Chapter 6

Modelling Tumour-Induced
Angiogenesis
H.A. Levine and B.D. Sleeman

Department of Mathematics, Iowa State University (U.S.A)

School of Mathematics, University of Leeds (U.K.)

6.1 Abstract
6.2 Introduction
6.3 Biochemical Kinetics
6.4 Reinforced Random Walks and Cell Movement
6.5 Numerical Experiments
6.6 Antiangiogenesis Models
6.6.1 The Geometry of the Problem
6.6.2 The Biochemistry of Angiogenesis and Its Inhibition
6.6.3 Mechanism for the Production of Protease Inhibitors
6.6.4 Mechanism for the Degradation of Fibronectin
6.7 Equations of Mass Action
6.8 Chemical Transport in the Capillary and in the ECM
6.8.1 Chemical Transport in the Capillary
6.8.2 Chemical Transport in the ECM
6.9 Cell Movement
6.9.1 Cell Movement in the Capillary
6.9.2 Cell Movement in the ECM
6.10 Transmission, Boundary, and Initial Conditions
6.10.1 Transmission Conditions
6.10.2 Boundary Conditions
6.10.3 Initial Conditions

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6.11 Numerical Experiments

6.12 Mathematical Analysis
6.13 Exact Solutions
6.13.1 Method 1
6.13.2 Method 2
6.13.3 Method 3
6.14 Aggregation
6.15 Travelling Waves
6.16 References

6.1

Abstract

As discussed in Chapters 4 and 5, avascular tumour nodules consist structurally

of an inner necrotic core of dead cells as a result of nutrient starvation, an intermediate layer of quiescent cells and an outer layer of live proliferating cells. At this
stage the nodule is limited to a size of at most a few millimetres in diameter. In this
state of dynamic equilibrium there is a balance between mitosis and apoptosis and
disintegration of tumour cells into waste products. For any further development to
occur the tumour must initiate the process of angiogenesis the recruitment of new
blood vessels from a pre-existing vasculature (see Chapter 1). In order to achieve
this the tumour cells first secrete angiogenic growth factors which in turn induce endothelial cells lining a neighbouring blood vessel to express a proteolytic enzyme
which degrades the blood vessels basement lamina. The endothelial cells then migrate towards the tumour. As they migrate the endothelial cells proliferate and form
sprouts which develop into loops and branches allowing for a micro-circulation of
blood. From these branches more sprouts form and the process continues resulting in
a capillary network. Interactions between the endothelial cells and the extracellular
matrix are fundamental to the developing network. The growing capillary network
eventually penetrates the tumour thus completing the angiogenic process and supplying the tumour with the nutrients it requires for further development. This in
turn enables the tumour to rapidly grow and invade surrounding tissue. This chapter
explains how to develop continuum (macroscopic) models of angiogenesis. In particular it concentrates on the evolution of four very important ingredients involved
in tumour induced angiogenesis; namely endothelial cells, tumour angiogenic factors, proteolytic enzyme, and fibronectin, (here used as a generic term for matrix
proteins) each of which has a crucial role to play. Using the idea of reinforced
random walks and Michaelis Menten kinetics we will derive a system of coupled

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nonlinear ordinary and partial differential equations modelling the initiation of tumour angiogenesis. We then develop the ideas further in order to model endothelial
cell migration and proliferation into the extra-cellular matrix leading to angiogenesis. The main focus here is to model possible antiangiogenic strategies. The final
part of the chapter discusses various methods of mathematical analysis which underpin and provide a deeper understanding of the qualitative properties of angiogenesis
models. Mathematical modelling of angiogenesis has been discussed by a number of
authors (Balding and McElwain [1], Orme and Chaplain [15], Sleeman [20], Chaplain and Anderson [4], Sherrat et al. [19]). These works have been mainly devoted to
modelling the macroscopic events of endothelial cell evolution and migration characteristics within the ECM. The modelling ideas are based on the principles of mass
conservation and chemical kinetics. While there are some formal similarities with
the modelling strategies developed in this chapter there are several significant differences.
In the excellent review paper [2] Bellomo and Preziosi provide a survey of the
mathematical models and methods associated with the analysis and simulation of
tumour dynamic interaction with the immune system. The aim is to develop a general framework for the expression of immuno-mathematical theories and to develop
research strategies.

6.2

Introduction

An understanding of the mechanisms of capillary sprout formation as a result

of cell migration is fundamental to the understanding of vascularisation in many
physiological and pathological situations. In the development of tumours, capillary
growth through angiogenesis leads to vascularisation of the tumour, providing it with
its own blood supply and consequently allowing for rapid growth and metastasis. It
is important to distinguish between vasculogenesis and angiogenesis. Vasculogenesis is defined as the formation of new vessels in sites from pluripotent mesenchymal
cells (e.g., angioblasts). Angiogenesis (our concern here) is defined as the outgrowth
of new vessels from a pre-existing network. It is fundamental to the formation of
blood vessels during placental growth, wound healing, and in tumour growth. In tumour growth angiogenesis is initiated by the release of certain growth factors from
the tumour. This observation is the outcome of the fundamental work of Judah Folkman (see his article in [6] for an elegant overview). The most often cited growth
factors are fibroblast growth factors (FGFs), vascular endothelial cell growth factor
(VEGF), transforming growth factor alpha (TGF ), and related epidermal growth
factor (EGF). VEGF is highly specific for endothelial cells and may be induced by
hypoxia. We now discuss the major morphological components of the stable vessel that are involved in the angiogenic process. Endothelial cells (EC) which make
up the linings of capillaries and other vessels [17] form a monolayer of flattened

