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Accepted Manuscript Multi-term time-fractional Bloch equations and application in magnetic resonance imaging Shanlin Qin, Fawang Liu, Ian Turner, Viktor Vegh, Qiang Yu, Qianqian Yang PII: S0377-0427(17)30039-0 DOI: http://dx.doi.org/10.1016/j.cam.2017.01.018 Reference: CAM 10983 To appear in: Journal of Computational and Applied Mathematics Received date: 5 July 2016 Revised date: 23 December 2016 Please cite this article as: S. Qin, F. Liu, I. Turner, V. Vegh, Q. Yu, Q. Yang, Multi-term time-fractional Bloch equations and application in magnetic resonance imaging, Journal of Computational and Applied Mathematics (2017), http://dx.doi.org/10.1016/j.cam.2017.01.018 This is a PDF file of an unedited manuscript that has been accepted for publication. As a service to our customers we are providing this early version of the manuscript. The manuscript will undergo copyediting, typesetting, and review of the resulting proof before it is published in its final form. Please note that during the production process errors may be discovered which could affect the content, and all legal disclaimers that apply to the journal pertain.

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Accepted Manuscript

Multi-term time-fractional Bloch equations and application inmagnetic resonance imaging

Shanlin Qin, Fawang Liu, Ian Turner, Viktor Vegh, Qiang Yu,Qianqian Yang

PII: S0377-0427(17)30039-0DOI: http://dx.doi.org/10.1016/j.cam.2017.01.018Reference: CAM 10983

To appear in: Journal of Computational and AppliedMathematics

Received date: 5 July 2016Revised date: 23 December 2016

Please cite this article as: S. Qin, F. Liu, I. Turner, V. Vegh, Q. Yu, Q. Yang, Multi-termtime-fractional Bloch equations and application in magnetic resonance imaging, Journal ofComputational and Applied Mathematics (2017), http://dx.doi.org/10.1016/j.cam.2017.01.018

This is a PDF file of an unedited manuscript that has been accepted for publication. As aservice to our customers we are providing this early version of the manuscript. The manuscriptwill undergo copyediting, typesetting, and review of the resulting proof before it is published inits final form. Please note that during the production process errors may be discovered whichcould affect the content, and all legal disclaimers that apply to the journal pertain.

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Highlights

We consider anomalous relaxation processes of human tissue.

We explore the utility of the multi-term time-fractional Bloch equations.

We proposed an effective predictor-corrector method to solve MTTFBE.

A feasible parameter estimation method was introduced.

The extra time-fractional terms provide flexibility in the relaxation

process.

Highlights (for review)

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Multi-term time-fractional Bloch equations andapplication in magnetic resonance imagingI

Shanlin Qina, Fawang Liua,∗, Ian Turnera,b, Viktor Veghc, Qiang Yuc,Qianqian Yanga

aSchool of Mathematical Sciences, Queensland University of Technology, GPO Box 2434,Brisbane, Qld. 4001, Australia

bARC Centre of Excellence for Mathematical and Statistical Frontiers, Melbourne, Victoria,Australia

cCentre for Advanced Imaging, The University of Queensland, St Lucia, Queensland,Australia

Abstract

Magnetic resonance imaging can reveal exquisite details about the complex

structure and function of human tissue. However, magnetic resonance imaging

signal behaviour at high or ultra-high field has shown increased deviation from

the classically expected mono-exponential relaxation. The underlying mecha-

nism of anomalous relaxation can contribute to a better understanding of the

interaction of spins with their surroundings. The purpose of this work is to

explore the utility of the multi-term time-fractional Bloch equations in relation

to the anomalous relaxation processes. We proposed an effective predictor-

corrector method to solve the multi-term equations. Voxel-level temporal fit-

ting of the magnetic resonance imaging signal was performed based on the model

developed from the multi-term time-fractional Bloch equations. A feasible pa-

rameter estimation method based on hybrid Nelder-Mead simplex search and

particle swarm optimization was introduced to preform the curve fitting. The

extra time-fractional terms provide flexibility in the relaxation process.

Keywords: Multi-term time-fractional Bloch equations, MRI, anomalous

relaxation, fractional predictor-corrector method, parameter estimation,

IThis research did not receive any specific grant from funding agencies in the public,commercial, or not-for-profit sectors.

∗Corresponding author Email address: [email protected]

Preprint submitted to Elsevier December 23, 2016

ManuscriptClick here to view linked References

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hybrid simplex search and particle swarm optimization

2010 MSC: 26A33, 65Kxx, 33F05

1. Introduction

Magnetic resonance imaging (MRI) is a routine medical imaging platform

used to probe the tissue environment. The mathematical basis underlying the

temporal signal formation in MRI is based on the classical Bloch equations.

