Journal of

J. Math. Biol. (1986) 24:279-289

Mathematical
Wology
9 Springer-Verlag 1986

A numerical study of oxygen diffusion in a spherical cell

with the Michaelis-Menten oxygen uptake kinetics

Gary A. Sod
Department of Mathematics, Tulane University, New Orleans, LA 70118, USA

Abstract. A numerical method is presented for the solution of reaction diffusion

systems in biology. The method is used to re-examine the oxygen diffusion
in a spherical cell with the Michaelis-Menten oxygen uptake kinetics.
Key words: Random choice method - - Dictionary method

1. Introduction
A numerical method has been developed (see Sod [14] and [16] that has applica-
tion to time dependent and steady-state reaction diffusion systems arising in
biology. The method is based on a technique, the random choice method,
developed for hyperbolic conservation laws. The method decomposes the solution
into normal modes which consist of elementary waves and steady-state waves.
The steady-state waves are sampled to provide left and right states for the Riemann
problems solved in the random choice method. The diffusion and reaction terms
are taken into account simultaneously, thereby preserving the natural balance
that exists between these two processes.
As an example we consider the oxygen diffusion in a spherical cell, which is
assumed to consist of a surface membrane and protoplasm and where external
diffusion effects are neglected. Enzymes are compartmentalized in the protoplasm
and act as catalysts for the metabolic reactions which provides the energy for
the cell. The oxygen, acting as a substrate for the metabolic reactions, plays a
central role. An oxygen uptake kinetics of the Michaelis-Menten type is assumed,
(see Michaelis and Menten [10]).
The consumption rate of oxygen in a cell is a function of the oxygen tension
(see Prosser and Brown [11]). The time dependent reaction-diffusion equation
for the oxygen tension P ( R , "r) in a spherical coordinates with spherical symmetry
is

0~<R<~Ro, 7~>0, (1.1a)

P+K~'
with boundary conditions
ORP = 0 at R = 0, (1.1b)
M P + DORP = MPo at R = Ro, (1.1c)
280 G.A. Sod

and with initial condition

P(R, 0) = 0, (1.1d)
where R is the spatial coordinate measuring the distance from the center of the
cell, r is the time coordinate, D is the diffusion coefficient of oxygen in the cell,
V is the maximum reaction rate, Km is the Michaelis-Menten constant, R0 is the
radius of the cell, and M is the permeability of the cell membrane of R = Ro.
Introduce dimensionless variables
P rD R
C Po' t=R2' r=Ro,

VR 2o Km M Ro
ot = '" km = - m = ........ .
PoD' Po' D
With this choice of dimensionless variables, the initial boundary-value problem
(1.1) for C(r, t) becomes

a,c = a~C +2r a~c- C +a ck = ' 0<~r<~l, t~>0 (1.2a)

with boundary conditions

OrC = 0 at r = 0 , (1.2b)
mC+OrC=m at r = 1, (1.2c)
and with initial condition
C(r, 0) = 0. (1.2d)
In this paper the method is extended to reaction-diffusion equations with
spherical (or cylindrical) symmetry. The singularity at the origin, due to this
symmetry, is a major source of difficulty.
Lin [8] solved the time dependent initial boundary-value problem (1.2) using
the Crank-Nicolson method. The steady-state boundary-value problem obtained
from (1.2) was solved by McElwain [9] using a shooting technique with a fourth
order Runge-Kutta method and by Anderson and Arthurs [1] using a variational
principle. The results obtained by McElwain and Anderson and Arthurs are in
excellent agreement. However, the results obtained by Lin differ greatly. In Lin
[8] it is not stated how the singular term in (1.2a) was treated nor how the
nonlinear reaction term in (1.2a) was treated so that a linear system of equations
was obtained. However, it is likely that the mishandling of one or both of these
terms resulted in the erroneous solution obtained by Lin.

2. The random choice method

In Sod [14] and [16] a random choice type method was developed for reaction
diffusion equations. The random choice method was introduced by Glimm [6]
for the construction of solutions of systems of nonlinear hyperbolic conservation
laws. The method was developed for l~ydrodynamics by Chorin [2], [3] and
further developed by Colella [4], Glaz and Lin [5], and Sod [12]-[16].
Numerical studyof oxygendiffusionin a spherical cell 281

Consider Eq. (1.2a). The term 2/r 0rC, which arises from writing the Laplacian
operator in spherical coordinates, can also be viewed as an advection term. This
will be fundamental in the removal of the singularity at r = 0. The homogeneous
equation obtained by omitting the reaction and the diffusion terms becomes

OtC _2 arC = 0, (2.1)

r

which is formally a hyperbolic equation with wave speed 2/r.

