Research article

Willingness to pay for crop insurance in Tolon District of Ghana: Application of an endogenous treatment effect model

  • Received: 23 January 2019 Accepted: 22 March 2019 Published: 26 April 2019
  • The purpose of this study was to assess the factors affecting farmers’ awareness of and willingness to pay for crop insurance in Tolon District of Ghana. The study was guided by the following objectives: (1) to determine farmers’ level of awareness of crop insurance, (2) to analyse the factors affecting awareness of crop insurance and (3) to identify the factors that affect willingness to pay for crop insurance. Data was collected from 150 respondents from three farming communities in the Tolon District. Questionnaires were used as instruments for data collection. The computer software package STATA version 15 was used to analyse the quantitative data. Farmers’ level of awareness of crop insurance was described descriptively while an endogenous treatment effect model was used to analyse the factors affecting awareness and willingness to pay. The result indicated that 48% of the respondents were aware of crop insurance. The results showed that sex of the farmer, extension training and adoption of good agriculture practices were significant factors affecting awareness of crop insurance. Also, willingness to pay for crop insurance was influenced by household size, years of farming experience, farm size and respondent’s awareness of crop insurance. The study concluded that increasing awareness of crop insurance is an effective way to enhance farmers’ willingness to pay. Hence, any intervention to promote adoption of crop insurance should target awareness campaign in order to increase the level of awareness especially among male farmers.

    Citation: Joshua Anamsigiya Nyaaba, Kwame Nkrumah-Ennin, Benjamin Tetteh Anang. Willingness to pay for crop insurance in Tolon District of Ghana: Application of an endogenous treatment effect model[J]. AIMS Agriculture and Food, 2019, 4(2): 362-375. doi: 10.3934/agrfood.2019.2.362

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  • The purpose of this study was to assess the factors affecting farmers’ awareness of and willingness to pay for crop insurance in Tolon District of Ghana. The study was guided by the following objectives: (1) to determine farmers’ level of awareness of crop insurance, (2) to analyse the factors affecting awareness of crop insurance and (3) to identify the factors that affect willingness to pay for crop insurance. Data was collected from 150 respondents from three farming communities in the Tolon District. Questionnaires were used as instruments for data collection. The computer software package STATA version 15 was used to analyse the quantitative data. Farmers’ level of awareness of crop insurance was described descriptively while an endogenous treatment effect model was used to analyse the factors affecting awareness and willingness to pay. The result indicated that 48% of the respondents were aware of crop insurance. The results showed that sex of the farmer, extension training and adoption of good agriculture practices were significant factors affecting awareness of crop insurance. Also, willingness to pay for crop insurance was influenced by household size, years of farming experience, farm size and respondent’s awareness of crop insurance. The study concluded that increasing awareness of crop insurance is an effective way to enhance farmers’ willingness to pay. Hence, any intervention to promote adoption of crop insurance should target awareness campaign in order to increase the level of awareness especially among male farmers.


    1. Introduction

    Fibrosis is the formation of excessive fibrous connective tissue in an organ or tissue, which occurs in reparative process or in response to inflammation. The excessive deposition disorganizes the architecture of the organ or tissue, and results in scars that disrupt the function of the organ or tissue. Fibrotic diseases are characterized by abnormal excessive deposition of fibrous proteins, such as collagen, and the disease is most commonly progressive, leading to organ disfunction and failure. Fibrotic diseases may become fatal when they develop in vital organs such as heart, lung, liver and kidney. Systemic sclerosis, an autoimmune disease, is another type of fibrotic disease whereby an area that usually has flexibility and movement thickens and hardens; examples include skin, blood vessels, and muscles which tighten under fibrous deposition. Myocardial infarction, commonly known as the heart attack, occurs when blood flow stops to a part of the heart, causing damage to the heart muscles. In this case a reparative response may initiate cardiac fibrosis. On the other hand, an autoimmune disease, such as Lupus Nephritis, begins with inflammation in the kidney, which may then lead to renal tubulointerstitial fibrosis. In general, no matter what initiates the disease, a reparative process or response to inflammation, fibrosis in an organ eventually involves both reparative process and response to inflammation.

    The reparative process in fibrosis is similar to the process of wound healing. Anti-inflammatory macrophages (M2) secrete TGF-β and PDGF which activate fibroblasts and myofibroblasts to excessively produce collagen. At the same time the M2 macrophages secrete MMP (and its antagonist TIMP) which disrupts the cross-linking in the collagen network and initiates the formation of a scar. On the other hand, in response to inflammation that develops in an organ, monocytes from the blood are induced to immigrate into the organ and differentiate into M1 macrophages. A polarization from M1 to M2 then takes place to promote tissue reparation. The heterogeneity of macrophages and the exchange of M1/M2 polarization have been reported in kidney fibrosis (Ricardo et al. [68], Duffield [18]), in liver fibrosis (Tacke et al. [78], Pellicoro et al. [64]), in cardiac fibrosis (Kong et al. [41]) and in idiopathic pulmonary fibrosis (IPF) (Hao et al. [31] and the references therein).

    Proinflammatory macrophages M1 produce IL-12 which activates CD4+ T cells. The activities and heterogeneity of T cells have been reported in kidney fibrosis (Tapmeier et al. [81], Liu et al. [48], Nikolic-Paterson [63]), in liver fibrosis (Connolly et al. [13], Barron et al. [5], Hammerich et al. [27], Liedtke et al. [46]), in cardiac fibrosis (Wei et al. [89]), in pulmonary fibrosis (Shimizu et al. [74], Luzina et al. [54], Kikuchi et al. [39], Wei et al. [89], Lo Re et al. [51]), and in systemic sclerosis (Chizzolini [11]). The opposing effects of Th1/Th2 in fibrotic diseases was considered already in earlier work by Wynn [91].

