A SHORT COURSE IN

THE MODELING OF CHEMOTAXIS

By
L. R. Ritter
1
As part of the Research Experience for Undergraduates
Summer Course 2004
Texas A & M University
College Station Texas
1
This is a work in progress. Please disregard some redundancy in the last part of chap-
ter 4, and the incomplete results in that section. Please email any critical comments to lrit-
ter@math.tamu.edu.
c Copyright by L. Rylie Ritter 2004
All Rights Reserved
i
Contents
List of Figures iii
1 Introduction 1
1.1 What is Chemotaxis? . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 The Story of Dicty . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3 Beyond Dicty . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
2 Modeling: The Macroscopic Approach 7
2.1 The rst derivation by Keller and Segel . . . . . . . . . . . . . . . . . 7
2.2 The Keller-Segel Model of Chemotaxis . . . . . . . . . . . . . . . . . 14
2.3 Traveling bands of chemotactic bacteria . . . . . . . . . . . . . . . . . 15
2.4 Some conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
3 Modeling: The Microscopic Approach 22
3.1 A Local Information Model . . . . . . . . . . . . . . . . . . . . . . . 25
3.2 A Barrier Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
3.3 A Nearest Neighbor Model . . . . . . . . . . . . . . . . . . . . . . . . 30
3.4 A Gradient-Based Model . . . . . . . . . . . . . . . . . . . . . . . . . 33
3.5 Chapter Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
ii
4 Applications of the Keller-Segel Model 36
4.1 Angiogenesis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
4.1.1 What is Angiogenesis? . . . . . . . . . . . . . . . . . . . . . . 36
4.1.2 A Mathematical Model of Angiogenesis . . . . . . . . . . . . . 38
4.2 Atherogenesis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
4.2.1 What is Atherosclerosis? . . . . . . . . . . . . . . . . . . . . . 46
4.2.2 A Detailed Look at Atherogenesis . . . . . . . . . . . . . . . . 52
4.2.3 A Mathematical Model of Atherogenesis . . . . . . . . . . . . 61
References and Suggested Reading 72
Appendix A
Linear Chemical Reactions 76
Appendix B
Bachmann-Landau Order Symbols 80
iii
List of Figures
1.1 Life Cycle of Dictyostelium Discoideum . . . . . . . . . . . . . . . . . 5
2.1 The experimental conguration . . . . . . . . . . . . . . . . . . . . . 16
4.1 Cartoon of the process of tumor induced angiogenesis. . . . . . . . . 39
4.2 Time evolution of the onset of angiogenesis for the system (4.12)
(4.15). Evolution of bronectin decay showing an opening of about 6
microns. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
4.3 Time evolution of the endothelial cell movement. Note the bimodality
for each time slice. This gure fails to correctly capture the events on
the time interval [0, 0.05] where the growth factor is changing most
rapidly. The numerical solution breaks down sometime after 0.2 hours
when the two maxima coalesce (the authors do not provide a plot of
this phenomenon). . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
4.4 This plot shows the evolution of the EC as in 4.3 on the time interval
[0, 0.05]. Bimodality appears almost immediately. . . . . . . . . . . . 49
4.5 Evolution of the growth factor decay showing that growth factor is
gone within 0.025 hours. . . . . . . . . . . . . . . . . . . . . . . . . . 50
4.6 Evolution of the protease showing that the concentration comes to a
near steady state. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
4.7 Cartoon picture of the thick walled, multi-layered artery. . . . . . . . 55
4.8 Lesion with Smooth Muscle Cell Cap . . . . . . . . . . . . . . . . . . 71
iv
Chapter 1
Introduction
1.1 What is Chemotaxis?
In biological systems, living species sense their environment and respond to it.
Consider this example: A male tiger may enter into a new territory and detect the
scent left by a female tiger. Hoping for an opportunity to breed, our tiger is drawn
further into the new area. On the other hand, suppose the incoming male instead
senses the scent left by another male tiger. He interprets the scent as a message that
this territory belongs to another. If he is not up to ghting for hunting and breeding
rights, he will retreat. His response to the stimulus, a scent marking, whether he
moves toward or away from it is called taxis (from the Greek taxis to arrange).
Typically the word taxis is preceded a prex that is determined by the type of
stimulus that organisms in a given system respond to. Several types of taxis are
well known; a few of these are outlined in table 1.1. The type of taxis that we
are currently interested in is chemotaxis. According to Horstmann [9], chemotaxis
is ...the inuence of chemical substances in the environment on the movement of
1
2
mobile species. Referring back to the story of our male tiger we note that the
inuence the chemical signal in the scent marking might be to draw him nearer to
the source of the signal; we typically call this positive chemotaxis, and refer to
the chemical as a chemoattractant. When an organism is driven away from the
source of a chemical signal we refer to this as negative chemotaxis and in this
case we call the chemical species a chemorepellent or a chemoinhibitor.
Table 1.1: Types of Taxis
Type of Taxis Stimulus Example Species
geotaxis gravitational force ies, birds
aerotaxis air (oxygen) bacteria
phototaxis light moths, mollusks
haptotaxis adhesive red blood cells in mammals
chemotaxis chemical signal bacteria, amoebae, red blood cells
Our focus will be on the mathematical modeling of chemotaxis and some of the
applications of these models. In particular, we will explore the derivation (from
dierent perspectives) of a model typically referred to as the Classical Keller-
Segel Model of Chemotaxis. The model takes its name from Evelyn F. Keller
and Lee A. Segel, mathematicians who introduced the model equations as a model
of chemotaxis in 1970. The most distiguishing characteristic of this model (which
will become clear in later sections) actually precedes the work of Keller and Segel. In
1953, Cliord S. Patlak derived essentially the rst equation of the Keller-Segel
model. Patlak was motived in part by recent (at that time) studies of biological
systems such as modeling of migration of mosquitoes, mollusk, and homing pigeon.
He was also interested in modeling other phenomena such as predicting the length
3
of polymer chains. Though seemingly unrelated, these topics can both be thought
of in terms of random walks in which various forces come into play. We will see that
this probabilistic approach has been used extensively in the modeling and study
of chemotaxis. Despite Patlaks publication, the name Keller-Segel Model is the
one commonly associated with a particular model of chemotaxis. Keller and Segels
early work was inspired by a tiny but impressive little character called dictyostelium
discoideumknown as Dicty to admirers (of which there are many, just try a
google search of Dicty amoebae to see how big of a following these little guys
have).
1.2 The Story of Dicty
Dictyostelium discoidium is a unicellular organism, in particular he is what is
known as a myxamoeba or more commonly slime mold. He is typically found
living in cultivated soil as well as in the sticky humus layers of woodland soils where
he feeds on bacteria. Dicty was rst discovered by K. B. Raper in 1935, and it
became quite clear that he was part of a very strange family of amoebae. Most
notably, his life cycle depended on him being a social creature (see gure 1.1).
Given sucient food supplies, a population of dictys move very little and simply
engulf the bacteria they need to survive. Once food resources are depleted, however,
the dictys will spread out over the available region. Eventually one of them will begin
to emit a chemical signal called cyclic Adenosine Monophosphate (cAMP). Other
myxamoebae will be attracted to this founder cell. They will migrate towards
the founder and will amplify the signal by emitting cAMP as well. Over time, the
myxamoebae will aggregate and dierentiate to form a multicellular organism. In
4
this new form, as a plasmoid, the individual dictys actually maintain their individual
integrity. This plasmoid or slug will move on slime toward light. Eventually, it will
sprout a fruiting body, release spores, and the life cycle starts again.
1.3 Beyond Dicty
The aggregation of myxamoebae and myxobacteria
1
has been of great interest to
those researchers who have developed models of chemotaxis [11, 12, 13, 20, 19, 26].
In fact the movement of myxobacteria is far less understood, the interested reader
is referred to [19] for an analysis of modeling of two mechanisms of aggregation
(reinforced slime trails and chemical signaling). However, the techniques used to
understand the behavior of dictyostelium discoidium are currently being used to
understand seemingly unrelated phenomena such as angiogenesis
2
(see section 4.1)
and more recently atherogenesis
3
(see section 4.2).
The next two chapters of this report will be dedicated to the mathematical
modeling of chemotaxis. There are two approaches to modeling to consider. These
are the macroscopic approach in which the behavior of a population is considered as a
whole and the microscopic approach where the focus is on the irregular movements of
a single member of a population. While the microscopic approach seems to predate
1
Myxobacteria are a gram negative bacteria that exhibit gliding movement on solid substrates.
They were rst isolated by Roland Thaxter in 1892. The prex myx is from the Greek muxa
meaning slime or mucus.
2
Angiogenesis is the process by which tumors induce the growth of their own capillary network.
3
Atherogenesis is the onset of the disease atherosclerosis. This disease, commonly called hard-
ening of the arteries, involves the build up of lipids and debris in the arterial wall and is the leading
cause of human mortality throughout the developed world.
5
Figure 1.1: Life Cycle of Dictyostelium Discoideum
6
the macroscopic (see Patlak [20]), it was the macroscopic approach that was taken
by Keller and Segel and so will be presented here rst. The modeling in chapter
2 will be based on the notions of Ficks and Fouriers law, and mass balance to
derive the equations governing a given system. We will nd that this approach gives
rise to a system of (typically) parabolic partial dierential equations (PDEs). In
chapter 3, the microscopic approach is presented. The tools used in this section are
primarily probability theory and the notion of a discrete space random walk. This
results in a continuous time, discrete space master equation for the probability of
nding an organism at a given place at a given time. However, we will see that from
the discrete space equations of the microscopic models one can formally recover the
reaction-diusion PDEs of the macroscopic approach.
Chapter 2
Modeling: The Macroscopic
Approach
2.1 The rst derivation by Keller and Segel
Perhaps the best approach to studying this topic is to go through the work of
Keller and Segel as presented in their ground breaking paper of 1970 [11]. This
predates the formal Keller-Segel model, but is actually its rst appearance. In
[11], the authors were interested in describing the aggregation behavior of cellular
slime mold which they proposed was the result of an instability. To this end, they
identied the following four species signicant to the process:
a(x, t) The density of myxamoebae at the point x (in R, R
2
, or R
3
) and at the time
t.
(x, t) The concentration of the chemical attractant acrasin. Here, you can think of
acrasin as being the chemical cAMP described in section 1.2.
7
8
(x, t) The concentration of acrasinase, an enzyme that degrades the chemoattractant
acrasin.
c(x, t) The concentration of a complex that forms when acrasin and acrasinase react.
Next, Keller and Segel outline the assumptions that their model will be based on.
These are
(i) Acrasin is produced by the amoebae at a rate of f() per amoebae.
(ii) Acrasinase is produced by the amoebae at a rate of g(, ) per amoebae.
(iii) Acrasin and acrasinase react to form a complex that dissociates into a free
enzyme (acrasinase) and a degraded product vis.
+
k
1

