Abstract
A mathematical model for tissue growth is considered. This model describes the dynamics of the density of cells due to pressure forces and proliferation. It is known that such cell population model converges at the incompressible limit towards a Hele-Shaw type free boundary problem. The novelty of this work is to impose a non-overlapping constraint. This constraint is important to be satisfied in many applications. One way to guarantee this non-overlapping constraint is to choose a singular pressure law. The aim of this paper is to prove that, although the pressure law has a singularity, the incompressible limit leads to the same Hele-Shaw free boundary problem.
Keywords: Nonlinear parabolic equation, Incompressible limit, Free boundary problem, Tissue growth modelling
AMS subject classifications: 35K55, 76D27, 92C50
1. Introduction
Mathematical models are now commonly used in the study of growth of cell tissue. For instance, a wide literature is now available on the study of the tumor growth through mathematical modeling and numerical simulations [2, 3, 14, 18]. In such models, we may distinguish two kinds of description: Either they describe the dynamics of cell population density (see e.g. [6, 8]), or they consider the geometric motion of the tissue through a free boundary problem of Hele-Shaw type (see e.g. [16, 15, 11, 18]). Recently the link between both descriptions has been investigated from a mathematical point of view thanks to an incompressible limit [22].
In this paper, we depart from the simplest cell population model as proposed in [7]. In this model the dynamics of the cell density is driven by pressure forces and cell multiplication. More precisely, let us denote by n(t,x) the cell density depending on time t ≥ 0 and position x ∈ ℝd, and by p the mechanical pressure. The mechanical pressure depends only on the cell density and is given by a state law p = Π(n). Cell proliferation is modelled by a pressure-limited growth function denoted G. Mechanical pressure generates cells displacement with a velocity whose field is computed thanks to the Darcy’s law. After normalizing all coefficients, the model reads
The choice has been taken in [22, 23, 24]. This choice allows to recover the well-known porous medium equation for which a lot of nice mathematical properties are now well-established (see e.g. [26]). The incompressible limit is then obtained by letting γ going to +∞.
However, this state law does not prevent cells to overlap. In fact, it is not possible with this choice to avoid the cell density to take value above 1 (which corresponds here to the maximal packing density after normalization). A convenient way to avoid cells overlapping is to consider a pressure law which becomes singular when the cell density approaches 1. Such type of singularity is encountered, for instance, in the kinetic theory of dense gases where the interaction between molecules is strongly repulsive at very short distance [9]. Similar singular pressure laws have been also considered in [12, 13] to model collective motion, in [4, 5] to model the traffic flow, and in [21] to model crowd motion (see also the review article [19]). Then, in order to fit this non-overlapping constraint, we consider the following simple model of pressure law given by
Finally, the model under study in this paper reads, for ϵ > 0,
| (1.1) |
| (1.2) |
This system is complemented by an initial data denoted The aim of this paper is to investigate the incompressible limit of this model, which consists in letting ϵ going to 0 in the latter system.
At this stage, it is of great importance to observe that from (1.1), we may deduce an equation for the pressure by simply multiplying (1.1) by P′(nϵ) and using the relation from (1.2),
| (1.3) |
Formally, we deduce from (1.3) that when ϵ → 0, we expect to have the relation
| (1.4) |
Moreover, passing formally to the limit into (1.2), it appears clearly that (1 − n0)p0 = 0. We deduce from this relation that if we introduce the set Ω0(t) = {p0 > 0}, then we obtain a free boundary problem of Hele-Shaw type: On Ω0(t), we have n0 = 1 and −Δp0 = G(p0), whereas p0 = 0 on ℝd \Ω0(t). Thus although the pressure law is different, we expect to recover the same free boundary Hele-Shaw model as in [22].
The incompressible limit of the above cell mechanical model for tumor growth with a pressure law given by has been investigated in [22] and in [23] when taking into account active motion of cells. In [24], the case with viscosity, where the Darcy’s law is replaced by the Brinkman’s law, is studied. We mention also the recent works [17, 20] where the incompressible limit with more general assumptions on the initial data has been investigated. However, in all these mentionned works the pressure law do not prevent the non-overlapping of cells. Up to our knowledge, this work is the first attempt to extend the previous result with this constraint, i.e. with a singular pressure law as given by (1.2).
