Method of Lines PDE Analysis in Biomedical Science and Engineering - William E. Schiesser - E-Book

Method of Lines PDE Analysis in Biomedical Science and Engineering E-Book

William E. Schiesser

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Beschreibung

Presents the methodology and applications of ODE and PDE models within biomedical science and engineering

With an emphasis on the method of lines (MOL) for partial differential equation (PDE) numerical integration, Method of Lines PDE Analysis in Biomedical Science and Engineering demonstrates the use of numerical methods for the computer solution of PDEs as applied to biomedical science and engineering (BMSE). Written by a well-known researcher in the field, the book provides an introduction to basic numerical methods for initial/boundary value PDEs before moving on to specific BMSE applications of PDEs.

Featuring a straightforward approach, the book’s chapters follow a consistent and comprehensive format. First, each chapter begins by presenting the model as an ordinary differential equation (ODE)/PDE system, including the initial and boundary conditions.  Next, the programming of the model equations is introduced through a series of R routines that primarily implement MOL for PDEs. Subsequently, the resulting numerical and graphical solution is discussed and interpreted with respect to the model equations. Finally, each chapter concludes with a review of the numerical algorithm performance, general observations and results, and possible extensions of the model. Method of Lines PDE Analysis in Biomedical Science and Engineering also includes:

  • Examples of MOL analysis of PDEs, including BMSE applications in wave front resolution in chromatography, VEGF angiogenesis, thermographic tumor location, blood-tissue transport, two fluid and membrane mass transfer, artificial liver support system, cross diffusion epidemiology, oncolytic virotherapy, tumor cell density in glioblastomas, and variable grids
  • Discussions on the use of R software, which facilitates immediate solutions to differential equation problems without having to first learn the basic concepts of numerical analysis for PDEs and the programming of PDE algorithms
  • A companion website that provides source code for the R routines
Method of Lines PDE Analysis in Biomedical Science and Engineering is an introductory reference for researchers, scientists, clinicians, medical researchers, mathematicians, statisticians, chemical engineers, epidemiologists, and pharmacokineticists as well as anyone interested in clinical applications and the interpretation of experimental data with differential equation models. The book is also an ideal textbook for graduate-level courses in applied mathematics, BMSE, biology, biophysics, biochemistry, medicine, and engineering.

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Table of Contents

Cover

Title Page

Copyright

Dedication

Preface

About the Companion Website

Chapter 1: An Introduction to MOL Analysis of PDEs: Wave Front Resolution in Chromatography