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and extended cells inside capillaries. The surface of the capillaries is covered with
a collagenous network intermingled with laminin. This is called the basal lamina
(BL). This layer is continuous and serves as a scaffold (or exocytoskeleton) upon
which the EC rest. The BL is mainly formed by the EC while layers of EC and BL
are sheathed by fibroblasts and possibly smooth muscle cells. In response to one
or more angiogenic stimuli (we concentrate on VEGF) the EC in nearby capillaries appear to thicken and produce proteolytic enzymes (es) which in turn degrade
the BL. In further response to the angiogenic factor, the cell surface begins to develop pseudo-podia that penetrate the weakened BL into the extra cellular matrix
(ECM). The EC subsequently begin to accumulate in regions where the concentration of VEGF reaches a threshold value. The vessel dilates as the EC aggregate and
the proteases degrade the BL and the ECM, thus allowing the EC to migrate and
grow toward the VEGF source by chemotaxis. The EC proliferate as they move and
other cells (e.g., pericytes) move towards the migrating EC to initiate the building of
a primitive BL. In this way capillary sprouts are formed.

6.3

Biochemical Kinetics

In order to better understand how the angiogenic factor acts on the ECs we consider that each cell has a certain number of receptors to which the angiogenic factors
(ligands) bind. The receptor-ligand complexes (intermediates) in turn stimulate the
cell to produce proteolytic enzymes and form new receptors. We propose to model
this process in the following manner: If
denotes a molecule (dimer) of angiogenic
factor and  denotes some receptor (also a dimer) on the endothelial cell surface to
which it binds, the activated complex so formed, 
, signals a cascade of intracellular signalling events which results in the transcription of RNAs which in turn are
translated by the ribosomes into proteolytic enzyme,  . The receptor complex 

is subsequently invaginated into the cell cytoplasm from the cell surface where it is
degraded. In the cell nucleus, the cell signal cascade activated by the receptor activate transcription factors which leads to the translation of a new receptor  which
then moves to the cell surface. The proteolytic enzyme  degrades the basal laminar
wall leaving a product  by acting as a catalyst for fibronectin degradation. We use
classical Michaelis-Menten kinetics for this standard catalytic reaction. In symbols

 









   

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(6.1)

The point of view adopted here is that the receptor dimers at the surface of the
cell function the same way an enzyme functions in classical enzymatic catalysis.
This is a first step in modelling a much more complicated process. It is known that
an endothelial cell will produce, in response to a single molecule of growth factor,
several, 
say, molecules of protease. The number 
will in general be quite large
and will depend on the concentrations of growth factor the cell encounters at its cell
surface [18]. This means that the mechanism (6.1) should strictly be modified to read

 








Here  is an overall molecular resource term which reflects the resources used in the
translation of protein from the messenger 
.
That is, a single molecule of growth factor, by binding to an EC receptor, initiates a cascade of signalling and amplification events involving -proteins, transcription factors, and DNA which lead to the synthesis of several molecules of protease
and a receptor cell of the initial type. Once this cascade has been initiated, the growth
factor is rendered inert along a second pathway. The sequence of kinetic events is
very long and the rate constants for each step are not known.
The overall mechanism is known as the Map-kinase signalling cascade. The
precise details have been recorded in the appendix to [12].
Let  denote position along the capillary vessel wall and denote time. With
concentrations expressed in micro moles per litre, we define the following quantities:
 = concentration of angiogenic factor
.
 = concentration of proteolytic enzyme  .
 = density of receptors  on the cell directed into the basement lamina.
 = concentration of intermediate receptor complex 
.
 = concentration of endothelial cells.
 = concentration of fibronectin.
Applying the law of mass action to the first two equations in (6.1) we obtain











  

  







(6.2)
(6.3)


   

(6.4)

 


(6.5)

The upshot of the remarks above concerning the Map-kinase signalling cascade
would result in Equation (6.5) being replaced by




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where now the constant 
includes a resource factor involving the concentration
 
which is assumed to be in excess so that its time variation may be neglected. We
take 
  for illustrative purposes. Applying standard Michaelis-Menten kinetics
to the third and fourth equations in (6.1) there results





 


 

(6.6)

where 
= and 
   . The rate equations for protease and fibronectin are
not complete as they stand. For example, it is known that protease decays at a rate
proportional to its concentration. It is also known that the ECs produce fibronectin.
To account for these we modify Equations (6.5) and (6.6) to






 



(6.7)

  
 
 




(6.8)

where   ,   , and  is the density of fibronectin in the normal capillary.

The five rate equations require initial conditions for    , and  . Although the
number of receptors per EC is not known precisely, it is known to be of the order of
 . The next step in modelling the kinetics is to relate the receptor density 
to the endothelial cell density  . In order to do this we need to consider the underlying reasoning which supports the Michaelis-Menten mechanism. We do not go into
this here but refer to the arguments, based on the pseudo steady state hypothesis, set
out in [11], [10]. The upshot of these arguments is that the kinetic equations for 
and  can be written as






6.4

   




  



(6.9)
(6.10)

Reinforced Random Walks and Cell

Movement

To model the dynamics of the EC we employ the ideas of reinforced random

walks [5] as described in [11], [10], and [16]. In order to understand the idea behind
the notion of reinforced random walks we consider the parent capillary wall to be a
one dimensional lattice with endothelial cells equally spaced and in nonoverlapping
contact located at reference points  along the -axis. Let  W depending on
the control substances  , be the transition probability rate per unit time for a one

