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iSQUARED

MATHEMATICS BEYOND THE IMAGINARY

BODY MATHS
MATHEMATICAL MODELLING MEETS CELL BIOLOGY
PLUS

SOLITONS PROBABILITY ISAAC NEWTON

SUMMER 10

ISSUE 12 3.30

iSQUARED
Summer 2010
16 Colville Street Nottingham NG1 4HQ Email: editor@isquaredmagazine.co.uk Website: www.isquaredmagazine.co.uk Issue 12 ISSN 1755-7275 Editor Sarah Shepherd

EDITORIAL
And so we come to the final issue of iSquared. (For any readers not yet aware, the magazine will be closing down at the end of the summer so that I can concentrate on completing my PhD thesis.) It has been a long and fascinating journey, from the very first issue back in 2007 through to this twelfth issue with which iSquared sadly takes its bow. We have seen mathematics come alive through articles on cryptography, crowd dynamics, string theory, neuroscience, aerodynamics, mathematical finance, environmental modelling, operational research, public transportation, relativity, game theory and medical imaging, to name just a few of the topics that have enlivened these pages. I hope that this magazine has been as interesting for you to read as it has been for me to create. In this issue I present two last examples of the pervasive nature of mathematics, which are, fittingly, related to two areas of the utmost concern to modern society: computer technology and medical research. The first is an article by Benjamin Skuse on the self-reinforcing wave known as the soliton (The soliton: A wave less ordinary, pg.8), which is being used to develop logic gates that may one day drive the computers of the future. The second article, written by myself, explores the theory and applications of single-cell-based models, discrete mathematical models of biological cells that promise to shed new light on the workings of a wide range of multicellular systems (Models for life, pg.14). These models lie at the centre of my own research, and although the example applications considered in the article are those of cell sorting and cancer invasion, they are also being used by myself and others in the study of stem cells and the associated field of tissue engineering. Many of the articles that have appeared in iSquared were authored by current or recently graduated PhD students, whose research lies at the cutting edge of knowledge. It is perhaps curious then, to observe that as a mathematics PhD student I am frequently met with surprise, even disbelief, when I tell people what I do. What? How can you do research in mathematics?, people say. They are no less baffled when I explain further, seeming unable to comprehend how the cold, dull world of mathematics as they perceive it can possibly be involved in the exciting, ultra-modern field of stem cell research. This response is typical of the indifferent and often negative view of mathematics that is apparently held by a large swathe of the general public. Many have only ever come across the uninspiring brand of mathematics that is practised in the school classroom, and remain unaware of

EDITORIAL ADVISORS Chris Budd is a Professor of Applied Mathematics at the University of Bath and a Chair of Mathematics at the Royal Institution of Great Britain. Mary Lunn is a Fellow of Mathematics at St Hughs College, Oxford. Michael Mackey is a Professor of Physiology and Director of the Centre for Nonlinear Dynamics at McGill University, Canada. Brian Sleeman is a Professor of Mathematics at the University of Leeds.

Mathematics is in constant flux, continually advancing into new and uncharted realms of knowledge
the real face of mathematics, which is as rich an area as any from a research point of view. Far from being a stagnant pond of putrefying theorems, mathematics is actually a field that is in constant flux, continually advancing into new and uncharted realms of knowledge. Not only are there no shortage of exciting and challenging unsolved problems in pure mathematics, there are also numerous applied areas of study where mathematics is playing an ever more crucial role. It is these applications of mathematics in particular that I have attempted to give readers a taste of in iSquared. So, it is time to end my role as editor. I would like to thank a ll those who have contributed articles to iSquared, as well as the Institute of Mathematics and its Applications (IMA) and the London Mathematical Society (LMS), both of which have lent their support to the magazine during its lifetime. Special thanks go to the members of iSquareds editorial board: Chris Budd, Mary Lunn, Michael Mackey and Brian Sleeman; whose valuable input over the last few years has been greatly appreciated. Finally it remains to thank you, the readers of iSquared, without whom the magazine would never have enjoyed a modicum of its success. Sarah Shepherd Editor

SUBSCRIPTIONS For subscription enquiries and back issues, visit www.isquaredmagazine.co.uk or email subscriptions@isquaredmagazine.co.uk. Annual subscription rates: UK 11.80, Europe & Eire (Airmail) 15.10, ROW (Airmail) 18.40.

COVER Cells, by Ivan Cholakov

iSQUARED is published quarterly. This magazine was printed in the UK by The Magazine Printing Company plc (www.magprint.co.uk). Copyright iSQUARED Magazine 2010 The contents of this magazine may not be used or reproduced without the written permission of the publisher.

This is the final issue of iSquared


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CONTENTS
23 30

08
FEATURES
08 THE SOLITON: A
Benjamin Skuse describes how a special type of wave called the soliton went from being almost universally ignored to being both widely studied and highly valued for its practical applications, after its existence was proved mathematically one such model has been applied to the simulation of cancer invasion and the phenomenon of cell sorting

28 PUZZLES

Jigsaw Sudoku, Killer Sudoku, Kakuro, Samurai Sudoku and anagrams

WAVE LESS ORDINARY

REGULARS
04 NEWS
Sleep modelling, fracture simulation, prime numbers, mathematics genealogies, random number generation, and more

30 GREAT MATHEMATICIANS

The life of the great Isaac Newton, whose many contributions to science include calculus and his laws of mechanics

33 BOOK REVIEWS

14 COVER STORY:
Sarah Shepherd explains why discrete models for biological cells are becoming more and more popular, and shows how

MODELS FOR LIFE

23 MATHEMATICAL HISTORIES
Peter Rowlett looks at the development of probability theory, a field that owes its existence to mathematicians such as Cardano, Pascal, Huygens and Bernoulli

Duel at Dawn by Amir Alexander, which explores the narratives of mathematics; and Number Freak by Derrick Niederman, a compendium of integers

35 ENDNOTES

Quotes, website review and trivia iSQUARED Summer 2010 3

NEWS
QUANTUM SCIENTISTS DEVELOP NEW TYPE OF RANDOM NUMBER GENERATOR
A group of researchers from the Joint Quantum Institute (JQI) in Maryland, together with collaborators from around Europe, have devised a new type of random number generator that is secure, private and indisputably random. Truly random numbers are difficult to produce as they are surprisingly rare even seemingly arbitrary events can often be predicted with sufficient information. This is a particular concern to cryptographers, who use random numbers to encrypt sensitive information but generally have to rely on pseudo-random number generators, which are potentially vulnerable to attack. Working in partnership with European quantum information scientists, a team of JQI experimentalists have now come up with a way to produce genuinely random numbers using the principles of quantum mechanics, a branch of physics that explains the behaviour of matter at atomic and subatomic scales. Their method relies on the phenomenon of quantum entanglement and on the idea that in quantum mechanics, specific properties of objects are not determined until they are actually measured. Classical physics simply does not permit genuine randomness in the strict sense, said JQI Fellow Chris Monroe, who led the research. That is, the outcome of any classical physical process can ultimately be determined with enough information about initial conditions. Only quantum processes can be truly random and even then, we must trust that the device is indeed quantum and has no remnant of classical physics in it. In an article recently published in the journal Nature, the researchers write: we can, for the first time, certify that new randomness is produced in an experiment without a detailed model of the device. This means that their method has the potential to offer a secure and private system for generating random numbers. Although the rate of random bit generation by their experiment is currently very slow, Monroe is confident that over the next few years they will be able to speed up the method significantly, allowing it to be used to generate random numbers for data encryption.

Martin Gardner, 1914 2010


Martin Gardner, the recreational mathematics writer famous for his Mathematical Games column in Scientific American magazine, has died at the age of 95. Gardner, who grew up in Oklahoma and studied philosophy at the University of Chicago, had a long and productive career, during which he published over 70 books and wrote numerous magazine and newspaper articles.
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Although not a mathematician by training, he had a strong interest in logic and mathematics and in 1956 he was offered the opportunity to write a regular column for the Scientific American. Mathematical Games proved to be so popular that it ran for 25 years, igniting interest in recreational mathematics and influencing generations of budding mathematicians. He introduced his readers to topics such as tangrams, fractals, polyominoes and cryptography, writing in a lively and accessible style that gave the column a wide appeal and attracted a large following. Besides puzzles and games, Gardner also wrote books and articles on many other topics, including religion, philosophy, literature and magic. He was a leading critic of pseudoscience, wrote several novels and short stories and was considered an expert on Lewis Carroll. Gardner is mourned by countless fans from around the world. He will be remembered for his substantial contribution to knowledge and education, and especially for his extraordinary ability to communicate his enthusiasm for mathematics through his pen in a way that was both easy to comprehend and highly entertaining.

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PhD student success linked to supervisor age, study finds


A study of mentor-protg relationships in mathematics has found that the generation gap between mathematicians and their doctoral students has an impact on the performance of those students. Researchers from Northwestern University in Illinois analysed data from the Mathematics Genealogy Project (http://genealogy.math. ndsu.nodak.edu/), an online database showing the academic genealogy of mathematicians which stretches all the way back to Isaac Newtons time (to date the project contains over 140,000 records, and is continually expanding). Using this valuable source of data, the researchers studied the mentorship network of 7,259 mathematicians who graduated between 1900 and 1960. The results of the study indicate that students trained by mathematicians who are in the first third of their careers tend to be more successful than average, while students trained by mathematicians in the last third of their careers tend to be less successful than average. Dean Malmgren, one of the authors of the study, said: Its a phenomenon in our culture that as you gain more importance and success you are expected to oversee more and more people, which means that face time with your protgs goes down. This trade-off has negative consequences. Co-author Lus Amaral added: Older and overstretched mentors may be too far removed from their young protgs experience to train them effectively. There is a disconnect. The researchers also found that while the average number of students mentored by each mathematician during the course of their career was 10 (an average that,

remarkably, remained constant throughout the 60 years encompassed by the study), mathematicians who advised a smaller than average number of students did a better job than those who advised an average number of protgs. While these results certainly suggests that mentorship does play a role in the success of students, third co-author Julio Ottino pointed out that the causes behind the studys observations are not really known. He added: What is clear is that patterns exist. Our findings open up a lot of questions within the field of mentorship and beyond.

MAMMALS SHARE SLEEP MECHANISM, SAYS MODEL


A new mathematical model has been developed which reproduces sleep patterns for a range of different species, including humans. The model shows that the neural circuitry controlling sleep/wake patterns in humans may be shared with at least 17 other mammalian species, even though actual sleep patterns are known to vary significantly between these species. The research, which has been published in the open-access journal PLoS Computational Biology, was carried out by scientists from Brigham and Womens Hospital (BWH) in Boston, Massachusetts, the University of Sydney, and the Center for Integrated Research and Understanding of Sleep in Camperdown, Australia. These findings show that although mammalian sleep is remarkably diverse in expression, from dolphins who sleep with one brain half at a time to rodents who have many short naps, it is very likely universal in origin, which suggests that this simple system is both highly flexible and evolutionarily conserved, said Andrew Phillips, lead author of the journal article and researcher in the Division of Sleep Medicine at BWH. The mathematical model, which is based on physiological observations, describes the electrical activity of neurons in the brain during the sleep cycle and models the switch between sleeping and waking. In addition to indicating that the physiological mechanisms of sleep regulation are conserved between species, it also explains why the sleep patterns of different mammals are so distinct. For example, it suggests that in dolphins, the sleep centres on either side of the brain inhibit one another, preventing the animal from sleeping with both brain halves at once. However, since these predictions have been made using only mathematical simulations of sleep patterns, they now need to be verified by direct physiological experiments.

iSQUARED Summer 2010 5

KATI MOLIN

NEWS
Student wins More Girls competition
Maths education initiative the Further Mathematics Support Programme (FMSP) recently held a competition aimed at increasing the numbers of female students who opt for A level Further Mathematics (in 2009, girls made up only 31% of those students who took Further Mathematics). The More Girls competition, which was open to students in school years 1013, asked entrants to suggest why so few girls choose to take Further Mathematics and to devise a campaign to encourage more to do so. The competition was judged by Charlie Stripp, Programme Leader for the FMSP and Sarah Shepherd, editor of iSquared Magazine. The winner was Chelsea Bolwell,
Chelsea Bolwell, winner of the Further Mathematics Support Programmes More Girls competition, was presented with 100 and a subscription to iSquared Magazine
FURTHER MATHEMATICS SUPPORT PROGRAMME

a year 12 student from Sutton Coldfield Grammar School for Girls, who came up with the idea of a Maths takes you further day that would inspire girls to study mathematics and dispel the image that it is a difficult subject only suitable for the most able students. The

proposed event would use presentations and workshops to demonstrate how mathematics is involved in everyday life, to boost the confidence of students and to provide female role models who have already forged successful careers in mathematics.

