Universality classes in nonequilibrium lattice systems

This work is designed to overview our present knowledge about universality classes occurring in nonequilibrium systems defined on regular lattices. In the first section I summarize the most important critical exponents, relations and the field theoretical formalism used in the text. In the second section I briefly address the question of scaling behavior at first order phase transitions. In section three I review dynamical extensions of basic static classes, show the effect of mixing dynamics and the percolation behavior. The main body of this work is given in section four where genuine, dynamical universality classes specific to nonequilibrium systems are introduced. In section five I continue overviewing such nonequilibrium classes but in coupled, multi-component systems. Most of the known nonequilibrium transition classes are explored in low dimensions between active and absorbing states of reaction-diffusion type of systems. However by mapping they can be related to universal behavior of interface growth models, which I overview in section six. Finally in section seven I summarize families of absorbing state system classes, mean-field classes and give an outlook for further directions of research.Comment: Updated comprehensive review, 62 pages (two column), 29 figs included. Scheduled for publication in Reviews of Modern Physics in April 200

Universality classes in nonequilibrium lattice systems

This work is designed to overview our present knowledge about universality classes occurring in nonequilibrium systems defined on regular lattices. In the first section I summarize the most important critical exponents, relations and the field theoretical formalism used in the text. In the second section I briefly address the question of scaling behavior at first order phase transitions. In section three I review dynamical extensions of basic static classes, show the effect of mixing dynamics and the percolation behavior. The main body of this work is given in section four where genuine, dynamical universality classes specific to nonequilibrium systems are introduced. In section five I continue overviewing such nonequilibrium classes but in coupled, multi-component systems. Most of the known nonequilibrium transition classes are explored in low dimensions between active and absorbing states of reaction-diffusion type of systems. However by mapping they can be related to universal behavior of interface growth models, which I overview in section six. Finally in section seven I summarize families of absorbing state system classes, mean-field classes and give an outlook for further directions of research.Comment: Updated comprehensive review, 62 pages (two column), 29 figs included. Scheduled for publication in Reviews of Modern Physics in April 200

Continuum and discrete approach in modeling biofilm development and structure: a review

The scientific community has recognized that almost 99% of the microbial life on earth is represented by biofilms. Considering the impacts of their sessile lifestyle on both natural and human activities, extensive experimental activity has been carried out to understand how biofilms grow and interact with the environment. Many mathematical models have also been developed to simulate and elucidate the main processes characterizing the biofilm growth. Two main mathematical approaches for biomass representation can be distinguished: continuum and discrete. This review is aimed at exploring the main characteristics of each approach. Continuum models can simulate the biofilm processes in a quantitative and deterministic way. However, they require a multidimensional formulation to take into account the biofilm spatial heterogeneity, which makes the models quite complicated, requiring significant computational effort. Discrete models are more recent and can represent the typical multidimensional structural heterogeneity of biofilm reflecting the experimental expectations, but they generate computational results including elements of randomness and introduce stochastic effects into the solutions

Common metrics for cellular automata models of complex systems

The creation and use of models is critical not only to the scientific process, but also to life in general. Selected features of a system are abstracted into a model that can then be used to gain knowledge of the workings of the observed system and even anticipate its future behaviour. A key feature of the modelling process is the identification of commonality. This allows previous experience of one model to be used in a new or unfamiliar situation. This recognition of commonality between models allows standards to be formed, especially in areas such as measurement. How everyday physical objects are measured is built on an ingrained acceptance of their underlying commonality. Complex systems, often with their layers of interwoven interactions, are harder to model and, therefore, to measure and predict. Indeed, the inability to compute and model a complex system, except at a localised and temporal level, can be seen as one of its defining attributes. The establishing of commonality between complex systems provides the opportunity to find common metrics. This work looks at two dimensional cellular automata, which are widely used as a simple modelling tool for a variety of systems. This has led to a very diverse range of systems using a common modelling environment based on a lattice of cells. This provides a possible common link between systems using cellular automata that could be exploited to find a common metric that provided information on a diverse range of systems. An enhancement of a categorisation of cellular automata model types used for biological studies is proposed and expanded to include other disciplines. The thesis outlines a new metric, the C-Value, created by the author. This metric, based on the connectedness of the active elements on the cellular automata grid, is then tested with three models built to represent three of the four categories of cellular automata model types. The results show that the new C-Value provides a good indicator of the gathering of active cells on a grid into a single, compact cluster and of indicating, when correlated with the mean density of active cells on the lattice, that their distribution is random. This provides a range to define the disordered and ordered state of a grid. The use of the C-Value in a localised context shows potential for identifying patterns of clusters on the grid

