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35923604
DOI: 10.1007/s10439-010-0100-9
INTRODUCTION
The electrophysiological behavior in myocardial
tissue can be modeled by means of dierential equations, often as a combination of ordinary and partial
dierential equations (ODEs and PDEs). Ionic currents at the myocardial cell level are described by a
model consisting of ODEs. These ionic currents are
coupled via a model consisting of PDEs to describe the
ow of electricity across the heart. A PDE model, such
as the bidomain model, coupled with an ionic model
can be used to simulate the electrical activity in the
heart. For a thorough introduction, see Pullan et al.42
or Sundnes et al.53
Coupled ODE/PDE models are often solved separately via an algorithm called operator splitting. In this
algorithm, the solution process alternates between
solving the ODEs and the PDEs separately. In this
3592
0090-6964/10/1200-3592/0
3593
dy y1 y
;
dt
sy
CARDIAC ELECTROPHYSIOLOGICAL
MODELS
3594
R. J. SPITERI
where
y1
ay
a y by
and
sy
1
:
ay b y
AND
R. C. DEAN
STIFFNESS
We are concerned with the characterization of stiness in various ionic cell models. Arguably, there is no
universally accepted denition of stiness. For example,
Hairer and Wanner state that sti equations are
problems for which explicit methods dont work (see
p. 2 of Hairer and Wanner19). Lambert25 describes
stiffness as a phenomenon rather than a property because the concept of property implies the requirement of
a precise mathematical denition. In this article, we say
that a problem is stiff with respect to a given method
when stability requirements force the method to take a
smaller step size than that dictated by accuracy
requirements. This is similar to the denition of stiffness
used by Ascher and Petzold.4 This can be seen as a
pragmatic denition because it frames stiffness in terms
of the associated computational consequences. Generally, the step size required for a non-stiff method applied
to a stiff problem is much smaller than accuracy
requirements dictate, resulting in a numerical solution
that is much more accurate (and hence more costly) than
desired. For efciency, we would like that a step size be
chosen based only the accuracy requirements. For
example, second-order methods have an error of ODt2 :
So for an error tolerance TOL of 104 ; a step size
Dt 102 might sufce. However, suppose the method
has a stability restriction of Dt 106 ; i.e., step sizes
Dt>106 are unstable. Then the error produced would
be around 1012 ; much smaller than desired. As Dt is
restricted by stability, there is no way to stably increase
Dt to make the error match the tolerance more closely.
Despite the absence of a universally accepted denition, there is a large body of knowledge regarding the
suitability of particular methods for both sti and nonsti problems. Numerical methods for the solution of
ODEs can generally be put into two groups, sti and
non-sti. The placement of a particular method in a
3595
Reference
6
8
11
13
12
14
15
16
17,32
18
20
22
23
27
29
31
33
34
35
36
37
38
39
41
45
51
54
55
58
59
61
ODEs
Description
8
41
21
27
29
16
18
19
2
13
15
29
31
8
30
10
4
15
17
22
29
26
26
17
21
20
17
19
35
33
15
Three variants (endocardial cell, epicardial cell, and M-cell) exist for each of the models marked with an asterisk.
certain group is based on the methods relative performance on sti and non-sti problems. Consider, for
example, the forward Euler (FE) and backward Euler
(BE) methods (see ch. 3 of Ascher and Petzold4). One
step with FE is computationally inexpensive. So when
the step size is dictated by accuracy considerations, FE
is more efcient than BE. However, FE has a relatively
small region of absolute stability (see ch. 3 of Ascher
and Petzold4). An attempt to solve a stiff problem with
FE requires a small step size, and overall the numerical
solution process is less efcient than if we use a method
with a larger stability region. Hence, FE is classied as
a non-stiff method. On the other hand, BE has a large
stability region. Despite the fact that each step of BE is
more expensive than FE because a system of nonlinear
equations must generally be solved at each step, the
overall performance trade-off is favorable: the step size
can be increased by more than enough to offset the
extra cost per step. Hence, BE is classied as a stiff
method. This analysis illustrates that choosing the
proper type of method to solve the ODEs can be
critical to achieve good performance.
y0 y0 ;
t 2 t0 ; tf ;
@f
are the eigenvalues of the Jacobian J @y
t; y over
time. These eigenvalues can give us an indication of a
problems stiffness. In particular, eigenvalues with
large negative real parts are likely to lead to stiff
problems on their corresponding time intervals.
