Distinguishing between mean-field, moment dynamics and stochastic descriptions of birth-death-movement processes

Mathematical descriptions of birth–death–movement processes are often calibrated to measurements from cell biology experiments to quantify tissue growth rates. Here we describe and analyze a discrete model of a birth–death-movement process applied to a typical two–dimensional cell biology experiment. We present three different descriptions of the system: (i) a standard mean–field description which neglects correlation effects and clustering; (ii) a moment dynamics description which approximately incorporates correlation and clustering effects, and; (iii) averaged data from repeated discrete simulations which directly incorporates correlation and clustering effects. Comparing these three descriptions indicates that the mean–field and moment dynamics approaches are valid only for certain parameter regimes, and that both these descriptions fail to make accurate predictions of the system for sufficiently fast birth and death rates where the effects of spatial correlations and clustering are sufficiently strong. Without any method to distinguish between the parameter regimes where these three descriptions are valid, it is possible that either the mean–field or moment dynamics model could be calibrated to experimental data under inappropriate conditions, leading to errors in parameter estimation. In this work we demonstrate that a simple measurement of agent clustering and correlation, based on coordination number data, provides an indirect measure of agent correlation and clustering effects, and can therefore be used to make a distinction between the validity of the different descriptions of the birth–death–movement process.

Precipitation In Small Systems--II. Mean Field Equations More Effective Than Population Balance

Part I (Manjunath et al., 1994, Chem. Engng Sci. 49, 1451-1463) of this paper showed that the random particle numbers and size distributions in precipitation processes in very small drops obtained by stochastic simulation techniques deviate substantially from the predictions of conventional population balance. The foregoing problem is considered in this paper in terms of a mean field approximation obtained by applying a first-order closure to an unclosed set of mean field equations presented in Part I. The mean field approximation consists of two mutually coupled partial differential equations featuring (i) the probability distribution for residual supersaturation and (ii) the mean number density of particles for each size and supersaturation from which all average properties and fluctuations can be calculated. The mean field equations have been solved by finite difference methods for (i) crystallization and (ii) precipitation of a metal hydroxide both occurring in a single drop of specified initial supersaturation. The results for the average number of particles, average residual supersaturation, the average size distribution, and fluctuations about the average values have been compared with those obtained by stochastic simulation techniques and by population balance. This comparison shows that the mean field predictions are substantially superior to those of population balance as judged by the close proximity of results from the former to those from stochastic simulations. The agreement is excellent for broad initial supersaturations at short times but deteriorates progressively at larger times. For steep initial supersaturation distributions, predictions of the mean field theory are not satisfactory thus calling for higher-order approximations. The merit of the mean field approximation over stochastic simulation lies in its potential to reduce expensive computation times involved in simulation. More effective computational techniques could not only enhance this advantage of the mean field approximation but also make it possible to use higher-order approximations eliminating the constraints under which the stochastic dynamics of the process can be predicted accurately.

Bose-Hubbard models in confining potentials: Inhomogeneous mean-field theory

We present an extensive study of Mott insulator (MI) and superfluid (SF) shells in Bose-Hubbard (BH) models for bosons in optical lattices with harmonic traps. For this we apply the inhomogeneous mean-field theory developed by Sheshadri et al. Phys. Rev. Lett. 75, 4075 (1995)]. Our results for the BH model with one type of spinless bosons agree quantitatively with quantum Monte Carlo simulations. Our approach is numerically less intensive than such simulations, so we are able to perform calculations on experimentally realistic, large three-dimensional systems, explore a wide range of parameter values, and make direct contact with a variety of experimental measurements. We also extend our inhomogeneous mean-field theory to study BH models with harmonic traps and (a) two species of bosons or (b) spin-1 bosons. With two species of bosons, we obtain rich phase diagrams with a variety of SF and MI phases and associated shells when we include a quadratic confining potential. For the spin-1 BH model, we show, in a representative case, that the system can display alternating shells of polar SF and MI phases, and we make interesting predictions for experiments in such systems.

