Successes and Failures of
Continuous Models for
Discrete Systems

University of Bristol, 5th - 8th September 2005

 
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Abstracts of Invited Presentations

Mark Alber

Title: Three-Dimensional Models of Myxobacteria Aggregation and Morphogenesis
Abstract:
Myxobacteria are a model system for studying cell-cell interaction and organization preceeding differentiation. When starved, tens of thousands of Myxobacteria cells change their motility, align, stream and form aggregates, which then develop into fruiting bodies. While cell aggregation has canonically been modeled as the result of chemotaxis, growing evidence shows that Myxobacteria organization depends on a contact-mediated cell signaling mechanism. In this talk we will describe the first three-dimensional model of cell aggregation in Myxobacteria based on a short-range cell-cell communication. We will demonstrate that the same 3D discrete stochastic model simulates for different values of parameters, all stages of myxobacteria aggregation: the formation of a traffic jam, which then triggers formation of an aggregation center culminating in a fruiting body formation.

In the second half of the talk we will present a computational model of the developmental phenomena.To illustrate general approach, we will describe a simulation of the skeletal pattern in a growing embryonic vertebrate limb.

Alan Bishop

Title: The Short and Long of Complexity in Soft Electronic Matter
Abstract:
A substantial change is presently taking place in experimental and theoretical approaches to large classes of "strongly correlated" materials, reflecting growing evidence that multiscale complexity (in space and time) is frequently both intrinsic and functional, and further that intimate relationships between hierarchies of functional scales constitute essential "Systems" or "Networks". This complexity provides qualitatively new avenues for predictive design of technological materials, including intrinsically nanoscale structures.

In a search for underpinning concepts and principles, the prevalence of coexisting short- and long-range forces has become apparent as the key in some major class of materials with emergent "landscapes" of spatio-temporal patterns and associated glassy dynamics. We review our recent work in these directions in the context of elastically-driven textures in (a) directionally-bonded electronic materials (particularly doped transition metal oxides)(1), and (b) bubble opening patterns in DNA and their role in transcription initiation.(2) We emphasize the essential role of local constraints,requiring faithful representations of lattice-scale effects.

(1) K. Ahn et al, Nature 428, 401 (2004) and refs therein ; J-X Zhu et al, Phys Rev Lett 91 ,057004 (2003).
(2 )C. Choi et al, Nucleic Acids Research 32, 1589 (2004) ; Euro Phys Lett 68, 127 (2004).
Presentation: Slides (PDF)

Steve Coombes

Title: Sparks, spikes and bumps in biological networks: from discrete models to localised solutions
Abstract:
Many different types of cell, and indeed networks of cells, are capable of composing global signals (travelling waves) from elementary events. At the sub-cellular level these elementary events may take the form of sparks of elevated calcium, arising via calcium release from internal stores. If whole cell models are assumed to be of reaction-diffusion type then powerful techniques from continuum mechanics can be brought to bear in studying nonlinear calcium waves. However, in models that respect the discrete nature of internal stores translation symmetry is broken and one cannot use such techniques. Importantly, this loss of translation symmetry is a prerequisite for the existence of a saltatory wave. There is a similar loss of translation symmetry in the dendritic tree of a neural cell studded with so-called spines. In this case the elementary events underlying a global signal are spikes of voltage. I will discuss exactly soluble models that give a feel for wave speed and stability for both these physiologically significant saltatory waves. Moving away from the sub-cellular scale it is interesting to raise the issue of whether discrete or particle like properties can emerge in tissue level models. To give an affirmative example I will present a continuum model of neural tissue that supports localised bumps of activity. Instabilities of these bumps are further shown to lead to the emergence of both localised breathers and travelling waves. Travelling pulses in this model truly have a discrete character in the sense that they scatter as auto-solitons.
Presentation: Slides (PDF), and movies - AECR.mpg, Animation.mpg, BreathingPulse.mpg, BumpToBreather.mpg, BumpToPulse.mpg, Collide_Sym.mpg, MovieJapan3.mpg, Periodic_d085.mpg, Pulse_d085.mpg, Spiral.mpg, Spiral2.mpg, Splitter.mpg, WaveProf.mpg