The outline of the paper is the following. In the next section we give the statement of the main result in Theorem 2.1, which is the convergence when ϵ goes to 0 of the mechanical model (1.1)–(1.2) towards the Hele-Shaw free boundary system. The rest of the paper is devoted to the proof of this result. First, in section 3 we establish some a priori estimate allowing to obtain space compactness. Then, section 4 is devoted to the study of the time compactness. Thanks to compactness results, we can pass to the limit ϵ → 0 in system (1.1)–(1.2) in section 5, up to the extraction of a subsequence. Finally the proof of the complementary relation (1.4) is performed in section 6.
2. Main result
The aim of this paper is to establish the incompressible limit ϵ → 0 of the cell mechanical model with non-overlapping constraint (1.1)–(1.2). Before stating our main result, we list the set of assumptions that we use on the growth fonction and on the initial data. For the growth function, we assume
| (2.1) |
The quantity PM, for which the growth stops, is commonly called the homeostatic pressure [25]. This set of assumptions on the growth function is quite similar to the one in [22], except for the bound on the growth term which is needed here due to the singularity in the pressure law.
For the initial data, we assume that there exists ϵ0 > 0 such that for all ϵ ∈ (0,ϵ0),
| (2.2) |
Notice that this set of assumptions imply that is uniformly bounded in W1,1 (ℝd).
We are now in position to state our main result.
Theorem 2.1. Let T > 0, QT = (0,T) × ℝd. Let G and satisfy assumptions (2.1) and (2.2) respectively. After extraction of subsequences, both the density nϵ and the pressure pϵ converge strongly in L1(QT) as ϵ → 0 to the limit n0 ∈ C([0,T ];L1(ℝd))∩BV (QT) and p0 ∈ BV (QT)∩L2([0,T];H1(ℝd)), which satisfy
| (2.3) |
| (2.4) |
and
| (2.5) |
Moreover, we have the relation
| (2.6) |
and the complementary relation
| (2.7) |
This result extends the one in [22] to singular pressure laws with non-overlapping constraint. We notice that we recover the same limit model whose uniqueness has already been stated in [22, Theorem 2.4].
Although our proof follows the idea in [22], several technical difficulties must be overcome due to the singularity of the pressure law. Indeed, we first recall that with the choice equation (1.1) may be rewritten as the porous medium equation ∂tn + Δnγ = nG(Π(n)). A lot of estimates are known and well established for this equation (see [26]), in particular a semiconvexity estimate is used in [22] which allows to obtain estimate on the time derivative and thus compactness. With our choice of pressure law, (1.1) should be consider as a fast diffusion equation. Thus we have first to state a comparison principle to obtain a priori estimates (see Lemma 3.2). Unlike in [22], we may not use a semiconvexity estimate to obtain estimate on the time derivative. To do so, we use regularizing effects (see section 4). Then the convergence proof has to be adapted for these new estimates.
Finally, we illustrate the comparison between the two pressure laws P and Π by a numerical simulation. We display in Figure 2.1 the density computed thanks to a discretization with an upwind scheme of (1.1). In Figure 2.1-left, the pressure law is as in (1.2) with ϵ = 0.5. In Figure 2.1-right, the pressure law is with γ = 20. We take G(p) = 10(10 − p)+ as growth function (which satisfies obviously assumption (2.1) with PM = 10). The dashed lines in these plots correspond to the constant value 1. As expected, we observe that the density n is bounded by 1 in the case of the pressure law P whereas it takes values greater than 1 for the pressure law Π. This observation illustrates the fact that the choice of the pressure law Π does not prevent from overlapping.
Figure 2.1.
Comparison between numerical solutions computed with two different pressure laws. The red line correspond to the cell density n solving (1.1), the dashed line correspond to the constant value 1. On the left, the pressure law is On the right, the pressure law is with γ = 20.