1.1 1D 2-PDE model

1.2 MOL routines

1.3 Model output, single component chromatography

1.4 Multi component model

1.5 MOL routines

1.6 Model output, multi component chromatography

References

Chapter 2: Wave Front Resolution in Vegf Angiogenesis

2.1 1D 2-PDE model

2.2 MOL routines

2.3 Model output

2.4 Conclusions

References

Chapter 3: Thermographic Tumor Location

3.1 2D, 1-PDE model

3.2 MOL analysis

3.3 Model output

3.4 Summary and conclusions

References

Chapter 4: Blood-Tissue Transport

4.1 1D 2-PDE model

4.2 MOL routines

4.3 Model output

4.4 Model extensions

4.5 Conclusions and summary

References

Chapter 5: Two-Fluid/Membrane Model

5.1 2D, 3-PDE model

5.2 MOL analysis

5.3 Model output

5.4 Summary and conclusions

Chapter 6: Liver Support Systems

6.1 2-ODE patient model

6.2 Patient ODE model routines

6.3 Model output

6.4 8-PDE ALSS model

6.5 Patient-ALSS ODE/PDE model routines

6.6 Model output

6.7 Summary and conclusions

Appendix - Derivation of PDES for Membrane and Adsorption Units

A.6.1 PDEs FOR MEMBRANE UNITS

A.6.2 PDEs FOR ADSORPTION UNITS

References

Chapter 7: Cross Diffusion Epidemiology Model

7.1 2-PDE model

7.2 Model routines

7.3 Model output

7.4 Summary and conclusions

Reference

Chapter 8: Oncolytic Virotherapy

8.1 1D 4-PDE model

8.2 MOL routines

8.3 Model output

8.4 Summary and conclusions

Reference

Chapter 9: Tumor Cell Density in Glioblastomas

9.1 1D PDE model

9.2 MOL routines

9.3 Model output

9.4 -Refinement error analysis

9.5 Summary and conclusions

References

Chapter 10: Mol Analysis with a Variable Grid: Antigen-Antibody Binding Kinetics

10.1 ODE/PDE model

10.2 MOL routines

10.3 Model output

10.4 Summary and conclusions

Appendix: Variable Grid Analysis

References

Appendix A: Derivation of Convection-Diffusion-Reaction Partial Differential Equations

Reference

Appendix B: Functions dss012, dss004, dss020, vanl

Reference

Index

End User License Agreement

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Guide

Cover

Table of Contents

Preface

Begin Reading

List of Illustrations

Chapter 1: An Introduction to MOL Analysis of PDEs: Wave Front Resolution in Chromatography

Figure 1.1 Diagram of a chromatographic column

Figure 1.2 Numerical solutions of eqs. (1.8),

ncase=2

,

ifd=3

, pulse BC

Figure 1.3 Numerical solution of eqs. (1.1b) , (1.2b) , ncase=2, ifd=1

Figure 1.4 Comparison of the numerical and analytical solutions of eqs. (1.1b) , (1.2b)

Figure 1.5 Numerical solution of eqs. (1.1b) , (1.2b) for ncase=2, ifd=2

Figure 1.6 Comparison of the numerical and analytical solutions of eqs. (1.1b) , (1.2b)

Figure 1.7 Numerical solution of eqs. (1.1b) , (1.2b) , ncase=2, ifd=3

Figure 1.8 Comparison of the numerical and analytical solutions of eqs. (1.1b) , (1.2b)

Figure 1.9 Numerical solution of eqs. (1.1b) , (1.2b) , ncase=2, ifd=4

Figure 1.10 Comparison of 5pbu (ifd=3) and van Leer (ifd=4)

Figure 1.11 Comparison of 5pbu (ifd=3) and van Leer (ifd=4)

Figure 1.12 Comparison of the numerical and analytical solutions of eqs. (1.1b), (1.2b) ncase=1, ifd=1, pulse BC

Figure 1.13 Numerical solution of eqs. (1.1b) , (1.2b) , ncase=2, ifd=1, pulse BC

Figure 1.14 Comparison of the numerical and analytical solutions of eqs. (1.1b) , (1.2b) ncase=1, ifd=2, pulse BC

Figure 1.15 Comparison of the numerical and analytical solutions of eqs. (1.1b) , (1.2b) ncase=1, ifd=3, pulse BC

Figure 1.16 Comparison of the numerical and analytical solutions of eqs. (1.1b) , (1.2b) ncase=1, ifd=4, pulse BC

Figure 1.17 Comparison of 5pbu (ifd=3) and van Leer (ifd=4), ncase=2

Figure 1.18 Comparison of 5pbu (ifd=3) and van Leer (ifd=4), ncase=2

Figure 1.19 Comparison of the numerical and analytical solutions of eqs. (1.8) ncase=1, ifd=3, pulse BC

Figure 1.20 Numerical solutions of eqs. (1.8), ncase=2, ifd=3, pulse BC

Chapter 2: Wave Front Resolution in Vegf Angiogenesis

Figure 2.1 Numerical and analytical solutions of eq. (2.1a), , (ncase=1)

Figure 2.2 Numerical and analytical solutions of eq. (2.1a), , (ncase=1)

