Introduction To Modeling in With Odes: Mathematical

June 2005 Lisette de Pillis HMC Mathematics
Introduction to Mathematical
Modeling in Biology with ODEs
Lisette de Pillis
Department of Mathematics
Harvey Mudd College
Mathematical Modeling and Mathematical Biology
What is Mathematical Modeling
and how do you spell it?
Mathematics consists of the study and development
of methods for prediction
The aim of Biology is to find useful and verifiable
descriptions and explanations of phenomena in the
natural world
Modeling = The use of mathematics as a tool to
explain and make predictions of natural phenomena
Mathematical Biology involves mathematically
modeling biological phenomena
Thanks: Cliff Taubes, 2001
Mathematical Modeling Philosophy
Why are models useful:
Formulating precise ideas implicit
assumpltions less likely to slip by
Mathematics = concise language that
encourages clarity of communication
Mathematical theorems and computational
resources can be accessed
Mathematical Modeling Philosophy
Why are models useful (cont):
Can safely test hypotheses (eg, drug
treatment), and confirm or reject
Can predict system performance under
untested or untestable conditions
How models can be limited (trade-offs):
Easy math Unrealistic model
Realistic model Too many parameters
Caution: unrealistic conclusions possible
The Modeling Process
Model World
Mathematical Model
(Equations)
Real World
Occams Razor*
Interpret and Test
(Validate)
Formulate Model
World Problem
Model
Results
Mathematical
Analysis
Solutions,
Numerics
*Occamss Razor:
Entia non sunt multiplicanda
praeter necessitatem
Things should not be
multiplied without good reason
Model World
Components of the Model World
Things whose effects are neglected

Things that affect the model but whose behavior the
model is not designed to study (exogenous or
independent variables)

Things the model is designed to study (endogenous
or dependent variables)
The Five Stages of Modeling
1. Ask the question.
2. Select the modeling approach.
3. Formulate the model.
4. Solve the model. Validate if possible.
5. Answer the question.
Introduction to Continuous Models
One of simplest experiments in biology:
Tracking cell divisions (eg, bacteria) over
time.
Analogous dynamics for tumor cell
divisions (what they learn in med school):
Thanks: Leah Keshet,
Ami Radunskaya
A tumor starts as one cell The cell divides and becomes two cells
Introduction to Continuous Modeling
2
4
cells
Cell divisions continue
2
2
cells
2
3
cells
Ordinary Differential Equations (ODEs)
Mathematical equations used to study time
dependent phenomena
A differential equation of a function = an
algebraic equation involving the function
and its derivatives
A derivative is a function representing
the change of a dependent variable with
respect to an independent variable. (Often
thought of as representing a slope.)
Ordinary Differential Equations (ODEs)
Ex: If N (representing, eg, bacterial density, or
number of tumor cells) is a continuous
function of t (time), then the derivative of N
with respect to t is another function, called
dN/dt, whose value is defined by the limit
process

This represents the change is N with respect
to time.
t
t N t t N
dt
dN
t
A
A +
=

) ( ) (
lim
0
Let N(t) = bacterial density over time
Let K = the reproduction rate of the bacteria per
unit time (K > 0)
Observe bacterial cell density at times t and
(t+Dt). Then
N(t+Dt) N(t) + K N(t) Dt

Rewrite: (N(t+Dt) N(t))/Dt KN(t)
Our Cell Division Model: Getting the ODE
Total density
at time t+Dt
Total density at time t + increase in
density due to reproduction during time
interval Dt

Our Cell Division Model: Getting the ODE
Take the limit as Dt 0

Exponential growth (Malthus:1798)
Analytic solution possible here.

Implication: Can calculate doubling time
) N( N
e N t N
Kt
0
) (
0
0
=
=
KN dT dN =
Find population doubling time t:

