Introduction to Mathematical Modeling in Biology with ODEs Lisette de Pillis Department of Mathematics Harvey Mudd College June 2005 Lisette de Pillis HMC Mathematics Mathematical Modeling and Mathematical Biology • What is Mathematical Modeling …and how do you spell it? – “Mathematics consists of the study and development of methods for prediction” – The aim of Biology is “to find useful and verifiable descriptions and explanations of phenomena in the natural world” – Modeling = The use of mathematics as a tool to explain and make predictions of natural phenomena – Mathematical Biology involves mathematically modeling biological phenomena Thanks: Cliff Taubes, 2001 June 2005 Lisette de Pillis HMC Mathematics Mathematical Modeling Philosophy • Why are models useful: – Formulating precise ideas implicit assumpltions less likely to “slip by” – Mathematics = concise language that encourages clarity of communication – Mathematical theorems and computational resources can be accessed June 2005 Lisette de Pillis HMC Mathematics Mathematical Modeling Philosophy • Why are models useful (cont): – Can safely test hypotheses (eg, drug treatment), and confirm or reject – Can predict system performance under untested or untestable conditions • How models can be limited (trade-offs): – Easy math Unrealistic model – Realistic model Too many parameters – Caution: unrealistic conclusions possible June 2005 Lisette de Pillis HMC Mathematics The Modeling Process Occam’s Razor* Model World Real World Interpret and Test (Validate) Model Results Solutions, Numerics *Occams’s Razor: “Entia non sunt multiplicanda praeter necessitatem” “Things should not be multiplied without good reason” June 2005 Formulate Model World Problem Mathematical Model (Equations) Lisette de Pillis HMC Mathematics Mathematical Analysis Components of the Model World Model World Things whose effects are neglected Things that affect the model but whose behavior the model is not designed to study (exogenous or independent variables) Things the model is designed to study (endogenous or dependent variables) June 2005 Lisette de Pillis HMC Mathematics The Five Stages of Modeling 1. 2. 3. 4. 5. June 2005 Ask the question. Select the modeling approach. Formulate the model. Solve the model. Validate if possible. Answer the question. Lisette de Pillis HMC Mathematics Introduction to Continuous Models • One of simplest experiments in biology: Tracking cell divisions (eg, bacteria) over time. • Analogous dynamics for tumor cell divisions (what they learn in med school): A tumor starts as one cell June 2005 The cell divides and becomes two cells Lisette de Pillis HMC Mathematics Thanks: Leah Keshet, Ami Radunskaya Introduction to Continuous Modeling Cell divisions continue… 22 cells 23 cells 24 cells June 2005 Lisette de Pillis HMC Mathematics Ordinary Differential Equations (ODEs) • Mathematical equations used to study time dependent phenomena • A “differential equation” of a function = an algebraic equation involving the function and its derivatives • A “derivative” is a function representing the change of a dependent variable with respect to an independent variable. (Often thought of as representing a slope.) June 2005 Lisette de Pillis HMC Mathematics Ordinary Differential Equations (ODEs) • Ex: If N (representing, eg, bacterial density, or number of tumor cells) is a continuous function of t (time), then the derivative of N with respect to t is another function, called dN/dt, whose value is defined by the limit process dN N (t t ) N (t ) lim dt t 0 t • This represents the change is N with respect to time. June 2005 Lisette de Pillis HMC Mathematics Our Cell Division Model: Getting the ODE • Let N(t) = bacterial density over time • Let K = the reproduction rate of the bacteria per unit time (K > 0) • Observe bacterial cell density at times t and (t+Dt). Then N(t+Dt) ≈ N(t) + K N(t) Dt Total density at time t+Dt Total density at time t + increase in ≈ density due to reproduction during time interval Dt • Rewrite: (N(t+Dt) – N(t))/Dt ≈ KN(t) June 2005 Lisette de Pillis HMC Mathematics Our Cell Division Model: Getting the ODE • Take the limit as Dt → 0 dN dT KN “Exponential growth” (Malthus:1798) • Analytic solution possible here. N (t ) N 0e Kt N 0 N( 0 ) • Implication: Can calculate doubling time June 2005 Lisette de Pillis HMC Mathematics Analysis of Cell Division Model: Exponential • Find “population doubling time” t: N ( ) N 0 2 imply and N (t ) N 0 e Kt 2 e K Taking logs and solving for t gives ln( 2) K ln( 2) / K • Point: doubling time inversely proportional to reproductive constant K June 2005 Lisette de Pillis HMC Mathematics Exponential Growth Implications: 1 Day Doubling • • • • • • • Doubling time t=ln(2)/K Suppose K=ln(2), so t=1, ie, cell popn doubles in 1 day. 30 9 2 10 : In 30 days, 1 cell →→ detectable population 3 10 9 is about a 1cm sphere (bag) 1011 is about a 100 grams (1/10 kilo) of tumor (bag) Tumor will reach 100 grams between days 36 and 37. One week later, tumor weighs a kilo (at around 1012 cells) and is lethal. 11 • 90% tumor removal of 10 cells leaves 10 billion cells. • 99% removals leaves 1 billion cells. • Every cancer cell must be killed to eliminate the tumor June 2005 Lisette de Pillis HMC Mathematics Exponential Growth: Realistic? June 2005 Lisette de Pillis HMC Mathematics Extending the Growth Model: Additional Assumptions + New System • Reproductive rate K is proportional to the nutrient concentration, C(t): so K(C)=kC • a units of nutrient are consumed in producing 1 unit of pop’n increment → system of equations: dN dt CN dC dt dN dt CN • Simplify the system of ODEs (collapse): dN dt C0 N N • Logistic Growth Law! • Note: equiv to assuming K=K(N)=C0- aN, ie K is density dependent. June 2005 Lisette de Pillis HMC Mathematics Analysis of Logistic Model for Cell Growth • Solution: C N (t ) N 0 0 C0 C0 t N 0 N 0 e • N0 = initial population • kC0 = intrinsic growth rate • C0/a = carrying capacity • For small popn levels N, N grows about “exponentially”, with growth rate r ≈ kC0 • As time t → ∞, N → N(∞)=C0/a • This “self limiting” behavior may be more realistic for longer times June 2005 Lisette de Pillis HMC Mathematics Exponential versus Logistic Growth June 2005 Lisette de Pillis HMC Mathematics Logistic Growth: Initial Conditions, Stability June 2005 Lisette de Pillis HMC Mathematics Other Growth Models • Power Law: dN dt aN b Solution : N (t ) ((1 b)( at C ))1 (1b ) C N 01b 1 b , • Gompertz: N 0 N ( 0) dN dt gN dg dt ag Alt : dN dt aN ln 1 bN Solution : N (t ) bN 0 exp at b • Von Bertlanffy: dN dt aN bN 1 1 1 exp( avt) Solution : N (t ) N 0 N 0 1 exp( at ) b b N 0 N (0) June 2005 Lisette de Pillis HMC Mathematics June 2005 Logistic Von Bertalanffy Gompertz Power Law Intrinsic Cell Growth Models: Comparisons Lisette de Pillis HMC Mathematics Dynamic Population Model Formulation: General Approach • Balance (Conservation): Population Change in Time = Stuff Going In – Stuff Going Out • Law of Mass Action: Encounters between populations occur randomly, and the number of encounters is proportional to the product of the populations, eg, Prey : dN dt aN 1 N k N bNM Predator : dM dt cM 1 M k M dNM Used to represent Inter- and Intra-Species Competition June 2005 Lisette de Pillis HMC Mathematics Formulating a 2-Population Model: Tumor-Immune Interactions • Step 1 - Ask the Question: How does the