Figure 2.3 Numerical solution of eq. (2.1a), ncase=2

Figure 2.4 Numerical solution of eq. (2.1b), ncase=2

Chapter 3: Thermographic Tumor Location

Figure 3.1 Solution to eqs. (3.1c), (3.2) and (3.3),

Figure 3.2 Solution to eqs. (3.1c), (3.2) and (3.3), ,

Chapter 4: Blood-Tissue Transport

Figure 4.1 Analytical and numerical solutions of eqs. (4.1), ifd=1,

Figure 4.2 Analytical and numerical solutions of eqs. (4.1),

ifd=2

,

Figure 4.3 Analytical and numerical solutions of eqs. (4.1),

ifd=3

,

Figure 4.4 Analytical and numerical solutions of eqs. (4.1),

ifd=4

,

Figure 4.5 Analytical and numerical solutions of eqs. (4.1), ifd=1,

Figure 4.4 Analytical and numerical solutions of eqs. (4.1), ifd=4,

Figure 4.8 Analytical and numerical solutions of eqs. (4.1), ifd=4,

Figure 4.7 Analytical and numerical solutions of eqs. (4.1), ifd=3,

Chapter 5: Two-Fluid/Membrane Model

Figure 5.1 Diagram of a two-fluid/membrane system

Figure 5.2 Numerical solution

Figure 5.3 Numerical solution

Chapter 6: Liver Support Systems

Figure 6.1 ODE patient model

Figure 6.2 Solution of eqs. (6.2) and (6.3)

Figure 6.3 Artificial liver with four units

Figure 6.4a from eqs. (6.2) and (6.3)

Figure 6.4b from eqs. (6.4)

Figure 6.4c from eqs. (6.5), (6.6)

Figure 6.4d from eqs. (6.5), (6.6)

Figure 6.4e from eqs. (6.7)

Chapter 7: Cross Diffusion Epidemiology Model

Figure 7.1a (a) for ncase=2, (b) for ncase=2

Chapter 8: Oncolytic Virotherapy

Figure 8.1 vs with as a parameter for ncase=1

Figure 8.2 vs with as a parameter for ncase=2

Figure 8.3 vs with as a parameter for ncase=3

Figure 8.4 vs with as a parameter for ncase=4

Figure 8.5a vs with as a parameter for ncase=5

Figure 8.5b vs with as a parameter for ncase=5, nr=81

Figure 8.6 vs with as a parameter for ncase=6, nr=81

Figure 8.7a vs with as a parameter for ncase=7

Figure 8.7b vs with as a parameter for ncase=7

Figure 8.8a vs with as a parameter for ncase=8

Figure 8.8b vs with as a parameter for ncase=8 and a ramp

Figure 8.9a vs with as a parameter for ncase=9

Figure 8.9b vs with as a parameter for ncase=9

Chapter 9: Tumor Cell Density in Glioblastomas

Figure 9.1 (a) vs with , ncase=1, linear, (b) vs with , ncase=1, linear

Figure 9.2 (a) vs with , ncase=3, Gompertz, (b) vs with , ncase=3, Gompertz

Figure 9.3 (a) vs with , ncase=1, , (b) vs with , ncase=1,

Chapter 10: Mol Analysis with a Variable Grid: Antigen-Antibody Binding Kinetics

Figure 10.1 Schematic of diffusion-binding system

Figure 10.2a Uniform spatial grid

Figure 10.2d vs , uniform grid

Figure 10.2b Increment of uniform spatial grid

Figure 10.2c vs , uniform grid

Figure 10.3a Variable spatial grid

Figure 10.3d vs , variable grid

Figure 10.3b Incremental spacing of variable spatial grid

Figure 10.3c vs , variable grid

List of Tables

Chapter 1: An Introduction to MOL Analysis of PDEs: Wave Front Resolution in Chromatography

Table 1.1 Variables and parameters of eq. (1.1a)

Table 1.2 Selected numerical output for eqs. (1.1) to (1.4) from pde_1_main and pde_1 for ncase=1,2

Table 1.3 Numerical output for eqs. (1.1) to (1.4) for ncase=1,2, ifd=2

Table 1.4 Numerical output for eqs. (1.1) to (1.4) for ncase=1,2, ifd=3

Table 1.5 Numerical output for eqs. (1.1) to (1.4) for ncase=1,2, ifd=4

Table 1.6 Abbreviated comparison of output for eqs. (1.1) to (1.4) for ncase=2

Chapter 2: Wave Front Resolution in Vegf Angiogenesis

Table 2.1 Abbreviated Numerical Output at for ncase=1

Chapter 3: Thermographic Tumor Location

Table 3.1 Abbreviated Output from Listings 3.1 and 3.2

Table 3.2 Abbreviated Output from Listings 3.1 and 3.2 for

Chapter 4: Blood-Tissue Transport

Table 4.1 Numerical Output from the Main Program of Listing 4.2,

Table 4.2 Numerical Output from the Main Program of Listing 4.2,

Chapter 5: Two-Fluid/Membrane Model

Table 5.1 Indexing for the MOL analysis of eqs. (5.1)