3. A priori estimates
3.1. Nonnegativity principle
The following Lemma establishes the nonnegativity of the density.
Lemma 3.1. Let (nϵ,pϵ) be a solution to (1.1) such that and ‖G‖∞ ≤ Gm < ∞. Then, for all t ≥ 0, nϵ(t) ≥ 0.
Proof. We have the equation
We use the Stampaccchia method. We multiply by 1nϵ<0, then using the notation |n|− = max(0,−n) for the negative part, we get
We integrate in space, using assumption (2.1), we deduce
So, after a time integration
With the initial condition we deduce nϵ≥0.
3.2. A priori estimates
In order to use compactness results, we need first to find a priori estimates on the pressure and the density. We first observe that we may rewrite system (1.1) as, by using (1.2),
| (3.1) |
with
Lemma 3.2. Let us assume that (2.1) and (2.2) hold. Let (nϵ,pϵ) be a solution to (3.1)–(1.2). Then, for all T > 0, we have the uniform bounds in ϵ ∈ (0,ϵ0),
More generally, we have the comparison principle: If nϵ, mϵ are respectively sub-solution and supersolution to (3.1), with initial data as in (2.2) and satisfying Then for all t > 0, nϵ(t) ≤ mϵ(t).
Finally, we have that (nϵ)ϵ is uniformly bounded in L∞([0,T],W1,1 (ℝd)) and (pϵ)ϵ is uniformly bounded in L1([0,T ],W1,1 (ℝd)).
Proof. Comparison principle.
Let nϵ be a subsolution and mϵ a supersolution of (3.1), we have
Notice that, since the function H is nondecreasing, the sign of nϵ − mϵ is the same as the sign of H(nϵ) − H(mϵ). Moreover,
so for y = H(nϵ) − H(mϵ) and f (y) = y+ is the positive part, the so-called Kato inequality reads Δf (y) ≥ f′(y)Δy. Thus multiplying the latter equation by 1nϵ −mϵ>0, we obtain
From assumption (2.1), we have that G is nonincreasing. Thus, since n ⟼ P (n) is increasing, we deduce that the last term of the right hand side is nonpositive. Since G is uniformly bounded we obtain
After an integration over ℝd,
Then, integrating in time, we deduce
Since we have we deduce that for all t > 0, |nϵ − mϵ|+(t) = 0.
L∞ bounds.
We define such that pM = P (nM), then applying the comparison principle with mϵ = nM, we deduce, using also the assumption on the initial data (2.2) that for all 0 < ϵ ≤ ϵ0, nϵ ≤ nM. Moreover, since 0 is clearly a subsolution to (3.1), we also have by the comparison priniciple nϵ ≥ 0. Since nM ≤ 1, we have 0 ≤ nϵ ≤ nM ≤ 1 which implies
L1 bound of n,p.
By nonnegativity, after a simple integration in space of equation (1.1), we deduce
| (3.2) |
where we use (2.1). Integrating in time give the L1 bound,
Then, using pϵ = nϵ(ϵ + pϵ) by (1.2), we get from the bound pϵ ≤ PM, which has been proved above,
Estimates on the x derivative.
We derive equation (3.1) with respect to xi for i = 1,…,d,
Multiplying by sign(∂xi nϵ), we get
We can remark that sign(∂xi nϵ) = sign(∂xi H(nϵ)), so, by the same token as above, we have
Moreover, sign(∂xi nϵ) = sign(∂xi pϵ), thus ∂xi pϵsign(∂xi nϵ) = |∂xi pϵ|. By assumption (2.1), we know that
we deduce
After an integration in time and space,
| (3.3) |
This latter inequality provides us with a uniform bound on the space derivative of nϵ in L1. Then
We split the integral in two: Either nϵ ≤ 1/2 and then or nϵ > 1/2.
where we have used the estimate (3.3) for the last inequality. Then, integrating in time, we deduce, using again the estimate (3.3)
It concludes the proof.