Evidence of aging in spin glass mean-field models

We study numerically the out-of-equilibrium dynamics of the hypercubic cell spin glass in high dimensionalities. We obtain evidence of aging effects qualitatively similar both to experiments and to simulations of low-dimensional models. This suggests that the Sherrington-Kirkpatrick model as well as other mean-field finite connectivity lattices can be used to study these effects analytically.

Connecting mean field models of neural activity to EEG and fMRI data

Progress in functional neuroimaging of the brain increasingly relies on the integration of data from complementary imaging modalities in order to improve spatiotemporal resolution and interpretability. However, the usefulness of merely statistical combinations is limited, since neural signal sources differ between modalities and are related non-trivially. We demonstrate here that a mean field model of brain activity can simultaneously predict EEG and fMRI BOLD with proper signal generation and expression. Simulations are shown using a realistic head model based on structural MRI, which includes both dense short-range background connectivity and long-range specific connectivity between brain regions. The distribution of modeled neural masses is comparable to the spatial resolution of fMRI BOLD, and the temporal resolution of the modeled dynamics, importantly including activity conduction, matches the fastest known EEG phenomena. The creation of a cortical mean field model with anatomically sound geometry, extensive connectivity, and proper signal expression is an important first step towards the model-based integration of multimodal neuroimages.

Mean-field description of collapsing and exploding Bose-Einstein condensates

Numerical simulations based on the time-dependent mean-field Gross-Pitaevskii equation was performed to explain the dynamics of collapsing and exploding Bose-Einstein condensates (BEC) of 85Rb atoms. The atomic interaction was manipulated by an external magnetic field via a Feshbach resonance. On changing the scattering length of atomic interaction from a positive to a large negative value, the condensate collapsed and ejected atoms via explosion.

Study of pK Values and Effective Dielectric Constants of Ionizable Residues in Pentapeptides and in Staphylococcal Nuclease (SNase) Using a Mean-Field Approach

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Mean-Field critical behavior and ergodicity break in a nonequilibrium one-dimensional RSOS growth model

We investigate the nonequilibrium roughening transition of a one-dimensional restricted solid-on-solid model by directly sampling the stationary probability density of a suitable order parameter as the surface adsorption rate varies. The shapes of the probability density histograms suggest a typical Ginzburg-Landau scenario for the phase transition of the model, and estimates of the "magnetic" exponent seem to confirm its mean-field critical behavior. We also found that the flipping times between the metastable phases of the model scale exponentially with the system size, signaling the breaking of ergodicity in the thermodynamic limit. Incidentally, we discovered that a closely related model not considered before also displays a phase transition with the same critical behavior as the original model. Our results support the usefulness of off-critical histogram techniques in the investigation of nonequilibrium phase transitions. We also briefly discuss in the appendix a good and simple pseudo-random number generator used in our simulations.

Determination of the critical coupling of explosive synchronization transitions in scale-free networks by mean-field approximations

An explosive synchronization can be observed in scale-free networks when Kuramoto oscillators have natural frequencies equal to their number of connections. The present paper reports on mean-field approximations to determine the critical coupling of such explosive synchronization. It has been verified that the equation obtained for the critical coupling has an inverse dependence on the network average degree. This expression differs from those whose frequency distributions are unimodal and even. In this case, the critical coupling depends on the ratio between the first and second statistical moments of the degree distribution. Numerical simulations were also conducted to verify our analytical results.

Generalized mean field approximation for parallel dynamics of the Ising model

The dynamics of the non-equilibrium Ising model with parallel updates is investigated using a generalized mean field approximation that incorporates multiple two-site correlations at any two time steps, which can be obtained recursively. The proposed method shows significant improvement in predicting local system properties compared to other mean field approximation techniques, particularly in systems with symmetric interactions. Results are also evaluated against those obtained from Monte Carlo simulations. The method is also employed to obtain parameter values for the kinetic inverse Ising modeling problem, where couplings and local field values of a fully connected spin system are inferred from data. © 2014 IOP Publishing Ltd and SISSA Medialab srl.