k
1
c
k
2
+ degraded product
1
(iv) , , and c diuse by Ficks Law.
(v) The amoebae a move in the direction of increasing gradient of acrasin () and
by diusion. The total number of amoebae remains relatively xed.
In order to derive the equations of motion we consider an arbitrary volume
element of our system and balance the mass of each species. Let V be an arbitrary
1
This compact notation really denotes three reactions
+
k1
c c
k1
+ and c
k2
+ degraded product
The values k with a subscript are the reaction rates.
9
volume element with boundary V . Balance of mass requires that the myxamoebae
density, for example, satisfy
Change in mass in V =

t
_
V
a(x, t) dx

Flux out of the boundary of V =

_
V
J
(a)
ndS (2.1)
+
Mass created (birth)
or deleted (death) in V
=
_
V
Q
(a)
dx
where J
(a)
is the ux vector associated with species a, n is an outward unit normal
to V , and Q
(a)
is the net mass of amoebae created (birth - death) per unit time
per unit volume. We can write similar equations for the three other species giving
rise to the analogous terms J
()
, Q
()
, J
()
, Q
()
, J
(c)
, and Q
(c)
all of which will
require clarication. However, before we determine the proper forms (based on the
modeling assumptions) of these terms, let us note that we can use the divergence
theorem to obtain
2
_
V
J
(a)
ndS =
_
V
J
(a)
dx.
Hence the equation (2.1) can be written
_
V
_

t
a(x, t) + J
(a)
Q
(a)
_
dx = 0.
2
Unless otherwise stated, we will assume throughout this report that various functions and
vector elds are suciently smooth to satisfy the hypotheses of any theorem invoked and to write
as many derivatives as are necessary. Necessary conditions on the volume V are similarly assumed
to hold.
10
The only way for this result to hold for all possible choices of V is if the integrand
is identically zero. So, from the integral mass balance (2.1), we arrive at the PDE

t
a(x, t) = J
(a)
+ Q
(a)
.
Similar equations for the other species of course follow. But it remains to specify
the terms J
()
and Q
()
for = a, , , and c.
To characterize the ux and growth terms we turn back to the assumptions of
the model. The ux terms , , and c are determined by assumption (iv) as
J
()
= D

for = , , c.
(This is a classical Fickian diusion ux.) The parameter D with a subscript is the
diusion coecient which we can take here to be constants (although in general a
diusion coecient could depend on space or on the diusing species themselves).
We use assumption (v) to determine a reasonable form for J
(a)
as follows:
J
(a)
= D
2
a + D
1
.
This ux is the dening characteristic of the model at hand. We can think of it
as capturing two important aspects of the movement of the species. Each of these
aspects corresponds to one of the two terms in the ux. Namely, the term
D
2
a D
2
> 0 (Fickian term)
says that the organisms avoid increasing concentrations of their own kind. We
can think of this loosely as capturing the spreading out to avoid overcrowding
phenomenon (recall that the vector a is the direction of steepest descent of the
density a). The second term
3
D
1
(Fourier type term)
3
The numbering D
1
and D
2
are in keeping with Keller and Segels original notation
11
captures the movement of the species in response to the chemical . This is the
chemotaxis phenomenon. When D
1
> 0 we can interpret this terms as saying that
amoebae move from low concentrations of towards higher concentrations. This
is positive chemotaxis indicating that is a chemoattractant. If D
1
< 0, then this
term would mean that the amoebae move from higher to lower concentrations of
indicating that is a chemoinhibitor invoking negative chemotaxis. For the problem
at hand, the chemotaxis and hence D
1
are positive.
The growth term for a is easily determined to be
Q
(a)
= 0
since the last assumption includes that we take the total population number to
be constant (no growth or death). For the other species, we assume the chemical
reactions are linear
4
. This leads to the following forms for the growth terms:
(i) and (iii) = Q
()
= af() k
1
+ k
1
c,
(ii) and (iii) = Q
()
= ag(, ) k
1
+k
1
c +k
2
c,
(iii) = Q
(c)
= k
1
k
1
c k
2
c.
The system of interest can now be written down.
a
t
= (D
2
a D
1
) (2.2)

t
= (D

) + af() k
1
+ k
1
c (2.3)

t
= (D

) + ag(, ) k
1
+k
1
c +k
2
c (2.4)
c
t
= (D
c
c) + k
1
k
1
c k
2
c (2.5)
4
see Appendix A on how to interperet this mathematically
12
Equation (2.2) is the identifying equation of the Classical Keller-Segel model of
chemotaxis. Ill mention this again shortly. For now, let us return to Keller and
Segels analysis of this system just derived.
Let us note that the system (2.2)(2.5) is a coupled system of nonlinear parabolic
PDEs. A solution would require that we rst impose initial conditions of each of
the species as well as identify the relevant geometry (where the variable x lives) and
what boundary conditions each species should satisfy. Dealing with four equations
of this form is certainly not impossible, and in fact is much easier to do today (at
least numerically) than it was in 1970. To a great extent, how one approaches a
system is inuenced by what features one is trying to investigate. In this early work
[11], the authors proposed that the onset of aggregation of the myxamoebae was
the result of an instability. So, at this stage their intent was to perform a stability
analysis of (2.2)(2.5). To this end, they rst simplied the model so as to highlight
the central characteristics.
5
This is done by assuming that the complex c is in a
steady state (
t
c 0) and that the total concentration of enzymes (c+) is constant.
This yields
k
1
k
1
c k
2
c = 0, and c + =
0
= const.
Substituting this into the system, we obtain the system of two equations
a
t
= (D
2
a D
1
) (2.6)

t
= (D

) + af() k() (2.7)

where
k() =
0
k
2
K/(1 + K), and K = k
1
/(k
1
+ k
2
).
5
In their own words In such a preliminary investigation as this it is useful for the sake of clarity
to employ the simplest reasonable model.
13
The stability analysis consists of assuming that there is a steady state for the system
(a, ) = (a
0
,
0
) and considering a perturbation o of this state by setting
a = a
0
+ e
t
cos(
1
x
1
+
2
x
2
), =
0
+ e
t
cos(
1
x
1
+
2
x
2
).
(Here x = (x
1
, x
2
) R
2
.) Stability is determined by the sign of since positive
indicates that the perturbation term grows exponentially and negative indicates
that the perturbation decays back toward the steady state. After some computations
Keller and Segel arrived at the following condition for instability:
D
1

0
D
2
a
0
+
a
0
f

(
0
)

k
> 1, where

k = k(
0
) +
0
k

(
0
).
The motivation for writing the condition in this form is that we can see an expected
result by analyzing the rst term. Since only positive solutions (a, ) are physically
feasible the size of the left hand side of this inequality is determined primarily by
the value of the ratio
D
1
D
2
=
chemotactic eects
diusive eects
.
Instability, and consequently aggregation, is expected whenever the movement of
the amoebae is inuenced primarily by the chemical signal. This is what is observed
in experiments and so this criterion seems to support both the hypothesis that an
instability is at work in the aggregation process as well as the proposed model of
chemotaxis. For further discussion of this analysis, the reader is encouraged to see
[11].
14
2.2 The Keller-Segel Model of Chemotaxis
The purpose of the current section is to clarify much of the language and notation
that will be used through this report. We will call any system of the following form
u
t
= (u) ((u, v)v) + G(u, v) (2.8)
v
t
= F(u, v) (2.9)
the Keller-Segel model of chemotaxis. In this formulation, the variable u represents
the density of some motile living species, and the variable v represents the concen-
tration of some chemical species. The coecient is called the motility coecient
and is the analog of the diusion coecients for nonliving species. In general,
may depend on space, u, v or some combination of these variables. Typically, how-
ever, 0 whether it is constant or not. The function is called the chemotactic
sensitivity function. Most often, and throughout the present text, the chemotactic
sensitivity function is assumed to be linear in the species u [12, 9, 17] which is in
keeping with the notion that the ux of a species should be proportional to the
density of that species. Hence, we can write
(u, v) = u
0
(v).
Keller and Segel call
0
the chemotactic coecient
6
. As we saw in section 2.1, if

0
> 0 then (2.8) corresponds to positive chemotaxis and v is a chemoattractor. If

0
< 0 then (2.8) corresponds to negative chemotaxis and v is a chemoinhibitor. In
the case that 0 equation (2.8) is a pure diusion equation and no chemotaxis
is accounted for in the model.
6
Some authors refer to
0
as the chemotactic sensitivity function based on an apriori notion
that only linear dependence on u can occur in the chemotactic term.
15
2.3 Traveling bands of chemotactic bacteria
If you ever encounter a traveling band of chemotactic bacteria, dont make di-
rect eye contact; they hate that.
7
Joking aside, this section is based on the results
presented by Keller and Segel in 1971 [13] in which the authors consider an exper-
imental setup that results in visible bands of bacteria traveling up a capillary tube
lled with a mixture of oxygen and nutrient rich substrate. This example of the use
the Keller-Segel model is particularly interesting because it raises the question of
existence of a traveling wave solution to the system (2.8)(2.9).
The experiment that is being modeled consists of placing a population of Es-
cherichia coli (E. coli) bacteria in a petri dish and placing a capillary tube lined
with an oxygen and nutrient substrate into the center of the dish (gure 2.3). Af-
ter some time, a visible band of bacteria can be seen propagating up the capillary
tube as it consumes the nutrient substrate. In the case that all of the substrate is
not completely consumed by this band, a second band of bacteria will follow and
also propagate up the tube. A question that one might seek to answer is: what is
required of the system for traveling bands to be observed?
The assumptions of the model are
(i) There is a single substrate the concentration of which is denoted by s(x, t).
(ii) Bacteria, whose density is given by b(x, t), move by chemotaxis toward high
concentrations of the substrate and by diusion.
(iii) Diusion of the substrate is negligible
(iv) The bacteria consume the substrate at a rate of k(s) per bacteria
7
I was trying my best to be funny. Ill stop; I promise.
16
Figure 2.1: The experimental conguration
17
(v) The system is closed so that neither bacteria nor substrate enter (exit) through
the boundaries.
We can write the system of equations
8
(in the same fashion as done in section 2.1)
as
b
t
=

x
_
(s)
b
x
b(s)
s
x
_
(2.10)
s
t
= k(s)b (2.11)
for t > 0 and 0 < x < L (L=length of capillary tube), and with the conditions
s(x, 0) = s
0
(x), b(x, 0) = b
0
(x),
b
x
=
s
x
= 0 when x = 0, L.
The no ux conditions are because of assumption (v), and s
0
and b
0
are given initial
distributions of substrate and bacteria, respectively. Since the focus of this study is
to determine if traveling waves can be observed, and since the length of the capillary
tube is considered to be very large in comparison to a bacterial band, the analysis
is facilitated by introducing a traveling wave coordinate and extending the domain
of interest to the whole real line. That is, let
z = x ct < z < , b(x, t) = b(z), and s(x, t) = s(z)
Further assume that k, , and s
0
are constant and that in the far eld s = s
0
. In
the variable z the system (2.10)(2.11) becomes
9
cb

