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Pollett PK, Tafakori L, Taylor PG. A Model for Cell Proliferation in a Developing Organism. J Math Biol 2022; 84:63. [PMID: 35752652 PMCID: PMC9233659 DOI: 10.1007/s00285-022-01769-5] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Key Words] [MESH Headings] [Grants] [Track Full Text] [Download PDF] [Figures] [Journal Information] [Subscribe] [Scholar Register] [Received: 01/27/2022] [Revised: 03/24/2022] [Accepted: 05/27/2022] [Indexed: 11/26/2022]
Abstract
In mathematical biology, there is a great deal of interest in producing continuum models by scaling discrete agent-based models governed by local stochastic rules. We discuss a particular example of this approach: a model for the proliferation of neural crest cells that can help us understand the development of Hirschprung's disease, a potentially-fatal condition in which the enteric nervous system of a new-born child does not extend all the way through the intestine and colon. Our starting point is a discrete-state, continuous-time Markov chain model proposed by Hywood et al. (2013a) for the location of the neural crest cells that make up the enteric nervous system. Hywood et al. (2013a) scaled their model to derive an approximate second order partial differential equation describing how the limiting expected number of neural crest cells evolve in space and time. In contrast, we exploit the relationship between the above-mentioned Markov chain model and the well-known Yule-Furry process to derive the exact form of the scaled version of the process. Furthermore, we provide expressions for other features of the domain agent occupancy process, such as the variance of the marginal occupancy at a particular site, the distribution of the number of agents that are yet to reach a given site and a stochastic description of the process itself.
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Affiliation(s)
- Philip K Pollett
- School of Mathematics and Physics, University of Queensland, Brisbane, Australia
| | - Laleh Tafakori
- Department of Mathematical Sciences, RMIT University, Melbourne, Australia.
| | - Peter G Taylor
- School of Mathematics and Statistics, University of Melbourne, Melbourne, Australia
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2
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Gallo AJ, Tronnolone H, Green JEF, Binder BJ. Modelling uniaxial non-uniform yeast colony growth: Comparing an agent-based model and continuum approximations. J Theor Biol 2021; 523:110715. [PMID: 33862095 DOI: 10.1016/j.jtbi.2021.110715] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 01/27/2021] [Revised: 03/26/2021] [Accepted: 04/06/2021] [Indexed: 10/21/2022]
Abstract
Biological experiments have shown that yeast can be restricted to grow in a uniaxial direction, vertically upwards from an agar plate to form a colony. The growth occurs as a consequence of cell proliferation driven by a nutrient supply at the base of the colony, and the height of the colony has been observed to increase linearly with time. Within the colony the nutrient concentration is non-constant and yeast cells throughout the colony will therefore not have equal access to nutrient, resulting in non-uniform growth. In this work, an agent based model is developed to predict the microscopic spatial distribution of labelled cells within the colony when the probability of cell proliferation can vary in space and time. We also describe a method for determining the average trajectories or pathlines of labelled cells within a colony growing in a uniaxial direction, enabling us to connect the microscopic and macroscopic behaviours of the system. We present results for six cases, which involve different assumptions for the presence or absence of a quiescent region (where no cell proliferation occurs), the size of the proliferative region, and the spatial variation of proliferation rates within the proliferative region. These six cases are designed to provide qualitative insight into likely growth scenarios whilst remaining amenable to analysis. We compare our macroscopic results to experimental observations of uniaxial colony growth for two cases where only a fixed number of cells at the base of the colony can proliferate. The model predicts that the height of the colony will increase linearly with time in both these cases, which is consistent with experimental observations. However, our model shows how different functional forms for the spatial dependence of the proliferation rate can be distinguished by tracking the pathlines of cells at different positions in the colony. More generally, our methodology can be applied to other biological systems exhibiting uniaxial growth, providing a framework for classifying or determining regions of uniform and non-uniform growth.
