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A Cell Growth Model Revisited

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 Report Number 09/27

A Cell Growth Model Revisited

by

G. Derfel, B. van Brunt and G.C. Wake

Oxford Centre for Collaborative Applied Mathematics

Mathematical Institute
24 - 29 St Giles’
Oxford
OX1 3LB
England
 A Cell Growth Model Revisited
G. Derfel∗, B. van Brunt†, G.C. Wake‡

Abstract
In this paper a stochastic model for the simultaneous growth and di-
vision of a cell-population cohort structured by size is formulated. This
shows that the functional differential equation which describes the steady
form of the steady-size distribution which is approached asymptotically
and satisfies the well-known pantograph equation is more simply derived
via a Poisson process. This firmly establishes the existence of the steady-
size distribution and gives a form for it in terms of a sequence of proba-
bility distribution functions. Also it shows that the pantograph equation
is a key equation for other situations where there is a distinct stochastic
framework.
Key words: steady-size distribution, asymptotic behaviour, Poisson pro-
cess, Pantograph equation.
MOS Classification codes: 35B40, 35B41, 35 L45, 92C17

1 Introduction
In this paper we revisit a cell growth model developed by Hall and Wake [6]. This
model was originally developed to model plant cells [5], however, it has found
applications in tumor growth in humans [2]. A feature of this model is that
a well-known functional differential equation, the pantograph equation, arises
from a separation of variables solution to a Fokker-Planck equation. Specifically,
let n(x, t) denote the number density functions of cells of size x at time t i.e.,for
Rb
0 ≤ a < b the quantity a n(x, t) dx is the number of cells of size between a and
b at time t. The cell growth process is modelled by a modified Fokker-Planck
equation of the form
∂ ∂
n(x, t) = − (gn(x, t)) + α2 Bn(αx, t)
∂t ∂x
− (B + µ) n(x, t), (1.1)
where g is the rate of growth, µ is the rate of death, and B is the rate at which
cells divide into α equally sized daughter cells. Here, α > 1 is a constant. For
∗ Ben-Gurion
University, Israel.
† Massey
University, Institute of Fundamental Sciences, New Zealand.
‡ Massey University, Institute of Information and Mathematical Sciences, New Zealand.

Corresponding author: email g.c.wake@massey.ac.nz.

1
the original model that we study here g, µ and B are positive constants. The
partial differential equation (1.1) is supplemented by the boundary conditions

lim n(x, t) = 0; (1.2)

x→∞
∂
lim n(x, t) = 0; (1.3)
x→∞ ∂x
n(0, t) = 0. (1.4)

The steady size distributions (SSDs) for the number density function correspond
to solutions of the form n(x, t) = N (t)y(x) (i.e., separable solutions). Solutions
of this form yield

N ′ (t) gy ′ (x) By(αx)

= − + α2 − (B + µ)
N (t) y(x) y(x)
= Λ,

where Λ is a constant of separation and ′ denotes differentiation with respect to

the indicated argument. The above relation yields

N (t) = N0 eΛt , (1.5)

where N0 is a constant, and the equation

−gy ′ (x) + α2 By(αx) − (B + µ) y(x) = Λy(x). (1.6)

Under suitable normalization (i.e. choice of N0 ) a solution y ∈ L1 [0, ∞) to

equation (1.6) corresponds to a probability density function in the model. The
boundary conditions (1.2)- (1.4) imply that

lim y(x) = 0, (1.7)

x→∞
′
lim y (x) = 0, (1.8)
x→∞
y(0) = 0, (1.9)

and requirement that y be a probability density function leads to the conditions

y(x) ≥ 0 for all x ∈ [0, ∞) and
Z ∞
y(x) dx = 1. (1.10)
0

Integrating equation (1.6) from 0 to ∞ gives

Λ = (α − 1)B − µ,

and equation (1.6) reduces to

y ′ (x) + αBy(x) − α2 By(αx) = 0. (1.11)

2
Equation (1.11) is a special case of the pantograph equation, which has been
studied extensively. A detailed analysis can be found in [9]. The pantograph
equation has found applications ranging from a partition problem in number
theory to the collection of current in an electric train. The reader is directed to
[8] for an overview of the literature and further analysis of the equation.
There are two other problems where the pantograph equation plays a central
rôle that have a distinct statistical flavour, viz. the absorption of light in the
Milky Way [1] and a ruin problem in risk theory [4]. Although these problems
seem distant from the cell growth model, there is nonetheless a concrete link:
all these models are based on the same type of pseudo Poisson process; conse-
quently, they have the same limit distribution. The link is more transparent
using an approach of Derfel [3] that is based on a probabilistic technique. In
the next section we detail this approach and recover some known results about
the cell growth model in a fundamentally different framework. Specifically, we
give a straightforward proof of the existence of an SSD, the derivation of the
pantograph equation for this distribution (invariant measure) and a solution in
the form of a sequence of probability distribution functions.