    A key protein in enhancing production of collagen by fibroblasts/myofibroblasts is TGF-β. The activity of TGF-β ligand is mediated by a class of SMAD proteins which form complexes that enter into the nucleus of fibroblast/myofibroblast as transcription factors (Leask et al. [44], Kahn et al. [38], Rosenbloom et al. [69]). TGF-β represents an attractive therapeutic target in the treatment of fibrotic diseases [69].

    In this paper we focus on liver fibrosis. The liver is an organ that supports the body in many ways, as illustrated in Fig. 1. It produces bile, a substance needed to digest fats which, in particular, helps synthesize cholesterol. It stores sugar glucose and converts it to functional (glucose) sugar when the body sugar levels fall below normal. The liver detoxifies the blood; modifies ammonia into urea for excretion, and destroys old red blood cells. Hepatocytes are the cells of the main parenchymal tissue of the liver, making up 60% of the total liver cells; they perform most of the tasks of the liver. Kupffer cells are stellar macrophages, in direct contact with the blood, making up 15-20% of the liver cells. Hepatocyte stellate cells (HSCs) are quiescent cells, different from the portal fibroblasts of the liver [17]; they make up 5-8% of the liver cells. The liver walls are lined up with epithelial mesenchymal cells.

    Figure 1. Functions of the liver.

    Damage to the liver may be caused by toxic drugs, alcohol abuse, hepatitis B and C, or autoimmune diseases. The damage may trigger reparative and inflammatory responses, and the onset of fibrosis. In homeostasis, the HSCs are quiescent cells, but after early liver damage, they become activated [65], producing hyaluronic acid (HA) [3,4,24,73]. HA promotes fibroblast activation and proliferation [23].

    The gold standard for diagnosis and monitoring the progression of liver fibrosis is biopsy. But this procedure is invasive and incurs risk, and cannot be repeated frequently. Hence there is currently a great interest in identifying non-invasive markers for diagnosis of liver fibrosis that can detect the pathological progression of the disease [2,4,10,19,49,58,61]. The present paper develops for the first time a mathematical model of liver fibrosis. The model is a continuation and extension of the authors' articles [32,31] which dealt with kidney fibrosis and lung fibrosis. We use the model to describe the progression of the disease, and identify biomarkers that can be used to monitor treatment for liver fibrosis.

    The model is based on the diagram shown in Fig. 1. In Section 2 we list all the variables and proceed to represent the network of Fig. 2 by a system of partial differential equations (PDEs) in a portion of the liver. In Section 3, we simulate the model, and explore potential anti-fibrotic drugs. We also use the mathematical model to quantify the scar density in terms of a combination of two serum biomarkers HA and TIMP, that have been observed in patients [2,4,19].

    Figure 2. Network of the fibrosis.

    The conclusion of the paper is given in Section 4, and the parameter estimates used in the simulations are given in Section 5. In Section 5 we also perform sensitivity analysis, and in Section 6 we briefly describe the computational method used in the simulations.


    2. Mathematical model

    In this section we develop a mathematical model of liver fibrosis. The fibrosis takes place in some region Ω of the liver. The variables used in the model are given in Table 1. These variables satisfy a system of PDEs in Ω.

    Table 1. The variables of the model; concentration and densities are in units of g/cm3.
    M1:density of M1 macrophages M2:density of M2 macrophages
    T1:Th1 cell density T2:Th2 cell density
    E0:density of tissue epithelial cells (TECs) E: density of activated TECs
    H:density of HSCs f:density of fibroblasts
    m:density of myofibroblasts ρ:density of ECM
    G:concentration of PDGF Tβ:concentration of activated TGF-β
    Q:concentration of MMP Qr:concentration of TIMP
    Tα:concentration of TNF-α Iγ:concentration of IFN-γ
    I2:IL-2 concentration I4:IL-4 concentration
    I10:IL-10 concentration I13:IL-13 concentration
    P:concentration of MCP-1 HA:Hyaluronic acid concentration
    Sscar density
     | Show Table
    DownLoad: CSV

    Equation for macrophage density. The equation for the density of M1 macrophages is given by

    M1tDM2M1=(M1χPP)chemotaxis+λM1ε1ε1+ε2M2M2M1λM2ε2ε1+ε2M1M1M2dM1M1death,

    where

    ε1=(λMIγIγKIγ+Iγ+λMTαTαKTα+Tα)11+I10/KI10,ε2=λMI4I4KI4+I4+λMI13I13KI13+I13.

    The term (M1χPP) is the chemotactic effect {of} MCP-1 on M1 macrophages; χP is the chemotactic coefficient.

    M2 macrophages may become M1 macrophages under the influence of IFN-γ and TNF-α, a process resisted by IL-10 [15,33], and M1 macrophage may become M2 macrophages under the influence of IL-4 and IL-13 [84,85]. Hence the transition between M1 and M2 macrophages depends on the ratio of ε1 to ε2: the transition M2M1 is at rate proportional to ε1ε1+ε2, while the transition M1M2 is at rate proportional to ε2ε1+ε2. These exchanges of polarization in M1/M2 are expressed by the second and third terms on the right-hand side of the M1 equation.