The steady-state part of Eq. (1.2a) is

+2 orc- -o.
r C + Km
However, we shall consider the steady-state equation omitting the advection terms
(for justification see Sod [16])
aC
O~C---=O. (2.2)
C + K,,
Divide time into intervals of length k and space into intervals of length h.
Let r approximate the solution C(ih, nk) to (1.2), where i, n =0, 1 , 2 , . . . .
Given the approximate solution c~ for each grid point ih, consider the sequence
of two-point boundary-value problems
aC
0~C --=0, ih<~r<-(i+l)h, (2.3a)
C+Km
C(ih) = c7 (2.3b)
C((i + 1)h) = ci+l. (2.3c)
By omitting the advection term from the steady-state equation, the solution to
(2.3) is translation invariant. Let C~(r) denote the function that is the solution
to (2.3) on each subinterval.
Rather than considering the Cauchy problem (2.1) with the piecewise smooth
initial condition
C(r, nk)=CS(r), ih<r<(i+l)h,
we consider Eq. (2.1) along with the piecewise constant initial conditions
C(r, nk)=c,+l/2, ih<r<(i+l)h, (2.4)
where
n s - 1
Ci+l/2 = C ( ( z + ~ ) h ) , (2.5)

that is, CS(r) is sampled at the midpoint of the interval [ih, (i+ 1)h]. This defines
a sequence of Riemann problems given by (2.1) and (2.4) that are centered at
the grid points ih. If the Courant-Friedrichs-Lewy (CFL) condition is satisfied,
then the waves generated by the individual Riemann problems, one for each grid
point ih, will not interact. Hence, the solution to the different Riemann problems
can be combined by superposition into a single exact solution, denoted by Ce(r, t),
defined for nk ~ t <- ( n + l ) k.
282 G.A. Sod

The CFL condition for the Riemann problem (2.1) and (2.4) centered at the
grid point ih is
2 k 2k
max - ~-= - - ~< 1. (2.6)
rc[(i--1/2)h,(i+l/2)hl r I~ (i- 89 2
As r-->0 the signal speed becomes infinite and by the CFL condition k-->0. This
problem will be addressed in Sect. 3.
Let ~, denote an equidistributed random (or quasi-random) variable in the
interval (- 89 89 Define the approximate solution at the next time interval by
c7 +' = c e ( ( i + ~,,)h, (n + 1)k). (2.7)
The solution C(r, t) to (2.1) is constant along curves
/,2
- - + t = const.
4
By following the curve passing through the point ((i + ~:,) h, (n + 1)k) to the point
of intersection with the line t = nk, denoted by (~, nk) we see that

~=~/-((i+ ~,,)h)2+4k.
With this, the approximate solution (2.2) becomes

cn+l f cin_l/2, r < ih

[ ci+l/2, ~> ih,

that is, if the point of intersection lies to the left (right) of the point (ih, nk), the
value of the left (right) state is assumed by c~'+1 (see Fig. 2.1).
The presence of the diffusion term in Eq. (1.2a) places an additional require-
ment on the time step h. This has been determined in Sod [14] using the random
walk solution to the diffusion equation, where the condition
h2
k = -- (2.8)
8
is obtained.
The solution of the two-point boundary-value problem (2.3) is the most
expensive part of the algorithm as described thus far. However, only one value
(2.5) characterized by this solution is required.

((i &)h,(n* 1)k)

t=(n+l)k

t = coNst.

7, nk)
t: nk Fig. 2.1. Sampling procedure for Riemann
(i-l/2)h ~n
c i-1/2 i h 9 cni (i problem (2.1) and (2.4)
Numerical study of oxygen diffusion in a spherical cell 283