3.3. Compact support
The following Lemma proves that assuming that the initial data is compactly supported, then the pressure is compactly supported for any time with a control of the growth of the support.
Lemma 3.3 (Finite speed of propagation). Under the same assumptions as in Theorem 2.1, we have that supp pϵ ⊂ B(0,R(t)) with where B(0,R(t)) is the ball of center 0 and radius R(t).
Proof. Using the equation on pϵ (1.3),
Let us introduce for C > 0,
with Then p̃ is compactly supported in B(0,Rθ (t)) with We have
and
Then, for all t ∈ [0,θ],
| (3.4) |
In other words, p̃ is a supersolution for the equation for the pressure. Let us show that it implies that p ≤ p̃. We define We know that
Then, on the one hand, multiplying (3.4) with by N′(p̃) we get
On the other hand, from (1.1),
By the comparison principle (see Lemma 3.2), we have
Thus, for all t ∈ [0,θ],
and pϵ(t) is compactly supported in B(0,Rθ(t)) provided we choose C large enough such that which can be done thanks to our assumption on the initial data (2.2).
Since pϵ is uniformly bounded in L∞, we may iterate the process on [θ,2θ]. After several iterations, we reach the time T and prove the result on [0,T ].
3.4. L2 estimate for ∇p
In the following Lemma, we state a uniform L2 estimate on the gradient of the pressure.
Lemma 3.4 (L2 estimate for ∇p). Under the same assumptions as in Theorem 2.1, we have a uniform bound on ∇pϵ in L2(QT).
Proof. For a given function ψ we have, multiplying (1.1) by ψ(nϵ),
Let Ψ be an antiderivative of ψ, we have thanks to an integration by parts
We choose ψ such as nϵ∇nϵ · ∇pϵψ′(nϵ) = |∇pϵ|2, i.e. nϵψ′(nϵ) = p′(nϵ). After straight-forward computations, we find and Ψ(n) = ϵn(ln(n) − ln(1 − n)). It gives
We integrate in time, using also the expression of pϵ in (1.2),
Then, to have a bound on the L2-norm of ∇pϵ, it suffices to prove a uniform control on We have
The second term of the right hand side is small when ϵ is small thanks to the L1 bound on nϵ, thus it is uniformly bounded. Using the expression of pϵ in (1.2), we get
Then, since 0 ≤ pϵ ≤ PM and since x ↦ x| ln x | is uniformly bounded on [0,PM], we get
We conclude thanks to Lemma 3.3, which provides a uniform control on the support of pϵ.
4. Regularizing effect and time compactness
As already noticed in [23], regularizing effects, similar to the ones observed for the heat equation [1, 10], allow to deduce estimates on the time derivatives.
Lemma 4.1. Under the assumptions (2.1) and (2.2), the weak solution (ρk,pk) satisfies the estimates
for a large enough (independent of ϵ) constant κ.
Proof. Let us denote wϵ = Δpϵ + G(pϵ), the equation on the pressure (1.3) reads
| (4.1) |
The proof is divided into several steps. We first find a lower bound for wϵ by using the comparison principle. Then we deduce estimates on the density and on the pressure.
1st step. Thanks to (4.1), we deduce an equation satisfied by wϵ. On the one hand, by multiplying (4.1) by G′(pϵ), we deduce, since G is decreasing from (2.1)
| (4.2) |
On the other hand, we have
Thus, with (4.2), we deduce that wϵ = Δpϵ + G(pϵ) satisfies
By definition of wϵ, we have Thus we deduce that
| (4.3) |
where we have used the notation
| (4.4) |
Following an idea of [10] which has been generalized in [23], we introduce the function
| (4.5) |
where the function h will be defined later such that W is a subsolution for (4.3). We compute
Using again equation (4.1), we have
| (4.6) |
By definition of ℱ(W) in (4.4), we deduce with (4.6),
We may rearrange it into
| (4.7) |
Let us choose
| (4.8) |
where κ > 0 is chosen large enough (independent of ϵ) such that
Thanks to this choice, we have
and
Finally, we obtain from (4.7)
where we use the fact that by definition (4.5) we have W ≤ 0 (recalling also that G is decreasing by assumption (2.1)).