To generate an MRI signal, a radio frequency pulse is applied at the Larmor

frequency to tip the magnetisation into a transverse plane and keep it relatively

static in the rotating reference frame. This process is known as “on resonance”

and when the radio frequency pulse is switched off, the “off resonance” condi-

tion is initiated and the Bloch equations can be used to model the change in

magnetisation in a rotating coordinate frame [1]:

dMx(t)dt = −Mx(t)

T∗2

+ ∆ωMy(t),dMy(t)

dt = −My(t)T∗2

−∆ωMx(t),dMz(t)

dt = M0−Mz(t)T1

,

(1)

where M0 is the equilibrium value of longitudinal magnetisation; T1 is the em-

pirical spin-lattice relaxation time, which characterises the recovery of the lon-

gitudinal magnetisation; and T ∗2 is related to the spin-spin relaxation T2, which

indicates the loss of the transverse magnetisation, and the influence of the local5

field inhomogeneity. There exists an “off resonance” contributor ∆ω ≡ ω0 − ω,

where ω0 and ω denote the Larmor frequency and the frequency of the radio

frequency field, respectively. Notably, with the presence of non-negligible mag-

netic field inhomogeneity, the rate of signal decay should be determined by the

decay time T ∗2 instead of T2. T ∗

2 relaxation can be measured through the use10

of the gradient recalled echo (GRE) sequence [2]. The Bloch equations can be

used to analyse the temporal evolution of the MRI signal and provide valuable

clinical and scientific insight.

Fractional calculus is an old yet novel branch of mathematics that unifies

and generalises the integer derivative and n-fold integral [3]. Despite sharing15

2

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some common properties, fractional calculus has some essential differences in

comparison with its integer counterpart. Specifically, fractional calculus pro-

vides the theory to calculate non-integer order derivatives. The fractional orders

highlight the intermediate behaviours that cannot be modeled by ordinary or

partial differential equations [4]. Furthermore, with a definition that involves20

non-local interaction, fractional calculus shows superiorities in describing com-

plex dynamical systems associated with system memory [5]. Fractional calculus

has now been shown to be effective in many theoretical and applied fields such

as physics, bioengineering, finance, signal processing, and so on [6, 7, 8, 9].

Recently, an extensive number of researchers have used time-fractional op-

erators in conjunction with Eq. (1). Different approaches can be used to incor-

porate the fractional derivative into the Bloch equations. Velasco et al. gen-

eralised the Bloch equations by applying the Riemann-Liouville derivative into

the right-hand-side of the Bloch equations [10]. Magin et al. fractionalised the

Bloch equations using the Caputo derivative on the left side of the Bloch equa-

tions [11, 12]. This work will adopt Magin’s fractionalising approach in view of

our previous work [13]:

C0 Dα

t Mx(t) = −Mx(t)T∗2

+ ∆ωMy(t),C0 Dα

t My(t) = −My(t)T∗2

−∆ωMx(t),C0 Dα

t Mz(t) = M0−Mz(t)T1

.

(2)

Yu et al. applied an effective predictor-corrector method to solve the time-25

fractional Bloch equations [14]. Bhalekar et al. extended time-fractional Bloch

equations with a time delay that averages the present magnetisation with an

earlier one [5, 15]. Magin et al. investigated the time-fractional Bloch equations

and analysed its influence on MRI signal attenuation [11]. Then they applied it

to fit the signal decay of multi echo T2 data in normal and degraded cartilage30

[12]. Our previous work takes this one step further by characterising anomalous

relaxation in multiple echo time T ∗2 human brain data based on Magin’s model

with additional consideration of frequency shift [13]. Existing results imply

that the use of fractional calculus can provide an improved representation of

3

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the anomalous dynamics associated with MRI signal formation.35

Observations of real systems has revealed that the constant order fractional

derivative cannot be used to accurately characterise the underlying physical or

biological processes of the problem. For example, the amplitude creep behavior

of a certain material can be described as C0 Dα

t F (t) = k(xa(t) − xb(t)), where

F is the applied force and x is the corresponding displacement. Experiments40

conducted at a fixed temperature resulted in a constant α [16]. However, real

applications involve an environment with varying temperatures, such as the gen-

eration of heat by friction or electric current. Alterations in temperature change

the physical properties of the material, which then makes its characteristics vary

between elastic (α = 0) and viscous (α = 1) [17]. Furthermore, the acoustic45

attenuation typically characterised by a power law involves a frequency depen-

dence caused by the fractal microstructures of the media [18]. The generalised

form involving changeable fractional orders, such as multi-term, distributed-

order and variable-order derivatives, were suggested to be able to account for

such phenomena. One important changeable fractional operator is the multi-50

term derivative, i.e., a linear combination of all the possible orders of time

derivatives with relevant weighted coefficients [19, 20].

The multi-term time-fractional operator has been used to describe complex

physical or physiological systems. For example, the fractional Zener model

involving three different fractional orders has been used to describe a system55

consisting of a Maxwell model in conjunction with a spring [21]. The system

consisting of a rigid plate, which is connected to a spring and immersed in a

Newtonian fluid, demonstrated heavily damped motion that can be described

using a mixed order time-fractional derivative model [3, 22].

In MRI, the signal has been shown to deviate from the classically expected60

mono-exponential relaxation, especially at high or ultra-high field strengths [23,

24, 25]. A bi-exponential model with distinct high and low relaxation rates

has been shown to provide a better signal fit than a mono-exponential model

[23]. A three-component model for MRI signal decay was also investigated

due to the compartmentalised water environments [24, 25]. In our previous65

4

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work, we applied the single-term time-fractional Bloch equations to explore

the region-averaged temporal MRI magnitude signal decay. We found different

time-fractional orders for the regions depicted in Fig. 1. Specifically, we have

the value of the time-fractional order to be 0.979 in caudate, 0.949 in fornix,

0.964 in insula, 0.947 in internal capsule, 0.965 in pallidum, 0.972 in putamen,70

0.907 in red nucleus, 0.976 in substantia nigra and 0.951 in thalamus [13].

