Mathematical Biology (MATH3104), part I

Lecture 2

Dietmar Oelz
School of Maths & Physics, UQ

Sem1, 2023
Mean square displacement
Exercise 1 Show using formal computations that the MSD (mean
square displacement) < |xi (t) − x0 |2 > of a population of particles
satisfying the diusion equation on the real line with constant D
and initial position x0 = 0 is given by 2D t where t > 0 is time (so
linear growth in time).
1. Consider the concentration u = u(t, x). How can you express
the mean square displacement in terms of u ?
2. Use that u satises the diusion equation to compute the rate
of change of the MSD.
3. Integrate in time to nd the MSD as a function of time.
Mean square displacement
Exercise 1 Show using formal computations that the MSD (mean
square displacement) < |xi (t) − x0 |2 > of a population of particles
satisfying the diusion equation on the real line with constant D
and initial position x0 = 0 is given by 2D t where t > 0 is time (so
linear growth in time).
1. Consider the concentration u = u(t, x). How can you express
the mean square displacement in terms of u ?
2. Use that u satises the diusion equation to compute the rate
of change of the MSD.
3. Integrate in time to nd the MSD as a function of time.
Multiply both sides of ut = Duxx by x 2, integrate and use integration by parts

Z Z
d
x 2 u(t, x) dx = D x 2 uxx (t, x) dx =
dt R R
Z Z
= −D 2xux (t, x) dx = D 2 u(t, x) dx = 2D
R R
Mean square displacement
Exercise 1 Show using formal computations that the MSD (mean
square displacement) < |xi (t) − x0 |2 > of a population of particles
satisfying the diusion equation on the real line with constant D
and initial position x0 = 0 is given by 2D t where t > 0 is time (so
linear growth in time).
1. Consider the concentration u = u(t, x). How can you express
the mean square displacement in terms of u ?
2. Use that u satises the diusion equation to compute the rate
of change of the MSD.
3. Integrate in time to nd the MSD as a function of time.
Multiply both sides of ut = Duxx by x 2, integrate and use integration by parts

Z Z
d
x 2 u(t, x) dx = D x 2 uxx (t, x) dx =
dt R R
Z Z
= −D 2xux (t, x) dx = D 2 u(t, x) dx = 2D
R R

x 2 u(t, x) dx = 2Dt .
R
Therefore: MSD(t) = R
Scalar conservation laws
▶ ux J(t, x): # of particles which pass through x (left to right
MINUS right to left) during unit time
▶ source/sink term Q(t, x): # of particles created at time t and
position x per unit time interval and unit spatial length.
balance law:
Q(t , x)

J (t , a) J (t , x) J (t , b)

a x b
Rb
=− a ∂x J dx
Z b { Z b
d z }|
c(t, x) dx = J(t, a) − J(t, b) + Q(t, x)dx
dt a | {z } a
uxes in/out
| {z } | {z }
rate of change of total # of particles creation/depletion
PDE formulation of the conservation law

rewritten: ab (∂t c + ∂x J − Q) dx = 0.
R

Take the interval [a, b] as arbitrary →

∂t c + ∂x J = Q

(in higher dimension: ∂t c + ∇ · J = Q )

Examples:
▶ J = a c for a constant a ∈ R and Q = 0 yields the advection
equation ∂t c + a∂x c = 0 (transport with constant speed a)
▶ Fick's law: J = −D∂x c and Q = 0 yields ∂t c = D∂xx c
(diusion equation)
▶ Reaction-diusion equations combine diusion (Fick's law)
where a reaction term Q .
E.g. Q = c(1 − c) and Fick's law for the ux to obtain the
Fisher-KPP equation ∂t c = ∂xx c + c(1 − c).
Fisher-KPP equation ((1937, Kolmogorov, Petrovski,
Piskunov; R. Fisher)
Trivia:
▶ Ronald Fisher was an English biologist who, after retiring in the 1950ies, came
to Adelaide where he worked for CSIRO.
▶ The rst one to formulate the equation was actually R.-L. Luther (rediscovered
1988): Räumliche Fortpanzung Chemischer Reaktionen (1906, Spatial
propagation of chemical reactions)