    Macrophages are terminally differentiated cells; they do not proliferate. They differentiate from monocytes that are circulating in the blood and are attracted by MCP-1 into the tissue [86,88]. Hence they satisfy the boundary condition

    DMM1n+˜β(P)M0=0 on the boundary of blood capillaries ,

    where ˜β(P) depends on MCP-1 concentration, P. Here M0 denotes the density of monocytes in the blood, i.e., the source of M1 macrophages from the vascular system. As in [32] we replace the boundary conditions on the blood capillaries by a source term in the tissue, β(P)M0.

    Then the equation for M1 density in Ω satisfies the equation

    M1tDM2M1=β(P)M0(M1χPP)+λM1ε1ε1+ε2M2 λM2ε2ε1+ε2M1dM1M1. (1)

    We take β(P)=βPKP+P, where β and KP are constants.

    The M2 macrophage density satisfies the equation

    M2tDM2M2=AM2+λM2ε2ε1+ε2M1M1M2λM1ε1ε1+ε2M2M2M1dM2M2death, (2)

    where AM2 accounts for a source of Kupffer cells. The second and third terms on the right-hand side are complimentary to the corresponding terms in Eq. (1).

    Equations for T cells density. Naive T cells, T0, are activated as either Th1 by contact with M1 macrophages in an IL-12 environment [37], a process down-regulated by IL-10 [15], or as Th2 cells by contact with M2 macrophages under an IL-4 environment [93]. IL-2 induces proliferation of Th1 cells [29]. Both activation and proliferation of Th1 cells are antagonized by IL-13 [16], while the activation of Th2 cells is antagonized by Th1 [6,55,93]. Hence, the equations of Th1 and Th2 densities are given as follows:

    T1tDTΔT1=(λT1M1T0M1KM1+M1I12KI12+I1211+I10/KI10+λTI2I2KI2+I2T1)11+I13/KI13dT1T1death,T2tDTΔT2=λT2T0M2KM2+M2I4KI4+I411+T1/KT1activation (3)
    dT2T2death, (4)

    where T0 is the density of T0.

    Equation for TEC density (E0 and E) The equation of the inactivated TEC (E0) density is given by

    dE0dt=AE0(1+λ1E0IDKE+E0IDrepair)(dE0E0+δ+dE0TTβKTβ+Tβ)apoptosisλE0E0IDE0E, (5)

    and the equation for the activated TEC (E) is

    dEdt=λE0E0IDactivationλEMEIDEMTdEEdeath. (6)

    In homeostasis, the production of E0 is represented by the term AE0, and the death rate is represented by dE0E0. ID=0, δ=0 and activated TGF-β concentration is very small. The injury to the epithelium is expressed in two ways: (i) by activation of TEC, which is represented by term λE0E0ID, where D is the damaged region and ID=1 on D, ID=0 elsewhere, and (ii) by increased apoptosis caused by oxidative stress [14,40] (the term with δ) and by TGF-β [63,70]. The damaged epithelium is partially repaired by fibrocytes, and this is expressed by the term λ1E0IDKD+E0ID [34]. The second term of the right-hand side in Eq. (6) accounts for epithelial mesenchymal transition (EMT) due to injury [63].

    Equations for fibroblast concentration (f) and myofibroblast concentration (m) The fibroblasts and myofibroblasts equations are given by:

    ftDf2f=λEfE0source+λfHAHAKHA+HAf +λfE(TβKTβ+Tβ+I13KI13+I13)EKE+Efproduction (λmfTTβKTβ+Tβ+λmfGGKG+G)ffmdffdeath, (7)
    mtDm2m=(λmfTTβKTβ+Tβ+λmfGGKG+G)ffmdMmdeath. (8)

    The first term on the right-hand side of Eq. (7) is a source from E0-derived fibroblast growth factor (bFGF), which for simplicity we take to be in the form λEfE0 [9,70]. The second term represents the activation and proliferation of fibroblasts by hyaluronic acid [23]. The third term on the right-hand side of Eq. (7) accounts for the fact that TGF-β and IL-13, combined with E-derived bFGF, increase proliferation of fibroblasts [9,12,21,36,52]. For simplicity, we do not include bFGF specifically in the model, and instead represent it by {E}. As in [31,32], TGF-β and PDGF transform fibroblasts into myofibroblasts [20,52,59,66,77,82,92] (the fourth term on the right-hand side of Eq. (7)).

    Equation for HSC (H) HSC is activated by PDGF and TGF-β [50]. Hence,

    HtDH2H=AH+(λHGGKG+G+λHTβTβKTβ+Tβ)HproductiondHHdeath. (9)

    Equation for HA (HA) HA is produced by HSCs and degraded by sinusoidal epithelial cells [3,4,19,24,73]. Hence,

    HAtDHA2HA=λHAHproductiondHAHAdegradation. (10)

    Equation for ECM density (ρ) and scar (S). The ECM consists primarily of fibrillar collagen and elastin, but includes also fibronectin, lamina and nitrogen that support the matrix network by connecting or linking collagen (Lu et al. [53]). For simplicity, we represent the ECM by the density of collagen. ECM is produced by fibroblasts, myofibroblasts [52,59,60,76,82,92] and by HSCs whose production rate of ECM is similar to that of myofibroblast[22], and TGF-β enhances the production of ECM by myofibroblasts [43,47,52,59,82,92]. MMP (Q), in fibrosis, degrades collagen by cutting the protein into small fragments (Veidal et al. [83]); we assume that the loss of collagen is proportional to Qρ. The equation for the density of ECM is then given by:

    ρt=λρff(1ρρ0)++λρm(1+λρTβTβKTβ+Tβ)(m+H)production dρQQρdρρdeath, (11)

    where (1ρρ0)+=1ρρ0 if ρ<ρ0, (1ρρ0)+=0 if ρρ0. There are several computational models of collagen network under various biological conditions (Lee et al. [45]) and under strain-dependent degradation (Hadi et al. [25]). But the parameters used in these models are not helpful in determining how scar develops by excess of ECM while under the effect of MMP. Since MMP increases scarring in cases of excessive collagen concentration, we shall use the following simple formula to describe the the growth of a scar:

    S=λS(ρρ)+(1+λSQQKQ+Q), (12)

    where ρ is the concentration of collagen in normal healthy tissue and λS, λSQ and KQ are positive parameters.

