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  <front>
    <journal-meta />
    <article-meta>
      <title-group>
        <article-title>Adaptive Wegstein method for a coe cient inverse problem for one model of HIV infection</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>1 { Ural Federal University (Yekaterinburg, Russia)</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <aff id="aff0">
          <label>0</label>
          <institution>2 { Krasovskii Institute of Mathematics and Mechanics</institution>
          ,
          <addr-line>Yekaterinburg</addr-line>
          ,
          <country country="RU">Russia</country>
        </aff>
      </contrib-group>
      <fpage>261</fpage>
      <lpage>267</lpage>
      <abstract>
        <p>We consider a coe cient inverse problems for one model of HIV infection. The problem is formulated as an minimization problem of a quadratic residual functional. The last one is turned to the xed point problem. We study two approaches to obtaining approximations such as the adaptive Wegstein method to solutions of the xed point problem. One way is the vector approach, this method uses the ratio of the norms of residuals for nding parameters of the method. The other way is the componentwise approach that shift tracking of approximations in each coordinate more subtle. Numerical results are presented.</p>
      </abstract>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>Adaptive Wegstein method for xed point problem</title>
      <p>There are an impressive number of methods for the approximate solutions of nonlinear scalar equations and
systems. The search for new methods of solving such equations and ways to improve the e ciency of the
wellknown and practically proven methods remains important. Newton's method and simple iterations method,
being the simplest to build and structure and most capable of an exhaustive study, often serve as the starting
point for this.</p>
      <p>
        One way to improve the convergence and extend the scope of applicability of linearly convergent iterative
processes is to build processes of the Fejer type [1] which are called Mann iterations (see [2, 3, etc.]). Suppose
that the problem of a xed point is de ned by the equality
Here
: Rn ! Rn is a given continuous nonlinear mapping. These iterations are based on the formula
+ (
        <xref ref-type="bibr" rid="ref1">1</xref>
        )x(k)
(k = 0; 1; 2; : : : ):
      </p>
      <p>
        Here is a scalar parameter or a sequence of parameters = (k). Di erent approaches to the method of
xing this parameter lead to di erent speci c processes of the family (
        <xref ref-type="bibr" rid="ref2">2</xref>
        ). The Wegstein method [4] for solving
one-dimensional equations (
        <xref ref-type="bibr" rid="ref1">1</xref>
        ) is one of su ciently e ective members of this family. In elaboration of this method,
the authors of this paper proposed in [5] to x the coe cients of the linear combination of the points x(k) and
(
        <xref ref-type="bibr" rid="ref1">1</xref>
        )
(
        <xref ref-type="bibr" rid="ref2">2</xref>
        )
x(k) to be inversely proportional to the values of taking residuals of these values. This method is de ned by
the following set of formulas:
x~(k+1) = 1 +(k)(k) x~(k) + 1 +1 (k) x(k+1);
      </p>
      <p>
        The resulting iterative method is identical to the Aitken 2 method, in which the formula for acceleration is
applied every other step of the method of simple iterations. The Aitken method in the form (
        <xref ref-type="bibr" rid="ref3">3</xref>
        ), (
        <xref ref-type="bibr" rid="ref4">4</xref>
        ) is convenient
for studying the conditions of its quadratic convergence and gave rise to an adaptive algorithm in which the
ful llment of these conditions is checked and corrected in the process of its implementation [6].
