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Incompressible limit of a continuum model of tissue growth for two cell populations

  • Received: 01 January 2019 Revised: 01 September 2019
  • Primary: 35K55; 35R35; Secondary: 65M08; 92C15; 92C10

  • This paper investigates the incompressible limit of a system modelling the growth of two cells population. The model describes the dynamics of cell densities, driven by pressure exclusion and cell proliferation. It has been shown that solutions to this system of partial differential equations have the segregation property, meaning that two population initially segregated remain segregated. This work is devoted to the incompressible limit of such system towards a free boundary Hele Shaw type model for two cell populations.

    Citation: Pierre Degond, Sophie Hecht, Nicolas Vauchelet. Incompressible limit of a continuum model of tissue growth for two cell populations[J]. Networks and Heterogeneous Media, 2020, 15(1): 57-85. doi: 10.3934/nhm.2020003

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  • This paper investigates the incompressible limit of a system modelling the growth of two cells population. The model describes the dynamics of cell densities, driven by pressure exclusion and cell proliferation. It has been shown that solutions to this system of partial differential equations have the segregation property, meaning that two population initially segregated remain segregated. This work is devoted to the incompressible limit of such system towards a free boundary Hele Shaw type model for two cell populations.



    Diversity is key in biology. It appears at all kind of level from the human scale to the microscopic scale, with million of cells types; each scales impacting on the others. During development, the coexistence of different cells types following different rules impact on the growth of tissue and then on the global structures. In a more specific case, this can be observed in cancerous tissue with the invasion of tumour cells in an healthy tissue creating abnormal growth. Furthermore, not all cancerous cells play the same role. They can be proliferative or quiescent depending on their positions, ages, ... To study the influence of these diverse cells on each others from a theoretical view, we introduce mathematical model for multiple populations. In this paper we are interesting in the global dynamics and interactions of the two populations, meaning that we focus specifically on continuous models.

    In the already existing literature on macroscopic model, we distinguish two categories. The most common ones involved partial differential equations (PDE) in which cells are represented by densities. These models have been widely used to model growth of tissue [10,31], in particular for tumor growth [1,7,11,16]. Another way to model tissue growth is by considering free boundary models [17,18,21]. In these models the tissue is described by a domain and its growth and movement are driven by the motion of the boundary. The link between these two types of model has been been made via an incompressible limit in [23,24,26,28,29,30]. This link is interesting as both models have their advantages. On the one hand PDE relying models, also called mechanical models, are widely studied with many numerical and analytical tools. On the other hand free boundary models are closer to the biologic vision of the tissue and allow to study motion and dynamics of the tissue. This paper aims to extend the link between the mechanical and the free boundary models, in the case of multiple populations system.

    In the specific case of multiple populations, several mathematical models have been already introduced. In particular in population dynamics, the famous Lotka-Volterra system [25] models the dynamics of a predator-prey system. This model has been extended to nonlinear diffusion Lotka-Volterra systems [3,4,5,9]. For the tumor growth modelling (see e.g. [14]), some models focus on mechanical property of tissues such as contact inhibition [2,6,20] and mutation [19]. They have been extended to multiple populations [19,32]. Solutions to these models may have some interesting spatial pattern known as segregation [3,12,27,32].

    The two cell populations system under investigation in this paper is an extension on a simplest cell population model proposed in [10,29]. Let n(x,t) be the density of a single category of cell depending on the position xRd and the time t>0, and let p(x,t) be the mechanical pressure of the system. The pressure is generated by the cell density and is defined via a pressure law p=P(n). This pressure exerted on cells induces a motion with a velocity field v=v(x,t) related to the pressure through the Darcy's law. The proliferation is modelled by a growth term G(p) which is pressure dependent. In order to model the competition for space, the function G is taken nonincreasing. Moreover, to model apoptosis, this function takes negative values when the pressure is higher to some pressure value PM which is often referred to as the homeostatic pressure [31]. With these assumptions, the mathematical model reads

    tn+(nv)=nG(p), on  Rd×R+,v=p,p=P(n). (1)

    In [24,26,28,29,30], the pressure law is given by P(n)=γγ1nγ1 which allows to recover the porous medium equation. However, in many tissues, cells may not overlap, implying that the maximal packing density should be bounded by 1. To take into account this non-overlapping constraint, the pressure law P(n)=ϵn1n has been taken in [23]. This latter choice of pressure law has also been taken in the present paper. For this one population model, it has been shown in [23] that, in the incompressible limit ϵ0 (or γ+ depending on the pressure expression), the model converges towards a Hele-Shaw free boundary problem defined by:

    tn0+Δp0=n0G(p0), in  Rd×R+,

    with the relations (1n0)p0=0, 1n01 and the complementary relation

    p20(Δp0+G(p0))=0, in  Rd×R+.

    In the region where p0>0 the limit density n0 is uniform equal to 1 which means that the fluid cannot be further compressed. For this reason, we refer to this limit as the incompressible limit.

    The previous model has the particularity to derive from the free energy

    E(n)=RP(n(x))dx.

    as a gradient flow for the Wasserstein metric. Using this property a model for two species of cells has been derived in the appendix of [15]. Let us denote n1(x,t) and n2(x,t) the two cell densities depending on the position xRd and the time t>0. We assume that the pressure depends on the total density n=n1+n2. As the pressure depends on a parameter ϵ, we introduce this dependancy in the notation. We define the free energy for the two cell populations by,

    E(nϵ)=RP(n1ϵ(x)+n2ϵ(x))dx.

    Restricting to the one dimensional case, the system of equation deriving from this free energy is then defined by,

    tn1ϵx(n1ϵxpϵ)=n1ϵG1(pϵ), (2)
    tn2ϵx(n2ϵxpϵ)=n2ϵG2(pϵ), (3)
    pϵ=P(nϵ)=ϵnϵ1nϵ, (4)
    nϵ=n1ϵ+n2ϵ, (5)

    with G1,G2 the growth functions, and pϵ the pressure. The proposed system models two different types of cells which have identical cell volumes and identical mechanical properties. This assumption results in the two species having the same pressure laws. Tissues consisting of different types of cells having roughly identical cell volumes and mechanical properties are commonplace. Thanks to this assumption, the gradient flow structure of the one-species model can be extended to the two-species case. This would not be possible if different pressure laws were considered. Here, the differences between the considered cell species lie in the growth terms. Indeed, growth rates may differ significantly between different cell types. This is well documented as growth rates can be easily measured (by e.g. recording the size increase of the colony in time). On the other hand, it is much more difficult to make pressure measurements in the tissue and to determine the exponent in the pressure law.

    The model (2)-(5) has been first introduced in [14]. An interesting feature of this model is the preservation of the segregation of the species if they are initially segregated. Recently, in [22], the existence of solutions on Rd has been shown but not the segregation property. The existence of solutions with segregation for system (2)-(5) has been proven in [2,6] for a compact domain [L,L] with L>0, with Neumann homogeneous boundary condition.

    More precisely, we recall the precise statement of the main result in [2]:

    Theorem 1.1 (Theorem 1.1 of [2]). Let ϵ>0 be fixed. Given initial conditions n1iniϵ and n2iniϵ satisfying,

    ζ0R such that n1iniϵ=niniϵ1xζ0 and n2iniϵ=niniϵ1xζ0, (6)

    and

    n1iniϵ,n2iniϵ0 and 0<A0n1iniϵ+n2iniϵB0<1, (7)

    then there exists ζϵC([0,))C1((0,)) such that

    n1ϵ(t,x)=nϵ(t,x)1xζϵ(t) and n2ϵ(t,x)=nϵ(t,x)1xζϵ(t), (8)

    and n1ϵ and n2ϵ respectively satisfy (2) on Ω:={(t,x),x<ζϵ(t)} and (3) on Ω+:={(t,x),x>ζϵ(t)}. Moreover, we have n1ϵ,n2ϵC2,1(ΩΩ+), and n1ϵC1(Ω{(t,ζϵ(t));t>0}), n2ϵC1(Ω+{(t,ζϵ(t));t>0}). Here, for an open subset ω of R2, Ck(ˉω) denotes the space of functions which are restrictions to ω of functions having continuous derivatives up to the order k on an open set ωˉω and Ck,1(ω) is the space of functions having continuous derivative up to the order k in ω and such that the kth partial derivatives are Lipschitz continuous. In addition nϵ=n1ϵ+n2ϵ is a solution to:

    {tnϵx(nϵxpϵ)=nϵG1(pϵ) in the classical sense on{(t,x),x<ζϵ(t)},tnϵx(nϵxpϵ)=nϵG2(pϵ) in the classical sense on {(t,x),x>ζϵ(t)},nϵ(t,ζϵ(t))=nϵ(t,ζϵ(t)+),ζϵ(t)=xpϵ(t,ζϵ(t))=xpϵ(t,ζϵ(t)+),xnϵ(t,±L)=0 for t>0. (9)

    In [2], the reaction terms are chosen to be affine decreasing. However, as mentioned by the authors, it is easy to verify that their proof can be extended to our system under a set of assumptions for the growth functions which will be defined later in this paper. We also mention that Theorem 1.1 above has been proved in [2] for a smooth pressure law whereas here we have to deal with a possible singularity when the density reaches the value 1. However, it is proved below that the solution of the above system is always bounded away from 1, which allows us to extend the result of [2] to the current framework.