Model sheds light on crack formation


Researchers have developed a mathematical model to describe the way in which materials crack. While it is clear that materials such as glass, polymers, concrete, ceramics, metals and rocks can fracture under stress, the way in which this fracturing occurs is poorly understood by scientists, particularly in three dimensional objects. Now Antonio Pons of the Universitat Politcnica de Catalunya (UPC)Barcelona Tech and Alain Karma of Northeastern University in Boston have for the first time succeeded in mathematically modelling all the stages of the fracture process in three dimensional materials, from the initial development of the crack to the materials final state after fracturing. They have developed a new method which enables them to simulate crack patterns in structures ranging in size from the microscopic to those as large as geological faults. Their simulations make it possible to predict crack front patterns even before they appear. Our method offers enormous potential because it enables us to study and understand natural problems that have technological implications, said Pons. Indeed, useful applications of their model could include aiding the design of new crack-resistant materials, understanding how bones break in patients suffering from diseases such as osteoporosis and predicting the behaviour of large structures such as buildings in the event of an earthquake.

CONJECTURE ON PRIME NUMBER DIGITS PROVED


Two mathematicians from the Institut de Mathmatiques de Luminy in France have made an important breakthrough related to prime numbers. Christian Mauduit and Jol Rivat have proved a conjecture formulated in 1968 by the Russian mathematician Alexandre Gelfond which says that, on average, there are as many prime numbers whose digits sum to an even number as there are prime numbers whose digits sum to an odd number. For example, the digits of the prime number 13 sum to 4, an even number, whereas the digits of 23 sum to 5, an odd number. Among the primes less than 100, there are 13 whose digits sum to an even number and 12 whose digits sum to an odd number. In proving Gelfonds conjecture, Mauduit and Rivat have demonstrated that over all sets of prime numbers, there are on average an equal number of each of these two types. Mauduit and Rivats work is of particular importance because it uses groundbreaking methods (derived from combinatorial mathematics, the analytical theory of numbers and harmonic analysis) that should open up the way to the solution of other problems in the field.

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Chelsea was presented with her prize (which included 100 for herself, 100 for her school and a years subscription to iSquared) by Sue de Pomerai, Professional Development Leader for the FMSP. One of the aims of the FMSP is to promote Further Mathematics to under-represented

groups, and the More Girls competition entries have generated many ideas for them to explore. Besides the idea of holding enrichment events targeted at girls, several entrants suggested that Further Mathematics could be promoted to girls by using social networking.

IN BRIEF
Abel Prize
American number theorist John Torrence Tate has received the 2010 Abel Prize, one of the most prestigious awards in mathematics. Tate, who is 85, was awarded the prize for his vast and lasting impact on the theory of numbers. The Abel committee said: Many of the major lines of research in algebraic number theory and arithmetic geometry are only possible because of the incisive contributions and illuminating insights of John Tate. He has truly left a conspicuous imprint on modern mathematics.

Talking maths
In June the first ever UK conference on the public communication of mathematics was held at the University of Manchester. The conference, How to Talk Maths in Public, featured how-to sessions from leading communicators of mathematics, including Marcus du Sautoy, Ian Stewart and Simon Singh; as well as a talent competition called the ex factor, in which budding maths communicators were asked to show off their skills. Some delegates also had a chance to try their hand at maths busking, a new performance art which takes mathematics to the street, using the techniques developed by buskers to draw-in and engage a crowd.

New podcast
5136 miles of mathematics is a new podcast with Peter Rowlett, author of the Mathematical Histories series for iSquared (see pg.23) and American mathematician and podcaster Samuel Hansen. The podcast takes the form of a telephone conversation between Peter in Nottingham and Samuel in Las Vegas, in which the pair chat about recent mathematical news and events from around the world. Listen at http://pulse-project.org/node/207.

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THE

SOLITON A WAVE LESS

ORDINARY

Although ignored by the scientific community when it was first discovered in 1834, the soliton has since become a subject of great interest to scientists and mathematicians. Benjamin Skuse explores the mathematics behind this very special type of wave and takes a look at some of its technological applications

he day that Scottish engineer John Scott Russell discovered the soliton was, he said, the happiest day of his life. He had been watching a boat wend its way down Edinburghs Union Canal when it suddenly stopped. Looking down, he noticed that a strange wave had ...accumulated round the prow of the vessel in a state of violent agitation, then suddenly leaving it behind, rolled forward with great velocity, assuming the form of a large solitary elevation, a rounded, smooth and well-defined heap of water, which continued its course along the channel apparently without change of form or diminution of speed. That August day in 1834, Scott Russell had unwittingly discovered a new type of wave that flew in the face of accepted wave theory, and which would inspire a whole branch of scientific research more than a century after his death. Scott Russell quickly set about recreating solitons in a controlled environment. He built a 30 foot (9m) long wave tank in his garden and studied soliton formation and interaction iSQUARED Summer 2010 9

A wave less ordinary

intensively for three years. The research led him to the startling conclusion that solitons possessed two fundamental properties never before seen in waves: firstly, solitons are stable and can travel over very large distances without changing their form; secondly, solitons never merge. Two or more solitons can collide but they emerge from the collision intact. Although Scott Russell thought that his observations were of huge scientific importance, the great and good of the scientific community thought differently. When he finally presented his work at a meeting of the British Association for the Advancement of Science in 1844, his findings were met with ridicule. At the time it was firmly established that waves either disperse and flatten to nothing, or rise up until they topple over. A wave that did neither of these things simply had no right to exist. Frustrated and despondent, Scott Russell returned to his highly successful engineering career, yet for the rest of his life he remained utterly convinced of the solitons importance.

Mathematical vindication
More than 50 years passed without mention of Scott Russells soliton, until in 1895 two Dutch mathematicians, Diederik Johannes Korteweg and Gustav de Vries, inadvertently proved that solitons could exist, at least mathematically, as solutions of a partial differential equation. Korteweg and Vries had formulated an equation that modelled surface water waves. Later named the Korteweg-de Vries (KdV) equation in their honour, this equation governs the changes to a shallow water wave over time and is given by
t + 3 x3 + 6 x = 0.

OBSERVATIONS OF AN ENGINEER John Scott Russell discovered the soliton in 1834, when he was watching a boat on Edinburghs Union Canal. But his findings were met with ridicule by the scientific community

where is a function representing the soliton wave. The first term of this equation governs changes to the wave in time, the second term is the spreading of the wave in space (dispersion) and the final term represents a weak nonlinear effect which combats the spreading caused by the second term. To Korteweg and de Vries surprise, they noticed that this equation had a solution which seemed to describe exactly what Scott Russell had observed in Edinburgh:

c = sech2 2

c 2

American physicists, Martin Kruskal and Norman Zabusky, revived interest in the KdV equation by calculating solutions numerically using computer simulations. They extended Korteweg and de Vries research to prove once and for all that everything Scott Russell had observed, more than 100 years earlier, was possible. Only two years after he had simulated soliton behaviour, Kruskal published another piece of ground-breaking work. He, along with American colleagues Clifford Gardner, John Greene and Robert

(x c t ) .

In this solution,represents a soliton wave travelling to the right, where c 2 is the wave amplitude and c its velocity. Korteweg and de Vries discovery forced the scientific community to concede that wave theory needed some revision. But soon, interest in the soliton had waned once again. Solitons were seen as little more than a mathematical amusement. Next to nothing was published in the area until 1965, when the advent of computers suddenly allowed mathematicians to fully solve complicated nonlinear partial differential equations like the KdV equation. That year two The term soliton was not actually coined until 1965 when Zabusky and Kruskal noted that the wave they had observed resembled an elementary particle. Scott Russell referred to the soliton as a wave of translation. 10  iSQUARED Summer 2010

Korteweg and de Vries proved that solitons could exist mathematically


Miura, had devised a method to find exact solutions of the KdV equation, including soliton solutions. Their method is now referred to as the inverse scattering transform and is one of the most important discoveries made in mathematics in the past 50 years. The inverse scattering transform resembles the Fourier transform (to read about Fourier transforms, see iSquared Issue 11, pp.813, The Remarkable Series of Joseph Fourier) but it can be used to solve far more complicated nonlinear problems. Even

now, researchers use the method to study integrable nonlinear partial differential equations. Kruskal and his team devised the method to mathematically explain the soliton collisions that he and Zabusky had discovered. But the method was found to be far more general than they had imagined. Zakharov and Shabat used it to solve another famous nonlinear partial differential equation, the nonlinear Schrdinger equation, and later the inverse scattering transform was used to find solutions of the Sine-Gordon equation and various other difficult nonlinear equations. Interestingly, soliton solutions have been found for all of these equations which describe waves, proving that solitons are a general phenomenon that can be created for any type of wave.

Solitons have been proven to be superb information carriers over long distances
focused on this area. Researchers are excited by the potential that these light waves have for data storage and as information carriers in optical telecommunications and all-optical circuitry. Solitons have been proven to be superb information carriers over long distances, but most cutting edge research nowadays relates to soliton transmission over very short distances. It is hoped that this will one day allow components of existing electronic circuitry to be replaced by optical components, or even lead to the creation of all-optical computers. Such a computer would potentially be 100,000 times quicker than any conventional computer, but before researchers can contemplate building such a machine, there are several challenges that must first be tackled.

Transmission by light
These mathematical developments created a groundswell of interest in solitons, so much so that the scientific community at large began to take notice. Solitons were being found in a huge array of different systems. In the 45 years since Zabusky and Kruskal founded soliton theory, solitons have been predicted and demonstrated in many different places, from electrical signals in organic molecules to sound waves in helium, from light waves in optical fibres to statistical waves in new states of matter such as Bose-Einstein condensates that we are only just beginning to understand. For researchers, perhaps the most interesting of these solitons is the optical soliton. Somewhat fortuitously, development of the mathematical theory of solitons by Zabusky, Kruskal and many others coincided with the creation of the worlds first lasers. These seemingly unrelated scientific developments remained so until 1973 when scientists at Bell Laboratories calculated that solitons were theoretically possible in laser beams travelling in optical fibres. Seven years later, the first man-made optical soliton was created in the lab and in the past couple of decades many soliton scientists and mathematicians have

Soliton solutions
Optical solitons have been created in various media, but the general properties of these waves are essentially the same. Consequently the equations governing them are also generally similar. These equations
SOLITONS IN THE SKY Solitons have been predicted and demonstrated in a huge array of different system. One example of a naturally-occurring soliton is the Morning Glory cloud, a meteorological phenomenon which can be observed in the Gulf of Carpentaria in Northern Australia

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A wave less ordinary

are not based on the KdV equation; instead they are variants of the nonlinear Schrdinger (NLS) equation
i u z + 2u x2 + | u |2 u = 0,

with the variable u representing the light beam envelope, which we want to look like a soliton or a single hump of light travelling along in the z direction. In the equation above, the first term represents changes in the z direction and the second term (the x derivative) represents the natural spreading or diffraction of a wave as it travels through a normal (linear) medium. The crucial term in this equation is the last, which represents nonlinear self-focusing caused by the medium that the light is travelling through. Like a lens focusing light onto one spot, what self-focusing does is to squeeze the wave into a

smaller and smaller space. If you have one term spreading the wave and one term squeezing then there must be a special case where these terms balance one another. If this happens the wave can travel without changing its shape; that is, the wave is a soliton. The NLS equation is integrable, which means that it can be solved exactly using Zabusky and Kruskals inverse scattering transform. The solution is a combination of known mathematical functions. A single soliton solution, for instance, is written
u = a sech(a x )e
i a2 z 2

where a represents the amplitude of the light beam, which is the shape of a single hump (a hyperbolic secant, sech).