Fisher's equation is of reaction-diusion type. It combines

random motion of particles through the diusion term with
reaction, i.e. particles proliferate. Starting from the balance law for
the concentration u = u(t, x), i.e
∂t u + ∂x J = Q(t, x)
we use Fick's law for the ux J = −D∂x u and
logistic growth
according to the reaction term Q = αu 1 − Ku , and so the
Fisher-KPP equation reads
 u
∂t u = D∂xx u + αu 1 −
K
where D ...diusion constant, α...growth rate, K ...carrying capacity.
Logistic growth
To understand the combined eect of diusion (random motion) and logistic
growth let's neglect diusion at rst and only consider the logistic growth law
 
U
U̇ = αU 1 − =: f (U)
K
for a population size U = U(t). The logistic dierential equation models exponential
growth whenever the population size U is small. The second factor on the rhs
decreases the growth rate once the population size approaches the carrying capacity
K.
The dierential equation has two xed points where U̇ = f (U) = 0, i.e. at U=0 and
at U = K.
K
α U K
4
(
f (U )= α U 1−
K )
et
U (t )=
1 t
+ e −1
U (t=0)

0
K /2 K 0 t

Note that the xed point at U = 0 is unstable (solutions that start close to 0 move
away), the one at U = K is stable (solutions starting close to K remain close). That
can be seen in the sign of f (U), or in the sign of f ′ (U) = α(1 − 2U/K ).

< 0 if U < 0

U̇ = f (U) = > 0 if 0 < U < K f ′ (0) > 0 , f ′ (K ) < 0

< 0 if U > K

Fisher-KPP equation II
Fisher's equation describes a population which is spread in space
(u = u(t, x) depends also on x !) characterised by the combination
of two simultaneous eects, namely
1. that locally the population evolves according to the
logistic model. Growth/decay is capped when local carrying
capacity is approached.
2. and that on top of that individuals move randomly in the
sense of linear diusion.
t=1.000000 t=3.000000 t=6.000000
3 3 3

2.5 2.5 2.5

2 2 2

1.5 1.5 1.5

1 1 1

0.5 0.5 0.5

0 0 0
0 5 10 15 0 5 10 15 0 5 10 15

t=10.000000 t=15.000000 t=20.000000

3 3 3

2.5 2.5 2.5

2 2 2

1.5 1.5 1.5

1 1 1

0.5 0.5 0.5

0 0 0
0 5 10 15 0 5 10 15 0 5 10 15
Fisher-KPP equation III

Both eects (random motion+logistic growth) are simultaneous,

yet the expansion of the concentration front can be visualised in
two steps:
1. Individuals enter the free space through random motion
2. Since the carrying capacity in the free space is not limiting,
individuals multiply which triggers population growth in the
newly populated area.
Step 1: Individuals enter
the free space through
diffusion

Step 2: The free space is

further populated by local
growth of the population
Applications
Typical modelling applications include
1. modelling the spreading of an invasive species
2. spreading of a gen in a population
3. modelling tumour growth, i.e. the invasion of healthy tissue by
tumour cells.

Illustration of the inltration probability of tissue compartments over time.

from Kubitschke, Kaes, et.al (2019): Roadmap to Local Tumour Growth: Insights

from Cervical Cancer

Travelling wave analysis
The expansion of the concentration prole into the free space can be
mathematically formalised by a special solution called travelling wave
solution given by
u(t, x) = ρ(x − Ct)
where C is the speed of the travelling wave and the function ρ
represents a xed prole which - at its far left and right end - connects
the xed points of the reaction term. This is where the system, in the
absence of diusion, is at equilibrium.
ρ ( x−C Δ t)
ρ (−∞)= K
●
The concentration profile
moves with speed C.
ρ ( x )= ρ ( x−C 0) ●
For an observer moving
CΔt with the same speed the
concentration profile
does not change.

ρ (+ ∞)=0

The new variable ξ = x − Ct is the travelling wave coordinate.

E.g. in the context of tumour biology the travelling wave solution
represents the transition from healthy tissue (ρ = 0) to tumour tissue
(ρ = K ) and C is the invasion speed.
1. Non-dimensionalisation
We start with the FKPP equation in 1D,
 u
∂t u = D∂xx u + αu 1 −
K
where D ...diusion constant, α...growth rate, K ...carrying capacity.
Introduce reference values and rescaled independent and dependent
variables
u t x
ũ = , t̃ = , x̃ = .
uc tc xc
This implies d
dt = d d t̃
d t̃ dt
= 1 d
tc d t̃ and also d
dx = xc d x̃ .
1 d
Substitute:
uc uc uc  
∂t ũ = 2 D∂xx ũ + uc αũ 1 − ũ
tc xc K
1. Non-dimensionalisation
We start with the FKPP equation in 1D,
 u
∂t u = D∂xx u + αu 1 −
K
where D ...diusion constant, α...growth rate, K ...carrying capacity.
Introduce reference values and rescaled independent and dependent
variables
u t x
ũ = , t̃ = , x̃ = .
uc tc xc
This implies d
dt = d d t̃
d t̃ dt
= 1 d
tc d t̃ and also d
dx = xc d x̃ .
1 d
Substitute:
uc uc uc  
∂t ũ = 2 D∂xx ũ + uc αũ 1 − ũ
tc xc K