immune system affect tumor cell growth? Could it be responsible for “dormancy” followed by aggressive recurrence? • Step 2 - Select the Modeling Approach: Track tumor and immune populations over time → Employ ODEs June 2005 Lisette de Pillis HMC Mathematics Formulating a 2-Population Model: Tumor-Immune Interactions • Step 3 - Forumlate the Model: • Identify important quantities to track: – Dependent Variables: • E(t)=Immune Cells that kill tumor cells (Effectors) (#cells or density) • T(t)=Tumor cells (#cells or density) – Independent Variable: t (time) • Specify Basic Assumptions: – – – – – – Effectors have a constant source Effectors are recuited by tumor cells Tumor cells can deactivate effectors (assume mass action law) Effectors have a natural death rate Tumor cell population grows logistically (includes death already) Effector cells kill tumor cells (assume mass action law) June 2005 Lisette de Pillis HMC Mathematics A Two Population System dE s rET ( T ) c1 ET dE dt dT aT (1 bT ) c2 ET dt • Rate parameters (units) • • • • • • • • June 2005 s=constant immune cells source rate (#cells/day) s=steepness coefficient (#cells) r=Tumor recruitment rate of effectors (1/day) c1=Tumor deactivation rate of effectors (1/(cell*day)) d=Effector death rate (1/day) a=intrinsic tumor growth rate (1/day) 1/b=tumor population carrying capacity (#cells) c2=Effector kill rate of tumor cells (1/(cell*day)) Lisette de Pillis HMC Mathematics Model Elements Population change in time Stuff going in Stuff going out dE s rET ( T ) c1 ET dE dt dT aT (1 bT ) c2 ET dt June 2005 Lisette de Pillis HMC Mathematics Model Elements Mass Action Logistic Growth MichaelisMenten dE s rET ( T ) c1 ET dE dt dT aT (1 bT ) c2 ET dt June 2005 Lisette de Pillis HMC Mathematics Step 4: Solve the System • Must treat system as a whole • In general, a closed-form solution does not exist • Solution approaches: • Dynamical systems analysis (find general system features) • Numerical (find example system solutions) • Next up: Finding general system features June 2005 Lisette de Pillis HMC Mathematics Dynamical Systems Analysis: When we cannot solve analytically • Find equilibrium points (set ODEs to 0): plot nullclines and find intersections • Find stability properties of equilbrium points (if nonlinear: must linearize) • Trace possible trajectories in phase diagram June 2005 Lisette de Pillis HMC Mathematics Dynamical Systems Analysis: When we cannot solve analytically Find equilibrium points • Set ODEs to 0: • Therefore: dE dt 0 dT dt 0 s rET T c1 ET dE 0 aT 1 bT c2 ET 0 • Solve for E and T curves (nullclines). Find points of overlap (intersections). June 2005 Lisette de Pillis HMC Mathematics Analysis: the equilibria are determined by setting both differential equations to zero. E-equation = 0 T-equation = 0 June 2005 Lisette de Pillis HMC Mathematics Each stable equilibrium point has a basin of attraction June 2005 Lisette de Pillis HMC Mathematics Step 5: Answer the Question • Question: Do we see dormancy? • Question: Do we see aggressive regrowth in this model? • Not yet: How about with different parameters? Let’s see… June 2005 Lisette de Pillis HMC Mathematics Alternate Parameters: Tumor Dormancy with Immune System Evident • Four equilibria - two stable • Dormancy: stable spiral T u m o r Immune June 2005 Lisette de Pillis HMC Mathematics Alternate Parameters – Dangerous Regrowth with Immune System • Creeping through to dangerous equilibrium: T u m o r Immune June 2005 Lisette de Pillis HMC Mathematics Step 5: Answer the Question • Question: Now do we see dormancy? Yes! • Question: Now do we see aggressive regrowth in this model? Yes! June 2005 Lisette de Pillis HMC Mathematics