Into reality
Unfortunately this is not the whole story; the NLS equation only governs idealised theoretical solitons. These perfect solitons can travel unchanged forever, which is known as lossless propagation. Of course, lossless propagation is impossible in the real world, like removing friction from the universe! In reality the nonlinear term, the final term in the NLS equation, is more complicated, depending on the material that the soliton is travelling through. This tiny difference between idealised and real solitons has a huge effect on the solitons properties and the
LIGHT MATTERS Optical solitons have received a large amount of attention from researchers, partly due to their great potential in technological applications. Far left: Two optical solitons forming and interacting in a liquid crystal. Left: A computer simulation of an optical soliton changing direction. Below: Solitons interacting in different ways, simulating all-optical computer devices, which may one day replace electronic circuitry

Real world solitons behave in far more unexpected ways than their idealised cousins

LEFT, BOTTOM RIGHT: GAETANO ASSANTO. TOP RIGHT: BENJAMIN SKUSE

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mathematics required to model it. The biggest mathematical difference is that Zabusky and Kruskals inverse scattering transform can no longer be used to solve the equation. A real soliton cannot be described by a combination of known functions; in effect it has a unique shape. Because of this, there is no way to solve the equation. The closest mathematicians can get is by using computer simulations or by simplifying the equation and approximating the soliton behaviour. Real optical solitons have governing equations similar to the NLS equation but with one more spatial variable and a modified nonlinear term:
i u z + 2u x2 + 2u y2 + f (| u |2 u ) = 0,

where f is some function depending on the material that the soliton is travelling through. Although soliton equations like these cannot be solved exactly, computer programs can be created that simulate their behaviour. There is no answer using this method but it allows us to see what the solution looks like. Interestingly, what we find is that real world solitons behave in far more unexpected ways than their idealised cousins. In the idealised world, when two solitons collide they pass through one another and emerge on the other side almost completely unchanged. When optical solitons collide they can pass through one another like idealised solitons but there is one crucial difference: they lose a small amount of mass, momentum and energy, the equivalent of soliton friction. Soliton friction can cause strange things to happen. Optical solitons can repeatedly collide, weaving in and out of one another and in the process losing more and more of themselves until eventually they merge into one larger soliton, a process known as fusion. They can also split up into multiple solitons, destroy one another, attract and repel each other and direct one another along a different trajectory.

to a regular optical soliton. A soliton creates a waveguide which can support a weaker beam of light carrying a signal, but a light bullet is more akin to a packet of information-carrying light. The two types of wave have similar properties, but light bullets have proven more difficult to create in the real world. NASA and its partners are working to make the technology a reality, but there are a number of challenges ahead. In contrast, solitonic logic gates have already been constructed in the laboratory. Mathematicians and scientists behind these advances hope that in the next few decades the soliton optical device industry will overshadow the semiconductor industry that dominates the sector today. Whether solitons will drive the computers of the future or not is debatable. There are many hurdles to overcome and growing competition from other research fields and technologies. But whatever the future holds, it is nevertheless remarkable that in 160 years solitons have grown from being an obscure mathematical curiosity to the topic of cutting edge research. They are fundamentally important to our understanding of a huge number of different phenomena and have been a shining example of what can be achieved when scientists, mathematicians and engineers work together to satisfy their shared curiosity. Scott Russell would no doubt feel a sense of pride if he could see what has been achieved.

FURTHER READING
Report on waves J. Scott Russell, Fourteenth meeting of the British Association for the Advancement of Science, 1844. Linear and nonlinear waves G. B. Whitman, John Wiley & Sons, 1974. Solitons: An introduction P. G. Drazin and R. S. Johnson, Cambridge University Press, 1989. Optical solitons: From fibers to photonic crystals Y. S. Kivshar and G. P. Agrawal, Academic Press, 2003.

Solitons at work
A number of these properties are useful for practical applications. For example, soliton attraction can be used to create all-optical logic gates, simple devices found in digital circuits. Current logic gates rely on electronic circuitry, but a logic gate totally reliant on light has the potential to be 10 times faster, considerably smaller and would operate at much lower power levels. A close relative to the optical soliton, the light bullet, has also been proposed for a variety of applications. A light bullet is a short pulse of laser light that is very similar to an optical soliton. As a normal light wave propagates it diffracts, meaning that its intensity spreads out. An optical soliton uses nonlinearity to stop this effect and consequently the shape of the intensity of the wave remains the same throughout the wave. With a light bullet however, this is not enough to keep it in the same shape. In order to make a light bullet, nonlinearity also has to counteract dispersion. Dispersion is the natural spreading of the pulse of light in time, and is caused by different frequency components of the light travelling at different speeds. If the nonlinear effect is strong enough and can counteract diffraction and dispersion then the pulse forms a ball of light that does not spread in time or space. These light bullets have been proposed for complex switching devices in future computers and they offer a different opportunity

ABOUT THE AUTHOR


Benjamin Skuse grew up in Somerset, moving to Edinburgh in 2000 to study for a BSc in mathematics. Afterwards he went on to complete a PhD in applied mathematics, also at the University of Edinburgh. In 2009 he returned to Somerset, where he began a masters course in Science Communication at UWE (University of the West of England). He is now working as a freelance science writer and maths tutor whilst completing his MSc studies. His main mathematical interests relate to optical soliton dynamics in liquid crystals and solitons in other systems. Outside of studies, he is a multi-instrumental rock musician and a keen amateur photographer. He also enjoys playing tennis at his local club.

iSQUARED Summer 2010 13

Cover Story

An exciting new breed of discrete mathematical models are enabling populations of biological cells to be simulated with more realism than ever before. Sarah Shepherd explains how one of these so-called single-cell-based models, the Cellular Potts Model, has been used to study multi-cellular processes such as the self-organisation of cells and the invasive behaviour of cancer

MODELS
FOR

LIFE
Historically, many efforts to elucidate the mysteries of biological cells and organisms have focused on reductionism, which means dissecting a complex system into its constituent parts and studying these parts in isolation. The prevailing view, particularly during the last half of the twentieth century when molecular biology reached its peak, was that in order to understand a biological system as a whole it was sufficient to be able to understand its individual molecular components and the interactions between them. It is now evident that this reductionist approach cannot lead

ells are often described as the building blocks of life. Indeed, the cell is the smallest functional unit of life, the basic component that makes up every living organism on Earth. Ever since the cell was first discovered by Robert Hooke back in 1655, scientists have been striving to understand how these tiny yet vital structures actually work, and how it is that they can come together in a seemingly miraculous way to produce living, breathing, even conscious, organisms. 14  iSQUARED Summer 2010

to a complete understanding of biological systems. Living organisms are much more than the sum of their parts. A new paradigm has arisen in the shape of systems biology, a field that represents the antithesis of molecular biology and reductionism. iSQUARED Summer 2010 15

Models for life

Systems biology is about studying a complex system as a whole, and in particular the emergent properties of that system: that is, behaviours which arise from interactions between a number of apparently simple components, but which cannot be deduced from the behaviour of those components in isolation. Systems biology is an essentially interdisciplinary science, which lies at the interface between the fields of biology, chemistry, physics, mathematics, engineering and computer science. Mathematics is an especially valuable tool in the systems biologists armoury, since it enables the modelling of large numbers of interacting components, or agents, whose individual and combined behaviour can then be analysed and interrogated in a manner that would be next to impossible in a laboratory.

Unlike continuum models, single-cell-based models explicitly represent the behaviour of individual cells
presented by biological modelling in general, and cell-based modelling in particular. Consequently, a wide variety of so-called single-cell-based (or individual-based ) models have been developed to describe populations of biological cells. Single-cell-based models are discrete models that explicitly represent the behaviour of individual cells, allowing a more biologically realistic description of cell populations than the more traditional continuum models, which consider the behaviour of the population as a whole, ignoring the movements and interactions of individual cells. The various different single-cell-based models that have been described to date can be broadly classified into lattice-based and lattice-free models. In lattice-free models, the cells which may be represented by deformable spheres, ellipses or polygons can move freely in space without being constrained by a fixed lattice. Each cell is acted on by forces from adjacent cells or from the surrounding extracellular medium, the combined effect of which determines the motion of that cell. Lattice-free models have been used for a range of modelling applications, including the simulation of cell growth

Computational cells
An obvious starting point for a systems biology approach to biological modelling is to begin at the scale of the cell. Modelling large populations of cells allows the properties of an individual cell and its response to the surrounding environment to be linked to the macroscopic behaviour of the population as a whole, thus providing a framework with which to investigate how organisation and patterning at the population level arise from interactions at the cellular scale. Advances in computer processing power over the last few decades have greatly increased the potential for mathematical modelling of cellular systems, allowing the simulation of larger populations with more complex cell behaviours. Coupled with these computational developments, the dialogue between mathematicians and biologists has also undergone rapid growth in recent years, with practitioners of both fields showing more interest in exploring the possibilities
OFF THE LATTICE Lattice free models form a class of singlecell-based models where cells are not constrained to a fixed lattice but instead move freely in space. Cells may be modelled by deformable spheres (top), ellipsoids (right) or polygons (left). Clockwise from top: Population growth in a culture (model by Galle, Loeffler and Drasdo); Aggregation of cells of the slime mould D. discoideum (model by Palsson and Othmer); Cells in the colorectal crypt (modelled using the Chaste simulation package)

TOP: J. GALLE, M. LOEFFLER AND D. DRASDO (REPRINTED FROM BIOPHYSICAL JOURNAL 88, 6275, COPYRIGHT 2005, WITH PERMISSION FROM ELSEVIER); LEFT: J. OSBORNE, A. WALTER, S. KERSHAW, G. MIRAMS, A. FLETCHER, P. PATHMANATHAN, D. GAVAGHAN, O. JENSEN, P. MAINI, H. BYRNE ET AL. (CHASTE PROJECT); RIGHT: E. PALSSON AND H. OTHMER (REPRINTED FROM PNAS 97, 1044810453, COPYRIGHT 2000, NATIONAL ACADEMY OF SCIENCES, USA)

16  iSQUARED Summer 2010

0 0 0 0 0 0 4 4 4 4 4 0 0 0 0

0 0 0 0 0 0 4 4 4 4 4 4 0 0 0

0 0 0 0 0 2 4 4 4 4 4 0 0 0 0

0 0 0 0 2 2 2 4 4 4 7 0 0 0 0

1 0 1 2 2 2 2 2 2 7 7 7 0 7 0

1 1 1 1 2 2 2 2 5 7 7 7 7 7 0

1 1 1 1 1 2 2 5 5 5 7 7 7 7 7

1 1 1 1 1 2 5 5 5 5 5 7 7 7 7

1 1 1 1 3 3 5 5 5 5 5 7 8 8 7

1 1 3 3 3 3 3 5 5 5 1 8 8 8 8

0 3 3 3 3 3 6 5 6 5 8 8 8 8 8

0 0 0 3 3 3 6 6 6 6 8 8 8 8 8

0 0 0 0 3 3 3 6 6 6 6 8 8 8 8

0 0 0 0 3 3 6 6 6 6 6 6 8 8 8

0 0 0 0 0 3 6 6 6 6 6 6 6 8 8

LEFT: M. MARKUS ET AL (REPRINTED FROM MATHEMATICAL BIOSCIENCES 156, 191206, COPYRIGHT 1999, WITH PERMISSION FROM ELSEVIER); CENTRE: E. REISA ET AL. (REPRINTED FROM PHYSICA A 388, 13031314, COPYRIGHT 2009, WITH PERMISSION FROM ELSEVIER); RIGHT: S. SHEPHERD

CELLULAR AUTOMATA One type of lattice-based model is the classical cellular automaton, where each cell is represented by a single lattice site. Example applications include vessel formation (left, model by Markus et al) and tumour growth (centre, model by Reis et al). The Cellular Potts Model is a lattice-based model where each cell is represented by multiple lattice sites, as illustrated above right. Here, numbers indicate cell index values and different shadings indicate cell types. Lattice sites with the same index value belong to the same cell, while sites with the index label 0 are not occupied by any cell

dynamics in monolayer cultures, the early development of colorectal cancer, the process of blood vessel formation within tumours and the aggregation of cells of the slime mould Dictyostelium discoideum. Several examples of such models are illustrated below left.

in 1992 by James Glazier and Franois Graner as an extension of the Potts model, a statistical mechanics model that was originally used to describe ferromagnetic materials. Graner had been studying the process of cell sorting at a laboratory in Japan and he wanted to find a way to investigate a hypothesis that had previously been proposed to explain this phenomenon. When Glazier moved to the same laboratory in 1991, he suggested that the Potts model could be adapted to do just that. The model that Glazier and Graner came up with is described in the following paragraphs. In the original CPM (and in most implementations that have followed it), the cells were modelled in two dimensions, and although the model can easily be generalised to three dimensions, this article will concentrate only on the twodimensional case.