Problems that have eigenvalues with large imaginary
parts also tend to be difcult to solve by standard
solvers, but the highly oscillatory nature of the solutions to the associated linearized problem does not
make the problems stiff according to the classical
description of stiffness. In the section Eigenvalue
data, we compute the eigenvalues of the Jacobian
over time for each of the models introduced in the
section Models used and discuss the implications
for stiffness. In the section Numerical experiments,
we discuss numerical experiments to illustrate our
discussion of stiffness.
3596
R. J. SPITERI
AND
R. C. DEAN
min(Re(k))
max(Re(k))
min(Im(k))
max(Im(k))
% Complex
BeelerReuter (1977)
Bondarenko (2004)
Courtemanche et al. (1998)
Demir et al. (1994)
Demir et al. (1999)
DiFrancescoNoble (1985)
Dokos et al. (1996)
FaberRudy (2000)
FitzHughNagumo (1961)
Fox et al. (2002)
HilgemannNoble (1987)
Hund (2004)
Jafri et al. (1998)
LuoRudy (1991)
Maleckar et al. (2008)
McAllister et al. (1975)
Noble (1962)
NobleNoble (1984)
Noble et al. (1991)
Noble et al. (1998)
Nygren et al. (1998)
Pandit et al. (2001)
Pandit et al. (2003)
PuglisiBers (2001)
Sakmann et al. (2000)Endocardial
Sakmann et al. (2000)Epicardial
Sakmann et al. (2000)M-cell
Stewart et al. (2009)
Ten Tusscher et al. (2004)Endocardial
Ten Tusscher et al. (2004)Epicardial
Ten Tusscher et al. (2004)M-cell
Ten Tusscher et al. (2006)Endocardial
Ten Tusscher et al. (2006)Epicardial
Ten Tusscher et al. (2006)M-cell
WangSobie (2008)
Winslow et al. (1999)
Zhang et al. (2000)
28.20E+1
28.49E+3
21.29E+2
22.24E+4
23.45E+4
22.62E+4
22.99E+4
21.83E+2
24.38E21
24.38E+2
22.86E+4
21.95E+2
21.12E+3
21.51E+2
24.16E+4
28.18E+1
29.79E+3
26.56E+3
23.88E+4
23.60E+4
24.03E+4
28.89E+4
23.90E+9
21.67E+1
22.93E+4
22.93E+4
22.93E+4
21.38E+2
21.17E+3
21.17E+3
21.16E+3
21.26E+3
21.26E+3
21.26E+3
21.22E+2
21.84E+4
22.22E+4
23.968E23
4.51E+0
1.87E21
4.57E+0
4.81E+2
8.24E+1
2.49E215
1.36E217
1.78E21
4.44E22
1.81E214
2.69E22
2.31E27
7.01E22
2.42E+2
24.79E24
21.92E+0
1.35E215
1.78E212
26.32E27
1.22E21
2.20E214
6.83E+0
1.29E+0
6.02E21
3.59E+1
1.03E+2
3.34E+0
1.16E21
1.12E21
1.12E21
1.94E28
1.92E28
1.92E28
1.23E+0
1.53E+0
1.29E+2
0.00E+0
22.80E+0
24.50E+0
27.35E+0
26.50E+1
23.21E+0
26.39E+1
0.00E+0
24.59E22
24.18E21
27.71E+1
21.57E23
21.91E22
24.11E22
23.42E+2
22.85E22
0.00E+0
21.36E+1
0.00E+0
28.41E+0
23.88E+2
0.00E+0
28.09E25
21.52E21
25.21E+1
25.24E+1
25.20E+1
21.56E+0
24.67E+0
24.73E+0
24.73E+0
0.00E+0
0.00E+0
0.00E+0
21.23E+0
24.22E21
21.00E+2
0.00E+0
2.80E+0
4.50E+0
7.35E+0
6.50E+1
3.21E+0
6.39E+1
0.00E+0
4.59E22
4.18E21
7.71E+1
1.57E23
1.91E22
4.11E22
3.42E+2
2.85E22
0.00E+0
1.36E+1
0.00E+0
8.41E+0
3.88E+2
0.00E+0
8.09E25
1.52E21
5.21E+1
5.24E+1
5.20E+1
1.56E+0
4.67E+0
4.73E+0
4.73E+0
0.00E+0
0.00E+0
0.00E+0
1.23E+0
4.22E21
1.00E+2
0
64
82
100
66
31
100
0
45
65
21
4
52
74
28
100
0
100
0
9
22
0
17
35
100
100
100
92
17
18
22
0
0
0
46
63
89
The minimum real part of the set of eigenvalues is denoted min(Re(k)), and the maximum real part of the set of eigenvalues is
denoted max(Re(k)). Similarly, the minimum and maximum imaginary parts are denoted min(Im(k)) and max(Im(k)). The
percentage of the solution interval in which there is at least one pair of complex eigenvalues is also reported.