    The aim of this paper is is to study the incompressible limit ϵ0 for the two populations systems. In dimension 1, the incompressible limit for a system with different pressure laws and reaction terms is investigated in [8] through regularity results obtained using Aronson-Benilan type estimates and methods similar to [22]. In the present paper we restrict the domain to a compact interval (L,L) with L>0 and assume (6) and (7) are verified, in order to set ourself in the framework of [2]. Then the two populations are initially in contact, which is reasonable. In fact, when there is no contact, the system is equivalent to the one population model [23]. In addition, outside the domain (L,L), the system corresponds to the single population model. Then our approach relies strongly on the description of the solutions obtained in [2].

    When the two species are not in contact, the system is equivalent to the one population model [23], this is why we limit ourself in this paper to the case where the two populations are initially in contact. To use the solutions defined in [2], we restrict the space to a compact domain (L,L) with L>0 and assume (6) and (7) are verified. Outside the domain (L,L), the system will be equivalent to the one population model.

    We firstly remark that by adding (2) and (3), we get,

    tnϵx(nϵxpϵ)=n1ϵG1(pϵ)+n2ϵG2(pϵ) in (L,L). (10)

    Multiplying by P(nϵ) we find an equation for the pressure,

    tpϵ(p2ϵϵ+pϵ)xxpϵ|xpϵ|2=1ϵ(pϵ+ϵ)2(n1ϵG1(pϵ)+n2ϵG2(pϵ)) in (L,L). (11)

    Formally, passing at the limit ϵ0, we expect the relation,

    p20xxp0=p20(n10G1(p0)+n20G2(p0)) in (L,L).

    In addition, passing formally to the limit ϵ0 into (4), it appears clearly that (1n0)p0=0. We consider the domain Ω0(t)={x(L,L),p0(x,t)>0}, then, from the latter identity, n0=1 on Ω0. Moreover, from the segregation property, we have n1ϵn2ϵ=0 when the two densities are initially segregated. Passing to the limit ϵ0 into this relation implies n10n20=0. Then we may split Ω0(t) into two disjoint sets Ω1(t)={x(L,L),n10(x,t)=1} and Ω2(t)={x(L,L),n20(x,t)=1}. Formally, it is not difficult to deduce from (11) that when ϵ0, we expect to have the relation

    p20xxp0={p20G1(p0) on Ω1(t),p20G2(p0) on Ω2(t).

    Then we obtain a free boundary problem of Hele-Shaw type: On Ω1(t), we have n10=1 and xxp0=G1(p0), on Ω2(t), we have n20=1 and xxp0=G2(p0).

    The outline of the paper is the following. In Section 2 we expose the main results of this paper, which are the convergence of the continuous model (2)-(5) when ϵ0 to a Hele-Shaw free boundary model, and uniqueness for this limiting model. Section 3 is devoted to the proof of these main results. The proof on the convergence relies on some a priori estimate and compactness techniques. We use Hilbert duality method to establish uniqueness of solution to the limiting system. Finally in Section 4, we present some numerical simulations of the system (2)-(5) when ϵ is going to 0 and simulations of a specific application on tumor spheroid growth.

    In this paper we aim to prove the incompressible limit ϵ0 of the two populations model with non overlapping constraint (2)-(5) in one dimension. We first introduce a list of assumptions on the growth terms and the initial conditions. For the growth, we consider the following set of assumptions:

    {Gm>0,G1Gm,G2Gm,G1,G2<0, and P1M,P2M>0,G1(P1M)=0 and G2(P2M)=0,γ>0,min(inf[0,P1M]|G1|,inf[0,P2M]|G2|)=γ,PM:=max(P1M,P2M),gm0, min(inf[0,PM]G1,inf[0,PM]G2)gm. (12)

    The set of assumptions on the growth rate is standard and similar to the one in e.g. [23]. Notice that the boundedness and the decay of G1, G2 comes from the modelling assumptions as explained in the introduction. For some technical reasons in our computations, we add some additional smoothness assumptions and bounds on the derivatives. The parameters P1M and P2M are called homeostatic pressures which represent the maximal pressure that the tissue can handle before starting dying. For the initial datas, we assume that there exists ϵ0>0 such that, for all ϵ(0,ϵ0), for all x(L,L),

    {0n1 iniϵ,0n2 iniϵ,n iniϵ=n1 iniϵ+n2 iniϵ,0<A0n iniϵB0<1,ζ0(L,L) such that n1 iniϵ=n iniϵ1xζ0 and n2 iniϵ=n iniϵ1xζ0,p iniϵ:=ϵn iniϵ1niniϵPM:=max(P1M,P2M),xn ini ϵ(±L)=0,
    {max(xn1 iniϵL1(L,L),xn2 iniϵL1(L,L))C and xxp iniϵL1(L,L)C,n ini1,n ini 2L1+(L,L), such that n1 iniϵn ini1L1(L,L)0 and n2 iniϵn ini2L1(L,L)0, as ϵ0. (13)

    These initial conditions imply that n1iniϵ and n2iniϵ are uniformly bounded in W1,1(L,L). Notice also that the existence of ζ0 being the interface between the two species implies that the two populations are initially segregated.

    From [2], we recover that at a fix ϵ>0 under assumption (12), given initial conditions n1 iniϵ and n2 iniϵ satisfying (13), then there exists ζϵC([0,))C1((0,)) such that n1ϵ and n2ϵ verify (8) and n1ϵ and n2ϵ respectively satisfy (2) on {(t,x),xζϵ(t)} and (3) on {(t,x),xζϵ(t)}. In addition nϵ=n1ϵ+n2ϵ is solution to (9).

    Remark 1. Considering n1ϵ and n2ϵ defined previously, we have for i=1,2

    tniϵ=tnϵ(t,x)1xζϵ(t)+nϵζϵ(t)δx=ζϵ(t).

    Given (9), for all φCc(L,L) we compute, for i=1,2

    Rtniϵφdx=ζϵ(t)tnϵφdx+nϵ(t,ζϵ(t))ζϵ(t)φ(ζϵ(t))=ζϵ(t)Lx(nϵxpϵ)φdx+LLniϵGi(pϵ)φdx+nϵ(t,ζϵ(t))ζϵ(t)φ(ζϵ(t))=ζϵ(t)Lnϵxpϵxφdx+nϵ(t,ζϵ(t))xpϵ(t,ζϵ(t))φ(ζϵ(t))+LLniϵGi(pϵ)φdxnϵ(t,ζϵ(t))xpϵ(t,ζϵ(t))φ(ζϵ(t))=LLniϵxpϵxφdx+LLniϵGi(pϵ)φdx=LL(x(niϵxpϵ)+niϵGi(pϵ))φdx.

    Hence n1ϵ and n2ϵ are weak solutions to (2) and (3) on (L,L) respectively. This result will be used in the following.