= b

+ (b(s)s

(2.12)
cs

= kb (2.13)
8
Observe that in this one space dimension setting the operator =

x
.
9

d
dz
18
b, b

0 and s s
0
as z
with both b and s bounded as z . To go any further requires that the
chemotactic coecient be specied. The choice that Keller and Segel make is that
it should have a power law dependence on the substrate concentrationi.e.
(s) = s
a
. (2.14)
They establish that traveling bands can only exist for the case a 1 (see the
Appendix in [13]), and choose the least singular form. Namely, they take a =
1. This is inspired in part by an observation known as the Weber-Fechner Law.
The Weber-Fechner Law
10
states that change in perception of an organism p is
proportional to the relative change is the amount of stimulant
S
S
the organism is
perceiving. Mathematically,
dp =
dS
S
which is equivalent to (2.14) for the case a = 1. The results of this choice for is
that it captures the observed phenomenon that organisms are sensitive to even very
small changes in the substrate if the concentration of substrate is also very small.
Moreover, it implies a saturation eect when the substrate is highly abundant in
that large changes are required for the bacteria to accurately determine the direction
of steepest ascent in this case. Ill leave nding the solution of (2.12)(2.13) as an
10
It is debatable whether use of the word Law is really appropriate here. Nevertheless, the
name Weber-Fechner Law is how this appears in the literature.
19
exercise for the reader
11
The solution is given by
b(z) =
c
2
s
0
k( )
_
s
s
0
_
/
e
cz/
(2.15)
s(z) = s
0
_
1 + e
cz/
_

(2.16)
From this solution we see something similar to what was observed for the sys-
tem (2.6)(2.7). Note that the solution (b, s) above is only bounded if
> 0 i.e if > .
That is to say the chemotactic inuence must prevail over the diusive inuence
on bacteria for the solution (2.15)(2.16) to be meaningfulfor traveling waves to
exist. The model here is further supported by matching the wave speed c with
reported data. This is done by the authors in [13] where they showed that the wave
speed determined by (2.15)(2.16) is in reasonable agreement with available data.
The speed c can be determined by substituting (2.16) into (2.15) and integrating
over all z (since the number of bacteria is assumed constant). One nds that
c =
Nk
as
0
where N = a
_

b(z) dz
and a is the cross sectional area of the capillary tube.
11
HINT: Integrate (2.12) and use the condition at innity to deal with the constant of integration.
Then divide through by b and integrate again. The solution will look like
b = Qs
/
exp(cz/)
with Q arbitrary (corresponding to horizontal translation in z). To get the solution to look
like (2.15)(2.16) choose
Q =
c
2
s
0
k( )
s
/
0
.
20
2.4 Some conclusions
In this chapter we have seen the modeling of chemotaxis approached from the
consideration of an entire population of organisms and how they interact with their
environment. The most notable result is the equation (2.8) which captures in a
mathematical language the phenomenon of taxis of a living species in response to
a nonliving speciessome chemical in the environment. The form of the second
equation in the Classical Keller-Segel model as stated in (2.9) is decidedly vague.
The inuences that drive the evolution of the chemical species can vary from sys-
tem to system and must be specied in correspondence with the assumptions of a
particular model. Hopefully the model examples discussed in sections 2.1 and 2.3
have given you some idea of what types of factors might go into determining the
appropriate right hand side of equation (2.9).
Does the organism produce the chemical?
Does the organism deplete the chemical, for example by eating it?
Are there other sources of the chemical, perhaps it is produce by some chemical
reaction?
Does the chemical naturally degrade?
Is there appreciable diusion of the chemical?
These are just a few questions the modeler might want to consider. We will see
more examples of equations governing chemical species in the fourth chapter.
Now, we turn our attention to the modeling of chemotaxis from the microscopic
perspective. Given the uncertainty encountered when attempting to quantify the
21
behavior of a single organism we will nd that the appropriate setting for modeling
is that of probability theory.
Chapter 3
Modeling: The Microscopic
Approach
I briey stated at the end of chapter 1 that the microscopic approach to modeling
chemotaxis actually appears to predate the macroscopic. In his 1953 paper Random
Walk with Persistence and External Bias
1
[20], C. Patlak derives what is essentially
the rst equation of the Keller-Segel model (equation (40) in [20]). Patlak was
himself motivated by studies of the motion of animals and the study of variability of
genes in populations. The primary method he used, and the method to be discussed
in this chapter, is that of treating a motion as a random walk in which forces that
inuence the walker are accounted for. The majority of the discussion contained
in this chapter as well as the notation used herein is taken from the 1997 paper by
1
Patlak denes persistence of direction as meaning that the probability a particle (organism)
travels in a given direction is not the same in all directions. External bias means that the
probability that a particle travels in a given direction depends on external forces acting on the
particle.
22
23
Hans Othmer and Angela Stevens [19]. Even though the formal Classical Model
of chemotaxis came eighteen years after Patlaks paper, and the paper of Othmer
and Stevens another twenty-six years after that, Patlak stated in 1953
[I]t may be pointed out that the motion of organisms under the inu-
ence of various stimuli...may, to a good approximation, be treated by this
method.
Now we are interested in characterizing the motion of a single organism walking
on a lattice who can, in the interest of simplicity, move from one lattice point to any
adjacent lattice point at any instant in time. To further simplify the exposition, we
can begin by assuming that the lattice is in one spatial dimension with the points
on the lattice indexed by the integers i Z. Thus, at any time t, a walker at i may
move to the point i 1, i + 1, or remain at i. Rather than introducing a variable
to represent our walker, we seek to determine a probability density function (pdf)
corresponding to the movement. To that end, dene the continuous time, conditional
pdf
p
i
(t) = P(the walker is at i at time t|the walker started at i = 0 at time t = 0).
We are interested in chemotaxis, so we would also like to represent the control
speciesi.e. chemoattractor or repellent. In keeping with [19], we will assume that
the control species is distributed on an embedded lattice of half step sizes. To
characterize this, we introduce the sequence
W = (..., w
i1/2
, w
i
, w
i+1/2
, ..., w
1/2
, w
0
, w
1/2
, ...)
of weights associated with the control species on the embedded lattice (you can think
of w
q
as the amount of chemical at the point q for half integer q). To construct a
24
master equation of our pdf we need to represent the transitional probability functions
that describe the probability that our walker takes a step. These functions should
depend on W since our walker is under the inuence of the control species. Dene
T
+
i
(W) = transitional probability per unit time of a jump from i to i + 1,
and
T

i
(W) = transitional probability per unit time of a jump from i to i 1.
We can write the master equation [19]
p
i
t
= T

i+1
(W)p
i+1
(t) + T
+
i1
(W)p
i1
(t) (T
+
i
(W) + T

i
(W))p
i
(t) (3.1)
In plain English the above can be stated (roughly) as:
The change in probability of nding our walker at i

(Probability the walker moves from i + 1 to i) (the probability the walker was at i + 1)
+
(Probability the walker moves from i 1 to i) (the probability the walker was at i 1)
|
(Probability the walker moves from i) (the probability the walker was at i).
Moreover, we can say that the quantity
(T
+
i
(W) + T

i
(W))
1
25
is the mean waiting time at the i
th
site. Equation (3.1) appears at rst like a
Markov process (the current state being independent of the previous state). How-
ever, this is in general not the case since the walker can inuence the weights. We
saw this in chapter 2 in the models described there. That is, the organisms may
secrete, eat, or otherwise inuence the state of the control species. So, even though
the transitional probabilities are not shown to depend explicitly on the p
i
s, there is
implicit dependence as W can, and usually does, depend on the p
i
s.
In the rest of this chapter, we will consider four dierent models that determine
the form of the transitional probabilities. These are (1) a local information model,
(2) a barrier model, (3) a nearest neighbor model, and (5) a gradient-based model.
We will also see how these relate, at least formally, to the macroscopic model de-
scribed in the previous chapter. Equations that govern the control species will be
ignored here.
3.1 A Local Information Model
Here, the transitional probability depends only on the weight at the node of
interesti.e.
T

n
(W) =

T(w
n
) n
2
.
In this assignment we are also separating the units by letting the parameter have
units of 1/time so that

T is dimensionless. Substitution into the master equa-
tion (3.1) yields
p
i
t
=

T(w
i+1
)p
i+1
(t) +

T(w
i1
)p
i1
(t) 2

T(w
i
)p
i
(t) (3.2)
2
Note that this means that T
+
n
= T

n
.
26
This equation assumes that our walker can only sense and hence respond to the
measure of the chemical right where he is standing. We can analyze the features
of this model in more depth by relating it to a continuous time, continuous space
model.
To do this, let us assume that the mesh consists of equally spaced nodes a distance
of h apart and dene x = nh, n Z. Next, suppose that we can expand the terms
on the right hand side of (3.2) in Taylor series
3
for small h (for ease of notation I
will write

T(w
i
) as

T
i
and denote derivatives with respect to x by a subscript)

T
i+1
p
i+1
=

T
i
p
i
+ h
_

T
i
p
i
_
x
+
h
2
2
_

T
i
p
i
_
xx
+
h
3
3!
_

T
i
p
i
_
xxx
+ O(h
4
) (3.3)

T
i1
p
i1
=

T
i
p
i
h
_

T
i
p
i
_
x
+
h
2
2
_

T
i
p
i
_
xx

h
3
3!
_

T
i
p
i
_
xxx
+O(h
4
) (3.4)
The term O(h
4
) means that all remaining terms are at most of order h
4
as h 0.
An explanation of this order notation can be found in Appendix B. It should be
noted here these expansions are not rigorous because we have not shown that these
derivatives are indeed bounded as h 0. It is not a trivial matter to establish
boundedness of the derivatives and in fact for some relevant models (choices of

T)
it turns out that it can not be done
4
. Nevertheless, we proceed by substituting (3.3)
and (3.4) back into the right hand side of (3.2) and dropping the subscript i. Note
3
To clarify the computations, for x = ih F
i1
denotes F((i 1)h) = F(x h). And for small
h we can write the Taylor expansion about x as
F(x h) = F(x) + (h)
dF
dx
(x) +
(h)
2
2!
d
2
F
dx
2
(x) +
(h)
3
3!
d
3
F
dx
3
(x) +
4
Many interesting systems exhibit blow-up in nite time or Dirac concentration solutions. These
solutions can have relevant physical meaning.
27
that the odd terms and the zero-order terms vanish to leave
p
t
= h
2
_

T(w)p
_
xx
+ O(h
4
).
We (formally) set
lim
h0
lim

h
2
=: D (0, ).
When and h both go to zero this leads to
p
t
= D

2
x
2
_

T(w)p
_
= D

x
_

T(w)
p
x
+ p

(w)
w
x
_
.
It is not dicult to show that in higher dimensions the above generalizes to
p
t
= D
_

T(w)p + p

(w)w
_
.
This is an equation of the form (2.8). We can rewrite this equation as
p
t
= D (p (p, w)w) (3.5)
and see that we have terms similar to the motility coecient
5
= D

T(w)
and the chemotactic sensitivity function
(p, w) = pD

T

(w)
with the prime here indicating dierentiation with respect to w.
5
I say similar to since p is a probability density function as opposed to number or mass.
28
A number of observations can be made about equation (3.5). Most obvious is that
the chemotactic sensitivity function is linear in our measure of the mobile species p.
This is not surprising and is in keeping with the notion that the chemotactic ux
be proportional to species density. The dependence of on