Continue the modeling cycle… Step 1: Ask a New Question • New Question: In the clinic, what causes asynchronous response to chemotherapy? • Note: The current 2 population model does not answer this question…We need to extend the model. June 2005 Lisette de Pillis HMC Mathematics Extend the Model Further - More Realism: Adding Normal Cells (Competition) • Turn the two population model into a three population model (dePillis and Radunskaya, 2001, 2003) • Why: Gives more realistic response to chemotherapy treatments, eg, allows for delayed response to chemotherapy June 2005 Lisette de Pillis HMC Mathematics Three Population Mathematical Model Population change in time Stuff going in Stuff going out • Combine Effector (Immune), Tumor, Normal Cells dE dt s ET ( A T ) c1 ET d1 E dT dt r1T (1 b1T ) c2 ET c3TN dN dt r2 N (1 b2 N ) c4TN Note: There is always a tumor-free equilibrium at (s/d,0,1) June 2005 Lisette de Pillis HMC Mathematics Analysis: Finding Null Surfaces • Curved Surface: s( A T ) dE dt 0 E c T ( A T ) d ( A T ) rT 1 1 • Planes 1 c2 c3 dT dt 0 T 0 or T E N b1 b1r1 b1r1 1 c4 T dN dt 0 N 0 or N b2 b2 r2 June 2005 Lisette de Pillis HMC Mathematics Null surfaces: Immune, Tumor, Normal cells June 2005 Lisette de Pillis HMC Mathematics Analysis: Determining Stability of Equilibrium Points • Linearize ODE’s about (eg, tumor-free) equilibrium point • Solve for system eigenvalues: 1 d1 0 Always Negative 2 r2 c2 b2 0 Always Negative 3 r1 c3 s d1 c2 b2 Positive or Negative June 2005 Lisette de Pillis HMC Mathematics CoExisting Equilibria Map: Paremeter Space s Region 4: Stable @ (E=0.4, T=0.6, N=0.4) Unstable @ (E=0.8, T=0.2, N=0.8) June 2005 Lisette de Pillis HMC Mathematics Time Series Plots • Creeping Through to Dangerous Equilibrium: June 2005 Lisette de Pillis HMC Mathematics Evolution in Time: Increasing Initial Immune Strength Initial Immune Strength Range: 0.0 < E(0) < 0.3 Basin Boundary Range: 0.12 < E(0) < 0.15 Time vs Tumor Time vs Normal Time vs Immune Stable Equilibrium - Co-Existing: E=0.4, T=0.6, N=0.4 Stable Equilibrium - Tumor Free: E=1.65, T=0, N=1.0 June 2005 Lisette de Pillis HMC Mathematics Cell Response to Chemotherapy • Idea: Add drug response term to each DE, create DE describing drug Amount of cell kill for given amount of drug u: ku i F (u ) a (1 e June 2005 Lisette de Pillis HMC Mathematics ) Normal,Tumor & Effector cells with Chemotherapy • Four populations: dE dt s rET ( A T ) c1 ET d1 E a1 (1 e u ) E u dT dt r1T (1 b1T ) c2 ET c3TN a2 (1 e )T u dN dt r2 N (1 b2 N ) c4TN a3 (1 e ) N du dt v(t ) d 2u • Goal: control dose v (t ) to minimize tumor • See: “A Mathematical Tumor Model with Immune Resistance and Drug Therapy: an Optimal Control Approach”, Journal of Theoretical Medicine, 2001 June 2005 Lisette de Pillis HMC Mathematics Continuing the Modeling Process • Ask new questions: Example – Are there better treatments that can cure when traditional treatments do not? • How to use our model: Experiment with timings, Apply optimal control. June 2005 Lisette de Pillis HMC Mathematics Tumor Growth - No Medication E(0) = 0.15 June 2005 E(0) = 0.1 Lisette de Pillis HMC Mathematics Tumor Growth - Traditional Pulsed Chemotherapy I(0) = 0.15 June 2005 Lisette de Pillis HMC Mathematics I(0) = 0.1 Compare to chemotherapy based on Optimal Control Theory: I(0) = 0.15 June 2005 I(0) = 0.1 Lisette de Pillis HMC Mathematics Continuing the Modeling Process • More questions: • Can we validate the model? • Are there experimental data against which we can compare model components? • If we find data, can we modify our dynamics? June 2005 Lisette de Pillis HMC Mathematics Mass Action Law: Does it Fit Data? Tumor Cell Lysis by