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1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation Lab session: numerical simulations of sponateous polarization Emeric Bouin & Vincent Calvez CNRS, ENS Lyon, France CIMPA, Hammamet, March 2012

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Page 1: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

Lab session: numerical simulations of sponateouspolarization

Emeric Bouin & Vincent CalvezCNRS, ENS Lyon, France

CIMPA, Hammamet, March 2012

Page 2: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

Spontaneous cell polarization: the 1D case

The Hawkins-Voituriez model for spontaneous polarization in 1Dreads as follows:

∂tρ(t, x) = ∂xxρ(t, x) + ρ(t, 0)∂xρ(t, x) , t > 0 , x ∈ (0,+∞) .

The equation is a transport-diffusion equation.

Numerical issues:

• blow-up,

• non-trivial steady states,

• self-similar decay.

Page 3: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

Behaviour of solutions

TheoremThere is a nice and simple dichotomy:

• If M < 1, the solution is global in time. It converges towardsa (unique) self-similar profile GM :

limt→+∞

∥∥∥∥ρ(t, x)− 1√t

GM

(x√t

)∥∥∥∥L1

= 0 .

• If M = 1 there is a one-parameter family of steady states:να(x) = α exp(−αx).Convergence holds + the first moment is conserved:α−1 =

∫x>0 ρ

0(x) dx.

• If M > 1 and ∀x > 0 ∂xρ0(x) ≤ 0, the solution blows up in

finite time.

Page 4: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

Contents

1- Diffusion equation

2- The diffusion-transport equation

3- The diffusion-transport equation in self-similar variables

4- Cluster formation

Page 5: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

Contents

1- Diffusion equation

2- The diffusion-transport equation

3- The diffusion-transport equation in self-similar variables

4- Cluster formation

Page 6: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

The diffusion equation in the half-line

We begin with the diffusion equation

∂tρ(t, x) = ∂xxρ(t, x) , x > 0

+ Neumann boundary condition at x = 0

We rewrite the equation in ”divergence” form,

∂tρ(t, x) + ∂xF = 0 ,

The flux F is given by Fick’s law: F = −∂xρ.

The boundary condition at {x = 0} is F (0) = 0 (no-flux boundarycondition).

Page 7: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

Time-Space discretization

We discretize the function ρ(t, x) on a regular grid

[0 : ∆t : T ]× [0 : ∆x : L] ,

• ∆t is the time step,

• T is the final time of computation,

• ∆x is the space step,

• L is the length of the numerical interval.

Page 8: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

Strategy for computing ρ(t, x) numerically

We replace the equation ∂tρ(t, x) + ∂xF = 0 with the numericaldiscretization

ρ(t + ∆t, x)− ρ(t, x)

∆t+

F (t, x + ∆x/2)− F (t, x −∆x/2)

∆x= 0 .

(1)We introduce

• ρni = ρ(n∆t, i∆x)

• F ni± 1

2

= F (n∆t, x ±∆x/2).

The equation (1) rewrites at (t, x) = (tn, xi ),

ρn+1i − ρn

i

∆t+

F ni+ 1

2

− F ni− 1

2

∆x= 0

Page 9: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

Boundary conditions

The boundary condition F (0) = 0 reads

F 12

= 0 .

For i = 1 the equation (1) reads

ρn+11 − ρn

1

∆t+

F n1+ 1

2

− 0

∆x= 0

We have similarly for i = Nx

ρn+1Nx − ρ

nNx

∆t+

0− F nNx− 1

2

∆x= 0

Page 10: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

The diffusion equation

We have F = −∂xρ, therefore

F (t, x + ∆x/2) = −ρ(t, x + ∆x)− ρ(t, x)

∆x

The scheme writes finally

ρn+1i − ρn

i

∆t+

1

∆x

(−ρni+1 − ρn

i

∆x+ρni − ρn

i−1

∆x

)= 0 ,

Remark. It coincides with the classical finite difference scheme forthe heat equation