    Considering this particular solution, we are going to show the incompressible limit ϵ0 for system (2)-(5). The main result is the following

    Theorem 2.1. Let T>0, QT=(0,T)×(L,L) and D(QT) denote the space of distributions on QT. Let G1, G2 and (n1iniϵ), (n2iniϵ) satisfy assumptions (12)–(13). After extraction of subsequences, the densities n1ϵ, n2ϵ and the pressure pϵ, solutions defined in (8)-(9), converge strongly in L1(QT) as ϵ0 towards the respective limit n10,n20L([0,T];L1(L,L))BV(QT), and p0BV(QT)L2([0,T];H1(L,L)). Moreover, these functions satisfy:

    0n10(t,x)1,0n20(t,x)1, a.e. in QT, (14)
    0<A0egmtn0(t,x)1,0p0PM, a.e. in QT, (15)
    tn0xxp0=n10G1(p0)+n20G1(p0), in D(QT), (16)

    where n0=n10+n20, and

    tn10x(n10xp0)=n10G1(p0), in D(QT), (17)
    tn20x(n20xp0)=n20G2(p0), in D(QT), (18)

    complemented with Neumann boundary conditions xp0(±L)=0. Moreover, we have the relations

    (1n0)p0=0, a.e. in QT, (19)

    and

    n10n20=0, a.e. in QT, (20)

    and the complementary relation

    p20(xxp0+n10G1(p0)+n20G2(p0))=0, in D(QT). (21)

    Thanks to (19), we may consider the domain Ω0(t) where the pressure is nonnegative and the total density is equal to 1. The segregation pressure (20) leads us to divide this domain in two subdomains where either the density n10 is equal to 1 or the density n20 is equal to 1. The complementary relation (21) describes the evolution of the pressure inside these domains.

    The proof of this convergence result is given in Section 3. It is straightforward to observe that adding (2) and (3) provides an equation on the total density similar to the one found in the one species case [23,29]. Then we use a similar strategy for the proof relying on a compatness method. However the presence of the two populations generate some technical difficulties. To overcome them, we use the segregation property. Notice that this paper is written in the specific case where the two species are separated by one interface, but could be generalised to many interfaces. Using the segregation of the species we are able to obtain a priori estimates on the densities, the pressure and their spatial derivatives. The proof of convergence follows from these new estimates. In order to obtain the complementary relation (21), we follow the approach proposed in [8] which allows us to obtained further regularity.

    To complete the results on the asymptotic limit of the model, an uniqueness result for the Hele-Shaw free boundary model for two populations is provided in Proposition 1 in §3.4. The proof of this uniqueness result for the limiting problem is based on Hilbert's duality method.

    This section is devoted to the proof of Theorem 2.1, whereas in Section 3.4 the uniqueness of the solution to the Hele Shaw system is established. We first establish some a priori estimates.

    The following Lemma establishes the nonnegativity of the densities.

    Lemma 3.1. Let (n1ϵ,n2ϵ,pϵ) be a solution to (2) and (3) such that n1iniϵ0, n2iniϵ0 and Gm<. Then, for all t0, n1ϵ(t)0 and n2ϵ(t)0.

    Proof. To show the nonnegativity we use the Stampaccchia method. We multiply (2) by 1n1ϵ<0 and denote n=max(0,n) for the negative part, we get

    1n1ϵ<0tn1ϵ1n1ϵ<0x(n1ϵxpϵ)=1n1ϵ<0n1ϵG1(pϵ).

    With the above notation, it reads

    t(n1ϵ)x((n1ϵ)xpϵ)=(n1ϵ)G1(pϵ).

    We may integrate in space thanks to the continuity of n1ϵ on Ω{(t,ζϵ(t));t>0}) and the fact that it is identically zero on Ω+ (as recalled in Theorem 1.1), which implies its boundedness on [L,L]. Using assumption (12) and xpϵ(±L,t)=pϵ(nϵ)xnϵ(±L,t)=0, we deduce

    ddtLL(n1ϵ)dxLL(n1ϵ)G1(pϵ)dxGmLL(n1ϵ)dx.

    Then we integrate in time,

    LL(n1ϵ)dxeGmtLL(n1 iniϵ)dx.

    With the initial condition n1 ini ϵ>0 we deduce n1ϵ>0. With the same method we can show that if n2 ini ϵ>0 we have n2ϵ>0.

    Remark 2. We notice that the positivity gives a formal proof of the segregation of any solution of (2)-(5). Indeed, defining rϵ=n1ϵn2ϵ and multiplying (2) by n2ϵ, (3) by n1ϵ and adding, we obtain the following equation for rϵ,

    trϵxrϵxpϵ2rϵxxpϵ=rϵ(G1(pϵ)+G2(pϵ)).

    Multiplying by 1rϵ<0 and formally integrating in time (using the same steps as for the non negativity principle) gives, after an integration by parts,

    ddtRR(rϵ)dxRR(rϵ)xxpϵdx2GmRR(rϵ).

    Given that r iniϵ=0, under regularity assumptions on the pressure, it is clear that rϵ=0 at all time. Hence, at least formally, the segregation property applies to any solution of the system, provided that the initial conditions are segregated. However, in the present work, we will not need this remark as we use a stronger structural property namely the existence of a single curve ζε(t) that separates the support of n1ϵ (to the left of ζε(t)) with that of n2ϵ (to the right of ζε(t)) which is provided by [2,6].

    To show the compactness result we establish a priori estimate on the densities, pressure and their derivatives. We first compute the equation on the total density. As shown earlier n1ϵ and n2ϵ are respectively weak solutions of (2) and (3). By summing the two equations we deduce that nϵ is a weak solution of (10). Notice that this equation can be rewritten as,

    tnϵxxH(nϵ)=n1ϵG1(pϵ)+n2ϵG2(pϵ), (22)

    with H(n)=n0uP(u)du=P(n)ϵln(P(n)+ϵ)+ϵlnϵ.

    We establish the following a priori estimates

    Lemma 3.2. Let us assume that (12) and (13) hold. Let (n1ϵ,n2ϵ,pϵ) be a solution to (2)–(5). Then, for all T>0, and t(0,T), we have the uniform bounds in ϵ(0,ϵ0),

    n1ϵ,n2ϵ in L([0,T];L1L(L,L));0pϵPM,0<A0egmtnϵ(t)PMPM+ϵ1.

    Moreover, we have that (n1ϵ)ϵ and (n2ϵ)ϵ are uniformly bounded in L([0,T],W1,1(L,L)) and (pϵ)ϵ is uniformly bounded in L1([0,T],W1,1(L,L)).

    Proof. Comparison principle.

    The usual comparison principle is not true for this system of equations. However we are able to show some comparison between the total density and nM defined by nM=PMϵ+PM where PM is defined in (13). We deduce from (22) that

    t(nϵnM)xx(H(nϵ)H(nM))n1ϵG1(P(nϵ))nM1xζϵ(t)G1(PM)+n2ϵG2(P(nϵ))nM1xζϵ(t)G2(PM),

    where we use the monotonicity of G1 and G2 from assumption (12).

    Notice that, since the function H is nondecreasing, the sign of nϵnM is the same as the sign of H(nϵ)H(nM). Moreover,

    xxf(y)=f(y)|xy|2+f(y)xxy,

    so for y=H(nϵ)H(nM) and f(y)=y+ the positive part, the so-called Kato inequality reads xxf(y)f(y)xxy. Thus multiplying the latter equation by 1nϵnM>0 and given (8) we obtain (denoting n+=max(n,0))

    t(nϵnM)+xx(H(nϵ)H(nM))+(nϵnM)1xζϵ(t)G1(P(nϵ))1nϵnM>0+(nϵnM)1xζϵ(t)G2(P(nϵ))1nϵnM>0+nM(G1(P(nϵ))G1(P(nM))+G2(P(nϵ))G2(P(nM)))1nϵnM>0.

    Since the function P is increasing and G1 and G2 are decreasing (see (12)), we deduce that the last term is nonpositive. Then, integrating on (L,L) and using xnϵ(±L,t)=0, we deduce

    ddtLL(nϵnM)+dx x(H(nϵ)H(nM))+(L,t)x(H(nϵ)H(nM))+(L,t)+ζϵ(t)L(nϵnM)1nϵnM>0G1(P(nϵ))dx+Lζϵ(t)(nϵnM)1nϵnM>0G2(P(nϵ))dx.

    Given that nϵnM implies P(nϵ)PM=max(P1M,P2M), it follows that the two last terms are nonpositive. Then, we deduce

    ddtLL(nϵnM)+dx0.

    L bounds.

    With the above comparison principle, we conclude that nϵnM. Since the function P is inscreasing, we deduce easily with the non-negativity principle (3.1) that 0pϵPM, 0n1ϵnM and 0n2ϵnM.

    Estimates from below.

    From above, we deduce that the pressure is bounded by PM. Hence, using assumption (12) we deduce

    tnϵxxH(nϵ)=n1ϵG1(P(nϵ))+n2ϵG2(P(nϵ))nϵgm.

    Let us introduce nm:=A0egmt. We deduce

    t(nmnϵ)xx(H(nm)H(nϵ))(nmnϵ)gm.

    As above, for the comparison principle, we may use the positive part and the Kato inequality to deduce

    t(nmnϵ)+xx(H(nm)H(nϵ))+(nmnϵ)+gm.