      </p>
      <p>When solving scalar equations, the parameters can be calculated using the formula
which allows extending this method to the case of systems of nonlinear equations.</p>
      <p>
        The method (
        <xref ref-type="bibr" rid="ref3">3</xref>
        ), (
        <xref ref-type="bibr" rid="ref5">5</xref>
        ) has more limited conditions for applicability, but the method (
        <xref ref-type="bibr" rid="ref3">3</xref>
        ) with the parameters
is formally suitable for solving systems of nonlinear equations in the form (
        <xref ref-type="bibr" rid="ref1">1</xref>
        ). A careful study of the
onedimensional case [6] shows that, to ensure fast convergence of the method (
        <xref ref-type="bibr" rid="ref3">3</xref>
        ), when xing the parameter (k) at
each iterative step, it is important to consider the nature of convergence/divergence of simple iterations delivering
the next intermediate value x(k+1). In particular, it is important to know whether the points x(k+1) and x~(k)
are on the same side or on the opposite sides with respect to the xed point x . In an n-dimensional case, the
behavior of the starting and intermediate points during each approximation can be similarly taken into account
for each coordinate separately. The scalar parameter (k) becomes a vector k = i(k) for this purpose. The
Mann process is implemented by coordinates as follows.
      </p>
      <p>
        Let the given nonlinear system (
        <xref ref-type="bibr" rid="ref1">1</xref>
        ) in an expanded form be
(k) =
x(k+1)
x(k+1)
x(k+1)
x~(k)
(k) = kx(k+1)
kx(k+1)
x(k+1)
x~(k)k
;
k
8 x1 = '1(x1; x2; : : : ; xn);
&gt;
&gt;&lt; x2 = '2(x1; x2; : : : ; xn);
&gt; : : :
&gt;: xn = 'n(x1; x2; : : : ; xn):
The transition from the value x~(k) =
      </p>
      <p>to the value x~(k+1) =
x~(k)
i
x~(k+1)
i</p>
      <p>is carried out based on formulas
x(k+1) = 'i x~(1k); x~(2k); : : : ; x~(k) ;</p>
      <p>i n
x~(k+1) =
i</p>
      <p>
        (k) 1
1 + (k) x~i(k) + 1 + (k) xi(k+1)
(k = 0; 1; 2; : : : );
The matrix-vector form of the method (
        <xref ref-type="bibr" rid="ref8">8</xref>
        ), (9) is
(k) = diag n (1k); (2k); : : : ; (nk)o ; (k) = diag
(
        <xref ref-type="bibr" rid="ref3">3</xref>
        )
(
        <xref ref-type="bibr" rid="ref4">4</xref>
        )
(
        <xref ref-type="bibr" rid="ref5">5</xref>
        )
(
        <xref ref-type="bibr" rid="ref6">6</xref>
        )
(
        <xref ref-type="bibr" rid="ref7">7</xref>
        )
(
        <xref ref-type="bibr" rid="ref8">8</xref>
        )
(9)
(10)
1.
      </p>
      <p>; i = 1; : : : ; n:
(k); if sgn x~(k)</p>
      <p>i
(k); if sgn x~(k)
i
x(k+1)
i
x(k+1)
i
= sgn 'i(x(k+1))
= sgn x(k+1)
i
x(k+1) ;</p>
      <p>i
'i(x(k+1)) ;
where (k) =</p>
      <p>(x(k+1))
x(k+1)
x~(k)
:
Theorem 1. Let a vector-valued function be continuously di erentiable in some domain M
contains its xed point : Let there exist nonnegative constants ak; bk; k = 0; 1; : : : ; such that
If there exist q; that the following inequality holds
miax 1 +1 i(k) 6 ak;
max
i
(11)
and all members of the sequence x~(k) and x(k) ; de ned by (10), do not leave the M; then the sequence x~(k)
converges to provided that the initial point x~(0) 2 M:
P r o o f. Regardless of the way in which parameters i(k); i = 1; : : : ; n is chosen, we deduce from equality (10)
that</p>
      <p>@x1 @x2 @xn
i(k); i = 1; : : : ; n: If the following inequality holds
6
x~(k) ; equality (12)
where k =</p>
      <p>1(k); : : : ; n(k)
calculated with x =
implies the inequality
Successive iterations of this inequality yield
x~(k+1)</p>
      <p>6
6 akbk
x~(k)
k +
6 q
(k)</p>
      <p>x~(k)
x~(k) :
x~(k+1)
We have (11). It is now obvious that the above estimate for the error of the approximation x~(k+1) implies the
convergence of the sequence x~(k) to for each x~(0) 2 M:
Theorem 2. Let a vector-valued function be continuously di erentiable in some domain M
contains its xed point : Let there exist nonnegative constants a; b c; such that
max
i</p>
      <p>1
1 + i(k)
6 a;
max
i
(k)
i
6 b;</p>
      <p>n
max X
i
j=1
If the following inequality holds
and all members of the sequence x~(k) and x(k) ; de ned by (10), do not leave the M; then the sequence x~(k)
converges to provided that the initial point x~(0) 2 M:</p>
      <p>To illustrate good properties of the elaborated method we apply it for solving one inverse coe cient problem
for a model of HIV dynamics. An observer measures the concentration of viral particles in blood as well as
a serum level of immunocompetent cells. These data are used to estimate coe cients of the model. This is
a typical inverse dynamic problem and to deal with it a quadratic residual functional is introduced and the
identi cation problem is formulated as a minimization problem. As a necessary condition for extremum dictates
the last problem is reduced to a nonlinear system to be solved numerically. To accelerate a convergence of
iterative process we use method (10). The implementation of these ideas in a formal and precise way is given in
a paragraph 3 while a concise description of the HIV model is given in a paragraph 2.
2</p>
    </sec>
    <sec id="sec-2">
      <title>Description of the model</title>
      <p>Mathematical models provide a means to understand the human immunode ciency virus (HIV)-infected immune
system as a dynamic process. Models formulated as di erential equations for the dynamic interactions of CD4+
lymphocytes and virus populations are useful in identifying essential characteristics of HIV pathogenesis and
chemotherapy [7, 8]. The equations for the model with treatment are as follows:
8 dT (t)
&gt;&gt;&gt;&gt; dt
&gt;&gt; dTS (t)
&gt;
&gt;
&gt;&gt;&gt;&gt; dt
&lt;&gt; dTr(t)
&gt; dt
&gt;&gt; dVS (t)
&gt;
&gt;
&gt;&gt;&gt;&gt; dt
&gt;&gt; dVr(t)
&gt;
&gt;
: dt
= S1</p>
      <p>S2VS (t)</p>
      <p>BS + VS (t)
= kS VS (t)T (t)</p>
      <p>Ti TS (t)
= krVr(t)T (t)</p>
      <p>Ti Tr(t)
= (1
=</p>
      <p>3Tr(t)
Ci + VS (t)
q) Ci + V3S (t) TS (t)V (t)</p>
      <p>3TS (t)
Ci + VS (t)</p>
      <p>1 T (t)V (t)
C + VS (t)</p>
      <p>2
Ci + VS (t) TS (t)V (t);</p>
      <p>2
Ci + VS (t) Tr(t)V (t);
kV T (t)VS (t) +</p>
      <p>GS VS
B + V (t)</p>
      <p>;
V (t) + q</p>
      <p>V (t)</p>
      <p>kV T (t)Vr(t) + Gr (V (t))
T T (t) +
(kS VS (t) + krVr(t)) T (t);</p>
      <p>Vr(t)
B + V (t)
;
(13)
where V (t) = VS (t) + Vr(t); Gr = (GS e(V V0)p)=(1 + e(V V0)p); the initial conditions are T (0) = T0; TS (0) = 0;
Tr(0) = 0; V (0) = V0; the dependent variables are T is uninfected CD4+ T-cell population, Ts is CD4+ T-cell
population infected by virus sensitive to the treatment, Tr is CD4+ T-cell population infected by virus restrictive
to the treatment, Vs is infectious HIV population sensitive to the treatment, Vr is infectious HIV population
restrictive to the treatment.</p>
      <p>In equation 1 the term S1 S2VS (t)=(BS + VS (t)) represents the external input of uninfected CD4+ T-cells
from the thymus, bone marrow, or other sources. It is assumed that there is a deterioration of this source as
the viral level increases during the course of HIV infection, T is the death rate of uninfected CD4+ T-cells
whose average lifespan is 1= T . The term 1T (t)V (t)=(C + VS (t)) represents CD4+ T-cell proliferation in the
plasma due to an immune response that incorporates both direct and indirect e ects of antigen stimulation,
where C is a saturation constant. The form assumed here idealizes the growth mechanisms of CD4+ T-cells,
since subpopulations of antigen speci c CD4+ T-cells are not modeled. In equation 1 kS is the infection rate of
CD4+ T cells by virus (it is assumed that the rate of infection is governed by the mass action term kS VS (t)T (t)).