Eigenvalue Data
For each model in the section Models used, we
found the eigenvalues of the Jacobian over time in the
following way. First, a reference solution was generated using Matlabs ode15s.30 This was done by
lowering the error tolerances for successive approximations until two approximations were identical for at
least 10 signicant digits at N* = 100 equally spaced
output points. Matlab code representing the derivative
of each model was created via automatic differentiation using AdiMat.7 We found a value for the Jacobian
at every 1 ms of simulated time using the derivative
code with the reference solution, and we found the
eigenvalues of each of these Jacobians with Matlabs
eig function.
The extreme values in the set of eigenvalues associated with a model are of particular interest because
they oer a worst-case or extreme look at the stiness
properties. The largest stable step size for the FE
method is approximately two times the reciprocal of
the extreme negative real eigenvalue. At each point in
time considered, we found the maximum and minimum values of both the real and complex parts of the
eigenvalues. The extreme values across the solution
interval of these minimum and maximum values are
reported in Table 2 along with the percentage of time
at least one pair of complex eigenvalues was present.
As we can see, there is a wide range of behaviors
encompassed by these models, from models such as
FHN and BeelerReuter that do not have relatively
0.5
x 10
Extreme Eigenvalue
0
0.5
Numerical Experiments
Overview
We now discuss numerical experiments to show how
the data presented in the section Eigenvalue data
can be utilized. We focus on numerical experiments for
three integration methods for ionic cell models: FE, the
RushLarsen (RL)44 method, and the recently proposed second-order generalization of RL (GRL2).52
The primary goal of these experiments is not to nd the
most efcient numerical method possible but rather to
illustrate how the stiffness of particular models affects
the performance of different numerical methods. A
secondary goal of these experiments is to demonstrate
the suitability of numerical methods to particular ionic
models according to their degree of stiffness.
For each numerical method, we aim to balance the
requirements for accuracy and eciency. To quantify
the error in a solution, we use the relative root mean
square error (RRMS) error of the transmembrane
potential:
s
PN
^ 2
1
i1 Vi Vi
RRMS :
;
P
N ^ 2
N
V
i1
MAX REAL
MIN REAL
1.5
2
2.5
3
3.5
4
0
50
100
150
200
250
Time
5000
Extreme Eigenvalue
3597
MAX REAL
MIN REAL
5000
10000
15000
20000
0
50
100
150
200
250
300
Time
3598
R. J. SPITERI
AND
R. C. DEAN
TABLE 3. Step size, in milliseconds, and execution time, in seconds, of the three numerical methods using the largest step size
with less than 5% RRMS error.
FE
Model
BeelerReuter (1977)
Bondarenko et al. (2004)
Courtemanche et al. (1998)
Demir et al. (1994)
Demir et al. (1999)
DiFrancescoNoble (1985)
Dokos et al. (1996)
FaberRudy (2000)
FitzHughNagumo (1961)
Fox et al. (2002)
HilgemannNoble (1987)
HundRudy (2004)
Jafri et al. (1998)
LuoRudy (1991)
Maleckar et al. (2008)
McAllister et al. (1975)
Noble (1962)
NobleNoble (1984)
Noble et al. (1991)
Noble et al. (1998)
Nygren et al. (1998)
Pandit et al. (2001)
