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Tumor boundary instability induced by nutrient consumption and supply

Yu Feng Yu Feng, Beijing International Center for Mathematical Research, Peking University, No. 5 Yiheyuan Road Haidian District, Beijing, P.R.China 100871 [email protected] Min Tang Min Tang: School of Mathematical Sciences, Institute of Natural Sciences, MOE-LSC, Shanghai Jiao Tong University, Shanghai, 200240, P. R. China [email protected] Xiaoqian Xu Xiaoqian Xu: Zu Chongzhi Center for Mathematics and Computational Sciences, Duke Kunshan University, China [email protected]  and  Zhennan Zhou Zhennan Zhou, Beijing International Center for Mathematical Research, Peking University, No. 5 Yiheyuan Road Haidian District, Beijing, P.R.China 100871 [email protected]
Abstract.

We investigate the tumor boundary instability induced by nutrient consumption and supply based on a Hele-Shaw model derived from taking the incompressible limit of a cell density model. We analyze the boundary stability/instability in two scenarios: 1) the front of the traveling wave; 2) the radially symmetric boundary. In each scenario, we investigate the boundary behaviors under two different nutrient supply regimes, in vitro and in vivo. Our main conclusion is that for either scenario, the in vitro regime always stabilizes the tumor’s boundary regardless of the nutrient consumption rate. However, boundary instability may occur when the tumor cells aggressively consume nutrients, and the nutrient supply is governed by the in vivo regime.

1. Introduction

Tumor, one of the major diseases threatening human life and health, has been widely concerned. The mathematical study of tumors has a long history and constantly active. We refer the reader to the textbook [cristini2010multiscale, cristini2017introduction] and review articles [araujo2004history, lowengrub2009nonlinear, byrne2006modelling, roose2007mathematical]. Previous studies and experiments indicate that the shape of tumors is one of the critical criteria to distinguish malignant from benign. Specifically, malignant tumors are more likely to form dendritic structures than benign ones. Therefore, it is significant to detect and predict the formation of tumor boundary instability through mathematical models. Before discussing the mathematical studies of tumor morphology, we review relevant mathematical models as follows.

The first class of model was initiated by Greenspan in 1976 [greenspan1976growth], which further inspired a mass of mathematical studies on tumor growth (e.g., [byrne1996growth, chaplain1996avascular, zheng2005nonlinear, friedman2007bifurcationA]). The tumor is regarded as an incompressible fluid satisfying mass conversation. More precisely, these free boundary type models have two main ingredients. One is the nutrient concentration σ\sigma governed by a reaction-diffusion equation, which considers the consumption by the cells and the supplement by vessels. The other main component is the internal pressure pp, which further induces the cell velocity vv via different physical laws (e.g., Darcy’s law [greenspan1976growth, byrne1996growth, friedman1999analysis, cristini2003nonlinear], Stokes law [friedman2007bifurcationA, friedman2002quasistatic, friedman2002quasi], and Darcy&Stokes law [franks2003interactions, franks2009interactions, zheng2005nonlinear, king2006mathematical, pham2011predictions]). Finally, the two ingredients are coupled via the mass conservation of incompressible tumor cells, which yields the relation v=λ(σ)\nabla\cdot v=\lambda(\sigma), with the cell proliferation rate λ\lambda depending on σ\sigma. To close the model, the Laplace-Young condition (p|Ω=γκp|_{\partial\Omega}=\gamma\kappa, where κ\kappa is the mean curvature, and γ\gamma stands for the surface tension coefficient) is imposed on the tumor-host interface. For some variant models, people replace the Laplace-Young condition with other curvature-dependent boundary conditions (see, e.g., [turian2019morphological, lu2019nonlinear, pham2018nonlinear]). More sophisticated models were also investigated recently. In particular, we mention the studies based on the two-phase models [pham2018nonlinear, turian2019morphological, lu2019nonlinear], and the works involve chemotaxis [he2022incompressible, kim2022density].

Most studies on the stability/instability of tumor boundary are based on the above class of models and have been investigated from different points of view. Among them, for different models (e.g., Darcy [fontelos2003symmetry, friedman2001symmetry, friedman2006bifurcation, friedman2006asymptotic, friedman2008stability]; and Stokes [friedman2006free, friedman2007bifurcationA, friedman2007bifurcationB]), Friedman et al. proved the existence of non-radially symmetric steady states analytically and classified the stability/instability of the boundaries from the Hopf bifurcation point of view. Specifically, in their studies, the bifurcation parameter is characterized by the cell proliferation rate or ratio to cell-cell adhesiveness. Then the authors showed that the boundary stability/instability changes when the parameter crosses a specific bifurcation point. On the other hand, Cristini et al. in [cristini2003nonlinear], as the pioneers, employ asymptotic analysis to study and predict the tumor evolution. Their work is of great significance to the dynamic simulation of tumors and nurtured more related works in this direction [macklin2007nonlinear, pham2018nonlinear, turian2019morphological, lu2020complex, lu2022nonlinear]. All the research demonstrated that many factors could induce the tumor’s boundary instability, including but not limited to vascularization [cristini2003nonlinear, pham2018nonlinear, lu2019nonlinear, lu2022nonlinear], proliferation [friedman2001symmetry, friedman2008stability, friedman2006free, friedman2007bifurcationB, cristini2003nonlinear, lu2022nonlinear], apoptosis [friedman2001symmetry, friedman2008stability, friedman2006free, friedman2007bifurcationB, cristini2003nonlinear, turian2019morphological, lu2022nonlinear, pham2018nonlinear, lu2022nonlinear], cell-cell adhesion [friedman2001symmetry, friedman2008stability, friedman2006free, friedman2007bifurcationB, cristini2003nonlinear, pham2018nonlinear], bending rigidity [turian2019morphological, lu2019nonlinear], microenvironment [turian2019morphological, pham2018nonlinear, macklin2007nonlinear, lu2020complex], chemotaxis [lu2022nonlinear, lu2020complex].

In recent decades, tumor modeling from different perspectives has emerged and developed. In particular, one could consider the density model proposed by Byrne and Drasdo in [byrne2009individual], in which the tumor cell density ρ\rho is governed by a porous medium type equation, and the internal pressure pp is induced by the power rule p=ρmp=\rho^{m} with the parameter m>1m>1. The power rule enables pp naturally vanish on the tumor boundary. Moreover, the boundary velocity vv is governed by Darcy’s law v=p|Ωv=-\nabla p|_{\partial\Omega}. Previous research indicates that the porous media type equations have an asymptote concerning the parameter m tending to infinity [aronson1998limit, gil2001convergence, igbida2002mesa, kim2003uniqueness, kim2009homogenization]. Motivated by this, Perthame et al. derived the second kind of free boundary model in [perthame2014hele] by taking the incompressible limit (sending mm to infinity), or equivalently mesa-limit of the density models. An asymptotic preserving numerical scheme was designed by J.Liu et al. in [liu2018accurate], the scheme naturally connects the numerical solutions to the density models to that of the free boundary models.

In the mesa-limit free boundary models proposed in [perthame2014hele], the limit density ρ\rho_{\infty} can only take value in [0,1][0,1], and the corresponding limit pressure pp_{\infty} is characterized by a monotone Hele-Shaw graph. More specifically, pp_{\infty} vanishes on the unsaturated region where ρ<1\rho_{\infty}<1 (see equation (2.7)). The Hele-Shaw graph representation of pressure brings the following advantages. Firstly, in the Hele-Shaw type model, the formation of a necrotic core can be described by an obstacle problem [guillen2022hele], which leads ρ\rho_{\infty} to decay exponentially in the necrotic core. Due to the Hele-Shaw graph, the pressure pp_{\infty} naturally vanishes there instead of taking negative values. Secondly, a transparent regime called "patch solutions" exists, in which ρ\rho_{\infty} remains in the form of χD(t)\chi_{D(t)}, i.e., the indicator function of the tumor region. Again, to satisfy the corresponding Hele-Shaw graph, pp_{\infty} has to vanish on the tumor’s interface (where ρ\rho_{\infty} drops from 11 to 0), which is significantly different from the first kind of free boundary models developed from [greenspan1976growth], in which the internal pressure relies on the boundary curvature κ\kappa as mentioned previously. Moreover, in the mesa-limit free boundary models, the boundary velocity is still induced by Darcy’s law v=p|Ωv_{\infty}=-\nabla p_{\infty}|_{\partial\Omega}. For completeness, the derivation of the mesa-limit model is summarized in Section 2.1. Albeit various successful explorations based on such mesa-limit free boundary models [mellet2017hele, david2021free, guillen2022hele, perthame2015incompressible, david2021convergence, kim2003uniqueness, kim2016free, kim2018porous, kim2022density, kim2019singular, david2021incompressible, perthame2014traveling, jacobs2022tumor, liu2021toward, dou2022tumor], the study on its boundary stability/instability is yet thoroughly open.

The primary purpose of this paper is to investigate whether boundary instability will arise in the mesa-limit free boundary models, which should shed light on the boundary stability of the cell density models when mm is sufficiently large. To simplify the discussion, we consider tumors in the avascular stage with saturated cell density so that the density function ρ\rho_{\infty} is a patch solution, and the tumor has a sharp interface. As the first attempt in this regard, we explore the instability caused by nutrient consumption and supply. A similar mechanism can induce boundary instability in other biological systems, see [ben1994generic] for nutrient induce boundary instability in bacterial colony growth models. The role of nutrition in tumor models has been widely studied, and we refer the reader to the latest article in this direction [jacobs2022tumor]. Inspired by [perthame2014traveling], we divide the nutrient models into two kinds, in vitro and in vivo, according to the nutrient supply regime. In either regime, the nutrient is consumed linearly in the tumor region with a rate λ>0\lambda>0. However, in the in vitro model, we assume that a liquid surrounds the tumor with nutrient concentration cBc_{B}. Mathematically, the nutrient concentration remains cBc_{B} at the tumor-host interface. For the in vivo model, the nutrient is transported by vessels outside the tumor and reaches cBc_{B} at the far field. Correspondingly, we assume the exchange rate outside the tumor is determined by the concentration difference from the background, i.e., cBcc_{B}-c. The two nutrient models will be specified more clearly in Section 2.1.2.

Our study of boundary stability/instability consists of two scenarios. We begin with a relatively simple case, the front of traveling waves, in which quantitative properties can be studied more explicitly. In this case, the unperturbed tumor region corresponds to a half plane with the boundary being a vertical line propagating with a constant normal velocity. Then we test the boundary stability/instability by adding a perturbation with frequency l+l\in\mathbb{R}^{+} and amplitude δ\delta. Our analysis shows that in the in vitro regime, δ\delta always decreases to zero as time propagates. In other words, the boundary is stable for any frequency perturbation. In contrast, in vivo regime, there exists a threshold value LL such that the perturbation with a frequency smaller than LL becomes unstable when the nutrient consumption rate, λ\lambda, is larger than one.

The above case corresponds to the boundary stability/instability while the tumor is infinitely large. In order to further explore the influence of the finite size effect on the boundary stability/instability, we consider the perturbation of radially symmetric boundary with different wave numbers ll\in\mathbb{N} and radius RR. Our analysis shows that the in vitro regime still suppresses the increase of perturbation amplitude and stabilizes the boundary regardless of the consumption rate, perturbation wave number, and tumor size. For the in vivo regime, when the consumption rate λ\lambda is less than or equal to one, the boundary behaves identically the same as the in vitro case. However, when λ\lambda is greater than one, the continuous growth of tumor radius will enable perturbation wave number to become unstable in turn (from low to high). Further more, as RR is approaching infinity, the results in the radial case connect to the counterparts in the traveling wave case.

The main contribution of this work is to show that tumor boundary instability can be induced by nutrient consumption and supply. As a by-product, our results indicate that the cell apoptosis and curvature-dependent boundary conditions present abundantly in previous studies (e.g., [cristini2003nonlinear, friedman2007bifurcationA]) are unnecessary for tumor boundary instability formation.