ρn+1i =

(1− 2

∆t

∆x2

)ρni +

∆t

∆x2ρni+1 +

∆t

∆x2ρni−1 ,

Page 11: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

Explicit scheme for the diffusion equation

• Left boundary condition (zero-flux) when i = 1

ρn+1i − ρn

i

∆t+

1

∆x

(−ρni+1 − ρn

i

∆x+ 0

)= 0 ,

• Right boundary condition (zero-flux) when i = Nx

ρn+1i − ρn

i

∆t+

1

∆x

(0 +

ρni − ρn

i−1

∆x

)= 0 ,

• Flux of the density when 2 ≤ i ≤ Nx − 1

ρn+1i − ρn

i

∆t+

1

∆x

(−ρni+1 − ρn

i

∆x+ρni − ρn

i−1

∆x

)= 0 ,

Page 12: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

Explicit scheme for the diffusion equation

• Left boundary condition (zero-flux) when i = 1

ρn+1i − ρn

i

∆t+

1

∆x

(−ρni+1 − ρn

i

∆x+ 0

)= 0 ,

• Right boundary condition (zero-flux) when i = Nx

ρn+1i − ρn

i

∆t+

1

∆x

(0 +

ρni − ρn

i−1

∆x

)= 0 ,

• Flux of the density when 2 ≤ i ≤ Nx − 1

ρn+1i − ρn

i

∆t+

1

∆x

(−ρni+1 − ρn

i

∆x+ρni − ρn

i−1

∆x

)= 0 ,

Page 13: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

Explicit scheme for the diffusion equation

• Left boundary condition (zero-flux) when i = 1

ρn+1i − ρn

i

∆t+

1

∆x

(−ρni+1 − ρn

i

∆x+ 0

)= 0 ,

• Right boundary condition (zero-flux) when i = Nx

ρn+1i − ρn

i

∆t+

1

∆x

(0 +

ρni − ρn

i−1

∆x

)= 0 ,

• Flux of the density when 2 ≤ i ≤ Nx − 1

ρn+1i − ρn

i

∆t+

1

∆x

(−ρni+1 − ρn

i

∆x+ρni − ρn

i−1

∆x

)= 0 ,

Page 14: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

Structure of the scilab code 1/4

Space and time grid of resolution.

%% Space discretisation

L = 10;dx = 0.1;x = [0:dx:L];Nx = length(x);

%% Time discretisation

T = 10;dt = dx^2/4;t = [0:dt:T];Nt = length(t);

Page 15: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

Structure of the scilab code 2/4

Initial data ρ0: we start with a gaussian

%% Initial condition for the density of molecules rho_0

sigma = 1;rho0 = exp(-x.^2/sigma^2);

Z = sum(rho0*dx);rho0 = (M/Z)*rho0;

rho1 = rho0;

Page 16: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

Structure of the scilab code 3/4

Time loop to update the value of the density ρ at each time step n

for n = 1:Nt

rho0 = rho1;

...

end

Page 17: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

Structure of the scilab code 4/4Space loop to update the value of the density ρ at each point ofthe grid i

for n = 1:Nt

rho0 = rho1;

for i = 1:Nx

if i == 1 %% Left boundary conditionrho1(i) = ...

elseif i == Nx %% Right boundary conditionrho1(i) = ...

elserho1(i) = ...

end

endend

Page 18: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

The maximum principleRecall the numerical scheme for the diffusion equation

ρn+1i =

(1− 2

∆t

∆x2

)ρni +

∆t

∆x2ρni+1 +

∆t

∆x2ρni−1 ,

Observation. ρn+1i is a linear combination of ρn

i−1, ρni and ρn

i+1.

In order to guarantee the maximum principle, it is necessary toimpose a condition between ∆t and ∆x :

2∆t

∆x2< 1 .

CFL condition. In this case, ρn+1i is a convex combination of

ρni−1, ρ

ni and ρn

i+1.

Therefore,

∀i = 1 . . .Nx minjρ0j ≤ ρn

i ≤ maxjρ0j

Page 19: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

Conservation of mass

The conservation of mass is automatic when the numerical schemeis written with the flux formulation

ρn+1i − ρn

i

∆t+

F ni+ 1

2

− F ni− 1

2

∆x= 0

To see this, simply sum up the equation:

1

∆t

Nx∑i=1

ρn+1i ∆x − 1

∆t

Nx∑i=1

ρni ∆x + F n

Nx+ 12− F n

12

= 0

The no-flux boundary condition F n12

= F nNx+ 1

2

= 0 guarantees

∑i

ρn+1i ∆x =

∑i

ρni ∆x =

∑i

ρ0i ∆x .

Page 20: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

Contents

1- Diffusion equation

2- The diffusion-transport equation

3- The diffusion-transport equation in self-similar variables

4- Cluster formation

Page 21: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

The diffusion-transport equation

We switch to the one-dimensional polarization equation.

∂tρ(t, x)− ∂x (µ(t)ρ(t, x)) = ∂xxρ(t, x)

+ Neumann boundary condition at x = 0

+ nonlinear coupling via µ(t) = ρ(t, 0).

Again, we rewrite the equation in ”divergence” form,

∂tρ(t, x) + ∂xF = 0 ,

The flux F is given by: F = −∂xρ− µρ.

The boundary condition at {x = 0} is F (0) = 0 (no-flux boundarycondition).