The different time-fractional orders in the human brain indicate a potential

source of anomalous relaxation possibly explainable through the use of multi-

term fractional models, since it allows for all the possible orders with relevant

weighted coefficients. In MRI, each image is made of thousands of individual75

elements called voxels. The signal from each voxel is separated from all of the

others and its intensity is related to the specific tissue characteristics, such as

the changing chemistry and the total number of the protons contained within

the voxel. Therefore, the possible time fractional orders are not considered to

be related to the spatial coordinate of the voxel.80

Fig. 1: Nine regions in the human brain for fornix, putamen, pallidum, caudate, thalamus,

internal capsule, insula, substantia nigra and red nucleus.

In our study, the multi-term time-fractional Bloch equations (MT-TFBE)

were investigated for the purpose of describing the anomalous relaxation pre-

sented in GRE-MRI signal magnitude. The rest of the paper is organised as

follows. We introduce MT-TFBE in Section 2 and propose an effective predictor-

corrector method in Section 3 for its solution. In Section 4, we present a modi-85

5

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fied parameter estimation technique based on the hybrid Nelder-Mead simplex

search (NMSS) method [26] and the particle swarm optimization (PSO) algo-

rithm [27] for parameter fitting. In Section 5, we present numerical results and

perform voxel-level fitting of the human brain MRI data.

2. The multi-term time-fractional Bloch equations90

The temporal evolution in the reduction of the transverse magnetisation

(since the focus here is only on the reduction of the transverse magnetisation,

the recovery of the longitudinal magnetization is ignored) is classically described

via the Bloch equations and recently generalised into time-fractional domain:

C0 Dα

t Mx(t) = −Mx(t)T∗2

+ ∆ωMy(t),C0 Dα

t My(t) = −My(t)T∗2

−∆ωMx(t).(3)

To be able to investigate flexibility in the order of the time derivative in the

human brain, we propose the generalisation of the x and y components, i.e. the

n + 1 term weighted linear combination of time-fractional Bloch equations:

(λnC0 Dαn

t + λn−1C0 D

αn−1t + ... + λ1

C0 Dα1

t + λ0C0 Dα0

t )Mx(t)

= − 1T∗2Mx(t) + ∆ωMy(t),

(λnC0 Dαn

t + λn−1C0 D

αn−1t + ... + λ1

C0 Dα1

t + λ0C0 Dα0

t )My(t)

= − 1T∗2My(t)−∆ωMx(t),

(4)

with initial conditions:

Mx(t = 0) = Mx(0),

My(t = 0) = My(0),(5)

where 0 < αn < 1, αn > αn−1 > ...α1 > α0 = 0 and 0 < αi − αi−1 <

1, (i = 1, ..., n). The functional parameters λk (k = 0, 1, ..., n) are arbitrary

constants, which not only preserve the units of T ∗2 and ∆ω, but also serve as

weighting factors against different fractional orders. It should be pointed out

that finite-terms, including a single-term time-fractional Bloch equations can be

obtained by setting λk (k = 0, 1, ..., n) accordingly. We opted to use the Caputo

6

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fractional-order derivative C0 Dα

t since it preserves the classical physical meaning

of the initial conditions. The definition of the α-order Caputo time-fractional

derivative takes the form [3]:

C0 Dα

t f(t) = 1Γ(1−α)

∫ t

0 f ′(τ)(t − τ)−αdτ, (0 < α < 1), (6)

where Γ denotes the Gamma function.

3. Numerical methods for the multi-term time-fractional Bloch equa-

tions

Various numerical methods have been presented to solve the multi-term frac-

tional equations [19, 28, 29]. We applied an effective and efficient fractional95

predictor-corrector method suggested by Liu et al. with a thorough theoretical

analysis in [28].

Liu et al. have proven that the multi-term time-fractional equation can be

equivalently rewritten into a system of single-term equations [28]. Therefore,

the x-component MT-TFBE can be expressed as:

C0 Dǫ1

t X1(t) = C0 Dα1

t X1(t) = X2(t),C0 Dǫ2

t X2(t) = C0 Dα2−α1

t X2(t) = X3(t),

...,

C0 D

ǫn−1t Xn−1(t) = C

0 Dαn−1−αn−2t Xn−1(t) = Xn(t),

C0 Dǫn

t Xn(t) = C0 D

αn−αn−1t Xn(t)

= 1λn

[− 1T∗2X1(t) + ∆ωMy(t)− λ0X1(t)− ...− λn−1Xn(t)],

Mx(t) = X1(t).(7)

Here, we have 0 < ǫi = αi − αi−1 < 1 (i = 1, ..., n) and, notably, α0 = 0. The

x-component initial conditions become:

Xi(0) =

Mx(0), i = 1,

0, i = 2, 3, ..., n.(8)

Note that the above approach to solve the x-component can also be applied to

the y-component.

