Moments of action provide insight into critical times for advection–diffusion–reaction processes

In 2010 Berezhkovskii and coworkers introduced the concept of local accumulation time (LAT) as a finite measure of the time required for the transient solution of a reaction diffusion equation to effectively reach steady state(Biophys J. 99, L59 (2010); Phys Rev E. 83, 051906 (2011)). Berezhkovskii’s approach is a particular application of the concept of mean action time (MAT) that was introduced previously by McNabb (IMA J Appl Math. 47, 193 (1991)). Here, we generalize these previous results by presenting a framework to calculate the MAT, as well as the higher moments, which we call the moments of action. The second moment is the variance of action time; the third moment is related to the skew of action time, and so on. We consider a general transition from some initial condition to an associated steady state for a one–dimensional linear advection–diffusion–reaction partial differential equation(PDE). Our results indicate that it is possible to solve for the moments of action exactly without requiring the transient solution of the PDE. We present specific examples that highlight potential weaknesses of previous studies that have considered the MAT alone without considering higher moments. Finally, we also provide a meaningful interpretation of the moments of action by presenting simulation results from a discrete random walk model together with some analysis of the particle lifetime distribution. This work shows that the moments of action are identical to the moments of the particle lifetime distribution for certain transitions.

A variable-stepsize Jacobian-free exponential integrator for simulating transport in heterogeneous porous media : application to wood drying

A Jacobian-free variable-stepsize method is developed for the numerical integration of the large, stiff systems of differential equations encountered when simulating transport in heterogeneous porous media. Our method utilises the exponential Rosenbrock-Euler method, which is explicit in nature and requires a matrix-vector product involving the exponential of the Jacobian matrix at each step of the integration process. These products can be approximated using Krylov subspace methods, which permit a large integration stepsize to be utilised without having to precondition the iterations. This means that our method is truly "Jacobian-free" - the Jacobian need never be formed or factored during the simulation. We assess the performance of the new algorithm for simulating the drying of softwood. Numerical experiments conducted for both low and high temperature drying demonstrates that the new approach outperforms (in terms of accuracy and efficiency) existing simulation codes that utilise the backward Euler method via a preconditioned Newton-Krylov strategy.

Performance assessment of exponential Rosenbrock method for large systems of ODE

This paper studies time integration methods for large stiff systems of ordinary differential equations (ODEs) of the form u'(t) = g(u(t)). For such problems, implicit methods generally outperform explicit methods, since the time step is usually less restricted by stability constraints. Recently, however, explicit so-called exponential integrators have become popular for stiff problems due to their favourable stability properties. These methods use matrix-vector products involving exponential-like functions of the Jacobian matrix, which can be approximated using Krylov subspace methods that require only matrix-vector products with the Jacobian. In this paper, we implement exponential integrators of second, third and fourth order and demonstrate that they are competitive with well-established approaches based on the backward differentiation formulas and a preconditioned Newton-Krylov solution strategy.

Front interactions in a three-component system

The three-component reaction-diffusion system introduced in [C. P. Schenk et al., Phys. Rev. Lett., 78 (1997), pp. 3781–3784] has become a paradigm model in pattern formation. It exhibits a rich variety of dynamics of fronts, pulses, and spots. The front and pulse interactions range in type from weak, in which the localized structures interact only through their exponentially small tails, to strong interactions, in which they annihilate or collide and in which all components are far from equilibrium in the domains between the localized structures. Intermediate to these two extremes sits the semistrong interaction regime, in which the activator component of the front is near equilibrium in the intervals between adjacent fronts but both inhibitor components are far from equilibrium there, and hence their concentration profiles drive the front evolution. In this paper, we focus on dynamically evolving N-front solutions in the semistrong regime. The primary result is use of a renormalization group method to rigorously derive the system of N coupled ODEs that governs the positions of the fronts. The operators associated with the linearization about the N-front solutions have N small eigenvalues, and the N-front solutions may be decomposed into a component in the space spanned by the associated eigenfunctions and a component projected onto the complement of this space. This decomposition is carried out iteratively at a sequence of times. The former projections yield the ODEs for the front positions, while the latter projections are associated with remainders that we show stay small in a suitable norm during each iteration of the renormalization group method. Our results also help extend the application of the renormalization group method from the weak interaction regime for which it was initially developed to the semistrong interaction regime. The second set of results that we present is a detailed analysis of this system of ODEs, providing a classification of the possible front interactions in the cases of $N=1,2,3,4$, as well as how front solutions interact with the stationary pulse solutions studied earlier in [A. Doelman, P. van Heijster, and T. J. Kaper, J. Dynam. Differential Equations, 21 (2009), pp. 73–115; P. van Heijster, A. Doelman, and T. J. Kaper, Phys. D, 237 (2008), pp. 3335–3368]. Moreover, we present some results on the general case of N-front interactions.