    Integrating in space and in time as above, we deduce that (nmnϵ)+=0.

    L1 bounds of nϵ, n1ϵ, n2ϵ and pϵ.

    Integrating (22) on (L,L) and using the nonnegativity of the densities from Lemma 3.1 as well as the Neumann boundary conditions, we deduce

    ddtnϵL1(L,L)GmnϵL1(L,L).

    Integrating in time, we deduce

    nϵL1(L,L)eGmtn iniϵL1(L,L).

    Since n1ϵ0 and n2ϵ0, we deduce the uniform bounds on n1ϵL1(L,L) and on n2ϵL1(L,L).

    From the relation (4), we deduce pϵ=nϵ(ϵ+pϵ). Moreover, the bound pϵPM:=max(P1M,P2M) implies

    pϵL1(L,L)(ϵ+PM)LL|nϵ|dxCeGmtn iniϵL1(L,L).

    L1 estimates on the x derivatives.

    Recalling (8), we can refomulate (10) by

    tnϵxxH(nϵ)=nϵG(pϵ,t,x) (23)

    with G(p,t,x)=G1(p)1xζϵ(t)+G2(p)1xζϵ(t). The space derivative of this growth function is given by,

    xG(p,t,x)=(G1(p)G2(p))δx=ζϵ(t)+G1(p)xp1xζϵ(t)+G2(p)xp1xζϵ(t).

    We derive (23) with respect to x,

    txnϵxx(xH(nϵ))= xnϵG(pϵ,t,x)+nϵ(G1(pϵ)G2(pϵ))δx=ζϵ(t)+nϵ(G1(pϵ)1xζϵ(t)+G2(pϵ)1xζϵ(t))xpϵ.

    We multiply by sign(xnϵ)=sign(xpϵ) and use the Kato inequality,

    t|xnϵ|xx(|xH(nϵ)|) |xnϵ|G(pϵ,t,x)+nϵ(G1(pϵ)G2(pϵ))δx=ζϵ(t)sign(xinϵ)+nϵ(G1(pϵ)1xζϵ(t)+G2(pϵ)1xζϵ(t))|xpϵ|.

    We integrate in space on (L,L). Using the fact that max[0,P1M]G1γ<0 and max[0,P2M]G2γ<0 (see (12)) and that xH(nϵ)(±L,t)=H(nϵ)xnϵ(±L,t)=0,

    tLL|xnϵ|dx GmLL|xnϵ|dxγLLnϵ|xpϵ|dx+nϵ(t,ζϵ(t))|G1(pϵ(t,ζϵ(t))G2(pϵ(t,ζϵ(t))|.

    Using Gronwall's lemma and the uniform bound on nϵ and G1 and G2 (see (12)), we deduce that, for all t>0,

    xnϵ(t)L1(L,L)+γt0LLnϵ|xpϵ|dxdsCeGmt(xn ini ϵL1(L,L)+1). (24)

    Given the estimate from below from Lemma 3.2, namely A0egmTnϵ(t), and using (24), we recover

    γA0egmtxpϵL1(QT)CeGmt(xn ini ϵL1(L,L)+1). (25)

    Hence we have a uniform bound on xpϵ in L1(QT). To recover the estimate on xn1ϵ and xn2ϵ we deduce from (8),

    xn1ϵ=xnϵ1xζϵ(t)+nϵδx=ζϵ(t),
    xn2ϵ=xnϵ1xζϵ(t)nϵδx=ζϵ(t).

    So

    xn1ϵL1(L,L)=xζϵ(t)xin1ϵdx+nϵ(t,ζϵ(t))xnϵL1(L,L)+n1ϵ,

    and

    xn2ϵL1(L,L)=xζϵ(t)xin2ϵdxnϵ(t,ζϵ(t))xnϵL1(L,L)+n2ϵ.

    This concludes the proof.

    Lemma 3.3 (L2 estimate for xp). Let us assume that (12) and (13) hold. Let (n1ϵ,n2ϵ,pϵ) be a solution to (2)–(5). Then, for all T>0 we have a uniform bound on xpϵ in L2(QT).

    Proof. For a given function ψ we have, multiplying (5) by ψ(nϵ),

    tnϵψ(nϵ)x(nϵxpϵ)ψ(nϵ)=(n1ϵG1(pϵ)+n2ϵG2(pϵ))ψ(nϵ).

    Integrating on (L,L), we have

    ddtLLΨ(nϵ)dx+LLnϵxnϵxpϵψ(nϵ)dx=LL(n1ϵG1(pϵ)+n2ϵG2(pϵ))ψ(nϵ)dx,

    where Ψ is an antiderivative of ψ. We choose ψ(n)=ϵ(ln(n)ln(1n)+11n) so that nϵψ(nϵ)=P(nϵ). Inserting the expression of ψ, we get

    ddtLLϵnϵln(nϵ1nϵ)dx+LL|xpϵ|2dxGmLLϵnϵ|ln(nϵ)ln(1nϵ)+11nϵ|dx.

    After integrating in time and using the expression of the pressure (4), we have

    LLϵnϵln(pϵϵ)dxLLϵn ini ϵln(n iniϵ1n iniϵ)dx+T0LL|xpϵ|2dxdtGmT0LL(ϵnϵ|ln(pϵϵ)|+pϵ)dx.

    Then, to prove that xpϵL2(QT), we are left to find a uniform bound on LLϵnϵ|ln(pϵϵ)|dx. Using the expression of pϵ in (4), we have

    LLϵnϵ|ln(pϵϵ)|dxLLϵnϵ|lnpϵ|dx+ϵ|ln(ϵ)|LLnϵdxLL(1nϵ)pϵ|lnpϵ|dx+ϵ|ln(ϵ)|LLnϵdx

    Since nϵ is bounded in L1, the second term of the right hand side is uniformly bounded with respect to ϵ. Moreover given that 0pϵPM and xx|lnx| is uniformly bounded on [0,PM], we get

    LL(1nϵ)pϵ|ln(pϵ)|dxCLL1pϵ>0dx2LC.

    This concludes the proof.

    Lemma 3.4 (L1 estimate for tp). Let us assume that (12) and (13) hold. Let (n1ϵ,n2ϵ,pϵ) be a solution to (2)–(5). Then, for all T>0 we have the uniform bound: tpϵL1(QT)CT.

    Proof. Introduce wϵ=xxpϵ+G(pϵ,t,x). The equation on the pressure (11) can be rewritten as

    tpϵ=(p2ϵϵ+pϵ)wϵ+|xpϵ|2 in (L,L). (26)

    As for all T>0 we have a uniform bound on xpϵ in L2(QT), we are left to find an estimate for the term (p2ϵϵ+pϵ)wϵ. The control of this term is based on the previous work [23] and the recent publication [8]. We consider the equation satisfied by wϵ,

    twϵ=xx(tpϵ)+t(G(pϵ,t,x))=xx((p2ϵϵ+pϵ)wϵ)+2x(xxpϵxpϵ)+(G1(pϵ)1xζϵ(t)+G2(pϵ)1xζϵ(t))tpϵ+ζϵ(t)δx=ζϵ(t)(G1(pϵ)G2(pϵ)).

    We recall that ζϵ(t)=xpϵ(ζϵ(t)). Therefore, using also the definition of wϵ, we get

    twϵ=xx((p2ϵϵ+pϵ)wϵ)+2x(wϵxpϵ)2x(G(pϵ,t,x)xpϵ)+(G1(pϵ)1xζϵ(t)+G2(pϵ)1xζϵ(t))((p2ϵϵ+pϵ)wϵ+|xpϵ|2)xpϵ(ζϵ(t))δx=ζϵ(t)(G1(pϵ)G2(pϵ)). (27)

    Moreover, we have

    x(G(pϵ,t,x)xpϵ)=G(pϵ,t,x)xxpϵ+(G1(pϵ)1xζϵ(t)+G2(pϵ)1xζϵ(t))|xpϵ|2+(G2(pϵ)G1(pϵ))xpϵδx=ζϵ(t)=G(pϵ,t,x)wϵ(G(pϵ,t,x))2+(G1(pϵ)1xζϵ(t)+G2(pϵ)1xζϵ(t))|xpϵ|2+(G2(pϵ)G1(pϵ))xpϵδx=ζϵ(t). (28)

    Then inserting (28) in (27), we get

    twϵ=xx((p2ϵϵ+pϵ)wϵ)+2x(wϵxpϵ)+(G1(pϵ)1xζϵ(t)+G2(pϵ)1xζϵ(t))(p2ϵϵ+pϵ)wϵ+2(G(pϵ,t,x))22G(pϵ,t,x)wϵ+xpϵ(ζϵ(t))δx=ζϵ(t)(G1(pϵ)G2(pϵ))(G1(pϵ)1xζϵ(t)+G2(pϵ)1xζϵ(t))|xpϵ|2. (29)

    Since G1 and G2 are decreasing functions, the last term of the equality is positive. By multiplying (29) by 1wϵ0, we get

    t(wϵ)xx((p2ϵϵ+pϵ)(wϵ))+2x((wϵ)xpϵ)+(G1(pϵ)1xζϵ(t)+G2(pϵ)1xζϵ(t))(p2ϵϵ+pϵ)(wϵ)2(G(pϵ,t,x))21wϵ02G(pϵ,t,x)(wϵ)1wϵ0xpϵ(ζϵ(t))δx=ζϵ(t)(G1(pϵ)G2(pϵ)).