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step move of an EC at site  to site   or site 

rate of change of    is governed by the equation

 respectively. Then the time


      
       (6.11)

That is,    will be augmented by cells moving from the positions  to 
and diminished by cells moving from  to either   or 
. The quantity
      is the mean waiting time at site . It is convenient to think of

this conditional probability density as the density of endothelial cells. The transition
probability rates    depend on the control substances we have denoted by 
and are defined on the lattice at
step size. For our modelling  will include the
proteolytic enzyme  and fibronectin  . Now suppose that the decision of when to
move is independent of the decision where to move. Then the mean waiting time
across the lattice is constant. Hence the transitions  must be suitably scaled and
normalised so that
   
   
(6.12)

where  is a scaling parameter. Let the transition rates depend on

nearest neighbours  
 . Define the new jump process  by

    


 

 







    


  




only at the

(6.13)

The master equation (6.11) now reads

 

    
  
  
 



 
  
  
  
  (6.14)

We now proceed to the continuous limit using Taylors expansion and by letting
in such a way that

 and 

  

 





(6.15)

This results in the continuum limit of the master equation, viz;






  
 

 

(6.16)

where    now denotes endothelial cell density and  =  =   . To
complete the model we need to impose appropriate initial and boundary conditions.
These are

      
       
      

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(6.17)

The system is closed by taking the no-flux boundary condition





      
 

(6.18)

It is important to appreciate that when we compare Equations (6.11) and (6.16),

the connection between angiogenesis at the cell level and at the cell density level
is via modelling of the transition rate   . It is a challenging and open problem
of how one should model    at the individual cell level. Nevertheless at the
cell density level experimentation is easier and this fact coupled with a qualitative
knowledge of the properties of the solutions of (6.11) facilitates the modelling of
   considerably. To begin with we shall suppose the transition probability rate
function  to be factored as

      
 

(6.19)

These factors are chosen in order to provide a measure of how responsive ECs
are to protease and to fibronectin. It is known that proteases stimulate the movement
of endothelial cells. Here we choose

    

 
  

(6.20)





where 
 
and     
 . The idea here is that ECs move
in response to fibronectin degradation by moving to lower levels of  concentration
and in response to protease by moving to higher levels of  concentration. That is,
the greater the degree of protease production the greater the degree of fibronectin
degradation. It is this mechanism that allows for the breakdown of the capillary wall.
Choosing  
  as a rational function of  and  is to avoid singularities in the
coefficients of    which would otherwise arise in Equation (6.16) when  and
 are small. Other choices for these factors which avoid this and still preserve the
qualitative properties above are given in [12].

6.5

Numerical Experiments
In the numerical computations we choose

   
     
!" # 
   
    
(6.21)
where  ,  , and $ are positive constants. The constant  is chosen so that

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 %   

Table 6.1 Value of parameters.

  (EC movement)
  (EC movement)
 (VEGF kinetics)
 (enzyme kinetics)
 (fibronectin)

   
  
  
  
  

 
  &  


  &
 
   $     
  

  
  

The constant $ is to be thought of as a measure of how concentrated or localised

the angiogenic factor is. This is the type of problem one might consider if a small
amount of growth factor were supplied to the rest state suddenly, or over a very short
time scale.
Good biological constants for events occurring in vivo are notoriously hard
to find. This is further complicated by the fact that under the general rubric fibronectin, for example, are a whole host of ECM proteins including the family of
collagens. Also, there are many different growth factors. Further complicating these
issues is the fact that much of the data available is in vitro data. In living systems, the
situation may be quite different. We have carried out an extensive literature search
and have chosen parameter values which are representative of the mechanisms proposed here, (see Table 6.1, the units are given in detail in [11]).
Figures 6.1 to 6.4 present the results of numerical experimentation with the
system (6.8) to (6.10), (6.16), (6.20), and (6.21). With $   we observe that
the fibronectin density rapidly degrades in the interval    which has a
length of about 6 to 10 microns. It is in this interval that the growth factor is initially
most highly concentrated. The channel width is in the range of a typical capillary
diameter.
In Figure 6.2 the response of the EC to the angiogenic stimulus is shown to
form a bimodal structure of aggregation. It is suggestive of a primitive lining to the
emerging capillary sprout. Figure 6.3 illustrates the rapid uptake of growth factor by
the EC while Figure 6.4 shows the convergence of proteolytic enzyme to a steady
state.

6.6

Antiangiogenesis Models

In the previous section we developed a model for the initiation of sprouting of

capillaries from a nearby blood vessel. Here we discuss the modelling of angiogenesis in the ECM. We also propose two mechanisms whereby protease expressed
by ECs in the presence of growth factor may be inhibited by angiostatin, a general
antiangiogenesis agent. Several antiangiogenic agents alone or in combination with
conventional therapies are now in clinical trials [7]. These trials are based on strategies that

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relative fibronectin density

0.8

0.6

0.4

0.2

0
0
0.05
0.1
0.15
0.2

0.4

0.2

0.8

0.6

capillary (scale: 0.1 = 5 microns)

time (hours)

Figure 6.1

Time evolution of fibronectin degradation.

relative endothelial cell density

2.5

1.5

0.2
0.15

0.1

0.5

0.05
0
1

0.9

0.8

0.7

0.6

0.5

0.4

0.3

0 time (hours)
0.2

0.1

capillary (scale: 0.1 = 5 microns)

Figure 6.2

Time evolution of EC distribution illustrating bimodality.

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angiogenic growth factor density (m M)

300
250
200
150
100
50
0
1
0.8

0.2
0.6

0.15
0.4

0.1
0.2

capillary (scale: 0.1 = 5 microns)

Figure 6.3

Time evolution of growth factor.