Gero Friesecke

Title: Atomistic potential energy surfaces and solid mechanics
Abstract:
How does collective "solid mechanics" behaviour emerge from (accurate quantum-mechanical or approximate) many-atom potential energy surfaces?
I will discuss basic open problems and recent mathematical results, including
(1) identification of the 3D fcc (face-centered cubic) lattice as a local minimizer of the celebrated Lennard-Jones pair interaction model
(2) an analysis of the Cauchy-Born rule for elasticity tensor determination in a simple 2D atomistic model. We find that the CB rule -- is actually a theorem when short-range interactions are dominant -- but fails when long-range interactions are dominant or when sufficiently strong pressure is applied. In the failure regime, atomic-scale fluctuations of the atomic position field become favourable.
Joint work with Florian Theil (Warwick).

References: G.Friesecke, F.Theil, Validity and failure of the Cauchy-Born Hypothesis in a two-dimensional mass-spring lattice, J.Nonl.Sci 12 445-478 2002;
G.Friesecke, F.Theil, Periodic crystals as local minimizers of pair potential energies, preprint 2005

Dirk Helbing

Title: Fluid-dynamic models of discrete traffic and product flows
Abstract:
We present approaches to deriving macroscopic, fluid-dynamic equations for the flow of individual vehicles in street networks and the flow of packages in production processes. Depending on the degree of simplification, we obtain equations capable of describing emergent stop-and-go waves or equations for queuing networks describing the spreading of shock waves. The models are suitable for the analytical understanding of instabilities such as phantom traffic jams or bullwhip effects. They also help to derive the essential dynamical features required to derive suitable strategies of on-line control. This is relevant for future approaches towards more flexible traffic flow control and production scheduling under varying or perturbed conditions.
Presentation: Video, Slides (PDF)

Jim Jenkins

Title: The Role of Fluctuations in Theories for Granular Materials
Abstract:
Granular materials exhibit behavior characteristic of gases, liquids, or solids, depending on the conditions to which they are subjected. The formulation of continuum theories appropriate for each of these regimes involves the incorporation of fluctuations of velocity or position at the particle scale and suitable determination of the strength of the fluctuations in terms of the average fields of interest. We'll review such theories, discuss their implementation, and highlight their limitations.
Presentation: Slides (PDF)

Jim Keener

Title: The Onset of Calcium Oscillations
Abstract:
Calcium oscillations are an important means of signalling in many cell types. These oscillations have been studied extensively using ordinary differential equation (ode) models, some with a high degree of complexity. These models generally show that the onset of oscillations is via a subcritical Hopf bifurcation.

The experimental data, however, show that calcium release is not nearly as regular as the ode models suggest, but is highly stochastic in nature. In fact, these data show that oscillations are initially very irregular with large average interspike interval and large variance, eventually settling into a regular oscillation as the bifurcation parameter (in this case [IP_3]) is increased.

The reason for the discrepancy between data and models is that calcium release is via events that are fundamentally stochastic in time and discrete in space. Furthermore, the assumptions that permit a whole cell ode model, namely uniformly distributed calcium and the law of large numbers, do not apply under many physiological conditions.

In this talk, I will describe a modeling approach that takes the stochastic and spatially discrete nature of calcium release into account, with the result that the onset of calcium oscillations agrees with experimental observations.
Presentation: Video, Slides (PDF)

Panos Kevrekidis

Title: What can we learn from discrete models in photorefractive materials and Bose-Einstein condensates ? Some old results, some new results and some future challenges
Abstract:
In this talk, we will give an, admittedly subjective, view of some recent developments in nonlinear optics and soft condensed-matter physics, emphasizing the role of discrete systems in the relevant findings. We will explain how discreteness (or rather "effective discreteness") arises in these contexts and will discuss some notes of caution as to what not to expect from such approaches. The binding theme of the presentation will be the, so called, discrete nonlinear Schrödinger model and its variants. We will use that model to present some successful connections of theory with experiments in both photorefractive media and Bose-Einstein condensates in optical lattices, will then discuss some recent results and close with a personal view of some interesting directions of current investigation and future study.
Presentation: Video, Slides (PDF)

Stefan Luding

Title: From discrete system simulations to constitutive continuum theories
Abstract:
One essential question in material science and mechanics is, how to bridge the gap between the microscopic picture (molecular dynamics or discrete element simulations of particulate flows) and a macroscopic description on the level of a continuum theory. The former involves impulses/contact-forces and collisions/deformations, whereas the latter concerns tensorial quantities like the stress or the velocity gradient.