    Using assumption (12), we get

    t(wϵ)xx((p2ϵϵ+pϵ)(wϵ))+2x((wϵ)xpϵ)γ(p2ϵϵ+pϵ)(wϵ)2G(pϵ,t,x)(wϵ)+2Gm|xpϵ(ζϵ(t))|δx=ζϵ(t). (30)

    We want to integrate on (L,L), we first observe that at any time t[0,T],

    LLxx((p2ϵϵ+pϵ)(wϵ))(t,x)dx=x((p2ϵϵ+pϵ)(wϵ))(t,L)x((p2ϵϵ+pϵ)(wϵ))(t,L).

    Besides, by differentiating the equation of the pressure (26) we have

    t(xpϵ)=x((p2ϵϵ+pϵ)wϵ)+2xpϵxxpϵ.

    Then, given that the pressure is subject to homogeneous Neumann boundary conditions,

    x((p2ϵϵ+pϵ)wϵ)(t,±L)=ddt(xpϵ(t,±L))2xpϵ(t,±L)xxpϵ(t,±L)=0,t[0,T],

    and so

    x((p2ϵϵ+pϵ)(wϵ))(t,±L)=x((p2ϵϵ+pϵ)wϵ)(t,±L)1wϵ0=0,t[0,T].

    Therefore, integrating (30) on (L,L), we obtain

    ddtLL(wϵ)dx+γLL(p2ϵϵ+pϵ)(wϵ)dxLL2G(pϵ,t,x)(wϵ)dx+2Gm|xpϵ(ζϵ(t))|.

    Note that we may integrate in space thanks to the regularity of the pressure given in Theorem 1.1. Indeed, thanks to the interface conditions at ζε(t), xpϵ is continuous on [L,L] and continuously differentiable on [L,ζε(t)) and (ζε(t),L]. Then, xxpϵ is a bounded function. Then, from its definition, it follows that wϵ is bounded on [L,L] and therefore is in L1(L,L). Moreover, we observe that

    |xpϵ(ζϵ(t))|ζϵ(t)L|xxpϵ|dxLL(|wϵ|+|G(pϵ,t,x)|)dx.

    Moreover, since |wϵ|=wϵ+2(wϵ), we have

    LL|wϵ|dx=2LL(wϵ)dx+LL(xxpϵ+G(pϵ))dx2LL(wϵ)dx+2LGm,

    where we use Neumann boundary condition and (12) for the last inequality. Then we get

    ddtLL(wϵ)dx+γLL(p2ϵϵ+pϵ)(wϵ)dxC(LL(wϵ)dx+1), (31)

    with C a constant. Thanks to (13), we have xxpiniϵL1(L,L)C and thus wϵ(t=0)L1(L,L)C. Then using Gronwall Lemma we get LL(wϵ)C with C independent of ϵ. Besides, we also have

    γT0LL(p2ϵϵ+pϵ)(wϵ)dxdtC(T0LL(wϵ)dxdt+T)CT.

    Since tpϵ=(p2ϵϵ+pϵ)wϵ+|xpϵ|2(p2ϵϵ+pϵ)wϵ, it is clear that (tpϵ)(p2ϵϵ+pϵ)(wϵ). Then,

    tpϵL1([0,T]×(L,L))=T0ddtLLpϵdxdt+2T0LL(tpϵ)dxdtpϵ(T)L1(L,L)+2T0LL(p2ϵϵ+pϵ)(wϵ)dxdtpϵ(T)L1(L,L)+2CTγ<+.

    This concludes the proof.

    In the last paragraph we have found a priori estimates for the densities and their space derivatives. To use a compactness argument, we need to obtain estimates on the time derivative. To do so, we are going to use the Aubin Lions theorem [33]. More precisely, we have

    Lemma 3.5. Assume that (12) and (13) hold. Let (n1ϵ,n2ϵ,pϵ) be a solution to (2)–(5). Then, there exist n10, n20, p0 belonging to BV(QT) and satisfying (14)–(15), such that, up to extraction of subsequences, (n1ϵ)ϵ, (n2ϵ)ϵ, (pϵ)ϵ converge strongly in L1(QT) and almost everywhere in QT towards n10, n20, p0, respectively, and (xpϵ)ϵ converges weakly in L2(QT) towards xp0.

    Proof. According to Lemma 3.3, n1ϵxpϵ and n2ϵxpϵ are in L2(QT). Moreover thanks to Lemma 3.2, we have that n1ϵG1(pϵ) and n2ϵG2(pϵ) are uniformly bounded in L([0,T];L1L(L,L)), so tn1ϵ and tn2ϵ are uniformly bounded in L2([0,T],W1,2(L,L)). We also have n1ϵ and n2ϵ bounded in L1([0,T],W1,1(L,L)). Since we are working in one dimension, we have the following embeddings

    W1,1(L,L)L1(L,L)W1,2(L,L).

    The Aubin Lions theorem implies that {uL1([0,T],W1,1loc(L,L));˙uL2([0,T],W1,2(L,L))} is compactly embedded in L1([0,T],L1(L,L)). So we can extract strongly converging subsequences n1ϵ and n2ϵ in L1(QT). Thanks to Lemma 3.2 and 3.4 we know that pϵ is bounded in W1,1(QT). Therefore we may apply Helly's theorem and recover strong convergence in L1(QT).

    As a consequence, up to extraction of subsequences, (n1ϵ)ϵ, (n2ϵ)ϵ, and (pϵ)ϵ converge strongly in L1(QT) and a.e. towards some limits denoted n10, n20, and p0, respectively. Moreover, due to the uniform estimate on (xpϵ)ϵ in L2(QT) from Lemma 3.3, we may extract a subsequence, still denoted (xpϵ)ϵ, which converges weakly in L2(QT) towards xp0. Passing to the limit in the uniform estimates of Lemma 3.2 gives (14) and (15) and n10,n20,n0,p0 belongs to BV(QT).

    From Lemma 3.5, we have the convergence, up to subsequences, of (n1ϵ)ϵ, (n2ϵ)ϵ, and (pϵ)ϵ. In this section we look for the equations satisfied by these limits. In particular we have

    Lemma 3.6. Assume that(12) and (13) hold. Let (n1ϵ,n2ϵ,pϵ) be a solution to (2)–(5) and (n10,n20,p0) its limit given by Lemma 3.5. Then n10, n20 are solutions to Eqs. (17) and (18) respectively and relations (19) and (20) are verified.

    Proof. We recall that

    tnϵxx(pϵϵln(pϵ+ϵ))=n1ϵG1(pϵ)+n2ϵG2(pϵ).

    From the uniform bounds on pϵ, we get,

    ϵlnϵϵln(pϵ+ϵ)ϵln(PM+ϵ).

    Thus, the term in the Laplacian converges strongly to p0. Then, thanks to the strong convergence of nϵ and pϵ, we deduce that in the sense of distributions

    tn0xxp0=n10G1(p0)+n20G2(p0).

    Moreover, let ϕW1,α(QT) with ϕ(T,x)=0 (α>2) be a test function. We multiply equation (2) by ϕ and integrate using the Neumann boundary conditions, we get

    T0LLn1ϵtϕdtdxLLn1iniϵ(x)ϕ(0,x)dx+T0LLn1ϵxpϵxϕdxdt=T0LLn1ϵG1(pϵ)ϕdxdt.