Life on a lattice
In contrast to these models are the lattice-based models, where cells are confined to an immovable lattice (which is usually either square or hexagonal) and may be represented by either a single lattice site or multiple, adjacent, lattice sites. The restriction of cells to a fixed grid makes lattice-based models more computationally efficient than lattice-free models. The simplest type of lattice-based model is the classical cellular automaton, in which each cell is represented by a single lattice site and where cells move and interact on the lattice according to a set of prespecified rules that depend on the states of neighbouring cells. Cellular automata models can be useful for studying large numbers of interacting cells, but have limited applicability to real biological systems, since they do not allow a cells physical properties, such as its shape or size, to be taken into account. Nevertheless, due to their ease of implementation and efficient use of computing resources, cellular automata have been applied to the study of many biological processes, including tumour growth, wound healing and vessel development (see left and centre images above). The most widely used single-cell-based model is the Cellular Potts Model (CPM), and it is on this model that the remainder of this article will focus. The CPM (or the Glazier-Graner-Hogeweg model, as it is sometimes called) is also a type of cellular automaton model, but where each cell is represented by many lattice sites, allowing physical characteristics including cell shape, surface area and volume to be modelled directly. It was originally developed

Evolving energies
In the CPM, each cell is represented by a collection of sites on a lattice, as illustrated in the diagram above right. Each of these lattice sites is given two labels: a number denoting which cell it belongs to, and a number denoting the type of that cell. Every cell in the model has a unique cell index label , which is shared only by those lattice sites forming part of that cell. On the other hand, many cells may share the same cell type label , which could for example correspond to ectodermal cells (a type of cell forming the outer layer of the early embryo), with a different value of denoting, say, endodermal cells (another embryonic cell type, which forms the inner layer of the early embryo). The CPM works by continuously striving to minimise the total energy of the system. By changing one point at a time, the arrangement of cells on the lattice is gradually evolved to produce a lower energy configuration. In the simplest form of the CPM, the total energy is defined by the function
E=
i , i neighbours

J ( (i )), ( (i )) (1 (i ), (i ) ) +

(a ( ) A)2 .

In this equation, i and i' are neighbouring lattice sites, while (i ) and (i' ) are the index labels of the cells occupying those lattice sites. The constant J ( (i )), ( (i )) represents the adhesion energy of neighbouring cells (i ) and (i' ). The lower the value of J, the lower the energy associated with any contact between the boundaries of the two cells, and therefore the more adhesive these cells are. Note iSQUARED Summer 2010 17

Models for life

that J depends on the cell type rather than on the cell index, so a pair of cells with type labels 1 and 2, say, will have the same adhesion energy as any other pair of cells of those types. The first part of the equation on the previous page basically just adds up the adhesion energies between every pair of neighbouring lattice sites in the model. However, note the factor 1 (i ), (i ) 1 , (where delta function, equals one when (i ) = (i' ) the (i ),Kronecker (i ) and zero otherwise). This has the effect that only site pairs where ' (i.e. where the two lattice sites belong to different cells) are actually counted. So the first term in the equation gives the total energy associated with the boundaries of the cells in the model. When the system evolves and these boundaries change, this energy will also change to reflect any alterations in adhesion caused by broken or newly created cell-cell contacts. The second term in the energy function is an elastic constraint, whose strength is given by the constant . It measures the difference between the total number of lattice sites in each cell (the cell area, a) and the target area of the cell (given by the constant A), and takes a sum over all the cells in the model. By including this term in the energy function, Glazier and Graner were taking into account the energy required for growth and deformation of real cells, and in the model since it is minimised along with the rest of the energy function it prevents cells from becoming unrealistically large or small. To turn this simple energy equation into a dynamic simulation of moving cells, the CPM applies a method called the Metropolis algorithm to minimise the total energy of the system over time. At each time step of the simulation, a lattice site i and one of its neighbouring lattice sites i' are selected at random. The cell index and type labels belonging to the neighbouring lattice site are then copied into the first lattice site by setting (i ) = (i' ) and (i ) = (i' ). The energy change resulting from this copy is calculated by:
E = Ene w Eo l d ,

sometimes referred to as temperature as a throwback to the models origins in the field of physics. If the site copy is accepted, the lattice site i retains the cell index and type labels that were copied from its neighbour site i', and the effect of this change is to cause two of the cells in the model to alter their shape slightly compared with the previous time step of the simulation. If the site copy is rejected, the cell index and type labels associated with lattice site i revert to their original values and no change is made to the system at the current time step. This process of selecting a potential lattice site copy, testing its effect on the systems energy and then deciding whether to accept or reject it is repeated at the next time step of the simulation, and then over and over again at each subsequent time step. In this way, cells gradually move around on the lattice as the system evolves towards its energy minimum. The above-mentioned temperature parameter T determines the likelihood of an energetically unfavourable site copy being accepted, and therefore determines the amount of random motion that cells in the model undergo. For high values of T there are large cell boundary fluctuations, whereas for low values of T the cells freeze in an almost stationary configuration.

All sorted
Cell sorting is a biological phenomenon whereby mixed aggregates of cells spontaneously rearrange themselves so as to separate out into different cell types. It is an important mechanism for the development and maintenance of multi-cellular organisms, such as in the early embryo, where stem cells sort out and arrange themselves into distinct germ layers that later give rise to all the organs and tissues of the body. The most famous (and probably the most studied) example of cell sorting occurs in hydra, a small freshwater animal related to jellyfish and corals. When hydra cells are dissociated and then reaggregated as a random mixture of endodermal and ectodermal cell types, the cells self-organise to produce an aggregate with the endodermal cells at the centre and the ectodermal cells at the surface. This is just the first stage in the regeneration process: the sorted cells go on to produce a complete hydra in only a matter of days. Glazier and Graner used the CPM to investigate the Differential Adhesion Hypothesis for cell sorting, which was put forward by the biologist Malcolm Steinberg in the 1960s. (Steinberg had suggested that cell sorting could be explained by differences in the adhesion surface energy between cells, with the cells gradually rearranging

where Eo l d is the energy of the system before making the proposed site copy and En e w is the energy after the site copy. If E is negative (i.e. if the site copy has the effect of decreasing the systems energy), then the copy is always accepted. On the other hand, if E is positive (i.e. if the site copy has the effect of increasing the systems energy), then the copy is accepted with probability
e E /T

and rejected with probability 1 e E /T , where T is a constant 18  iSQUARED Summer 2010

themselves as they explored the energy landscape to find their minimum-energy configuration.) To simulate cell sorting, the CPM can be set up with two main cell types, = l (light cells, representing ectodermal cells) and = d (dark cells, representing endodermal cells). It is also necessary to introduce a third type, = M, which does not actually represent a cell but rather the fluid medium surrounding the cells. Any lattice site in the simulation that is not occupied by a cell is given cell index label = 0 and cell type label = M. There are therefore six different adhesion energy constants J representing interactions between these three cell types: Jl,l (the energy between two light cells), Jl,M (the energy between a light cell and the medium), Jd,d (the energy between two dark cells), Jd,M (the energy between a dark cell and the medium), Jl,d (the energy between a light cell and a dark cell) and JM,M (the energy within the medium, which is always zero). By initialising the CPM with an aggregate of cells that are

SORTED OUT The first application of the Cellular Potts Model was modelling the phenomenon of cell sorting, where cells gradually separate out into their different types. In this simulation (where time increases from left to right) the strongly adhesive dark cells form a tight cluster surrounded by less adhesive light cells

The Cellular Potts Model was developed to investigate the phenomenon of cell sorting
CHECKERBOARD OF CELLS By changing the various adhesion parameter values in the cell sorting model, the Cellular Potts Model can be made to produce patterns of alternating cell types that look like checkerboards. Such patterns can be observed in some real biological systems

randomly assigned either cell type l or d, and by judicious selection of the adhesion energies J, it is possible to reproduce various cell rearrangement behaviours that have been observed in biological experiments. For example, the images above show a CPM simulation of complete cell sorting into separate cell types, such as that seen in hydra aggregates. Here, the adhesion energies J have been chosen to obey the inequalities Jd,d < Jl,d < Jl,l < Jl,M, Jd,M. The smallest adhesion energy is Jd,d, therefore the dark cells are the most strongly adhesive and form a tight cluster at the centre of the aggregate, with the light cells arranged around the outside. The largest energies are those between the cells and the surrounding medium (Jl,M and Jd,M), which encourages the aggregate to remain compact and rounded. With slightly different parameters, it is also possible to produce a checkerboard-type pattern of cells, an example of which occurs in the oviduct of certain birds during sexual maturation. Such a pattern can occur if the value of Jl,d is small, since the most energetically favourable configuration is then an arrangement of cells where contact between cells of the same type is minimal. A simulation of this type of cell rearrangement is shown in the image on the left. Glazier and Graners cell sorting simulations provided support for Steinbergs Differential Adhesion Hypothesis and also showed that active cell motility is required in order for cell sorting to take place. But the influence of their model turned out to have a much wider scope than just this single, pioneering application.

Turning invasive
Since Glazier and Graners original paper on cell sorting, the CPM has been applied to many other biological problems. One example is that of cancer, which is now being studied in its many aspects by a large number of modellers, using a variety of different approaches. Among the questions that researchers are seeking to answer is what causes cells in a tumour to turn malignant and start to invade other tissues. To try to address this question, mathematicians Stephen Turner and Jonathan Sherratt developed Glazier and Graners original model and used it to simulate the invasive behaviour of cancerous cells. iSQUARED Summer 2010 19

SIMULATIONS (LEFT AND BELOW) PRODUCED BY S. SHEPHERD (BASED ON J. A. GLAZIER AND F. GRANER, PHYSICAL REVIEW E 47, 1993, 21282154)

Models for life

CELL INVASION Among its many applications to date, the Cellular Potts Model has been used to simulate the process by which cancer cells invade the surrounding tissue. In this simulation (where time increases from left to right), tumour cells break down extracellular matrix (shown in red) and then travel up the resulting gradients of matrix

Malignant, invasive tumours are characterised by a decrease in cell-cell adhesivity, an increase in the rate of cell division, and an increase in cell motility. Malignant cells also secrete enzymes that break down extracellular matrix (ECM), a supporting substance which usually surrounds cells in a tissue. This degradation of the surrounding ECM provides a space into which the tumour cells can move. Not only that; it also creates ECM gradients around each cell which enable directed movement of cells towards areas of high ECM concentration. This process, whereby cells move up gradients of ECM, is known as haptotaxis. Haptotaxis can be incorporated into the CPM by attaching a third label f to each lattice site (recall that each site already carries labels for cell index and cell type ). The new label corresponds to the ECM concentration at that lattice site. To encourage cells in the simulation to move towards lattice sites with a higher value of f (i.e. up gradients of ECM), the energy change E associated with a site copy is modified so that site changes corresponding to such movement are given an energy advantage. That is, a term is added which is negative when a cell tries to move onto a high-f lattice site and positive when a cell tries to move onto a low-f lattice site:
E = Ene w Eo l d + kH ( f (i ) f (i )).