T also yields interesting
information about how the form of the transitional probability function aects the
anticipated behavior of the system. In particular, if we consider the case that

T
is constant in w, that is the probability of a movement to an adjacent node is
independent of the control species, then

T

and hence is zero. Then (3.5) is a pure

diusion equation and the system does not exhibit chemotaxis. If

T is a decreasing
function of w, then > 0 which we expect to indicate positive chemotaxis. To check
the reasonableness of this observation, we recall that by our denition of

T and the
mean waiting time:
_

T(w)
_
1
= 2 times the mean waiting time where the weight is w.
So, if

T

(w) < 0, then

w
_

T(w)
_
1
> 0
and the mean waiting time is increasing in w. If follows that accumulation of the
organisms is more likely to occur where the concentration of the control species is
large. This is consistent with positive chemotaxis. It is similarly clear that if

T is
an increasing function, then the system exhibits negative chemotaxis. Finally, I will
mention that (3.5) admits a nonconstant steady state solution

Tp harmonic.
29
3.2 A Barrier Model
The model is again determined by what form the transitional probabilities take
and how they depend on the control species. In the current section we want the
movement of our organism from one node an adjacent node to depend on barrier
between the nodes. Here is where it is particularly useful that we prescribe the
weights of the control species be on an embedded lattice of half step size. As an
example, suppose that
T

i
(W) =

T(w
i1/2
)
so that a jump from i to i + 1, for example, depends on a barrier at i + 1/2. The
coecient 1/time is again introduced so that

T is dimensionless. For this choice
of transitional probability the master equation is
p
i
t
=

T(w
i+1/2
)p
i+1
+

T(w
i1/2
)p
i1

T(w
i+1/2
) +

T(w
i1/2
)
_
p
i
(3.6)
As in the previous section we dene x = ih where h is the size of the grid mesh and
assume that
D = lim
h0
lim

h
2
is a positive, nite number. Upon expanding the right hand side of (3.6) to fourth
order and letting , h 0 we arrive at
p
t
= D

x
_

T(w)
p
x
_
(3.7)
I leave the computation as an exercise for the reader. The higher dimensional analog
is
p
t
= D
_

T(w)p
_
(3.8)
30
The notable characteristic of this equation is that there is no dependence on the
second spatial derivatives of the control species. That is to say that this is not an
equation of the form of the Keller-Segel model. Rather it is a convection diusion
equation. This type of equation has been studied by Lapidus in [15] who showed
that solutions can exhibit transient aggregation but that this does not last. He
terms this phenomenon pseudochemotaxis. From the form of the transitional
probabilities there is no dependence on the weights that are on the walkers lattice.
Moreover, there is no correlation between left and right jump probabilities. One
possible adjustment to this is to insist that the mean waiting time be constant on
the lattice. An example of this would be to dene the transitional probabilities as
T

i
(W) =

T(w
i1/2
)

T(w
i+1/2
) +

T(w
i1/2
)
(3.9)
so that
T
+
i
(W) + T

i
(W) = i.
It can be shown that this choice of T

does lead to an equation of the Keller-Segel

type. But, rather than consider this example now, I will conclude this section and
reintroduce essentially this same transitional probability form for a nearest neighbor
model.
3.3 A Nearest Neighbor Model
As the name suggests, a nearest neighbor model is one in which the transitional
probability function at a given site depends on the weights of the control species at
one or both of the adjacent sites. The nearest neighbor model that will be considered
as an example in this section is similar to the last one described in which the mean
31
waiting time at all sites is constant. We dene the transitional probabilities by
T
+
n
(W) =
w
n+1
w
n+1
+w
n1
, and T

n
(W) =
w
n1
w
n+1
+ w
n1
.
Note that this is of the same general form as (3.9) except for dependence on the
integer valued grid points, but it corresponds to the special form of

T(w) = w.
This particular choice was given by Davis [3] to describe a reinforced random walk.
In Davis model, he considered the value of a weight at a given spatial node as a
function of the number of times a walker occupied that node. This type of model is
analyzed by Othmer and Stevens [19] in relation to the movement of myxobacteria.
This is because a myxobacterium can excrete a slime trail that may be used by other
myxobacteria to facilitate their movement. Having the weight at a node increase
each time it is occupied reects the bacterias preference for moving along existing
slime trails.
Let us introduce the new function N dened by
T

n+1
(W) =
w
n
w
n+2
+ w
n
=: N(w
n
, w
n+2
).
Then
T
+
n1
(W) = N(w
n
, w
n2
),
and the master equation for this case can be written
p
n
t
= (p
n+1
N(w
n
, w
n+2
) + p
n1
N(w
n
, w
n2
) p
n
) . (3.10)
To evaluate this model we again expand the the right hand side about the point
x = nh for small h and formally take to innity and h to zero. (The reader is
encouraged to work out the details)
6
Dening the parameter D in the same way as
6
Put N(u, v) =
u
u+v
and use that
N(u, u + u) = N(u, u) +

v
N(u, u)u + O(u
2
) =
1
2

1
4u
u + O(u
2
).
32
before, the corresponding continuous space equation to (3.10) is
p
t
= D

x
_
1
2
p
x

p
w
w
x
_
.
The analog in two or more spatial dimensions is
p
t
= D
_
1
2
p
p
w
w
_
. (3.11)
First, we see that (3.11) is an equation of the type of the rst equation of the
Keller-Segel model of chemotaxis. Moreover, we can identify the motility coecient
and chemotactic sensitivity function as
=
D
2
(p, w) = D
p
w
= Dp
d
dw
ln(w).
We see that the chemotactic sensitivity function is again linear in the measure of
the motile species p. Also, this form of corresponds to the Weber-Fechner Law
used by Keller and Segel in [13]. This may also reect the slightly larger range of
lattice that inuences the conditionally probability at a given node. That is, the
probability at the n
th
lattice point depends on the weights at the (n2)
nd
, the n
th
,
and the (n + 2)
nd
nodes.
We can consider a more general form of the transitional probabilities
T

n
(W) =

T(w
n1
)

T(w
n+1
) +

T(w
n1
)
of which

T is the identity is just one example. The analysis leads to the continuous
equation
p
t
= D
_
1
2
p p

(w)

T(w)
w
_
. (3.12)
33
The motility coecient is the same as in (3.11) and the chemotactic sensitivity
function is
(p, w) = Dp

(w)

T(w)
= Dp
d
dw
ln(

T(w)).
The chemotaxis is there for positive whenever

T is strictly increasing and negative
when

T is strictly decreasing. This is quite dierent than the local information
model of section 3.1.
3.4 A Gradient-Based Model
We conclude this chapter with one last random walk model. A gradient based
model is intended to capture the phenomena of organism that probe the envi-
ronment before making a move and having the decision to move be based on a
consideration of weights at the current point and the next point to be occupied.
To keep things simple we consider a model in which the transitional probability
function depends linearly on the dierence of the weight at a given point and the
next adjacent point. For example
T

n
(W) = ( + ((w
n1
) (w
n
))) (3.13)
where is a known continuous function
7
and and are nonnegative constants.
We again derive an equation of a continuous space variable. For this model, we
obtain
p
t
= D

x
_

p
x
2p

(w)
w
x
_
, (3.14)
7
The form of T in (3.13) could be prescribed to depend on barrier weights (e.g. at
w
n1/2
); it could also be extended to higher order dependence for example by adding a term
((w
n1
) (w
n
))
2
and so forth.
34
or in two or more dimensions
p
t
= D (p 2p

(w)w) . (3.15)
If both and are positive, then this equation is of the Keller-Segel type with
motility coecient = D and chemotactic sensitivity function
(p, w) = 2p

(w).
The chemotaxis represented would be positive if is increasing and negative if is
decreasing. If = 0 (equivalently if is constant) then there is no taxis and (3.15)
is a pure diusion equation. This is identical to the case considered in section 3.1 in
which the probability of movement is independence of the control species. If there
is no basal transition rate, = 0, then there is no diusion and the only transport
is due to chemotaxis.
3.5 Chapter Conclusions
We have seen that the dening characteristic of the Keller-Segel model can be
derived directly as in chapter 2 from mass balance considerations and, at least
formally, by considering irregular movements of a single member of a population
from a probabilistic perspective. But, as was stated earlier, we have given little
consideration as to the evolution of the control species other than to point out at
the end of chapter 2 what some of the phenomena might need to be accounted for.
Some issues of interest at this point may be
What are equations for the stimulus?
What types of solutions to these equations might arise?
35
What are some applications of the Keller-Segel model?
In the next chapter, I will focus on the last question which will include some examples
of the previous two.
Chapter 4
Applications of the Keller-Segel
Model
The model as rst derived by Keller and Segel was done so in the context of a
specic example of chemotaxisi.e. aggregation of slime mold [11]. In this nal
chapter, we will explore two other examples of problems for which the Keller-Segel
model has been used to describe the evolution of a system in which organisms (in
these cases human cells) respond to chemicals in their environment.
4.1 Angiogenesis
4.1.1 What is Angiogenesis?
When a tumor rst appears in the human body it is in a stage that would be
termed avascular meaning that it does not have its own blood supply but rather
depends on diusion of oxygen and other nutrients from nearby tissues for its survival
36
37
and growth. Since nutrients are unable to reach all the cells in a new tumor some
of the cells begin to die (become necrotic). Small avascular tumors are typically
characterized by a necrotic core surrounded by living cells. In the absence of its own
blood supply the young tumor will obtain a limited size of 1-3 mm [17]. Continued
growth can only occur if the tumor can somehow induce the growth of its own
capillary network. A hypoxic tumor may be able to do just this by sending chemical
signals into the surrounding tissue which are responded to by cells in the vasculature
in such a way that these responding cells migrate and build capillaries connecting
the tumor to the rest of the blood stream. The process of inducing new vasculature
is called angiogenesis. Angiogenesis is not unique to tumor growth; it occurs for
example during prenatal development. However, angiogenesis has become, in some
circles, essentially synonymous with tumor development [17].
In order to understand the process, it is necessary to have some basic idea of
the structure of vessels in the human body. There are several vessel types in the
body that vary in size, structure and function. These include large arteries such
as the aorta that delivers fresh blood from the heart, veins and the vena cava
that return blood to the heart, and tiny little capillaries throughout the body
1
that deliver nutrient rich blood to all of tissues of the body including some of the
larger vessels. The process of tumor induced angiogenesis
2
primarily involves the
small veins and capillaries
3
. These can be considered as small cylinders that are
lined with a monolayer of cells called endothelial cells (ECs) resting on a thin basal
membrane and perhaps supported on the outer side by layered smooth muscle cells
1
There are on the order of 10
10
capillaries in a human being.
2
Throughout the rest of this section, the word angiogenesis will always be used to denote tumor
induced angiogenesis.
3
Most cells in the body are no more than 50m away from a capillary ([10] pg. 250).
38
(SMCs). The ECs are the main cellular species outside of the tumor responsible for
angiogenesis.
Angiogenesis occurs in three stages (see gure 4.1): (1) activation of ECs, (2)
migration and proliferation of ECs, and (3) maturation of the new vessels. The
rst stage is triggered when a hypoxic tumor emits a chemical signal in the form
of any of several specic chemicals known collectively as TAFs (tumor angiogenic
factors). The chemical signal is heard by an endothelial cell when the chemical
binds to a receptor on the EC surface. This results in gene expression within the
EC causing it to change phenotypes from a quiescent to an activated type. The EC,
which are lining a vessel near to the tumor, then begin to excrete MMPs (matrix
metalloproteinases) which degrades the basal membrane and any cells comprising
the outer wall of the vessel. In this way the ECs can begin to migrate from the
vessel wall toward the signaling tumor. This movement is facilitated by the TAFs
(chemotaxis) as well as by adhesive bronectin secreted by the ECs (haptotaxis).
It is believed that the migrating ECs begin to attach to each other to form tube
like structures [17]. Finally, SMCs may migrate and attach to the new structure to
enhance its stability. A loop may form that runs from the vasculature to the tumor
and back. This is a particularly dangerous development from a medical perspective
as it can result in metastases.
4.1.2 A Mathematical Model of Angiogenesis
During the past decade, mathematics has been used to attempt to better under-
stand the process of angiogenesis as well as develop methods of predicting the eects
of various interventions. Numerous models and studies have been documented (c.f.
39
Figure 4.1: Cartoon of the process of tumor induced angiogenesis.
40
the review [17] and the references therein). In this section, I will discuss the model
of Levine, Sleeman, and Hamilton given in [16]. In their 2001 paper Mathematical
Modeling of the Onset of Capillary Formation Initiating Angiogenesis, they oer a
model of the rst two stages of angiogenesis that captures the bimodal migration of
endothelial cells (the formation of a tube structure).
Levine et al. base their model on the interactions between one cellular species
(ECs), four chemical species, and the receptors on the ECs. These are denoted by
v The concentration of TAFs.
c The concentration of proteolytic enzymes (MMPs).
r The density of receptors to TAFs on the ECs.
l The concentration of an intermediate receptor complex.
The density of ECs. and
f The density of bronectin.
The model is then based on the following assumptions:
(i) A TAF (v) bonds with a receptor (r) to form the intermediate complex (l).
v + r
k
1