Pulse dynamics in a three-component system : existence analysis

In this article, we analyze the three-component reaction-diffusion system originally developed by Schenk et al. (PRL 78:3781–3784, 1997). The system consists of bistable activator-inhibitor equations with an additional inhibitor that diffuses more rapidly than the standard inhibitor (or recovery variable). It has been used by several authors as a prototype three-component system that generates rich pulse dynamics and interactions, and this richness is the main motivation for the analysis we present. We demonstrate the existence of stationary one-pulse and two-pulse solutions, and travelling one-pulse solutions, on the real line, and we determine the parameter regimes in which they exist. Also, for one-pulse solutions, we analyze various bifurcations, including the saddle-node bifurcation in which they are created, as well as the bifurcation from a stationary to a travelling pulse, which we show can be either subcritical or supercritical. For two-pulse solutions, we show that the third component is essential, since the reduced bistable two-component system does not support them. We also analyze the saddle-node bifurcation in which two-pulse solutions are created. The analytical method used to construct all of these pulse solutions is geometric singular perturbation theory, which allows us to show that these solutions lie in the transverse intersections of invariant manifolds in the phase space of the associated six-dimensional travelling wave system. Finally, as we illustrate with numerical simulations, these solutions form the backbone of the rich pulse dynamics this system exhibits, including pulse replication, pulse annihilation, breathing pulses, and pulse scattering, among others.

Quantifying the roles of cell motility and cell proliferation in a circular barrier assay

Moving fronts of cells are essential features of embryonic development, wound repair and cancer metastasis. This paper describes a set of experiments to investigate the roles of random motility and proliferation in driving the spread of an initially confined cell population. The experiments include an analysis of cell spreading when proliferation was inhibited. Our data have been analysed using two mathematical models: a lattice-based discrete model and a related continuum partial differential equation model. We obtain independent estimates of the random motility parameter, D, and the intrinsic proliferation rate, λ, and we confirm that these estimates lead to accurate modelling predictions of the position of the leading edge of the moving front as well as the evolution of the cell density profiles. Previous work suggests that systems with a high λ/D ratio will be characterized by steep fronts, whereas systems with a low λ/D ratio will lead to shallow diffuse fronts and this is confirmed in the present study. Our results provide evidence that continuum models, based on the Fisher–Kolmogorov equation, are a reliable platform upon which we can interpret and predict such experimental observations.

Order conditions of stochastic Runge-Kutta methods by B-series

In this paper, general order conditions and a global convergence proof are given for stochastic Runge Kutta methods applied to stochastic ordinary differential equations ( SODEs) of Stratonovich type. This work generalizes the ideas of B-series as applied to deterministic ordinary differential equations (ODEs) to the stochastic case and allows a completely general formalism for constructing high order stochastic methods, either explicit or implicit. Some numerical results will be given to illustrate this theory.

A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions

A quasi-maximum likelihood procedure for estimating the parameters of multi-dimensional diffusions is developed in which the transitional density is a multivariate Gaussian density with first and second moments approximating the true moments of the unknown density. For affine drift and diffusion functions, the moments are exactly those of the true transitional density and for nonlinear drift and diffusion functions the approximation is extremely good and is as effective as alternative methods based on likelihood approximations. The estimation procedure generalises to models with latent factors. A conditioning procedure is developed that allows parameter estimation in the absence of proxies.

Comment on "Local accumulation times for source, diffusion, and degradation models in two and three dimensions" [J. Chem. Phys. 138, 104121 (2013)]

In a recent paper, Gordon, Muratov, and Shvartsman studied a partial differential equation (PDE) model describing radially symmetric diffusion and degradation in two and three dimensions. They paid particular attention to the local accumulation time (LAT), also known in the literature as the mean action time, which is a spatially dependent timescale that can be used to provide an estimate of the time required for the transient solution to effectively reach steady state. They presented exact results for three-dimensional applications and gave approximate results for the two-dimensional analogue. Here we make two generalizations of Gordon, Muratov, and Shvartsman’s work: (i) we present an exact expression for the LAT in any dimension and (ii) we present an exact expression for the variance of the distribution. The variance provides useful information regarding the spread about the mean that is not captured by the LAT. We conclude by describing further extensions of the model that were not considered by Gordon,Muratov, and Shvartsman. We have found that exact expressions for the LAT can also be derived for these important extensions...

