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Sensitivity Analysis and Parameter Reduction · Tutorial 725 of 799

Sensitivities of Time Courses and Summary Endpoints

You will learn to differentiate time-course and summary endpoints with respect to model parameters, and to recognize how endpoint definitions change the sensitivity being calculated.

Advanced 13 min read

What You'll Learn

  • Define local sensitivity for a concentration at a specified time.
  • Differentiate finite-window AUC and account for its integration limits.
  • Calculate Cmax sensitivity when the time of the peak changes with a parameter.
  • Distinguish a continuous peak from the largest value on a sampling grid.
  • Calculate a steady-state trough sensitivity and a tissue-AUC sensitivity.
  • Check units, endpoint definitions, and numerical calculations for common errors.

From a Time Course to an Endpoint

A PBPK model can predict concentration in each compartment over time, but decisions often depend on a smaller set of outputs: concentration at a specified time, area under the concentration-time curve (AUC), maximum concentration (Cmax), a predose trough, or exposure in a tissue. Each is a different mathematical function of the model output. Its sensitivity to a parameter therefore depends not only on the simulated profile but also on how the endpoint is defined.

Let the model state \(y(t,\theta)\) satisfy an ordinary differential equation \(\dot{y}=f(t,y,\theta)\), where \(\theta\) is a model parameter. A concentration output is \(C(t,\theta)=g(t,y(t,\theta),\theta)\). We consider local sensitivities: derivatives evaluated at a specified parameter value, with the other parameters and model conditions held fixed. This is a local description, not a prediction of the effect of large parameter changes.

Definition: The local sensitivity of an output \(Q\) to parameter \(\theta\) is \(\partial Q/\partial\theta\), evaluated at the parameter values and conditions being studied. It has units of output divided by units of \(\theta\). When \(Q\ne 0\) and \(\theta\ne 0\), the dimensionless sensitivity, or elasticity, is \(S_{\theta}^{Q}=(\theta/Q)(\partial Q/\partial\theta)\). It describes the approximate fractional change in \(Q\) per fractional change in \(\theta\).

For a time-course output, the sensitivity is itself a function of time: \(\partial C(t,\theta)/\partial\theta\). At a fixed time, the time coordinate is held constant during differentiation. This differs from differentiating an endpoint whose time of evaluation depends on \(\theta\), as occurs for a continuously defined peak. Earlier material on forward and adjoint sensitivities provides ways to calculate parameter derivatives for model outputs; here the emphasis is how those derivatives map to time courses and summary endpoints.

Time-Course Sensitivity at a Fixed Time

Consider a hypothetical concentration curve after an oral dose, \(C(t)=10(e^{-k_e t}-e^{-k_a t})\) mg/L, with \(k_e=0.20\) h\(^{-1}\) and \(k_a=1.00\) h\(^{-1}\). The coefficient 10 mg/L is fixed for this calculation. This is a simple illustrative profile, not a claim that every PBPK concentration follows this form. The assumptions are that the stated curve applies over the time considered, the parameters are positive, and the derivative is evaluated locally at the stated parameter values.

Worked Example: Sensitivity of Concentration at a Specified Time

Calculate the concentration and its local sensitivity to \(k_a\) at \(t=2.00\) h. The time is fixed, so only \(k_a\) changes in the derivative.

The concentration is

$$ C(2)=10(e^{-0.20(2)}-e^{-1.00(2)}) =10(0.67032-0.135335) =5.34985\ \text{mg/L}. $$

Differentiating the curve with respect to \(k_a\) gives

$$ \frac{\partial C(t)}{\partial k_a} =10t e^{-k_a t}. $$

Thus, at \(t=2.00\) h and \(k_a=1.00\) h\(^{-1}\),

$$ \frac{\partial C(2)}{\partial k_a} =10(2.00)e^{-2.00} =2.7067\ \frac{\text{mg/L}}{\text{h}^{-1}}. $$

The dimensionless sensitivity is \(S_{k_a}^{C(2)}=(1.00/5.34985)(2.7067)=0.506\). Locally, a 1% increase in \(k_a\) corresponds to about a 0.506% increase in concentration at 2.00 h, with other quantities fixed. This approximation is for a small change near the stated parameter value.

