deals directly with the equation in conservative form. Fractionally-shifted Gru ̈nwald formulas are used to discretise the Riemann–Liouville fractional derivatives at control volume faces, eliminating the need for product rule expansions. We compare the two methods for several case studies, highlighting the convenience of the finite volume approach.

Novel sequential methods in dose-finding designs : extensions of the continual reassessment method

Dose-finding trials are a form of clinical data collection process in which the primary objective is to estimate an optimum dose of an investigational new drug when given to a patient. This thesis develops and explores three novel dose-finding design methodologies. All design methodologies presented in this thesis are pragmatic. They use statistical models, incorporate clinicians' prior knowledge efficiently, and prematurely stop a trial for safety or futility reasons. Designing actual dose-finding trials using these methodologies will minimize practical difficulties, improve efficiency of dose estimation, be flexible to stop early and reduce possible patient discomfort or harm.

A survey of control allocation methods for underwater vehicles

A control allocation system implements a function that maps the desired control forces generated by the vehicle motion controller into the commands of the different actuators. In this article, a survey of control allocation methods for over-actuated underwater vehicles is presented. The methods are applicable for both surface vessels and underwater vehicles. The paper presents a survey of control allocation methods with focus on mathematical representation and solvability of thruster allocation problems. The paper is useful for university students and engineers who want to get an overview of state-of-the art control allocation methods as well as advance methods to solve more complex problems.

Part 1 MOO methods for multidisciplinary design using parallel evolutionary algorithms, game theory and hierarchical topology. (Part 1.) Theoretical aspects

Two lecture notes describe recent developments of evolutionary multi objective optimization (MO) techniques in detail and their advantages and drawbacks compared to traditional deterministic optimisers. The role of Game Strategies (GS), such as Pareto, Nash or Stackelberg games as companions or pre-conditioners of Multi objective Optimizers is presented and discussed on simple mathematical functions in Part I , as well as their implementations on simple aeronautical model optimisation problems on the computer using a friendly design framework in Part II. Real life (robust) design applications dealing with UAVs systems or Civil Aircraft and using the EAs and Game Strategies combined material of Part I & Part II are solved and discussed in Part III providing the designer new compromised solutions useful to digital aircraft design and manufacturing. Many details related to Lectures notes Part I, Part II and Part III can be found by the reader in [68].

A comparison of spatially explicit landscape representation methods and their relationship to stream condition

1. Biodiversity, water quality and ecosystem processes in streams are known to be influenced by the terrestrial landscape over a range of spatial and temporal scales. Lumped attributes (i.e. per cent land use) are often used to characterise the condition of the catchment; however, they are not spatially explicit and do not account for the disproportionate influence of land located near the stream or connected by overland flow. 2. We compared seven landscape representation metrics to determine whether accounting for the spatial proximity and hydrological effects of land use can be used to account for additional variability in indicators of stream ecosystem health. The landscape metrics included the following: a lumped metric, four inverse-distance-weighted (IDW) metrics based on distance to the stream or survey site and two modified IDW metrics that also accounted for the level of hydrologic activity (HA-IDW). Ecosystem health data were obtained from the Ecological Health Monitoring Programme in Southeast Queensland, Australia and included measures of fish, invertebrates, physicochemistry and nutrients collected during two seasons over 4 years. Linear models were fitted to the stream indicators and landscape metrics, by season, and compared using an information-theoretic approach. 3. Although no single metric was most suitable for modelling all stream indicators, lumped metrics rarely performed as well as other metric types. Metrics based on proximity to the stream (IDW and HA-IDW) were more suitable for modelling fish indicators, while the HA-IDW metric based on proximity to the survey site generally outperformed others for invertebrates, irrespective of season. There was consistent support for metrics based on proximity to the survey site (IDW or HA-IDW) for all physicochemical indicators during the dry season, while a HA-IDW metric based on proximity to the stream was suitable for five of the six physicochemical indicators in the post-wet season. Only one nutrient indicator was tested and results showed that catchment area had a significant effect on the relationship between land use metrics and algal stable isotope ratios in both seasons. 4. Spatially explicit methods of landscape representation can clearly improve the predictive ability of many empirical models currently used to study the relationship between landscape, habitat and stream condition. A comparison of different metrics may provide clues about causal pathways and mechanistic processes behind correlative relationships and could be used to target restoration efforts strategically.

Using mathematical modelling to evaluate drivers and predict trajectories of HIV and STI epidemics in South East Asian and Australian populations

Objective To evaluate the potential impact of the current global economic crisis (GEC) on the spread of HIV. Design To evaluate the impact of the economic downturn we studied two distinct HIV epidemics in Southeast Asia: the generalized epidemic in Cambodia where incidence is declining and the epidemic in Papua New Guinea (PNG) which is in an expansion phase. Methods Major HIV-related risk factors that may change due to the GEC were identified and a dynamic mathematical transmission model was developed and used to forecast HIV prevalence, diagnoses, and incidence in Cambodia and PNG over the next 3 years. Results In Cambodia, the total numbers of HIV diagnoses are not expected to be largely affected. However, an estimated increase of up to 10% in incident cases of HIV, due to potential changes in behavior, may not be observed by the surveillance system. In PNG, HIV incidence and diagnoses could be more affected by the GEC, resulting in respective increases of up to 17% and 11% over the next 3 years. Decreases in VCT and education programs are the factors that may be of greatest concern in both settings. A reduction in the rollout of antiretroviral therapy could increase the number of AIDS-related deaths (by up to 7.5% after 3 years). Conclusions The GEC is likely to have a modest impact on HIV epidemics. However, there are plausible conditions under which the economic downturns can noticeably influence epidemic trends. This study highlights the high importance of maintaining funding for HIV programs.

Part 2. MOO methods for multidisciplinary design using parallel evolutionary algorithms, game theory and hierarchical topology. (Part 2.) Numerical aspects and implementation of model test cases

These lecture notes describe the use and implementation of a framework in which mathematical as well as engineering optimisation problems can be analysed. The foundations of the framework and algorithms described -Hierarchical Asynchronous Parallel Evolutionary Algorithms (HAPEAs) - lie upon traditional evolution strategies and incorporate the concepts of a multi-objective optimisation, hierarchical topology, asynchronous evaluation of candidate solutions , parallel computing and game strategies. In a step by step approach, the numerical implementation of EAs and HAPEAs for solving multi criteria optimisation problems is conducted providing the reader with the knowledge to reproduce these hand on training in his – her- academic or industrial environment.

Computational strategies for surface fitting using thin plate spline finite element methods

Thin plate spline finite element methods are used to fit a surface to an irregularly scattered dataset [S. Roberts, M. Hegland, and I. Altas. Approximation of a Thin Plate Spline Smoother using Continuous Piecewise Polynomial Functions. SIAM, 1:208--234, 2003]. The computational bottleneck for this algorithm is the solution of large, ill-conditioned systems of linear equations at each step of a generalised cross validation algorithm. Preconditioning techniques are investigated to accelerate the convergence of the solution of these systems using Krylov subspace methods. The preconditioners under consideration are block diagonal, block triangular and constraint preconditioners [M. Benzi, G. H. Golub, and J. Liesen. Numerical solution of saddle point problems. Acta Numer., 14:1--137, 2005]. The effectiveness of each of these preconditioners is examined on a sample dataset taken from a known surface. From our numerical investigation, constraint preconditioners appear to provide improved convergence for this surface fitting problem compared to block preconditioners.