Point: doubling time inversely proportional to
reproductive constant K
Analysis of Cell Division Model: Exponential
Kt
e N t N
0
) ( =
t K
e = 2
2 ) (
0
= N N t
t K = ) 2 ln( K / ) 2 ln( = t
and
imply
Taking logs and solving for t gives
Exponential Growth Implications: 1 Day Doubling
Doubling time t=ln(2)/K
Suppose K=ln(2), so t=1, ie, cell popn doubles in 1 day.
: In 30 days, 1 cell detectable population
is about a sphere (bag)
is about a 100 grams (1/10 kilo) of tumor (bag)
Tumor will reach 100 grams between days 36 and 37.
One week later, tumor weighs a kilo (at around
cells) and is lethal.
90% tumor removal of cells leaves 10 billion cells.
99% removals leaves 1 billion cells.
Every cancer cell must be killed to eliminate the tumor
9
10
9 30
10 2 ~
12
10
11
10
3
1cm
9 30
10 2 ~
11
10
Exponential Growth: Realistic?
Extending the Growth Model:
Additional Assumptions + New System
Reproductive rate K is proportional to the nutrient
concentration, C(t): so K(C)=kC
a units of nutrient are consumed in producing 1 unit of
popn increment system of equations:

Simplify the system of ODEs (collapse):

Logistic Growth Law!
Note: equiv to assuming K=K(N)=C
0
- aN, ie K is density
dependent.
( ) CN dt dN dt dC
CN dt dN
ok o
k
= =
=
( ) N N C dt dN o k =
0
Solution:

N
0
= initial population
kC
0
= intrinsic growth rate
C
0
/a = carrying capacity
For small popn levels N, N grows about
exponentially, with growth rate r kC
0
As time t , N N()=C
0
/a
This self limiting behavior may be more realistic
for longer times
|
|
.
|
\
|
(

|
.
|
\
|
+
|
.
|
\
|
=
t C
e N
C
N
C
N t N
0
0
0
0
0
0
) (
k
o o
Analysis of Logistic Model for Cell Growth
Exponential versus Logistic Growth
Logistic Growth: Initial Conditions, Stability
Other Growth Models
Power Law:

Gompertz:

Von Bertlanffy:
b
aN dt dN =
( ) ) 0 ( , 1
)) )( 1 (( ) (
: Solution
0
1
0
) 1 ( 1
N N b N C
C at b t N
b
b
= =
+ =
( ) bN aN dt dN
ag dt dg
gN dt dN
1 ln : Alt =
=
=
( )
( ) b bN t N
at
=
exp
0
) ( : Solution
( ) ( ) 1 =
v
bN aN dt dN
| |
v
v
v
v
) 0 (
) exp(
) exp( 1
1
) ( : Solution
0
1
0 0
N N
b
avt
t a N N
b
t N
=
|
.
|
\
|

+ =
Intrinsic Cell Growth Models: Comparisons
V
o
n

B
e
r
t
a
l
a
n
f
f
y

L
o
g
i
s
t
i
c

G
o
m
p
e
r
t
z

P
o
w
e
r

L
a
w

Used to represent Inter- and Intra-Species Competition
Dynamic Population Model Formulation:
General Approach
Balance (Conservation):

Law of Mass Action: Encounters between populations
occur randomly, and the number of encounters is
proportional to the product of the populations, eg,
Population
Change in Time
= Stuff Going In Stuff Going Out
( )
( ) dNM k M cM dt dM
bNM k N aN dt dN
M
N
+ =
=
1 : Predator
1 : Prey
Formulating a 2-Population Model:
Tumor-Immune Interactions
Step 1 - Ask the Question:
How does the immune system affect tumor
cell growth? Could it be responsible for
dormancy followed by aggressive
recurrence?
Step 2 - Select the Modeling Approach:
Track tumor and immune populations over
time Employ ODEs
Formulating a 2-Population Model:
Tumor-Immune Interactions
Step 3 - Forumlate the Model:
Identify important quantities to track:
Dependent Variables:
E(t)=Immune Cells that kill tumor cells (Effectors) (#cells or density)
T(t)=Tumor cells (#cells or density)
Independent Variable: t (time)
Specify Basic Assumptions:
Effectors have a constant source
Effectors are recuited by tumor cells
Tumor cells can deactivate effectors (assume mass action law)
Effectors have a natural death rate
Tumor cell population grows logistically (includes death already)
Effector cells kill tumor cells (assume mass action law)

Rate parameters (units)
s=constant immune cells source rate (#cells/day)
s=steepness coefficient (#cells)
r=Tumor recruitment rate of effectors (1/day)
c1=Tumor deactivation rate of effectors (1/(cell*day))
d=Effector death rate (1/day)
a=intrinsic tumor growth rate (1/day)
1/b=tumor population carrying capacity (#cells)
c2=Effector kill rate of tumor cells (1/(cell*day))