The paper is organized as follows. In Section 2, we first derive our free boundary models by taking the incompressible limit of density models characterized by porous medium type equations in Section 2.1. Besides that, we also introduce the in vitro and in vivo nutrient regimes in this subsection. Furthermore, the corresponding analytic solutions are derived in Section 2.2. Section 3 is devoted to introducing the linear perturbation technique in a general framework. Then, by using the technique in Section 3, we study the boundary stability of the traveling wave and the radially symmetric boundary under the two nutrient regimes, respectively, in Section 4 and Section 5 (with main results in Section 4.1 and Section 5.1). Finally, we summarize our results and discuss future research plans in Section LABEL:Conclusion.

2. Preliminary

2.1. model introduction

2.1.1. The cell density model and its Hele-Shaw limit

To study the tumor growth under nutrient supply, let ρ(x,t)\rho(x,t) denote the cell population density and c(x,t)c(x,t) be the nutrient concentration. We assume the production rate of tumor cells is given by the growth function G(c)G(c), which only depends on the nutrient concentration. On the other hand, we introduce

(2.1) D(t)={ρ(x,t)>0}D(t)=\left\{\rho(x,t)>0\right\}

to denote the support of ρ\rho. Physically, it presents the tumoral region at time tt. We assume the tumoral region expands with a finite speed governed by the Darcy law v=pv=-\nabla p via the pressure p(ρ)=ρmp(\rho)=\rho^{m}. Thus, the cell density ρ\rho satisfies the equation:

(2.2) tρ(ρp(ρ))=ρG(c),x2,t0.\frac{\partial}{\partial t}\rho-\nabla\cdot\left(\rho\nabla p(\rho)\right)=\rho G(c),\quad x\in\mathbb{R}^{2},\quad t\geqslant 0.

For the growth function G(c)G(c), we assume

(2.3) G(c)=G0c,with G0>0,G(c)=G_{0}c,\quad\text{with }\quad G_{0}>0,

note that in contrast to the nutrient models in [tang2014composite, perthame2014hele], we eliminate the possibility of the formation of a necrotic core by assuming that G()G(\cdot) is always positive and linear (for simplicity), since this project aims to study the boundary instability induced by the nutrient distribution itself.

Many researches, e.g. [perthame2014hele, david2021free, david2021incompressible, kim2016free, kim2018porous, guillen2022hele], indicate that there is a limit as mm\rightarrow\infty which turns out to be a solution to a free boundary problem of Hele-Shaw type. To see what happens, we multiply equation (2.2) by mρm1m\rho^{m-1} on both sides to get

(2.4) tp(ρ)=|p(ρ)|2+mp(ρ)Δp(ρ)+mG0p(ρ)c.\frac{\partial}{\partial t}p(\rho)=\lvert\nabla p(\rho)\rvert^{2}+mp(\rho)\Delta p(\rho)+mG_{0}p(\rho)c.

Hence, if we send mm\rightarrow\infty, we formally obtain the so called complementarity condition (see [perthame2014hele, david2021free] for a slight different model):

(2.5) p(Δp+G0c)=0.p_{\infty}(\Delta p_{\infty}+G_{0}c)=0.

On the other hand, the cell density ρ(x,t)\rho(x,t) converges to the weak solution (see [perthame2014hele]) of

(2.6) tρ(ρp)=ρG(c),\frac{\partial}{\partial t}\rho_{\infty}-\nabla\cdot\left(\rho_{\infty}\nabla p_{\infty}\right)=\rho_{\infty}G(c),

and pp_{\infty} compels the limit density ρ\rho_{\infty} only take value in the range of [0,1]\left[0,1\right] for any initial date ρ0[0,1]\rho_{0}\in\left[0,1\right] (see Theorem 4.1 in [perthame2014hele] for a slightly different model). Moreover, the limit pressure pp_{\infty} belongs to the Hele-Shaw monotone graph:

(2.7) p(ρ)={0,0ρ<1,[0,),ρ=1.p_{\infty}(\rho_{\infty})=\left\{\begin{array}[]{rcr}0,\qquad 0\leqslant\rho_{\infty}<1,\\ \left[0,\infty\right),\qquad\rho_{\infty}=1.\\ \end{array}\right.

The incompressible limit and the complementarity condition of a fluid mechanical related model have been rigorously justified in [perthame2014hele, david2021free]. And the incompressible limit of (2.2) (coupled with nutrient models that will be introduced in the next section) was verified numerically in [liu2018analysis].

We define the support of pp_{\infty} to be

(2.8) D(t)={p(x,t)>0},D_{\infty}(t)=\left\{p_{\infty}(x,t)>0\right\},

then (2.5) and (2.7) together yield

(2.9a) Δp=G0c\displaystyle-\Delta p_{\infty}=G_{0}c\qquad forxD(t),\displaystyle\text{for}\quad x\in D_{\infty}(t),
(2.9b) p=0,\displaystyle p_{\infty}=0,\qquad forx2D(t),\displaystyle\text{for}\quad x\in\mathbb{R}^{2}\setminus D_{\infty}(t),
and ρ=1\rho_{\infty}=1 in DD_{\infty}.

Therefore, once the nutrient concentration c(x,t)c(x,t) is known one can recover pp_{\infty} from the elliptic equation above.

Now we justify the relationship between D(t)D(t) and D(t)D_{\infty}(t). Observe that when mm is finite, ρ\rho and p(ρ)p(\rho) have the same support D(t)D(t), whereas as mm tends to infinity, ρ\rho_{\infty} may have larger support than pp_{\infty}. However, a large class of initial data, see e.g. [perthame2016some], enable the free boundary problem (correspond to (2.6) and (2.9)) possess patch solutions, i.e., ρ=χD\rho_{\infty}=\chi_{D_{\infty}}, where χA\chi_{A} stands for the indicator function of the set AA. In this case, the support of pp_{\infty} coincides with that of ρ\rho_{\infty}. Moreover, the boundary velocity vv is governed by Darcy law v=pv=-\nabla p_{\infty}. Further, the boundary moving speed along the normal direction at the boundary point xx, denote by σ(x)\sigma(x), is given by:

(2.10) σ(x)=pn^(x),\sigma(x)=-\nabla p_{\infty}\cdot\hat{n}(x),

where n^(x)\hat{n}(x) is the outer unit normal vector at xD(t)x\in\partial D_{\infty}(t). The boundary speed for more general initial data was studied in [kim2018porous].

As the end of this subsection, we emphasize that in our free boundary model, as the limit of the density models, the pressure pp_{\infty} always vanishes on D\partial D_{\infty}. However, as mentioned previously, in the first kind free boundary models, the internal pressure p~\tilde{p} is assumed to satisfy the so-called Laplace-Young condition (or some other curvature dependent boundary condition). Mathematically, the boundary condition (2.9b) is replaced by

(2.11) p~(x)=γκ(x),\tilde{p}(x)=\gamma\kappa(x),

where γ>0\gamma>0 is a constant coefficient, and κ(x)\kappa(x) denotes the curvature at the boundary point xx. In the related studies, the curvature condition (2.11) plays an essential role (e.g., [cristini2003nonlinear, friedman2007bifurcationA]).

2.1.2. Two nutrient models

Regarding the nutrient, it diffuses freely over the two dimensional plane. However, inside the tumoral region, the cells consume the nutrient. While outside the tumor, the nutrient exchanges with the far field concentration cBc_{B} provided by the surrounding environment or vasculature. It follows that the following reaction-diffusion equation can govern the consumption, exchange, and diffusion of the nutrient in general:

(2.12) τtcΔc+Ψ(ρ,c)=0,\tau\partial_{t}c-\Delta c+\Psi(\rho,c)=0,

where τ\tau is the characteristic time scale of the nutrient change, and Ψ(ρ,c)\Psi(\rho,c) describes the overall effects of the nutrient supply regime outside the tumor and the nutrient consumption by cells inside the tumor. To simplify the mathematical analysis, we drop the time derivative in (2.12) and consider following elliptic formulation instead

(2.13) Δc+Ψ(ρ,c)=0.-\Delta c+\Psi(\rho,c)=0.

This is reasonable because τ1\tau\ll 1 (see, e.g., [greenspan1972models, adam2012survey, byrne1996growth]). As in [perthame2014traveling], two specific developed and widely studied models are the in vitro and the in vivo model.

For the in vitro model, we assume that the tumor is surrounded by a liquid in which the exchange rate with the background is so fast that the nutrient concentration can be assumed to be the same constant cBc_{B} as that of the surrounding liquid, while inside the tumoral region, the consumption function is bi-linear in both the concentration cc and the cell density ρ\rho with consumption rate λ>0\lambda>0. The boundary instability was observed in models where tissues aggressively consume nutrients [maury2014congestion]. Therefore, in our models, we expect boundaries are more likely to be unstable when λ\lambda is large. When the in vitro is coupled with the cell density model (2.2), equation (2.13) writes

(2.14a) Δc+λρc=0,\displaystyle-\Delta c+\lambda\rho c=0,\qquad forxD(t),\displaystyle\text{for}\quad x\in D(t),
(2.14b) c=cB,\displaystyle c=c_{B},\qquad forx2D(t).\displaystyle\text{for}\quad x\in\mathbb{R}^{2}\setminus D(t).

By considering the incompressible limit of the density model (sending mm\rightarrow\infty), and concern patch solutions ρ=χD\rho_{\infty}=\chi_{D_{\infty}}. Equation (2.14) tends to:

(2.15a) Δc+λc=0,\displaystyle-\Delta c+\lambda c=0,\qquad forxD(t),\displaystyle\text{for}\quad x\in D_{\infty}(t),
(2.15b) c=cB,\displaystyle c=c_{B},\qquad forx2D(t).\displaystyle\text{for}\quad x\in\mathbb{R}^{2}\setminus D_{\infty}(t).

For the in vivo model, the consumption of nutrients within the tumor region (where ρ>0\rho>0) remains the same as in the in vitro model. However, in the in vivo model, the nutrients are provided by vessels of the healthy tissue surrounding the tumor, while the healthy tissue consumes nutrients as well. This leads to the nutrient supply outside the tumor being determined by the concentration difference from the background, cBcc_{B}-c, with a positive coefficient λ~\tilde{\lambda}. Mathematically, the overall function Ψ(ρ,c)\Psi(\rho,c) is written as Ψ(ρ,c)=λρcχDλ~(cBc)χDc\Psi(\rho,c)=\lambda\rho c\cdot\chi_{D}-\tilde{\lambda}(c_{B}-c)\cdot\chi_{D^{c}}. For simplicity, we set λ~=1\tilde{\lambda}=1 and λ>0\lambda>0. Note that this expression guarantees the nutrient concentration reaches cBc_{B} at the far field. A more detailed discussion of this issue can be found in [chatelain2011emergence, jagiella2012parameterization].

With the same reason as the previous case, by taking mm\rightarrow\infty in the density model and concerning patch solutions, we get the in vivo nutrient equations for the limit free boundary model,

(2.16a) Δc+λc=0,\displaystyle-\Delta c+\lambda c=0,\qquad forxD(t),\displaystyle\text{for}\quad x\in D_{\infty}(t),
(2.16b) Δc=cBc,\displaystyle-\Delta c=c_{B}-c,\qquad forx2D(t).\displaystyle\text{for}\quad x\in\mathbb{R}^{2}\setminus D_{\infty}(t).

Moreover, we need to emphasize that the in vivo we refer to is different from the previous articles (see, e.g., [cristini2003nonlinear]) in which in vivo corresponds to the vascularization inside the tumor.

The uneven growth phenomena in the tumor models are conjectured due to the non-uniform distribution of nutrients [maury2014congestion]. More precisely, in contrast to the fingertips region, the nutrient is inadequate around the valley since more cells consume nutrients there. Consequently, the tissue around the tips grows faster than the valleys, and therefore instability occurs. In the in vitro model, the concentration of the nutrient will match the background concentration cBc_{B} at the boundary regardless of the regions. However, for the in vivo model, the nutrient is directly available only from healthy tissue; this regime will enlarge the concentration difference at the tips and valleys. Therefore, we expect tumor borders are more prone to grow unevenly in the in vivo models, in particular when the consumption rate λ\lambda is relatively large.