k
1
l
(ii) The complex l induces the production of a new receptor and an MMP.
l
k
2
c + r
41
(iii) The MMP degrades bronectin to produce an intermediate product that in
turn produces an MMP plus a degraded product.
c + f
k
3
q
k
4
c + degraded product
(The intermediate product q is not of interest.) This occurs by Michaelis-
Menten kinetics
4
(as opposed to linear reactions).
(iv) The ECs produce bronectin at a rate of f(f
M
f) per EC; where f
M
is the
amount of bronectin in a normal capillary.
(v) The decay of bronectin and MMP is negligible.
(vi) The ECs follow a reinforced random walk using a nearest neighbor model with
transitional probabilities

T(c, f) =

T
1
(c)

T
2
(f).
(vii) The kinetics of the reactions in assumptions (i) and (ii) are in steady state
prior to EC migration.
(viii) The system is closed with no ux of EC into or out of the domain.
(ix) The system is on a 1D lattice x = 0 to x = 1
4
For a linear reaction, we might interpret this schematic as (see appendix A)
df
dt
= k
3
cf.
The assumption that the kinetics are of Michaelis-Menten type means that we modify this equation
so that if f is small, the equation is essentially the same linear kinetics, but when f is large the
equation is of zero orderdf/dt = constant. This can be achieved by writing
df
dt
=
k
3
cf
1 +
2
f
.
42
The rst two assumptions immediately give us preliminary dierential equations
for v, r, l, and c based on the condition of linear reactions. These are
v
t
= k
1
rv + k
1
l (4.1)
r
t
= k
1
rv + (k
1
+ k
2
)l (4.2)
l
t
= k
1
rv (k
1
+k
2
)l (4.3)
c
t
= k
2
l (4.4)
Assumptions (iii) through (v) allow us to write the equation for bronectin
f
t
=

2
cf
1 +
2
f
+ f(f
M
f) (4.5)
where the
2
= k
3
, and
2
= k
4
/k
3
. Finally, we can obtain the equation

t
= D

x
_

x


x
(ln )
_
(4.6)
which is an equation consistent with (3.12) and assumption (vi), namely follows a
reinforced random walk of a nearest neighbor model
5
. At this point, an equation for
each of the species has been specied. But rather than consider the system (4.1)
(4.6) the authors of [16] note that while EC move on a time scale of days, the
chemical kinetics described in the rst two assumptions occur on the time scale of
seconds. They thus argue that species r and l are in a pseudo steady state during
EC movement. The phrase pseudo steady state is used because the solution r,
5
The term in equation (4.6) is equivalent to the term

T in (3.12) and should not be confused
with the use of the character used in chapter 3 to discuss the gradient based model. While this
notational change may be confusing, the use of the character in chapter 3 was consistent with
the notation of Othmer and Stevens whose work chapter 3 was based on, and here the use of is
consistent with the notation of Levine et al. the authors of the current model.
43
l is obtained by mechanically setting the left hand side of (4.3) to zero. However,
the solution obtained by this method can not hold for small t unless r(x, 0) = 0 or
v(x, 0) = 0 which is physically unfeasible. To see how this argument proceeds, note
that since there is no complex l prior to the reactions we can sum equations (4.2)
and (4.3) and integrate to obtain
r(x, t) +l(x, t) = r(x, 0). (4.7)
Setting the left hand side of (4.3) to zero and using the above relation we can write
expressions for r, l,
c
t
, and
v
t
r(x, t) =
r(x, 0)
1 +
1
v(x, t)
(4.8)
l(x, t) =

1
r(x, 0)v(x, t)
1 +
1
v(x, t)
(4.9)
c
t
=
k
2

1
r(x, 0)v(x, t)
1 +
1
v(x, t)
(4.10)
v
t
=
(k
1

1
k
1
)r(x, 0)v(x, t)
1 +
1
v(x, t)
(4.11)
Finally, by employing the observation that the number of receptors on an EC remains
essentially constant
r(x, t)
(x, t)

r(x, 0)
(x, t)
= const,
assuming that the parameters k
2

1
= k
1
k
1

1
:=

k, and by setting
1
=

k we
44
arrive at the system of interest

t
= D

x
_

x
ln
_

_
_
(4.12)
v
t
=

1
v
1 +
1
v
(4.13)
c
t
=

1
v
1 +
1
v
(4.14)
f
t
=

2
cf
1 +
2
f
+ f(f
M
f). (4.15)
Completing the statement is the no ux boundary condition (assumption (viii))

x
ln
_

_
= 0 when x = 0, 1
and given initial distributions
(x, 0) =
0
(x) 0, v(x, 0) = v
0
(x) 0,
c(x, 0) = c
0
(x) 0, f(x, 0) = f
M
(x) 0.
We conclude this subsection with the results of a numerical experiment conducted
by the authors of [16] that shows some of the expected outcomes such as the decay of
bronectin in an interval consistent in length with a typical capillary, the bimodal
concentration of ECs in this interval indicating a capillary sprout, and the rapid
uptake of angiogenic growth factor by the ECs.
Figures 4.24.6 show the solutions of the system (4.12)(4.15) obtained numeri-
cally. The form of the transitional probability function used is
(c, f) =
1
(c)
2
(f) =
_

1
+ c

2
+ c
_

1
_

1
+ f
+ f
_

2
45
which is intended to account for both chemotaxis in response to protease c and
haptotaxis in response to bronectin f. This is based on an ad hoc postulate that
the mechanics obey a power law (
1
(c) = c

1
for example) which is then mollied
(that is
i
is bounded away from both zero and innity). The problem is scaled with
initial conditions
(x, 0) = 1, c(x, 0) = 0, f(x, 0) = 1, and v(x, 0) = 15
100
(1 cos(2x))
100
.
The value of
100
= 0.933 10
30
is chosen so that
_
1
0
v(x, 0) dx = 1. This choice
of initial condition on the TAFs corresponds essentially to a unit pulse
6
of TAF at
the center of the lattice at the onset of the numerical experiment. The remaining
parameter values used are given in table 4.1.
Table 4.1: Parameter Values [16]
D = 3.5e 5
1
= 0.001
2
= 1.0
1
= 1.2
1
= 1.0
2
= 0.001