Applying a consistent averaging formalism, one can obtain scalar- and vector-fields as well as classical tensorial macroscopic quantities like fabric, stress or velocity gradient and, in addition, micropolar quantities like curvature or couple-stress. Generic features in such systems involve enormous inhomogeneities, an-isotropic material behavior, and memory (i.e. history dependence).

The stress, strain rate, and structure tensors are, in general, not co-linear, after a small shear deformation. The material acts against shear by gaining stiffness (contacts) as opposed to the compressive shear direction.

Examples for the micro-macro transition for powders will be given in the framework of unconsolidated granular materials.
Presentation: Slides (PDF)

Jim McElwaine

Title: The Transition to Suspension in Granular Flows
Abstract:
Naturally occuring suspension currents, such as powder snow avalanches and turbidity currents, are formed by a dense granular flow interacting with the ambient fluid. We explain how this process occurs and to what extent it can be described by continuum theories. We compare the theory with small scale experiments and full-scale observations of natural avalanches.
Presentation: Slides (PDF)

Alexander Mielke (joint work with Johannes Giannoulis)

Title: Dynamics of modulated pulses in discrete lattices via the nonlinear Schrödinger equation
Abstract:
The propagation of acoustic or optical pulses in crystals can be described via the Hamiltonian dynamics of a discrete periodic lattice of particles interacting via suitable interaction potentials. We consider pulses which are weak modulations of a basic harmonic pattern which is characterized by a wave vector. In suitable scaling regimes such a pulse moves with the associated group velocity and is deformed by dispertion and nonlinear interaction, which can be described on the macroscopic, continuum level via the nonlinear Schrödinger equation. We discuss the formal derivation as well as the mathematical justification of the multiscale problem.
Presentation: Video, Slides (PDF)

Steve Sparks

Title: Modelling volcanic processes and hazards
Abstract:
Volcanoes are dynamic non-linear systems with resulting complex behaviours. Due to the hazards they pose a variety of modeling approaches can be used to understand the dynamics of the eruptions, help to forecast activity and develop risk assessments of the hazardous phenomena. Volacnoes provide a good way of illustrating the strengths and limitations of different modeling strategies applied to natural systems.

Erik S. Van Vleck

Title: Bistable Waves in Discrete Media
Abstract:
We consider reaction-diffusion equations with a bistable reaction term. The equations considered include Nagumo equations, FitzHugh-Nagumo equations and a class of coupled Nagumo equations. Models that are discrete in space are often appropriate when there is an inherent length scale such as the distance between nodes of Ranvier in myelinated nerve fibers or the interatomic distance in materials. We focus on traveling wave solutions for some "simple" models. Phenomena considered include propagation failure due to the inherent length scale, lattice induced anisotropy in higher space dimensions, synchronization of waves in coupled systems, wave speedup due to temporal discretization, existence of pulse and front solutions and attractors for some FitzHugh-Nagumo equations, and time permitting some recent work on waves in inhomogeneous discrete media.
Presentation: Slides (PDF)

Peter Wagner

Title: Macroscopic traffic flow models: glamour and misery
Abstract:
Macroscopic (flow) models have a long tradition in the modelling of traffic flow. Starting from the Lighthill Whitham (Richards) (LWR) approach of a first order equation for the density, a couple of different models have been suggested over time. This includes first order, second order and even third order models invented to catch more complex phenomena. One of the most fundamental critiques is the one put forward by Daganzo (A requiem on second-order theories), who pointed out a number of serious short-comings of higher-order (especially second order) models. However, in reacting to this, a very clever new type of models has been invented to circumvent the short-comings Daganzo has pointed out, which unfortunately are still rarely used in applications.

A very old critique of this models, even the first order ones, is that they are unsuitable to describe traffic flow because of the small numbers of particles involved. (In a 100 m box there are at most 14 vehicles.) This goes hand-in-hand with their inability to model fluctuations. These models, by their very construction are mean values of an underlying stochastic theory, which is given by a suitable Boltzmann equation.