    Due to the strong convergence of n1ϵ and pϵ, we can pass easily to the limit ϵ0 into the first term of the left hand side and into the term in the right hand side. For the second term, we use the assumptions on the initial data to pass into the limit. For the third term, we can pass to the limit in a product of a weak-strong convergence from standard arguments, then we arrive at

    T0LLn10tϕdtdxLLnini1(x)ϕ(0,x)dx+T0LLn10xp0xϕdxdt=T0LLn10G1(p0)ϕdxdt,

    for any test function ϕW1,α(QT). Then we obtain the weak formulation of (17) with Neumann boundary conditions on p0. We proceed by the same token to recover (18).

    Passing into the limit in the relation (1nϵ)pϵ=ϵnϵ implies

    (1n0)p0=0.

    We can also pass to the limit for the segregation and deduce n10n20=0.

    To conclude the proof of Theorem 2.1, we are left to establish the relation (21).

    In this section we prove the following results.

    Lemma 3.7. Assume that (12) and (13) hold. Let (n1ϵ,n2ϵ,pϵ) be a solution to (2)–(5) and let (n10,n20,p0) be its limit as in Lemma 3.5. Then (n10,n20,p0) satisfies the complementary relation (21).

    Proof. The approach is based on the previous work [23] and the recent publication [8]. In the weak sense, the complementary relation is equivalent to

    QT(2ϕp0|xp0|2p20xp0xϕ+ϕp20G(p0))dxdt=0,ϕD((0,T)×(L,L)). (32)

    Multiplying the pressure equation (11) by ϵ, recalling the relation pϵ=nϵ(pϵ+ϵ) from (4), we get

    ϵtpϵpϵ(ϵ+pϵ)xxpϵϵ|xpϵ|2=pϵ(ϵ+pϵ)G(pϵ),

    where we recall the definition nϵG(pϵ)=n1ϵG1(pϵ)+n2ϵG2(pϵ). We multiply this last equation by a test function ϕD((0,T)×Rd) and integrate on (L,L) and obtain:

    QTp2ϵϕ(xxpϵ+G(pϵ))dxdt=ϵQTϕ(tpϵ|xpϵ|2pϵ(xxpϵ+G(pϵ))dxdt=ϵQT(ϕtpϵ+pϵxpϵxϕϕpϵG(pϵ))dxdt.

    Therefore, the estimates of Lemmas 3.2 and 3.4 yield

    |QTp2ϵϕ(xxpϵ+G(pϵ))dxdt|ϵ(ϕLtpϵL1(QT)+xϕLPMxpϵL1(QT)+ϕLGmpϵL1(QT))ϵ00.

    Moreover, we have

    QTp2ϵϕ(xxpϵ+G(pϵ))dxdt=QT(2ϕpϵ|xpϵ|2)dxdtQT(p2ϵxpϵxϕ+p2ϵG(pϵ)ϕ)dxdt=Iϵ+IIϵ. (33)

    We want to study the convergence of the terms Iϵ and IIϵ. The convergence of the term IIϵ is obtained from the strong convergence of pϵ and the weak convergence of xpϵ (see Lemma 3.5). We have

    IIϵϵ0QT(p20xp0xϕ+p20G(p0)ϕ)dxdt.

    The convergence of the term Iϵ requires the strong convergence of (a subsequence of) xpϵ and hence, some compactness of xpϵ. The control of the space derivative follows from Eq. (31). Indeed given the boundary conditions xpϵ(t,±L)=0, we have

    LL|xxpϵ|dx=LLxxpϵdx+2LL(xxpϵ)dx2LL((wϵ)+Gm)dxC. (34)

    Therefore xxpϵ(t)L1(L,L)C and sup0tTxxpϵ(t)L1(L,L)C uniformly with respect to ϵ. The control of the time derivative of xpϵ requires further analysis. We will use the Fréchet-Kolmogorov compactness method and proves that

    Th0LL|xpϵ(t+h,x)xpϵ(t,x)|dxdth0+0, (35)

    uniformly when ϵ0. Let us denote, for h>0, uh,ϵ=xpϵ(t+h,x)xpϵ(t,x). Let us consider 0ωCc(R), compactly supported, with ωL1(R)=1. We introduce the mollifiers (ωη){η>0} defined by ωη(x)=1ηω(xη), such that, for any η>0, ωηL1(R)=ωL1(R)=1 and

    xωηL1(R)=R|1η2ω(xη)|dx=1ηωL1(R).

    Moreover, for any fW1,1(L,L), we have

    ffωηL1(L,L)CηfL1(L,L). (36)

    Then, we compute,

    Th0LL|uh,ϵ(t,x)|dxdtTh0LL|uh,ϵ(t,x)uh,ϵ(t,)ωη(x)|dxdt+Th0LL|uh,ϵ(t,)ωη(x)|dxdt.

    For the first term of the right hand side, we get with (36),

    Th0LL|uh,ϵ(t,x)uh,ϵ(t,)ωη(x)|dxdtCηTh0LL|xuh,ϵ|dxdt2CηxxpϵL1(QT)η00,

    uniformly with respect to ϵ, thanks to the estimate (34). To estimate the second term of the right hand side, we compute

    Th0LL|uh,ϵ(t,)ωη(x)|dxdt=Th0LL|(pϵ(t+h)pϵ(t))xωη(x)|dxdtxωηL1(R)Th0LLt+ht|tpϵ(s,x)|dsdxdtChηtpϵL1(QT),

    which is uniformly bounded with respect to ϵ thanks to Lemma 3.4. Choosing η=h and letting h going to 0, we deduce from the above consideration that (35) holds true. From the Fréchet-Kolmogorov compactness, we deduce that the sequence (xpϵ)ϵ is precompact in L1(QT). Passing in the limit in (33) we recover (32). This concludes the proof of Theorem 2.1.

    In this section, we focus on the uniqueness of solutions to the limiting problem (16)–(20). We first observe that from (16) and (20), we have

    tn0xx(n0p0)=n10G1(p0)+n20G2(p0), in  D(QT). (37)

    Since we have the segregation property given by (20), we deduce that the support of n10 and of n20 are disjoints. Then, by taking test functions with support included in the support of n10 or of n20 in the weak formulation of (37), we deduce that

    tn10xx(n10p0)=n10G1(p0), in  D(QT), (38)
    tn20xx(n20p0)=n20G2(p0), in  D(QT). (39)

    We are going to prove that system (38)–(39) complemented with the segregation property (20) and the relation (19) admits an unique solution. More precisely our result reads:

    Proposition 1. Let us assume that assumptions (12) on Gi, i=1,2 holds. There exists a unique solution (n10,n20,p0) to the problem (38)-(39)-(19)-(20) with 0ni01 for i=1,2.

    Proof. We follow the idea developped in [29] and adapt the Hilbert's duality method. Consider two solutions (n10,n20,p0) and (~n10,~n20,~p0) of the system (38)-(39)-(19)-(20). Making the difference and denoting qi=ni0p0 and ~qi=~ni0~p0, for i=1,2, we have

    t(n10~n10)xx(q1~q1)=n10G1(p0)~n10G1(~p0), in  D(QT),t(n20~n20)xx(q2~q2)=n20G2(p0)~n20G2(~p0), in  D(QT).

    We first observe that on the set {n10>0}{p0>0}, we have q1=p0 from (19). Hence we have n10G1(p0)=n10G1(q1). The same observation holds for the other terms in the right hand side of these latter equations. For any suitable test functions ψ1 and ψ2, we have, for i=1,2,

    QT[(ni0~ni0)tψi+(qi~qi)xxψi+(ni0Gi(qi)~ni0Gi(~qi))ψi]dxdt=0. (40)

    This can be rewritten as, for i=1,2,

    QT(ni0~ni0+qi~qi)(Aitψi+Bixxψi+AiGi(qi)ψiCiBiψi)dxdt=0, (41)

    where

    Ai=ni0~ni0ni0~ni0+qi~qi,Bi=qi~qini0~ni0+qi~qi,Ci=~ni0Gi(qi)Gi(~qi)qi~qi,

    and we define Ai=0 as soon as ni0=~ni0 and Bi=0 as soon as qi=~qi, whatever is the value of their denominators. It is shown in Lemma 3.8 below that, for i=1,2, we have 0Ai1, 0Bi1, 0Ciγ.

    The idea of the Hilbert's duality method consists in solving the dual problem, which is defined here by, for any smooth function Φi, i=1,2,

    {Aitψi+Bixxψi+AiGi(qi)ψiCiBiψi=AiΦi, in  QT,ψi(±L)=0 in  (0,T),ψi(,T)=0 in (L,L). (42)

    If such a system admits a smooth solution, then, by choosing ψi as a test function in (41), we get

    QT(ni0~ni0+qi~qi)AiΦidxdt=0.