Thus, by the sub- and super-solution technique, we deduce, using also (4.3) that
| (4.9) |
2nd step. Using again equation (4.1), we get from (4.9)
which is the first inequality of Lemma 4.1. Finally, by definition (1.2), we have also Thus
where we use the definition (1.2) for the last identity. We conclude easily the proof.
Thanks to this latter Lemma, we may deduce uniform estimates on the time derivative of nϵ and pϵ.
Lemma 4.2. For any τ > 0, we have that ∂tnϵ is uniformly bounded in L∞([τ,T];L1(ℝd)) and ∂tpϵ is uniformly bounded in L1([τ,T] × ℝd).
Proof. We use the equality |∂tnϵ| = ∂tnϵ + 2|∂tnϵ|−, where we recall that |·|− denotes the negative part. Thus
where we have used equation (3.2) to bound the first term and Lemma 4.1 for the second term. By the same token, we have
We conclude the proof thanks to the estimates on nϵ and pϵ in L1∩L∞ obtained in Lemma 3.2.
5. Convergence
This section is devoted to the proof of Theorem 2.1 apart from the complementary relation (2.7) which is postponed to the next section.
Since the sequences (nϵ)ϵ and (pϵ)ϵ are bounded in due to Lemma 3.2 and 4.2, we may apply the Helly theorem and recover strong convergence in up to an extraction. If we want to extend this local convergence to a global convergence in L1(QT) we need to prove that we can control the mass in an initial strip and in the tail. Indeed, let ϵ,ϵ′ > 0, R > 0, τ > 0
Since we have strong convergence of nϵ in
Then we have to control the two other terms in the right hand side.
The control of the initial strip comes from the L1 estimate of n,
For the control of the tail we consider ϕ ∈ C∞(ℝ) such that 0 ≤ ϕ ≤ 1, ϕ(x) = 0 for |x| < R − 1 and ϕ(x) = 1 for |x| > R. We define ϕR(x) = ϕ(x/R). Then
where the notation C stand for a generic nonnegative constant. Moreover, using equation (3.1), we deduce
Then, integrating on [0,T], we get
By assumption (2.2), since the initial data is uniformly compactly supported, we deduce that the right hand side tends to 0 as R goes to +∞ and ϵ goes to 0. Then (nϵ)ϵ is a Cauchy sequence in L1(QT). It implies its convergence in L1(QT). The convergence of the pressure follows from the same kind of computation. The only difference is for the control of the tail and which is directly given by the estimate
Therefore, we can extract subsequences and pass to the limit in the equation
which implies
This is the relation (2.6). We can also pass to the limit in the uniform estimate of Lemma 3.2 which provides (2.3) and n0,p0 ∈ BV (QT).
Limit model. We first recall that from (3.1), we have
We get,
Thus, the term in the Laplacien converges strongly to p0 as ϵ goes to 0. Then, thanks to the strong convergence of nϵ and pϵ, we deduce that in the sense of distribution (n0,p0) satisfies (2.4). Moreover, due to the uniform estimate on ∇p in L2(QT) of Lemma 3.4, we can show, by passing into the limit in a product of a weak-strong convergence, that in the sense of distribution (n0,p0) satisfies (2.5).
Time continuity. Let us define 0 < t1 < t2 ≤ T, η > 0. For a given R > 0, we consider a smooth function ζR on ℝd such that 0 ≤ ζR ≤ 1, ζR(x) = 1 for |x| < R − 1 and ζR(x) = 0 for |x| > R. We have
We have
with 1 − ζR a function which is zero on B(0, R−1). Thus, as for the control of the tail, for R large enough, we have, uniformly for 0 < t1 < t2 ≤ T,
In addition, we know from Lemma 4.1 (and the L∞ bound on n0) that so ∂t(n0 + Cln(t)) ≥ 0. Then, since t1 < t2,
Then, using equation (2.4) and an integration by parts, we obtain
Then we can choose (t1,t2) close enough such that
We conclude that n0 ∈ C((0,T),L1(ℝd)).