NK-Cells: Fit to Mouse Data Conventional effector-target interaction term: Rate of Target Cell Lysis by NK-cells cNT June 2005 Lisette de Pillis HMC Mathematics Rational Law a Better Fit for CD8+T Cells Tumor Cell Lysis by CD8+T-Cells: Fit to Mouse Data Conventional product (power) form not necessarily a good fit for CD8+T-Target interactions NEW EFFECTOR to TARGET LYSIS LAW: ( L / T )eL Rate of Target Cell Lysis by T- cells d T s ( L / T )eL June 2005 Lisette de Pillis HMC Mathematics Ratio Dependence Ratio Dependence: A Predator-Prey Model dT f1 (T )T g (T , L) L dt dL f2 ( g (T , L), L) m L dT g(T,L) = “Functional Response” f2(T,L) = “Numerical Response” Refs: June 2005 Akcakaya et al. Ecology Apr 1995 Abrams and Ginzberg TREE Aug 2000 Lisette de Pillis HMC Mathematics Ratio Dependence Ratio Dependence: A Predator-Prey Model Our “Functional Response:” L g (T , L) d L sT L T Our “Numerical Response:” A Michaelis-Menten type function of g(T,L). June 2005 Lisette de Pillis HMC Mathematics Ratio Dependence: Good Fit to Data Tumor Cell Lysis by CD8+T-Cells: Fit to Mouse Data Conventional power form not necessarily a good fit for CD8+T-Target interactions Close Up: POWER vs RATIONAL LAWS: Power vs Rational: Power vs Rational: Non-Ligand-Transduced Ligand-Transduced June 2005 Lisette de Pillis HMC Mathematics CD8-Tumor Lysis Equations: Error Comparison Goodness of Fit for CD8+T-cell Lytic Activity: Comparing the residuals (error) of the conventional product form with the new rational form. June 2005 Lisette de Pillis HMC Mathematics CD8-Tumor Cell Lysis Equations: Fit to Human Data NEW EFFECTOR to TARGET LYSIS LAW applies to HUMAN DATA: ( L / T ) eL Rate of Target Cell Lysis by T - cells d T s ( L / T ) eL June 2005 Lisette de Pillis HMC Mathematics Continuing the Modeling Process • The new dyamics require a new model: • Develop model with different populations to track: • Specific Immune Cells (CD8+T, Rational Kill) • Nonspecific Immune Cells (NK, Mass-Action Kill) • Tumor Cells • Test new treatments June 2005 Lisette de Pillis HMC Mathematics New Model Equations: Two Immune Populations, Ratio Dependent Kill Term dT aT(1 bT) cNT dD dt 2 dN T e fN g pNT 2 N dt h T dL D2 mL j qLT 2 L dt k D Where D June 2005 L T eL eL T L s T Lisette de Pillis HMC Mathematics Logistic Growth NK-Tumor Kill: Power Law CD8-Tumor Kill: Rational Law Immune Recruitment: Michaelis-Menten Kinetics System of Model Equations: Additional Treatment Parameters a, b, c, d, s, and eL were fit from published experimental data. All other parameters were estimated or taken from the literature. Circulating lymphocytes Rate of drug administration and decay IL-2 boost June 2005 No IL2 Lisette de Pillis HMC Mathematics Treatment: Chemotherapy Alone, Cancer Escapes Healthy Immune System. Twice Tumor Burden T0=2x107 Multiple Chemotherapy Doses. Bolus chemotherapy every 10 days June 2005 Lisette de Pillis HMC Mathematics Simulation parameters: human, with chemo, no vaccine, u small Treatment: Vaccine Therapy Alone, Cancer Escapes Healthy Immune System. Twice Tumor Burden T0=2x107 Single Vaccine Dose. June 2005 Lisette de Pillis HMC Mathematics Simulation parameters: human, vaccine alone, u small Treatment: Vaccine and Chemo Combined Cancer Is Controlled Healthy Immune System. Twice Tumor Burden T0=2x107 Single Vaccine Dose. Three Chemotherapy Doses June 2005 Lisette de Pillis HMC Mathematics Simulation parameters: human, with chemo, with vaccine, u small Equilibrium points of 4-population system (no treatment) are found at points where the values of LE1 from equation (20) intersect with the solutions L of equation (21). These points of intersection can be found numerically, yielding