2 Limit Distribution for Cell Growth

Consider a spatially homogeneous population of cells and suppose that the size
x of a cell grows linearly as a function of time. Suppose further that at random
moments defined by a Poisson process a cell of size x splits into α new cells of
size x/α. Here, α ≥ 1. Specifically, we suppose that the jumps x → x/α occur
in random moments
0 = t0 < t1 < · · · < tn < · · · ,
where the sequence {τn } defined by
τn = tn+1 − tn ,
for n = 1, 2, . . . consists of independently and exponentially distributed random
variables, i.e., for t > 0,
P {τn > t} = e−t .
For simplicity, we assume that the between jumps the cell size x has a unit
rate of growth so that after ∆t time a cell of size x grows to size x + ∆t. This
assumption corresponds to choosing B and g such that αB/g = 1 in the Fokker-
Planck equation. The results detailed below follow mutatis mutandis for a more
general choice of constants.
Lemma 2.1 There exists a limit distribution (invariant measure) for the size
of a cell. This distribution is independent of the initial cell size x0 .
Proof: Consider a cell of initial size x0 that splits (jumps) at random mo-
ments t1 , t2 , . . . , tn , . . .. Let tn− denote the moment immediately before the nth
splitting. The size of a cell at t1− is
x(t1− ) = x0 + τ1 .

3
The cell then splits into α equal parts at t1 so that at t2− the size is
1
x(t2− ) = (x0 + τ1 ) + τ2 .
α
Similarly, at t3−
 
1 1
x(t3− ) = (x0 + τ1 ) + τ2 + τ3
α α
x0 τ2 τ1
= 2
+ τ3 + + 2,
α α α
and in general
x0 τn−1 τ1
x(tn− ) = n−1
+ τn + + · · · + n−1 . (2.1)
α α α
Equation (2.1) shows that there exists a limit distribution for cell size x as
n → ∞ and that this distribution is independent of the initial cell size x0 .
Indeed, the limit distribution function coincides with a probability distribution
function of the random variable
η1 η2 ηn
Z = η0 + + 2 + ··· + n + ··· , (2.2)
α α α
where the ηk are independently, exponentially distributed random variables.


Let 
1 − e−x , x > 0
F (x) = Fτn (x) = 1 − P {τn > x} = (2.3)
0, x ≤ 0,

′ e−x , x > 0
p(x) = pτn (x) = F (x) = (2.4)
0, x < 0.
Denote the probability distribution function (pdf) for (2.2) by z(x) and let
y(x) = z ′ (x). The function y thus corresponds to the probability density func-
tion for (2.2). The next theorem shows that the probability density function
defined by (2.2) satisfies the pantograph equation (1.11) with αB/g = 1 and
y(0) = 0.

Theorem 2.2 The probability distribution function for (2.2) satisfies

z ′ (x) + z(x) = z(αx) (2.5)

z(0) = 0;

the probability density function for (2.2) satisfies

y ′ (x) + y(x) = αy(αx) (2.6)

y(0) = 0.

4
Proof: The proof follows a method developed by Derfel [3], which is based
on the self-similarity of Z. In particular, equation (2.2) can be recast
1 η2 η3  1
Z = η0 + η1 + + 2 + · · · = η0 + Z1 , (2.7)
α α α α
where Z1 has the same distribution as Z.
Given random independent variables w1 and w2 with pdfs G1 (x) and G2 (x)
respectively, the pdf of their sum w1 + w2 is given by the Stieltjes convolution
Z ∞
(G1 #G2 )(x) = G1 (x − t) dG2 (t).
−∞

In addition, for any β > 0 the pdf of βG1 is G1 (x/β). The pdf for Z1 /α is
therefore z(αx) and the pdf for η0 is F (x). Equation (2.7) thus implies

z(x) = z(αx)#F (x). (2.8)