A Two Population System
dE ET c s
dt
dE
T
rET
+ =
+
1
) (o
ET c bT aT
dt
dT
2
) 1 ( =
Model Elements
dE ET c s
dt
dE
T
rET
+ =
+
1
) (o
ET c bT aT
dt
dT
2
) 1 ( =
Stuff going in
Stuff going out
Population change in time
Model Elements
dE ET c s
dt
dE
T
rET
+ =
+
1
) (o
ET c bT aT
dt
dT
2
) 1 ( =
Logistic Growth
Mass
Action
Michaelis-
Menten
Step 4: Solve the System
Must treat system as a whole
In general, a closed-form solution does not
exist
Solution approaches:
Dynamical systems analysis (find general system
features)
Numerical (find example system solutions)
Next up: Finding general system features
Dynamical Systems Analysis: When we cannot
solve analytically
Find equilibrium points (set ODEs to 0):
plot nullclines and find intersections

Find stability properties of equilbrium
points (if nonlinear: must linearize)

Trace possible trajectories in phase
diagram
Dynamical Systems Analysis: When we cannot
solve analytically

Set ODEs to 0:

Therefore:

Solve for E and T curves (nullclines). Find
points of overlap (intersections).
0
0
=
=
dt dT
dt dE
( )
( ) 0 1
0
2
1
=
= + +
ET c bT aT
dE ET c T rET s o
Find equilibrium points
Analysis: the equilibria are determined by setting
both differential equations to zero.
E-equation = 0
T-equation = 0
Each stable equilibrium point has a
basin of attraction
Step 5: Answer the Question
Question: Do we see dormancy?
Question: Do we see aggressive regrowth
in this model?

Not yet: How about with different
parameters? Lets see
Alternate Parameters: Tumor Dormancy with
Immune System Evident
Four equilibria - two stable
Dormancy: stable spiral
I m m u n e
T
u
m
o
r
Alternate Parameters Dangerous Regrowth
with Immune System
Creeping through to dangerous equilibrium:
T
u
m
o
r
I m m u n e
Step 5: Answer the Question
Question: Now do we see dormancy?

Question: Now do we see aggressive
regrowth in this model?

Yes!
Yes!
Step 1: Ask a New Question
New Question: In the clinic, what causes
asynchronous response to chemotherapy?

Note: The current 2 population model does
not answer this questionWe need to
extend the model.

Continue the modeling cycle
Extend the Model Further - More Realism:
Adding Normal Cells (Competition)
Turn the two population model into a three
population model (dePillis and
Radunskaya, 2001, 2003)

Why: Gives more realistic response to
chemotherapy treatments, eg, allows for
delayed response to chemotherapy
Three Population Mathematical Model
Combine Effector (Immune), Tumor,
Normal Cells
TN c N b N r dt dN
TN c ET c T b T r dt dT
E d ET c T A ET s dt dE
4 2 2
3 2 1 1
1 1
) 1 (
) 1 (
) (
=
=
+ + =
Note: There is always a tumor-free equilibrium at (s/d,0,1)
Stuff going in
Stuff going out
Population change in time
Analysis: Finding Null Surfaces
T
r b
c
b
N N dt dN
N
r b
c
E
r b
c
b
T T dt dT
rT T A d T A T c
T A s
E dt dE
|
|
.
|
\
|
= = =
|
|
.
|
\
|
|
|
.
|
\
|
= = =
+ + +
+
= =
2 2
4
2
1 1
3
1 1
2
1
1 1
1
or 0 0
1
or 0 0
) ( ) (
) (
0
Curved Surface:

Planes
Null surfaces: Immune, Tumor, Normal cells

Analysis: Determining Stability of Equilibrium
Points
Linearize ODEs about (eg, tumor-free)
equilibrium point
Solve for system eigenvalues:
Negative or Positive
Negative Always 0
Negative Always 0
2 2 1 3 1 3
2 2 2 2
1 1
b c d s c r
b c r
d
=
< =
< =

CoExisting Equilibria Map:
Paremeter Space
s
Region 4: Stable @ (E=0.4, T=0.6, N=0.4)
Unstable @ (E=0.8, T=0.2, N=0.8)
Time Series Plots
Creeping Through to Dangerous
Equilibrium:
Evolution in Time: Increasing Initial Immune
Strength
Initial Immune Strength Range: 0.0 < E(0) < 0.3
Basin Boundary Range: 0.12 < E(0) < 0.15
Stable Equilibrium - Co-Existing: E=0.4, T=0.6, N=0.4
Stable Equilibrium - Tumor Free: E=1.65, T=0, N=1.0
Time vs Tumor Time vs Normal Time vs Immune
Cell Response to Chemotherapy
Idea: Add drug response term to each DE,
create DE describing drug
Amount of cell kill for given amount of drug u:
) 1 ( ) (
ku
i
e a u F