Lattice-gas cellular automata for the analysis of cancer invasion

Cancer cells display characteristic traits acquired in a step-wise manner during carcinogenesis. Some of these traits are autonomous growth, induction of angiogenesis, invasion and metastasis. In this thesis, the focus is on one of the latest stages of tumor progression, tumor invasion. Tumor invasion emerges from the combined effect of tumor cell-cell and cell-microenvironment interactions, which can be studied with the help of mathematical analysis. Cellular automata (CA) can be viewed as simple models of self-organizing complex systems in which collective behavior can emerge out of an ensemble of many interacting "simple" components. In particular, we focus on an important class of CA, the so-called lattice-gas cellular automata (LGCA). In contrast to traditional CA, LGCA provide a straightforward and intuitive implementation of particle transport and interactions. Additionally, the structure of LGCA facilitates the mathematical analysis of their behavior. Here, the principal tools of mathematical analysis of LGCA are the mean-field approximation and the corresponding Lattice Boltzmann equation. The main objective of this thesis is to investigate important aspects of tumor invasion, under the microscope of mathematical modeling and analysis: Impact of the tumor environment: We introduce a LGCA as a microscopic model of tumor cell migration together with a mathematical description of different tumor environments. We study the impact of the various tumor environments (such as extracellular matrix) on tumor cell migration by estimating the tumor cell dispersion speed for a given environment. Effect of tumor cell proliferation and migration: We study the effect of tumor cell proliferation and migration on the tumor’s invasive behavior by developing a simplified LGCA model of tumor growth. In particular, we derive the corresponding macroscopic dynamics and we calculate the tumor’s invasion speed in terms of tumor cell proliferation and migration rates. Moreover, we calculate the width of the invasive zone, where the majority of mitotic activity is concentrated, and it is found to be proportional to the invasion speed. Mechanisms of tumor invasion emergence: We investigate the mechanisms for the emergence of tumor invasion in the course of cancer progression. We conclude that the response of a microscopic intracellular mechanism (migration/proliferation dichotomy) to oxygen shortage, i.e. hypoxia, maybe responsible for the transition from a benign (proliferative) to a malignant (invasive) tumor. Computing in vivo tumor invasion: Finally, we propose an evolutionary algorithm that estimates the parameters of a tumor growth LGCA model based on time-series of patient medical data (in particular Magnetic Resonance and Diffusion Tensor Imaging data). These parameters may allow to reproduce clinically relevant tumor growth scenarios for a specific patient, providing a prediction of the tumor growth at a later time stage.Krebszellen zeigen charakteristische Merkmale, die sie in einem schrittweisen Vorgang während der Karzinogenese erworben haben. Einige dieser Merkmale sind autonomes Wachstum, die Induktion von Angiogenese, Invasion und Metastasis. Der Schwerpunkt dieser Arbeit liegt auf der Tumorinvasion, einer der letzten Phasen der Tumorprogression. Die Tumorinvasion ensteht aus der kombinierten Wirkung von den Wechselwirkungen Tumorzelle-Zelle und Zelle-Mikroumgebung, die mit die Hilfe von mathematischer Analyse untersucht werden können. Zelluläre Automaten (CA) können als einfache Modelle von selbst-organisierenden komplexen Systemen betrachtet werden, in denen kollektives Verhalten aus einer Kombination von vielen interagierenden "einfachen" Komponenten entstehen kann. Insbesondere konzentrieren wir uns auf eine wichtige CA-Klasse, die sogenannten Zelluläre Gitter-Gas Automaten (LGCA). Im Gegensatz zu traditionellen CA bieten LGCA eine einfache und intuitive Umsetzung der Teilchen und Wechselwirkungen. Zusätzlich erleichtert die Struktur der LGCA die mathematische Analyse ihres Verhaltens. Die wichtigsten Werkzeuge der mathematischen Analyse der LGCA sind hier die Mean-field Approximation und die entsprechende Lattice - Boltzmann - Gleichung. Das wichtigste Ziel dieser Arbeit ist es, wichtige Aspekte der Tumorinvasion unter dem Mikroskop der mathematischen Modellierung und Analyse zu erforschen: Auswirkungen der Tumorumgebung: Wir stellen einen LGCA als mikroskopisches Modell der Tumorzellen-Migration in Verbindung mit einer mathematischen Beschreibung der verschiedenen Tumorumgebungen vor. Wir untersuchen die Auswirkungen der verschiedenen Tumorumgebungen (z. B. extrazellulären Matrix) auf die Migration von Tumorzellen dürch Schätzung der Tumorzellen-Dispersionsgeschwindigkeit in einem gegebenen Umfeld. Wirkung von Tumor-Zellenproliferation und Migration: Wir untersuchen die Wirkung von Tumorzellenproliferation und Migration auf das invasive Verhalten der Tumorzellen durch die Entwicklung eines vereinfachten LGCA Tumorwachstumsmodells. Wir leiten die entsprechende makroskopische Dynamik und berechnen die Tumorinvasionsgeschwindigkeit im Hinblick auf die Tumorzellenproliferation- und Migrationswerte. Darüber hinaus berechnen wir die Breite der invasiven Zone, wo die Mehrheit der mitotischer Aktivität konzentriert ist, und es wird festgestellt, dass diese proportional zu den Invasionsgeschwindigkeit ist. Mechanismen der Tumorinvasion Entstehung: Wir untersuchen Mechanismen, die für die Entstehung von Tumorinvasion im Verlauf des Krebs zuständig sind. Wir kommen zu dem Schluss, dass die Reaktion eines mikroskopischen intrazellulären Mechanismus (Migration/Proliferation Dichotomie) zu Sauerstoffmangel, d.h. Hypoxie, möglicheweise für den Übergang von einem gutartigen (proliferative) zu einer bösartigen (invasive) Tumor verantwortlich ist. Berechnung der in-vivo Tumorinvasion: Schließlich schlagen wir einen evolutionären Algorithmus vor, der die Parameter eines LGCA Modells von Tumorwachstum auf der Grundlage von medizinischen Daten des Patienten für mehrere Zeitpunkte (insbesondere die Magnet-Resonanz-und Diffusion Tensor Imaging Daten) ermöglicht. Diese Parameter erlauben Szenarien für einen klinisch relevanten Tumorwachstum für einen bestimmten Patienten zu reproduzieren, die eine Vorhersage des Tumorwachstums zu einem späteren Zeitpunkt möglich machen