Table 5.2 Numerical solution for eqs. (5.1) to (5.3)

Chapter 6: Liver Support Systems

Table 6.1 Numerical solution for eqs. (6.2) and (6.3)

Table 6.2 Numerical solution for eqs. (6.2) and (6.3) with eqs. (6.4) to (6.7) included

Chapter 7: Cross Diffusion Epidemiology Model

Table 7.1 Numerical values of the parameters in eqs. (7.1)

Table 7.2 Abbreviated output for ncase=1

Table 7.3 Abbreviated output for ncase=2

Table 7.4 Abbreviated output for ncase=3

Chapter 8: Oncolytic Virotherapy

Table 8.1 Abbreviated numerical output,

ncase=1

Table 8.2 Abbreviated numerical output, ncase=2

Table 8.3 Abbreviated numerical output, ncase=3

Table 8.4 Abbreviated numerical output, ncase=4

Table 8.5a Abbreviated numerical output, ncase=5

Table 8.5b Abbreviated numerical output, ncase=5, nr=81

Table 8.7 Abbreviated numerical output, ncase=6

Table 8.8 Abbreviated numerical output, ncase=7

Table 8.8a Abbreviated numerical output, ncase=8

Table 8.8b Abbreviated numerical output, ncase=8 and a ramp

Table 8.9 Abbreviated numerical output,

ncase=9

Chapter 9: Tumor Cell Density in Glioblastomas

Table 9.1 Abbreviated numerical output for ncase=2, logistic

Table 9.2 Abbreviated numerical output for ncase=3, Gompertz

Table 9.3 Abbreviated numerical output for ncase=1, linear

Chapter 10: Mol Analysis with a Variable Grid: Antigen-Antibody Binding Kinetics

Table 10.1 Dependent and independent variables of eqs. (10.1) and (10.4)

Table 10.2 Parameters and numerical values for eqs. (10.1) to (10.5)

Table 10.3 Abbreviated numerical output for the uniform grid

Table A.10.1 Prescribed ) pairs

Table 10.10 Abbreviated numerical output for ifcn=2, p=1.5

Method of Lines PDE Analysis in Biomedical Science and Engineering

 

 

WILLIAM E. SCHIESSER

Department of Chemical and Biomolecular EngineeringLehigh UniversityBethlehem, PA USA

 

 

 

Copyright © 2016 by John Wiley & Sons, Inc. All rights reserved

Published by John Wiley & Sons, Inc., Hoboken, New Jersey

Published simultaneously in Canada

No part of this publication may be reproduced, stored in a retrieval system, or transmitted in any form or by any means, electronic, mechanical, photocopying, recording, scanning, or otherwise, except as permitted under Section 107 or 108 of the 1976 United States Copyright Act, without either the prior written permission of the Publisher, or authorization through payment of the appropriate per-copy fee to the Copyright Clearance Center, Inc., 222 Rosewood Drive, Danvers, MA 01923, (978) 750-8400, fax (978) 750-4470, or on the web at www.copyright.com. Requests to the Publisher for permission should be addressed to the Permissions Department, John Wiley & Sons, Inc., 111 River Street, Hoboken, NJ 07030, (201) 748-6011, fax (201) 748-6008, or online at http://www.wiley.com/go/permissions.

Limit of Liability/Disclaimer of Warranty: While the publisher and author have used their best efforts in preparing this book, they make no representations or warranties with respect to the accuracy or completeness of the contents of this book and specifically disclaim any implied warranties of merchantability or fitness for a particular purpose. No warranty may be created or extended by sales representatives or written sales materials. The advice and strategies contained herein may not be suitable for your situation. You should consult with a professional where appropriate. Neither the publisher nor author shall be liable for any loss of profit or any other commercial damages, including but not limited to special, incidental, consequential, or other damages.

