Appendix: Some illustrative computations. In this appendix we present some numerical computations to illustrate the model we discussed in the Project Background. The relevant geometry is given in Figure I. Figure I: Geometry Tumor colony y= l Extracellular Matrix (ECM) y=0 Basement Lamina x=0 Capillary (BL) x=L In [18] we considered three cases for the angiostatin: A. B. ar (x; t) = 0; no therapeutic agent present. ar (x; t) = A0 > 0 agent uniformly distributed in the circulatory system and EC produce protease inhibitors in response to angiostatin. C. ar (x; t) = A0 > 0 and angiostatin acts directly as an inhibitor. Below we present some of the simulations for cases A, B above. We have included only that part of the computations that involve propagation in the ECM and none of the computations involving the breakdown of the capillary wall in the interest of brevity.) We took 1 = 0: That is, we assumed in nite tumor capacity to supply growth factor at a xed rate. The model involves 67 biological and empirical parameters. Most of them (enzyme constants, cell movement constants, protein di usion constants) were found in the literature.(Table 1 below.) Others were guesses or, in the absence of other information, set to zero or unity where appropriate. (For example, we took 1 = 2 = 0 since we did not have an estimate for these rate constants for the EC induced growth factor and angiostatin when [18] was being prepared.) The curvature sensitivity constant , was adjusted to give tip proliferation. It is a surprising consequence of this that the value for this parameter that gave realistic looking EC densities also gave realistic tip speeds and crossing times. (Changing this constant also changes the tip speeds. Low curvature sensitivity slows the tip speed while very high sensitivity causes singularities in the EC density.) I. No angiostatin case: 1 2 Distance from capillary to tumor in microns 0:00 2:50 5:00 7:50 10:00 12:50 15:00 17:50 20:00 22:50 Extrap. times Time Mean in days in velocity for hours (mm/day) 1 mm 3:49 5:817 3:74 0:242 6:817 3:88 0:436 7:317 3:99 0:545 7:650 4:09 0:580 7:900 4:18 0:703 8:100 4:25 0:831 8:267 4:32 0:914 8:410 4:38 1:015 8:535 4:43 1:015 8:646 ( ` = 25mm, L = 50mm) Extrap. times in days for 2 mm 11:633 13:633 14:633 15:300 15:800 16:200 16:533 16:819 17:069 17:291 A. The onset of sprouting time and the onset of vascularization time, when scaled up to one or two mm are in very good agreement with the experimental results of Folkman and his colleagues [1, 4, 6, 9, 10] as well as with CAM assay experiments. (Table below.) B. The channel widths are in agreement with the known (6-10 mm) widths for capillary diameters. C. EC proliferation is a maximum a little behind the moving tip. D. The tip speed increases as the forming capillary approaches the tumor source. (This was observed in the rabbit cornea experiments also.) E. The model predicts the onset of sprouting without EC movement into the ECM when one allows for protease di usion in the ECM. II. Angiostatin case: A. The opening from the mother capillary closes. B. The EC density in the daughter capillary drops. C. The tip retreats and the channel closes. D. It takes much longer for the channel to close completely than for the EC density to fall to negligible values. Travel times and tip speeds In the gures below we plot time courses for ECM propagation of endothelial cell density, forbronectin density and protease density in the absence of angiostatin (Figures 1-3) and in the presence of angiostatin (Figures 4-6). Figure 7 is a time course for the active protease. The vertical axes are in relative units. In the interests of brevity we have omitted time courses for the other variables. The notation Tx in the gures below refers to the fraction of the ECM the sprout has crossed from the mother capillary to toward the tumor. For example, T:25 = 3:90 means 25% of the ECM has has been crossed by the daughter capillary. 