Ignoring all these difficulties, our own work is even more basic: we are simply asking the question: how well can these models describe the phenomena observed. This is being done by directly comparing them with reality; so far it seems that Daganzo is right who has pointed out that higher-order theories are not only erroneous, by also superfluous: it is very hard to find phenomena that cannot be modelled by LWR-theory. (It is a completely different story whether they can be understood by LWR.)

Abstracts of Contributed Presentations

Kostyantyn Blyuss

Title: Master equation approach to the study of phase change processes in data storage media
Abstract:
The dynamics of crystallization in phase-change materials is investigated using a master equation approach. We develop a novel model using the thermodynamics of the processes involved. Some partial analytical results are obtained for the isothermal case and for large cluster sizes, but principally numerical simulations are used to investigate the model.

Xinjun Cui

Title: Oblique shock waves of granular flows
Abstract:
Oblique shocks can be generated when granular flows are deflected inwardly by wedges. We assume mass and momentum to be conserved across shocks, forming the granular jump condition. An oblique shock relation is derived according to this condition. It predicts two solutions for oblique shocks, which are observed as well from experiments and numerics. Based on the shock relation, the intersection of oblique shocks of opposite families is analyzed. When the refracted shocks are attached, they are still theoretically predictable. If the oblique shocks are of unequal-strengths, a slip-line occurs downstream of the intersection, and is in the direction of the intersected flows.

Gabor Domokos

Title: Discrete state models in chaotic population dynamics
Abstract:
Both time and population size can be treated either as discrete or continuous in population dynamics. Traditionally, time was chosed according to the character of the population, however, the size was always considered as a real number. Recently, it became obvious that if the dynamics is chaotic, integer-based discrete models give radically different predictions. Real populations obviously consist of integer numbers of individuals, however, it is equally obvious that random noise has to be added to the deterministic model. Such noisy, discrete models display ambivalent behaviour. In case of low noise they resemble the discrete deterministic models, in case of high noise they predict statistics similar to the continuous model. In real populations the noise is intermediate, and models in this intermediate zone show complex behaviour.
Using recent results from the theory dynamicals systems as well as experimental data from the Beetle Team we propose some qualitative explanations and guidelines for numerical simulation.

Nico Gray

Title: Granular avalanches, particle-size segregation, shock-waves and pattern formation
Abstract:
Granular avalanches are one of the most abundant grain transport mechanisms in both the natural environment and industry, with applications ranging from snow avalanches, debris-flows, lahars and pyroclastic flows to processes in the bulk chemical, pharmaceutical, agricultural, food-processing and mining industries. Even in simple flows, such as pouring one's cornflakes into a bowl at breakfast, it is avalanches that transport the grains! This talk gives an overview of some of the simple continuum theories that are used to model these flows, pointing out their weaknesses, their successes and some of their applications. During the avalanches, particles of different sizes often segregate out into inversely graded layers with the large grains on top of the fines. Depending on whether these layers are brought to rest by deposition at the base, or through the propagation of shock waves that bring the grains to rest en masse, strikingly different patterns are formed in the resulting deposit. Experiments will be demonstrated to show the development of the patterns and some first attempts to model these systems with continuum and discrete models will be discussed.

Keith Hopcraft

Title: Discrete statistical stability, scale-free distributions and the evolution of the WWW
Abstract:
Consideration is given to the convergence properties of sums of identical, independently distributed random variables drawn from a class of discrete distributions with power-law tails. Different limiting distributions, and rates of convergence to these limits, are identified and depend on the index ν of the tail. For indices in the range -2< ν <-1, the limiting distributions evolve towards the discrete analogue of the L vy-stable distributions, for which the mean and higher order moments do not exist. For indices ν<-2, the limiting distribution evolves to a Poisson distribution, but the rate of convergence to the Poisson at the marginal value ν = -2 is extraordinarily slow. These results are applied to the evolution of scale-free random networks. It is shown that any change in the evolution of the network topology of the WWW, for example, is unlikely to be yet evident. Moreover, it is shown that treating discrete scale-free behaviour with continuum or mean-field models or approximations can lead to incorrect results since the discrete distributions do not have a dense limit. The modifications to these results caused by the existence of an outer scale to the distributions are discussed and quantified.