2.2. Analytic solutions

Starting from this section, we focus on the mesa limit free boundary models. Therefore, for simplicity of the notations, we drop the free boundary models’ subscripts and use D(t)D(t), ρ\rho, and pp to denote the tumoral region, cell density, and pressure in the limit model. On the other hand, through this paper, we use IjI_{j} and KjK_{j} (jj\in\mathbb{N}) to denote the second kind of modified Bessel functions, their definitions and basic properties are reviewed in Appendix LABEL:sec:Properties_of_Bessel_functions.

The models introduced in Section 2.1 have been studied in [liu2018analysis] when λ=1\lambda=1. In particular, the authors derived 2D2D radially symmetric solutions for the free boundary models, which are coupled with either the in vitro or the in vivo model. Moreover, their computation yields that as the radius of the tumor tends to infinity, the boundary velocity tends to be a finite constant. In other words, the radially symmetric solutions converge to traveling wave solutions.

For self-consistency, we recall the derivation of the radially symmetric solutions in [liu2018analysis] in this section. Besides that we also derive the traveling wave solutions for the two nutrient models and verify that they are indeed the limit of the radially symmetric solutions as radius goes to infinity. The analytical solutions in this section will serve as the cornerstone of subsequent perturbation analysis. Now, we begin with the traveling wave scenario.

2.2.1. traveling plane solution for the in vitro model

For solving two-dimensional traveling wave solutions, we fix the traveling front at ξ=xσt=0\xi=x-\sigma t=0, where σ\sigma stands for the traveling speed and will be determined later. Without loss of generality, let the tumoral region be the left half plane, that is D(t)={(ξ,y)|ξ0}D(t)=\left\{(\xi,y)|\xi\leqslant 0\right\}. One can easily see that in the unperturbed two-dimensional problem, to find its solution reduces to solve a one-dimensional problem. Moreover, we disclose that the variable yy will serve as the perturbation parameter in the perturbation problems, which will be investigated later. The one dimensional problem writes:

(2.17a) 2ξc+λc=0,\displaystyle-\partial^{2}_{\xi}c+\lambda c=0,\qquad forξ0,\displaystyle\text{for}\quad\xi\leqslant 0,
(2.17b) c=cB,\displaystyle c=c_{B},\qquad atξ=0,\displaystyle\text{at}\quad\xi=0,
in addition, we also assume the concentration of nutrient vanish at the center of tumor, that is
(2.17c) c(ξ)=0,forξ=.c(\xi)=0,\qquad\text{for}\quad\xi=-\infty.

And the equations for pressure p(ξ,y)p(\xi,y), i.e., (2.9) and (2.10) reads

(2.18a) 2ξp=G0c,\displaystyle-\partial^{2}_{\xi}p=G_{0}c,\qquad forξ0,\displaystyle\text{for}\quad\xi\leqslant 0,
(2.18b) p=0,\displaystyle p=0,\qquad forξ0,\displaystyle\text{for}\quad\xi\geqslant 0,
and traveling speed is given by
(2.18c) σ=ξp(0).\sigma=-\partial_{\xi}p(0).
Since the gradient of the pressure is always equal to zero at the center of the tumor, we also have
(2.18d) ξp(ξ)=0,forξ=.\partial_{\xi}p(\xi)=0,\qquad\text{for}\quad\xi=-\infty.

By solving (2.17) we get

(2.19) c=cBeλξ,forξ0,c=c_{B}e^{\sqrt{\lambda}\xi},\qquad\text{for}\quad\xi\leqslant 0,

plug the above expression into (2.18) to solve for pp and get:

(2.20) p(ξ)=G0cBλeλξ+G0cBλforξ0.p(\xi)=-\frac{G_{0}c_{B}}{\lambda}e^{\sqrt{\lambda}\xi}+\frac{G_{0}c_{B}}{\lambda}\qquad\text{for}\quad\xi\leqslant 0.

Then, we can further find the traveling speed

(2.21) σ=ξp(0)=G0cBλ.\sigma=-\partial_{\xi}p(0)=\frac{G_{0}c_{B}}{\sqrt{\lambda}}.

2.2.2. traveling plane solution for the in vivo model

For the in vivo model, the only difference from the in vitro model is the equations for c(ξ,y)c(\xi,y) are replaced by

(2.22a) 2ξc+λc=0,\displaystyle-\partial^{2}_{\xi}c+\lambda c=0,\qquad forξ0,\displaystyle\text{for}\quad\xi\leqslant 0,
(2.22b) 2ξc=cBc,\displaystyle-\partial^{2}_{\xi}c=c_{B}-c,\qquad forξ0,\displaystyle\text{for}\quad\xi\geqslant 0,
(2.22c) c(ξ)=0,\displaystyle c(\xi)=0,\qquad forξ=.\displaystyle\text{for}\quad\xi=-\infty.
in addition, cc and ξc\partial_{\xi}c are both continuous at the boundary of the tumor, that is
(2.22d) c(0)=c(0+)andξc(0)=ξc(0+).c(0^{-})=c(0^{+})\quad\text{and}\quad\partial_{\xi}c(0^{-})=\partial_{\xi}c(0^{+}).

And the pressure pp still satisfies (2.18).

By solving (2.22) we get

(2.23) c(ξ)={cBλ+1eλξ=defc(i)(ξ)forξ0,λcBλ+1eξ+cB=defc(o)(ξ)forξ0.c(\xi)=\left\{\begin{array}[]{rcr}\frac{c_{B}}{\sqrt{\lambda}+1}e^{\sqrt{\lambda}\xi}\stackrel{{\scriptstyle\scriptscriptstyle\textup{def}}}{{=}}c^{\text{(i)}}(\xi)&\text{for}\quad\xi\leqslant 0,\\ -\frac{\sqrt{\lambda}c_{B}}{\sqrt{\lambda}+1}e^{-\xi}+c_{B}\stackrel{{\scriptstyle\scriptscriptstyle\textup{def}}}{{=}}c^{\text{(o)}}(\xi)&\text{for}\quad\xi\geqslant 0.\\ \end{array}\right.

and plug the above expression into (2.18) to derive pp and get

(2.24) p(ξ)=G0cBλ(λ+1)eλξ+G0cBλ(λ+1)forξ0.p(\xi)=-\frac{G_{0}c_{B}}{\lambda(\sqrt{\lambda}+1)}e^{\sqrt{\lambda}\xi}+\frac{G_{0}c_{B}}{\lambda(\sqrt{\lambda}+1)}\qquad\text{for}\quad\xi\leqslant 0.

And the boundary speed is given by

(2.25) σ=ξp(0)=G0cBλ+λ.\sigma=-\partial_{\xi}p(0)=\frac{G_{0}c_{B}}{\lambda+\sqrt{\lambda}}.

By now, we have finished the derivation for the traveling wave solutions. In the next two subsections, we recall the derivation for the radially symmetric scenario in [liu2018analysis] and verify that the boundary speeds converge to the traveling waves’ for the corresponding nutrient regime.

2.2.3. 2D radially symmetric model for the in vitro model

For the radially symmetric free boundary model, the tumoral region becomes D(t)=𝔹R(t)(0)D(t)=\mathbb{B}_{R(t)}(0) (a disk centered at origin with radius RR). In this case, we employ polar coordinates (r,θ)(r,\theta), and we can conclude that the solutions are independent of θ\theta by symmetry. However the variable θ\theta will play an important role in the perturbed problem, which will be seen in the later sections. Thus, for the free boundary model with nutrients governed by the in vitro model, equation (2.15) can be further written as

(2.26a) 1rr(rrc)+λc=0,\displaystyle-\frac{1}{r}\partial_{r}(r\partial_{r}c)+\lambda c=0,\qquad forrR(t),\displaystyle\text{for}\quad r\leqslant R(t),
(2.26b) c=cB,\displaystyle c=c_{B},\qquad forrR(t).\displaystyle\text{for}\quad r\geqslant R(t).

And the equations for pressure pp (2.9) and (2.10) reads

(2.27a) 1rr(rrp)=G0c\displaystyle-\frac{1}{r}\partial_{r}(r\partial_{r}p)=G_{0}c\qquad forrR(t),\displaystyle\text{for}\quad r\leqslant R(t),
(2.27b) p=0,\displaystyle p=0,\qquad forrR(t),\displaystyle\text{for}\quad r\geqslant R(t),
(2.27c) σ(R(t))=rp(R(t)),\displaystyle\sigma(R(t))=-\partial_{r}p(R(t)),\qquad on𝔹R(0).\displaystyle\text{on}\quad\partial\mathbb{B}_{R}(0).
And by symmetry, we also require
(2.27d) rp(0)=0.\partial_{r}p(0)=0.

By solving (2.26) we get

(2.28) c(r,t)=cBI0(λr)I0(λR)forrR(t).c(r,t)=c_{B}\frac{I_{0}(\sqrt{\lambda}r)}{I_{0}(\sqrt{\lambda}R)}\qquad\text{for}\quad r\leqslant R(t).

Plug the above expression into (2.27) to solve for pp, and we get:

(2.29) p(r,t)=G0cBλI0(λR(t))I0(λr)+G0λcBforrR(t).p(r,t)=-\frac{G_{0}c_{B}}{\lambda I_{0}(\sqrt{\lambda}R(t))}I_{0}(\sqrt{\lambda}r)+\frac{G_{0}}{\lambda}c_{B}\qquad\text{for}\quad r\leqslant R(t).

And the boundary velocity is given by

(2.30) R˙=σ(R(t))=pr(R(t))=G0cBI1(λR)λI0(λR).\dot{R}=\sigma(R(t))=-\frac{\partial p}{\partial r}(R(t))=\frac{G_{0}c_{B}I_{1}(\sqrt{\lambda}R)}{\sqrt{\lambda}I_{0}(\sqrt{\lambda}R)}.

Note that as R(t)R(t)\rightarrow\infty the speed limit is G0cBλ\frac{G_{0}c_{B}}{\sqrt{\lambda}}, which recovers the speed for the traveling wave solution (2.21).

2.2.4. 2D radially symmetric model for the in vivo model

The computation is similar to the previous case, except that the equations for nutrient are replaced by

(2.31a) 1rr(rrc)+λc=0,\displaystyle-\frac{1}{r}\partial_{r}(r\partial_{r}c)+\lambda c=0,\qquad forrR(t),\displaystyle\text{for}\quad r\leqslant R(t),
(2.31b) 1rr(rrc)=cBc,\displaystyle-\frac{1}{r}\partial_{r}(r\partial_{r}c)=c_{B}-c,\qquad forrR(t).\displaystyle\text{for}\quad r\geqslant R(t).

By solving above two equations and using the continuity of both cc and rc\partial_{r}c at R(t)R(t), we get

(2.32) c(r,t)={cBa0(R)I0(λr)=defc(i)(r,t),forrR(t),cB(1+b0(R)K0(r))=defc(o)(r,t),forrR(t),c(r,t)=\left\{\begin{array}[]{rcr}c_{B}a_{0}(R)I_{0}(\sqrt{\lambda}r)\stackrel{{\scriptstyle\scriptscriptstyle\textup{def}}}{{=}}c^{\text{(i)}}(r,t),&\text{for}\quad r\leqslant R(t),\\ c_{B}(1+b_{0}(R)K_{0}(r))\stackrel{{\scriptstyle\scriptscriptstyle\textup{def}}}{{=}}c^{\text{(o)}}(r,t),&\text{for}\quad r\geqslant R(t),\\ \end{array}\right.

where a0a_{0} and b0b_{0} are given by

(2.33a) a0(R)\displaystyle a_{0}(R) =K1(R)λK0(R)I1(λR)+K1(R)I0(λR)=defK1(R)C(R),\displaystyle=\frac{K_{1}(R)}{\sqrt{\lambda}K_{0}(R)I_{1}(\sqrt{\lambda}R)+K_{1}(R)I_{0}(\sqrt{\lambda}R)}\stackrel{{\scriptstyle\scriptscriptstyle\textup{def}}}{{=}}\frac{K_{1}(R)}{C(R)},
(2.33b) b0(R)\displaystyle b_{0}(R) =λI1(R)λK0(R)I1(λR)+K1(R)I0(λR)=defλI1(R)C(R).\displaystyle=-\frac{\sqrt{\lambda}I_{1}(R)}{\sqrt{\lambda}K_{0}(R)I_{1}(\sqrt{\lambda}R)+K_{1}(R)I_{0}(\sqrt{\lambda}R)}\stackrel{{\scriptstyle\scriptscriptstyle\textup{def}}}{{=}}-\frac{\sqrt{\lambda}I_{1}(R)}{C(R)}.