=
Four populations:

Goal: control dose to minimize tumor
See: A Mathematical Tumor Model with Immune Resistance and Drug
Therapy: an Optimal Control Approach, Journal of Theoretical Medicine,
2001
Normal,Tumor & Effector cells with Chemotherapy
u d t v dt du
N e a TN c N b N r dt dN
T e a TN c ET c T b T r dt dT
E e a E d ET c T A rET s dt dE
u
u
u
2
3 4 2 2
2 3 2 1 1
1 1 1
) (
) 1 ( ) 1 (
) 1 ( ) 1 (
) 1 ( ) (
=
=
=
+ + =
) (t v
Continuing the Modeling Process
Ask new questions: Example Are there
better treatments that can cure when
traditional treatments do not?

How to use our model: Experiment with
timings, Apply optimal control.
Tumor Growth - No Medication
E(0) = 0.1 E(0) = 0.15
Tumor Growth - Traditional Pulsed Chemotherapy
I(0) = 0.15 I(0) = 0.1
Compare to chemotherapy based on
Optimal Control Theory:
I(0) = 0.15 I(0) = 0.1
More questions:
Can we validate the model?
Are there experimental data against which
we can compare model components?
If we find data, can we modify our
dynamics?

Conventional effector-target interaction term:
cNT = cells NK- by Lysis Cell Target of Rate
Tumor Cell Lysis by NK-Cells: Fit to Mouse Data
Mass Action Law: Does it Fit Data?
Tumor Cell Lysis by CD8+T-Cells: Fit to Mouse Data
Conventional product (power) form not necessarily a good fit for CD8+T-Target interactions
T
T L s
T L
d
eL
eL
) / (
) / (
cells - T by Lysis Cell Target of Rate
+
=
NEW EFFECTOR to TARGET LYSIS LAW:
Rational Law a Better Fit for CD8+T Cells
Ratio Dependence: A Predator-Prey Model
Refs:
Akcakaya et al. Ecology Apr 1995
Abrams and Ginzberg TREE Aug 2000
L L L T g f
dT
dL
L L T g T T f
dt
dT
=
=
) ), , ( (
) , ( ) (
2
1
g(T,L) = Functional Response
f2(T,L) = Numerical Response
Ratio Dependence
Ratio Dependence: A Predator-Prey Model
Our Functional Response:

v v
v
L
T
L
sT
L
d L T g
|
.
|
\
|
= ) , (
Our Numerical Response:
A Michaelis-Menten type function of g(T,L).

Ratio Dependence
Tumor Cell Lysis by CD8+T-Cells: Fit to Mouse Data
Conventional power form not necessarily a good fit for CD8+T-Target interactions
Close Up: POWER vs RATIONAL LAWS:
Power vs Rational:
Non-Ligand-Transduced
Ligand-Transduced
Power vs Rational:
Ratio Dependence: Good Fit to Data
CD8-Tumor Lysis Equations: Error Comparison
Goodness of Fit for CD8+T-cell Lytic Activity: Comparing the residuals (error)
of the conventional product form with the new rational form.
CD8-Tumor Cell Lysis Equations: Fit to Human Data
T
T L s
T L
d
eL
eL
) / (
) / (
cells - T by Lysis Cell Target of Rate
+
=
NEW EFFECTOR to TARGET LYSIS LAW
applies to HUMAN DATA:
The new dyamics require a new model:
Develop model with different populations
to track:
Specific Immune Cells (CD8+T, Rational Kill)
Nonspecific Immune Cells (NK, Mass-Action Kill)
Tumor Cells
Test new treatments

( )
T
s
D
qLT L
D k
D
j mL
dt
dL
pNT N
T h
T
g fN e
dt
dN
dD cNT bT) aT(1
dt
dT
eL
T
L
2
2
2
2
+
=