Pandit et al. (2003)
PuglisiBers (2001)
Sakmann et al. (2000)Endocardial
Sakmann et al. (2000)Epicardial
Sakmann et al. (2000)M-cell
Stewart et al. (2009)
Ten Tusscher et al. (2004)Endocardial
Ten Tusscher et al. (2004)Epicardial
Ten Tusscher et al. (2004)M-cell
Ten Tusscher et al. (2006)Endocardial
Ten Tusscher et al. (2006)Epicardial
Ten Tusscher et al. (2006)M-cell
WangSobie (2008)
Winslow et al. (1999)
Zhang et al. (2000)
RL
GRL2
Dt
Time
Dt
Time
Dt
Time
2.53E22
2.13E24
1.94E22
5.95E22
5.97E22
7.85E22
7.30E22
1.12E22
5.00E21y
4.60E23
6.25E22
1.11E22
5.77E24
1.34E22
5.02E22
2.46E22
2.03E21
2.04E21
5.15E22
5.58E22
5.36E22
2.91E24
1.04E27
1.08E22
6.90E22
6.90E22
6.86E22
1.50E22
1.78E23
1.78E23
1.76E23
1.62E23
2.14E23
2.14E23
1.66E22
1.07E24
9.90E22
5.19E22
3.81E+0
4.27E+0
1.74E22
2.13E22
8.59E22
3.44E22
1.69E21
3.93E23
4.11E21
1.69E21
1.75E21
6.18E+0
3.61E21
1.09E21
1.21E21
7.63E23
1.82E21
3.00E22
5.25E22
1.02E21
8.85E+0
4.20E+4
4.43E21
4.73E22
5.11E22
5.12E22
4.35E21
1.75E+0
1.75E+0
1.25E+0
1.33E+0
9.79E21
9.79E21
5.95E22
1.70E+1
5.19E22
8.49E21
2.50E24
3.45E21
1.53E21
9.66E22
6.62E21
7.64E21
9.51E21
N/A
6.37E21
8.06E22
4.17E22
5.89E24
2.50E21
7.50E21
7.06E21
9.41E22
2.73E21
1.53E21
1.57E21
8.88E22
2.91E24
1.04E27
4.30E21
2.36E21
2.36E21
2.36E21
1.62E21
1.00E+0y
1.00E21y
2.80E21
1.52E21
2.80E21
2.05E21
5.26E22
2.80E24
1.00E+0y
9.83E23
4.13E+0
4.79E21
7.48E23
1.71E22
7.66E22
3.37E23
4.60E23
N/A
3.11E22
9.56E22
5.35E22
4.42E+0
6.94E22
9.44E22
6.00E22
8.82E22
1.20E21
1.21E22
1.50E22
8.68E22
1.01E+1
8.37E+4
8.35E22
1.80E22
1.80E22
1.80E22
5.60E22
5.43E23
5.43E23
1.29E22
6.41E22
3.64E22
4.17E22
2.19E22
8.84E+0
7.69E23
8.58E21
1.40E22
9.95E21
2.86E21
2.49E21
9.99E21
9.99E21
6.35E21
5.00E21y
7.74E21
9.96E22
6.20E21
1.59E23
1.00E+0y
8.21E21
2.63E21
2.22E21
1.00E+0y
6.25E21
5.43E21
9.81E21
4.98E24
9.28E27
6.24E21
9.71E21
9.71E21
9.71E21
3.58E22
1.00E+0y
1.00E+0y
9.81E21
7.80E21
8.39E21
7.77E21
4.97E21
1.34E23
1.00E+0y
3.09E22
1.85E+0
2.07E21
6.76E22
8.24E22
2.67E21
8.35E22
1.38E21
3.19E22
7.70E22
6.23E22
4.26E21
8.38E+0
2.31E22
3.84E21
2.32E21
7.89E22
4.99E22
9.31E23
2.67E22
3.65E22
2.56E+1
8.93E+4
4.18E21
1.03E22
1.03E22
1.03E22
8.61E22
1.30E22
1.30E22
2.84E22
9.27E23
7.06E23
9.27E23
1.61E22
2.26E+0
1.85E21
Maximum allowable step sizes that were determined by the stimulus duration are indicated with a dagger.
Methods
The rst method used in our experiments is the
explicit rst-order FE method. Applied to the general
IVP (4), one step of FE from (tn21, yn21) to (tn, yn) is
given by
yn yn1 Dtn ftn1 ; yn1 ;
tn tn1 Dtn ;
n
Dt
sy
yi tn yn;i ; 5
fi y1 ; . . . ; yi1 ; yi d; yi1 ; . . . ; ym fi y
;
d
3599
i 1; . . . ; m:
k
a Ca ss PC1 ka PO1 ; kb Ca ss PO1
dt
k
b PO2 kc PO1 kc PC2 ;
dPO2
2 M
k
b Ca ss PO1 kb PO2 ;
dt
dPC2
k
c PO1 kc PC2 ;
dt
2
k
a Ca ss PC1 ;n ka PO1 ;n
N
2
k
a Ca ss
h 2 N
i
eka Ca ss Dtn =2 1 ;
2
k
a Ca ss PC1 ;n ka PO1 ;n1=2
h 2 N
eka Ca ss Dtn
k
Ca2 ss
ia
1 ;
with analogous expressions for PO1 ;n1 ; PO2 ;n1 ; PC2 ;n1 :
For the results reported here for GRL2, we used a
nely tuned version of the cell model code. This code
had the ability to return the value of the right-hand
side of any particular ODE in the system and would
compute only the information required for the individual ODE. This ne tuning was necessary for GRL2
to be competitive.