Turner and Sherratt modelled the degradation of the ECM by cancer cells with the following equation: ki if site i is occupied by a cell, e f (i , t + 1) = f (i , t ) e kn if an adjacent site is occupied, 1 otherwise,

where t denotes time and ki and kn are constants with ki > kn. This equation describes how the concentration of ECM at each lattice site changes with each time step of the simulation. ECM degradation is localised to the region near to the tumour, and (since ki > kn) it occurs fastest in the areas of ECM that lie directly beneath the cells.

Fingers and fronts


Above are some images taken from CPM simulations of cancer invasion. Unlike in the cell sorting simulations, here there is only one type of cell (in addition to the medium type), and rather than forming a cluster, the cells initially occupy a layer at the top of the lattice. Periodic boundary conditions are applied at the left- and righthand sides of the lattice, which means that the simulations are in effect showing only a small section through a much larger tumour. These simulations show that haptotaxis causes the tumour surface to extend fingers of cells into the surrounding ECM, which then spread out to form an advancing mass, or front, of cells. As this front continues to advance, the fingers break off, allowing it to rapidly invade the ECM ahead of it. The depth of invasion is sensitive to certain of the model parameters. For example, increasing the strength of cell-ECM adhesion (Jc,M in the model, where c corresponds to a cell and M to medium, or ECM) and increasing the rate of ECM degradation by cancer cells lead to an increase in the tumour invasion depth. Turner and Sherratt went on to incorporate the process of cell division into their model, noting that an important characteristic of cancerous cells is their excessive rate of proliferation. Interestingly (and counter to intuition), they found that the inclusion of cell division can actually slow down the formation of an advancing front. This happens because when cells are constantly dividing, the fingers that anchor the front to the main cell mass become thicker, thus keeping the front anchored for a longer period of time. The results of this model indicate that certain tumour cell characteristics (such as cell-ECM adhesion and the secretion of ECM-degrading enzymes) are more important promoters of invasiveness than other characteristics of these cells (such as cell-cell

Here, kH is the strength of haptotaxis, f (i ) is the ECM concentration at the first randomly selected lattice site, i, and f (i' ) is the ECM concentration at the neighbouring lattice site i'.

An advantage of the Cellular Potts Model is that it can be easily adapted to incorporate different cell behaviours
20  iSQUARED Summer 2010

adhesion and proliferation). This suggests where efforts to suppress cancer cell invasion (and thus find effective treatments for cancer) should be focused. In a separate study, Turner and Sherratt, together with oncologist David Cameron, used their model to look at the effect of the anti-cancer drug tamoxifen, which is widely used in the treatment of breast cancer. The model allowed them to investigate the complex interplay between the various effects attributed to the drug, in particular: ECM secretion, increased motility, inhibition of cell division and promotion of cell death. Interestingly, their simulation results suggested that in some cases (specifically, if the cells are highly sensitive to gradients of ECM concentration) treatment with tamoxifen could result in tumours that, although consisting of a smaller number of cells, are in fact far more invasive than they would be if left untreated. This conclusion obviously needs verifying through biological experiments, but if correct it offers an explanation as to why tamoxifen treatment fails in some patients. Thus, by modelling cancer invasion using the CPM, it is possible to obtain valuable insights into how the interaction of different processes can result in either the promotion or the prevention of cell invasiveness, and how small changes in the balance between these processes can make a significant difference to the overall outcome.

to include cell death, cell elongation, cell-cell signalling, and many other behaviours besides). While the CPM does have its drawbacks as a method for modelling cells (such as the difficulty of linking the model parameters to real, measurable cell properties), it has seen a steady increase in interest and applications ever since it was first conceived. In recent years, it has been used to simulate such wide-ranging processes as limb development, tumour growth and blood vessel formation. With the help of the CPM and other single-cell-based models, mathematicians and biologists can now advance together on an exploration of the intrinsically beautiful and wonderfully complex world of the cell.

FIND OUT MORE


Simulation of biological cell sorting using a two-dimensional extended Potts model F. Graner and J. A. Glazier, Physical Review Letters 69, 1992, pp.20132016. Intercellular adhesion and cancer invasion: A discrete simulation using the extended Potts model S. Turner and J. A. Sherratt, Journal of Theoretical Biology 216, 2002, pp.85100. Tamoxifen treatment failure in cancer and the nonlinear dynamics of TGF S. Turner, J. A. Sherratt and D. Cameron, Journal of Theoretical Biology 229, 2004, pp.101111. Single-cell-based models in biology and medicine Edited by A. R. A. Anderson, M. A. J. Chaplain, and K. A. Rejniak, Birkhuser, 2007.

To the future
This article has presented a tiny glimpse into a rapidly expanding area that carries great promise for the future of biology. Single-cellbased models are powerful mathematical tools with which to explore the workings of the human body and that of other organisms. Using these tools allows biological hypotheses to be tested quickly and easily (and relatively cheaply) in a computerised or in silico environment, thus providing more flexibility than can be afforded when carrying out real-life experiments. Such mathematical models are not intended as a replacement for rigorous biological experimentation, but they do open the way to a new approach where mathematical modelling and traditional experimental methods are allied together in a mutually beneficial partnership. The Cellular Potts Model has already proved its worth, as the two examples considered here demonstrate, and it looks likely to have a long future ahead of it. By enabling the dynamic simulation of moving cells, it provides a realism that was lacking in many earlier biomathematical models. It also has the advantage that it can easily be adapted to incorporate a broad variety of different cell behaviours (in addition to haptotaxis and cell division, the CPM has been extended

ABOUT THE AUTHOR


Sarah Shepherd is the editor of iSquared Magazine. She completed an MMath degree at the University of Oxford before moving to the University of Nottingham, where she is currently studying for a PhD. Her doctoral research involves using the Cellular Potts Model to simulate how neural stem cells differentiate into mature neurons during embryonic development.

iSQUARED Summer 2010 21

SIMULATIONS PRODUCED BY S. SHEPHERD (BASED ON S. TURNER AND J. A. SHERRATT, JOURNAL OF THEORETICAL BIOLOGY 216, 2002, 85100)

opens up new opportunities for PhD students

INDUSTRIAL MATHEMATICS INTERNSHIPS PROGRAMME


Willis Re

he Industrial Mathematics Internships Programme has established itself as a way to offer PhD students, companies and academics a chance to experience the very real benefits of collaboration within a short period of just a few months. The programme, which is supported by the Technology Strategy Board and EPSRC, and coordinated by the Industrial Mathematics Knowledge Transfer Network (KTN), is now in its third year and is looking for more companies, academics and students to take part. The PhD students who have already been involved in the programme each took part in a 36 month project, during which they gained experience of applying their knowledge and insight to real industrial problems and learned at firsthand about the skills that companies require in order to innovate. Supervising academics have been able to establish new partnerships and build relationships that are leading to further industrial collaborations, and companies have benefited from access to bright ideas on a short timescale.

opportunity for [Dan] to understand better how the system really works and to make contacts in a company which plays a crucial role in the power industry. The benefits are numerous.

National Grid
Dan Eager, a PhD student from the University of Edinburgh, worked on a project with National Grid which involved developing a mathematical model in order firstly, to determine vulnerabilities for the England & Wales supergrid, and secondly, to investigate the impacts of these contingencies from the perspective of how customers value their electricity monetarily if subjected to a loss of supply. The project contributed towards National Grids aim of increasing the generation of renewable energy in Great Britain. National Grid is currently investing 500m per year to ensure that the system continues to operate efficiently despite increasing demand and the connection of new renewable energy generation in different parts of the system. The results of this project provided the company with the means of assessing the robustness of the current system and helped support the development of new policy proposals. After completing the project, Dan said: Working with a company at the forefront of the industry has been a fantastic experience. I will be able to take the knowledge gained during the internship back to Edinburgh and apply it not only to my own PhD, but also to provide useful input to other research projects. I have also been given the opportunity to visit both the NG control room and a large 400kV substation, both of which were very enjoyable experiences. Janusz Bialek, Dans academic supervisor, added, The internship was a fantastic

Another previous intern on the programme is University of Oxford PhD student Shilan Mistry, who worked on a project with Willis Re, a broker who arrange reinsurance (protection for insurance companies against the risk of losses). The project involved developing a parallel computing implementation of a tool that Willis Re use to carry out the complex task of optimising their clients reinsurance programmes. Willis Re is currently investing significant resources in the development of next generation catastrophe models for the support of transactional business. This is a computationally demanding task requiring running tens of thousands of different strategies. However, timetables for their clients to make certain decisions about reinsurance placements can be measured in days, so having fast tools is key. By writing a parallel version of the optimisation tool and then using Nereus, a grid computing technology developed at the University of Oxford, they were able to spread the computational load between 36 idle computers in the company network, speeding up their implementation by twenty-five fold with no additional cost. Shilans industrial supervisor, Jrgen Gaiser-Porter, said, With [Shilans] mathematical background and also using the expertise of his Oxford research group he has provided us with a possible solution which speeds up the runtime by several factors. We are now analysing Shilans findings and hope to make a decision soon on how to implement his solution. While the progress of science and mathematics is an academic pursuit, the real test of science is the ability to implement and apply these new ideas and methodologies to actual problems, said Shilan.Through the collaboration with Willis we have been able to establish connections between techniques and methodologies developed within the University of Oxford and the needs of the insurance sector to address problems of both a scientific and industrial nature. Through the KTN internship I have had the opportunity to engage with practitioners in the field and focus the scope of my research to deal with problems relevant to industry. Tristram Armour (Industrial Mathematics KTN) Full case studies for these two projects and others are available at www.ktn-internships.net. We currently have expressions of interest from several companies including Thales, Selex Galileo, MBDA and Cambridge Correlators, ARM and 5one, all of which we would like to find academic and student partners for. This could be the opportunity youve been waiting for! To find out more, register you interest or suggest a new Internship project, contact Dr Vera Hazelwood (vera.hazelwood@industrialmaths.net) or visit www.ktn-internships.net.

22  iSQUARED Summer 2010

MATHEMATICAL HISTORIES

The science of chance


The field of probability theory arose from mans long interest in games and gambling, and was developed by mathematicians into the powerful and pervasive subject that it is today. Peter Rowlett explores the early history of this so-called study of chance
Imagine I challenge you to a game: I will roll a fair, six-sided die. If the result is a six then you win; otherwise you lose. What are the chances you will win? There is evidence throughout history of dice games. The study of these games grew up alongside their playing, and the first investigations into the subject included writing down lists of possible outcomes from combinations of dice rolls. However, it wasnt until the sixteenth century that these investigations really took off, when early work on the modern field of mathematical probability was conducted by Girolamo Cardano. It seems Cardano was, tragically, a compulsive gambler and this led to him squandering large parts of the money he inherited and earned. In his work Liber De Ludo Aleae, Cardano warns of the dangers of gambling and the detrimental effect this can have. Terrible though this is, it was Cardanos interest in games of chance that led to his mathematical treatment of probability, and in the same publication he gives a mathematical analysis of dice games. Cardano recognised that the symmetry of a die makes each outcome equally likely. He developed a theoretical model in which, if one is interested in the probability of one of m outcomes occurring from n possible events, the probability is m n. Using this model, if you roll our die there is a 16 chance that one particular number will be the result. This model gives a range of values for the probability of different outcomes, such that all probabilities sum to 1. Around a century after Cardano had collected his work (but not published it), Blaise Pascal and Pierre de Fermat laid the foundations for probability theory in a correspondence sparked by a question on a game of chance from gambler Chevalier de Mr.