Figure 6.4

Time evolution of protease.

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0.05
0

time (hours)

(i) interfere with angiogenic ligands;

(ii) upregulate or deliver endogenous inhibitors; or
(iii) directly target the vasculature.
However there are a number of potential problems as discussed by Carmeliet
and Jain [3] that warrant caution in clinical trials in humans. We shall concentrate on
strategies (i) and (ii).
In order to proceed we first describe the geometry of the problem and then
outline the biochemistry of angiogenesis and its inhibition. A fundamental aspect
of this is to develop the appropriate chemical considerations and then to describe a
model for the penetration of capillary sprouts into the ECM.

6.6.1

The Geometry of the Problem

Throughout we shall use Figure 6.5 as a basis for the modelling process.

Tumor colony
y= l

Extracellular Matrix
(ECM)

y=0

Basement Lamina

x=0

Capillary

(BL)

x=L

Figure 6.5

The geometry for the mathematical model.

In the  ' plane we envisage a capillary segment of ( microns located along

the -axis on the interval
 ( with a tumour colony located  microns above the
-axis.
A time dependent function defined on
 (
  will be denoted by upper
case letters  ' . A function defined inside the capillary wall will be denoted
by lower case letters )  . Note that in general )      . Although we
imagine the capillary wall to be negligibly thin we take as a measure of its penetrability, the density of fibronectin   .

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6.6.2

The Biochemistry of Angiogenesis and Its Inhibition

As above let
denote a molecule of angiogenic factor and  a receptor on

the EC surface. These combine to produce an intermediate complex 
which is
an activated state of the receptor that results in the production and expression of
proteolytic enzyme,  and a modified intermediate receptor  . The receptor  is
subsequently removed from the cell surface after which it is either regarded to form
 or a new  is then synthesised by the cell. It then moves to the cell surface.

 




6.6.3

(6.22)



(6.23)

Mechanism for the Production of Protease Inhibitors

There are several ways in which angiostatic agents might inhibit angiogenesis [14]. Here we restrict attention to two such mechanisms:
(1) Angiostatin as a direct inhibitor of protease [22]


 

(6.24)

where  denotes proteolytic enzyme molecules which are inhibited by the

angiostatin
from functioning as a catalyst for fibronectin degradation. 

denotes those molecules which degrade fibronectin.

In terms of concentrations;

  


 

 

(6.25)

Assuming Equation (6.22) is in equilibrium we have

   




where  is the equilibrium constant for this step and 

(6.26)

.

(2) Angiostatin stimulates ECs to produce inhibitor

Another possibility is to involve the endothelial cells once more. In this more
complex mechanism the angiostatin stimulates ECs to express an inhibitor *
according to the mechanism;

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(6.27)




  * 


(6.28)


*  
(6.29)
Here 
is a receptor protein on the EC,


 is the intermediate complex
and * is a protease inhibitor produced by the ECs in response to the angiostatic
agent by an overall mechanism which we assume to be of Michaelis-Menten
type.  denotes the proteolytic enzyme molecules that are inhibited by *
from functioning as a catalyst for fibronectin degradation. Assuming the step
(6.27) to be in equilibrium we have

   
* 



6.6.4

Mechanism for the Degradation of Fibronectin


 

(6.31)


   
 

(6.32)




6.7

(6.30)

Equations of Mass Action

Consider the case for which

is converted by the ECs into a protease inhibitor
* . The law of mass action applied to Equations (6.22) to (6.32) gives







 


(6.33)



(6.34)




  







 



 



(6.35)


 
 




 
(6.36)









  



(6.37)









    



(6.38)





 




   



(6.39)


* 
(6.40)
 





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When angiostatin acts directly as an inhibitor, the last four equations (6.37) to (6.40)
may be deleted.
The enzyme kinetics for fibronectin decay leads to three additional ordinary
differential equations.
It is reasonable to assume that the kinetics for degradation of fibronectin by
protease is of Michaelis-Menten type. The treble then reduces to the form


 



 



  


(6.41)

In order to develop the model in terms of measurable quantities, e.g., relating

receptor densities to EC densities, we employ a number of techniques and observations, namely,

 conservation laws,
 the idea of pseudo steady states [13], and
 inner and outer singular perturbations.

For a full discussion of these arguments we refer to [11]. These ideas used in
conjunction with the following conservation equation for protease and the equilibrium equation of active protease

  


 

 

   
* 


leads to the set






 






* 


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+
 


 
+  
  

 

  
  




 


+

 



 
+  
  

  

(6.42)

(6.43)
(6.44)
(6.45)
(6.46)

6.8

Chemical Transport in the Capillary and in

the ECM
We introduce the notation
Table 6.2 Notation for quantities used in the text

In the Capillary Definition

 
proteolytic enzyme 
  
active protease 

  
inhibited enzyme 
,  
protease inhibitor *
  
fibronectin 
- 
angiostatin

 
EC density
 
angiogenic factor

6.8.1

In the ECM

  ' 
  ' 
  ' 
*  ' 
  ' 

 ' 
 ' 

 ' 

Chemical Transport in the Capillary

(i) Angiostatin stimulates EC to produce inhibitor



     
     

 



    


   
 
   
 .






- 

-  
  
- 
,
 
- 
, .  
  
- 

      
   ,  

(6.47)
(6.48)
(6.49)
(6.50)
(6.51)
(6.52)
(6.53)

(ii) Angiostatin acts directly as an inhibitor






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(6.54)
(6.55)


  
 

 .
 