Richard Kerswell

Title: Collapse of Granular Columns
Abstract:
To follow.

Evgeniy Khain

Title: Dynamics and pattern formation in invasive tumor growth
Abstract:
In this work, we study the in-vitro dynamics of the most malignant form of the primary brain tumor: Glioblastoma Multiforme. Typically, the growing tumor consists of the inner dense proliferating zone and the outer less dense invasive region. Experiments with different type of cells show qualitatively different behavior. Wild type cells invade a spherically symmetric manner, but mutant cells are organized in tenuous branches. We formulate a model for this sort of growth using two coupled reaction-diffusion equations for the cell and nutrient concentrations. When the ratio of the nutrient and cell diffusion coefficients exceeds some critical value, the plane propagating front becomes unstable with respect to transversal perturbations. The instability threshold and the full phase-plane diagram in the parameter space are determined. We also analyze the role of cell-cell adhesion, both in continuous and discrete (lattice) models. The results are in a good agreement with experimental findings for the two types of cells.

Kenichi Maeda

Title: Micromechanical modelling of granular media with evaluation of microstructures
Abstract:
Non-linear deformation behaviors (macro-scale phenomena) of granular materials are controlled by constituent grain properties (micro-scale element) and microstructure formed (meso-scale unit). Grain shape, grain strength and stiffness, and resistant friction angle between grains assign grain properties. Microstructures in granular material are formed such as the connection paths of contact points between grains. In this study, the deformation-failure behaviors of granular materials with different grain shapes and friction properties and reinforced by mixing with different material are simulated by DEM in two-dimension. On the basis of analysis results, changes in microstructure and localization with macro deformation are observed. In addition, the micromechanical model is proposed by using micro-polar theory and homogenization scheme with account for particle rotation.

Daniel Mounty

Title: Granular Segregation in a Rotating Polygonal Drum
Abstract:
The mixing in a rotating drum of granular materials is a widely used industrial process. The chaotic motion of the individual particles has been well demonstrated. When the particles are of varying sizes however segregation takes place adding strong ordering to the system. A simple method will be introduced and demonstrated, providing a way of predicting the patterns fromed by this segregation in arbitrary convex drums.

Fernando Peruani

Title: Orientation-induced instabilities in the collective motion of self-propelled particles: discrete and continuous models
Abstract:
Collective motion is a challenging example of self-organization with widespread biological applications ranging from swarms of bacteria to mammalian herds. Despite the fact that in each case the interactions between individuals are of a different nature, it is possible to determine common requirements for self-organization.
Here, we focus on the implications of alignment and analyze 'ferromagnetic' and 'liquid crystal'-like alignment mechanisms. While the former only admits parallel alignment, the latter allows parallel and anti-parallel alignment. For both alignment mechanisms we have obtained numerical evidence of a phase-transition related to the noise introduced into the system through an individual-based model. In the case of parallel and anti-parallel alignment, we observe spontaneous symmetry breaking of the rotation symmetry leading to orientational order of the particles.
We also present a simple continuum model that captures the essential features of the orientation dynamics of the system. This model consists of an integrodifferential equation where spatial and angular dependences are included and the kernels are physically motivated. The linear stability analysis of the model reveals that there are orientation instabilities triggered by different modes in the ferromagnetic and liquid-crystal-like interactions. Possible interpretations will be discussed.