2
= 1.2
1
= 73.0
1
= 0.007 = 0.222
2
= 19.0
2
= 1.28
Figure 4.2 shows the decay of bronectin in an interval x (0.44, 0.56) about
which the TAFs are originally concentrated. The width of the channel corresponds
to about 6 microns which is in the range of diameters of a typical capillary. Figures
4.3 and 4.4 show the corresponding bimodal concentration of endothelial cells at
the ends of this interval which is indicative of the tube structure growth of a new
capillary. The remaining gures, 4.5 and 4.6, show the phenomenon of rapid uptake
of TAFs by the endothelial cellsthe TAF is nearly completely depleted within
6
The sequence F
m
(x) = 15
m
(1cos(2x))
m
tends to the Dirac function (x1/2) as m
in the sense of distributions.
46
1/40
th
of an hour, and during this same short period the density of protease attains
a near steady prole. For an analysis of the system with respect to changes in some
of the parameter values please see [16].
4.2 Atherogenesis
A more recent application of the Keller-Segel model of chemotaxis is the current
study of the disease atherosclerosis. Before discussing the modeling approach, let
me familiarize the reader with the this disease.
4.2.1 What is Atherosclerosis?
Atherosclerosis is a chronic disease involving the accumulation of lipid laden
cells in the arterial wall. The precursors of the disease can begin in humans during
early childhood with the appearance of fatty streaks which are purely inamma-
tory lesions [23]. These early lesions, which consist primarily of monocyte
7
derived
macrophages
8
, T-lymphocytes
9
, and lipids
10
, may be found throughout the arterial
7
A large white blood cell with nely granulated chromatin dispersed throughout the nucleus
that is formed in the bone marrow, enters the blood, and migrates into the connective tissue where
it dierentiates into a macrophage.
8
A phagocytic tissue cell of the mononuclear phagocyte system that may be xed or freely
motile, is derived from a monocyte, and functions in the protection of the body against infection
and noxious substances
9
Any of several lymphocytes (as a helper T cell) that dierentiate in the thymus, possess highly
specic cell-surface antigen receptors, and include some that control the initiation or suppression
of cell-mediated and humoral immunity.
10
Any of various substances that are soluble in nonpolar organic solvents (as chloroform and
ether), that with proteins and carbohydrates constitute the principal structural components of
47
Figure 4.2: Time evolution of the onset of angiogenesis for the system (4.12)(4.15).
Evolution of bronectin decay showing an opening of about 6 microns.
48
Figure 4.3: Time evolution of the endothelial cell movement. Note the bimodality
for each time slice. This gure fails to correctly capture the events on the time
interval [0, 0.05] where the growth factor is changing most rapidly. The numerical
solution breaks down sometime after 0.2 hours when the two maxima coalesce (the
authors do not provide a plot of this phenomenon).
49
Figure 4.4: This plot shows the evolution of the EC as in 4.3 on the time interval
[0, 0.05]. Bimodality appears almost immediately.
50
Figure 4.5: Evolution of the growth factor decay showing that growth factor is gone
within 0.025 hours.
51
Figure 4.6: Evolution of the protease showing that the concentration comes to a
near steady state.
52
tree. More advanced atherosclerotic lesions, known as brofatty and brous plaques,
are principally found in the larger muscular arteries. An advanced lesion, in partic-
ular a brous plaque, is characterized by a core of lipid laden macrophages (called
foam cells), leukocytes, debris (potentially necrotic) and a brous cap composed of
smooth muscle cells intermingled with connective tissue proteins. Initially, as the
brous plaque forms, and the wall of the artery thickens, there is a compensatory
dilation and luminal preservation, a process called remodeling. With continued
plaque growth, there is eventual luminal encroachment restricting the ow of blood
through the artery. Rupture of the brous cap can result in sudden, complete occlu-
sion of an artery leading to ischemia of the heart or brain i.e. heart attack or stroke.
Atherosclerosis, with its potential for causing these catastrophic medical events, is
the leading cause of human mortality in the western world and much of Asia [23].
Through mathematical modeling and numerical simulation, we seek to provide a
deeper understanding of the disease process and to develop methods of predicting
the inuence of various risk factors such as blood pressure and cholesterol as well as
changes in the structural and mechanical properties of the artery, aspects that are
critical to developing strategies for combating this prolic disease.
4.2.2 A Detailed Look at Atherogenesis
Recently, mathematical approaches to studying some of the physical-chemical
events necessary for the development of atherosclerotic lesions have been oered in-
cluding models of lipoprotein transport and accumulation in the arterial wall [18, 24].
The presence of low density lipoprotein (LDL), more precisely of chemically mod-
living cells, and that include fats, waxes, phospholipids, cerebrosides, and related and derived
compounds.
53
ied or oxidized LDL (oxLDL), appears to be a key trigger of the initial immune
response that characterizes atherogenesis. Cobbold, Sherratt, and Maxwell [2] pro-
posed a mathematical model of in vitro LDL oxidation. Their model takes the form
of a system of time dependent ordinary dierential equations (ODEs) governing the
oxidation process. In the work described herein, we have adapted their approach to
allow for spatial variation in our model of atherogenesis.
We propose a mathematical model that describes the early stages of atheroscle-
rosis including formation of a brofatty plaque. Our model focuses on the inam-
matory component that is key to the pathogenesis of CVD. In particular, we model
the secretion of and response to chemotactic stimuli by various cellular species and
LDL in the blood and arterial wall. Because this study centers on the interplay
between chemical and cellular species, we employ a classical model of chemotaxis
rst proposed by Keller and Segel in 1970 [11]. This approach is inspired inpart by
recent models of angiogenesis such as that described in section 4.1.2. Our model is
expressed as a nonlinear system of coupled parabolic partial dierential equations.
Disease Description
Although the fatty streaks that can occur even in infancy may be found through-
out the arterial network, the advanced lesions of the disease of atherosclerosis are
found in the larger arteries such as the abdominal aorta, coronary arteries, cerebral
arteries and others [10]. These various arteries, while of dierent sizes and loca-
tions in the body, have a similar structure. They can be thought of as thick walled,
multilayered tubes whose innermost surface is exposed to owing blood with the
outermost surface bounded by surrounding tissue (see gure 4.7). The radius of the
lumen is roughly one half of the radius of the artery itself. The arterial wall contains
54
three distinctive layersthe intima, media, and adventitia, whose constituents are
suited to the functions of the given layer. The intima is the innermost layer of the
arterial wall. It is characterized by a monolayer of endothelial cells that form the
crucial interface between the arterial wall and the blood ow, a thin basal membrane
on which the endothelial cells rest, and a subendothelial layer of smooth muscle cells
and ne collagen brils whose thickness varies with age and health. The intima ini-
tially accounts for < 10 % of the total wall thickness. However, the inammation
that characterizes the atherogenic process takes place primarily within this layer
which is considered extensively in our proposed model. The endothelial cells serve
several purposes that include providing a smooth surface for uid ow, secretion
of anticoagulants to maintain the uid state of the blood, and chemical signaling
of immune cells. This barrier assumes great signicance in the development of and
protection against atherosclerosis by regulating the passage of chemical and cellular
species between the artery wall the and the adjacent blood stream. The media is
the largest layer of the artery and consists of multiple layers of smooth muscle cells
aligned nearly in the circumferential direction in an extra cellular matrix of collagen
and elastin. The muscular media is high in strength and is the most resistant layer
to loads both in the axial and circumferential directions [8]. The outermost layer,
the adventitia, consists of broblasts, brocytes (collagen and elastin producing
cells), and thick bundles of collagen bers. The bers are aligned nearly in the axial
direction. They provide reinforcement of the arterial wall and, at high pressures,
prevent overstretch and rupture of the vessel.
According to recent theory [23], the lesions of atherosclerosis that form the in-
timal layer constitute a chronic inammatory response to injury. The rst step
involves, endothelial dysfunction. Although poorly understood, this process appears
55
Figure 4.7: Cartoon picture of the thick walled, multi-layered artery.
56
to be characterized by a change in the permeability of the endothelial layer that al-
lows lipids to migrate into the subendothelial layer followed by an inux of the cells
that comprise the immune response. The change in permeability is also accompanied
by an increase in the adhesiveness of the endothelial layer and a change from an-
ticoagulant to procoagulant properties. A number of factors have been considered
as possible causes of endothelial dysfunction. These include multiple typical and
atypical CVD risk factors such as cigarette smoking, diabetes mellitus and hyper-
tension (all of which generate free radicals), elevated LDL cholesterol blood levels,
and possibly even infection by microorganisms (e.g. herpes viruses or chlamydia
pneumonae) [23]. It is observed that certain sites, in particular the opposing wall
at an arterial bifurcation, are especially vulnerable to endothelial injury and subse-
quent dysfunction resulting in plaque formation. This pattern suggests that blood
ow changes including increased turbulence, decreases in shear stress, ow reversal,
and stagnation zones occurring at these sites may also contribute to the dysfunction.
Endothelial cells are known to be sensitive to shear stress, and recirculation due to
ow separation can deprive the vessel wall of fresh, nutrient rich blood resulting in
dysfunctional cells.
Lipoprotein Oxidation
Lipoproteins are micellar particles produced by the liver and intestines which
contain regulatory proteins that direct the blood tracking of cholesterol and other
lipids to various cells in the body. There are four major classes of lipoprotein
very low-density lipoprotein (VLDL), intermediate-density lipoprotein (IDL), low-
density lipoprotein (LDL, the bad cholesterol containing particle), and high-
density lipoprotein (HDL, the good cholesterol containing particle). The bulk
57
of cholesterol is contained within the latter two particles. The lipoprotein structure
consists of a lipid core containing cholesterol esters and triglicerides, and a coat
that is composed of regulatory surface proteins, unesteried cholesterol, phospho-
lipids and a variety of other minor components that may include molecules and
proteins associated with antioxidant defenses. LDL particles transport cholesterol
that is needed for various cellular functions such as cell membrane formation and
hormone synthesis. About 60% to 70% of the total body cholesterol is contained in
the LDL particles. HDL particles account for most of the remaining cholesterol. The
function of the HDL particles appears to be involved with the return of excess lipids
from tissues to the liver for subsequent processing (a process referred to as reverse
transport). Many studies have unequivocably shown that elevated blood levels of
LDL cholesterol confer a higher risk of developing CVD. Although LDL particles
are not found in atherosclerotic plaques, oxidatively modied LDL particles are.
A mathematical model of the in vitro oxidation process of LDL is described by
Cobbold, Sherratt and Maxwell [2]. As described above, the LDL particle contains
on its surface a number of antioxidant defenses including -tocopherol (vitamin E).
In the plasma where the concentration of free radicals is low and other antioxidant
particles are present, LDL usually remain in its native, unoxidized form. As the LDL
particle migrates into the intima, it may expend all of its innate defenses against
oxidation. According to the model in [2], each contact with a free radical depletes
the LDL particle of one of its vitamin E molecules. Once these are exhausted,
the next contact with a free radical initiates peroxidation of the lipid core. In [2],
the authors consider a typical LDL particle with six -tocopherol molecules on its
surface exposed to free radical attack. Letting L
6
(t) denote the concentration of
LDL particles with six antioxidant defenses at time t, the authors assume a linear
58
reaction with a free radical R at a rate k
e
(L
6
+ R
ke
L
5
), to obtain the variable
L
5
(t), the concentration of LDL particles with ve antioxidant defenses remaining.
In this fashion, they obtain a system of nine ordinary dierential equations governing
the concentration of free radicals R(t), the concentration of LDL particles with i
antioxidant defenses L
i
(t), i = 0..6, and the concentration of oxidized LDL L
ox
(t).
The time rate of change of each species of LDL is given by the linear reactions,
and the change in radical concentration is increased by a production term (that is
estimated since it is not measurable) and decreased by reaction with LDL species.
In the model of atherogenesis proposed in this paper, we adopt Cobbold Sherratt
and Maxwells model of LDL oxidation. We modify their equations only by adding
spatial dependence in the form of a diusion term. LDL in both its native and
oxidized form are only slightly mobile within the arterial tissue. We account for this
by a small diusion coecient. This process is obligatory in the formation of the
atherosclerotic plaque. In 1977, Goldstein et al. [5] discovered that certain immune
cells, in particular macrophages, have a high anity for oxidatively-modied LDL
but not native LDL. This results in trapping of cholesterol within the arterial wall.
Macrophages engorged with lipids are referred to as foam cells. Unable to perform
their normal duty of degrading debris, these lipid-laden cells accumulate and signal
other immune cells to the site instigating plaque growth.
Corruption of the normal immune process
Circulating immune cells in the blood, such as monocytes and T-lymphocytes,
migrate into tissues in response to chemical signals secreted by various cells including
endothelial cells and other immune cells. Under normal healthy conditions, these
immune cells aid in the degradation of apoptic cells as well as the removal of foreign
59
agents such as bacteria or viruses. Changes in the permeability of the endothelial
layer and subsequent deposition of lipids in the intima cause an up-regulation of
chemo-attractants secreted by these cells including monocyte chemotactic protein 1,
interleukin-8, and macrophage colony stimulating factor. These chemo-attractants
mediate the inux of other immune cells into the subendothelial layer. Once in the
artery wall, monocytes dierentiate into macrophages, phagocytic cells that seek
out and engulf apoptic or foreign bodies. It is now understood that macrophages
become corrupted in the presence of oxidized LDL and are a major player in the
inammatory process of atherosclerosis [25].
LDL particles in the native state do not attract macrophages. However, once
LDL is oxidized it is recognized by the scavenger receptor on the surface of the
macrophages [21]. Macrophages do not recognize HDL even in an oxidized state.
Exacerbating the problem is the fact that while oxidized HDL may reenter the blood
stream, oxidized LDL particles are trapped in the artery wall [2]. Attracted by oxi-
dized LDL, the macrophages in the artery wall attempt to internalize the lipoprotein
particles. This results in an accumulation of cholesterol esters and transformation
of the macrophage into a foam cell. In this lipid laden state, the macrophage is
incapable of functioning normally. Dead or apoptic cells and other debris (including
the foam cells) are allowed to build up. In response, chemical signals are secreted
by the foam cells and endothelial cells to summon more immune cells to the site.
Additional macrophages then enter into the region. The chemical mediators of in-
ammation can increase binding of oxLDL to cells in the arterial wall [6]. Hence the
new macrophages become engorged with LDL and the cycle of chemical signaling
continues.
60
Lesion progression
Smooth muscle cells (SMCs) also respond to chemical signals produced during
the accumulation of oxLDL, foam cells, and debris. SMCs migrate around the lesion
to form a bromuscular cap overlaying the plaque. This process is also mediated
by chemo-attractants which entice SMCs into the region as well as chemo-inhibitors
that keep the SMCs outside of the lesion core. The brofatty atherosclerotic plaque
is characterized by a brous cap of SMCs, poorly formed connective tissue and, in
some cases, lipid lled macrophages due to continued inux of leukocytes. The cap
covers the core which contains dead cells, foam cells, and potentially nectrotic tissue.
As described in the introduction, remodeling occurs that initially results in the
abluminal expansion of the arterial wall followed by eventual luminal encroachment
as the cells, cell matrix, and debris accumulate in the plaque. The overlaying surface
becomes thrombogenic resulting in platelet adherence due to increase in expression
of platelet-endothelial-cell adhesion molecule 1. The thrombus can further diminish
or even completely occlude blood ow at this site [23].
Continued disease progression results in an advanced lesion described as a -
brous plaque. These types of plaques are characterized by a dense cap composed of
SMCs, collagen, elastin, and basement membrane bers. These plaques often cause
moderate (40%50%) to severe (> 90%) arterial occlusion. However, the danger
of clinically signicant ischemia imposed by such a lesion has more to do with the
stability of the plaque (which is primarily determined by the composition of the
cap and the lipid core) than the degree of occlusion caused by the plaque [14, 4].
The cap may be uniformly thick which provides stability to the lesion; the SMCs
are the main arbiters of the integrity of the cap. A nonuniform cap, primarily one
61
with a region that is thin (commonly found at the shoulders of the plaque), is me-
chanically unstable. Factors such as rheological forces or the production of various
proteases inuence the stability of the cap [4]. Rupture of an unstable by moderate
sized plaque can result in complete occlusion of an artery with catastrophic medical
consequences such as stroke or myocardial infarction. Whereas a lesion that may
occlude the lumin to a much greater extent but which has a stable cap amy be less
of an immediate threat to a person because neovascular development can compen-
sate for the chronic and slowly-forming occlusion. One of the primary goals of the
present study is to model and simulate the formation of the atherosclerotic plaque
covered by a brous cap. Success in this endeavor is expected to lead developing a
much better understanding of the pathogenesis of CVD with the ultimate hope of
minimizing the morbidity and mortality attributable to CVD.
4.2.3 A Mathematical Model of Atherogenesis
Our model is based on a continuum mechanical, i.e. macroscopic, view of the
process. Hence the equations governing the evolution of various species are derived
by considering a balance of mass of each of these. To this end, we identify the cellular
and chemical species most signicant to the process and consider their movement,
production, and death in an arbitrary control volume. In so doing, we account
for the highly interactive nature of disease developmentthe secretion of chemical
species by cells, movement of cells in response to chemical signals and so forth.
62
Modeling Assumptions
We begin by identifying and labeling the following six generalized cellular and
chemical species that are to be considered responsible for disease in this model:
S1. n
1
(number density)Immune cells: These are primarily monocyte derived
macrophages but may also include monocytes, T-lymphocytes, and other im-
mune response cells.
S2. n
2
(number density)Smooth muscle cells: Also included in n
2
are any cells
that are inherent in the production of the extra cellular matrix.
S3. n
3
(number density)Debris: Debris is dened as dead cells, apoptic cells,
deposited lipids, and foam cells (corrupted macrophages).
S4. c
1
(concentration e.g. M/L)Chemo-attractant: Here, we make no distinc-
tion between various types of chemo-attractants such as macrophage colony
stimulating factor, monocyte chemotactic protein, interleukin-1, and others.
Rather, c
1
refers to any chemical that induces positive chemotaxis.
S5. c
2
(concentration)Native LDL: The value of c
2
is the concentration of LDL
molecules that are not oxidized regardless of how many innate defenses any
given molecule has remaining.
S6. c
3
(concentration)Oxidized LDL
The change in concentration of each species in any volume element is subject to the
following assumed conditions:
A1. Endothelial dysfunction occurs by an unspecied mechanism allowing LDL to
enter the intima.
63
A2. All species are subject to some random ux through the boundary of a volume.
For species n
3
, c
2
, and c
3
this ux is very small as these are nearly immobile.
A3. Immune cells exhibit positive chemotaxis in response to chemo-attractant and
oxidized LDL. Smooth muscle cells exhibit positive chemotaxis in response to
chemo-attractant and negative chemotaxis in response to high concentrations
of debris. Cells are sensitive to the relative gradiente.g.
c
c
in respect
to chemotaxis. This is consistent with the observation that cells are highly
sensitive to changes in chemical concentration at very low concentrations, and
it also accounts for saturation eects at high concentrations.
A4. Chemo-attractant is produced in an unspecied way at a rate of f
1
(n
3
) per
unit n
3
. It is decreased when an immune cell or SMC neutralizes it on contact.
A5. Native LDL enters the system through the boundary where it may become
oxidized (produce c
3
) following the general scheme as described in [2].
A6. Immune cells and SMCs die or become corrupted to produce debris.
A7. The concentration of debris increases due to death or corruption of other
cellular species, and it decreases by degradation by immune cells at a rate f
2
per unit debris per unit immune cells. The rate of decrease depends on the
concentration of oxidized LDL.
The governing equations
We formulate the ux, production, and consumption terms for each species in
accordance with the above assumptions. To satisfy assumption A1. we include
in the assumed ux of each species a classical Fickian dependence on the species
64
gradient. For the immune cells and the SMCs, we add to this a term that describes
the chemotaxis of these cells. Using the model of Keller and Segel [11], we dene the
ux, J
n
i
of species n
i
that exhibits chemotactic movement in response to chemical
species c
j
by
J
n
i
=
i
n
i
+
ij
(c
j
, n
i
)c
j
.
The coecient
ij
is the chemotactic sensitivity function. In general, it can be either
positive or negative, with positive
ij
corresponding to attractive chemotaxis, and
negative
ij
to repellent chemotaxis. This sensitivity function is typically assumed
to be linear in the cellular species [11, 17, 9] giving rise to an advective term. We
use this here, and we further assume that
ij
is of the form