Initial trace For any test function 0 ≤ ζ(x) ≤ 1, we have from (3.1),
Letting ϵ going to 0, we obtain with (2.2),
Letting t → 0 we can conclude that
6. Complementary relation
In this section we prove the complementary relation
In the weak sense, this identity reads, for any test function ϕ,
| (6.1) |
The proof is divided into two steps.
1st step. In this first step we prove the inequality ≥ 0 in (6.1). We start with the pressure equation (1.3) that we multiply by ϵ
We multiply by a test function and integrate,
where we use an integration by parts for the last identity. From the estimates in Lemma 3.2, we have
We deduce that for any test function ,
| (6.2) |
Since we have strong convergence of (pϵ)ϵ and weak convergence of (∇pϵ)ϵ, we can pass into the limit in the last two term in (6.2),
Now we are looking for the limit of the first term in (6.2). We have By weak convergence of and with Jensen inequality (since x↦x2 is convex),
Thus, we conclude from (6.2) that
which is a first inequality for (6.1).
2nd step. Now we want to show the reverse inequality, i.e.
We know that
with qϵ = pϵ − ϵln(pϵ + ϵ). Thanks to the inequality ϵln(ϵ) ≤ ϵln(pϵ + ϵ) ≤ ϵln(pM + ϵ), and the strong convergence pϵ → p0, we know that qϵ → p0 as ϵ → 0. Because
we deduce from Lemma 3.2 that ∇qϵ ∈ L∞([0,T];L1(ℝd)). It gives us compactness in space but not in time. Thus, following the idea of [22], we use a regularization process ’à la Steklov’.
Let introduce a time regularizing kernel ωη ≥ 0 such that supp(ωη) ⊂ ℝ−. Then with the notations nϵ,η = ωη*t nϵ, qϵ,η = ωη*t qϵ, where the convolution holds only in the time variable,
| (6.3) |
We denote Uϵ = Δqϵ,η, then
Since nϵ and nϵG(pϵ) are uniformly bounded in W1,1(QT) from Lemma 3.2, (Uϵ)ϵ is bounded in W1,1(QT) and we can extract a converging subsequence, still denoted (Uϵ)ϵ, converging towards U0 in for η fixed. Moreover
We multiply (6.3) by
Then, passing to the limit ϵ→0, we obtain, thanks to the above remark
So we are left to prove that for any η > 0, we have
We compute for a fixed η > 0,
where C is a constant such that
For the first term we have
For the second term, we have
and Let and τ > 0 the smallest time in its support, we then have for t ≥ τ
So integrating on (t,s) ⊂ (τ,+∞)
Then
where we use the bound on ∂tn in Lemma 4.2.
For the third term, since s ≥ t > 0, for any test function ξ as above,
So for all test function ξ as above, and all η > 0,
Now it remain to pass to the limit η → 0 in the regularization process. Thanks to an integration by parts,
From the L2 estimate on ∇p0 (Lemma 3.4) and the L1∩L∞ estimate on p0 (Lemma 3.2), we deduce that we can pass to the limit η → 0 and get
Finally, from (2.6), we have p0n0 = p0. It concludes the proof.
Acknowledgements
* S.H. would like to thanks Pierre Degond and Jean-Paul Vincent for stimulating discussion and acknowledges support from the Francis Crick Institute which receives its core funding from Cancer Research UK (FC001204), the UK Medical Research Council (FC001204), and the Wellcome Trust (FC001204). N.V. acknowledges partial support from the ANR blanche project Kibord No ANR-13-BS01-0004 funded by the French Ministry of Research. Part of this work has been done while N.V. was a CNRS fellow at Imperial College, he is really grateful to the CNRS and to Imperial College for the opportunity of this visit. The authors would like to express their sincere gratitude to Pierre Degond for his help and its suggestions during this work.
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