In the absence of virus the CD4+ T-cell population converges to a steady state of S1= T .</p>
      <p>In equation 2 there is a gain term kS VS (t)T (t) of CD4+ T-cells infected by drug-sensitive virus, a loss term
Ti TS (t) due to the death of these cells independent of the virus population, and a loss term 2TS (t)VS (t)=(Ci +
VS (t)) dependent on the virus population due to bursting or other causes. The dependence of the loss term
2TS (t)VS (t)=(Ci +VS (t)) allows for an increased rate of bursting of infected cells as the immune system collapses
and fewer of these cells are removed by CD8+ T-cells. The structure of equation 3 is the same.</p>
      <p>In equation 4 the virus population is increased by the term 3TS (t)V (t)=(Ci +VS (t)). This term corresponds to
the internal production of virus in the blood. The dependence of this term on TS (t) allows for a decreased rate of
viral production in the plasma when the infected CD4+ T-cell population in the plasma collapses. Since most of
the plasma virus is contributed by the external lymph source, the plasma virus population still increases steeply
at the end stage of the disease. In equation 4 the virus population is decreased by the loss term kV T (t)VS (t),
which represents viral clearance. In equation 4 there is a source of virus from the external lymphoid compartment,
which is represented by the term GS VS =(B + V (t)) (B is a saturation constant). This term accounts for most of
the virus present in the blood. the structure of equation 5 is the same.</p>
      <p>A complete list of parameters and their estimated values for model (13) is given in [8]. Figure 1 shows a
schematic diagram of the entire immune response process.
A minimization problem for a functional (14) is turned to solving of nonlinear equation</p>
      <p>= 0;
it is easy to check that @ (a) = 2 P5 Pm 1 (xi; k(a) yi; k) @xi; k(a) ; l = 1; : : : ; p:</p>
      <p>@al i=1 k=1 i @al</p>
      <p>Method (10) is applied for solving the problem (15). We use a priory information to set the initial
approximation of the vector a0: Calculation of the function in (15) implies a numerical solving of the di erential equations
(13). Because of sti ness we use implicit fourth order Runge-Kutta method each step of which implies solving
of an appropriate nonlinear system, and adaptive method (10) is used for this too.</p>
      <p>To illustrate good properties of the proposed method (10) and e ciency of the approach described above
we performed several numerical experiments. Let B and BS are unknown parameters to be estimated, so
a = (B; BS ): To simulate the system dynamics and obtain the observations a was de ned according to [8] as
a = (2; 13:8): The initial approximation was taken as a0 = (3; 18):</p>
      <p>The system dynamics for true parameters value is depicted by solid lines, for initial value a0 by green and blue</p>
    </sec>
    <sec id="sec-3">
      <title>Conclusions</title>
      <p>The advantage of the proposed method (10) for solving nonlinear systems is that only one function calculation
is required on each iterative step, while the calculation of the derivatives and matrix inversion is not required at
all. In one-dimensional case the proposed method has the quadratic convergence; in general case according to
the results of numerical estimations method (10) converges not slower than Newton's method.</p>
    </sec>
    <sec id="sec-4">
      <title>Acknowledgements References</title>
      <p>This research is supported by the program 02.A03.21.0006 on 27.08.2013, Russian Science Foundation (RSF)
14-35-00005, RFBR 14-01-00065.
2 Process.
Compu</p>
    </sec>
  </body>
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