- 
 -  
. 


      
   ,  

6.8.2

   


(6.56)
(6.57)
(6.58)
(6.59)

Chemical Transport in the ECM

Here we set down the model equations governing cell transport in the ECM. We
follow this with an important commentary.
(i) Angiostatin stimulates EC to produce inhibitor


  






  '
 


 







  


  


   

 /  ' 

.

  






-  






 '
 


 



*


*  


. 
  


      
   *  

(6.60)
(6.61)
(6.62)
(6.63)
(6.64)
(6.65)
(6.66)

(ii) Angiostatin as direct inhibitor



 
  '
 

    








  






  /  '  .  

    








 

 '
 -  
 
.




*


*  


. 
  


      
  
 

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(6.67)
(6.68)
(6.69)
(6.70)
(6.71)
(6.72)
(6.73)

Remarks
(1) We assume that background fibronectin production is in much greater excess
than that of the EC. So the logistic term is independent of .
(2) We assume the ECM is a porous medium.
(3) We allow for the inhomogeneous diffusion of growth factor and for angiostatin.
(4) We need to account for the diffusion of fibronectin in the ECM.
Generally diffusion is based on Ficks law which states that the flux of particles
is proportional to the gradient of concentration. The assumption being that the surrounding medium is homogeneous, the local concentration of the diffusing particle is
small, and the particles themselves are small. Fibronectin is a high molecular weight
protein in a highly heterogeneous region which is held in the ECM by noncovalent
linkages with other proteins. To model this we use diffusion by mean curvature
(see [8]).

6.9

Cell Movement

6.9.1

Cell Movement in the Capillary

Here we recall the transport of an EC






where 

6.9.2

 
  
  
 

 
  

and 




 

   
 .



(6.74)






(6.75)

Cell Movement in the ECM

This time we use a

and write




 form of the reinforced random walk master equation

  

 .     


01
2
   3 
  
 



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(6.76)

We take the transition rate function . to be of the same form (although with
different parameters) as  .
01 is a curvature sensitivity factor.
3     is a switch.
The second term on the right hand side of 6.76 is composed of a logistic growth
term together with a term which represents growth in response to active protease.

6.10

Transmission, Boundary, and Initial

Conditions

6.10.1

Transmission Conditions

    4
  
- 
 3 
.


(6.77)
(6.78)

where
 is the rate at which angiostatin is supplied.

  
5 3 
     


    
' 5
  
   



   
' 5 
  
-   

     '    

(6.79)
(6.80)
(6.81)
(6.82)

together with standard transport conditions.

6.10.2

Boundary Conditions


   


    
'

   

  
 
'
   
   
 
'

   

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(6.83)
(6.84)
(6.85)



 
 
   2
'

where, for example

    

6



(



(6.86)

#
 7  
(

We also apply no-flux type boundary conditions at    (

6.10.3

Initial Conditions

   
   
 '   
  '   

6.11

   
-   

 '   

 '   

    
,    
  '   
*  '   

Numerical Experiments

In the first set of experiments a tumour was implanted 25 microns from an

existing capillary. In Figure 6.6 we see the advance of EC across the ECM while in
Figure 6.7 we see the degradation of fibronectin creating a channel in the ECM.
During the computations travel times at various points in the ECM were calculated. For example it was found that it takes 3.49 hours for growth factor to diffuse
across the ECM from a tumour 25 microns away from the parent capillary. It then
takes another 0.25 hours for the emerging capillary sprout to move 2.5 microns towards the tumour. The mean tip speed is 0.242 mm/day. The sprout advances a
further 2.5 microns at a mean tip speed of 0.436 mm/day and so on. On extrapolating these times to a tumour implanted at 2 mm from the parent capillary obtain travel
times of the order of 16 days which is in good agreement with travel times observed
in corneal rabbit eye experiments.
In Figures 6.8 and 6.9 we give time courses for EC density and fibronectin
degradation when angiostatin allows for the expression of protease inhibitor. Angiostatin is activated in the capillary system when the sprout has developed over 4.45
hours. Notice that the maximum EC density decreases while the fibronectin channel
narrows and shrinks. Similar phenomena are observed in numerical experiments in
which angiostatin acts directly as an inhibitor. For full details of these results and of
further experiments we refer to [8].

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Figure 6.6

Time course for EC propagation in the ECM.

Our numerical investigations suggest the more efficaciously one can tie up the
protease the more rapidly can one inhibit angiogenesis.
Several antiangiogenesis agents alone or in combination with conventional therapies are now in clinical trials. These trials are based on strategies that
(1) interfere with angiogenic ligands;
(2) upregulate or deliver endogenous inhibitors; or
(3) directly target the vasculature.
However there are a number of potential problems as discussed by Carmeliet
and Jain [3] that warrant caution in clinical trials in humans. anticancer therapy is
currently a subject of considerable controversy. While it offers new hope for the
successful treatment of cancer, a degree of caution is necessary. It is hoped that the
work described here will make a positive contribution to the debate by putting the
possible mechanisms on a quantitative footing.

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Figure 6.7

Time course for fibronectin degradation in the ECM.

6.12

Mathematical Analysis

We shall be concerned with an investigation of the qualitative properties of solutions to the following problem. Let  * be a bounded domain with boundary
 . We seek solutions 8 9 * of the system

8

9


 

8
8 

9 

 8 9      . 

(6.87)

subject to the no-flux boundary condition

8
9 
        . 
where
is the inward pointing normal to  .
8 


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(6.88)

Figure 6.8

Time course for EC propagation in the ECM after introduction of angiostatin.