We assume that the speed µ(t) is nonnegative µ(t) ≥ 0.

Page 22: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

Strategy for computing ρ(t, x) numerically

We replace the equation ∂tρ(t, x) + ∂xF = 0 with the numericaldiscretization

ρn+1i − ρn

i

∆t+

F ni+ 1

2

− F ni− 1

2

∆x= 0

F ni+ 1

2= −

ρni+1 − ρn

i

∆x︸ ︷︷ ︸Fick ′slaw

+ µn ρni+ 1

2︸ ︷︷ ︸transport

.

Important question. How to interpolate the value

ρni+ 1

2= ρ(t, x + ∆x/2) ?

Page 23: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

The correct choice for ρni+ 1

2

for transport only

Recall the key assumption µn ≥ 0.

Choice 1. ρni+ 1

2

= ρni

ρn+1i =

(1 + µn ∆t

∆x

)ρni − µn ∆t

∆xρni−1 ,

Choice 2. ρni+ 1

2

= ρni+1 [Upwind scheme]

ρn+1i =

(1− µn ∆t

∆x

)ρni + µn ∆t

∆xρni+1 ,

Choice 3. ρni+ 1

2

= 12 (ρn

i + ρni+1) [Centered scheme]

ρn+1i = ρn

i + µn ∆t

2∆xρni+1 − µn ∆t

2∆xρni−1 ,

Only the second choice preserves the maximum principle, under thecondition

µn ∆t

∆x< 1 .

Page 24: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

Combination of the two fluxes

We eventually get

ρn+1i − ρn

i

∆t+

1

∆x

(−ρni+1 − ρn

i

∆x− µnρn

i+1 +ρni − ρn

i−1

∆x+ µnρn

i

)= 0 ,

with suitable boundary conditions for i = 1 and i = Nx .

Page 25: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

Contents

1- Diffusion equation

2- The diffusion-transport equation

3- The diffusion-transport equation in self-similar variables

4- Cluster formation

Page 26: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

Self-similar rescaling

Rewrite the density ρ in self-similar variables,

ρ(t, x) =1√

1 + 2tu

(log√

1 + 2t,x√

1 + 2t

)The equation for u(τ, y) is the following,

∂τu(τ, y)−∂y

(yu(τ, y)+v(τ)u(τ, y)

)= ∂yy u(τ, y) , v(τ) = u(τ, 0) .

We get an additional drift term −∂y (yu(τ, y)) due to the changeof frame (t, x)→ (τ, y).

Page 27: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

Long-time asymptotics

In the sub-critical regime, M < 1, the solution u(τ, y) convergestowards a unique stationary state G , given by

G (y) = α exp

(−αy − y 2

2

).

The parameter α is fixed by the conservation of mass∫y>0

G (y) dy =

∫y>0

u(τ, y) dy =

∫x>0

ρ(t, x) dx = M .

Exercise. Perform the numerical simulations for u(τ, y), solutionto the polarization equation in self-similar variables (the onlydifference is the additional drift term). Compare the long-timebehaviour with the expected value for G .

Page 28: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

Contents

1- Diffusion equation

2- The diffusion-transport equation

3- The diffusion-transport equation in self-similar variables

4- Cluster formation

Page 29: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

A one-dimensional model for cluster formation

The simplest model for bacterial chemotaxis is the followingcoupled system for the cell density ρ(t, x) and the chemicalconcentration S(t, x).{

∂tρ(t, x) + ∂x (ρ(t, x) u(t, x)) = ∂xxρ(t, x) , x ∈ R

−∂xxS(t, x) = ρ(t, x)

u(t, x) = −∫

v∈Vvφ (v∂xS(t, x)) dv

For simplicity we set V = (−1, 1).

The function φ depends on individual features of the bacteria (e.g.the way they react to the chemical signal).

Page 30: Lab session: numerical simulations of sponateous …1- Di usion2- Di usion+transport3- Self-similarity4- Cluster formation Lab session: numerical simulations of sponateous polarization

1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

Cluster formation

Exercise. Perform the numerical simulations for the couple (ρ, S)for different choices of function φ:

• φ(Y ) = −Y , i.e. the Keller-Segel model,

• φ(Y ) = −sign (Y ), i.e. a step function: it is a good model forchemotaxis in bacteria populations.

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1- Diffusion 2- Diffusion+transport 3- Self-similarity 4- Cluster formation

References

V. Calvez, N. Meunier and R. Voituriez, C. R. Math. Acad. Sci. Paris(2010)

J. Saragosti, V. Calvez, N. Bournaveas, A. Buguin, P. Silberzan, B.

Perthame, PLoS Comput Biol (2010)