3 Figure 1: Time course for EC propagation in the ECM (no angiostatin) T0.02 = 3.52 hrs 0.5 T0.25 = 3.90 hrs Capillary side 20 10 0 0 0.8 T 0.60 0.8 0.6 0.5 y 0 0 0.5 0.4 1 0.2 0.6 y 0.4 1 x Tumor side 0.2 x T0.90 = 4.43 hrs = 4.25 hrs 40 50 20 0 0 0.8 0 0 0.8 0.6 0.5 0.4 y 1 0.2 x 0.6 0.5 0.4 y 1 0.2 y axis scale: 0.1 = 2.5 microns, x axis scale: 0.1 = 5 microns x 4 Figure 2: Time course for fibronectin propagation in the ECM (no angiostatin) T0.25 = 3.90 hrs T0.02 = 3.52 hrs 1 1 0.999 Tumor side 0.5 0.998 1 0.997 0.2 0.5 y 0.4 0.6 x capillary side 0.8 1 0 0.2 0.5 0.4 0 0.6 x T0.60 = 4.25 hrs 0.8 y 0 T0.90 = 4.43 hrs 1 1 0.5 0.5 1 0 0.2 0.5 0.4 x y 0.6 0.8 1 0 0.2 0.5 0.4 0 0.6 x y axis scale: 0.1 = 2.5 microns, x axis scale: 0.1 = 5 microns y 0.8 0 5 Figure 3: Time course for protease propagation in the ECM T 0.02 = 3.52 hrs T 0.25 = 3.90 hrs 0.02 Capillary side 10 0.01 5 0 0 0.8 T 0.60 1 0.2 y = 4.25 hrs T 0.90 20 10 10 0.8 0.4 1 0.2 0.2 x = 4.43 hrs 0 0 0.8 0.6 0.5 0.4 1 x Tumor side 0 0 0.6 0.5 0.4 20 y 0.8 0.6 0.5 y 0 0 0.6 0.5 0.4 y 1 0.2 x y axis scale: 0.1 = 2.5 microns, x axis scale: 0.1 = 5 microns x 6 Figure 4: Time course for EC propagation in the ECM (with angiostatin) T = 4.45 hrs T = 8.61 hrs 50 50 Capillary side 0 0 0.8 y 0 0 0.8 0.6 0.5 0.5 0.4 1 0.2 0.6 0.4 y 1 x Tumor side x 0.2 T = 16.7 days T = 11.93 hrs 50 50 0 0 0.8 0.8 0.6 0.5 y 0 0 0.4 1 0.2 x 0.6 0.5 0.4 y 1 y axis scale: 0.1 = 2.5 microns, x axis scale: 0.1 = 5 microns 0.2 x 7 Figure 5: Time course for fibronectin in the ECM (with angiostatin) T = 8.61 hrs T = 4.45 hrs 1 1 Tumor side 0.5 0.5 1 0 0.2 0.5 0.4 0.6 x Capillary side 0.8 1 y 0 0 0.2 0.5 y 0.4 0.6 0.8 0 x T = 11.93 hrs T = 16.7 days 1 1 0.5 0.5 1 0 0.2 0.5 0.4 0.6 0.8 0 y 1 0 0.2 0.5 0.4 x y axis scale: 0.1 = 2.5 hrs, x axis scale: 0.1 = 5 microns 0.6 x 0.8 0 y 8 Figure 6. Time course for protease in the ECM (with angiotatin) T = 4.45 hrs T = 8.61 hrs 15 10 5 30 20 Capillary side 10 0 0 0.8 1 0.6 0.5 0.4 y 0.2 0.4 1 x Tumor side x 0.2 T = 16.7 days T = 11.93 hrs 30 30 20 20 10 10 0 0 0.8 0 0 0.8 0.6 0.5 y 0.8 0.6 0.5 y 0 0 0.4 1 0.2 x 0.6 0.5 0.4 y 1 y axis scale: 0.1 = 2.5 microns, x axis scale: 0.1 = 5 microns 0.2 x 9 Figure 7: Time course for active protease in the ECM (with angiostatin) T = 8.61 hrs T= 4.45 hrs −3 x 10 15 2 10 5 1 Capillary side 0 0 0.8 0.8 0.6 0.5 y 0 0 0.5 0.4 1 0.6 y 0.2 0.4 1 x Tumor side x T = 16.7 days T = 11.93 hrs −3 −3 x 10 x 10 2 2 1 1 0 0 0.8 0 0 0.8 0.6 0.5 y 0.2 0.4 1 0.2 x 0.6 0.5 0.4 y 1 0.2 x y axis scale: 0.1 = 2.5 microns, x axis scale: 0.1 = 5 microns Notes on the tabular entries 0. Remark. The natural length scale for our computations is millimeters (mm) while the natural time scale is hours. Therefore, before entering the values discussed below into Table 1, we converted, where necessary, the literature values to these units. 1. Cell densities 0: In [13], the length of an endothelial cell was estimated to be in the range 94 ; 141 microns while in [19] an approximate width was given in the range of 10 ; 18microns. It is generally known that an endothelial cell has a thickness of about 1 micron. Using these dimensions, we estimate a volumetric density for endothelial cells to be about 1012 cells per liter. As we noted earlier, the 0 s kinetic equations may be rewritten so that the 0 s, 0s can be expressed directly in terms of the Kcat 0 and Km s. 10 Table 1. Physiological and kinetic constants i =K i :) (In the table below i = 1=Kmi and i = Kcat m ; 1 ; 1 ; 1 capillary 1 = 73:0 M h 1 = 0:007 M = 4:56h;1 chemistry f0 = 1:0 10;2 M Tf = 18:0 h 2 = 146:0 M;1 h;1 2 = 0:014 M;1 e = 1:7 103M;1 ; 1 e = 1:0 M Trel = 1:0h ; 3 2 ; 1 ECM DV = 3:6 10 mm h 1 = 73:0 M;1 h;1 1 = 0:007 M;1 chemistry Vr (x; y; t) = 0:0 Mh;1 2 = 0:014 M;1 ; 3 2 ; 1 DA = 6:5 10 mm h 2 = 146:0 M;1h;1 e = 1:7 103M;1 e = 1:0 M;1 Trel = 1:0h TF = 18:0 h 3 = 19:0 M;1 h;1 3 = 1:28 M;1 DF = 3:6 10;8 mm2h;1 F0 = 1:0 10;2 M 3 = 19:0 M;1h;1 capillary D = 3:6 10;6 mm2 h;1 1 = 0:1 M 2 = 1:0 M EC eqn 1 = 1:0 M 2 = 0:1 M ECM EC DN = 3:6 10;6 mm2h;1 1 = 0:1 M 2 = 1:0 M equation = 1:40 1 = 1:0 M 2 = 0:5 M = 1:1 10;9M;2 m1 = 2 A2 = 44:13 M;1 ; 1 0 ; 4 1 = 0:005 h Ca = 10 M capillary A1 = 0:0 B1 = 1:0=h ; 1 source Ar = 10:0 Mh Tiv = T1 f1 = 0:60 M 1 = 0:3 TGF, angio 1 = 2:0 mm/h 2 = 2:0 mm/h TGF 0 = 0:0 mm/h source m0 = 12 = 0:0 v0 = 4:0 Mmm h;1 Trel = +1 = 4:56h;1 Trel = +1 3 = 1:28 M;1 1 = 4:0 2 = 4:0 1 = 2:0 2 = 1:5 = 0:056 h;1 The capillary EC equation is linear in . Therefore earlier, if we re-normalize , = 0^, we may take 0 = 1, i. e., in the computations below, the capillary cell density is expressed as a fraction of the equilibrium cell density in the capillary and is therefore a dimensionless quantity. Likewise, the EC equation, can also be rescaled in a similar manner and the kinetic equations correspondingly rewritten since the ratio N=0 appears in the logistic factor. 