7

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We additionally propose a fractional predictor-corrector method to solve the

initial problem:

C0 Dǫi

t Xi(t) = gi(t, Xi(t)),

Xi(t = 0) = Xi(0), i = 1, 2, ..., n,(9)

where 0 < ǫi ≤ 1. Transform the initial value problem Eq. (9) into the following

equivalent Volterra integral problem:

Xl(t) = Xl(0) + 1Γ(ǫl)

∫ t

0 (t− τ)ǫl−1gl(τ, Xl(τ))dτ, l = 1, 2, ..., n. (10)

It has been established that the Adams-Bashforth-Moulton method is a rea-

sonable approach for solving the first order ordinary differential equation within

an acceptable error bound without the need for extreme computational over-

heads [14]. Therefore, we adopt a fractional Adams-Bashforth method and a

fractional Adams-Moulton method for prediction and correction, respectively.

We assume that we are working with a uniformly sampled temporal discrete

scheme tk = kτ , k = 0, 1, ..., n, and T = nτ is the total time. Thus, the

predictor Xk+1l,P can be obtained via the Adams-Bashforth method [28]:

Xk+1l,P = X0

l + 1Γ(ǫl)

k∑j=0

bǫl

j,k+1gl(tj , Xjl ), l = 1, 2, ..., n, (11)

where

bǫl

j,k+1 = τǫl

ǫl[(k + 1− j)ǫl − (k − j)ǫl ]. (12)

The corrector Xk+1l can be generated using the Adams-Moulton method [28]:

Xk+1l = X0

l + 1Γ(ǫl)

[k∑

j=0

aǫl

j,k+1gl(tj , Xjl )

+ aǫl

k+1,k+1gl,P (tk+1, Xk+1l )], l = 1, 2, ..., n,

(13)

where

aǫl

j,k+1 =τ ǫl

ǫl(ǫl + 1)

kǫl+1 − (k − ǫl)(k + 1)ǫl , j = 0,

(k − j + 2)ǫl+1 + (k − j)ǫl+1

−2(k − j + 1)ǫl+1, 1 ≤ j ≤ k,

1, j = k + 1.

(14)

8

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Note that the x- and y-components of the magnetization are coupled through

∆ω. To decouple the equations and minimise the numerical error, terms are

replaced with their latest available updates. We use the fractional predictor-

corrector method to solve the initial problem in Eq. (7). The value of the

predictors Xk+1l,P and Y k+1

l,P can be obtained through the use of the fractional

Adams-Bashforth method:

Xk+1l,P = X0

l + 1Γ(ǫl)

k∑j=0

bǫl

j,k+1Xjl+1, l = 1, 2, ..., n− 1,

Y k+1l,P = Y 0

l + 1Γ(ǫl)

k∑j=0

bǫl

j,k+1Yjl+1, l = 1, 2, ..., n− 1,

Xk+1n,P = X0

n + 1λnΓ(ǫn)

k∑j=0

bǫn

j,k+1[− 1T∗2Xj

1 + ∆ωY j1 − λn−1X

jn − ...− λ1X

j2 ],

Y k+1n,P = Y 0

n + 1λnΓ(ǫn)

k∑j=0

bǫn

j,k+1[− 1T∗2Y j

1 −∆ωXj1 − λn−1Y

jn − ...− λ1Y

j2 ].

(15)

The value of correctors Xk+1l and Y k+1

l can be obtained by using the fractional

Adams-Moulton method:

Xk+1l = X0

l + 1Γ(ǫl)

(k∑

j=0

aǫl

j,k+1Xjl+1 + aǫl

k+1,k+1Xk+1l+1,P ), l = 1, 2, ..., n− 1,

Y k+1l = Y 0

l + 1Γ(ǫl)

(k∑

j=0

aǫl

j,k+1Yjl+1 + aǫl

k+1,k+1Yk+1l+1,P ), l = 1, 2, ..., n− 1,

Xk+1n = X0

n + 1λnΓ(ǫn) [

k∑j=0

aǫn

j,k+1(− 1T∗2Xj

1 + ∆ωY j1 − λn−1X

jn − ...− λ1X

j2)

+ aǫn

k+1,k+1(− 1T∗2Xk+1

1 + ∆ωY k+11 − λn−1X

k+1n,P − ...− λ1X

k+12 )],

Y k+1n = Y 0

n + 1λnΓ(ǫn) [

k∑j=0

aǫn

j,k+1(− 1T∗2Y j

1 −∆ωXj1 − λn−1Y

jn − ...− λ1Y

j2 )

+ aǫn

k+1,k+1(− 1T∗2Y k+1

1 −∆ωXk+11 − λn−1Y

k+1n,P − ...− λ1Y

k+12 )].

(16)

For all αl ∈ (0, 1), a similar method in [28] can demonstrate the error100

estimation to be max0<k<1

|Xl(tk) − Xtk

l | = O(τq), where q = 1 + min ǫl, Xl(tk)

is the exact solution and Xtk

l is the corresponding numerical solution for the

x-component of the magnetization.

9

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4. Parameter estimation: a modified NMSS-PSO method

An exploration using a model reflecting the behaviour of a real system is105

known as the forward problem, whereas the process of fitting model parameters

to a measurement or measurements is known as the inverse problem [30]. The

uniqueness for identifying the solution of fractional orders from measured data

for multi-term and distributed order time-fractional diffusion equation has been

proved [31, 32]. However, it is inherently difficult to solve the inverse problem110

when the interdependent parameters correlatively interact or a large number

of local minima exist. To improve the fitting process and its robustness and

avoid being trapped in a local minimum, strict procedures can be followed,

which involve narrowing the search space [25, 13]. Therefore, the search for a

global minimum has been formulated as a constrained optimization problem. To115

analyse the reliability of our model in a quantitatively correct way, parameters

need to be globally determined.