The sign and size depend on time. For this profile, \(\partial C/\partial k_a=10t e^{-k_at}\) is positive for \(t>0\), but its magnitude eventually becomes small as \(e^{-k_at}\) decays. The derivative at one time cannot stand in for the sensitivity of the whole profile: the profile may be more responsive at some times than others, and a parameter can affect different time regions in different directions in more complex models.

Sensitivity of AUC and Integration Limits

For a concentration profile, finite-window AUC from \(t_0\) to \(T\) is \(Q(\theta)=\int_{t_0}^{T}C(t,\theta)\,dt\). If \(C\) and its parameter derivative are continuous over the interval, and the limits are fixed, differentiation under the integral gives \(\partial Q/\partial\theta=\int_{t_0}^{T}\partial C(t,\theta)/\partial\theta\,dt\). If a limit also depends on \(\theta\), endpoint terms must be added; changing the window changes the endpoint being studied.

For a simple illustration of finite-window AUC and its derivative, use a hypothetical mono-exponential concentration \(C(t)=10e^{-k_e t}\) mg/L, with fixed initial concentration 10 mg/L. This curve is intentionally distinct from the oral profile above. It isolates the effect of \(k_e\) on exposure over a stated interval.

Worked Example: Finite-Window AUC Sensitivity

Calculate AUC from 0 to 8 h and its local sensitivity to \(k_e=0.20\) h\(^{-1}\). The initial concentration and window are held fixed.

Integrating the curve gives

$$ \operatorname{AUC}_{0,8} =\int_0^8 10e^{-k_e t}\,dt =\frac{10(1-e^{-8k_e})}{k_e}. $$

Substituting \(k_e=0.20\) h\(^{-1}\),

$$ \operatorname{AUC}_{0,8} =\frac{10(1-e^{-0.20(8)})}{0.20} =50(1-e^{-1.6}) =39.91\ \text{mg}\cdot\text{h/L}. $$

Differentiating with respect to \(k_e\), while keeping the initial concentration and \(T=8\) h fixed, gives

$$ \frac{\partial \operatorname{AUC}_{0,T}}{\partial k_e} =10\frac{T k_e e^{-k_eT}-(1-e^{-k_eT})}{k_e^2}. $$

At the stated values, the numerator inside the fraction is \(8(0.20)e^{-1.6}-(1-e^{-1.6})=0.3230-0.7981=-0.4751\). Therefore,

$$ \frac{\partial \operatorname{AUC}_{0,8}}{\partial k_e} =10\frac{-0.4751}{0.0400} =-118.8\ \frac{\text{mg}\cdot\text{h/L}}{\text{h}^{-1}}. $$

The elasticity is \((0.20/39.91)(-118.8)=-0.595\). Locally, a 1% increase in \(k_e\) is associated with about a 0.595% decrease in this finite-window AUC, under the assumptions of this model and fixed limits. AUC to infinity would be a different endpoint, with a different value and sensitivity.

Peak Concentration and a Moving Peak Time

A continuous Cmax is the maximum of \(C(t,\theta)\) over a specified time domain. Its maximizing time can change with the parameter. For a smooth profile with a unique interior maximum at \(t_{\max}(\theta)\), the peak satisfies \(\partial C/\partial t=0\) there. Differentiating \(C(t_{\max}(\theta),\theta)\) by the chain rule gives a useful result.

Result: If \(C\) is differentiable in time and parameter, and \(t_{\max}\) is a unique interior maximum satisfying \(\partial C/\partial t=0\), then \(\frac{d C_{\max}}{d\theta}=\left.\frac{\partial C}{\partial\theta}\right|_{t=t_{\max}}\). The term involving \(dt_{\max}/d\theta\) vanishes because the time derivative is zero at the peak. This result does not say that peak time is insensitive; it says its first-order contribution to the peak value is zero at a smooth interior optimum.