2. Length scales. In Figure II we have taken ` = 25 microns = 2:5 10;2mm and L = 50 microns = 5:0 10;2mm: Therefore, in the gures which illustrate our computations, along the capillary, the scale is 0:1 = 10 microns while the scale from the capillary to the VEGF source, 0:1 = 2:0 microns: 3. Cell movement and di usion constants. We took the "porosity" power m = 1: It is well known that the time of travel across the ECM (the time interval from tumor activation to the onset of sprouting) will increase with m: (We took m = 1:5 in another simulation (not shown) to verify this and to test the code in the case m > 1.) In [21] the authors used values in the range 6:9 10;11cm2 s;1 ; 3:5 10;10cm2 s;1 for the cell movement constant DN : (The reader is cautioned that in Table 1, we have converted these cell movement constants as well as the di usion constants DV ; DA in units of mm2 =h.) They also used values for DV in the range 3:1 10;7cm2s;1 ; 5:9 10;6cm2s;1. However, these values are not appropriate for growth factor di usion in the ECM since there the authors were modeling wound healing and di usion was presumed to be taking place in the uids that ll the wound after injury. Molecular di usion is presumably much slower in the ECM which can be viewed as a porous medium. (The image of the ECM we have in mind can be found on page 973 of [2] for the cornea of a rat or the cartoon on page 991 of [2] for the basel lamina.) 11 4. 5. 6. 7. 8. In order to obtain growth factor di usion coecients, we argued as follows. If one assumes that a protein is spherical, then its di usion coecient should be inversely proportional to the two-thirds power of its volume and consequently of its molecular weight The molecular weight of VEGF is of the order of 1:65 105: In the literature, [12], the authors give the value DTr = 7:4 10;7cm2 s;1 for tirapazamine (3-amino-1,2,4-benzotriazine-1,4-dioxide) which has a molecular weight of 168 daltons as one easily calculates from its structure given in [7]. Thus DV 7:4 10;7 (168=165000)2=3 7:4 10;9cm2 s;1 :1 Because proteins are not spheres and the ECM is not a homogeneous uid, we have been somewhat more conservative than this and used DV 1:0 10;9cm2 s;1: In order to estimate the di usion coecient DA for angiostatin, note that the molecular weight of some angiostatins may be taken to be of the order 3:8 104 daltons. Therefore, DA DV (16:5=3:8)2=3 10;8cm2s;1: In [28], the authors estimated the di usion coecient of bronectin, DF to be smaller than 5 10;12cm2 s;1 . Proliferation and death rate constants, ; 1 : The proliferation rate, , was given [21] as 0:04h;1 and in [22] as 0:056h;1 . For the death rate, the value %0:5=day was given in [8] and as 0:12=day in [3]. We took the latter value in the above table. Proliferation response function, : We took this function to be of the form (C) = A2 Ce;C m1 where we used the proliferation response data given in [26]. The data there gives the proliferation response as a function of growth factor. For the curvature sensitivity factor we took the function Q() = p 2 2 : 1+ This choice was made not only because we wanted the curvature sensitivity to be dimensionless, but also because we wanted to control the sensitivity to proliferation. (With this choice and with > 0 the maximum sensitivity is 1=: ) It was found that for small the solutions of the EC cell movement equation attempted to blow up in nite time.2 ;1 . We took = 4:56h;1 for illustrative purposes based on our Enzyme and inhibitor decay rates ; Trel reading of [5]. As remarked