Then from the pressure equations (2.27), we can solve and get

(2.34) p(r,t)=G0cBλa0(R)I0(λr)+G0cBλa0(R)I0(λR),forrR(t).p(r,t)=-\frac{G_{0}c_{B}}{\lambda}a_{0}(R)I_{0}(\sqrt{\lambda}r)+\frac{G_{0}c_{B}}{\lambda}a_{0}(R)I_{0}(\sqrt{\lambda}R),\qquad\text{for}\quad r\leqslant R(t).

And the velocity of the boundary is given by

(2.35) R˙=σ(R(t))=G0cBK1(R)I1(λR)λK0(R)I1(λR)+λK1(R)I0(λR)G0cBI1(λR)λI0(λR),\dot{R}=\sigma(R(t))=\frac{G_{0}c_{B}K_{1}(R)I_{1}(\sqrt{\lambda}R)}{\lambda K_{0}(R)I_{1}(\sqrt{\lambda}R)+\sqrt{\lambda}K_{1}(R)I_{0}(\sqrt{\lambda}R)}\leqslant\frac{G_{0}c_{B}I_{1}(\sqrt{\lambda}R)}{\sqrt{\lambda}I_{0}(\sqrt{\lambda}R)},

which implies that the speed in the in vivo model is slower than that in the in vitro model. Again, by sending RR\rightarrow\infty, we get the limiting speed for the in vivo model is cBG0λ+λ\frac{c_{B}G_{0}}{\lambda+\sqrt{\lambda}}, which recovers the speed for the traveling wave in (2.25).

3. Framework of the perturbation analysis

We devote this section to establishing the general framework of our asymptotic analysis. Such analysis involves classical techniques which was originally developed by Mullins et al. in [mullins1963morphological] and widely used in [cristini2003nonlinear, macklin2007nonlinear, pham2018nonlinear, turian2019morphological, lu2020complex, lu2022nonlinear], whereas we present it as generic methodology which in theory can be applied to other problems as well.

We divide our analysis into three parts as follows.

3.1. Perturbation of the boundary

We study the perturbation of two kinds of boundaries, the radial boundary and the front of traveling waves, and the relationship between them. In either case, we have a proper coordinate system denoted as (ζ,ϑ)(\zeta,\vartheta). For simplicity, we assume the boundary profile is a curve 𝒪t2\mathcal{O}_{t}\subseteq\mathbb{R}^{2}, which can be parameterized by the variable ϑ\vartheta in the following form:

(3.1) 𝒪t(ϑ)={(ζ,ϑ)|ζ=𝒵(t,ϑ),ϑ}\mathcal{O}_{t}(\vartheta)=\left\{(\zeta,\vartheta)|\zeta=\mathcal{Z}(t,\vartheta),\vartheta\in\mathcal{R}\right\}

with some contour index function 𝒵(t,ϑ)\mathcal{Z}(t,\vartheta) and range \mathcal{R}.

For the radial case, the unperturbed tumor region at time tt is given by a disk with radius R(t)R(t), that is D(t)=𝔹R(t)D(t)=\mathbb{B}_{R(t)}. In this case, equations and functions are naturally presented in terms of the polar coordinate. Therefore, (ζ,ϑ)=(r,θ)(\zeta,\vartheta)=(r,\theta) and =[π,π)\mathcal{R}=\left[-\pi,\pi\right). Further more, the tumor boundary at time tt can be written as:

(3.2) t(θ)={(r,θ)|r=R(t),θ[π,π)}.\mathcal{B}_{t}(\theta)=\left\{(r,\theta)|r=R(t),\theta\in\left[-\pi,\pi\right)\right\}.

For the traveling wave case, we employ the Euler coordinate (ξ,y)(\xi,y) (where ξ=xσt\xi=x-\sigma t). In this case, the tumor region is a half plane with a moving front. We fix the front (propagate to the right) at ξ=0\xi=0 with traveling speed σ\sigma, and the tumor region, therefore, become D(t)={(ξ,y)|ξ0}D(t)=\left\{(\xi,y)|\xi\leqslant 0\right\}. Then, we write the traveling front more clearly in the parameter curve form:

(3.3) (y)={(ξ,y)|ξ=0,y}.\mathcal{B}(y)=\left\{(\xi,y)|\xi=0,y\in\mathbb{R}\right\}.

For the purpose of introducing perturbation method in a general framework, we combine the two scenarios above in the following unified notations. Let D(t)D(t) still presents the tumor region at time tt; and the boundary curve writes

(3.4) t(ϑ)={(ζ,ϑ)|ζ=Z(t),ϑ}.\mathcal{B}_{t}(\vartheta)=\left\{(\zeta,\vartheta)|\zeta=Z(t),\vartheta\in\mathcal{R}\right\}.

Moreover, any point BtB\in\mathcal{B}_{t} can be presented as B(Z,ϑ)B(Z,\vartheta_{*}) for some ϑ\vartheta_{*}\in\mathcal{R}. Note that in either case above, the index function Z(t)Z(t) is independent on the parameter variable ϑ\vartheta. More precisely, for the radial case Z(t)=R(t)Z(t)=R(t), and (3.4) stands for (3.2); for the traveling wave case, (3.4) stands for (3.3) with Z(t)Z(t) takes constant value 0.

Next, we add a small perturbation to the two kinds of boundaries. From the parameterization representation point of view, the perturbation replaces the boundary curve (3.4) by:

(3.5) ~t(ϑ)={(ζ,ϑ)|ζ=Z(t)+δ(t)𝒫(ϑ),ϑ},\tilde{\mathcal{B}}_{t}(\vartheta)=\left\{(\zeta,\vartheta)|\zeta=Z(t)+\delta(t)\mathcal{P}(\vartheta),\vartheta\in\mathcal{R}\right\},

where δ(t)1\delta(t)\ll 1 stands for the amplitude of the perturbation, and 𝒫(ϑ)\mathcal{P}(\vartheta) characterizes the perturbation profile. Thus, the perturbed boundary at time tt is still parameterized by the variable ϑ\vartheta. Intuitively, (3.5) means that the perturbation will push the point (Z,ϑ)t(Z,\vartheta_{*})\in\mathcal{B}_{t} to (Z+δ𝒫(ϑ),ϑ)~t(Z+\delta\mathcal{P}(\vartheta_{*}),\vartheta_{*})\in\tilde{\mathcal{B}}_{t} for any ϑ\vartheta_{*}\in\mathcal{R}. Note that the perturbation form (3.5)\eqref{eqn:boundary perturbation} enables the evolution of the perturbation term to reduce to the evolution of the amplitude function δ(t)\delta(t) while its spatial profile persists. Such an ansatz with temporal and spatial degrees of freedom separated makes sense only when the profile function represents a typical model of a general classical of contours. In the next, we explain how to choose the perturbation profiles in the two cases.

In the radial symmetry case, the profile 𝒫(θ)\mathcal{P}(\theta) is parameterized by θ[π,π)\theta\in[-\pi,\pi) and it can be expressed as a Fourier expansions in general. In particular, for the single wave perturbation with wave number ll, 𝒫(θ)\mathcal{P}(\theta) takes the form of:

(3.6) 𝒫(θ)=C1coslθ+C2sinlθ,withl+,\mathcal{P}(\theta)=C_{1}\cos{l\theta}+C_{2}\sin{l\theta},\quad\text{with}\quad l\in\mathbb{N}^{+},

where C1,C2C_{1},C_{2} are constant coefficients. Note that by rotating the coordinate system and rescaling on δ(t)\delta(t), without loss of generality we can simply take

(3.7) 𝒫(θ)=coslθ=def𝒫l(θ).\mathcal{P}(\theta)=\cos{l\theta}\stackrel{{\scriptstyle\scriptscriptstyle\textup{def}}}{{=}}\mathcal{P}_{l}(\theta).

For the traveling wave case, the profile is parameterized by yy\in\mathbb{R}. By a similar reason to the radial case, we can simply consider

(3.8) 𝒫l(y)=cosly,withl+,\mathcal{P}_{l}(y)=\cos{ly},\quad\text{with}\quad l\in\mathbb{R}^{+},

otherwise we can just shift the profile along yy-axis.

It is important to note that for the perturbation of the traveling wave, we are actually allowed to take 𝒫(y)=cosly\mathcal{P}(y)=\cos{ly} with l+l\in\mathbb{R}^{+}. However, only integer frequencies perturbation are reasonable for the radial case, since 𝒫(θ)\mathcal{P}(\theta) has to be a 2π2\pi-periodic function.

3.2. Solutions after perturbation

Let D~(t)\tilde{D}(t), enclosed by ~t\tilde{\mathcal{B}}_{t}, denote the tumoral region after the perturbation. Then the perturbed functions (c~,p~,ρ~)(\tilde{c},\tilde{p},\tilde{\rho}) satisfy the equations (boundary conditions will be specified in the next subsection):

(3.9a) Δc~+Ψ(ρ~,c~)=0,\displaystyle-\Delta\tilde{c}+\Psi(\tilde{\rho},\tilde{c})=0,\qquad on2,\displaystyle\text{on}\quad\mathbb{R}^{2},
(3.9b) Δp~=G0c~,\displaystyle-\Delta\tilde{p}=G_{0}\tilde{c},\qquad inD~(t),\displaystyle\text{in}\quad\tilde{D}(t),
recall that Ψ(ρ~,c~)\Psi(\tilde{\rho},\tilde{c}) reads (2.15) in the in vitro model and (2.16) in the in vivo model.

When the boundary perturbation vanishes, (3.9) reduce to the the unperturbed problem, where the solutions are given in a closed-form. In the presence of the boundary perturbation, we still have ρ~=χD~\tilde{\rho}=\chi_{\tilde{D}} since it remains as a patch, but the solution to c~\tilde{c} and p~\tilde{p} are no longer available. However, we can alternatively seek asymptotic solutions of c~\tilde{c} and p~\tilde{p} with respect to δ\delta, while the condition ρ~=χD~\tilde{\rho}=\chi_{\tilde{D}} help to linearize the calculation. We elaborate the asymptotic analysis procedures as follows.

Firstly, corresponding to the small perturbation (3.5), we have the following asymtotic expansion with respect to the small value δ\delta:

(3.10a) c~(ζ,ϑ,t)\displaystyle\tilde{c}(\zeta,\vartheta,t) =c0(ζ,t)+δc1(ζ,ϑ,t)+O(δ2),\displaystyle=c_{0}(\zeta,t)+\delta c_{1}(\zeta,\vartheta,t)+O(\delta^{2}),
(3.10b) p~(ζ,ϑ,t)\displaystyle\tilde{p}(\zeta,\vartheta,t) =p0(ζ,t)+δp1(ζ,ϑ,t)+O(δ2).\displaystyle=p_{0}(\zeta,t)+\delta p_{1}(\zeta,\vartheta,t)+O(\delta^{2}).

Since the perturbation scale is assumed to be very small, i.e., δ1\delta\ll 1, the behavior of the perturbed solutions are dominated by the unperturbed ones. Thus, the leading order terms c0(ζ,t)c_{0}(\zeta,t) and p0(ζ,t)p_{0}(\zeta,t) take the same expression as the solutions without perturbation, which have been solved in Section 2.2. On the other hand, the main response corresponding to the perturbation are captured by the first-order terms c1(ζ,ϑ,t)c_{1}(\zeta,\vartheta,t) and p1(ζ,ϑ,t)p_{1}(\zeta,\vartheta,t). Note that besides variable ζ\zeta they depend on ϑ\vartheta as well.