With this choice of dimensionless variables, 0 ~< C ( r , t)<~ 1 (see Hiltmann and
Lory [7]). Assume that 0<~c~'<~ 1 for all i and n~>0 and define
1
hD----
No-I'
where N o is a positive integer.
Consider the two-point boundary-value problem given by (2.3a) with i = 0
(due to the translation invariance, this involves no loss of generality) and the
boundary conditions
Cs(O) = ( 1 - 1 ) h o =-- C ' (2.9a)
C'(h) = (m - 1)hD =-- Cm (2.9b)
for l, m = 1, . . . , ND. Let C~,m(r) denote the solution to (2.3a) and (2.9) and define
r-,s,~/2 form the basis of a dictionary which is a
u,, - Cl,s r,,(h/2). The solutions ~t,,,
C~,~/2_
two-dimensional table.
Given the two-point boundary-value problem (2.3) with boundary conditions
C ' ( i h ) and C S ( ( i + 1)h) satisfying 0<~ C ~ ( i h ) , C ~ ( ( i + 1)h) ~< 1, define

l = Int((No - 1)CS(ih))+ 1

m = Int((No - 1) CS((i+ 1 ) h ) + 1,
where Int(z) is the function yielding the integer part of the real number z. Clearly
l<~l,m<~No .
Define
/+={/+1, l<No
I, I=ND

and
m+={m+l, m<ND
m, m = ND,

SO that C 1<~ C s (ih) <~ C 1+ and Cm ~< C s (( i + 1) h) <~ Cm+. To interpolate values in
the dictionary we use the area weighing method. The area of the cell bounded
by C t, C t+, Cm, Cm+ is A = (C t+- C t ) ( C m + - Cm), where if I+ = I then C r - C t is
replaced with 1 and similarly if m m. Define
At,,, = ( C S ( i h ) - C t ) ( C S ( ( i + 1)h) - C ' ) ,

At,., + = ( C S ( i h ) - Ct)(C,,,+ - C S ( ( i + 1)h)),

a F , m = ( C t +- C S ( i h ) ) ( C ~ ( i + 1)h) - Cm) ,

and
At+,,,,+ = ( C t+ - C S ( i h ) ) ( Cm + - C S ( ( i + 1)h)).

With this the interpolated value of ci~1/2 becomes

n r f~s,1/2 A __ ,.-~s,l/2 A __ - - s , 1 / 2 - - s,l/2
Ci+l/2 = t t~ l,m .'ll+,m+-r l~ l+,m/.!l,m+-I- C't,m+ Al+,m + C l+m+At,m) / A , (2.10)
(see Fig. 2.2).
284 G.A. Sod

CS((i+l)h.)

1 2 .......... m m + 1. . . . . . . . . . NO

C1 C2 . . . . . . . . . . . . Cm Cm+l . . . . . . . . . . CND
I
I
1 C~ t
I
I
2 C2 I
I
I I
f I
I I
I
1
C ..................
I
S 1/2
-,CL' m
~ S , 112
~j rr~*

A4m At,m* Cn
CS(ih) = LA,.,mIA.,r." i. 1/2

1.1 C1.1 ................. Cl.,m

S, 1/2
S1/2
c,[~,m*
I
I
I
I
NDCND

Fig. 2.2. Dictionary and area weighing interpolation

3. Boundary conditions and singularity removal

Consider a b o u n d a r y at r = 1, corresponding to the cell membrane, with b o u n d a r y
condition
a C ( 1 , t)+ fl arC(l, t) = m( t), (3.1)
where a a n d / 3 are constants. Approximate Or by a centered difference

CN+I -- CN--1 n
a c"N + /3 \ ~-~ / =m ,

where t = nk and r = 1 = Nh. The grid point corresponding to i = N + 1 lies outside

the physical domain. We m a y solve this difference equation for c~+1

C~/+1 = C~/+1+ 2 h (m" - eL). (3.2)

In order to find the solution at the next time level, t = (n + 1)k, at the b o u n d a r y
r = 1, we must establish a left and right state for the R i e m a n n problem associated
with the grid point at r = 1 (or i = N). The appropriate two-point b r o u n d a r y - v a l u e
problem is solved on the interval N h <~r ~ ( N + 1) h with the right b o u n d a r y value
given by c~+~ in (3.2) and the appropriate two-point b o u n d a r y - v a l u e problem
is solved on the interval ( N - 1 ) h < ~ r < - N h . F r o m this point we proceed as
described in Sect. 2.
We n o w consider the b o u n d a r y condition

arC(O , t) -- 0 (3.3)
Numerical study of oxygen diffusion in a spherical cell 285

and the singularity at r = 0. A p p r o x i m a t e the b o u n d a r y condition (3.3) by the

forward divided difference (see Sod [15])
n ?i
C 1 - - C0
=0
h
which gives rise to

CO" = r " (3.4)

where t = nk. Consider the two-point b o u n d a r y - v a l u e problem (2.3) on the interval

[0, h] yielding c~/2 and on the interval [h, 2h] yielding c~/=. This gives rise to a
R i e m a n n p r o b l e m centered at the point r = h given by Eq. (2.1) with initial
condition

C(r, nk)=~C']/2, r<h

[ C~/2, r > h.
The CFL condition (2.6) with i--- 1 b e c o m e s
h2
4'

which is satisfied by condition (2.8). Sampling yields the a p p r o x i m a t e solution

at the nest time interval c~'+1 from which, using (3.4), c~ +1 is obtained.