We prescribe the initial conditions

8    8      
9   9   

(6.89)
(6.90)

where 
 is a constant diffusion coefficient, 8 is population density (e.g., endothelial cell density), and 9 is a vector of growth factors, growth inhibitors, fibronectin, protease, etc. The study of the above problem is central to understanding
tumour angiogenesis models and also the processes of aggregation and dispersal of
cells or other organisms. Key references are [9] and [21]. These papers deal almost
exclusively with qualitative properties of the system of Equations (6.88) to (6.90).
Questions of local and global existence are discussed in [23]. To begin with we
consider some remarkable exact solutions for one space dimension systems.

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Figure 6.9

Time course for fibronectin degradation in the ECM after introduction of angiostatin.

6.13

Exact Solutions

Consider

For 9  we take

8




  
8 

89 

9
 8 9
9     . 


8
8

       . 
 9
8    8     
9   9 

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9  9  -  

(6.91)
(6.92)
(6.93)
(6.94)
(6.95)
(6.96)

Without loss of generality we scale and normalise the system of Equations (6.91) to
(6.96) and consider the problem;

8


  
8 

89 

9
 8 9     . 

8

- 99      #
8
8    8   
9   9 

6.13.1

(6.97)
(6.98)
(6.99)
(6.100)
(6.101)

Method 1

Set

5 


(6.102)

then Equations (6.97) and (6.98) are equivalent to the problem

5  5 
-5 5  

or

55 -5 5    5  
5 
-5 5      #

#  

5  
9   5 
5    8    8 

 is a quasi-linear operator of the second order.

(6.103)
(6.104)
(6.105)
(6.106)

#

(6.107)

It allows for a discussion of the

system (6.103) in the hodograph plane 5  5 . Now is
HYPERBOLIC at   if and only if

ELLIPTIC if
PARABOLIC if

5 

-5  

(6.108)

5 

-5 

(6.109)

5 

-5  

(6.110)

Since 8    5     we see that ( is HYPERBOLIC if -  . However

if -   then 5 
-5 can change sign even though 5  . We call this the
mixed type case. Now set

5   :  ; 

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where :  

(6.111)

where :  

 and ;  satisfies

; - ; -; ;   ; 
; 
-;  ;       #
;   5 
 #
;    8 


(6.112)
(6.113)
(6.114)
(6.115)

The idea now is to look for a solution of the form

;  




    

where
 , , and are parameters to be determined. As an example take
(mixed case),     . Then we can show that

8    5   ;  




<    

(6.116)

 ,

(6.117)

where < is an arbitrary parameter, and and  satisfy the indicial equation



  

(6.118)

If we take  to be the positive root, this solution exists as long as

. <  

<  

(6.119)

 #
 . . When it exists the series (6.117) can be summed to give





<   
8    
 

<     <
    (6.120)
which blows up at the single point      . , where     and
  #. When we take  to be the negative root, then the solution will exist
for all   and decay to a spatially homogeneous solution. Now consider the case
when - 
 (the hyperbolic case). The same method leads to the solution


<    
8     <   
 <     <
   
(6.121)
where 
   . Both roots of this equation have negative real part. This
solution decays exponentially to 8   as .
For then the series converges absolutely and uniformly on compact sets of

6.13.2

Method 2

Set -   and let

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5  :

(6.122)

Then

:
: 

:
Now set

: :   

(6.123)

: 


;

where  is a parameter, and seek ;  in the separated form

;   .   ) 
This idea is due to Yin Yang, Hua Chen, and Weian Liu [23]. After considerable
manipulations it is found that;
(i)

)  satisfies a second order ordinary differential equation with constant coefficients.

(ii)

.   is an exponential function of .

(iii)

)  and .   involve parameters which must satisfy certain compatibility conditions.

The upshot of these ideas is

8   

9  

 


  4 
 
4 

where  ,
, and 4 are arbitrary constants and  

We conclude the following:
(a) If
 4

  4

 
4 






  4 
 
4 

  

(6.124)

(6.125)

  
 .

 
4

4 , then 8 9 exist globally.

(b) If 
4 
 there exists a .   such that 8 9 exists on 
and blows up in finite time . at some point 
 # .

Note: The solutions obtained here are precisely the same as those obtained in the
first method when -   after a shift in the time axis. Case (a) corresponds to taking
the positive root of 
    while case (b) corresponds to the choice of the
negative root. The second type cannot be observed in numerical simulations since
the problem is very unstable and any component of the solution in a direction tangent
to the unstable manifold leads to blow up in finite time.

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6.13.3

Method 3

This method was suggested by H.F. Weinberger. Set



then from Equation (6.112)

; ; -; ;   ;  #  

; 
-; - ;      #
;   5 
 #
;    8 
-
This time we look for solutions which are harmonic in  and , i.e.,
; ;  

and also satisfy

;   -; ;  

(6.126)
(6.127)
(6.128)
(6.129)

(6.130)

Integrate Equation (6.130) to get

; 
-; ;   

which implies that

;    ; # 
=   ,  =  
,  >

Now write

to see that ;  can be expressed in the separated form

;   =  >




;

;
 
;
;  = >
We find that  and  satisfy

-   2

-   2
where 2 is a separation constant. For 2=0, >   
=  and we get




2 
  
2  
for further arbitrary constants 2 , , and  . Set 2  (an integer) then;
 
    
8   


- -   
  
  
9      

 
  
    
;  

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(6.131)
(6.132)

(6.133)

(6.134)

(6.135)

   , then 8   blows up in finite time . 
 at the point

 $ # , where $ is an integer such that   #. Furthermore, at the blow-up point 
 .  9   .   .
If    then 8   9   exists globally. Again we see that there is sensitive dependence on initial conditions as  passes through   . The solution

(i) If -

 

(ii)

set is a subset of the solution set obtained in method 1. (These solutions do not
always satisfy the boundary conditions.)