    Equation for MCP-1 (P) The MCP-1 equation is given by

    PtDP2P=λPEEproductiondPMPKP+PM1dPPdegradation, (13)

    where λPE represents the growth rate by activated TEC following damage to the endothelium [32,34,35,71,72,75,88,87]. The second term on the right-hand side accounts for the internalization of MCP-1 by macrophage, which is limited due to the limited rate of receptor recycling.

    Equations for concentrations of PDGF (G), MMP (Q), and TIMP (Qr). These cytokines are produced by macrophages [86,94] and, as in [32], the following sets of diffusion equations hold for G, Q and Qr:

    GtDG2G=λGMM2productiondGGdegradation, (14)
    QtDQ2Q=λQMM2productiondQQrQrQdepletiondQQdegradation, (15)
    QrtDQr2Qr=λQrMM2productiondQrQQQrdepletiondQrQrdegradation. (16)

    Note that in Eq. (15), MMP is lost by binding with TIMP (second term), a process which also depletes TIMP in Eq. (16).

    Equations for concentrations of TGF-β (Tβ) and TNF-α (Tα). TGF-β is produced and is activated by M2 macrophages, a process jointly enhanced by IL-13 [12,21,36,80]; in addition, TGF-β is produced and is activated by TECs and fibroblasts [8,70]. Hence Tβ satisfies the equation:

    TβtDTβ2Tβ=λTβMM2(1+λTβI13I13I13+KI13)+λTβffEE+KEproductiondTβTβdegradation. (17)

    TNF-α is produced by M1 macrophages [67], and by TEC [8,57], and is depleted when it combines with receptors on M2 in the process which produces phenotype exchange M2M1:

    TαtDTα2Tα=λTαMM1+λTαEEproductionλMTαTαKTα+TαM2M2M1dTαTαdegradation. (18)

    Equation for interleukins: IL-2 is produced by Th1 cells [29]:

    I2tDI2ΔI2=λI2T1T1productiondI2I2degradation. (19)

    IL-4 is produced by Th2 cells and M2 macrophages [6,55], hence

    I4tDI4ΔI4=λI4T2T2+λI4M2M2productiondI4I4degradation. (20)

    IL-10 is produced primarily by M2 macrophages, while IL-12 is produced primarily by M1 macrophages in a process that is s antagonized by IL-10 [15] and IL-13 [1]. Hence IL-10 and IL-12 satisfy the equations:

    I10tDI10ΔI10=λI10M2M2productiondI10I10degradation, (21)
    I12tDI12ΔI12=λI12M1M111+I10/KI1011+I13/KI13productiondI12I12degradation. (22)

    IL-13 is produced by M2 macrophages [28,68] and by Th2 cells [79,84], so that

    I13tDI13ΔI13=λI13T2T2+λI13MM2productiondI13I13degradation. (23)

    2.1. Equations for IFN-γ

    (Iγ): IFN-γ is produced by Th1 cells [29]:

    IγtDIγΔIγ=λIγT1T1productiondIγIγ. (24)

    The parameters which appear in Eqs (1)-(21) are listed in Tables 2-4 of Section 5 together with their dimensional values.