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Library of Congress Cataloging-in-Publication Data:

Names: Schiesser, W. E., author.

Title: Method of lines PDE analysis in biomedical science and engineering/

William E. Schiesser.

Description: Hoboken, New Jersey : John Wiley & Sons, 2016. | Includes

bibliographical references and index.

Identifiers: LCCN 2015043460 | ISBN 9781119130482

Subjects: LCSH: Differential equations, Partial–Numerical solutions. |

Numerical analysis–Computer programs.

Classification: LCC QA377 .S35 2016 | DDC 610.1/515353–dc23 LC record available at http://lccn.loc.gov/2015043460

To

Edward Amstutz

Glenn Christensen

Joseph Elgin

Harvey Neville

Preface

The reporting of differential equation models in biomedical science and engineering (BMSE) continues at a remarkable pace. In this book, recently reported models based on initial-boundary-value ordinary and partial differential equations (ODE/PDEs) are described in chapters that have the following general format:

1.

The model is stated as an ODE/PDE system, including the required initial conditions (ICs) and boundary conditions (BCs). The origin of PDEs based on mass conservation is discussed in Appendix A.

2.

The coding (programming) of the model equations is presented as a series of routines in R, which primarily implements the method of lines (MOL) for PDEs. Briefly, in the MOL,

The partial derivatives in the spatial (boundary value) independent variables are replaced by approximations such as finite differences, finite elements, finite volumes, or spectral representations. In the present discussion, finite differences (FDs) are used, although alternatives are easily included.

1

Derivatives with respect to an initial-value variable remain, which are expressed through a system of ODEs. An ODE solver (integrator) is then used to compute a numerical solution to the ODE/PDE system.

2

3.

The resulting numerical and graphical (plotted) solution is discussed and interpreted with respect to the model equations.

4.

The chapter concludes with a review of the numerical (MOL) algorithmperformance, general observations and results from the model, and possible extensions of the model.

The source of each model is included as one or more references. Generally, these are recent papers from the scientific and mathematics literature. Typically, a paper consists of some background discussion of the model, a statement of the model ODE/PDE system, presentation of a numerical solution of the model equations, and conclusions concerning the model and features of the solution.

What is missing in this format are the details of the numerical algorithms used to compute the reported solutions and the coding of the model equations. Also, the statement of the model is frequently incomplete such as missing equations, parameters, ICs, and BCs, so that reproduction of the solution with reasonable effort is virtually impossible.

We have attempted to address this situation by providing the source code of the routines, with a detailed explanation of the code, a few lines at a time. This approach includes a complete statement of the model (the computer will ensure this) and an explanation of how the numerical solutions are computed in enough detail that the reader can understand the numerical methods and coding and reproduce the solutions by executing the R routines (provided in a download).

In this way, we think that the formulation and use of the ODE/PDE models will be clear, including all of the mathematical details, so that readers can execute, then possibly experiment and extend, the models with reasonable effort. Finally, the intent of the detailed discussion is to explain the MOL formulation and methodology so that the reader can develop new ODE/PDE models and applications without becoming deeply involved in mathematics and computer programming.

In summary, the presentation is not as formal mathematics, for example, theorems and proofs. Rather, the presentation is by examples of recently reported ODE/PDE BMSE models including the details for computing numerical solutions, particularly documented source code. The author would welcome comments and suggestions for improvements ([email protected]).

William E. SchiesserBethlehem, PA, USAMay 1, 2016

1

 Representative routines for the approximation of PDE spatial derivatives are listed in Appendix B.

2

 Additional ODEs, which might, for example, be BCs for PDEs, can naturally be included in the model MOL solution. The solution of a mixed ODE/PDE system is demonstrated in some of the BMSE applications. Also, differential algebraic equations (DAEs) can easily be included in a MOL solution through the use of a modified ODE solver or a DAE solver.

About the Companion Website

This book is accompanied by a companion website:

www.wiley.com/go/Schiesser/PDE_Analysis

The website includes:

• Related R Routines