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Affiliation(s)
- Anthony J Gallo
- School of Mathematical Sciences, The University of Adelaide, Adelaide 5005, Australia
| | - Hayden Tronnolone
- College of Science and Engineering, Flinders University, GPO Box 2100, Adelaide5001, Australia
| | - J Edward F Green
- School of Mathematical Sciences, The University of Adelaide, Adelaide 5005, Australia.
| | - Benjamin J Binder
- School of Mathematical Sciences, The University of Adelaide, Adelaide 5005, Australia
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3
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Hywood JD, Rice G, Pageon SV, Read MN, Biro M. Detection and characterization of chemotaxis without cell tracking. J R Soc Interface 2021; 18:20200879. [PMID: 33715400 PMCID: PMC8086846 DOI: 10.1098/rsif.2020.0879] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Abstract] [Key Words] [MESH Headings] [Grants] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 10/31/2020] [Accepted: 02/15/2021] [Indexed: 02/06/2023] Open
Abstract
Swarming has been observed in various biological systems from collective animal movements to immune cells. In the cellular context, swarming is driven by the secretion of chemotactic factors. Despite the critical role of chemotactic swarming, few methods to robustly identify and quantify this phenomenon exist. Here, we present a novel method for the analysis of time series of positional data generated from realizations of agent-based processes. We convert the positional data for each individual time point to a function measuring agent aggregation around a given area of interest, hence generating a functional time series. The functional time series, and a more easily visualized swarming metric of agent aggregation derived from these functions, provide useful information regarding the evolution of the underlying process over time. We extend our method to build upon the modelling of collective motility using drift-diffusion partial differential equations (PDEs). Using a functional linear model, we are able to use the functional time series to estimate the drift and diffusivity terms associated with the underlying PDE. By producing an accurate estimate for the drift coefficient, we can infer the strength and range of attraction or repulsion exerted on agents, as in chemotaxis. Our approach relies solely on using agent positional data. The spatial distribution of diffusing chemokines is not required, nor do individual agents need to be tracked over time. We demonstrate our approach using random walk simulations of chemotaxis and experiments investigating cytotoxic T cells interacting with tumouroids.
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Affiliation(s)
- Jack D. Hywood
- Sydney Medical School, The University of Sydney, Sydney, Australia
| | - Gregory Rice
- Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, Canada
| | - Sophie V. Pageon
- EMBL Australia, Single Molecule Science node, School of Medical Sciences, University of New South Wales, Sydney, Australia
| | - Mark N. Read
- School of Computer Science & Charles Perkins Centre, University of Sydney, Sydney, Australia
| | - Maté Biro
- EMBL Australia, Single Molecule Science node, School of Medical Sciences, University of New South Wales, Sydney, Australia
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Ambrosi D, Ben Amar M, Cyron CJ, DeSimone A, Goriely A, Humphrey JD, Kuhl E. Growth and remodelling of living tissues: perspectives, challenges and opportunities. J R Soc Interface 2019; 16:20190233. [PMID: 31431183 PMCID: PMC6731508 DOI: 10.1098/rsif.2019.0233] [Citation(s) in RCA: 94] [Impact Index Per Article: 15.7] [Reference Citation Analysis] [Abstract] [Key Words] [MESH Headings] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 03/29/2019] [Accepted: 07/26/2019] [Indexed: 12/29/2022] Open
Abstract
One of the most remarkable differences between classical engineering materials and living matter is the ability of the latter to grow and remodel in response to diverse stimuli. The mechanical behaviour of living matter is governed not only by an elastic or viscoelastic response to loading on short time scales up to several minutes, but also by often crucial growth and remodelling responses on time scales from hours to months. Phenomena of growth and remodelling play important roles, for example during morphogenesis in early life as well as in homeostasis and pathogenesis in adult tissues, which often adapt to changes in their chemo-mechanical environment as a result of ageing, diseases, injury or surgical intervention. Mechano-regulated growth and remodelling are observed in various soft tissues, ranging from tendons and arteries to the eye and brain, but also in bone, lower organisms and plants. Understanding and predicting growth and remodelling of living systems is one of the most important challenges in biomechanics and mechanobiology. This article reviews the current state of growth and remodelling as it applies primarily to soft tissues, and provides a perspective on critical challenges and future directions.