    Table 2. Parameters' description and value.
    Parameter Description Value
    DM dispersion coefficient of macrophages 8.64×107 cm2 day1[32]
    DT diffusion coefficient of T cell 8.64×107 cm2 day1[33]
    DIγ diffusion coefficient of IFN-γ 1.08×102 cm2 day1[29]
    DI2 diffusion coefficient of IL-2 1.08×102 cm2 day1[29]
    DI4 diffusion coefficient of IL-4 1.08×102 cm2 day1[29]
    DI12 diffusion coefficient of IL-12 1.08×102 cm2 day1[29]
    DI13 diffusion coefficient of IL-13 1.08×102 cm2 day1[29]
    DP diffusion coefficient of MCP-1 1.728×101 cm2 day1[32]
    DG diffusion coefficient of PDGF 8.64×102 cm2 day1[32]
    DQ diffusion coefficient of MMP 4.32×102 cm2 day1[32]
    DQr diffusion coefficient for TIMP 4.32×102 cm2 day1 [32]
    DTβ diffusion coefficient for TGF-β 4.32×102 cm2 day1 [32]
    DTα diffusion coefficient for TNF-α 1.29×102 cm2 day1[31]
    Df dispersion coefficient of fibroblasts 1.47×106 cm2 day1 [32]
    DM dispersion coefficient of myofibroblasts 1.47×105 cm2 day1 [32]
    λM2 Differentiation rate of M1 to M2 0.3 day1 [33]
    λM1 Maximal rate at which M2 is activated to become M1 0.6/day [33]
    λMT transition rate of M2 to M1 macrophages by TNF-α 5×103 day1 [15]
    λMIr Production rate by IFN-γ 1/day [33]
    λMI4 Production rate by IL-4 1/day [33]
    λMI13 Production rate by IL-13 1/day [33]
    λT1M1 Production rate of Th1 cells by M1 macrophages 10/day [33]
    λT1I2 Production rate of Th1 cells by IL-12 1/day [29]
    λT2 Production rate of Th2 cells by M1 0.75/day estimated
    λE0 production rate of AEC 0.25 day1 [31]
    λ1 repair rate of AEC 103 g/cm3 day1 [31]
    λEM EMT rate of AEC 1.65×103 day1 [31]
    λHG production rate of HSCs by PDGF 1.5×103 day1 estimated
    λHTβ production rate of HSCs by TGF-β 3.32×103 day1 estimated
    λHAH production rate of HA by HSCs 2.9×102 day1 estimated
    λTβM production rate of TGF-β by macrophages 1.5×102 day1 [32]
    λTβf production rate of TGF-β by fibroblast 7.5×103 day1 [31]
    λTβI13 production rate of TGF-β by IL-13 2 [31]
    λGM production rate of PDGF by macrophages 2.4×105 day1 [32]
    λQM production rate of MMP by macrophages 2×103 day1 estimated
    λQrM production rate of TIMP by macrophages 4×104 day1 estimated
    λPE activation rate of MCP-1 due to AECs 1×108 day1 [32]
    λρf activation rate of ECM due to fibroblasts 3×103 day1 [32]
    λρm activation rate of ECM due to myofibroblasts 6×103 day1 [32]
    λρTβ activation rate of ECM due to TGF-β 2 [32]
    λEf activation rate of fibroblasts due to bFGF and TGF-β 2.5×101 day1 [31]
    λfHA production rate of fibroblasts by HA 2.5×103 day1 estimated
    λfE production rate of fibroblasts 5×104 day1 [31]
    λmfT activation rate of myofibroblasts due to TGF-β 0.3 day1 estimated
    λmfG activation rate of myofibroblasts due to PDGF 0.3 day1 estimated
     | Show Table
    DownLoad: CSV
    Table 3. Parameters' description and value.
    Parameter Description Value
    λTαM activation rate of TNF-α due to macrophage 1.39×102 day1 [31]
    λTαE activation rate of TNF-α due to macrophage 6.9×104 day1 [31]
    λI2T1 production rate of IL-2 by Th1 cells 4.2×104 day1 [33]
    λI4T2 production rate of IL-10 by Th2 cells 5.96×104 day1 [33]
    λI4M2 production rate of IL-10 by M2 macrophages 2.38×103 day1 [33]
    λI10M2 production rate of IL-10 by M2 macrophages 6.67×104 day1 [33]
    λI12M1 production rate of IL-12 by M1 macrophages 9.64×102 day1 [33]
    λI13T2 production rate of IL-13 by Th2 cells 2.24×104 day1 [33]
    λI13M2 production rate of IL-13 by macrophages 5.94×104 day1 [33]
    λIrT1 production rate of IFN-γ by Th1 cells 2.87×105 day1 [33]
    dM2 death rate of macrophages 0.015 day1 [32]
    dM1 death rate of macrophages 0.02 day1 [31]
    dT1 death rate of Th1 cell 1.97×101 day1 [33]
    dT2 death rate of Th2 cell 1.97×101 day1 [33]
    dE death rate of activated AECs 1.65×102 day1 [32]
    dH death rate of HSCs 1.66×102 day1 estimated
    dE0 death rate of inactivated AECs 1.65×102 day1 [32]
    dE0T death rate of AECs 1.65×103 day1 [32]
    δ increased death rate of AECs by injury 1×103 day1 [31]
    dρ degradation rate of ECM 0.37 day1 [32]
    dHA degradation rate of HA 0.1 day1 estimated
    dP degradation rate of MCP-1 1.73 day1[32]
    dPM internalization rate of MCP-1 by M1 macrophages 2.08×104 day1[32]
    dG degradation rate of PDGF 3.84 day1 [32]
    dQQr binding rate of MMP to TIMP 4.98×105 cm3g1 day1 [32]
    dQrQ binding rate of TIMP to MMP 1.04×106 cm3g1 day1 [32]
    dQ degradation rate of MMP 4.32 day1[32]
    dQr degradation rate of TIMP 21.6 day1 [32]
    dρQ degradation rate of ECM due to MMP 2.59×105 cm3g1 day1 [32]
    dTβ degradation rate of TGF-β 3.33×102 day1 [32]
    df death rate of fibroblasts 1.66×102 day1 [32]
    dm death rate of myofibroblasts 1.66×102 day1 [32]
    dTα degradation rate of TNF-α 55.45 day1 [33]
    dI2 degradation rate of IL-2 2.376 day1 [33]
    dI4 degradation rate of IL-4 50 day1 [33]
    dI10 degradation rate of IL-10 8.32 day1 [33]
    dI12 degradation rate of IL-12 1.38 day1 [33]
    dI13 degradation rate of IL-13 12.47 day1 [33]
    dIγ degradation rate of IFN-γ 2.16 day1 [33]
     | Show Table
    DownLoad: CSV
    Table 4. Parameters' description and value.
    Parameter Description Value
    χP chemotactic sensitivity parameter by MCP-1 10 cm5g1 day1[32]
    AH HSC proliferation 3.32×105 g/cm3 day1 estimated
    AE0 intrinsic AEC proliferation 1.65×103 g/cm3 day1 estimated
    KG PDGF saturation for activation of myofibroblasts 1.5×108 gcm3 [32]
    KTβ TGF-β saturation for apoptosis of AECs 1×1010 gcm3 [32]
    KP MCP-1 saturation for influx of macrophages 5×109 gcm3 [32]
    KTα TNF-α saturation 5×107 gcm3 [29]
    KI13 IL-13 saturation 2×107 g/cm3 [29]
    KHA HA saturation 2×103 g/ml estimated
    KT1 Th1 cell saturation 1×101 g/ml [33]
    KIγ IFN-γ saturation 2×107 gcm3 [33]
    KI2 IL-2 saturation 5×107 g/cm3 [33]
    KI4 IL-4 saturation 2×107 g/cm3 [33]
    KI10 IL-10 saturation 2×107 g/cm3 [29]
    KI12 IL-12 saturation 1.5×105 g/cm3 [29]
    KI13 IL-13 saturation 2×107 g/cm3 [29]
    KE AEC saturation 0.1 g/cm3 [31]
    ρ0 ECM saturation 102 gcm3 [32]
    ρ ECM density in health 3.26×103 gcm3 [31]
    E TEC density in health 0.799 gcm3 [31]
    f fibroblast density in health 4.75×103 gcm3 [31]
    M0 source/influx of macrophages from blood 5×105 gcm3 [32]
    β influx rate of macrophages into interstitium 0.2 cm1 [32]
    AM2 Source term of M2 0.05 [29]
    KM1 M1 saturation 0.5 [15]
    KM2 M2 saturation 1 [15]
    Kp MCP-1 saturation 5×109 [32]
    E0 TEC saturation 0.1 g/ml estimated
    ρ0 ECM saturation 102 g/ml [29]
    T0 T cells saturation 3×105 g/ml [30,30]
     | Show Table
    DownLoad: CSV