6.14

Aggregation

An important question, which is again motivated by the need to understand

how new capillaries sprout via angiogenesis from a pre-existing vasculature, is: Can
we expect solutions to the system (6.87) to possess spatially nonconstant, piecewise
constant aggregating solutions?
Definiton: 8   aggregates if it converges to a nonconstant steady state in finite
or infinite time.
Numerical experiments of Othmer and Stevens [16] show that 8   can evolve
to an aggregating solution through the formation of a shock. Their experiments
were based on the system (6.87) with

9  & 99 

8 9   8 99
9 &  8 8 

(6.136)

We argue that the seeds of such shock formation are already present in the
simple hyperbolic case of Equations (6.97) and (6.98) -  in the zero-diffusion
limit if ,   in such a way that -  constant. Before doing so, let us see
how Equation (6.87) can be manipulated to exploit the idea of the hodograph plane
further and the forms of   above.
One has to understand that the mass transport, i.e., the transport of P is always
along characteristics. For example the solution of ; ;   has the form ; 
   so that the solution is propagated along the characteristic lines   !" .
We set &  , solve the equation 9   8 9  for 8 and set 5   /

9. There results, after a long and somewhat tedious calculation, a single equation
of the form

5  5

?
9
5 5  ? 9
5 5  5 

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 9 5  5 

(6.137)

where

%

,

9
9
%9
9 and ,   . The form of 

? 9  9
and where
9 
here.

 9

(6.138)
need not concern us

Figure 6.10

Schematic sketch of the characteristics in the generic case.

Now one sees that the discriminant condition is 9 dependent and that the type
of the operator will depend not only on the gradient of 5 but also upon the magnitude of 9 . Typically what is found in the physical plane is illustrated in Figure 6.10. The general situation is as follows. For a fixed value of 9 one has an
elliptic region,  and a hyperbolic region which possesses three possible subre-

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gions,  , 
, and  say. In  , the slopes of characteristics emanating from

the parabolic boundary have the same sign so that the mass transport is into region

. (The boundary, the curve +     is the curve where the slopes change
from having the same sign to having opposite sign. It is a caustic curve.) For
some 9 the region  may appear. It too is a hyperbolic region with a boundary
given by +     which is also a second caustic asymptotic to the first, where
+    
?
9 
5
5 ? 9  Mass trapped in  cannot
escape.
A detailed discussion of just how these regions appear as one increases constant
initial data 9    9 with 8     < # is beyond the scope of these
notes. The situation is roughly as follows: when 9 is small and positive, there are
only the two regions    as shown in Figure 6.11. Finite time blow-up will occur
on the boundary at the cusp point shown in the figure.

Figure 6.11

Schematic sketch of the characteristics when 9 is small.

For larger values of 9 , the regions 
  appear as time evolves (Figure 6.10).

is quite narrow, while a second caustic appears to be very nearly a straight line
although it is in fact a thin parabola with  as its interior. Further increase of 9
leads to a widening of 
and  with the two caustics pushing together more closely
in time (see Figures 6.12 to 6.15).
For example, in the numerical simulations by Othmer and Stevens [16] (Figure 6.16) what happens is the following. The data starts in the elliptic region and

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Figure 6.12

Regions of ellipticity and hyperbolicity for small times.

aggregates toward the centre illustrated by the evolving peak at . Then the solution 8   is so large at the centre as to cause a change in type so that it begins
to collapse leading to the plateau-like region. It cannot collapse back to a constant
because the caustic regions have since formed and the mass cannot be transported all
the way back to the ends of the interval.
Consider Equation (6.112) with   and where we have restored the diffusion
coefficient , i.e.,
Let 

 -

Set @  ;  A

; -; -; ;   ; 

 so that - 
 and consider the initial value problem

;
;  ; ;  
  
 ; then

;   ; 
;    ; 

A  @A @ 
@  A 

(6.139)

(6.140)

(6.141)

Now look for a solution of the form

A   @


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(6.142)

Figure 6.13

The separation of caustics more pronounced.

Figure 6.14

Further separation of caustics.

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Figure 6.15

An attempt towards blow-up in finite time.

where

;    ; 


(6.143)

For consistency we must have

and so

A  @ A 
@   @@  A 

(6.144)

 @

@ @
 @  

(6.145)

Equation (6.145) is the characteristic equation for 5

 @ 

 @@
 @ 

 5 5  . We have
(6.146)

By the method of characteristics we obtain the implicit solution

@   @   @ 
 ;   @  

(6.147)

where  @ is a nonconstant solution of (6.145). If we set

6    @ 

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(6.148)

Figure 6.16

Shock formation and aggregation for the Othmer-Stevens systems taken from
SIAM J. Appl. Math. 57, 1044-1081, 1997.
then implicit differentiation leads to

@   

@ 6

@ 6 @ 

(6.149)

Thus if no damping is present shocks in @ will form in positive finite time along
those characteristics which are strictly convex,    if and only if @  ;  
somewhere or along concave characteristics if @  ;
 somewhere. We can
also construct simple wave-type shocks under the scaling   <  < [9]. These
are embedded in the travelling waves which we construct below.