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Affiliation(s)
- Davide Ambrosi
- Dipartimento di Matematica, Politecnico di Milano, Milan, Italy
| | - Martine Ben Amar
- Laboratoire de Physique Statistique, Ecole Normale Supérieure, Paris, France
| | - Christian J. Cyron
- Institute of Continuum Mechanics and Materials, Hamburg University of Technology, Hamburg, Germany
- Institute of Materials Research, Helmholtz-Zentrum Geesthacht, Geesthacht, Germany
| | - Antonio DeSimone
- Scuola Internazionale Superiore di Studi Avanzati, Trieste, Italy
| | - Alain Goriely
- Mathematical Institute, University of Oxford, Oxford, UK
| | - Jay D. Humphrey
- Department of Biomedical Engineering, Yale University, New Haven, CT, USA
| | - Ellen Kuhl
- Department of Mechanical Engineering, Stanford University, Stanford, CA, USA
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5
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Modeling Uniaxial Nonuniform Cell Proliferation. Bull Math Biol 2019; 81:2220-2238. [DOI: 10.1007/s11538-019-00601-4] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 08/22/2018] [Accepted: 03/21/2019] [Indexed: 10/27/2022]
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Pillay S, Byrne HM, Maini PK. The impact of exclusion processes on angiogenesis models. J Math Biol 2018; 77:1721-1759. [PMID: 29511857 PMCID: PMC6280878 DOI: 10.1007/s00285-018-1214-1] [Citation(s) in RCA: 8] [Impact Index Per Article: 1.1] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Download PDF] [Figures] [Journal Information] [Subscribe] [Scholar Register] [Received: 07/13/2017] [Revised: 01/26/2018] [Indexed: 11/28/2022]
Abstract
Angiogenesis is the process by which new blood vessels form from existing vessels. During angiogenesis, tip cells migrate via diffusion and chemotaxis, new tip cells are introduced through branching, loops form via tip-to-tip and tip-to-sprout anastomosis, and a vessel network forms as endothelial cells, known as stalk cells, follow the paths of tip cells (a process known as the snail-trail). Using a mean-field approximation, we systematically derive one-dimensional non-linear continuum models from a lattice-based cellular automaton model of angiogenesis in the corneal assay, explicitly accounting for cell volume. We compare our continuum models and a well-known phenomenological snail-trail model that is linear in the diffusive, chemotactic and branching terms, with averaged cellular automaton simulation results to distinguish macroscale volume exclusion effects and determine whether linear models can capture them. We conclude that, in general, both linear and non-linear models can be used at low cell densities when single or multi-species exclusion effects are negligible at the macroscale. When cell densities increase, our non-linear model should be used to capture non-linear tip cell behavior that occurs when single-species exclusion effects are pronounced, and alternative models should be derived for non-negligible multi-species exclusion effects.
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Affiliation(s)
- Samara Pillay
- Mathematical Institute, University of Oxford, Woodstock Road, Oxford, OX2 6GG, UK.