The Stieltjes convolution (2.8) can be expressed as a Laplace convolution. Since

z(x) = 0 for x ≤ 0 and dF (x) = p(x) dx,
Z x
z(αx)#F (x) = z(α(x − t))e−t dt;
0

consequently,
z(x) = z(αx) ∗ p(x), (2.9)
where ∗ denotes the Laplace convolution. Now,
Z x
′ −x
z (x) = z(0)e + α z ′ (α(x − t))e−t dt,
0

and noting that z(0) = 0 integration by parts yields

x
1 x
 −t 
e
Z
′
 −t
z (x) = α − z(α(x − t)) −
 z(α(x − t))e dt
α 0 α 0
= z(αx) − z(x).

We thus see that z satisfies (2.5). Equation (2.6) follows immediately from (2.5)
by differentiation noting that z ′ (0) = 0.


3 A Solution Method
Kato and McLeod [9] showed that problems such as (2.5)and (2.6) do not have
unique solutions. Indeed, there are an infinite number of solutions to these prob-
lems. The requirement that solutions to (2.5) are also probability distribution

5
functions, however, resolves this uniqueness problem. In essence, there is only
one solution to (2.5) such that

lim z(x) = 1. (3.1)

x→∞

A similar comment applies to problem (2.6) if condition (1.10) is imposed. These

uniqueness results can be found in [4] and [6].
Problems such as (2.5) and (2.6) can be solved using Dirichlet series or, what
leads to the same thing, Laplace transforms (cf. [6], [8] and [9]). Solutions to
these problems can thus be expressed in the form
∞
X
an e−α x ,
n
z(x) =
n=1
X∞
−αn an e−α x .
n
y(x) =
n=1

The probabilistic interpretation detailed in Section 2, however, brings to the

fore a different solution method. This method entails a sequence generated by
convolutions. We focus exclusively on the probability distribution function.
Let {zn } be the sequence defined by

z0 (x) = 1 − e−x
zn+1 (x) = zn (αx)#F (x), (3.2)

where n ≥ 0 and x ≥ 0. We show that this sequence converges to a probability

distribution function z that is a solution to problem (2.5). One advantage of
this method is that the approximations to the solution preserve the statistical
structure of the problem. Each term of the sequence is a pdf, and it is clear from
the definition of the sequence that zn corresponds to the pdf for the random
variable at the nth splitting.

Lemma 3.1 The sequence {zn } converges uniformly on intervals of the form
I = [0, a], where a > 0.

Proof: We note first that

zn+1 (x) = zn (αx)#F (x)

Z x
= zn (α(x − ξ))e−ξ dξ. (3.3)
0

Since z0 is continuous on [0, ∞) it is clear that zn is also continuous on this

interval for all n ≥ 1. For any continuous function f : [0, ∞) → R and b > 0 let

kf kb = sup |f (ξ)|.
ξ∈[0,b]

6
 It is sufficient to show that the series
∞
X
(zn+1 (x) − zn (x)) (3.4)
k=0

is uniformly convergent on I. For x ∈ I,

Z x
|zn+1 (x) − zn (x)| ≤ |zn (α(x − ξ)) − zn−1 (α(x − ξ))| e−ξ dξ
0
≤ kzn − zn−1 kαx Λ,

where
Λ = 1 − e−a .
The above calculation can be repeated to show that

|zn+1 (x) − zn (x)| ≤ kz1 − z0 kαn a Λn . (3.5)

We have
eαx  (α−1)x 
z1 (x) = z0 (x) − e −1 , (3.6)
α−1
so that for all x ∈ [0, ∞)
2
|z1 (x) − z0 (x)| ≤ . (3.7)
α−1
Inequalities (3.5) and (3.7) thus give
2
kzn+1 − zn kαn a ≤ Λn . (3.8)
α−1
Since 0 < Λ < 1, the Weierstrass M test can be used to show that the series
converges uniformly on I.


Lemma 3.2 Each term of the sequence {zn } is a pdf that is differentiable on
[0, ∞). The limit of the sequence is also a pdf.