equilibrium point(s) (TE,NE,LE,CE). June 2005 Lisette de Pillis HMC Mathematics Stability: Zero Tumor Equilibrium June 2005 Lisette de Pillis HMC Mathematics Stability: Specific Parameter Set • With the specific parameter set: – The zero tumor equilibrium is unstable – There is only one non-zero tumor equilibrium, and it is stable. • Point: – The tumor-free equilibrium is unstable, while the high-tumor equilibrium is stable: Only a change in system parameter values may permit permanent removal of the tumor → Immunotherapy/Vaccine is one way to do this June 2005 Lisette de Pillis HMC Mathematics Bifurcation diagram: the effect of varying the NK-kill rate, c. June 2005 Lisette de Pillis HMC Mathematics Sensitivity to Initial Conditions after Bifurcation Point. C*=0.9763 June 2005 Lisette de Pillis HMC Mathematics Bifurcation Diagram: CD8+T Parameter j June 2005 Lisette de Pillis HMC Mathematics Basin of Attraftion of zero−tumor and high−tumor equilibria June 2005 Lisette de Pillis HMC Mathematics Bifurcation Analysis: Basins of Attraction The barrier separates system-states which evolve towards the low-tumorburden equilibrium from those which evolve towards the high tumor-burden state. No therapy With Chemotherapy June 2005 This barrier moves with therapy With Immunotherapy Lisette de Pillis HMC Mathematics Additional Model Extensions – Extending from ODEs to PDEs and Cellular Automata •Add spatial heterogeneity: non-uniform tissue, morphology-dependent. •Cellular automata: discrete, probabilistic, and/or hybrids. June 2005 Lisette de Pillis HMC Mathematics Spatial Tumor Growth Modeling Deterministic & Probabilistic:2D and 3D http://www.lbah.com/Rats/ovarian_tumor.htm http://www.lbah.com/Rats/rat_mammary_tumor.htm June 2005 Lisette de Pillis HMC Mathematics Image Courtesy http://www.ssainc.net/images/melanoma_pics.GIF http://www.loni.ucla.edu/~thompson/HBM2000/sean_SNO2000abs.html Modeling Tumor Growth and Treatment L.G. de Pillis & A.E. Radunskaya Microenvironment Simulations: Entire System. June 2005 Lisette de Pillis HMC Mathematics Final Thoughts on Modeling • “All models are wrong…some are useful”, Box and Draper, 1987 • “All decisions are based on models…and all models are wrong”, Sterman, 2002 • “Although knowledge is incomplete, nonetheless decisions have to be made. Modeling…takes place in the effort to plan clinical trials or understand their results. Formal modeling should improve that effort, but cautious consideration of the assumptions is demanded”, Day, Shackness and Peters, 2005 June 2005 Lisette de Pillis HMC Mathematics Thanks for listening! Lisette de Pillis depillis@hmc.edu June 2005 Lisette de Pillis HMC Mathematics BLANK June 2005 Lisette de Pillis HMC Mathematics CA Simulation: Movie - a snapshot every 20 days for 200 days showing tumor growth and necrosis. QuickTime™ and a H.263 decompressor are needed to see this picture. June 2005 Lisette de Pillis HMC Mathematics The tumor affects the acidity of the micro-environment: QuickTime™ and a DV/DVCPRO - NTSC decompressor are needed to see this picture. June 2005 Lisette de Pillis HMC Mathematics Modeling Tumor Growth and Treatment A.E. Radunskaya What do we have? •A mathematical model which simulates some of the main features of tumor growth: hypoxia, high acidity, necrosis. •A model which allows the addition of other cells (immune cells) and/or small molecules (drugs, vaccines). What next ? •Add nano-vaccines (based on mouse models). •What are some of the questions under discussion? (Dose, treatment scheduling, where to administer the vaccine) •What parameters might be good indicators of successful responseLisette to treatment? June 2005 de Pillis HMC Mathematics