+
+ =

+
+ =
=
Where
( )
eL
T
L
Logistic Growth
NK-Tumor Kill:
Power Law
CD8-Tumor Kill:
Rational Law
Immune Recruitment:
Michaelis-Menten
Kinetics
New Model Equations: Two Immune Populations,
Ratio Dependent Kill Term
Parameters
a, b, c, d, s,
and eL were
fit from
published
experimental
data. All other
parameters
were
estimated or
taken from
the literature.
Circulating lymphocytes
Rate of drug administration and decay
No IL2
IL-2 boost
System of Model Equations: Additional Treatment
Treatment: Chemotherapy Alone, Cancer Escapes
Healthy Immune System.
Twice Tumor Burden T
0
=2x10
7

Multiple Chemotherapy Doses.
Simulation parameters: human, with chemo, no vaccine, u small
Bolus chemotherapy every 10 days
Treatment: Vaccine Therapy Alone, Cancer Escapes
0
=2x10
7

Single Vaccine Dose.
Simulation parameters: human, vaccine alone, u small
Treatment: Vaccine and Chemo Combined
Cancer Is Controlled
0
=2x10
7

Single Vaccine Dose.
Simulation parameters: human, with chemo, with vaccine, u small
Three Chemotherapy Doses
Equilibrium points of 4-population system (no treatment) are found at points where the values of LE1 from equation (20)
intersect with the solutions L of equation (21). These points of intersection can be found numerically, yielding equilibrium
point(s) (TE,NE,LE,CE).
Stability: Zero Tumor Equilibrium
Stability: Specific Parameter Set
With the specific parameter set:
The zero tumor equilibrium is unstable
There is only one non-zero tumor equilibrium,
and it is stable.

Point:
The tumor-free equilibrium is unstable, while
the high-tumor equilibrium is stable: Only a
change in system parameter values may
permit permanent removal of the tumor
Immunotherapy/Vaccine is one way to do this

Bifurcation diagram: the effect of varying the NK-kill rate, c.
Sensitivity to Initial Conditions after Bifurcation Point.
C*=0.9763
Bifurcation Diagram: CD8+T Parameter j
Basin of Attraftion of zerotumor and hightumor equilibria
Bifurcation Analysis: Basins of Attraction
The barrier separates
system-states which evolve
towards the low-tumor-
burden equilibrium from
those which evolve towards
the high tumor-burden state.
With Immunotherapy
With
Chemotherapy
No therapy
This barrier moves
with therapy
Add spatial heterogeneity: non-uniform
tissue, morphology-dependent.
Cellular automata: discrete, probabilistic,
and/or hybrids.
Additional Model Extensions Extending from
ODEs to PDEs and Cellular Automata
Deterministic & Probabilistic:2D and 3D
Image Courtesy http://www.ssainc.net/images/melanoma_pics.GIF
http://www.lbah.com/Rats/rat_mammary_tumor.htm
http://www.lbah.com/Rats/ovarian_tumor.htm
http://www.loni.ucla.edu/~thompson/HBM2000/sean_SNO2000abs.html
Spatial Tumor Growth Modeling
Microenvironment Simulations: Entire System.
Modeling Tumor Growth and Treatment
L.G. de Pillis & A.E. Radunskaya
Final Thoughts on Modeling
All models are wrongsome are useful, Box
and Draper, 1987
All decisions are based on modelsand all
models are wrong, Sterman, 2002
Although knowledge is incomplete, nonetheless
decisions have to be made. Modelingtakes
place in the effort to plan clinical trials or
understand their results. Formal modeling
should improve that effort, but cautious
consideration of the assumptions is demanded,
Day, Shackness and Peters, 2005
Thanks for listening!
Lisette de Pillis
depillis@hmc.edu
BLANK
CA Simulation: Movie - a snapshot every 20 days for 200
days showing tumor growth and necrosis.
QuickTime and a
H.263 decompressor
are needed to see this picture.
QuickTime and a
DV/DVCPRO - NTSC decompressor
are needed to see this picture.
The tumor affects the acidity of the micro-environment:
Add nano-vaccines (based on mouse models).
What are some of the questions under
discussion? (Dose, treatment scheduling, where to
administer the vaccine)
What parameters might be good indicators of
successful response to treatment?

Modeling Tumor Growth and Treatment
A.E. Radunskaya
What next ?
What do we have?
A mathematical model which simulates some of the main
features of tumor growth: hypoxia, high acidity, necrosis.
A model which allows the addition of other cells (immune
cells) and/or small molecules (drugs, vaccines).

Introduction To Modeling in With Odes: Mathematical

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