earlier we were not able to nd in vivo values for the relaxation times. ;1 = +1 when angiostatin generates an Therefore, in order to test angiostatin ecacy we took Trel ; 1 inhibitor and Trel = 1 hour when angiostatin acts directly as an inhibitor. (In the latter case, a decay term in angiostatin must be included in the model, otherwise the model will be computationally unstable.) Initial densities bronectin, f0 , F0 The density of bronectin has been estimated to be about 10;2M [24]. We took the density of the lumen, f0 to be the same as the background density of bronectin, F0 in the ECM, for want of better information. The number of angiogenic response receptors r0 ; ra0 . The number of receptors per endothelial cell, has been variously estimated as 150000 [27] and 175000 [25]. We took 105 as an order of magnitude estimate based on these two numbers. Then r0 = 0 1M. We also took ra0 = 1:70 1:7M: 1 The ratio of di usion coecients for small molecules is inversely proportional to the one-thirds power of its volume and consequently of its molecular weight. This follows from the Stokes formula for the drag on spheres moving through a uid and the Einstein formula D = kT u where k is the Boltzman constant, T is the Kelvin temperature and u is the particle mobility. [15]. However, proteins are large molecules and the ECM is not a uid. Hence our assumption seems more reasonable. If we use the Stokes-Einstein relationship, the di usion constant would be larger by a factor of ten, i. e. DV 7:4 10;8cm2 s;1 which is at the lower limit of the range of values used in[21]. 2 This is to be expected. We can show that for N takes the form, for large V; N , N Nt DN N ln + M N 2Q() T (Ca ; F ) where M = M (V; C ) will be positiveif max G(C )1 =1 > : Thus Q() is large, we might expect nite time blow up. (Di erential equations of the much simpler variety such as Nt = DN + N 2 are well known to possess solutions which form singularities in nite time.) r r 12 V , and K V re9. The kinetic parameters 1 ; 1 for VEGF. In [14], the following values are given for kcat m V ; 1 V V =K V spectively, namely kcat = 162min and Km = 130M. Using these, we easily determine 1 = kcat m and 1 = 1=KmV : 10. The kinetic parameters 2 ; 2 for angiostatin. The mechanism for the conversion of angiostatin to protease inhibitor which we propose here has yet to be documented in the literature. Therefore, the values we have taken are for illustrative purposes only. We took 2 = 1 and 2 = 21: 11. Protease inhibitor equilibrium constant e. In [23], the authors give values for 1=e in the range 0:59nmol/L to 2:4nmol/L. We took 1=e = 1:0nmol/L = 10;3M. The value used in the computations has to be non-dimensionalized. This means e = 1000 ra0 = 1700: In the case for which angiostatin is itself an inhibitor, we took e = 1(M);1: This is based on the reported value for plasminogen derived angiostatin which is an inhibitor of tPA. See [24]. 12. The kinetic parameters 3 ; 3 for bronectin. For " bronectin", we have taken values for 3 ; 3 from [11]. We took, Kcat = 16 per hour and Km = 0:83 M for the hydrolysis of type I collagen (rat tendon) by HFC (human broblast collagenase). 13. The bronectin production times Tf ; TF . The value Tf = 18 hours has been reported in [28, 20]. We shall take TF = Tf = 18 hours and F0 = f0 . 14. The angiostatin source term ar (x; t). Here we took Ar as in the table. We took Tiv = T1 where T1 is the time from the initiation of the tumor secretion into the ECM to the time the responding capillary has crossed the ECM back to the tumor. Since we do not as yet have a good mathematical model for the penetration of the capillary into the tumor region, we have made this choice for Tiv for illustrative purposes only. We took Tiv = 4:5 hours. 16. Other constants. i. Sensitivities, i ; i; i : These constants do not a ect the travel time across the ECM nor do they a ect the width of the nascent capillary opening as was demonstrated numerically in [16]. However,they do control the distribution of endothelial cell density within the forming capillary. 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