We continue to investigate the structures of c1c_{1} and p1p_{1} when the perturbation profile (3.5) is given by 𝒫(ϑ)=𝒫l(ϑ)\mathcal{P}(\vartheta)=\mathcal{P}_{l}(\vartheta), here 𝒫l(ϑ)\mathcal{P}_{l}(\vartheta) presents (3.7) or (3.8) in the respective case. In either case, the perturbed tumoral region D~\tilde{D} still possess a symmetry, or periodicity, respect to the parameter ϑ\vartheta (θ\theta for the radial case and yy for the traveling wave case). Then we have following conclusion for the perturbed solutions (c~,p~)(\tilde{c},\tilde{p}).

Lemma 3.1.

If the perturbed solutions are unique, then they must process the same periodicity as the boundary geometry.

Proof.

For either scenario, the front of traveling wave or radially symmetric boundary, we assume the boundary has periodicity ϑ\vartheta^{*}. Then, with respect to (3.5) we have:

(3.11) ζ(ϑ)=ζ(ϑ+ϑ),\zeta(\vartheta)=\zeta(\vartheta+\vartheta^{*}),

where ζ(ϑ)=defZ(t)+δ𝒫(ϑ)\zeta(\vartheta)\stackrel{{\scriptstyle\scriptscriptstyle\textup{def}}}{{=}}Z(t)+\delta\mathcal{P}(\vartheta). For 𝒫(ϑ)=coslϑ\mathcal{P}(\vartheta)=\cos{l\vartheta}, ϑ\vartheta^{*} is given by ϑ=2πl\vartheta^{*}=\frac{2\pi}{l}. We define the translation operator τϑ(ζ,ϑ):(ζ,ϑ)(ζ,ϑ+ϑ)\tau_{\vartheta^{*}}(\zeta,\vartheta):(\zeta,\vartheta)\mapsto(\zeta,\vartheta+\vartheta^{*}). One can easily observe that the nutrient equations (for either in vitro or in vivo) and the pressure equation are both invariant under τϑ\tau_{\vartheta^{*}} since the operator simply corresponds to a translation or a rotation, and diffusion operator is isotropic. Moreover, the boundary geometry and boundary conditions remain the same under the operator τϑ\tau_{\vartheta^{*}} as well. Thus, the uniqueness of the solution yield that the unique solutions cc^{*} and pp^{*} must possess the same periodicity as the boundary geometry. That is,

(3.12a) c(ζ,ϑ)\displaystyle c^{*}(\zeta,\vartheta) =c(τϑ(ζ,ϑ)),\displaystyle=c^{*}(\tau_{\vartheta^{*}}(\zeta,\vartheta)),
(3.12b) p(ζ,ϑ)\displaystyle p^{*}(\zeta,\vartheta) =p(τϑ(ζ,ϑ)).\displaystyle=p^{*}(\tau_{\vartheta^{*}}(\zeta,\vartheta)).

According to the above lemma, to be consistent with the boundary’s periodicity, we expand c1(ζ,ϑ,t)c_{1}(\zeta,\vartheta,t) and p1(ζ,ϑ,t)p_{1}(\zeta,\vartheta,t) as Fourier series, and (3.10) can be further written as:

(3.13a) c~(ζ,ϑ,t)\displaystyle\tilde{c}(\zeta,\vartheta,t) =c0(ζ,t)+δ(t)Σk=1c1k(ζ,t)𝒫lk(ϑ)+O(δ2),\displaystyle=c_{0}(\zeta,t)+\delta(t)\Sigma_{k=1}^{\infty}c_{1}^{k}(\zeta,t)\mathcal{P}_{l}^{k}(\vartheta)+O(\delta^{2}),
(3.13b) p~(ζ,ϑ,t)\displaystyle\tilde{p}(\zeta,\vartheta,t) =p0(ζ,t)+δ(t)Σk=1p1k(ζ,t)𝒫lk(ϑ)+O(δ2),\displaystyle=p_{0}(\zeta,t)+\delta(t)\Sigma_{k=1}^{\infty}p_{1}^{k}(\zeta,t)\mathcal{P}_{l}^{k}(\vartheta)+O(\delta^{2}),
where 𝒫lk(ϑ)=cosklϑ\mathcal{P}_{l}^{k}(\vartheta)=\cos{kl\vartheta}.

In the above expansions, c1k(ζ,t)c_{1}^{k}(\zeta,t) and p1k(ζ,t)p_{1}^{k}(\zeta,t) (with k+k\in\mathbb{N}^{+}) serve as the Fourier coefficients with O(1)O(1). From the calculation in the later sections (Section 4.2 and Section LABEL:sec:Radial_The_detailed_calculations_for_the_two_nutrient_regimes), we will see that only c11c_{1}^{1} and p11p_{1}^{1}, the coefficients of the wave number that is the same as the perturbation, do not vanish. Therefore, it suffices to keep the first term in the series (3.13) and drop the superscript in c11c_{1}^{1}, p11p_{1}^{1} and, 𝒫l1\mathcal{P}_{l}^{1} . Thus, (3.13) writes

(3.14a) c~(ζ,ϑ,t)\displaystyle\tilde{c}(\zeta,\vartheta,t) =c0(ζ,t)+δ(t)c1(ζ,t)𝒫l(ϑ)+O(δ2),\displaystyle=c_{0}(\zeta,t)+\delta(t)c_{1}(\zeta,t)\mathcal{P}_{l}(\vartheta)+O(\delta^{2}),
(3.14b) p~(ζ,ϑ,t)\displaystyle\tilde{p}(\zeta,\vartheta,t) =p0(ζ,t)+δ(t)p1(ζ,t)𝒫l(ϑ)+O(δ2).\displaystyle=p_{0}(\zeta,t)+\delta(t)p_{1}(\zeta,t)\mathcal{P}_{l}(\vartheta)+O(\delta^{2}).

In the traveling wave case, the dependency of tt can be removed for the terms cjc_{j} and pjp_{j} (j={0,1}j=\left\{0,1\right\}), since the unperturbed tumor boundary do not evolve in time. Finally, by plugging the expansion (3.14) into (3.9) and collect the first order terms we get

(3.15a) Δ(c1(ζ,t)𝒫l(ϑ))+λc1(ζ,t)𝒫l(ϑ)=0,\displaystyle-\Delta(c_{1}(\zeta,t)\mathcal{P}_{l}(\vartheta))+\lambda c_{1}(\zeta,t)\mathcal{P}_{l}(\vartheta)=0,\qquad inD~(t),\displaystyle\text{in}\quad\tilde{D}(t),
(3.15b) Δ(p1(ζ,t)𝒫l(ϑ))=G0(c1(ζ,t)𝒫l(ϑ)),\displaystyle-\Delta(p_{1}(\zeta,t)\mathcal{P}_{l}(\vartheta))=G_{0}(c_{1}(\zeta,t)\mathcal{P}_{l}(\vartheta)),\qquad inD~(t),\displaystyle\text{in}\quad\tilde{D}(t),
for either nutrient regime. In addition, for the in vivo model c1c_{1} also satisfies
(3.15c) Δ(c1(ζ,t)𝒫l(ϑ))+c1(ζ,t)𝒫l(ϑ)=0,in2D~(t).-\Delta(c_{1}(\zeta,t)\mathcal{P}_{l}(\vartheta))+c_{1}(\zeta,t)\mathcal{P}_{l}(\vartheta)=0,\qquad\text{in}\quad\mathbb{R}^{2}\setminus\tilde{D}(t).

where we used the fact that the zero order terms satisfy (3.9). By solving (3.15), one can get the solutions of c1c_{1} and p1p_{1} for the respective models. Note that (3.15) implies the expression of c1c_{1} and p1p_{1} depend on the wave number ll. The detailed computation will be carried out for the specific cases in the later sections.

3.3. Match the boundary condition

In the last part of this section, we explain how to determine the particular solutions of c1c_{1} and p1p_{1} by matching the boundary conditions. We also show that by using the expression of p1p_{1}, one can determine the evolution of the perturbation magnitude.

In this section, we always assume the perturbation profile 𝒫(ϑ)\mathcal{P}(\vartheta) is given by 𝒫l(ϑ)\mathcal{P}_{l}(\vartheta). And note that given tt for any ϑ\vartheta\in\mathcal{R}, (Z+δ𝒫l(ϑ),ϑ)(Z+\delta\mathcal{P}_{l}(\vartheta),\vartheta) presents a point on the perturbed boundary ~t\tilde{\mathcal{B}}_{t}, which is originally at the position (Z,ϑ)t(Z,\vartheta)\in\mathcal{B}_{t}. Recall that c0c_{0} and c1c_{1} (similarly for p0p_{0} and p1p_{1}) only depend on the variable ζ\zeta in space, and the unperturbed boundary t\mathcal{B}_{t} is characterized as the contour of ζ\zeta with level set index Z(t)Z(t) (see (3.4)).

Since the analytical solutions are not available for the perturbed problem, it is not practical to enforce the boundary conditions in the precise way. Instead, since we seek the first order perturbation solutions due to the boundary variation, we can approximately match the the perturbed solutions at the perturbed boundary up to O(δ2)O(\delta^{2}) error with the their evaluations at the unperturbed boundary.

For the in vitro model, the perturbed solution c~\tilde{c} satisfies the boundary condition:

(3.16) c~=cB,at~t.\tilde{c}=c_{B},\quad\text{at}\quad\tilde{\mathcal{B}}_{t}.

Thus by using expansion (3.14a), we can evaluate c~\tilde{c} at the perturbed boundary point (Z+δ𝒫l(ϑ),ϑ)(Z+\delta\mathcal{P}_{l}(\vartheta),\vartheta) to get

(3.17) c~(Z+δ𝒫l(ϑ),ϑ,t)\displaystyle\tilde{c}(Z+\delta\mathcal{P}_{l}(\vartheta),\vartheta,t) =c0(Z+δ𝒫l(ϑ),t)+δc1(Z+δ𝒫l(ϑ),t)𝒫l(ϑ)+O(δ2)\displaystyle=c_{0}(Z+\delta\mathcal{P}_{l}(\vartheta),t)+\delta c_{1}(Z+\delta\mathcal{P}_{l}(\vartheta),t)\mathcal{P}_{l}(\vartheta)+O(\delta^{2})
=c0(Z,t)+δζc0(Z,t)𝒫l(ϑ)+δc1(Z,t)𝒫l(ϑ)+O(δ2),\displaystyle=c_{0}(Z,t)+\delta\partial_{\zeta}c_{0}(Z,t)\mathcal{P}_{l}(\vartheta)+\delta c_{1}(Z,t)\mathcal{P}_{l}(\vartheta)+O(\delta^{2}),

where we used the Taylor expansions for c0(Z+δ𝒫l,t)c_{0}(Z+\delta\mathcal{P}_{l},t) and c1(Z+δ𝒫l,t)c_{1}(Z+\delta\mathcal{P}_{l},t). By the boundary conditions of the perturbed and unperturbed problems, we have c~(Z+δ𝒫l(ϑ),ϑ,t)=c0(Z,t)=cB\tilde{c}(Z+\delta\mathcal{P}_{l}(\vartheta),\vartheta,t)=c_{0}(Z,t)=c_{B} for arbitrary ϑ\vartheta\in\mathcal{R}. Thus the zero order terms in (3.17) are canceled out, and by balancing the first order terms in (3.17) we get

(3.18) ζc0(Z,t)+c1(Z,t)=0.\partial_{\zeta}c_{0}(Z,t)+c_{1}(Z,t)=0.