    3. Results

    A model of of renal fibrosis was introduced by Hao et al. [32]. The model combines M1 and M2 macrophages into one variable M, and does not include T cells. Based on patients' data, the model suggests that urine measurements of (TGF-β, MCP-1) could serve as biomarkers to determine the severity of the disease. The lung contains many tiny alveoli, where oxygen is absorbed. The tissue surrounding them is the lung interstitium. Idiopathic pulmonary fibrosis (IPF) is a fibrosis of the interstitium whose etiology is unknown. A model of IPF was developed by Hao et al. [31] takes into account of the unique alveoli structure of the lung. The model includes the alveolar macrophages (M2) and the proinflammatory macrophages (M1) but, it does include T cells.

    The model developed in the present paper is more comprehensive than the models developed in [31,32] since it includes T cells, and liver-specific cells, namely HSCs, as well as the hyaluronic acid (HA), produced by HSCs; both HSCs and HA play important roles in liver fibrosis. By including T cells and HSCs we can explore potential anti-fibrotic drugs such as injection of IFN-γ, and potential serum biomarkers such as HA.

    Boundary conditions. We assume that fibrosis occurs only within the region Ω, hence:

    allthevariablessatisfynonfluxconditionontheboundaryofΩ. (25)

    Initial conditions. We take the following initial conditions (mostly from [32,33]):

    M1=3.73×105 g/ml, M2=3.38×105 g/ml, T1=4.83×105 g/ml,T2=2.37×105 g/ml, E0=0.1 g/ml, E=1×106 g/ml,f=1.2×102 g/ml, m=7.1×106 g/ml, ρ=0.002 g/ml P=5.59×108 g/ml, G=3.07×1010 g/ml, Q=2.29×106 g/ml,Qr=106 g/ml, Tβ=1.52×109 g/ml, Tα=1.47×109 g/ml,I2=2.49×108 g/ml, I4=3.22×1012 g/ml, I13=1.13×109 g/ml,I10=7.66×1012 g/ml, I12=1.64×108 g/ml,~and~Iγ=1.82×1011 g/ml. (26)

    We also assume initial homeostasis with a small amount of inflammation represented by the term λPEE in Eq. (13):

    λE0E0ID=0,  λPEE=ε0,ε0 is small. (27)

    Finally, we take at t=0 homeostasis values of HA (from [7,19]) and H (from Sec. 5, under Eq. (9)):

    HA=104 g/ml, H=0.001 g/ml. (28)

    In the following simulations the parameter values are taken from Tables 2-4. For simplicity, we simulate the model for a 2-d domain Ω, taking

    Ω a square of side 1 cm, and~D a concentric square of side 0.3 cm. (29)

    Fig. 3 shows the dynamics of the average concentrations of cells, cytokines and ECM for the first 200 days. The parameters are taken from Tables 2-4.

    Figure 3. The average concentrations of cells, cytokines and ECM.

    We see that most densities/concenrations nearly stabilize by day 100; however TEC density and fibroblast concentration continue to decrease while the myofibroblasts concentration increases. We note that ECM increases up to 6 times its initial value for healthy case, in agreement with [19].

    We are mostly interested in scar formation, hence in scar density S. The parameters in Eq. (12) are unknown, and for illustration we take λS=100, λSQ=1 and KQ=5×106 in Eq. (12). The profile of the scar density S(t) for the first 200 days is shown by the blue curve in Fig. 4. We see that S(t) grows initially fast, but the growth rate gradually decreases. Other choices of the parameters λS, λSQ and KQ show the same qualitative behavior.

    Figure 4. Treatment studies.

