Numerical solution of stochastic differential equations with Poisson and Lévy white noise

A Genuinely Hybrid, Multiscale 3D Cancer Invasion and Metastasis Modelling Framework

We introduce in this paper substantial enhancements to a previously proposed hybrid multiscale cancer invasion modelling framework to better reflect the biological reality and dynamics of cancer. These model updates contribute to a more accurate representation of cancer dynamics, they provide deeper insights and enhance our predictive capabilities. Key updates include the integration of porous medium-like diffusion for the evolution of Epithelial-like Cancer Cells and other essential cellular constituents of the system, more realistic modelling of Epithelial-Mesenchymal Transition and Mesenchymal-Epithelial Transition models with the inclusion of Transforming Growth Factor beta within the tumour microenvironment, and the introduction of Compound Poisson Process in the Stochastic Differential Equations that describe the migration behaviour of the Mesenchymal-like Cancer Cells. Another innovative feature of the model is its extension into a multi-organ metastatic framework. This framework connects various organs through a circulatory network, enabling the study of how cancer cells spread to secondary sites.

Probability characteristics of nonlinear dynamical systems driven by δ-pulse noise

For a nonlinear dynamical system described by the first-order differential equation with Poisson white noise having exponentially distributed amplitudes of δ pulses, some exact results for the stationary probability density function are derived from the Kolmogorov-Feller equation using the inverse differential operator. Specifically, we examine the "effect of normalization" of non-Gaussian noise by a linear system and the steady-state probability density function of particle velocity in the medium with Coulomb friction. Next, the general formulas for the probability distribution of the system perturbed by a non-Poisson δ-pulse train are derived using an analysis of system trajectories between stimuli. As an example, overdamped particle motion in the bistable quadratic-cubic potential under the action of the periodic δ-pulse train is analyzed in detail. The probability density function and the mean value of the particle position together with average characteristics of the first switching time from one stable state to another are found in the framework of the fast relaxation approximation.