Results
For each pair of a model given in the section
Model used and a method given in the section
Methods, we nd a maximum step size to three
3600
R. J. SPITERI
AND
R. C. DEAN
3601
the use of higher-order stiff solvers or other nonstandard methods as in, e.g., Spiteri and Dean48; such
considerations are however beyond the scope of this
study.
In order to investigate the ecacy of BE to other
models in our study, we repeated the above experiment
with the models of Courtemanche et al., Faber et al.,
Noble (1962), Noble et al. (1998), and Winslow et al.
The stiffness data for these models encompass a wide
of behavior and none of the original methods tested
(FE, RL, and GRL2) is most efcient on all models.
We found that for all ve additional models at both 5
and 1% RRMS error levels, BE was always slower
than the fastest method we used in our original study.
There can be expected to be a trade-o between
model stiness and error tolerance in any given simulation. In general, as the tolerance is lowered, the
model must be increasingly sti over signicant portions of the interval of integration to benet from a
fully implicit solver such as BE with constant step sizes
applied to the entire interval of integration. Cell
models often do not appear to be highly sti over
much of their intervals of integration; rather they are
mildly sti in localized regions. This observation suggests that the use of a combination of sti and non-sti
solvers (i.e., a type-insensitive solver) may be an
attractive approach for many cell models.
Type-Insensitive Methods
As discussed in the section Stiffness, obtaining a
solution efciently for a given ODE requires the right
type of method, i.e., stiff or non-stiff, and determining
the right type of method can be challenging. It is also
possible that an ODE is stiff in some intervals of the
integration and non-stiff in others. To address these
problems, type-insensitive solvers have been proposed.
A type-insensitive solver consists of both a stiff and a
non-stiff solver and a mechanism to automatically
determine which method is more appropriate to use at
every step. Often a type-insensitive solver estimates the
largest step size that can be taken by both the stiff and
non-stiff methods after analyzing constraints due to
stability and accuracy. This strategy can be seen in
Petzold40 and Shampine.46 Another frequently used
technique is to determine the stiffness of the ODE by
estimating a Lipschitz constant for the problem, e.g.,
Butcher10 and Shampine.47
A signicant cost when using a type-insensitive
solver for an arbitrary ODE is determining whether
and, if applicable, in which solution interval the ODE
is sti. There is also a risk that the type-insensitive
solver selects the wrong method. In this case, the eciency of the solution process is hindered by both the
inappropriate choice of method as well as the cost to
3602
R. J. SPITERI
AND
R. C. DEAN
CONCLUSIONS
In this article, we examined the eigenvalues of the
Jacobian of a variety of cardiac electrophysiological
models. In particular, we examined the consequences
for stiness, which arise from these eigenvalues,
and demonstrated how numerical methods could be
selected or designed to overcome stiness.
The extremes of these eigenvalues were presented in
the section Eigenvalue data. The wide range of
cardiac electrophysiological models led to considerable
differences in the eigenvalues from one model to
another. One can infer from these data that there is a
large variation in the stiffness properties among the
models. At one extreme is the non-stiff FHN model; at
the other is the highly stiff model of Pandit et al.
(2003). The data suggest that most cell models are
moderately stiff for the typical accuracies required.
Numerical experiments with three integration
methods (FE, RL, and GRL2) for cell models were
discussed in the section Numerical experiments. The
non-standard methods GRL2 and RL were found to
outperform FE on 33 of the 37 models considered.
Individually, each of RL and GRL2 was the most
efcient method on roughly an equal number of
models. This observation lends support to the effectiveness of the recently proposed GRL2 method, albeit
at the cost of a non-trivial implementation. With its
good stability, RL seems to generally strike a good
balance between efcient integration and ease of
implementation. Nonetheless, these methods did not
perform satisfactorily on all models. In particular, FE,
RL, and GRL2 all face severe step-size restrictions due
to stiffness for the models of Winslow et al. and Pandit
et al. (2003).
In the cases where FE, RL, and GRL2 produce a
solution ineciently due to step-size restrictions,
eigenvalue data can be used to give insight into the
cause as well as potential solutions. In the section
Stiff solvers, we observed that the model of
Stiff Interval
Non-stiff Interval
RL-FE
GRL2-FE
BE-FE
[0 10]
[0 50]
[105 125]
[0 50]
[10 75]
[50 300]
[0 105]; [125 250]
[50 300]
6.72E21
8.47E21
9.86E+0
1.07E+0
5.90E21
9.11E21
1.42E+1
7.18E21
2.64E21
5.38E21
7.81E+0
2.30E21
REFERENCES
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