In this section, a feasible and reliable parameter estimation technique is pre-

sented for the purpose of obtaining the global minimum to the optimization

problem. Both the hybrid Nelder-Mead simplex search (NMSS) [26] and the120

particle swarm optimization (PSO) [27] have been widely used in solving chal-

lenging optimization problems. However, the literature shows that the practical

use of NMSS and PSO are both limited, since NMSS is likely to be trapped in a

local optima and PSO has a slow convergence rate. Interestingly, the combined

use of NMSS and PSO has been demonstrated to be outperform both NMSS125

and PSO in terms of solution quality and convergence rate [33].

In the NMSS-PSO parameter estimation process, the role assigned to NMSS

and PSO is different due to their different functionalities. The combination

of the two methods makes full use of the merits of each method. Specifically,

NMSS is used to exploit the current solution space and PSO focuses on the130

exploration of the unknown space. The obvious distinctions between NMSS and

PSO mainly exist in their choice of initial points and the manner with which

they proceed towards the solution: NMSS uses pre-determined initial points

10

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and moves towards points with better objective function values, while PSO uses

a set of random initial points and through iterations moves away from points135

with worse objective function values [34].

The NMSS-PSO method converts the parameter estimation problem into an

objective function based optimization by:

s(λ) =

√N∑

k=0(u(tk)−uk(λ))2

N+1 ,(17)

where u(tk) is the experimental data and uk(λ) is the solution for a given set of

unknown parameters λ = (λ1, λ2, ..., λm)T ∈ Ω with m denotes the number of

unknown parameters. Here Ω is a given search domain: Ω = [λ(min)1 , λ

(max)1 ]×

[λ(min)2 , λ

(max)2 ]×...×[λ(min)

m , λ(max)m ]. Notably, these search intervals are possible140

interesting regions chosen for reducing computational time and the algorithm is

not manually stopped when the search moves beyond the given region in case

that we exclude the global optimum [35]. Then the optimal estimation of the

unknown parameters λ∗ = (λ∗1, λ∗2, ..., λ

∗m)T is given as λ∗ = argmin s(λ).

A general rationale for the NMSS-PSO method is that 3m + 1 particles are145

evaluated and ranked by their objective function value s(λ). The best m + 1

particles are saved for the subsequent refinement by the NMSS method and the

last 2m particles are adjusted by the PSO method. Notably, the 2m particles

used by PSO should be worthy as they can result in a rapid convergence to the

global minimum. The overall algorithm can be summarised as follows:150

(1) Initialization. Generate 3m + 1 particles Pi = (λ1,i, λ2,i, ..., λm,i) (i =

1, ..., 3m + 1) ∈ Ω, among which the former m + 1 particles (better called

as vertices in the following NMSS) λj,i = λ(min)j + (i − 1) ∗ (λ(max)

j −λ

(min)j )/(m + 1) (j = 1, 2, ..., m; i = 1, .., m + 1) are for MNSS and the

later 2m random particles λj,i = λ(min)j + rand ∗ (λ(max)

j − λ(min)j ) (j =155

1, 2, ..., m; i = m + 2, .., 3m + 1) are for PSO (rand is a random number

in (0, 1)). Moreover, the initial velocities for PSO are Vj,i = (V (max)j −

V(min)j )/Lj (j = 1, 2, ..., m; i = m + 2, .., 3m + 1 and Lj is a selected

positive integer).

11

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(2) Evaluate and rank. Evaluate the objective function value s(λ) for each160

particle, according to which ranks all the particles: s(P1) ≤ s(P2) ≤ ... ≤s(P3m+1).

(3) Apply the NMSS method to the best m+1 vertices and replace the (m+1)th

vertex with the updated value, which is generated as follows:

(3.1) Reflection. Find the centre of gravity of the former m vertices165

Po = (λ1,o, λ1,o, ...λ1,o) ∈ Ω, where λj,o =∑m

i=1 λj,i/m, j = 1, ..., m.

Generate the reflection point Pr = (1 + α)Po − αPm+1, where α is the

reflection coefficient using the suggested value α = 1 [26]. If s(P1) ≤s(Pr) ≤ s(Pm), then accept the reflection and replace Pm+1 with Pr;

otherwise, go to step (3.2).170

(3.2) Expansion. If s(Pr) < s(P1), then generate the expansion point

Pe = γPr + (1 − γ)Po, where γ is the expansion coefficient using the

suggested value γ = 2 [26]. If s(Pe) < s(P1), then accept the expansion

and replace Pm+1 with Pe; otherwise, replace Pm+1 with Pr. Then go to

step (3.3).175

(3.3) Concentration. If s(Pr) > s(Pm) and s(Pr) ≤ s(Pm+1), then

replace Pm+1 with Pr and the concentration is done. If s(Pr) > s(Pm+1),

then generate the contraction point Pc = βPm+1 + (1 − β), where β is

the concentration coefficient using the suggested value β = 0.5 [26]. If

s(Pc) ≤ s(Pm+1), then accept the concentration and replace Pm+1 with180

Pc. Then go to step (3.4).

(3.4) Shrink. If s(Pr) > s(Pm+1), replace all the vertices except the

best P1 with Pi = σPi + (1 − σ)P1, where σi is the shrinkage coefficient

with the suggested value σi = 0.5 [26].