Cardano recognised that the symmetry of a die makes A developing theory each outcome equally likely To see how probability theory developed,

lets consider the game proposed at the start

iSQUARED Summer 2010 23

MATHEMATICAL HISTORIES

Real world probability


Jakob Bernoulli, in the late seventeenth and early eighteenth centuries, recognised that probability theory could be applied much more widely than to games of
Girolamo Cardano was a compulsive gambler, and it was his interest in games of chance that led to his pioneering work on the field of mathematical probability

24  iSQUARED Summer 2010

YAZHANG (LICENSED UNDER CREATIVE COMMONS: HTTP://CREATIVECOMMONS.ORG/LICENSES/BY-SA/3.0/DEED.EN)

of this article. In this game, you win on the roll of a six and lose otherwise. These events are complementary, meaning they are mutually exclusive (they cannot both happen together) and exhaustive (meaning one event or the other cover the entire range of possibilities). In our game, we either roll a six, or we dont. This means the probabilities of both events add together to give 1. We have seen that the probability of rolling a six and you winning the game is 16. Now we can see that the probability of not rolling a six and you losing the game is 1 16 = 56. Lets consider a different example. Suppose we are going to set ourselves up in the business of offering insurance on, say, house fires. To sell a policy we ask a customer to pay a small amount of money to cover a certain time period one year, perhaps and offer to pay a larger amount of money if the customers house burns down during this time period. How much should we charge for this policy? To work this out, we need to know the answer to a second question: How likely is it that the house will burn down? It is clear there are two complementary outcomes either the house burns down within the year, or it does not so Cardanos model would seem to say that each outcome is one event from two possible events, and therefore has a probability of 12. But it seems unlikely to be correct that houses burn down each year with probability of 12! Instead, our intuition suggests that the outcome of the house burning down is much less likely than it staying intact. The flaw in our reasoning is that this method, of calculating probabilities by dividing the number of outcomes we are interested in by the total number of possible events, is based on the assumption that each event is equally likely. While this may work in a balanced game of chance, it does not apply in more complicated real world scenarios.

chance, but that the need for equal probabilities was a weakness when applied to many real world scenarios. In our fire insurance example it might make sense to examine how many houses burn down on average each year in our town, and to use this figure to estimate the probability of a particular house burning down in the next year. This method, drawing on statistics to

estimate probabilities, helped to broaden the applicability of probability. Suppose we live in a town which has 1000 houses. Being simplistic, if we say that 10 houses burned down last year in our town, we might estimate the probability of a single house burning down as 101000=1100. Lets try to think about what these numbers mean. Does 1100 mean

The most fundamental principle of all in gambling is simply equal conditions To the extent to which you depart from that equality, if it is in your opponents favour, you are a fool, and if in your own, you are unjust.
Girolamo Cardano

How much would you pay to play a game of chance? Probability theory can be used to work out whether, in the long run, you would be more likely to make money or to lose money on a particular game

MARCIN JOCHIMCZYK

that for every 100 houses, one of them will burn down? Or, going back to our dice game, does a 16 probability of rolling a six mean you will win one sixth of all games? As well as his theory for the probability of particular outcomes from equally likely events, Cardano recognised that in practice if you roll a die six times you are unlikely to find all six possible events occurring once each. This idea forms part of what we call the Law of Large Numbers: that for a sufficiently large number of rolls of a die we expect each value to come up around one sixth of the time, and that the greater the number of rolls the closer we get to this value. In our dice game, you can expect, in the long run, to win around one sixth of the games but if we play only six times, you shouldnt expect to win precisely one of these. With our houses, a 1100 probability of a house burning down applies in the long run, but any particular group of 100 houses might have a different number burning down in any single year.

The idea of expected winnings gives us a way of calculating a fair price for more complicated games
insurance policies. Having determined your chance of winning the dice game, it might be useful to consider what would be a fair price for playing such a game. Lets say if you win (by rolling a 6) you collect 12p. What would be a fair price for you to pay in order to play this game? Since the probability of you winning is 16 and that of you losing is 56, over the long term, you should expect to win 12p 16 of the time and lose your stake the rest of the time. Therefore the expected winnings of a game are calculated by:
(1/6 12 p ) + (5/6 0 p ) = 2 p .

The price of winning


Now, we might think about how much we should charge when we sell one of our

This means if I charged you 2p to play this game, I would expect to break even on the game in the long run. If I was acting as a casino, hoping to make money by offering games of chance, it would

be sensible to offer the game at a more expensive rate. For example, if I offered the game at a cost of 3p, I would expect to make 1p for each customer over a long period of time. But if I charged a lot more than the expected winnings, my customers might think the game is not worth playing. Christiaan Huygens, whose work on probability theory was published in the 1657 book De Ratiociniis in Ludo Aleae, actually used the reverse of this process, using the expected winnings to compute the probabilities. The idea of expected winnings, or expectation, has now become well established, and gives us a way of calculating a fair price for more complicated games. The concept of expectation is especially interesting if we consider playing a lottery. Generally, although the winnings are large, the expectation of a single ticket is often much lower than the cost of the ticket. In 1662, William Petty wrote that a lottery is an operation through which people tax themselves, out of hope of winning, and called a lottery a tax upon unfortunate self-conceited fools; men that have good opinion of their own luckiness, iSQUARED Summer 2010 25

MATHEMATICAL HISTORIES

or that have believed some Fortune-teller or Astrologer, who had promised them great success. He also recognised that people are not good at calculating their own chances of winning from repeated plays, saying that lotteries are not to be tolerated without state authority, so the state can take care that people are not so much and so often couzened [cheated], as they themselves would be. Given the good long term outcomes for the lottery operator, he recommended that state-run lotteries should be used to collect money for endeavours such as bridge-building.

The Law of Large Numbers says that the larger a sample, the more closely its characteristics match those of the parent population
out (100). So the expectation of a single policy is 1. We can offer policies at a cost slightly greater than the expectation, say 2, and hope to make a profit in the long term. It is important to remember that probabilities only give us a measure of the likelihood that a certain event will occur. In the real world, it is possible for unlikely events to occur some of the time, so probabilities can only be used as a guide. Given that the policy we are offering is based on probabilities, and that an individual event can be surprisingly different in outcome from the expected outcome calculated using probability theory, we might consider it sensible to limit the number of policies we aim to sell until we are more confident of our

How to sell insurance


Going back to our proposed insurance company, it seems sensible to calculate the expectation of a single policy and then charge an amount such that we make a small profit on each policy. We have imagined we live in a town of 1000 houses and calculated the probability of a single house burning down as 1100. Now, lets say each house costs 100 to build. The expectation for a single policy would be the probability of a policy paying out (1100) multiplied by the amount paid
The expected winnings from playing a lottery are typically much lower than the cost of a ticket. The seventeenth century economist William Petty called the lottery a tax upon unfortunate selfconceited fools

companys performance. After all, each policy we sell seems to incur an additional risk. However, this approach would actually be more dangerous, and was in fact the approach that was taken by those offering insurance in the time before probability theory was properly understood. We have seen Cardanos idea that the more times a die is rolled, the closer the occurrence of any particular number gets towards one sixth of the total rolls. Bernoulli extended this idea and gave a proof of the Law of Large Numbers, which says that the larger a sample that can be taken, the more closely the sample characteristics match those of the parent population from which the sample was drawn. Say we only sell two policies. If neither house burns down next year, which is by far the most likely outcome, we pay out nothing and keep the payments made on the policies. This is only a small amount, but we are content for our budding company to be making even a small profit. Now, instead imagine that the unlikely event happens and one of our two houses does burn down. In this case, our company would be required to pay out 100.

26  iSQUARED Summer 2010

With only two policies on our books, the possible options are that zero, one or two houses will burn down. Just one unlikely fire would mean half of our policies had gone bad and the necessary payout would ruin the company. Remember that 10 houses a year are expected to burn down on average in our town, so put another way we only need 1 out of the 10 houses that are expected to burn down next year to be one of our houses. Instead, imagine that we sell 100 policies. We now have 10% of the houses in the town on our books. With that many policies on our books it is very likely that one of our houses will burn down next year and we will have to pay out 100. But with 100 policies, we would need fifty similarly unlikely events to produce the same level of bad policies that we had when we sold two policies and one house burned down (i.e. 50%). Or, to put this another way, we would need 5 times the usual number of houses to burn down in the town next year, and all of these houses on our books, to cause us this problem. As we are now getting a larger sample size, the Law of Large Numbers tells us we can be more confident that our sample will match the population mean and this therefore allows more stable finances.

through the treatment of life tables for annuities, pensions and life insurance, into the modern field of actuarial science. These days, actuaries are not just working in areas

like gambling and insurance described here, but in a large variety of other fields where predictions are needed throughout business and the public sector.

Towards actuarial science


We have used statistics and probability theory to calculate the probability of a house burning down. We have used expectation to determine a fair price for our policies which allows us to collect a profit. Without the mathematical treatment of probability that began in the sixteenth and seventeenth centuries, our hypothetical insurance company would be on much less firm foundations. All we have to do now is get out onto the streets and start selling policies! This article introduces some of the key ideas in the history of probability (although the examples given here are overly simplified). These ideas were developed, particularly

The Law of Large Numbers means it is safer to sell a large quantity of home insurance policies than to sell just a few

FURTHER READING
An article on the history of modern statistics, including its origins in probability and development through life and annuity tables, previously appeared in iSquared: The story of modern statistics, Philip Robinson, iSquared Magazine, Issue 5, pp.3035 An online resource on the history of statistics and probability is made available by the University of York at www.york.ac.uk/depts/maths/histstat/ If you enjoy finding out about mathematical history then you might be interested in the work of The British Society for the History of Mathematics, whose home on the web is www.bshm.org

This article forms part of History of Maths and x, an initiative that aims to offer mathematical histories for various topics x. The topic of this article is covered in an online video distributed by the University of Nottingham. The video, links to other talks and further information can be found on the website www.historyofmathsandx.co.uk. Peter Rowlett is Technology Enhanced Learning Officer for the School of Mathematical Sciences, University of Nottingham and University Liaison Officer for the Institute of Mathematics and its Applications. History of Maths and x is a personal endeavour. You can find out more about Peter at his website www.peterrowlett.net.

History of Maths and

iSQUARED Summer 2010 27

PUZZLES
9 2 1 2 7 1 6 7 5 6 2 3 9 4 3

KAKURO

The aim of Kakuro is to fill in the white squares with numbers between 1 and 9, in such a way that the numbers in each horizontal and vertical grouping add up to the totals given in the grey squares. A number in the bottom half of a grey box gives the total for the vertical run below that box, while a number in the top half of a grey box gives the total for the horizontal run to the right. No number can be used more than once in any run.

3 3 10 3 12 17 7 11 18 19 20 17 11 11 16 13 17 10 4 18 4 17 11 10 11 29 3 23 26 16 13 17
12 12

16

8
3 8

19 11

JIGSAW SUDOKU
As for regular sudoku, fill in the grid so that every row, column and outlined group of cells contain the numbers 1 to 9. The only difference is that here each outlined group of cells is irregularly shaped rather than square. Hint: Take advantage of long, thin shapes.

11 7 7 6 11 11

14

19

11 5

18 13

10

9 17 15

16 10

12 25 10 13 16 12 18 15 4 19 8 13 10 8

21

15 23 8

14

ANAGRAMS
Solve the following anagrams, which are all either mathematical terms or names of famous mathematicians. For hints, see box below right.