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6.15

Travelling Waves

Write the partial differential equation (6.97) as a quasi-linear first-order system

and consider the Cauchy problem

@
A
where A

-A -@



@
A



 

@
A

(6.150)

 
9  Set
@   ;   
A   ; 
 

(6.151)

We then find that ; ,    must satisfy the pair of equations

-;;
; 

-
 

;
;    
;   ; 
    

;

(6.152)

This system has extremely rich dynamics which are currently under investigation.
Suppose we look for travelling waves of the form

;   ; 
   


(6.153)

; -;;
;  

-
  

(6.154)

then

These are Burgers equations which can be integrated to give the solutions ;


 where


-

B
 -

B  B   


-   
  


- with
  arbitrary.
;  

where 
Note that ;

as B


 

 and to 

. Similarly
 
-
 

-
     


,

(6.155)

as B

(6.156)

So our problem has solutions which are the sum of two travelling waves. This may
also be used to provide support for the existence of aggregating solutions.

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6.16

References

[1] Balding, D. and McElwain, D.L., A mathematical model of tumour-induced

capillary growth, J. Theor. Biol. 114, 53-73, 1985.
[2] Bellomo, N. and Preziosi, L., Modelling and mathematical problems related
to tumour evolution and its interaction with the immune system, Math. Comp.
Mod. 32, 413-452, 2000.
[3] Carmeliet, P. and Jain, R.K., Angiogenesis in cancer and other diseases, Nature
407, 249-257, 2000.
[4] Chaplain, M.A.J. and Anderson, A.R.A., Modelling the growth and form of
capillary networks, in On Growth and Form: Spatio-Temporal Pattern Formation in Biology, Wiley, New York, 225-249, 1999.
[5] Davis, B., Reinforced random walks, Prob. Theory Rel. Fields 84, 203-229,
1990.
[6] Folkman, J., Angiogenesis-retrospect and outlook, in Angiogenesis: Key Principles - Science - Technology - Medicine, R. Steiner, P.B. Weisz, and R. Langer,
Eds., Birkhauser, Boston, 1992.
[7] Folkman, J., in Cancer Medicine, J.F. Holland et al., Eds., Decker, New York,
132-152, 2000.
[8] Levine, H.A., Pamuk, S., Sleeman, B.D., and Nilsen-Hamilton, M., Mathematical modeling of capillary formation and development in tumor angiogenesis:
penetration into the stroma, Bull. Math. Biol. 63, 801-863, 2001.
[9] Levine, H.A. and Sleeman, B.D., A system of reaction diffusion equations
arising in the theory of reinforced random walks, SIAM J. Appl. Math. 57,
683-730, 1997.
[10] Levine, H.A., Sleeman, B.D., and Nilsen-Hamilton, M., A mathematical
model for the roles of pericytes and macrophages in the initiation of angiogenesis. I. the role of protease inhibitors in preventing angiogenesis, Math.
Biosci. 168, 77-115, 2000.
[11] Levine, H.A., Sleeman, B.D., and Nilsen-Hamilton, M., Mathematical modeling of the onset of capillary formation initiating angiogenesis, J. Math. Biol.
42, 195-238, 2001.
[12] Levine, H.A., Tucker, A.L., and Nilsen-Hamilton, M., A mathematical model
for the role of cell signal transduction in the initiation and inhibition of angiogenesis, Growth Factors (in press).
[13] Murray, J.D., Mathematical Biology, Springer-Verlag, Heidelberg, 1989.

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[14] Nelsen, N.J., Inhibitors of angiogenesis enter phase III testing, J. Natl. Cancer
Inst. 90, 960-962, 1998.
[15] Orme, M.E. and Chaplain, M.A.J., Two-dimensional models of tumour angiogenesis and anti-angiogenesis strategies, IMA J. Math. Appl. Med. Biol. 14,
73-98, 1997.
[16] Othmer, H.G. and Stevens, A., Aggregation, blow-up and collapse: the ABCs
of taxis and reinforced random walks, SIAM J. Appl. Math. 57, 1044-1081,
1997.
[17] Paweletz, N. and Knierim, M., Tumor-related angiogenesis, Crit. Rev. Oncol.
Hematol. 9, 197-242, 1989.
[18] Ramanujan, S., Koenig, G.C., Padera, T.P., Stoll, B.R., and Jain, R.K., Local
imbalance of proangiogenic and antiangiogenic factors: a potential mechanism
of focal necrosis and dormancy in tumors, Cancer Res. 60, 1442-1448, 2000.
[19] Sherrat, J.A., Perumpanani, A.J., and Owen, M.R., Pattern formation in cancer, in On Growth and Form: Spatio-Temporal Pattern Formation in Biology,
Wiley, New York, 47-73, 1999.
[20] Sleeman, B.D., Solid tumour growth: a case study in mathematical biology, in
Nonlinear Mathematics and Applications, Cambridge University Press, Cambridge, 237-256, 1996.
[21] Sleeman, B.D. and Levine, H.A., Partial differential equations of chemotaxis
and angiogenesis, Math. Models Methods Appl. Sci. 24, 405-426, 2001.
[22] Stack, M.S., Gately, S., Bafetti, L.M., Enghild, J., Soff, J., and Soff, G.A.,
Angiostatin inhibits endothelial and melanoma cellular invasion by blocking
matrix-enhanced plasminogen activation, Biochem. J. 340, 77-84, 1999.
[23] Yang, Y., Chen, H., and Liu, W., On existence of global solutions and blow-up
to a system of reaction-diffussion equations modelling chemotaxis, SIAM J.
Math. Anal. 33, 763-785, 2001.

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