| | - Helen M Byrne
- Mathematical Institute, University of Oxford, Woodstock Road, Oxford, OX2 6GG, UK
| | - Philip K Maini
- Mathematical Institute, University of Oxford, Woodstock Road, Oxford, OX2 6GG, UK
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7
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Gavagnin E, Yates CA. Stochastic and Deterministic Modeling of Cell Migration. HANDBOOK OF STATISTICS 2018. [DOI: 10.1016/bs.host.2018.06.002] [Citation(s) in RCA: 7] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 12/11/2022]
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Maclaren OJ, Parker A, Pin C, Carding SR, Watson AJM, Fletcher AG, Byrne HM, Maini PK. A hierarchical Bayesian model for understanding the spatiotemporal dynamics of the intestinal epithelium. PLoS Comput Biol 2017; 13:e1005688. [PMID: 28753601 PMCID: PMC5550005 DOI: 10.1371/journal.pcbi.1005688] [Citation(s) in RCA: 15] [Impact Index Per Article: 1.9] [Reference Citation Analysis] [Abstract] [MESH Headings] [Grants] [Track Full Text] [Download PDF] [Figures] [Journal Information] [Subscribe] [Scholar Register] [Received: 10/29/2016] [Revised: 08/09/2017] [Accepted: 07/18/2017] [Indexed: 01/13/2023] Open
Abstract
Our work addresses two key challenges, one biological and one methodological. First, we aim to understand how proliferation and cell migration rates in the intestinal epithelium are related under healthy, damaged (Ara-C treated) and recovering conditions, and how these relations can be used to identify mechanisms of repair and regeneration. We analyse new data, presented in more detail in a companion paper, in which BrdU/IdU cell-labelling experiments were performed under these respective conditions. Second, in considering how to more rigorously process these data and interpret them using mathematical models, we use a probabilistic, hierarchical approach. This provides a best-practice approach for systematically modelling and understanding the uncertainties that can otherwise undermine the generation of reliable conclusions-uncertainties in experimental measurement and treatment, difficult-to-compare mathematical models of underlying mechanisms, and unknown or unobserved parameters. Both spatially discrete and continuous mechanistic models are considered and related via hierarchical conditional probability assumptions. We perform model checks on both in-sample and out-of-sample datasets and use them to show how to test possible model improvements and assess the robustness of our conclusions. We conclude, for the present set of experiments, that a primarily proliferation-driven model suffices to predict labelled cell dynamics over most time-scales.
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Affiliation(s)
- Oliver J. Maclaren
- Department of Engineering Science, University of Auckland, Auckland, New Zealand
| | - Aimée Parker
- Gut Health and Food Safety Research Programme, Institute of Food Research, Norwich, United Kingdom
| | - Carmen Pin
- Gut Health and Food Safety Research Programme, Institute of Food Research, Norwich, United Kingdom
| | - Simon R. Carding
- Gut Health and Food Safety Research Programme, Institute of Food Research, Norwich, United Kingdom
- Norwich Medical School, University of East Anglia, Norwich, United Kingdom
| | - Alastair J. M. Watson
- Gut Health and Food Safety Research Programme, Institute of Food Research, Norwich, United Kingdom
- Norwich Medical School, University of East Anglia, Norwich, United Kingdom
| | - Alexander G. Fletcher
- School of Mathematics and Statistics, University of Sheffield, Sheffield, United Kingdom
- Bateson Centre, University of Sheffield, Sheffield, United Kingdom
| | - Helen M. Byrne
- Wolfson Centre for Mathematical Biology, Mathematical Institute, University of Oxford, Oxford, United Kingdom
| | - Philip K. Maini
- Wolfson Centre for Mathematical Biology, Mathematical Institute, University of Oxford, Oxford, United Kingdom
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Pillay S, Byrne HM, Maini PK. Modeling angiogenesis: A discrete to continuum description. Phys Rev E 2017; 95:012410. [PMID: 28208423 DOI: 10.1103/physreve.95.012410] [Citation(s) in RCA: 21] [Impact Index Per Article: 2.6] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 08/15/2016] [Indexed: 11/07/2022]
Abstract
Angiogenesis is the process by which new blood vessels develop from existing vasculature. During angiogenesis, endothelial tip cells migrate via diffusion and chemotaxis, loops form via tip-to-tip and tip-to-sprout anastomosis, new tip cells are produced via branching, and a vessel network forms as endothelial cells follow the paths of tip cells. The latter process is known as the snail trail. We use a mean-field approximation to systematically derive a continuum model from a two-dimensional lattice-based cellular automaton model of angiogenesis in the corneal assay, based on the snail-trail process. From the two-dimensional continuum model, we derive a one-dimensional model which represents angiogenesis in two dimensions. By comparing the discrete and one-dimensional continuum models, we determine how individual cell behavior manifests at the macroscale. In contrast to the phenomenological continuum models in the literature, we find that endothelial cell creation due to tip cell movement (vessel formation via the snail trail) manifests as a source term of tip cells on the macroscale. Further, we find that phenomenological continuum models, which assume that endothelial cell creation is proportional to the flux of tip cells in the direction of increasing chemoattractant concentration, qualitatively capture vessel formation in two dimensions, but must be modified to accurately represent vessel formation. Additionally, we find that anastomosis imposes restrictions on cell density, which, if violated, leads to ill-posedness in our continuum model. We also deduce that self-loops should be excluded when tip-to-sprout anastomosis is active in the discrete model to ensure propagation of the vascular front.