ij
(c
j
, n
i
) =

0
ij
n
i
c
j

0
ij
= const
which reects the sensitivity to the relative gradient as stated in A2. The operator
is the standard gradient operator as we assume that the process occurs in some
bounded domain that may be a subset of R, R
2
, or R
3
. Some specic choices of
the domain will be discussed later.
Using the chemotactic ux term and the given assumptions A1.A7. we obtain
the following system of equations governing the state of the system at the time t > 0
and the position x :
65
n
1
t
=
_

1
n
1

0
11
n
1
c
1
c
1

0
13
n
1
c
3
c
3
_
d
1
n
1
(4.16)
n
2
t
=
_

2
n
2

21
n
2
c
1
c
1
+
n
2
n
1
n
1
_
d
2
n
2
(4.17)
n
3
t
= (
3
n
3
) + d
1
n
1
+ d
2
n
2
f
2
(c
3
)n
1
n
3
(4.18)
c
1
t
= (
1
c
1
)
1
n
1
c
1

2
n
2
c
1
+f
1
(n
3
)n
3
(4.19)
c
2
t
= (
2
c
2
) kRc
2
(4.20)
c
3
t
= (
3
c
3
) + kRc
2
(4.21)
The motility coecients
1
and
2
can depend on the concentrations of the chemical
species as well as position. The diusion coecients
3
,
1
,
2
, and
3
can in gen-
eral depend on position. The parameters d
1
and d
2
that appear in equations (4.16),
(4.17), and (4.18) are the death (or corruption) rates of immune cells and SMCs,
respectively. For simplicity, we have not explicitly denoted any functional depen-
dence of these parameters on any variables. However, we could easily allow them
to depend on other variables in the system. For example, d
1
could depend on c
3
if it is observed that the rate of conversion of macrophages into foam cells varies
signicantly with oxLDL concentration. The consumption of debris, or growth of
debris in the disease case, is inherent in the term f
2
(c
3
) which can change signs. If
the concentration of oxLDL is small, say below some threshold value, then f
2
> 0
which corresponds to healthy immune function. In this case, the concentration of
debris is decreased as immune cells degrade dying cells and keep the tissue free of
foreign agents. Once the level of oxLDL exceeds the threshold level, the function f
2
can become negative. This term in equation (4.18) is then a growth term reecting
the cessation of normal immune response and the progression of plaque formation.
66
Both production and consumption appear explicitly in the equation for the
chemo-attractant. The two consumption terms, one corresponding to each of im-
mune cells and SMCs, appear because we assume that upon responding to a chemical
signal a cell indicates its response by consuming or otherwise neutralizing a chemical
particle. The production of chemo-attractant is in response to the concentration of
debris, although the exact mechanism of this production is not specied in equa-
tion (4.19).
The last two equations reect the conversion of native LDL into oxidized LDL.
The parameter R is the concentration of free-radical. We have taken it to be a
constant, however, it could be considered a time dependent variable as is the case
in [2]. Native LDL is converted into oxidized LDL at a constant rate k per unit
of radicals and per unit of native LDL, where we simplify this conversion to occur
in a single chemical step. Accounting for a six (or more) step conversion process
imposes no additional diculty and is omitted here so as not to obscure the more
salient features of the current model.
Boundary and initial conditions
To complete the description of the model and in order to obtain a well-posed
mathematical problem it remains to specify the domain of interest and to impose
boundary and initial conditions on each of the species. In the results that appear
in the following sections herein, we consider R
2
as a thin annulus of inner
radius r
1
and outer radius r
2
. Let
1
denote the inner boundary and
2
the outer
boundary of . Then we consider each of the dependent variables to depend on
the polar-cylindrical coordinates (r, ) so that r = r
1
and r = r
2
on
1
and
2
,
respectively. Moreover, we let represent the intima so that
1
corresponds to the
67
interface between the blood stream (r < r
1
) and the intima (r
1
< r < r
2
), whereas

2
corresponds to the interface between the intima and the media (r > r
2
).
First, we assume that the solution is 2-periodic in . Then, we suggest the
following boundary conditions on
1
and
2
:
n
1