(4) Apply the PSO method to update the last 2m particles with the worst185

objective function values.

(4.1) Velocity and position update. Assign the best position Pbi = Pi

(i = m + 2, .., 3m + 1) and the global best position Pg = Pm+2. Particle

12

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velocity and position are updated according to its previous velocity and

position by V newj,i = η × V old

j,i + c1 × rand1 × (Pbj,i − Pj,i) + c2 × rand2 ×190

(Pgj−P oldj,i ) and Pnew

j,i = P oldj,i +V new

j,i (j = 1, 2, ..., m; i = m+2, ..., 3m+1)

respectively. Here, c1 and c2 are two pre-determined positive constants, η

is an inertia weight. rand1 and rand2 are two random numbers in (0, 1).

Considering the ranges of the search space in different dimensions, we have

used c1 = 0.8, c2 = 0.3 and ω = 0.5 + (rand/2.0), which we used in our195

case.

(4.2) Imposed boundaries. The “absorbing walls” are imposed to

drive particles to the pre-determined parameter domains [36]. Thus, it

avoids physically impossible solutions by assuming the velocity in a cer-

tain dimension is zero when a particle hits the boundary placed on that200

parameter.

(4.3) PSO iteration. Return to step 4 and start a new PSO iteration

until it reaches the largest PSO iteration time Siter .

(5) Evaluate and rank again for all 3m+1 particles. If it satisfies the stopping

criterion Sc < ǫ, then stop; otherwise, go to step 3 and repeat until the205

maximum number of iterations Niter is reached.

The stopping criterion in step (5) is given by Sc = (∑m+1

i=1 (s−√si)2/(m +

1))1/2 < ǫ, where s =∑m+1

i=1 s∗i /(m + 1), s∗i =√

si =√

s(λ1,i, λ2,i, ..., λm,i) and

ǫ is a small constant. The algorithm will be terminated when either it reaches

the maximum iteration count or it satisfies the stopping criterion placed on the210

cost function. This parameter estimation technique can be implemented in a

straightforward manner for the purpose of solving inverse problems governed

by fractional linear or nonlinear dynamics, since it does not require gradient

computation and is therefore derivative free. The NMSS-PSO algorithm has

been outlined in detail in [34].215

A model based MT-TFBE has to be first developed before NMSS-PSO can

be used to deduce model parameters. To do this, we exploit the proportionality

relationship between the experimental signal intensity S(t) and the magnitude

13

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of transverse magnetization defined as M+(t) =√

M2x(t) + M2

y (t) [1], hence we

can write:

S(t) = A0

√M2

x(t) + M2y (t) + C, (18)

where C is a constant used to account for the background noise in the acquired

data [37]. Note that the shape of the signal is only a function of the parameters

T ∗2 and ∆ω, and not affected by the initial values of Mx(0) and My(0), which

only influences the initial amplitude of the signal. Therefore, to simplify the

problem and minimise the number of parameters in the model, we fix the initial220

values by setting Mx(0) = 0 and My(0) = 100 and note that the amplitude is

incorporated into A0. Algorithms in this paper were implemented in MATLAB

on a 3.40 GHz 4 core Windows 7 desktop with 16 GB RAM.

5. Magnetic resonance imaging data collection

In vivo human brain images were acquired on a 7T ultra-high field whole-225

body MRI research scanner (Siemens Healthcare, Erlangen, Germany) in com-

bination with a 32-channel head coil (Nova Medical, Wilmington, USA). Thirty

echoes (first echo time TE1 = 2.04 ms and echo space = 1.53 ms) with matrix

size = 210×168×144 (voxel size = 1 mm×1 mm×1 mm) were collected using

a 3D non-flow compensated GRE-MRI scan. Other parameters were set as fol-230

lows: repetition time (TR) = 51 ms, flip angle (FA) = 15, and data averaging

was not performed. Data from 32-channel was combined using the sum-of-

squares approach in a voxel-by-voxel manner. Ethics was granted through the

University of Queensland human ethics committee.

6. Results235

To verify the validity of the fractional predictor-corrector method, we com-

pare the analytical and numerical solutions for the x-component of the three-

term TFBE with initial condition:

(λ3C0 Dα3

t + λ2C0 Dα2

t + λ1C0 Dα1

t )Mx(t) = − 1T∗2Mx(t) + f(t),

Mx(0) = 0,(19)

14

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where f(t) = Γ(1.7)t0.7(λ3t−α3/Γ(1.7−α3)+λ2t

−α2/Γ(1.7−α2)+λ1t−α1/Γ(1.7−

α1)) + t0.7/T ∗2 and 0 < α1 < α2 < α3 < 1. T ∗

2 is a positive constant.

λ1, λ2, λ3 are arbitrary constants. The exact solution of this initial problem is

Mx(t) = t0.7. In Fig. 2, the exact solution and the numerical solution obtained

by applying the presented predictor-corrector method when the parameters are240

set to α3 = 0.7, α2 = 0.5, α1 = 0.3, λ1 = λ2 = λ3 = 1 and T ∗2 = 1 are compared.

The maximum error and the order of convergence with time step 1/100, 1/200

and 1/400 are listed in Table 1. It can be seen that the numerical solution is in

excellent agreement with the exact one and the rate of convergence is in good

agreement with our analysis 1 + min ǫl = 1.2. Notably, this initial problem of245

the three-term TFBE obtains the same results from single term TFBE published

in [14], since the multi-term TFBE contains this particular case.