Marc Oliver Rieger

Title: A multiscale model for damage using gradient flows of Young measures
Abstract:
We study local minimisers of Young measures describing the deformation gradient of a body. The Young measures are defined as quasi-static limit of a gradient flow with respect to a modified Wasserstein metric [1]. This idea is applied to a model for damage/fracture. We prove existence for the time discretized model and study the asymptotic behaviour. The resulting model describes the stability of a body under small loads and damage under large loads using only the elastic energy density as material parameter [2]. Finally we prove the convergence of the time discretized model to a gradient flow [3].
An asymptotic analysis of recent variational fracture models [4,5] shows an interesting connection between these seemingly very different approaches to our approach [6].
This is joint work with Isaac Chenchiah (Max-Planck-Institute Leipzig) and Johannes Zimmer (University of Bath).
[1] M.O.Rieger: A model for hysteresis in mechanics using local minimizers of Young measures, in: Progress in Nonlinear Differential Equations and Their Applications, Volume 63.
[2] M.O.Rieger and J.Zimmer: Young measure flow as a model for damage, in preparation.
[3] I.Chenchiah, M.O.Rieger and J.Zimmer: Gradient flows in asymmetric metric spaces, in preparation.
[4] G.Dal Maso and R.Toader: A model for the quasi-static growth of brittle fractures based on local minimization, Math. Models Methods Appl. Sci., 2002. [5] G.A.Francfort and J.-J.Marigo: Revisiting brittle fracture as an energy minimization problem, J. Mech. Phys. Solids, 1998.
[6] M.O.Rieger and P.Tilli: On the Gamma-limit of the Mumford-Shah Functional, Calc.Var., (electr.) 2004.

Tiina Roose

Title: The Tissue Mechanics of Tumour Growth
Abstract:
The unchecked growth of a solid tumor produces solid stress, causing deformation of the surrounding tissue. This stress can result in clinical complications, especially in confined environments such as the brain, and may also be responsible for pathophysiological anomalies such as the collapse of blood and lymphatic vessels. High stress levels may also inhibit further cell division within tumors. Unfortunately, little is known about the dynamics of stress accumulation in tumors or its effects on cell biology. We present a mathematical model for tumor growth in a confined, elastic environment such as living tissue. The model, developed from theories of thermal expansion using the current configuration of the material element, allows the stresses within the growing tumor and the surrounding medium to be calculated. The experimental observation that confining environments limit the growth of tumor spheroids to less than the limit imposed by nutrient diffusion is incorporated into the model using a stress dependent rate for tumor growth. The model is validated against experiments for MU89 tumor spheroid growth in Type VII agarose gel. Using the mathematical model and the experimental evidence we show that the tumor cell size is reduced by solid stress inside the tumor spheroid. This leads to the interesting possibility that cell size could be a direct indicator of solid stress level inside the tumors in clinical setting.
Roose et al. (2004) Microvascular Research 66:204-212

Basant Sharma

Title: Dispersive Continuum Models and Peierls Dislocation
Abstract:
Within the Peierls-Nabarro model of a dislocation, we present certain higher gradient continuum models involving length scales that modify the simple dispersion relation of classical continuum. We construct the displacement field for such elastic models and obtain kinetic relations that resemble the kinetic relations obtained from the discrete model of a crystal lattice with only nearest neighbour interactions and various atomisitic simulations. The emission of phonons has been assumed as the only mechanism for dissipation of energy and we find that certain features of the dispersion relation play dominant role in dislocation dynamics. The important role played by small length scales in the phenomena involving small waves has been highlighted while staying within the realm of continuum mechanics. In these microscopically conservative models the dissipation at a macroscale occurs due to generation of waves of small wavelengths.

Bob Wieman

Title: Elastoplastic waves in antiplane shear
Abstract:
The antiplane shear model is a simplified form of the continuum mechanics description of granular flow. Both of these models are dynamically ill-posed, exemplifying a failure of the continuum description of a discrete system. Further simplification of the antiplane shear model and discretization in space results in a well-posed system that has solutions reminiscent of shear bands. By re-introducing discreteness to the continuum model, a phenomenon like that in the discrete physical system appears.
In some regions of parameter space, the solution exhibits elastic-plastic transitions which propagate with fixed speed, and interactions between these and conventional elastic and plastic waves produce periodic solutions, in which the size of the "shear band" oscillates.
I will present numerical experiments demonstrating the bifurcations to and within these periodic solutions, which include period doubling as well as changes in the form of solution which are less straightforward to characterize.

Eddie Wilson

Title: Connections between wave structures in micro- and macroscopic highway traffic models
Abstract:
We analyse the wave-like solutions of a class of microscopic models of highway traffic via their homogenized PDE limits. Different families of waves are classified via bifurcations of an associated planar ODE problem, and we display novel types of solution which cannot be produced by the classical Lighthill-Whitham-Richards (LWR) framework. The new types of solution correspond to so-called `under-compressive' waves. Finally, we show how the theory works in the presence of spatial inhomogeneity (e.g. a bottleneck or merge).