While for the in vivo model, c~\tilde{c} and its normal derivative are both continuous at ~t\tilde{\mathcal{B}}_{t}. And in either kind of boundary, the normal derivative of c~(ζ,ϑ,t)\tilde{c}(\zeta,\vartheta,t) on ~t\tilde{\mathcal{B}}_{t} is given by ζc~(ζ,ϑ,t)\partial_{\zeta}\tilde{c}(\zeta,\vartheta,t) for any B~(ζ,ϑ)~t\tilde{B}(\zeta,\vartheta)\in\tilde{\mathcal{B}}_{t}. And if we decompose the solution c~\tilde{c} according to the regions as c~=c~(i)χD~+c~(o)χ2D~\tilde{c}=\tilde{c}^{\text{(i)}}\chi_{\tilde{D}}+\tilde{c}^{\text{(o)}}\chi_{\mathbb{R}^{2}\setminus\tilde{D}}, i.e., let c~(i)\tilde{c}^{\text{(i)}} denotes the nutrient solution inside the tumor, and c~(o)\tilde{c}^{\text{(o)}} presents the outside solution. Then, the continuity at the boundary yields

(3.19a) c~(i)(Z+δ𝒫l(ϑ),ϑ,t)=c~(o)(Z+δ𝒫l(ϑ),ϑ,t),\displaystyle\tilde{c}^{\text{(i)}}(Z+\delta\mathcal{P}_{l}(\vartheta),\vartheta,t)=\tilde{c}^{\text{(o)}}(Z+\delta\mathcal{P}_{l}(\vartheta),\vartheta,t),\qquad ϑ\displaystyle\forall\vartheta\in\mathcal{R}
(3.19b) ζc~(i)(Z+δ𝒫l(ϑ),ϑ,t)=ζc~(o)(Z+δ𝒫l(ϑ),ϑ,t),\displaystyle\partial_{\zeta}\tilde{c}^{\text{(i)}}(Z+\delta\mathcal{P}_{l}(\vartheta),\vartheta,t)=\partial_{\zeta}\tilde{c}^{\text{(o)}}(Z+\delta\mathcal{P}_{l}(\vartheta),\vartheta,t),\qquad ϑ,\displaystyle\forall\vartheta\in\mathcal{R},

With the same spirit of (3.17), for ζc~(Z+δ𝒫l(ϑ),ϑ,t)\partial_{\zeta}\tilde{c}(Z+\delta\mathcal{P}_{l}(\vartheta),\vartheta,t) we have

(3.20) ζc~(Z+δ𝒫l(ϑ),ϑ,t)=ζc0(Z,t)+2ζc0(Z,t)δ𝒫l(ϑ)+ζc1(Z,t)δ𝒫l(ϑ)+O(δ2).\partial_{\zeta}\tilde{c}(Z+\delta\mathcal{P}_{l}(\vartheta),\vartheta,t)=\partial_{\zeta}c_{0}(Z,t)+\partial^{2}_{\zeta}c_{0}(Z,t)\delta\mathcal{P}_{l}(\vartheta)+\partial_{\zeta}c_{1}(Z,t)\delta\mathcal{P}_{l}(\vartheta)+O(\delta^{2}).

Since c0c_{0} is the solution to the unperturbed problem (given by (2.32) or (2.23) for the respect case), c0c_{0} and c0c_{0}^{\prime} are both continuous at the unperturbed boundary t={ζ=Z(t)}\mathcal{B}_{t}=\left\{\zeta=Z(t)\right\}. More precisely,

(3.21) c0(i)(Z,t)\displaystyle c_{0}^{\text{(i)}}(Z,t) =c0(o)(Z,t),\displaystyle=c_{0}^{\text{(o)}}(Z,t),
(3.22) ζc0(i)(Z,t)\displaystyle\partial_{\zeta}c_{0}^{\text{(i)}}(Z,t) =ζc0(o)(Z,t).\displaystyle=\partial_{\zeta}c_{0}^{\text{(o)}}(Z,t).

Thus, by using the expansions (3.17) and (3.20), the boundary condition (3.19) yields

(3.23a) c1(i)(Z,t)\displaystyle c_{1}^{\text{(i)}}(Z,t) =c1(o)(Z,t),\displaystyle=c_{1}^{\text{(o)}}(Z,t),
(3.23b) 2ζc0(i)(Z,t)+ζc1(i)(Z,t)\displaystyle\partial^{2}_{\zeta}c_{0}^{\text{(i)}}(Z,t)+\partial_{\zeta}c_{1}^{\text{(i)}}(Z,t) =2ζc0(o)(Z,t)+ζc1(o)(Z,t).\displaystyle=\partial^{2}_{\zeta}c_{0}^{\text{(o)}}(Z,t)+\partial_{\zeta}c_{1}^{\text{(o)}}(Z,t).

By using (3.18) or (3.23) as the boundary condition for c1c_{1}, we can work out the particular solution of c1c_{1} in the respective cases. We mention that when the boundary is the traveling front, to carry out the full expression of c1c_{1}, we also need to use the boundary condition c1(,y)=c1(+,y)=0c_{1}(-\infty,y)=c_{1}(+\infty,y)=0 for any yy\in\mathbb{R}, which is derived from c~(,y)=0\tilde{c}(-\infty,y)=0 and c~(+,y)=cB\tilde{c}(+\infty,y)=c_{B} for any yy\in\mathbb{R}. The detail calculations will be carried out for each specific case later (Section 4.2 and Section LABEL:sec:Radial_The_detailed_calculations_for_the_two_nutrient_regimes).

In either nutrient model, the perturbed pressure solution p~\tilde{p} satisfies the boundary condition

(3.24) p~=0,at~t.\tilde{p}=0,\quad\text{at}\quad\tilde{\mathcal{B}}_{t}.

Similar to the previous calculations. By using the expansion (3.14b) to evaluate p~\tilde{p} at (Z+δ𝒫l(ϑ))~t(Z+\delta\mathcal{P}_{l}(\vartheta))\in\tilde{\mathcal{B}}_{t}, we get

(3.25) p~(Z+δ𝒫l(ϑ),ϑ,t)=p0(Z,t)+ζp0(Z,t)δ𝒫l(ϑ)+p1(Z,t)δ𝒫l(ϑ)+O(δ2).\tilde{p}(Z+\delta\mathcal{P}_{l}(\vartheta),\vartheta,t)=p_{0}(Z,t)+\partial_{\zeta}p_{0}(Z,t)\delta\mathcal{P}_{l}(\vartheta)+p_{1}(Z,t)\delta\mathcal{P}_{l}(\vartheta)+O(\delta^{2}).

The perturbed and unperturbed boundary condition yield that p~(Z+δ𝒫l(ϑ),ϑ,t)\tilde{p}(Z+\delta\mathcal{P}_{l}(\vartheta),\vartheta,t) and p0(Z,t)p_{0}(Z,t) both equal to zero. In particular, p0p_{0} as the unperturbed solution has already been solved in the Section 2.2. Thus we get

(3.26) ζp0(Z,t)+p1(Z,t)=0.\partial_{\zeta}p_{0}(Z,t)+p_{1}(Z,t)=0.

Then by using the expression of c1c_{1} (see (3.15b)) and (3.26), we can further determine the particular solution of p1p_{1}. For the traveling wave case, we also use the condition ζp1(,y)=0\partial_{\zeta}p_{1}(-\infty,y)=0 for y\forall y\in\mathbb{R}. Finally, the normal boundary speed (2.10) yields:

(3.27) d(Z(t)+δ(t)𝒫l(ϑ))dt=ζp~(Z+δ𝒫l(ϑ),ϑ,t).\frac{d(Z(t)+\delta(t)\mathcal{P}_{l}(\vartheta))}{dt}=-\partial_{\zeta}\tilde{p}(Z+\delta\mathcal{P}_{l}(\vartheta),\vartheta,t).

By plugging the expression of p~\tilde{p} into (3.27) and taking Taylor expansion for the ζ\zeta variable, we get

(3.28) dZdt+dδdt𝒫l(ϑ)=(ζp0(Z,t)+2ζp0(Z,t)δ𝒫l(ϑ)+ζp1(Z,t)δ𝒫l(ϑ)+O(δ2)).\frac{dZ}{dt}+\frac{d\delta}{dt}\mathcal{P}_{l}(\vartheta)=-\left(\partial_{\zeta}p_{0}(Z,t)+\partial^{2}_{\zeta}p_{0}(Z,t)\delta\mathcal{P}_{l}(\vartheta)+\partial_{\zeta}p_{1}(Z,t)\delta\mathcal{P}_{l}(\vartheta)+O(\delta^{2})\right).

Since the unperturbed problem yields dZdt=ζp0(Z,t)\frac{dZ}{dt}=-\partial_{\zeta}p_{0}(Z,t), the above identity can be further simplified into

(3.29) δ1dδdt=(2ζp0(Z,t)+ζp1(Z,t)+O(δ)).\delta^{-1}\frac{d\delta}{dt}=-\left(\partial^{2}_{\zeta}p_{0}(Z,t)+\partial_{\zeta}p_{1}(Z,t)+O(\delta)\right).

In the end, we determine the evolution of the perturbation magnitude by the sign of δ1dδdt\delta^{-1}\frac{d\delta}{dt}. If it is positive, then it implies the growing of the magnitude. For the radial case, Z(t)Z(t) is given by the unperturbed tumor radius R(t)R(t), therefore δ1dδdt(2rp0(R(t),t)+rp1(R(t),t))\delta^{-1}\frac{d\delta}{dt}\sim-(\partial^{2}_{r}p_{0}(R(t),t)+\partial_{r}p_{1}(R(t),t)). Note that the leading order of δ1dδdt\delta^{-1}\frac{d\delta}{dt} is independent on θ\theta, which parameterize the boundaries. While, for the traveling wave case, Z(t)=0Z(t)=0, thus δ1dδdt(2ξp0(0)+ξp1(0))\delta^{-1}\frac{d\delta}{dt}\sim-(\partial^{2}_{\xi}p_{0}(0)+\partial_{\xi}p_{1}(0)), which is independent of yy. Furthermore, under the same nutrient regime, we expect that the boundary instability of the radius case will coincide with that of the traveling wave when RR increase to infinity.

4. Stability of traveling waves in the two nutrient models

In this section, we study the boundary stability of the traveling wave front under two nutrient regimes. In Section 4.1, we establish the set up and main conclusions. In Section 4.2, we work out the expression of δ1dδdt\delta^{-1}\frac{d\delta}{dt} for the two nutrient models, which serves as the proof of Theorem 4.1. And in Section 4.3, we prove the mathematical properties of δ1dδdt\delta^{-1}\frac{d\delta}{dt} summarized in Corollary 4.2, and these properties further yield the boundary behaviors summarized in Remark 4.3.

4.1. Setup and main results

As presented in Section 3.1, in the traveling wave case we employ the Euler coordinate system (ξ,y)(\xi,y). In the absence of perturbation, the tumor boundary is defined by (3.3) with the level set index Z(t)=0Z(t)=0, and the tumor region is the left half space D(t)={(ξ,y)|ξ0}D(t)=\left\{(\xi,y)|\xi\leqslant 0\right\}. Then following the framework of Section 3, we consider the perturbation by a single wave mode:

(4.1) 𝒫l(y)=coslywithl+,\mathcal{P}_{l}(y)=\cos{ly}\qquad\text{with}\quad l\in\mathbb{R}^{+},

thus the perturbed boundary (3.5) writes:

(4.2) ~t(y)={(ξ,y)|ξ=δ(t)cosly,y},\tilde{\mathcal{B}}_{t}(y)=\left\{(\xi,y)|\xi=\delta(t)\cos{ly},y\in\mathbb{R}\right\},

and the perturbed tumor region becomes

(4.3) D~(t)={(ξ,y)|ξδ(t)cosly,y}.\tilde{D}(t)=\left\{(\xi,y)|\xi\leqslant\delta(t)\cos{ly},y\in\mathbb{R}\right\}.