    Treatment studies. We can use the model to explore potential drugs. We express the effect of a drug indirectly by either reducing some of the parameters in the relevant equations by factors such as 11+A, 11+B, θ, or by adding a constant term c in the relevant equation during the treatment period. The choices of A, B and c are somewhat arbitrary, since they depend on the actual amount of dozing. Such drugs could be, for instance, anti-TGF-β, NOX inhibitor or IFN-γ injection. Fig. 4 displays the effect of treatment when the drug is administered at day 100 for 100 days, continuously. We determine the efficacy of the drug by how much it blocks or reduces the scar density.

    Anti-TGF-β. We first consider an anti-TGFβ drug, such as Pirfenidone which was recently approved in the United States. In our model we need to replace λTβM and λTβf by λTβM/(1+A) in Eq. (17) and λTβf/(1+A), and Tβ by Tβ/(1+B) in all terms where Tβ acts to promote fibrosis. The green curve in Fig. 4 shows the effect of the drug for A=B=0.1. We see that in terms of scar, the drug is initially effective in decreasing the scar density, but in the long term its effect diminishes.

    NOX inhibitor. One of suggested novel drugs for treatment of hepatic fibrosis is NOX inhibitor [42]. NOX are membrane proteins that activate HSCs [65]. The effect of anti NOX drug is to decrease λHG and λHTβ in Eq. (9) by a factor of θ(0,1]; θ=1 when no drug is applied. The black curve in Fig. 4 shows the dynamics of the scar for θ=0.5 and suggests that the drug may be very effective as anti-fibrotic drug. Micro RNA-21 (miR-21) modulates ERK1 signaling in HSCs activation and is overexpressed in hepatic fibrosis [95]. Anti miR-21 is a potential anti-fibrotic drug which, in our model, has the same effect as NOX inhibitor.

    Injection of IFN-γ. It was suggested by Weng et al. [90] that IFN-γ treatment may reduce liver fibrosis. Such a treatment means that we need to add in our model a source term c in Eq. (24) to represent the injection of IFN-γ. Taking c=109 g/ml/day, we see, in Fig. 4, that the drug initially promotes fibrosis but later on it reverses fibrosis. This behavior may be attributed to the fact that fibrosis has both non-inflammatory reparative aspect and proinflammatory aspect. Hence IFN-γ injection can affect the disease in either negative and positive ways.

    Biomarkers. Patients with liver fibrosis have higher concentration of HA and TIMP in the liver [2,4,19]. We can use the mathematical model to develop a diagnostic tool to determine the state of the disease based on combined measurements of HA and TIMP. We do not know when the disease of an individual patient began, or equivalently, what was the damaged area D of an individual patient at time t=0 when the biomarkers were measured. Hence we take D to be a rectangle with variable side λ, where λ[0.2,0.9] depends on the individual patient.

    For each λ we simulate the model for time 0t200 days and determine the quantities HA(t,λ), TIMP(t,λ) and the scar density S(t,λ). As λ increases, the curves Γ(λ)={HA(t,λ),TIMP(t,λ),0t200} increase and span a region in the HATIMP plane shown in Fig. 5. We associate to each point in this region the corresponding value of S(t,λ), using color from the color column in Fig. 5. Fig. 5 can then be used to determine, for any individual, based on his/her concentrations of HA and TIMP in the liver, what the scar density is.

    Figure 5. Biomarkers HA and TIMP with respect to scar density; the color column scales the scar density in g/cm3.

    As reported in [26,61,62], the serum biomarkers of HA and TIMP reflect the disease state, and thus roughly the tissue levels of HA and TIMP. As the correlation between tissue and serum concentrations of HA and of TIMP become more precise, Fig. 5 could then provide a quantitative non-invasive diagnostic tool for liver fibrosis.

    We note however that some of the parameters in the model equations may not be sufficiently precise; there are also variations from one person to another. Sensitivity analysis (such as that carried in Sec 5.1) shows that the scar density varies in a continuous way when parameters are changed continuously within a limited range. Hence Fig. 5 should be viewed as just one possible prediction map; similar maps could be produced with other parameters. When new experimental and clinical data become available, some of the parameters, especially these under "estimated" in Tables 2-4, could be modified to make simulations better fit the data. Sensitivity analysis could be used in order to modify collectively a group of parameters.


    4. Conclusion.

    Fibrosis in an organ is characterized by excessive deposition of fibrous connective tissue. It disorganizes the architecture of the organ, leading to the formation of scars and eventual disfunction and failure of the organ. There are currently no drugs that can appreciably reverse the progress of the disease. The present paper focuses on liver fibrosis. The gold standard for diagnosis and monitoring the pathological progression of liver fibrosis is biopsy. But this procedure is invasive and incurs risk, and cannot repeated frequently. For this reason we developed, for the first time, a mathematical model that describes the progression of the disease and the effect of drug treatment, and we used the model to construct a diagnostic map based on a combination of biomarkers. The model is represented by a system of 24 partial differential equations for the concentrations of cells and cytokines. The cells are macrophages M1 and M2, T cells Th1 and Th2, fibroblasts, myofibroblasts, HSCs, and tissue epithelial cells. The cytokines are either produced by these cells, or affect the activities of the cells. The mathematical model builds on the models developed in [31,32], but it also includes HSCs and CD4+ T cells: Th1 and Th2. This extended model enables us to explore new potential drugs. For example, we tested with our model the efficacy of treatment by injection of IFN-γ, a suggestion made in [90]. We found, interestingly, that the drug initially increases fibrosis but later on decreases it.