Grain growth behavior and efficient large scale simulations of recrystallization with the phase-field method

This book summarizes the found insights of grain growth behavior, of multidimensional decomposition for regular grids to efficiently parallelize computing and how to simulate recrystallization by coupling the finite element method with the phase-field method for microstructure texture analysis. The frame of the book is created by the phase-field method, which is the tool used in this work, to investigate microstructure phenomena

Grain growth behavior and efficient large scale simulations of recrystallization with the phase-field method

This book summarizes the found insights of grain growth behavior, of multidimensional decomposition for regular grids to efficiently parallelize computing and how to simulate recrystallization by coupling the finite element method with the phase-field method for microstructure texture analysis. The frame of the book is created by the phase-field method, which is the tool used in this work, to investigate microstructure phenomena

Stories from different worlds in the universe of complex systems: A journey through microstructural dynamics and emergent behaviours in the human heart and financial markets

A physical system is said to be complex if it exhibits unpredictable structures, patterns or regularities emerging from microstructural dynamics involving a large number of components. The study of complex systems, known as complexity science, is maturing into an independent and multidisciplinary area of research seeking to understand microscopic interactions and macroscopic emergence across a broad spectrum systems, such as the human brain and the economy, by combining specific modelling techniques, data analytics, statistics and computer simulations. In this dissertation we examine two different complex systems, the human heart and financial markets, and present various research projects addressing specific problems in these areas. Cardiac fibrillation is a diffuse pathology in which the periodic planar electrical conduction across the cardiac tissue is disrupted and replaced by fast and disorganised electrical waves. In spite of a century-long history of research, numerous debates and disputes on the mechanisms of cardiac fibrillation are still unresolved while the outcomes of clinical treatments remain far from satisfactory. In this dissertation we use cellular automata and mean-field models to qualitatively replicate the onset and maintenance of cardiac fibrillation from the interactions among neighboring cells and the underlying topology of the cardiac tissue. We use these models to study the transition from paroxysmal to persistent atrial fibrillation, the mechanisms through which the gap-junction enhancer drug Rotigaptide terminates cardiac fibrillation and how focal and circuital drivers of fibrillation may co-exist as projections of transmural electrical activities. Financial markets are hubs in which heterogeneous participants, such as humans and algorithms, adopt different strategic behaviors to exchange financial assets. In recent decades the widespread adoption of algorithmic trading, the electronification of financial transactions, the increased competition among trading venues and the use of sophisticated financial instruments drove the transformation of financial markets into a global and interconnected complex system. In this thesis we introduce agent-based and state-space models to describe specific microstructural dynamics in the stock and foreign exchange markets. We use these models to replicate the emergence of cross-currency correlations from the interactions between heterogeneous participants in the currency market and to disentangle the relationships between price fluctuations, market liquidity and demand/supply imbalances in the stock market.Open Acces