Then correspond to the above perturbation, the perturbed solutions cc and pp solves (3.9). Note that we dropped the tilde of the perturbed solutions for simplicity. Further more, the perturbed solutions possess the asymptotic expansions:

(4.4a) c(ξ,y,t)\displaystyle c(\xi,y,t) =c0(ξ)+δ(t)c1(ξ,y)+O(δ2),\displaystyle=c_{0}(\xi)+\delta(t)c_{1}(\xi,y)+O(\delta^{2}),
(4.4b) p(ξ,y,t)\displaystyle p(\xi,y,t) =p0(ξ)+δ(t)p1(ξ,y)+O(δ2),\displaystyle=p_{0}(\xi)+\delta(t)p_{1}(\xi,y)+O(\delta^{2}),
where the leading order terms c0c_{0} and p0p_{0} correspond to the solution of the unperturbed problems, which have been solved in Section 2.2.1 and Section 2.2.2 for the respective nutrient model. And the first order terms c1(ξ,y,t)c_{1}(\xi,y,t) and p1(ξ,y,t)p_{1}(\xi,y,t) can be further expanded as
(4.4c) c1(ξ,y)=Σk=1c1k(ξ)coskly,\displaystyle c_{1}(\xi,y)=\Sigma_{k=1}^{\infty}c_{1}^{k}(\xi)\cos{kly},
(4.4d) p1(ξ,y)=Σk=1p1k(ξ)coskly.\displaystyle p_{1}(\xi,y)=\Sigma_{k=1}^{\infty}p_{1}^{k}(\xi)\cos{kly}.
with l+l\in\mathbb{R}^{+}, so that c1c_{1} has the same periodicity as the boundary geometry.

However, from the calculation later we will see that c1k(ξ)=p1k(ξ)=0c_{1}^{k}(\xi)=p_{1}^{k}(\xi)=0 for any k1k\neq 1.

For the in vivo model, we use the superscript (i) or (o) to denote the solution inside or outside the tumor region D~(t)\tilde{D}(t). Then according to (3.15a) and (3.15c) we have

(4.5a) Δc1(i)(ξ,y)+λc1(i)(ξ,y)=0,\displaystyle-\Delta c_{1}^{\text{(i)}}(\xi,y)+\lambda c_{1}^{\text{(i)}}(\xi,y)=0,
(4.5b) Δc1(o)(ξ,y)+c1(o)(ξ,y)=0.\displaystyle-\Delta c_{1}^{\text{(o)}}(\xi,y)+c_{1}^{\text{(o)}}(\xi,y)=0.

And by using the expansion in (3.17) and (3.20), the series form of c1(ξ,y)c_{1}(\xi,y) in (4.4c)\eqref{eqn:TW expansion of c1}, the boundary condition (3.19) yields

(4.6a) c1(i),k(0)\displaystyle c_{1}^{\text{(i)},k}(0) =c1(o),k(0),k+,\displaystyle=c_{1}^{\text{(o)},k}(0),\quad\forall k\in\mathbb{N}^{+},
(4.6b) ξc1(i),k(0)\displaystyle\partial_{\xi}c_{1}^{\text{(i)},k}(0) =ξc1(o),k(0),k2,\displaystyle=\partial_{\xi}c_{1}^{\text{(o)},k}(0),\quad\forall k\geqslant 2,
(4.6c) 2ξc0(i)(0)+ξc1(i),1(0)\displaystyle\partial^{2}_{\xi}c_{0}^{\text{(i)}}(0)+\partial_{\xi}c_{1}^{\text{(i)},1}(0) =2ξc0(o)(0)+ξc1(o),1(0).\displaystyle=\partial^{2}_{\xi}c_{0}^{\text{(o)}}(0)+\partial_{\xi}c_{1}^{\text{(o)},1}(0).
Further more, the assumptions c(,y)=0c(-\infty,y)=0 and c(+,y)=cBc(+\infty,y)=c_{B} for any yy\in\mathbb{R} yields
(4.6d) c1(i),k()=0,\displaystyle c_{1}^{\text{(i)},k}(-\infty)=0,
(4.6e) c1(o),k(+)=0,\displaystyle c_{1}^{\text{(o)},k}(+\infty)=0,
for any k+k\in\mathbb{N}^{+}.

For the in vitro model, cc presents the nutrient solution inside the tumor and equation (3.15a) writes

(4.7) Δc1(ξ,y)+λc1(ξ,y)=0,inD~(t).-\Delta c_{1}(\xi,y)+\lambda c_{1}(\xi,y)=0,\quad\text{in}\quad\tilde{D}(t).

By using (3.17) and the series expansion of c1c_{1} in (4.4c), the boundary condition (3.16) yields:

(4.8a) ζc0(0)+c11(0)=0.\displaystyle\partial_{\zeta}c_{0}(0)+c_{1}^{1}(0)=0.
(4.8b) c1k(0)=0,k2.\displaystyle c_{1}^{k}(0)=0,\quad\forall k\geqslant 2.
and similar to the in vivo model, the assumption c(,y)=0c(-\infty,y)=0 for any yy\in\mathbb{R} gives
(4.8c) c1k()=0,k+.c_{1}^{k}(-\infty)=0,\qquad\forall k\in\mathbb{N}^{+}.

Once c1(ξ,y)c_{1}(\xi,y) is determined, we can move on to the study of the first order term of pressure, i.e., p1(ξ,y)p_{1}(\xi,y). Under either nutrient regime, p1(ξ,y)p_{1}(\xi,y) satisfies the equation:

(4.9) Δp1(ξ,y)=G0c1(ξ,y),inD~(t).-\Delta p_{1}(\xi,y)=G_{0}c_{1}(\xi,y),\quad\text{in}\quad\tilde{D}(t).

By using the expansion (3.25), the series form of p1p_{1} in (4.4d), the boundary condition (3.24) yields

(4.10a) ζp0(0)+p11(0)=0,\displaystyle\partial_{\zeta}p_{0}(0)+p_{1}^{1}(0)=0,
(4.10b) p1k(0)=0,k2.\displaystyle p_{1}^{k}(0)=0,\quad\forall k\geqslant 2.
On the other hand, for the traveling wave case we require ζp(,y)=0\partial_{\zeta}p(-\infty,y)=0, which further yields ξp1(,y)=0\partial_{\xi}p_{1}(-\infty,y)=0. Therefore,
(4.10c) ξp1k()=0,fork+.\partial_{\xi}p_{1}^{k}(-\infty)=0,\qquad\text{for}\quad\forall k\in\mathbb{N}^{+}.

Once the expression of p1(ξ,y)p_{1}(\xi,y) is determined, we can further work out the expression of δ1dδdt\delta^{-1}\frac{d\delta}{dt} for the two nutrient regimes, which determines the evolution of the perturbation amplitude. Now we establish the main conclusions, and the details of the calculation will be left to the next subsection.

Theorem 4.1.

Given growing rate G0>0G_{0}>0, background concentration cB>0c_{B}>0, nutrient consumption rate λ>0\lambda>0, and perturbation frequency l+l\in\mathbb{R}^{+}. The perturbation evolution function, δ1dδdt\delta^{-1}\frac{d\delta}{dt}, of the in vitro model is given by:

(4.11) δ1dδdt=G0cBλ(λλ+l2)+O(δ)=defF1(λ,l)+O(δ).\delta^{-1}\frac{d\delta}{dt}=\frac{G_{0}c_{B}}{\sqrt{\lambda}}\cdot(\sqrt{\lambda}-\sqrt{\lambda+l^{2}})+O(\delta)\stackrel{{\scriptstyle\scriptscriptstyle\textup{def}}}{{=}}F_{1}(\lambda,l)+O(\delta).

For the in vivo model, δ1dδdt\delta^{-1}\frac{d\delta}{dt} is given by:

(4.12) δ1dδdt\displaystyle\delta^{-1}\frac{d\delta}{dt} =G0cBλ(λlλ+1+lλ+l2λ+l2+1+l2)+O(δ)\displaystyle=\frac{G_{0}c_{B}}{\sqrt{\lambda}}\left(\frac{\sqrt{\lambda}-l}{\sqrt{\lambda}+1}+\frac{l-\sqrt{\lambda+l^{2}}}{\sqrt{\lambda+l^{2}}+\sqrt{1+l^{2}}}\right)+O(\delta)
=defF2(λ,l)+O(δ).\displaystyle\stackrel{{\scriptstyle\scriptscriptstyle\textup{def}}}{{=}}F_{2}(\lambda,l)+O(\delta).
Refer to caption
Refer to caption
Figure 1. F2(λ,l)F_{2}(\lambda,l) for G0=1G_{0}=1, cB=100c_{B}=100, left one: λ=0.8\lambda=0.8, right one: λ=2\lambda=2.

Note that in either nutrient regime, the value of G0,cB>0G_{0},c_{B}>0 serve as scaling parameters, therefore do not influence the quantitative behavior of δ1dδdt\delta^{-1}\frac{d\delta}{dt}. For the in vitro model, one can easily check that F1(λ,l)F_{1}(\lambda,l) is always negative. For the in vivo model, F2(λ,l)F_{2}(\lambda,l) is plotted in Figure 1 for different choice of λ\lambda. Base on the expression of F1F_{1}, F2F_{2}, and the observations from Figure 1, we prove following mathematical properties for the evolution equations.

Corollary 4.2.

Fix G0>0G_{0}>0 and cB>0c_{B}>0. For any λ>0\lambda>0 and l>0l>0, F1(λ,l)F_{1}(\lambda,l) in (4.11) is always negative, therefore the perturbation amplitude always decreases in the in vitro model. For the in vivo model, δ1dδdt\delta^{-1}\frac{d\delta}{dt} is given by F2(λ,l)F_{2}(\lambda,l) as in (4.12). When ll approaches zero, F2F_{2} has the asymptote:

(4.13a) F2(λ,l)(λ1)l2+O(l3)2λ(λ+1)(λ+l2+1+l2),\displaystyle F_{2}(\lambda,l)\sim\frac{(\lambda-1)\cdot l^{2}+O(l^{3})}{2\lambda(\sqrt{\lambda+1})(\sqrt{\lambda+l^{2}}+\sqrt{1+l^{2}})},
and the limit at infinity:
(4.13b) liml+F2(λ,l).\displaystyle\lim_{l\rightarrow+\infty}F_{2}(\lambda,l)\rightarrow-\infty.

Further more, for λ>1\lambda>1 there exists L>0L>0 such that F2(λ,l)>0F_{2}(\lambda,l)>0 for l(0,L)l\in(0,L). And for 0<λ10<\lambda\leqslant 1, we have F2(λ,l)<0F_{2}(\lambda,l)<0 for any l>0l>0. And in particular, when λ=1\lambda=1, F2F_{2} can be further simplified into:

(4.14) F2(1,l)=l(11+l2)21+l2<0,forl>0.F_{2}(1,l)=\frac{l(1-\sqrt{1+l^{2}})}{2\sqrt{1+l^{2}}}<0,\qquad\text{for}\quad l>0.
Remark 4.3.

The mathematical properties of F2(λ,l)F_{2}(\lambda,l) in Corollary 4.2 imply the following boundary behaviors:

  1. (1)

    When the consumption rate is relatively large, the amplitude of low-frequency perturbations can grow in time, and the boundary propagation, therefore, becomes unstable. However, the amplitude of high-frequency perturbation decays. Correspondingly, the perturbed, wave like, boundary degenerates to the vertical line.

  2. (2)

    When the nutrient consumption rate is relatively small, the perturbation amplitude decreases for perturbation of any frequency, i.e., the wave like boundary always evolve to a vertical line in this regime.

Remark 4.4.

For either nutrient model, δ1dδdt0\delta^{-1}\frac{d\delta}{dt}\rightarrow 0 as l0l\rightarrow 0, we claim that this relate to the single wave perturbation of the radially symmetric solution as its radius RR goes to infinity. This relationship will be further discussed in Section LABEL:sec:Relationship_between_the_Radial_boundary_and_the_traveling_wave_boundary.

4.2. The detailed calculations for the two nutrient regimes

In this subsection we work out the expression of δ1dδdt\delta^{-1}\frac{d\delta}{dt} in Theorem 4.1 for the two nutrient models.

For the in vivo case. Plugging the expansion (4.4c) of c1(ξ,y)c_{1}(\xi,y) into (4.5), together with the conditions (4.6d) and (4.6e), for any k+k\in\mathbb{N}^{+} we have:

(4.15a) c(i),k1(ξ)\displaystyle c^{\text{(i)},k}_{1}(\xi) =a1keλ+k2ξ\displaystyle=a_{1}^{k}e^{\sqrt{\lambda+k^{2}}\xi}\qquad forξ0,\displaystyle\text{for}\quad\xi\leqslant 0,
(4.15b) c(o),k1(ξ)\displaystyle c^{\text{(o)},k}_{1}(\xi) =b1ke1+k2ξ\displaystyle=b_{1}^{k}e^{-\sqrt{1+k^{2}}\xi}\qquad forξ0.\displaystyle\text{for}\quad\xi\geqslant 0.