A RBF meshless approach for modeling a fractal mobile/immobile transport model

A fractional differential equation is used to describe a fractal model of mobile/immobile transport with a power law memory function. This equation is the limiting equation that governs continuous time random walks with heavy tailed random waiting times. In this paper, we firstly propose a finite difference method to discretize the time variable and obtain a semi-discrete scheme. Then we discuss its stability and convergence. Secondly we consider a meshless method based on radial basis functions (RBFs) to discretize the space variable. In contrast to conventional FDM and FEM, the meshless method is demonstrated to have distinct advantages: calculations can be performed independent of a mesh, it is more accurate and it can be used to solve complex problems. Finally the convergence order is verified from a numerical example which is presented to describe a fractal model of mobile/immobile transport process with different problem domains. The numerical results indicate that the present meshless approach is very effective for modeling and simulating fractional differential equations, and it has good potential in the development of a robust simulation tool for problems in engineering and science that are governed by various types of fractional differential equations.

A variable diffusivity model for the drying of spherical food particulates

An investigation of the drying of spherical food particles was performed, using peas as the model material. In the development of a mathematical model for drying curves, moisture diffusion was modelled using Fick’s second law for mass transfer. The resulting partial differential equation was solved using a forward-time central-space finite difference approximation, with the assumption of variable effective diffusivity. In order to test the model, experimental data was collected for the drying of green peas in a fluidised bed at three drying temperatures. Through fitting three equation types for effective diffusivity to the data, it was found that a linear equation form, in which diffusivity increased with decreasing moisture content, was most appropriate. The final model accurately described the drying curves of the three experimental temperatures, with an R2 value greater than 98.6% for all temperatures.

Lattice-free descriptions of collective motion with crowding and adhesion

Cell-to-cell adhesion is an important aspect of malignant spreading that is often observed in images from the experimental cell biology literature. Since cell-to-cell adhesion plays an important role in controlling the movement of individual malignant cells, it is likely that cell-to-cell adhesion also influences the spatial spreading of populations of such cells. Therefore, it is important for us to develop biologically realistic simulation tools that can mimic the key features of such collective spreading processes to improve our understanding of how cell-to-cell adhesion influences the spreading of cell populations. Previous models of collective cell spreading with adhesion have used lattice-based random walk frameworks which may lead to unrealistic results, since the agents in the random walk simulations always move across an artificial underlying lattice structure. This is particularly problematic in high-density regions where it is clear that agents in the random walk align along the underlying lattice, whereas no such regular alignment is ever observed experimentally. To address these limitations, we present a lattice-free model of collective cell migration that explicitly incorporates crowding and adhesion. We derive a partial differential equation description of the discrete process and show that averaged simulation results compare very well with numerical solutions of the partial differential equation.

Characterizing transport through a crowded environment with different obstacle sizes

Transport through crowded environments is often classified as anomalous, rather than classical, Fickian diffusion. Several studies have sought to describe such transport processes using either a continuous time random walk or fractional order differential equation. For both these models the transport is characterized by a parameter α, where α = 1 is associated with Fickian diffusion and α < 1 is associated with anomalous subdiffusion. Here, we simulate a single agent migrating through a crowded environment populated by impenetrable, immobile obstacles and estimate α from mean squared displacement data. We also simulate the transport of a population of such agents through a similar crowded environment and match averaged agent density profiles to the solution of a related fractional order differential equation to obtain an alternative estimate of α. We examine the relationship between our estimate of α and the properties of the obstacle field for both a single agent and a population of agents; we show that in both cases, α decreases as the obstacle density increases, and that the rate of decrease is greater for smaller obstacles. Our work suggests that it may be inappropriate to model transport through a crowded environment using widely reported approaches including power laws to describe the mean squared displacement and fractional order differential equations to represent the averaged agent density profiles.

Exact series solutions of reactive transport models with general initial conditions

Exact solutions of partial differential equation models describing the transport and decay of single and coupled multispecies problems can provide insight into the fate and transport of solutes in saturated aquifers. Most previous analytical solutions are based on integral transform techniques, meaning that the initial condition is restricted in the sense that the choice of initial condition has an important impact on whether or not the inverse transform can be calculated exactly. In this work we describe and implement a technique that produces exact solutions for single and multispecies reactive transport problems with more general, smooth initial conditions. We achieve this by using a different method to invert a Laplace transform which produces a power series solution. To demonstrate the utility of this technique, we apply it to two example problems with initial conditions that cannot be solved exactly using traditional transform techniques.

A variable diffusivity model for the drying of spherical food particulates

An investigation of the drying of spherical food particles was performed, using peas as the model material. In the development of a mathematical model for drying curves, moisture diffusion was modelled using Fick’s second law for mass transfer. The resulting partial differential equation was solved using a forward-time central-space finite difference approximation, with the assumption of variable effective diffusivity. In order to test the model, experimental data was collected for the drying of green peas in a fluidised bed at three drying temperatures. Through fitting three equation types for effective diffusivity to the data, it was found that a linear equation form, in which diffusivity increased with decreasing moisture content, was most appropriate. The final model accurately described the drying curves of the three experimental temperatures, with an R2 value greater than 98.6% for all temperatures.