Choose uc = K , tc = 1/α and xc2 = D tc , i.e. xc = D/α.

p

The dimensionless equation (omitting tildes) reads

∂t u = ∂xx u + u (1 − u)
2. Travelling wave ansatz
Substitute the ansatz u = ρ(x − Ct), which gives a 2nd order ODE,
−C ρ′ = ρ′′ + ρ (1 − ρ) .
2. Travelling wave ansatz
Substitute the ansatz u = ρ(x − Ct), which gives a 2nd order ODE,
−C ρ′ = ρ′′ + ρ (1 − ρ) .
To use phase-plane-analysis (MATH2100) rewrite as system of 2 ODEs
using χ = −ρ′ , i.e. χ′ = −ρ′′ = C ρ′ + ρ(1 − ρ),
 ′  
ρ −χ
= =: f⃗(ρ, χ)
χ′ −C χ + ρ(1 − ρ)
0 1
   
with stationary points and .
0 0
2. Travelling wave ansatz
Substitute the ansatz u = ρ(x − Ct), which gives a 2nd order ODE,
−C ρ′ = ρ′′ + ρ (1 − ρ) .
To use phase-plane-analysis (MATH2100) rewrite as system of 2 ODEs
using χ = −ρ′ , i.e. χ′ = −ρ′′ = C ρ′ + ρ(1 − ρ),
 ′  
ρ −χ
= =: f⃗(ρ, χ)
χ′ −C χ + ρ(1 − ρ)
0 1
   
with stationary points and .
0 0

The travelling wave connects the stationary densities ρ(−∞) = 1 and

ρ(∞) = 0. In the phase plane this is a heteroclinic from (1, 0) to (0, 0).
Stability diagram
From MATH2100: Eigenvalues (of the Jacobian, i.e. the
linearisation of the ODE system at a xed point) are given by
tr J (tr J)2
r
λ1,2 = ± − det J
2 4

Stability diagram (adapted from Wikipedia).

Phase-plane analysis (MATH2100)

0 −1
 
The Jacobian of the system is J = D f =
⃗
1 − 2ρ −C
1 0 −1
   
▶ At :J= , det D f⃗ = −1
0 −1 −C
Phase-plane analysis (MATH2100)

0 −1
 
The Jacobian of the system is J = D f =⃗
1 − 2ρ −C
1 0 −1
   
▶ At :J= , det D f⃗ = −1 ... saddle node ⇒
0 −1 −C
the heterclinic orbit leaves (1, 0) along the unstable manifold
(curve).
Phase-plane analysis (MATH2100)

0 −1
 
The Jacobian of the system is J = D f =⃗
1 − 2ρ −C
1 0 −1
   
▶ At :J= , det D f⃗ = −1 ... saddle node ⇒
0 −1 −C
the heterclinic orbit leaves (1, 0) along the unstable manifold
(curve).
0 0 −1
   
▶ At :J= and eigenvalues satisfy
0  1 −C 
−λ −1
0 = det = λ2 + C λ + 1 i.e.
1 q−C − λ
2
λ1,2 = −C 2
± C4 − 1.
If |C | ≥ 2 this is a stable (im)proper node, if |C | < 2 this is a
stable spiral.
Travelling wave speed
Travelling wave speed

The dependent quantity ρ is a density, so necessarily non-negative.

Therefore it has to hold that |C | ≥ 2. The specic value, however,
depends on the initial condition. E.g. if u(t = 0, x) has no tail, e.g.
1 if x < 0
(
u(t = 0, x) =
0 otherwise,
then the solution (as t → ∞) is a travelling wave with√speed C = 2.
Note that the reference value for velocities is xc /tc = Dα, therefore in
dimensional
√
scale the lower limit for the travelling wave speed is
C = 2 Dα.