Recall that the leading order terms c0(i)(ξ)c_{0}^{\text{(i)}}(\xi) and c0(o)(ξ)c_{0}^{\text{(o)}}(\xi) are given by (2.23). Then (4.6a)-(4.6c) yield a1k=b1k=0a_{1}^{k}=b_{1}^{k}=0 for any k1k\neq 1, for k=1k=1 we get nontrivial solution:

(4.16) c(i),11(ξ)=c(o),11(ξ)=λcBλ+l2+1+l2eλ+l2ξ.c^{\text{(i)},1}_{1}(\xi)=c^{\text{(o)},1}_{1}(\xi)=-\frac{\sqrt{\lambda}c_{B}}{\sqrt{\lambda+l^{2}}+\sqrt{1+l^{2}}}e^{\sqrt{\lambda+l^{2}}\xi}.

By now, c1(i),k(ξ)c_{1}^{\text{(i)},k}(\xi) and c1(o),k(ξ)c_{1}^{\text{(o)},k}(\xi) are determined for any kk. Therefore, c1(ξ,y)c_{1}(\xi,y) is determined. Then by solving equation (4.9) together with boundary conditions (4.10) (with p0p_{0} given by (2.24)), we get p1k(ξ)=0p_{1}^{k}(\xi)=0 for any k1k\neq 1, and:

(4.17a) p11(ξ)=AelξG0λc(i),11(ξ)=Aelξ+G0cBλ(λ+l2+1+l2)eλ+l2ξ,p_{1}^{1}(\xi)=Ae^{l\xi}-\frac{G_{0}}{\lambda}c^{\text{(i)},1}_{1}(\xi)=Ae^{l\xi}+\frac{G_{0}c_{B}}{\sqrt{\lambda}(\sqrt{\lambda+l^{2}}+\sqrt{1+l^{2}})}e^{\sqrt{\lambda+l^{2}}\xi},
with AA given by:
(4.17b) A=G0cBλ(1λ+11λ+l2+1+l2).A=\frac{G_{0}c_{B}}{\sqrt{\lambda}}\left(\frac{1}{\sqrt{\lambda}+1}-\frac{1}{\sqrt{\lambda+l^{2}}+\sqrt{1+l^{2}}}\right).

By using the expression of p0(ξ)p_{0}(\xi) and p11(ξ)p_{1}^{1}(\xi), (3.29) yields that up to an error of O(δ)O(\delta):

(4.18) δ1dδdt\displaystyle\delta^{-1}\frac{d\delta}{dt} =(2ξp0(0)+ξp11(0))\displaystyle=-\left(\partial^{2}_{\xi}p_{0}(0)+\partial_{\xi}p_{1}^{1}(0)\right)
=G0cBλ(λlλ+1+lλ+l2λ+l2+1+l2)=F2(λ,l).\displaystyle=\frac{G_{0}c_{B}}{\sqrt{\lambda}}\left(\frac{\sqrt{\lambda}-l}{\sqrt{\lambda}+1}+\frac{l-\sqrt{\lambda+l^{2}}}{\sqrt{\lambda+l^{2}}+\sqrt{1+l^{2}}}\right)=F_{2}(\lambda,l).

For the in vitro model. Plugging the expansion of c1(ξ,y)c_{1}(\xi,y) (4.4c) into (4.7), together with the conditions (4.8c), for any k+k\in\mathbb{N}^{+} we have:

(4.19) ck1(ξ)=a1keλ+k2ξforξ0.c^{k}_{1}(\xi)=a_{1}^{k}e^{\sqrt{\lambda+k^{2}}\xi}\qquad\text{for}\quad\xi\leqslant 0.

And the leading order term c0(ξ)c_{0}(\xi) for this case is given by (2.19). Then by using boundary condition (4.8), we get ck1(ξ)=0c^{k}_{1}(\xi)=0 for any k1k\neq 1, and for k=1k=1:

(4.20) c11(ξ)=cBλeλ+l2ξ.c^{1}_{1}(\xi)=-c_{B}\sqrt{\lambda}e^{\sqrt{\lambda+l^{2}}\xi}.

Then similar to the previous case, by solving equation (4.9) together with boundary conditions (4.10) (with p0p_{0} given by (2.20)), we get p1k(ξ)=0p_{1}^{k}(\xi)=0 for any k1k\neq 1. And for k=1k=1:

(4.21) p11(ξ)=G0cBλeλ+l2ξ.p^{1}_{1}(\xi)=\frac{G_{0}c_{B}}{\sqrt{\lambda}}e^{\sqrt{\lambda+l^{2}}\xi}.

Finally, by using the expression of p0p_{0} and p11p_{1}^{1}, (3.29) yields up to an error of O(δ)O(\delta):

(4.22) δ1dδdt\displaystyle\delta^{-1}\frac{d\delta}{dt} =(2ξp0(0)+ξp11(0))\displaystyle=-\left(\partial^{2}_{\xi}p_{0}(0)+\partial_{\xi}p_{1}^{1}(0)\right)
=G0cBλ(λλ+l2)=F1(λ,l).\displaystyle=\frac{G_{0}c_{B}}{\sqrt{\lambda}}(\sqrt{\lambda}-\sqrt{\lambda+l^{2}})=F_{1}(\lambda,l).

By now we complete the proof of Theorem 4.1.

4.3. Boundary stability analysis for the two nutrient models

In this subsection, we prove the mathematical properties of F1F_{1} and F2F_{2} in Corollary 4.2, which further yields the boundary behaviors in Remark 4.3.

For the in vitro model, one can easily check that F1(λ,l)0F_{1}(\lambda,l)\leqslant 0 for any frequency l0l\geqslant 0. Thus, the amplitude of the perturbation decays as time evolves for any single frequency perturbation. Therefore, the proof of the argument for the in vitro model in Corollary 4.2 is completed.

For the in vivo model, δ1dδdt\delta^{-1}\frac{d\delta}{dt} is given by (4.12) and plotted in Figure 1. The limit (4.13b) is obviously for checking. For the asymptote of ll approaches 0, note that

(4.23) F2(λ,l)\displaystyle F_{2}(\lambda,l) =(λl)(λ+l2+1+l2)+(lλ+l2)(λ+1)λ(λ+1)(λ+l2+1+l2)\displaystyle=\frac{(\sqrt{\lambda}-l)(\sqrt{\lambda+l^{2}}+\sqrt{1+l^{2}})+(l-\sqrt{\lambda+l^{2}})(\sqrt{\lambda}+1)}{\sqrt{\lambda}(\sqrt{\lambda}+1)(\sqrt{\lambda+l^{2}}+\sqrt{1+l^{2}})}
=N(λ,l)2λ(λ+1)(λ+l2+1+l2).\displaystyle=\frac{N(\lambda,l)}{2\lambda(\sqrt{\lambda}+1)(\sqrt{\lambda+l^{2}}+\sqrt{1+l^{2}})}.

By using the Taylor expansion 1+x=1+x2+O(x2)\sqrt{1+x}=1+\frac{x}{2}+O(x^{2}), when ll approaches to 0 we have

(4.24) N(λ,l)=λ12λl2+O(l3).N(\lambda,l)=\frac{\lambda-1}{2\sqrt{\lambda}}l^{2}+O(l^{3}).

Therefore, if λ>1\lambda>1 then F2(λ,l)>0F_{2}(\lambda,l)>0 for ll close to zero, and F2(λ,l)<0F_{2}(\lambda,l)<0 for ll sufficiently large. Thus, by the intermediate value theorem and the continuity of F2(λ,l)F_{2}(\lambda,l) in ll, there exists L>0L>0 such that F2(λ,l)>0F_{2}(\lambda,l)>0 for l(0,L)l\in(0,L).

Now, we prove F2(λ,l)<0F_{2}(\lambda,l)<0 for any 0<λ10<\lambda\leqslant 1 and l>0l>0. From the expression in (4.12), F2(λ,l)<0F_{2}(\lambda,l)<0 hold obviously for lλl\geqslant\sqrt{\lambda}. On the other hand, the denominator in (4.23) is always positive. Therefore, it is sufficient for us to show the numerator N(λ,l)N(\lambda,l) is negative for 0<l<λ10<l<\sqrt{\lambda}\leqslant 1. Indeed, by taking the derivative of N(λ,l)N(\lambda,l) with respect to ll, we get

(4.25) N(λ,l)l\displaystyle\frac{\partial N(\lambda,l)}{\partial l} =(λ+l2+1+l2)+(λ+1)+l(l+1)λ+l2+l(λl)1+l2\displaystyle=-(\sqrt{\lambda+l^{2}}+\sqrt{1+l^{2}})+(\sqrt{\lambda}+1)+\frac{-l(l+1)}{\sqrt{\lambda+l^{2}}}+\frac{l(\sqrt{\lambda}-l)}{\sqrt{1+l^{2}}}
l(l+1)λ+l2+l(λl)1+l2\displaystyle\leqslant-\frac{l(l+1)}{\sqrt{\lambda+l^{2}}}+\frac{l(\sqrt{\lambda}-l)}{\sqrt{1+l^{2}}}
l(λ12l)λ+l2<0.\displaystyle\leqslant\frac{l(\sqrt{\lambda}-1-2l)}{\sqrt{\lambda+l^{2}}}<0.

for 0<l<λ10<l<\sqrt{\lambda}\leqslant 1. Finally, combine with the fact N(λ,0)=0N(\lambda,0)=0, we can conclude N(λ,l)<0N(\lambda,l)<0 for 0<l<λ10<l<\sqrt{\lambda}\leqslant 1. By now, we complete the proof of Corollary 4.2.

5. Stability of radially symmetric boundary in the two nutrient models

In this section, we study the boundary stability of the radially symmetric solution under the two nutrient regimes. The structure of this section is arranged as follow. We establish the setups and main conclusions in Section 5.1. After that we carry out the calculation of δ1dδdt\delta^{-1}\frac{d\delta}{dt} for the two nutrient models in Section LABEL:sec:Radial_The_detailed_calculations_for_the_two_nutrient_regimes, which serves as the proof of Theorem LABEL:thm:main_thm_for_Radial. Then, we proof the mathematical properties of the perturbation evolution functions summarized in Corollary LABEL:cor:Radial in Section LABEL:sec:Radial_Boundary_stability_analysis_for_the_two_nutrient_models. Finally, we discuss the relationship between the perturbation of the radial boundary and the traveling wave boundary in Section LABEL:sec:Relationship_between_the_Radial_boundary_and_the_traveling_wave_boundary.

5.1. Setup and main results

For the radial case, we employ the polar coordinate system (r,θ)(r,\theta). Before the perturbation, the tumor boundary is defined by (3.3) with the level set index Z(t)=R(t)Z(t)=R(t), and the tumor region corresponds to the disk with radius R(t)R(t), D(t)={(r,θ)|rR(t)}D(t)=\left\{(r,\theta)|r\leqslant R(t)\right\}. Following the framework of Section 3, we consider the perturbation by a single wave mode, i.e. 𝒫l(θ)=coslθ\mathcal{P}_{l}(\theta)=\cos{l\theta} with θ[π,π)\theta\in[-\pi,\pi). Then, the perturbed boundary (3.5) writes:

(5.1) ~t(θ)={(r,θ)|r=R(t)+δ(t)coslθ,θ[π,π)}.\tilde{\mathcal{B}}_{t}(\theta)=\left\{(r,\theta)|r=R(t)+\delta(t)\cos{l\theta},\theta\in[-\pi,\pi)\right\}.

Then the perturbed solutions (drop the tilde) cc and pp solves (3.9), with the perturbed tumor region D~(t)\tilde{D}(t) enclosed by ~t(θ)\tilde{\mathcal{B}}_{t}(\theta). Further more, cc and pp have the asymptotic expansions:

(5.2a)
(5.2b)