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Affiliation(s)
- Samara Pillay
- Wolfson Centre for Mathematical Biology, Mathematical Institute, University of Oxford, Woodstock Road, Oxford OX2 6GG, United Kingdom
| | - Helen M Byrne
- Wolfson Centre for Mathematical Biology, Mathematical Institute, University of Oxford, Woodstock Road, Oxford OX2 6GG, United Kingdom
| | - Philip K Maini
- Wolfson Centre for Mathematical Biology, Mathematical Institute, University of Oxford, Woodstock Road, Oxford OX2 6GG, United Kingdom
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Smadbeck P, Stumpf MPH. Coalescent models for developmental biology and the spatio-temporal dynamics of growing tissues. J R Soc Interface 2016; 13:rsif.2016.0112. [PMID: 27053656 PMCID: PMC4874433 DOI: 10.1098/rsif.2016.0112] [Citation(s) in RCA: 7] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Download PDF] [Figures] [Journal Information] [Subscribe] [Scholar Register] [Received: 02/08/2016] [Accepted: 03/11/2016] [Indexed: 01/01/2023] Open
Abstract
Development is a process that needs to be tightly coordinated in both space and time. Cell tracking and lineage tracing have become important experimental techniques in developmental biology and allow us to map the fate of cells and their progeny. A generic feature of developing and homeostatic tissues that these analyses have revealed is that relatively few cells give rise to the bulk of the cells in a tissue; the lineages of most cells come to an end quickly. Computational and theoretical biologists/physicists have, in response, developed a range of modelling approaches, most notably agent-based modelling. These models seem to capture features observed in experiments, but can also become computationally expensive. Here, we develop complementary genealogical models of tissue development that trace the ancestry of cells in a tissue back to their most recent common ancestors. We show that with both bounded and unbounded growth simple, but universal scaling relationships allow us to connect coalescent theory with the fractal growth models extensively used in developmental biology. Using our genealogical perspective, it is possible to study bulk statistical properties of the processes that give rise to tissues of cells, without the need for large-scale simulations.
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Affiliation(s)
- Patrick Smadbeck
- Centre for Integrative Systems Biology, Imperial College London, London SW7 2AZ, UK
| | - Michael P H Stumpf
- Centre for Integrative Systems Biology, Imperial College London, London SW7 2AZ, UK
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Doostmohammadi A, Thampi SP, Saw TB, Lim CT, Ladoux B, Yeomans JM. Celebrating Soft Matter's 10th Anniversary: Cell division: a source of active stress in cellular monolayers. SOFT MATTER 2015; 11:7328-7336. [PMID: 26265162 DOI: 10.1039/c5sm01382h] [Citation(s) in RCA: 54] [Impact Index Per Article: 5.4] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 06/04/2023]
Abstract
We introduce the notion of cell division-induced activity and show that the cell division generates extensile forces and drives dynamical patterns in cell assemblies. Extending the hydrodynamic models of lyotropic active nematics we describe turbulent-like velocity fields that are generated by the cell division in a confluent monolayer of cells. We show that the experimentally measured flow field of dividing Madin-Darby Canine Kidney (MDCK) cells is reproduced by our modeling approach. Division-induced activity acts together with intrinsic activity of the cells in extensile and contractile cell assemblies to change the flow and director patterns and the density of topological defects. Finally we model the evolution of the boundary of a cellular colony and compare the fingering instabilities induced by cell division to experimental observations on the expansion of MDCK cell cultures.
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Affiliation(s)
- Amin Doostmohammadi
- The Rudolf Peierls Centre for Theoretical Physics, 1 Keble Road, Oxford, OX1 3NP, UK.