4. N u m e r i c a l r e s u l t s

We choose parameters Ro = 5 x 10 -3 cm, D = 2 x 10 -5 c m 2 s - 1 , Po = 155 m m Hg,

M = 2 x 10 -2 cm s -1, V = 94.4 m m Hg 6 -1, and K,, = 4.834 m m Hg, which corre-
sponds to case (d) in M c E l w a i n [9] and the study o f A n d e r s o n and Arthurs [1].
The dimensionless oxygen tension profiles in the cell when external diffusion
effects are neglected and depicted in Fig. 4.1. The grid spacing used to obtain

1.0

08-

0.6-

0.4-

02-

0-
0 0.2 O.Z, 0.6 0.8 1~0
r

Fig. 4.1. Oxygen tension profiles in the cell at equally spaced time intervals leading to a steady-state
profile
286 G. A. Sod

Table 4.1. Comparison of steady-state profiles with results of

Anderson and Arthurs [1]

R RCM Anderson and Arthurs

0.0 0.8234 0.8276

0.1 0.8234 0.8288
0.2 0.8271 0.8326
0.3 0.8334 0.8388
0.4 0.8425 0.8474
0.5 0.8545 0.8586
0.6 0.8693 0.8721
0.7 0.8867 0.8880
0.8 0.9044 0.9062
0.9 0.9245 0.9262
1.0 0.9483 0.9477

these profiles was h =0.1 and No--11. The
of mass diffusion in a spherical domain. The
agreement with those obtained by McElwain
The steady-state results are compared with
A r t h u r s [1] i n T a b l e 4.1.
transient profiles are characteristic
steady-state results are in excellent
[9] a n d A n d e r s o n a n d A r t h u r s [1].
those obtained by Anderson and

Appendix A: Partial error estimates

Consider the equation

r 20tC = D Or(r 2 c~rC )

which may be written in the form

2D
OtC - - - O~C = D O~C, (A.1)
r

where D > 0 is a constant. The steady-state equation without the advection term becomes 02~C= 0,
while the homogeneous part of (A.1) is the scalar conservation law
2D
0tC - - - arC = 0. (A.2)
r
Consider the Riemann problem defined by Eq. (A.2) with initial condition

C(r, nk) = {
c~ !,
-2
ci~,
r < ih
r> ih,

where c~+1/2= CS((i+ 89 and CS(r) is the solution to the two-point boundary-value problem (2.3)
O~Cs=O, ih<~r<~(i+l)h (A.3a)
CS(ih) = c'] (A.3b)
CS((i+ 1)h) = c~'+1. (A.3e)
Since (A.3) implies that CS(r) is a line, CS((i+89189 + ci+l).
The solution C(r, t) to (A.2) is constant along the characteristic curves
r2
- - + t = const.
4D
Numerical study of oxygen diffusion in a spherical cell 287

The initial discontinuity propagates along the characteristic curve passing through the point (ih, nk).
Now choose a uniformly distributed random variable ~:,. If so, lies to the left of this characteristic
then c~ = c'/_1/2. On the other hand, if so, lies to the right of this characteristic then c~ +1 = c'~+u2.
Let r = ih and (?, (n + 1)k) denote the point where the characteristic curve passing through the point
(r, nk) intersects the line t = (n + 1)k. We see that
f = ~ . (A.4)
The random variable G lies to the left of the characteristic with probability

h/2-(r-f)
h

(the length of the segment Pi_m/2~ normalized by the length of the interval h). Similarly, the random
variable sen lies to the right of the characteristic with probability

h/2+(r-Y)
h
(the length of the segment ~Pi+l/2 normalized by the length of the interval h) (as depicted in Fig. A.1).
Now consider the dictionary with 0<~ C(r, t ) ~< 1 and with spacing ho = 1 / ( N o - 1), where N D is
a positive integer. Using the area weighing algorithm (Sect. 2), we obtain as an approximate solution
to (A.3) sampled at the midpoint of the interval c'/+u2 , where

c7+1/2 = CS( ( i +89 ) + O( ho). (A.5)