    We used the model to explore the efficacy of other potential drugs aimed to block liver fibrosis. Currently, most of the available data on anti-fibrotic drugs are obtained from mice experiments. As more clinical data become available, our model could be refined (by modifying some of the parameters) and validated, and it could then serve as as useful tool in exploring the efficacy of anti-fibrotic drugs for the treatment of liver fibrosis in human patients.

    There is currently a great interest in determing reliable serum biomarkers for diagnosis and prognosis of liver fibrosis [2,4,10,19,49,58,61]. Our mathematical model can be used as diagnostic and prognostic tool by using a combination of two biomarkers. Thus, in Fig. 5 we quantified the dependence of scar density in liver fibrosis in terms of concentrations of TIMP and HA in the fibrotic tissue; these two concentrations are overexpressed in serum of patients with liver fibrosis [19,61]. Our model can be used to explore other combinations of biomarkers in liver fibrosis as more experimental and clinical data become available.


    5. Parameters

    The parameters of the model are listed in Tables 2-4. Most of the parameter are taken from previous works [29,30,30,32,33]. The remaining parameters are estimated below.

    Eq. (3). In the blood of a healthy adult there are 5000,000-750,000 T cells per ml, which translates into an average of approximately 5×104g/ml. We assume that the density of naive CD4+ T cells in the tissue is significantly smaller, taking T0=3×105 g/ml.

    Eq. (4). The production of T1 by M1 under I12 environment is λT1M1=10/day [33]. We assume that the production of T2 by M2 under I4 environment is much smaller, taking λT2=0.75/day.

    Eq. (5). We assume that the density of E0 of the inactivated epithelial cells in the liver is 0.1 g/ml. The repair term AE0 was estimated in [32] to be 8.27×103 g/ml/day. We assume that the repair is 5 times slower in the liver, taking AE0=1.65×103 g/ml/day.

    Eq. (7). The production rate of fibroblasts by activated TEC is 5×104/day [32]. We assume that the production of fibroblasts by HSC-produced HA is five times larger, taking, λfHA=2.5×103/day. The transition rate from fibroblasts to myofibroblasts, λmfT and λmfG, in the lung were estimated in [32] by 0.12/day. We assume these rates are larger in the liver than in the lung, taking λmfT=λmfG=0.3/day.

    Eq. (9). HSCs make up 5-8% of all the liver tissue. Accordingly we take H=0.02 g/ml. We assume that in homeostasis only 5% HSCs are activated, that is, H=0.001 g/ml. The death rate of HSCs is assumed to be the same as for fibroblast, dH=df=1.66×102 day1. From the steady state equation AHdHH=0, we then get, AH=1.66×105 g/ml/day.

    We take λHG=λHTβ and assume that, when activated, the number of HSC increased by 25%. We account for this by taking λGH=λTβH=0.2dH=3.32×103 day1.

    Eq. (10). We assume the degradation rate of HA by sinusoidal epithelial cells to be dHA=0.29/day [7]. In health the concentration of HA is 104 g/ml [7,19]. From the steady state equation

    λHAHdHAHA=0,

    with H=0.001, we then get λHA=2.9×102 day1.

    Eq. (15) The production of MMP and TIMP by M2 macrophage in the lung was taken in [33] to be 3×104/day and 6×105/day, respectively. We assume that the production rate is larger in the liver, taking λQM=3×103/day and λQrM=6×104/day.


    5.1. Sensitivity analysis

    We performed sensitivity analysis on some of the production parameters of the system (1)-(17). Following the method in [56], we performed Latin hypercube sampling and generated 1000 samples to calculate the partial rank correlation (PRCC) and the p-values with respect to the scar concentration at day 200. The results are shown in Fig. 6 (The p-value was <0.01).

    Figure 6. The sensitivity analysis for the cytokine production rates. The figure shows the partial rank correlation (PRCC) between the cytokine production rate and the scar concentration at day 200.

    Scar density grows if ρ and Q are increased (Eq. (12) and ρ increases with increase in f, m, H and Tβ (Eqs. (11), (12)); f is increased by HA which is produced by H. These observations explain why the parameters λHG, λHTβ, λHA, λTβM and λTβI13 are positively correlated. We next observe that Tβ is produced by M2 (and f), hence the transition M1M2 positively affects scar growth. This transition is increased if Tα is decreased while I10 and I13 are increased (see the form of ε1, ε2 which appear in Eqs. (1), (2)). Hence λI10M2, λI13T2 and λMTα are positively correlated while λTαM is negatively correlated (see Eq. (18)). Since MCP-1 attracts macrophages to the liver, the production rate of MCP-1 by TEC, λPE, is positively correlated. The sensitivity analysis can be carried out in a similar way for the remaining production parameters.


    6. Computational method

    In order to illustrate our numerical method, we consider the following diffusion equation:

    XtDX2X=FX in Ω, (30)

    where the right-hand side accounts for all the 'active' terms. Let Xni,j denote a numerical approximation of X(ihx,jhy,nτ), where hx and hy are the stepsize in the x and y directions respectively, and τ is the time stepsize. Then a discretization is derived by the explicit Euler five-point finite difference scheme, i.e.,

    Xn+1ijXNijτDX(Xni+1,j+Xni1,j2Xni,jh2x+Xni,j+1+Xni,j12Xni,jh2y)=FX(Xni,j) in Ω. (31)

    In order to make the scheme stable, we take τh24DX, namely τ=0.1h2DX, where h=hx=hy.


    Acknowledgments

    This work has been supported by the Mathematical Biosciences Institute and the National Science Foundation under Grant DMS 0931642.




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