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Ross RJ, Yates C, Baker R. Inference of cell–cell interactions from population density characteristics and cell trajectories on static and growing domains. Math Biosci 2015; 264:108-18. [DOI: 10.1016/j.mbs.2015.04.002] [Citation(s) in RCA: 8] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 10/31/2014] [Revised: 03/31/2015] [Accepted: 04/02/2015] [Indexed: 01/17/2023]
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Spatial and temporal dynamics of cell generations within an invasion wave: a link to cell lineage tracing. J Theor Biol 2014; 363:344-56. [PMID: 25149398 DOI: 10.1016/j.jtbi.2014.08.016] [Citation(s) in RCA: 13] [Impact Index Per Article: 1.2] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 04/08/2014] [Revised: 08/06/2014] [Accepted: 08/07/2014] [Indexed: 11/22/2022]
Abstract
Mathematical models of a cell invasion wave have included both continuum partial differential equation (PDE) approaches and discrete agent-based cellular automata (CA) approaches. Here we are interested in modelling the spatial and temporal dynamics of the number of divisions (generation number) that cells have undergone by any time point within an invasion wave. In the CA framework this is performed from agent lineage tracings, while in the PDE approach a multi-species generalized Fisher equation is derived for the cell density within each generation. Both paradigms exhibit qualitatively similar cell generation densities that are spatially organized, with agents of low generation number rapidly attaining a steady state (with average generation number increasing linearly with distance) behind the moving wave and with evolving high generation number at the wavefront. This regularity in the generation spatial distributions is in contrast to the highly stochastic nature of the underlying lineage dynamics of the population. In addition, we construct a method for determining the lineage tracings of all agents without labelling and tracking the agents, but through either a knowledge of the spatial distribution of the generations or the number of agents in each generation. This involves determining generation-dependent proliferation probabilities and using these to define a generation-dependent Galton-Watson (GDGW) process. Monte-Carlo simulations of the GDGW process are used to determine the individual lineage tracings. The lineages of the GDGW process are analyzed using Lorenz curves and found to be similar to outcomes generated by direct lineage tracing in CA realizations. This analysis provides the basis for a potentially useful technique for deducing cell lineage data when imaging every cell is not feasible.
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Yates CA. Discrete and continuous models for tissue growth and shrinkage. J Theor Biol 2014; 350:37-48. [PMID: 24512915 DOI: 10.1016/j.jtbi.2014.01.041] [Citation(s) in RCA: 21] [Impact Index Per Article: 1.9] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 09/02/2013] [Revised: 01/14/2014] [Accepted: 01/31/2014] [Indexed: 01/09/2023]
Abstract
The incorporation of domain growth into stochastic models of biological processes is of increasing interest to mathematical modellers and biologists alike. In many situations, especially in developmental biology, the growth of the underlying tissue domain plays an important role in the redistribution of particles (be they cells or molecules) which may move and react atop the domain. Although such processes have largely been modelled using deterministic, continuum models there is an increasing appetite for individual-based stochastic models which can capture the fine details of the biological movement processes which are being elucidated by modern experimental techniques, and also incorporate the inherent stochasticity of such systems. In this work we study a simple stochastic model of domain growth. From a basic version of this model, Hywood et al. (2013) were able to derive a Fokker-Plank equation (FPE) (in this case an advection-diffusion partial differential equation on a growing domain) which describes the evolution of the probability density of some tracer particles on the domain. We extend their work so that a variety of different domain growth mechanisms can be incorporated and demonstrate a good agreement between the mean tracer density and the solution of the FPE in each case. In addition we incorporate domain shrinkage (via element death) into our individual-level model and demonstrate that we are able to derive coefficients for the FPE in this case as well. For situations in which the drift and diffusion coefficients are not readily available we introduce a numerical coefficient estimation approach and demonstrate the accuracy of this approach by comparing it with situations in which an analytical solution is obtainable.
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Affiliation(s)
- Christian A Yates
- Mathematical Institute, Andrew Wiles Building, University of Oxford, Radcliffe Observatory Quarter, Woodstock Road, Oxford OX2 6GG, United Kingdom.
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