=
1
(c
1
)H(c
1
c

1
),
n
2

= 0,
n
3

= 0,
c
1

= 0,
c
2

= ,
c
3

= 0
_

_
x
1
, t > 0
n
1

= 0,
n
2

=
2
(c
1
)H(c
1
c

1
),
n
3

= 0,
c
1

= 0,
c
2

= 0,
c
3

= 0
_

_
x
2
, t > 0
Throughout, represents the outward unit normal. The term H that appears in
the conditions on n
1
at
1
and n
2
at
2
is the Heaviside step that is one when
its argument is positive and zero otherwise. We also introduce threshold values
for chemo-attractant c

1
and c

1
. The condition on n
1
at
1
then says that if the
concentration of chemo-attractant at the boundary is below the threshold value
(c
1
c

1
< 0) there is no tendency for cells to pass through into (or out of) the
intima. However, when the threshold concentration of chemo-attractant is exceeded
(c
1
c

1
> 0) there is an inux of immune cells into the intima at a rate
1
that
depends on the concentration of chemo-attractant. There is an analogous condition
on the SMCs at the outer boundary
2
, because
2
is the boundary between the
intima and the media which is composed of SMCs in an extra cellular matrix. There
are at least two phenotypes of SMCs: a quiescent phase typical of cells in a structural
function as in the media, and a synthetic phase in which cells are more likely to
migrate [22]. Since a phase change most likely occurs prior to SMC migration, we
68
assume that the threshold values of chemo-attractant are such that c

1
< c

1
. For
the xed boundary problem described here, the homogeneous Neumann conditions
imposed on n
2
, n
3
, and c
3
on the inner boundary and on n
1
, n
3
, c
1
, c
2
, and c
3
on the outer boundary represents the inability of these species to pass through the
respective boundaries. The no ux condition on the chemo-attractant c
1
imposed
on the inner boundary is intended to capture the eect of the blood ow through
the lumen. That is, there is a convection due to uid ow in the axial direction, and
we assume that the velocity of ow is suciently large to result in a near zero ux of
chemo-attractant into or out of the domain of interest (from the lumen). We impose
a constant inux condition on LDL from the blood (through
1
) as per the rst
assumption A1. Here, we assume that is a time average value of the rate of LDL
migration into the subendothelial layer. However, we note here that the general form
of this boundary condition is readily modied to account for the onset or absence of
endothelial dysfunction by allowing to depend on appropriate parameters. Finally,
we assume that some initial data is given: n
i
(x, 0) = n
0
i
(x), c
i
(x, 0) = c
0
i
(x), i =
1, 2, 3, x .
Numerical investigations
In order to investigate the features of the proposed model, we consider in this
section simplications of the system (4.16)(4.21) obtained by considering a constant
level of LDL and oxLDL that is suciently high to correspond to a diseased state.
In this rst study, we further ignore the participation of smooth muscle in the
disease process. We make use of the Finite Element Method (FEM, i.e. Galerkin
69
method) package FEMLAB
c
to numerically study the reduced system of equations
n
1
t
=
1

2
n
1

0
11

_
n
1
c
1
c
1
_
(4.22)
n
3
t
=
3

2
n
3
+ dn
1
n
3
(4.23)
c
1
t
=
1

2
c
1

1
n
1
+ n
3
(4.24)
for x , t > 0, with boundary and initial conditions
(B.C.)
_

_
n
1

=
1
H(c
1
c

1
) x
1
,
n
1

= 0 x
2
n
3

= 0 x
1
,
n
3

= 0 x
2
c
1

= 0 x
1
,
c
1

= 0 x
2
(I.C.)
_

_
n
0
1
(x) =
1
exp(Q
1
|r
1
x
2
|)
n
0
3
(x) =
2
exp(Q
2
x
0
x
2
)
c
0
1
(x) =
3
The initial conditions can be interpreted as follows: At the interface between the
lumen and the intima, there is a small (
1
<< 1, Q
1
>> 1), radially symmetric
concentration of immune cells. We seed the intima with a small (
2
<< 1, Q
2
>>
1) concentration of debris at an arbitrarily xed point x
0
within the intima. And,
we assume a small (
3
<< 1), uniform distribution of chemo-attractant.
Table 4.2: Parameter Values

1
0.5
11
10
1
0.1 Q
1
10

3
0.005 d 5
2
0.1 Q
2
25

1
0.1
1
0.5
3
0.01 r
1
0.8
c

1
0.1 10
1
5 r
2
1.0
70
The system (4.22)(4.24) was solved numerically using the values in table 4.2
until the solution became unbounded. The mesh consisted of 1648 elements, 933
nodes, and 220 boundary elements. We note here that the values in table 4.2 were
assigned ad hoc so that the assumptions A1.A6. would be qualitatively satised.
Since this system is intended to correspond to a diseased state with mitigating factors
ignored, we expected this simpler system would capture two primary features of the
disease processnamely localization and aggregation.
71
Figure 4.8: Lesion with Smooth Muscle Cell Cap
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Appendix A
Linear Chemical Reactions
There are several ways that one can translate a chemical schematic into math-
ematical equations. The most common assumption is that the reactions are linear
in the reactants. Here, I think it most instructive to explain this by going through
a typical (albeit ctitious) example. But rst a few words about notation.
In the literature, particularly when composed by chemists, a given chemical
species is denoted dierently when it appears in a chemical schematic than when it
appears in a dierential equation. For example, suppose that the reaction involves
the polymerization of methyl methacrylate. In the chemical schematic, this might
be assigned a variable A (A+B C) which is a symbol that denotes that methyl
methacrylate is one of the reactants but that has no notion of dimension associ-
ated with it. When translated into a mathematical equation, chemists will typically
denote the concentration of methyl methacrylate, which would have specied di-
mensions of Moles/Liter or perhaps micro Moles/Liter, by the related variable [A]
Thus the mathematical expression would look something like
d[A]
dt
= k[A][B].
76
77
I nd this bracket notation somewhat cumbersome and unnecessary. For this reason,
I prefer to use the same character or variable to denote a given species in both
the chemical schematic and the corresponding mathematical equations. This should
cause no confusion as long as it is understood that a symbol appearing in a chemical
equation simply represent the reactant that participates in the reaction while the
same symbol in a mathematical context denote the actual concentration of that
species. Finally, I think it is helpful to point out that the symbol + appearing in
a chemical equation should not be thought of as addition in the sense of addition of
real numbers. Instead, the statement A+B C should be read as the species A
reacts with the species B to produce the species C.
Now, for our example lets consider a simple two step reaction involving three
species well call A, B, and C. Suppose that species A decomposes to produce B
with a reaction rate k
1
, and then species A reacts with species B to produce the
nal product C with a reaction rate k
2
11
. The chemical schematic is
A
k
1
B (A.1)
A +B
k
2
C (A.2)
We want to write the corresponding dierential equations for the time rate of change
of each of the species. Beginning with A, we see that in (A.1) the concentration
of A is being decreased. We can read this as A is being decreased at a rate k
1
11
The reaction rates may be constant or may depend on other variable inherent in the process
such as the concentration of the chemical species or the temperature of the system. But, the exact
form of the reaction rates does not change the transition from chemical to mathematical equations
demonstrated here. We do however assume (given the direction of the arrows) that these are
positive.
78
proportional to A. So that there should be a term
k
1
A
on the right hand side of the equation for dA/dt. Here, the negative sign is because A
is being deplete (it is on the left of (A.1)), and we read what species this depletion is
proportional to o of the left hand side of the chemical equation with the coecient
of proportionality given by the reaction rate. But, we are not done because A also
appears in (A.2). Here again the species is being depleted since it is on the left side
of (A.2); we see that is being depleted at a rate of k
2
. Since both A and B appear
on the left here, we say that A is being depleted at a rate k
2
jointly proportional
to A and B. The corresponding mathematical term is
k
2
AB.
These being the only two occurrences of A in the schematic, we can say that
dA
dt
= k
1
A k
2
AB.
If we consider species B we note that it also appears in both (A.1) and (A.2) so
that the right hand side should again have two terms. We can say that from (A.1)
B is increasing at a rate k
1
proportional to A
12
, and from (A.2) B is decreasing at
a rate k
2
jointly proportional to A and B. Hence,
dB
dt
= k
1
A k
2
AB.
Finally, C only appears in the second equation. We have that C is increasing at a
rate k
2
jointly proportional to A and B so that
dC
dt
= k
2
AB.
12
Remember, what species the reaction is proportional to is always read o of the left.
79
This completes the example.
Of course, to have a solvable mathematical problem we would have to know the
nature of the reaction rates (e.g. are they constant), we would also need information
about the initial concentration of species A (why not B and C?), and so forth. I
encourage the reader to look back at the chemical schematic in assumption (iii) of
section 2.1 and convince yourself that the growth terms Q
()
, Q
()
, and Q
(c)
that
appear in equations (2.3), (2.4), and (2.5) are correct.
Appendix B
Bachmann-Landau Order Symbols
We often are interested in understanding how certain functions behave in limiting
situations such as when a variable or parameter becomes very large or very small.
One idea is the that of a limit
lim
xc
f(x) = L
which gives information about a function separate from any other functions or pa-
rameters (f behaves like the number L as x tends to the number c). But we may also
be interested in how a given function behaves relative to another function as a pa-
rameter approaches some limiting value. Bachmann rst introduced the Oh order
notation in 1894 to describe this relative behavior. This notation was popularized
by Landau (1909) and is the topic of this appendix.
There are two order symbols that we dene O (big oh) and o (little oh).
Denition B.0.1 (Big Oh) We say that f is big oh of as tends to
0
from
above and write f = O() as
0
provided there exist constants k and
1
that are
independent of such that
|f()| k|()| whenever
0
< <
1
.
80
81
Denition B.0.2 We say that f is little oh of as tends to
0
from above and
write f = o() as
0
if for every > 0 there exists a number
2
independent of
such that
|f()| |()| whenever
0
< <
2
.
These formal denitions might seem complicated, however the concepts are
rather simple. In less formal terminology we would write f = O() as
0
whenever
lim

0
f()
()
exists and is bounded. We would write f = o() as
0
whenever
lim

0
f()
()
= 0.
That is to say, big oh indicates that f and go to zero at about the same rate when

0
and little oh indicates that f goes to zero faster than when
0
. Also,
the order notation is typically used to describe what happens when a parameter (
in the denitions above) tends either to zero or to innity.
We conclude here with a few examples to help clarify the concept.
1. Let f() = 2 sin() and () = . Then f = O() as 0 because
lim
0
f()
()
= lim
0
2 sin()

= 2.
The limit exists and the limit, 2, is certainly bounded.
2. Let f(x) = x
2
and g(x) = x +

x. Then f = o(g) as x 0 because

lim
x0
f(x)
g(x)
= lim
x0
x
2
x +

x
= 0.
82
3. Let h() = e

and p() =
n
where n is a nonpositive real number. Then
h = o(p) as because
lim

h()
p()
= lim

|n|
e

= 0.
Which holds for any value of n 0. Sometimes a function with this type
of limiting behavior, such as being little oh of all power functions, is called
exponentially or transcendentally small.
4. Suppose that f = o(g) as x x
0
for some functions f and g. Then we can
also say that f = O(g). This holds since
lim
xx
0
f
g
= 0
the limit exists and is bounded.