Mackey–Glass equations

{{short description|Nonlinear time delay differential equation}}

In mathematics and mathematical biology, the Mackey–Glass equations, named after Michael Mackey and Leon Glass, refer to a family of delay differential equations whose behaviour manages to mimic both healthy and pathological behaviour in certain biological contexts, controlled by the equation's parameters.{{cite journal|author1=Mackey, M.C.|author2=Glass, L.|year=1977|title=Oscillation and chaos in physiological control systems|journal=Science|volume=197|issue=4300|pages=287–9|doi=10.1126/science.267326|pmid=267326|bibcode=1977Sci...197..287M}} Originally, they were used to model the variation in the relative quantity of mature cells in the blood. The equations are defined as:{{WolframDemonstrationsProject |title=Mackey-Glass equation |urlname=MackeyGlassEquation |access-date=10 August 2020 }}

{{NumBlk|:|

\frac{dP(t)}{dt} = \frac{\beta_0 \theta^n}{\theta^n + P(t - \tau)^n} - \gamma P(t)

|Eq. 1}}

and

{{NumBlk|:|

\frac{dP(t)}{dt} = \frac{\beta_0 \theta^n P(t - \tau)}{\theta^n + P(t - \tau)^n} - \gamma P(t)

|Eq. 2}}

where P(t) represents the density of cells over time, and \beta_0, \theta, n, \tau, \gamma are parameters of the equations.

Equation ({{EquationNote|2}}), in particular, is notable in dynamical systems since it can result in chaotic attractors with various dimensions.{{cite book|author1=Kantz, H.|author2=Schreiber, T.|year=2004|title=Nonlinear time series analysis|volume=7|publisher=Cambridge University Press}}

Introduction

File:Mackey-glass stable timeseries.png

File:Mackey-glass unstable timeseries.png

There exist an enormous number of physiological systems that involve or rely on the periodic behaviour of certain subcomponents of the system.{{cite journal|author1=Glass, L.|year=2001|title=Synchronization and rhythmic processes in physiology|journal=Nature|volume=410|issue=6825|pages=277–84|doi=10.1038/35065745|pmid=11258383|bibcode=2001Natur.410..277G|s2cid=4379463}} For example, many homeostatic processes rely on negative feedback to control the concentration of substances in the blood; breathing, for instance, is promoted by the detection, by the brain, of high CO2 concentration in the blood.{{cite journal|author1=Specht, H.|author2=Fruhmann, G.|year=1972|title=Incidence of periodic breathing in 2000 subjects without pulmonary or neurological disease|journal=Bulletin de physio-pathologie respiratoire|volume=8|issue=5|pages=1075–1083|pmid=4657862}} One way to model such systems mathematically is with the following simple ordinary differential equation:

:

y'(t) = k - c y(t)

where k is the rate at which a "substance" is produced, and c controls how the current level of the substance discourages the continuation of its production. The solutions of this equation can be found via an integrating factor, and have the form:

:y(t) = \frac{k}{c} + f(y_0) e^{- c t}

where y_0 is any initial condition for the initial value problem.

However, the above model assumes that variations in the substance concentration is detected immediately, which often not the case in physiological systems. In order to ease this problem, {{harvp|Mackey, M.C.|Glass, L.|1977}} proposed changing the production rate to a function k(y(t - \tau)) of the concentration at an earlier point t - \tau in time, in hope that this would better reflect the fact that there is a significant delay before the bone marrow produces and releases mature cells in the blood, after detecting low cell concentration in the blood.{{cite book|author1=Rubin, R.|author2=Strayer, D.S.|author3=Rubin, E.|year=2008|title=Rubin's pathology: clinicopathologic foundations of medicine|publisher=Lippincott Williams & Wilkins}} By taking the production rate k as being:

:

\frac{\beta_0 \theta^n}{\theta^n + P(t - \tau)^n} ~~ \text{ or } ~~ \frac{\beta_0 \theta^n P(t - \tau)}{\theta^n + P(t - \tau)^n}

we obtain Equations ({{EquationNote|1}}) and ({{EquationNote|2}}), respectively. The values used by {{harvp|Mackey, M.C.|Glass, L.|1977}} were \gamma = 0.1, \beta_0 = 0.2 and n = 10, with initial condition P(0) = 0.1. The value of \theta is not relevant for the purpose of analyzing the dynamics of Equation ({{EquationNote|2}}), since the change of variable P(t) = \theta \cdot Q(t) reduces the equation to:

:

Q'(t) = \frac{\beta_0 Q(t - \tau)}{1 + Q(t - \tau)^n} - \gamma Q(t).

This is why, in this context, plots often place Q(t) = P(t) / \theta in the y-axis.

Dynamical behaviour

File:Mackey-Glass Attractors for Various Tau.gif

It is of interest to study the behaviour of the equation solutions when \tau is varied, since it represents the time taken by the physiological system to react to the concentration variation of a substance. An increase in this delay can be caused by a pathology, which in turn can result in chaotic solutions for the Mackey–Glass equations, especially Equation ({{EquationNote|2}}). When \tau = 6, we obtain a very regular periodic solution, which can be seen as characterizing "healthy" behaviour; on the other hand, when \tau = 20 the solution gets much more erratic.

The Mackey–Glass attractor can be visualized by plotting the pairs (P(t), P(t - \tau)). This is somewhat justified because delay differential equations can (sometimes) be reduced to a system of ordinary differential equations, and also because they are approximately infinite dimensional maps.{{cite journal|author1=Junges, L.|author2=Gallas, J.A.|year=2012|title=Intricate routes to chaos in the Mackey–Glass delayed feedback system|journal=Physics Letters A|volume=376|issue=30–31|pages=2109–2116|doi=10.1016/j.physleta.2012.05.022|bibcode=2012PhLA..376.2109J|doi-access=free}}

See also

References

{{reflist}}

{{Chaos theory}}

{{DEFAULTSORT:Mackey-Glass equations}}

Category:Chaotic maps