    From the expression of Ai, we deduce

    QT(ni0~ni0)Φidxdt=0,

    for any smooth function Φi, i=1,2. It is obvious to deduce the uniqueness for the density. Uniqueness for the pressure will follow from (40).

    However, the dual problem (42) is not uniformly parabolic and its coefficients are not smooth. Then, in order to make this step rigorous, a regularization procedure is required. It can be done exactly as in [29,p 109-110]. For the sake of completeness of this paper, this regularizing procedure is recalled in Appendix A.

    Lemma 3.8. Under assumptions (12), we have 0Ai1, 0Bi1, 0Ciγ, for i=1,2.

    Proof. We observe that, for i=1,2, ni0>~ni0 implies qi~qi. Indeed, either ~ni0=0 and then ~qi=0qi, or 0<~ni0<1 and then from the segregation property (20) we have ~n0=~ni0 and from the relation (1~n0)~p0=0 we deduce that ~p0=0, thus ~qi=0qi. Similarly, for i=1,2, ~ni0>ni0 implies ~qiqi. By setting Ai=0 whenever ~ni0=ni0, we conclude that 0Ai1.

    By the same token, we show that, for i=1,2, qi~qi implies ni0~ni0. Indeed, from qi=ni0p0>0, we deduce that ni0>0 which implies n0=ni0, and then p0>0 implies from (19) that ni0=1~ni0. Hence, 0Bi1.

    Finally, the bound on Ci is a direct consequence of the fact that Gi is nonincreasing and Lipschitz (see (12)) and that 0~ni01.

    The numerical simulations are performed using a finite volume method similar as the one proposed in [13,15]. The scheme used for the conservative part is a classical explicit upwind scheme. To facilitate the reading of this paper, we recall here the scheme used. We divide the computational domain into finite-volume cells Cj=[xj1/2,xj+1/2] of uniform size Δx with xj=jΔx, j{1,...,Mx}, and xj=xj1/2+xj+1/22 so that

    L=x1/2<x3/2<...<xj1/2<xj+1/2<...<xMx1/2<xMx+1/2=L,

    and define the cell average of functions n1(t,x) and n2(t,x) on the cell Cj by

    ˉnβj(t)=1ΔxCjnβ(t,x)dx,β{1,2}.

    The scheme is obtained by integrating system (2)-(3) over Cj and is given by

    ˉnk+1βj=Fkβ,j+1/2Fkβ,j1/2Δx+ˉnk+1βjGβ(pkj)for β=1,2, (43)

    where Fkβ,j+1/2 are numerical fluxes approximating nkβukβ:=nkβx(pkβ) and defined by:

    Fkβ,j+1/2=(ukβj+1/2)+ˉnkβj+(ukβj+1/2)ˉnkβj+1,β{1,2},

    where

    uβkj+1/2={pkj+1pkjΔx,j{2,...,Mx1},0, otherwise ,

    with the discretized pressure

    pkj=ϵnkj1nkj,nkj=ˉnk1j+ˉnk2j.

    We use the usual notation (u)+=max(u,0) and (u)=min(u,0) for the positive part and, respectively, the negative part of u. Neumann boundary conditions are also implemented at the boundaries of the computational model.

    In order to illustrate the time dynamics for the model, we plot in Fig 1 the densities computed thanks to the above scheme for ϵ=1 at different times : (a) t=0, (b) t=0.1, (c) t=0.3, (d) t=0.6, (e) t=1 and (f) t=2. For this numerical simulation, the densities are initialized by

    n ini1(x)=0.51[L;0.25](x) and n ini2(x)=0.51[0.25;L](x), (44)
    Figure 1.  Densities n1 (blue), n2 (red) and pressure p as functions of position x at different times: a) t=0, (b) t=0.1, (c) t=0.3, (d) t=0.6, (e) t=1 and (f) t=2; in the case ϵ=1 with the initial densities and growth rate defined by (44)-(45).

    with L=5, and the growth rates are defined by

    G1(p)=10(1p) and G2(p)=10(1p/2). (45)

    We recall that we have defined the parameters P1M and P2M as the values of the pressure for which the growth functions vanish (see (12)). In this case their numerical values are given by P1M=2 and P2M=1. Then, we define

    N1Mϵ=p1(P1M)=P1Mϵ+P1M and N2Mϵ=p1(P2M)=P2Mϵ+P2M. (46)

    Since the growth functions are different, clearly N2Mϵ<N1Mϵ.

    In Fig 1 the red and blue species are initially segregated and equal to 0.5. At first the dynamics is driven by the growth term, so the two species grow and reach their respective maximal packing values N1Mϵ and N2Mϵ. Once this value is reached (t=1,2 on both panel (ⅱ), (ⅲ) and (ⅳ)), we observe two phenomena. First a bump is created on the left side of the interface, in the domain of n2. This bump help the total densities to stay continuous, as it joins the two maximal densities. It also means that, at the interface, the pressure is going to be higher than the limit pressure P2M. Then the derivative of the pressure at the interface is positive, which induces a motion of the interface representing the fact that the red species n1 pushes the blue species n2. This motion of the interface is the second phenomenon which is observed.

    In order to illustrate our main result on the limit ϵ0, we show, in this section, some numerical simulations of the model (2)-(3) when ϵ goes to 0. We also compare with the analytical solution of the limiting Hele-Shaw free boundary model. To perform these simulations we use the numerical scheme (43) complemented with the initial condition (44) and the growth function (45). For the limiting model, we use the initial conditions

    n ini1(x)=1[L;0.25](x) and n ini2(x)=1[0.25;L](x),

    and the growth function (45). The analytical expressions of the solution to the limiting Hele-Shaw system is computed in [15].

    Fig 2 displays the time dynamics of the densities for different values of ϵ: (a) ϵ=1, (b) ϵ=0.1, (c) ϵ=0.01, and (d) ϵ=0.001, along with solution to the Hele-Shaw system (e). For all simulations, the densities are plotted at times t=0.5, t=1 and t=1.5.

    Figure 2.  Densities n1 (blue), n2 (red) and pressure p as functions of position x at different times: (ⅰ) t=0.5, (ⅱ) t=1, (ⅲ) t=1.5; and for different values of ϵ: (a) ϵ=1, (b) ϵ=0.1, (c) ϵ=0.01, (d) ϵ=0.001, (e) Hele-Shaw system.

    We observe in Fig. 2 that the time dynamics of the numerical solutions is similar for each case and follows the dynamics presented above for the case ϵ=1. The main difference observed is the maximal packing value N1Mϵ and N2Mϵ. Indeed since the maximal packing values are given by (46), when ϵ0, the maximal packing value converges to 1. This is consistent with the numerical results shown in Fig. 2. In addition we observe that as ϵ decreases the stiffness of the densities increases. In overall we observe that as ϵ0 densities converge to Heaviside functions.

    One interested application of this study is tissue development. Since we consider a system with two populations of cells, we can for example consider the case of tumour with proliferative cells, whose density is denoted n2, and quiescent cells, whose density is denoted n1.

    Solution of the limiting Hele-Shaw problem. We assume that initially the tumor is a spheroid centered in 0 and is composed by a spherical core representing the quiescent cells surrounded by a ring representing the proliferative cells. Then, we are looking for particular solution of the limiting Hele-Shaw problem (2)-(3) under the form:

    n1(t,x)=1Ω1(t)(x) withΩ1(t)={n1(x,t)=1}=B[R1(t),R1(t)],
    n2(t,x)=1Ω2(t)(x) withΩ2(t)={n2(x,t)=1}=B(L,L)B[R1(t),R1(t)].

    The radius R1(t), with R1(t)<L, is computed according to the geometric motion rules

    {R1(t)=xp(R1(t)),R1(0)=R01,

    where p is the solution of

    xxp=n1G1(p)+n2G2(p)inΩ1(t)Ω2(t).

    Such functions n1 and n2 are solutions to the limiting Hele-Shaw problem (2)-(3). Indeed by differentiating the densities, in the distributional sense, we get,

    tn1=R1(t)(δx=R1(t)δx=R1(t)),x(n1xp)=(δx=R1(t)δx=R1(t))xp+1[R1(t),R1(t)]xxp.

    Since R1(t)=xp(R1(t)), it follows that

    tn1x(n1xp)=1[R1(t),R1(t)]G1(p)=n1G1(p).