Correcting mean-field approximations for birth-death-movement processes

On the microscale, migration, proliferation and death are crucial in the development, homeostasis and repair of an organism; on the macroscale, such effects are important in the sustainability of a population in its environment. Dependent on the relative rates of migration, proliferation and death, spatial heterogeneity may arise within an initially uniform field; this leads to the formation of spatial correlations and can have a negative impact upon population growth. Usually, such effects are neglected in modeling studies and simple phenomenological descriptions, such as the logistic model, are used to model population growth. In this work we outline some methods for analyzing exclusion processes which include agent proliferation, death and motility in two and three spatial dimensions with spatially homogeneous initial conditions. The mean-field description for these types of processes is of logistic form; we show that, under certain parameter conditions, such systems may display large deviations from the mean field, and suggest computationally tractable methods to correct the logistic-type description.

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.

Mean-field descriptions of collective migration with strong adhesion

Random walk models based on an exclusion process with contact effects are often used to represent collective migration where individual agents are affected by agent-to-agent adhesion. Traditional mean field representations of these processes take the form of a nonlinear diffusion equation which, for strong adhesion, does not predict the averaged discrete behavior. We propose an alternative suite of mean-field representations, showing that collective migration with strong adhesion can be accurately represented using a moment closure approach.

Simplified method for including spatial correlations in mean-field approximations

Biological systems involving proliferation, migration and death are observed across all scales. For example, they govern cellular processes such as wound-healing, as well as the population dynamics of groups of organisms. In this paper, we provide a simplified method for correcting mean-field approximations of volume-excluding birth-death-movement processes on a regular lattice. An initially uniform distribution of agents on the lattice may give rise to spatial heterogeneity, depending on the relative rates of proliferation, migration and death. Many frameworks chosen to model these systems neglect spatial correlations, which can lead to inaccurate predictions of their behaviour. For example, the logistic model is frequently chosen, which is the mean-field approximation in this case. This mean-field description can be corrected by including a system of ordinary differential equations for pair-wise correlations between lattice site occupancies at various lattice distances. In this work we discuss difficulties with this method and provide a simplication, in the form of a partial differential equation description for the evolution of pair-wise spatial correlations over time. We test our simplified model against the more complex corrected mean-field model, finding excellent agreement. We show how our model successfully predicts system behaviour in regions where the mean-field approximation shows large discrepancies. Additionally, we investigate regions of parameter space where migration is reduced relative to proliferation, which has not been examined in detail before, and our method is successful at correcting the deviations observed in the mean-field model in these parameter regimes.

Incorporating spatial correlations into multispecies mean-field models

In biology, we frequently observe different species existing within the same environment. For example, there are many cell types in a tumour, or different animal species may occupy a given habitat. In modelling interactions between such species, we often make use of the mean field approximation, whereby spatial correlations between the locations of individuals are neglected. Whilst this approximation holds in certain situations, this is not always the case, and care must be taken to ensure the mean field approximation is only used in appropriate settings. In circumstances where the mean field approximation is unsuitable we need to include information on the spatial distributions of individuals, which is not a simple task. In this paper we provide a method that overcomes many of the failures of the mean field approximation for an on-lattice volume-excluding birth-death-movement process with multiple species. We explicitly take into account spatial information on the distribution of individuals by including partial differential equation descriptions of lattice site occupancy correlations. We demonstrate how to derive these equations for the multi-species case, and show results specific to a two-species problem. We compare averaged discrete results to both the mean field approximation and our improved method which incorporates spatial correlations. We note that the mean field approximation fails dramatically in some cases, predicting very different behaviour from that seen upon averaging multiple realisations of the discrete system. In contrast, our improved method provides excellent agreement with the averaged discrete behaviour in all cases, thus providing a more reliable modelling framework. Furthermore, our method is tractable as the resulting partial differential equations can be solved efficiently using standard numerical techniques.