Proof: The sequence {zn } is defined by a convolution with a pdf F (x). Since
z0 (x) is a pdf, z0 (αx) is also a pdf. Now, z1 (x) = z0 (αx)#F (x). Since z1 is
defined by the convolution of two pdfs, z1 must also be a pdf (cf. [10], pg. 37).
The argument can be repeated to show that zn must be a pdf for all n ≥ 1.
Each zn is continuous on [0, ∞) Equation (3.3) and the Fundamental Theorem
of Calculus therefore imply that the zn are differentiable and
Z x
′
zn+1 (x) = α zn′ (α(x − ξ))e−ξ , dξ. (3.9)
0

7
 Lemma 3.1 shows that there is a z such that zn (x) → z(x) as n → ∞ for
x ∈ [0, ∞). To show that z must be a pdf we study the characteristic functions
associated with the zn . The characteristic function of zn is given by
Z ∞
φn (t) = eitξ zn′ (ξ) dξ.
0

Equation (3.2) implies that

φn+1 (t) = Qn (t)ψ(t),

where Qn is the characteristic function for zn (αx) and

1
ψ=
1 − it
is the characteristic function for F . Now,
Z ∞
Qn (t) = eitξ dzn (αξ)
0
Z ∞
= eitξ/α zn′ (ξ) dξ
0
= φn (t/α);

therefore,
1
φn+1 = φn (t/α),
1 − it
and consequently
n+1
Y −1
it
φn+1 = 1− .
αk
k=0

The product
∞  −1
Y it
1− k
α
k=0

converges uniformly on all compact intervals of R; hence,

∞  −1
Y it
φn (t) → φ(t) = 1− k ,
α
k=0

where φ is continuous on R. We can now appeal to a standard result in prob-

ability theory (cf. [10], pg. 42) that guarantees the existence of a unique pdf z
corresponding to φ; moreover, zn → z as n → ∞.


Theorem 3.3 Let z denote the limit of the sequence defined by (3.2). Then z
is the unique solution to equation (2.5).

8
Proof: Integrating the right hand side of equation (3.9) by parts gives
′
zn+1 (x) = zn (αx) − zn+1 (x). (3.10)

Now,
′
|zn+1 (x) − zn′ (x)| = |zn (αx) − zn+1 (x) − (zn−1 (αx) − zn (x))|
≤ |zn (αx) − zn+1 (x)| + |zn−1 (αx) − zn (x)|,

and since {zn } is uniformly convergent on I, the above inequality shows that
{zn′ } is uniformly convergent on I. We thus have that z is differentiable on I
and that zn′ → z ′ as n → ∞. Equation (3.10) therefore implies that z is a
solution to equation (2.5).
The uniqueness of solutions to equation (2.5) satisfying the given boundary
conditions has been established in [4] and [6]. For completeness, however, we
give a proof.
Suppose that there are two distinct solutions z and w to the boundary-value
problem. Let δ = z − w. Then

δ ′ (x) = δ(αx) − δ(x) (3.11)

δ(0) = 0 (3.12)
lim δ(x) = 0. (3.13)
x→∞

By hypothesis, the solutions are distinct and therefore δ(x) 6= 0 for some x > 0.
Without loss of generality we can assume that δ(x) > 0 for some x > 0. Now, δ
is differentiable, a fortiori, continuous for x ≥ 0, and the boundary conditions
(3.12) and (3.13) imply that there exists a global maximum M at some point
0 < xm < ∞. We thus have M = δ(xm ) > 0 and δ ′ (xm ) = 0. Equation
(3.13) implies that δ(αxm ) = δ(xm ); therefore, the global maximum must also
be achieved at αxm . The arguments can be repeated to show that the global
maximum is achieved at αn xm for all n ≥ 0; consequently, δ(αn xm ) = M . Since
M 6= 0, we have the contradiction that limx→∞ δ(x) 6= 0. We thus conclude
that δ(x) = 0 for all x > 0.


Acknowledgements: The publication was completed while an author (GCW)

was a Visiting Fellow at OCCAM (Oxford Centre for Collaborative Applied
Mathematics) under support provided by Award No. KUK-C1-013-04, made
by King Abdullah University of Science and Technology (KAUST).

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9
 the Anticancer Drug Paclitaxel”, J. Math. Bio. vol. 49 no. 4, pp. 329-357,
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[3] Derfel, G., “Probabilistic method for a class of functional differential equa-
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[7] Hirshman, I.I., & Widder, D.V., The Convolution Transform, Princeton
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10
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