0.5 1 1.5 2 2.5 3 3.5 4 4.5 50

0.5

1

1.5

2

2.5

3

3.5

t

Mx (

t)

exact solutionnumerical solution

Fig. 2: Comparison of the exact and numerical solutions obtained using MT-TFBE when

α3 = 0.7, α2 = 0.5, α1 = 0.3, λ1 = λ2 = λ3 = 1 and T ∗2 = 1.

To examine the influence of the multi-term derivative used in TFBE, we

15

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Table 1: The maximum error and convergence rate of Mx(t) between the analytical and

numerical solutions when α3 = 0.7, α2 = 0.5, α1 = 0.3, λ1 = λ2 = λ3 = 1 and T ∗2 = 1.

τ maximum error convergence rate

1100 1.43× 10−5 -1

200 6.07× 10−6 1.241

400 2.59× 10−6 1.231

800 1.10× 10−6 1.23

consider the following x- and y-components of the three-term TFBE:

(λ3C0 Dα3

t + λ2C0 Dα2

t + λ1C0 Dα1

t )Mx(t) = − 1T∗2Mx(t) + ∆ωMy(t),

(λ3C0 Dα3

t + λ2C0 Dα2

t + λ1C0 Dα1

t )My(t) = − 1T∗2My(t)−∆ωMx(t),

(20)

where 0 < α1 < α2 < α3 < 1. Notably, when one of the three weighted

parameters λk (k = 1, 2, 3) equals to zero, the three-term TFBE becomes a two-

term TFBE and when two of them equal to zero, it simplifies to a single-term

TFBE. We applied the proposed predictor-corrector scheme to solve the one-,

two- and three-term TFBE with initial conditions:

Mx(t = 0) = 0,

My(t = 0) = 100.(21)

Fig. 3 shows the simulation results computed for Mx and My for one, two

and three positive valued terms when T ∗2 = 30 ms and ∆ω = 60π rad/s.

Other parameters were set as α1 = 0.9 and λ1 = 1 for the one-term TFBE;250

α2 = 0.9, α1 = 0.8 and λ2 = 1, λ1 = 0.5 for the two-term TFBE; and α3 =

0.9, α2 = 0.8, α1 = 0.7 and λ3 = 1, λ2 = 0.5, λ1 = 0.3 for the three-term

TFBE. Fig. 4 shows the numerical results obtained for Mx and My for one, two

and three negative valued terms when α1 = 0.9 and λ1 = 1 for the one-term

TFBE; α2 = 0.9, α1 = 0.8 and λ2 = 1, λ1 = −0.5 for the two-term TFBE;255

and α3 = 0.9, α2 = 0.8, α1 = 0.7 and λ3 = 1, λ2 = −0.5, λ3 = −0.3 for

the three-term TFBE. The other parameters were the same as those used to

generate the result in Fig. 3. The results show that an increased number of

16

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positive terms in MT-TFBE results in accelerating transverse relaxation rates,

while an increasing number of negative terms results in decelerating transverse260

relaxation rates. Therefore, the extra time-fractional terms provide flexibility

in the relaxation process.

Fig. 5 shows the voxel-level temporal fittings of the T ∗2 relaxation time using

the two-term TFBE model. Four voxels with positions a: (132, 55, 47), b: (119,

85, 73), c: (80, 60, 68) and d: (44, 111, 80) located in different brain regions

were identified where data were fitted. The multi-term numerical technique

and NMSS-PSO algorithm were used to determine model parameters. Eight

parameters were estimated since the initial values Mx(0) = 0 and My(0) = 100

were set a priori. The model parameters are summarised as: the amplitude

(A0), relaxation time (T ∗2 ), two orders of the time-fractional derivative (α2 and

α1), two weighting factors (λ2 and λ1), frequency shift (∆ω), and constant

offset (C). Based empirical findings, we tested and selected specific intervals

and initial velocities for the voxel at a: (132, 55, 47) as follows:

0.6 ≤ α2 ≤ 1, −0.02 ≤ V1 ≤ 0.02,

0.1 ≤ α1 ≤ 0.6, −0.02 ≤ V2 ≤ 0.02,

0.1 ≤ λ2 ≤ 2, −0.1 ≤ V3 ≤ 0.1,

0.1 ≤ λ1 ≤ 2, −0.1 ≤ V4 ≤ 0.1,

1/200 ≤ T ∗2 ≤ 1/10, −0.001 ≤ V5 ≤ 0.001,

0 ≤ ∆ω ≤ 250, −2 ≤ V6 ≤ 2,

−30 ≤ C ≤ 30, −1 ≤ V7 ≤ 1,

6 ≤ A0 ≤ 7, −0.01 ≤ V8 ≤ 0.01,

(22)

and Lj = 10 (j = 1, 2, ..., 8). Iterations were capped by setting Niter = 80 and

Siter = 30. The constant ǫ associated with the stopping criterion was set to

10−5. Because the initial values for Mx and My were fixed, the interval for A0265

was consequently confined to a relatively small region based on the measured

data at the first echo time. Bounds for other parameters were not changed other

than 4.5 ≤ A0 ≤ 5.5 for voxel at b: (119, 85, 73), 7 ≤ A0 ≤ 8 for voxel at c: (80,