    By applying the same computation on n2 we get,

    tn2x(n2xp)=n2G2(p).

    Analytical solution. As this paper is reduced to the case of dimension 1, we can compute the exact solution of the limiting Hele-Shaw problem (2)-(3) with this initial configuration for some simple expression of the growth terms G1 and G2. For instance, let us suppose that the growth terms are linear,

    G1(p)=g1(P1Mp) and G2(p)=g2(P2Mp).

    This choice means that as the pressure increases, the tumor will grow more slowly, until the pressure reach a critical value (P1M or P2M depending of the species) where the growth rate takes negative values, modelling the apoptosis of cells. The solution of the pressure equation is given by,

    p(x,t)={(P1MP2M)g2sinh(g2(R1(t)L))cosh(g1x)λon Ω1(t),(P1MP2M)g1cosh(g2(xL))sinh(g1R1(t))λon Ω2(t).

    with

    λ=g1cosh(g2(R1L))sinh(g1R1)g2sinh(g2(R1L))cosh(g1R1),

    Computing the derivatives at the interface R1(t) we deduce that,

    R1(t)=g1g2(P1MP2M)sinh(g2(R1(t)L))cosh(g1R1(t))λ. (47)

    We are interested in the study of the evolution of R1 in time, in function of the parameters g1,g2,P1M,P2M. Given that 0R1(t)L, it is straightfoward that λ0. From (47), we deduce that the sign of R1(t)0 is the same as the sign of P1MP2M.

    Numerical simulations. Finally we show some simulations of the mechanical problem for the case of spheroid tumor growth. We run the simulations with ϵ=0.01 as we have shown in Section 4.2 that the simulations are close enough from the free boundary model. We consider two populations with the same space configuration as at the beginning of this section,

    n1=0.51B[R1(t),R1(t)] and n2=0.51B[L,L][R1(t),R1(t)],

    with

    R1(0)=0.5 and R2(0)=1.5.

    We fix the parameter ϵ to the value 1. The growth rates are going to defined the dynamics of the two populations. In the first example, we choose growth functions such that we observe death of the inner species n1, which corresponds to the apoptosis of one population of cells. The growth functions are defined by

    G1(p)=10(1p) and G2(p)=10(1p/2), (48)

    In a second example we display an example where the species n1 grows and pushes the surrounding species n2.

    G1(p)=10(4p) and G2(p)=10(1p/2). (49)

    In Fig 3, we display the time dynamics of the densities of these two examples at different time step: (ⅰ) t=0, (ⅱ) t=0.1, (ⅲ) t=0.3, (ⅳ) t=0.6, (ⅴ) t=1. It illustrates the two different behaviours mentionned above by (48) and (49). In Fig 3 (a) the red species grows and the blue species disappears since the pressure in the domain is bigger that P1M. In Fig 3 (b), the blue species pushes the red species and propagates.

    Figure 3.  Densities n1 (blue), n2 (red) and p (black) as functions of position x for different growth function at different times: (ⅰ) t=0.3, (ⅱ) t=0.6, (ⅲ) t=1, (ⅳ) t=1.5.

    In this appendix we prove rigorously Proposition 1 using a regularization procedure for the dual problem 42. We follow closely the ideas in [29,p 109-110] which are recall here for the sake of completness of this paper. Since the coefficients Ai, Bi are not strictly positive and not smooth, then we need to regularize the problem 42. For i=1,2, let Aki, Bki, Cki and Gki be sequences of smooth functions such that,

    {AiAkiL2(QT)<αik,1k<Aki1,BiBkiL2(QT)<βik,1k<Bki1,CiCkiL2(QT)<δ1,ik,0CkiM1,i,tCkiL1(QT)K1,i,Gi(qi)GkiL2(QT)<δ2,ik,|Gki|<M2,i,xGkiL2(QT)K2,i,

    for some constant αi,βi,δ1,i,δ2,i,M1,i,M2,i,K1,i,K2,i. For any smooth function Φi, i=1,2, we consider the following regularised dual system,

    {tψki+BkiAkixxψki+GkiψkiCkiBkiAkiψki=Φi, in  QT,xψki(±L)=0 in  (0,T),ψki(,T)=0 in (L,L). (50)

    As the coefficients BkiAki for i=1,2, are positive, continuous and bounded below away from zero, the dual equation is uniformly parabolic in QT. Then we can solve it and we denote ψki the solution of (50). This solution ψki is smooth and can be used as a test function in (41).

    Using (41) and (50), for i=1,2,

    QT(ni0~ni0)Φidxdt=I1,iI2,iI3,i+I4,i,

    where

    I1,i=QT(ni0~ni0+qi~qi)BkiAki(AiAki)(ΔψkiCkiψki)dxdt,I2,i=QT(ni0~ni0+qi~qi)(BiBki)(ΔψkiCkiψki)dxdt,I3,i=QT(ni0~ni0)(Gi(qi)Gki)ψkidxdt,I4,i=QT(ni0~ni0+qi~qi)Bi(CiCki)ψkidxdt.

    We intend to show that at the limit k+, Ij,i converges to 0 for j=1,2,3,4 and i=1,2. To show the convergence, we are going to find estimates on ψki and its derivative:

    ● As ψki is solution of (50) with Cki nonnegative and Gki uniformly bounded, from the maximum principle we get,

    ψkiL(QT)κ1,

    where κ1 is independent of k.

    ● Multipling (50) by xxψkiCkiψki and integrating on Ω×(t,T), we get

    12xψki(t)2L2(L,L)+Ω×(t,T)BkiAki|xxψkiCkiψki|2dxdt=LL(Cki(ψki)22)(t)dx+(L,L)×(t,T)(tCki(ψki)22Gki|xψki|2ψkixGkixψki+CkiGki(ψki)2+ψkixxΦiΦiCkiψki)dxdtK(1t+Ttxψki(s)2L2(L,L)ds), (51)

    with K a constant independent of k. By using Gronwall lemma we get the following bound,

    sup0tTxψkiL2(QT)κ2,

    with κ2 independent of k.

    ● Using (51), we get

    (BkiAki)1/2(xxψkiCkiψki)L2(QT)κ3,

    with κ3 independent of k.

    We use these bounds to prove the convergence of the integrals Ij,i for j=1,2,3,4 and i=1,2. We get,

    I1,i=˜KQTBkiAki|AiAki||xxψkiCkiψki|dxdt˜K(BkiAki)1/2(AiAki)L2(QT)˜Kk1/2(AiAki)L2(QT)˜Kαk1/2I2,i=˜KQT|BiBki||xxψkiCkiψki|dxdt˜K(Akik1/2Bki)1/2(BiBki)L2(QT)˜Kk1/2(BiBki)L2(QT)˜Kβk1/2,I3,i=QT|ni0~ni0||G1(q1)Gki||ψki|dxdt˜K(Gi(qi)Gki)L2(QT)˜Kδ2,in,I4,i=˜KQTBi|CiCki||ψki|dxdt˜K(CiCki)L2(QT)˜Kn.

    where ˜K is a contant independent of of k. It justifies that limk+Ij,i=0 for j=1,2,3,4 and i=1,2. Then

    limk+QT(ni0~ni0)Φidxdt=0,

    for any smooth function Φi for i=1,2. This implies that n10=~n10 and n20=~n20. Then, we deduce from (40),

    QT[(qi~qi)xxψi+ni0(Gi(qi)Gi(~qi))ψi]dxdt=0.

    By using ψi=qi~qi, we recover qi=~qi for i=1,2. It concludes the proof.

    PD acknowledges support by the Engineering and Physical Sciences Research Council (EPSRC) under grants no. EP/M006883/1, EP/N014529/1 and EP/P013651/1, by the Royal Society and the Wolfson Foundation through a Royal Society Wolfson Research Merit Award no. WM130048 and by the National Science Foundation (NSF) under grant no. RNMS11-07444 (KI-Net). PD is on leave from CNRS, Institut de Mathématiques de Toulouse, France. SH acknowledge support from the Francis Crick Institute which receives its core funding from Cancer Research UK (FC001204), the UK Medical Research Council (FC001204), and the Well- come Trust (FC001204). N.V. acknowledges partial support from the ANR blanche project Kibord No ANR-13-BS01-0004 funded by the French Ministry of Research. Part of this work has been done while N.V. was a CNRS fellow at Imperial College, he is really grateful to the CNRS and to Imperial College for the opportunity of this visit. PD, SH and NV would like to thanks Jean-Paul Vincent for stimulating discussion.

    No new data was collected in the course of this research.



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