KILLER SUDOKU
Here, not only must every row, column and 3x3 group of cells contain the numbers 1 to 9, the numbers enclosed within each dashed line shape must also add up to the total specified in the top left corner. No number can appear more than once in the same dashed line shape.

corvet esclioses tromaghli

siponos yentiqulia enremsen

28  iSQUARED Summer 2010

4 9 5 8 9 4 1 2 2 3 6 3 9 3 1 8 9 4 4 3 9 7 3 1 9 5 6 2 2 1 4 7 4 3 1 5 3 5 8 6 5 9 5 8 3 2 3 6 1 2 9

2 7 5 1 7 3 6 5 7 1 7 3

4 9

5 2

2 8 5 3 9

2 4 8 1 4 5 5 9 7 8 1 2 4 9 9 2 8 6

5 6 1 4 7

For solutions to all puzzles on these pages, see page 34


Left column: A directed length; three-sided?; routine. Right column: Probabilist; mathematical statement, prime monk?.

SAMURAI SUDOKU
This puzzle is made up of five interlinked sudoku grids. Each of these 9x9 subgrids must be completed following the same rules as in regular sudoku. That is, every row, column and 3x3 square must contain each of the numbers from 1 to 9. Hint: Try to solve the numbers in the overlapping 3x3 squares as soon as possible.

Hints to Anagrams:

iSQUARED Summer 2010 29

GREAT MATHEMATICIANS

Magician of mathematics
One of the greatest mathematicians of all time and one of the greatest scientists is Sir Isaac Newton, a shy but somewhat quarrelsome genius whose prodigious and invaluable legacy ranges from the discovery of calculus to the theory of gravitation
childhood. He showed little promise at school and was described by his teachers as idle and inattentive. When Newton was 15, his mother (who had returned to the family home when her second husband died) removed him from school with the intention of putting him to work on the management of her estate. But he showed scant interest in farming, and his mother was persuaded to instead allow her son to complete his education. In his last years at school, Newton evidently applied himself more diligently to his studies, for he rose to the top of his class and in 1661 he was admitted to Trinity College, Cambridge. (Since his mother refused to pay for his university education, Newton entered Cambridge as a sizar, which meant he had to work as a servant to fellows and other students in return for subsidised food and lodging.) Although purportedly studying for a law degree, at Cambridge Newton cultured a keen interest in science, reading widely and carrying out his own scientific investigations. It was after looking through a book on astrology (and finding he was unable to understand the geometry and trigonometry contained within its pages) that he first discovered an enthusiasm for mathematics.

n Christmas Day, 1642, a small manor house in rural Lincolnshire played host to the premature birth of a tiny, sickly baby boy. Although a seemingly unremarkable occurrence, this event was to have profound consequences for humanity, and in particular for the development of science and mathematics. For the child born on that winters day in the seventeenth century 30  iSQUARED Summer 2010

was none other than Isaac Newton, one of the most famous scientists of all time. Newtons father, an illiterate but prosperous farmer, had died three months earlier, leaving his wife to bring up their first and only child alone. She, however, soon decided to remarry, leaving her young child in the care of his grandmother. Abandoned by his mother, Newton endured a sad and lonely

n 1665 soon after Newton graduated from Cambridge England was struck by the Great Plague. The university was closed due to an outbreak and Newton, who had returned home to Lincolnshire for the summer, was forced to remain there indefinitely. The following two years, spent in private study at Woolsthorpe Manor, his family home near Grantham, were to represent one of the most productive periods in Newtons entire career. It was during this period of his life that Newtons genius truly began to emerge. At Woolsthorpe, he laid the foundations for much of his future work on calculus, optics and gravitation, and it was there that the legendary tale of the falling apple was supposed to have occurred.

Newton was not the first of the age of reason. He was the last of the magicians
John Maynard Keynes
In fact, it was Newton himself who gave rise to the story of how he was inspired to formulate his theory of gravitation when he saw an apple fall from a tree in the Woolsthorpe orchard. At that time, scientists already knew that a gravitational force existed, but it was only thought to act within a short range of the Earths surface. Newton had the idea that gravity might extend so far from the Earth as to be the force keeping the Moon in orbit, and he proposed the inverse-square law of universal gravitation, which states that any two massive bodies (such as planets) attract each other with a force that is directly proportional to the product of their masses and inversely proportional to the square of the distance between them. That is,
, r2 where F is the gravitational force between the bodies, G is the gravitational constant (which is approximately equal to 6.6731011N m2 kg2), m1 and m2 are the masses of the two bodies, and r is the distance between them. Newton showed that this law could be used to calculate the Moons orbital period to a good level of accuracy, and suggested that gravitation was also responsible for holding the planets in orbit around the sun. F =G m1 m2

of 27. At Cambridge, he continued his work on optics and the development of calculus, but was reluctant to publish his discoveries, fearing controversy and criticism from other scientists. In 1679 he returned to the problems of gravitation and planetary motion, and after receiving encouragement and financial support from the astronomer Edmund Halley, he published his results in a book entitled Philosophi Naturalis Principia Mathematica (Mathematical Principles of Natural Philosophy). Published in 1687 and usually known simply as the Principia, this work was Newtons masterpiece and is considered to be one of the most important books in the history of science. The Principia is divided into three parts. The first part discusses mechanics and introduces Newtons three laws of motion (see below); the second part is concerned with the theory of fluids; and the third part extends the three laws of motion to the frame of the world, introducing the law of universal gravitation and demonstrating how gravity can explain a range of planetary phenomena. Although many of the ideas in the Principia were not initially accepted by other scientists, it nevertheless established Newton an

The Principia, a three-volume work first published in 1687, was Newtons magnum opus, in which he presented his theories on mechanics and gravitation

international reputation as one of the leading mathematicians of his day.

y 1667 the plague had passed, and Newton returned to Cambridge to take up a position as a fellow of Trinity College. Just two years later, he became Lucasian Professor of Mathematics at the young age

Newton was reluctant to publish his discoveries, fearing controversy and criticism from others

NEWTONS LAWS OF MOTION


First Law (Law of Inertia) Every object in a state of uniform motion tends to remain in that state of motion unless an external force is applied to it. Second Law The acceleration a produced by a particular force acting on a body is directly proportional to the magnitude F of the force and inversely proportional to the mass m of the body (i.e. F=ma). Third Law For every action there is an equal and opposite reaction.

esides science and mathematics, Newton had a deep interest in alchemy, and spent a considerable amount of time conducting alchemical experiments. He also devoted much of his time and energy to theological research, and in fact wrote more about religion and theology than he did about any other subject. In later life, Newton gave up his post at Cambridge University to concentrate on his position as Warden of the Royal Mint. This was actually intended as an honorary appointment with no real responsibilities, but he took the post very seriously, taking charge of the standardisation of Britains coinage and using his power to clamp down on clippers and counterfeiters. He also became involved in politics, and was twice elected Member of Parliament for the University of Cambridge (although it is said that he only ever spoke once in Parliament to ask for a window to be closed when it was draughty). In 1705 he became the first scientist ever to receive a knighthood.

n the early eighteenth century, Newton became embroiled in a bitter dispute with the German mathematician Gottfried Leibniz over who had been the first to discover calculus. Early on in his career, Newton had begun to develop calculus (the iSQUARED Summer 2010 31

GREAT MATHEMATICIANS

study of rates of change, or equivalently, of finding tangents and areas under curves) but he did not publish a full account of his variant of calculus, the method of fluxions, until 1693. Independently, Leibniz came up with a version of calculus which used a very different notation from Newtons, and which was first published in 1684. However, it turned out that on a visit to London in 1676, Leibniz had actually been shown an unpublished manuscript containing some of Newtons early work on calculus. Although there is strong evidence from Leibnizs private papers that he had already developed his own method by the time he visited London, this was not known at the time and Newtons supporters vehemently accused Leibniz of plagiarism. Newton was by that time president of the Royal Society, and he used all his influence in that role to bias the argument in his favour, leaving Leibniz with an unfair disadvantage that he was never able to overcome. The quarrel continued until Leibnizs death in 1716, and only succeeded in blighting the lives of both men and causing lasting damage to scientific relations between Britain and Europe. It is now generally accepted that Newton and Leibniz developed calculus independently, at around the same time.

The controversy over calculus was not the only dispute Newton became involved with during his life. He had a reputation for being bad tempered and suspicious, and he did not easily forgive those who opposed him. He suffered nervous breakdowns in 1678 and 1693 (the latter of which prompted him to retire from research). These were possibly triggered by depression, which he is thought to have suffered from for much of his life. Newton has been described as quiet, solitary and humourless. He reportedly never laughed, and only occasionally smiled. He had few personal relationships with others, he never married and he appears to have been entirely disinterested in sex. It has recently been suggested that Newton had Asperger syndrome, a form of autism characterised by obsessive interests and behaviours and difficulties with social interaction.

ewton died in his sleep in 1727 at the age of 84. He was buried in Westminster Abbey, alongside kings, queens and other great men and women of British history. Today, Newton is not only considered to

be one of the three greatest mathematicians of all time (along with Archimedes and Gauss), but also one of historys greatest scientists. (In a 2005 poll of members of the Royal Society, his influence on the history of science was voted to be greater than that of Einstein.) He contributed to all areas of mathematics that he studied (which in addition to calculus included algebra, analytic geometry and numerical analysis), and his work on the laws of motion and gravitation had a longlasting impact on science indeed, Newtonian mechanics stood unchallenged for over 200 years, and even since the advent of quantum mechanics and the theory of relativity, Newtons laws are still accepted as valid within certain limits. And calculus, his other great discovery, has had an enormous impact on mathematics, science and by extension numerous aspects of modern life. It is no wonder then, that this scientific genius has now become such an iconic figure, one whose work remains a staple of classroom teaching and whose name is recognised the world over. Sarah Shepherd

If I have seen further it is only by standing on the shoulders of giants. Isaac Newton

Newton spent much of his life at Trinity College, Cambridge

32  iSQUARED Summer 2010

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BOOK REVIEWS

Men of legend
Mathematics cannot be separated from the legends that surround its most famous practitioners, says the author of a new book on the birth of modern mathematics
Duel at Dawn By Amir Alexander, Harvard University Press, 2010, 320pp, 21.95, ISBN 9780674046610 It is a tale now familiar to mathematicians the world over; that of variste Galois, a young but troubled genius whose life was tragically cut short in a duel when he was just 20 years old. He spent his last night feverishly scribbling down his mathematical ideas; ideas that were both highly original and of huge significance for the future of mathematics. He is viewed by posterity as a martyr for mathematics, a genius who was rejected by the mathematical establishment and whose early death was precipitated by this persecution. Yet far from being an innocent victim of a narrow-minded establishment, the real Galois was actually an unlikeable hot-head whose troubles were mostly of his own making. Furthermore, the letters he wrote on the night before the duel were not responsible for his mathematical legacy, as the story suggests. In fact, when he died Galois had already had five articles accepted for prestigious journals, a sign that the mathematicians of the day were actually taking his work very seriously. Duel at Dawn, the second book from historian Amir Alexander, looks at how legends such as that of Galois have come about; the real and generally unromantic lives of the protagonists morphing into tales of heroes and martyrs whose unyielding pursuit of mathematics leads them to make the ultimate sacrifice. Alexander argues that these narratives are inseparable from mathematics itself and reflect the ideals and sensibilities of the period. He suggests that mathematical history can be divided into distinct eras, and that each transformation in the practice of mathematics was accompanied by a parallel change in the perception of the ideal mathematician. In Alexanders previous book, Geometrical Landscapes (Stanford University Press, 2002), he described the heroic age of exploration that took place in the sixteenth and early seventeenth centuries, when mathematicians portrayed themselves as intrepid voyagers venturing into the unknown, perilous world of geometry. In the late seventeenth century, this period gave way to the age of the Enlightenment, during which time mathematics was derived from nature, and mathematicians were natural men. These men were pure, child-like creatures of like the French mathematician Jean le Rond dAlembert, who never succumbed to pettiness and jealousies but was deeply connected to his fellow man and his natural surroundings. DAlembert, whose true persona was

legend proved stronger than memory and forced their biographies into a standard romantic narrative, he writes. The emergence of this narrative of the mathematician as a tragic romantic figure, says Alexander, went hand in hand with the fundamental changes that were occurring within mathematics itself. Galois, Abel, Bolyai and Cauchy all challenged the mathematical tradition of the Enlightenment, instead advocating a radically new type of mathematics that was entirely separate from the physical world and which fashioned itself as a creative art, devoted to the pursuit of sublime truth. And from this severance of mathematics from physical reality springs the iconic image of the tragic romantic mathematician, for in this view a mathematician is that blessed individual who is granted a special sight that allows him to observe, or even to reside within, the alternative mathematical universe. It is an inestimable gift, but it comes at a heavy price: striving for his true home in the realm of mathematics,