60, 68) and 8.5 ≤ A0 ≤ 9.5 for voxel at d: (44, 111, 80). The parameter fittings

17

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were not sensitive to the initial values. It stopped when the maximum iteration270

count was reached and took about 10 hours for each voxel. The estimated

parameters are listed in Table 2. As implied by the mean squared errors, the

simulated results (solid line) are in good agreement with the experimental data

(asterisk). The biophysical meanings of the changes in model parameters will

be explored in our future work.275

Table 2: Voxel-level fitting results of the multi-term time-fractional models to signal de-

cays. The listed parameters are the amplitude (A0), relaxation time (T ∗2 ), two time-fractional

derivative orders (α2 and α1), two weighting factors (λ2 and λ1), frequency shift (∆ω), and

constant offset (C). The value of Sc and MSE are listed to reflect the quality of the fitting.

A0 T ∗2 α2 α1 λ2 λ1 ∆ω C Sc MSE

(ms) (sα2−1) (sα1−1) (rad/s)

a 6.79 11.2 0.85 0.12 1.11 -0.42 148.28 42.2 3.37× 10−2 56.71

b 5.02 95.1 0.94 0.55 1.48 1.12 235.29 6.48 6.03× 10−4 29.58

c 7.66 84.9 0.91 0.64 1.76 0.81 232.28 -25.38 1.80× 10−3 96.95

d 9.49 106.2 0.90 0.49 2.01 1.99 125.74 -23.57 1.92× 10−3 94.01

7. Conclusion

We presented a predictor-corrector method to solve the multi-term time-

fractional Bloch equations. An algorithm for the inverse problem based on

the hybrid Nelder-Mead simplex search and particle swarm optimization has

been outlined. The numerical approach along with the NMSS-PSO algorithm280

were employed to perform voxel-level temporal fitting of the gradient recalled

multiple echo MRI data. The comparison of using different number of terms

demonstrated that the additional terms in the multi-term time-fractional Bloch

equations can affect the magnetization relaxation process. Accurate fitting of

experimental data in a voxel-wise manner suggests validity of the proposed285

model. Additional studies are needed to describe the biophysical meaning of the

multi-term time-fractional derivative in view of differences in tissue structure

18

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and composition. The outlined numerical method is potentially extendable to

other kinds of problems requiring parameter estimation.

Acknowledgement290

This work was supported by the Australian Research Council Grant DP150103675.

The authors acknowledge Kieran O’Brien from Siemens Healthcare, Brisbane,

Australia, for all the data collection. Qiang Yu would like to appreciate the sup-

port from the University of Queensland post-doctoral research fellowship. Shan-

lin Qin is thankful for the financial support provided by the Chinese Scholarship295

Council and he also thanks the HPC and Research Support Group, Queensland

University of Technology, Brisbane, Australia, for providing computational re-

sources for the project.

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0 0.01 0.02 0.03 0.04 0.05−60

−40

−20

0

20

40

60

80

100

t (s)

Mx(t

)

one termtwo termsthree terms

0 0.01 0.02 0.03 0.04 0.05−60

−40

−20

0

20

40

60

80

100

t (s)

My(t

)

one termtwo termsthree terms

−50 0 50 100−100

50

0

50

100

Mx (t)

My (

t)

one termtwo termsthree terms

Fig. 3: Plots of Mx, My for one, two and three positive term TFBE using T ∗2 = 30 ms,

∆ω = 60π rad/s and initial conditions Mx = 0, My = 100. Other parameters were set as

α1 = 0.9 and λ1 = 1 for one term; α2 = 0.9, α1 = 0.8 and λ2 = 1, λ1 = 0.5 for two terms;

α3 = 0.9, α2 = 0.8, α1 = 0.7 and λ3 = 1, λ2 = 0.5, λ1 = 0.3 for three terms.

24

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0 0.01 0.02 0.03 0.04 0.05−60

−40

−20

0

20

40

60

80

100

t (s)

Mx (

t)

one termtwo termsthree terms

0 0.01 0.02 0.03 0.04 0.05−60

−40

−20

0

20

40

60

80

100

t (s)

My (

t)

one termtwo termsthree terms

−50 0 50 100−100

−50

0

50

100

Mx (t)

My(t

)

one termtwo termsthree terms

Fig. 4: Plots of Mx, My for the one, two and three negative term TFBE using α1 = 0.9

and λ1 = 1 for one term; α2 = 0.9, α1 = 0.8 and λ2 = 1, λ1 = −0.5 for two terms;

α3 = 0.9, α2 = 0.8, α1 = 0.7 and λ3 = 1, λ2 = −0.5, λ3 = −0.3 for three terms. Other

parameters were set as in Fig. 3.

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Fig. 5: Voxel-level fittings using the two-term TFBE are shown in e, f, g, and h. Locations (132,

55, 47), (119, 85, 73), (80, 60, 68) and (44, 111, 80) identified using red “+” have been overlayed

on the first echo image at a, b, c and d, respectively. GRE-MRI data with 30 echoes (first echo

time TE1= 2.04 ms and echo spacing = 1.53 ms) were used. The quality of the parameter

fitting is reflected by the mean square error (MSE) defined as∑n

i=1(y′i −yi)

2/n, where y′i are

predicted values, yi are the observed values and n is the number of the measurements.

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