It follows that

c'~ = C(ih + 71, nk) + O(h 2) + O(ho) ,

where r / = r/(t) is a random variable which depends on t alone. To see this, from (A.5)

c,%,/2 = c ' ( ( i + b h ) + O( hD)

= 89 + ~, nk) + C((i+ 1)h + r/, nk)) + O(hD)
= C((i +89 + -q, nk) + O(h 2) + O(ho) ,
where we have used the fact that 7/is independent of r. Thus to O(h z) + O(ho) the computed solution
equals the exact solution with a random shift independent of r.
After n steps the displacement of the initial value at a point r is r + ~7,

7} = '~ ~7i,
i=l

where ,}~ are independent, uniformally distributed r a n d o m variables with probability distribution

[ h] h/2+(r-f)
P "qi=-2 h

= h/2-(r-f)
",': ...... h / 2+ ( r - 7)
i- I -I
Pi-1/2 r Pi+ 112
l t = (n.l) k

I t t=nk
r -hi2 r r.h/2
288 G.A. Sod

and

h/2+(r-f)
h
The expected value and variance of ~z are then

E[rh] = - ( r - ~)
and
h2
var[i] = ~ - - ( r - F)z.

By expanding ~ given by (A.4) in a Taylor series

2D D2
= r - - - r k - ~ r 3 k2 + O(k3)'

we see that
-2D D2
E[rh]= r k-~r3k2+O(k3)

and
h 2 [ 2 D ~ 2 z 2D 3
var[,7,]=4-~--7) k +~-g3+o(g4).
From which we obtain
2D
E [ r l ] = - - - t + O(h 2)
r

and
var[r/] = 2Dt (1
)
[2D\2 hE
))
4\

where k = h2/8D (condition (2.8)where D ~ 1, Sod [14]), so that k = O(h z) and t = nk. Thus
var[~]o 2Dr as h o 0 for fixed t and D > 0. We see that the standard deviation is ~/2-D~(1+ O(h2)).
Thus as h, h o ~ 0 the computed solution converges to the exact solution.

References
1. Anderson, N., Arthurs, A. M.; Complementary variational principles for diffusion problems with
Michaelis-Menten kinetics. Bull. Math. Biol. 42, 131 (1980)
2. Chorin, A. J.: Random choice solution of hyperbolic systems. J. Comp. Phys. 22, 517 (1976)
3. Chorin, A. J.: Random choice methods with applications to reacting gas flows. J. Comp. Phys.
25, 253 (1977)
4. ColeUa, P.: Glimm's method for gas dynamics. SIAM J. Sci. Stat. Comp. 3, 76 (1982)
5. Glaz, H. M., Liu, T.-P.: The asymptotic analysis of wave interactions and numerical calculations
of transonic nozzle flow. Adv. Appl. Math. 5, 111 (1984)
6. Glimm, J.: Solutions in the large for nonlinear hyperbolic systems of equations. Comm. Pure
Appl. Math. 18, 697 (1965)
7. Hiltmann, P., Lory, P.: On oxygen diffusion in a spherical cell with Michaelis-Menten oxygen
uptake kinetics. Bull. Math. Biol. 45, 661 (1983)
8. Lin, S. H.: Oxygen diffusion in a spherical cell with nonlinear oxygen uptake kinetics. J. Theor.
Biol. 60, 449 (1976)
9. McElwain, D. L. S.: A re-examination of oxygen diffusion in a spherical cell with Michaelis-
Menten oxygen uptake kinetics. J. Theor. Biol. 71, 255 (1978)
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10. Michaelis, L., Menten, M. L.: Die Kinetik der Invertinwirkung, Biochemz. 49, 333 (1913)
11. Prosser, C. L., Brown, F. A.: Comparative animal physiology. Saunders, Philadelphia, 1962
12. Sod, G. A.: A numerical study of converging cylindrical shock. J. Fluid Mech. 83, 78 (1977)
13. Sod, G. A.: A survey of several finite difference methods for systems of nonlinear hyperbolic
conservation laws. J. Comp. Phys. 27, 1 (1978)
14. Sod, G. A.: A random choice method with application to reaction-diffusion systems in combustion.
Int. J. Comp. Math. with Appl. 11 (1985); and Advances hyperbolic partial differential equations,
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Received July 15, 1984/Revised May 15, 1985