The emergence of the narrative of the mathematician as a tragic romantic figure went hand in hand with the changes that were occurring within mathematics itself
most likely somewhat removed from this high ideal, was nevertheless considered the embodiment of the natural man of Enlightenment mathematics. Duel at Dawn concentrates mainly on the transition from the narratives and mathematical practice of the Enlightenment to the contrasting ideals of the romantic age, a transformation which took place around the turn of the nineteenth century. The simple and natural mathematicians of the Enlightenment were replaced by tragic figures whose portrayals mirrored those of romantic poets such as Byron and Keats, while the insistence that all mathematics be rooted in physical reality gave way to increasing abstraction and a belief that mathematics should be studied purely for its own sake. Alexander explores these ideas through the lives and legends of mathematicians such as Galois, Niels Henrik Abel, Jnos Bolyai and Augustin-Louis Cauchy, all of whom were portrayed or portrayed themselves as martyrs persecuted by the establishment. Despite none of these men really fitting the mould of the ideal romantic mathematician, the prevailing but trapped in the harsh world of physical things and the petty company of lesser men, the mathematician is a tragic figure, doomed to a difficult and disastrous life. Alexanders argument is compelling, and although he does have a tendency to labour the point at times, this book nevertheless makes a fascinating read. The mathematical examples that he includes to illustrate the differences between the mathematics of the Enlightenment and that of the romantic age are well-judged long enough to be informative but concise enough to remain interesting. One criticism is that he ignores the existence of mathematical physicists and other post-Enlightenment applied mathematicians whose work partly retained the spirit of that age, instead implying that all mathematicians and mathematics adhered (and still adhere to) the narratives of the romantic era. Notwithstanding, Duel at Dawn is a strikingly original and thoroughly readable book which retells the life stories of some of the most intriguing characters in mathematical history and explores ideas that have a relevance not only for those mathematicians of the past but also for those of today. Sarah Shepherd iSQUARED Summer 2010 33

BOOK REVIEWS

PUZZLE SOLUTIONS
From top to bottom: Jigsaw Sudoku, Killer Sudoku, Kakuro, Samurai Sudoku.

6 4 8 5 3 2 1 7 9
5 9 3 4 8 2 6 7 1

9 1 7 6 4 8 5 3 2
4 8 6 1 7 3 9 5 2

3 2 1 8 7 9 6 5 4
2 7 1 5 6 9 3 4 8
3 3

5 7 4 9 1 3 2 6 8
9 1 4 8 3 5 7 2 6

8 5 2 4 6 7 3 9 1
7 3 8 2 1 6 4 9 5
10

1 9 3 7 2 5 8 4 6
6 5 2 7 9 4 8 1 3

4 8 9 2 5 6 7 1 3
3 2 5 9 4 8 1 6 7

7 3 6 1 8 4 9 2 5
8 4 7 6 2 1 5 3 9
16 3 9

2 6 5 3 9 1 4 8 7
1 6 9 3 5 7 2 8 4

By the numbers
Derrick Niederman packs a broad selection of mathematical and non-mathematical facts into this compendium of integers
Number Freak By Derrick Niederman, Duckworth, 2010, 304pp, 12.99, ISBN 9780715637104 Derrick Niedermans Number Freak is, in essence, just a long list of facts about numbers not a particularly inspiring premise, though one which its author makes the best of. Niederman wades through all the integers from 1 to 200, providing a colourful range of mathematical, historical, cultural and recreational trivia related to each number. These swing from mundane or mathematically irrelevant facts, such as Ian Fleming wrote a total of 14 James Bond novels or the fear of the number 13 is known as triskaidekaphobia, to deep and fundamental numerical properties like the fact that 10 is both a triangular and a tetrahedral number, or that any positive integer can be expressed as the sum of at most 4 perfect squares. While it is not solely a maths book, the mathematical entries predominate and among these there are discussions of many interesting problems that have cropped up in the history of mathematics, including the Four Colour Theorem, the Seven Bridges 34  iSQUARED Summer 2010 of Konigsberg, the 18-Point Theorem and Hilberts 23 problems. The book is written in an engaging and entertaining style, but even so, in presenting the reader with such a long and a predictable catalogue of numbers (not all of which can be said to be genuinely interesting) it does get a little tedious at times. As you might expect, the sections on each number become shorter and shorter as the book goes on, but even Niederman seems to be running low on ideas by the time he reaches number 100 or so, as evidenced by certain entries that have obviously been scraped right from the bottom of the barrel. The non-mathematical facts that appear in Number Freak seem to have been chosen rather arbitrarily (it is clearly intended for an American audience, with baseball dominating the sports-related trivia). The juxtaposition of these with the (generally more profound) mathematical facts gives the book rather a whimsical flavour. That said, it is on the whole a fun and accessible read, though one that would be better for dipping into occasionally than for reading from cover to cover. Sarah Shepherd

1 2 12 2 19 11 17 3 2 5 1 7 9 3 8 11 1 7 18 3 2 1 5 19 11 2 9 8 20 9 2 7 17 7 9 8 6 4 1 11 11 11 3 1 5 2 2 16 13 16 17 9 7 10 7 1 5 4 10 4 7 1 2 18 3 1 21 4 17 1 3 11 7 9 23 26 10 9 7 8 2 11 7 16 13 29 7 6 7 8 9 5 17 3 9 8 1 2
6 7 3 4 1 2 5 8 9 1 9 4 8 5 3 2 7 6 2 5 8 9 7 6 4 3 1 3 8 9 7 2 1 6 5 4 7 2 1 6 4 5 8 9 3 4 6 5 3 8 9 7 1 2 9 3 7 5 6 4 1 2 8 5 4 3 6 7 9 4 1 3 8 5 2 5 1 6 2 9 8 3 4 7 9 2 6 5 8 1 7 9 2 4 3 6 8 4 2 1 3 7 9 6 5 1 7 8 4 2 3 6 5 8 7 9 1 5 3 1 2 6 4 7 8 9 6 5 1 3 4 2 9 7 6 8 1 5 8 6 2 9 7 3 5 1 4 2 3 7 9 6 8 5 3 1 7 4 2 4 9 7 8 5 1 2 3 6 8 9 4 1 5 7 8 2 4 3 6 9 9 8 3 5 1 7 6 4 2 2 5 4 6 8 9 3 7 1 1 7 6 3 4 2 8 9 5 3 2 5 4 9 8 1 6 7

1 8
11

2 9
4

1 3

7 3 5 8 2 1 6 4 9

9 6 4 3 7 5 1 2 8

2 1 8 9 6 4 3 7 5

3 4 6 5 8 9 2 1 7

1 9 7 2 4 6 5 8 3

8 5 2 1 3 7 9 6 4

8 9 2 3 6 5 7 1 4

6 7 1 4 8 9 2 3 5

4 5 3 7 1 2 8 9 6

7 4 8 1 2 6 9 5 3

6 1 9 7 3 5 4 2 8

2 3 4 1 8 9 6 5 7

5 8 9 7 6 2 1 3 4

7 1 6 4 5 3 2 9 8

8 9 5 6 1 7 4 2 3

4 2 1 3 9 8 5 7 6

6 7 3 2 4 5 9 8 1

Anagrams: vector, algorithm, isosceles, Poisson, inequality, Mersenne.

ENDNOTES
Maths on the Web
The math behind NUMB3RS http://numb3rs.wolfram.com
This website by Wolfram, creators of the Mathematica software and Wolfram| Alpha, explores the maths behind the hit US television show NUMB3RS, in which mathematical genius Charlie Epps uses his knowledge and ingenuity to help solve crimes for the FBI. The site contains notes to accompany each episode (only seasons 46 of the show are currently covered), which explain some of the concepts discussed by Charlie and his fellow mathematicians. These notes are not really suitable for use as a standalone resource, although short excerpts from the script are included. The notes for season 4 are much more detailed than those for the later seasons, which are heavy on interactive demonstrations but frustratingly light on actual mathematical explanation. However, there are links to pages on the Wolfram Demonstrations Project site, which contain more detailed information about the topics concerned. There are also some interesting puzzles associated with some of the episodes (look in the season 5 episode index). Navigating around the site is slightly awkward, though it has an attractive design. It is a shame that there is no actual introduction to the show on the site. Although there is a (not entirely obvious) link to CBSs NUMB3RS website, it would have been nice to include some clips and character descriptions on the Math behind NUMB3RS site itself, for those new to the show. Overall, this site will probably be enjoyed by fans of NUMB3RS, but others might find it a little confusing.
The cast of NUMB3RS

Quotes
The title is completely bonkers. On the one hand you have the typically feminine, gentle and woolly world of needlework and on the other, the exciting but incredibly un-woolly world of hyperbolic geometry and negative curvature. In Crocheting Adventures with Hyperbolic Planes the two worlds collide in a captivating and quite breathtaking way. Horace Bent, diarist of The Bookseller magazine, explains why Crocheting Adventures with Hyperbolic Planes by mathematician Dr Daina Taimina has been awarded the magazines prize for the oddest titled book of the year. Im pretty sure that Sir Isaac would have loved to see this, assuming he wasnt spacesick, as it would have proved his first law of motion to be correct. Astronaut Dr Piers Sellers, speaking before his recent space mission, which was accompanied by a piece from Isaac Newtons famous apple tree. The event was part of the Royal Societys 350th anniversary celebrations. mathematician Georg Cantor in the nineteenth century. Georg Cantor revolutionised our understanding of infinity. He showed that there is more than one type of infinity and he introduced transfinite numbers to allow the different infinities to be categorised. In fact, Cantor went on to show that there are infinitely many infinities, each one bigger than the last. In the early twentieth century, David Hilbert came up with Hilberts Hotel, a neat illustration of the strange arithmetic of the infinite, which demonstrates (by considering rooms in a hotel) that + 1 = , + = , and = . Infinity crops up in numerous areas of modern mathematics, including calculus, set theory, geometry, infinite series and fractals. iSQUARED Summer 2010 35

Trivia

Number notes:

icians throughout the history of mathematics. These difficulties even led some mathematicians, such as Leopold Kronecker (18231891), to deny the entire concept of infinity. The ancient Greeks were probably the first to face the problem of infinity. The Greek philosopher Zeno of Elea devised a set of paradoxes (the most famous of which is that of Achilles and the Tortoise) that illustrate the mathematical and philosophical difficulties associated with infinite processes. With the emergence of calculus (which relied on the concept of infinitesimals), infinity suddenly became much more central to mathematics, something many mathematicians were uneasy about. It was now imperative that infinity be placed on firm logical foundations, something which was finally achieved by the German

In actual fact, infinity is not really a number (although mathematicians often treat it like one). Rather, it is an abstract concept with no value. It is unbounded and therefore larger than any finite quantity. Here are some interesting trivia about the mysterious and fascinating nature of infinity: The word infinity comes from the Latin infinitas, meaning unboundedness. The symbol for infinity is called the lemniscate, and was first introduced in 1655. It may have had its origins in the Ouroboros, or infinity snake, an ancient symbol showing a serpent biting its own tail, which is sometimes depicted as a figure of eight. The symbol is closed in on itself, physically representing endlessness or infinity. The idea of infinity throws up many paradoxes that have presented a significant challenge to mathemat-

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36  iSQUARED Summer 2010

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