Worked Example: Continuous Cmax Sensitivity to Absorption Rate

Use the hypothetical oral curve \(C(t)=10(e^{-0.20t}-e^{-1.00t})\) mg/L. For general \(k_a>k_e\), the peak time solves \(-k_e e^{-k_e t}+k_a e^{-k_a t}=0\), so \(t_{\max}=\ln(k_a/k_e)/(k_a-k_e)\). The stated rates produce a unique interior peak.

At \(k_a=1.00\) h\(^{-1}\) and \(k_e=0.20\) h\(^{-1}\),

$$ t_{\max}=\frac{\ln(1.00/0.20)}{1.00-0.20} =\frac{\ln(5)}{0.80} =2.0118\ \text{h}. $$

Using this time, \(e^{-0.20t_{\max}}\approx0.6687\) and \(e^{-1.00t_{\max}}\approx0.1337\), giving

$$ C_{\max}=10(0.6687-0.1337)\approx5.3499\ \text{mg/L}. $$

By the result above, the derivative of Cmax with respect to \(k_a\) is the fixed-time partial derivative evaluated at \(t_{\max}\):

$$ \frac{dC_{\max}}{dk_a} =10t_{\max}e^{-k_a t_{\max}} =10(2.0118)(0.1337) \approx2.6908\ \frac{\text{mg/L}}{\text{h}^{-1}}. $$

Thus \(S_{k_a}^{C_{\max}}=(1.00/5.3499)(2.6908)\approx0.503\). For a small local increase of 1% in \(k_a\), continuous Cmax increases by approximately 0.503%, with the other quantities held fixed.

A sampled maximum is not necessarily the continuous Cmax. If the endpoint is defined as the largest model prediction at a prespecified set of sampling times, the maximizing time can jump from one sample time to another as parameters change. Within a region where the same sample remains the largest, differentiate the concentration at that fixed time. At a switch between tied maxima, the sampled maximum may not have a single ordinary derivative.

Troughs and Tissue Exposure

A trough must be tied to a dosing regimen and an observation rule. For example, a predose steady-state trough after repeated instantaneous doses is not the same endpoint as concentration at a fixed time after one dose. Similarly, tissue exposure may mean tissue concentration at one time, tissue AUC over a specified window, or another defined quantity. The compartment, interval, units, and any tissue-to-plasma relationship must be stated before interpreting its sensitivity.

Worked Example: Steady-State Trough and Tissue AUC

First consider hypothetical repeated instantaneous doses with dose divided by volume \(D/V=10\) mg/L, elimination rate \(k_e=0.20\) h\(^{-1}\), and dosing interval \(\tau=12\) h. Assume linear elimination and steady state. The predose trough is the sum of residual concentrations from the current and all previous doses:

$$ C_{\min,ss}=\frac{D/V}{e^{k_e\tau}-1} =\frac{10}{e^{0.20(12)}-1} =\frac{10}{e^{2.4}-1} \approx0.9977\ \text{mg/L}. $$

With \(D/V\) and \(\tau\) fixed, differentiating gives

$$ \frac{\partial C_{\min,ss}}{\partial k_e} =-\frac{(D/V)\tau e^{k_e\tau}}{(e^{k_e\tau}-1)^2} \approx-13.17\ \frac{\text{mg/L}}{\text{h}^{-1}}. $$

The dimensionless sensitivity is \(S_{k_e}^{C_{\min,ss}}=-k_e\tau e^{k_e\tau}/(e^{k_e\tau}-1)\approx-2.639\). Under this steady-state bolus model, a local 1% increase in \(k_e\) corresponds to about a 2.639% decrease in predose trough. This result depends on the specified dosing assumptions; it should not be transferred uncritically to a different route or dosing model.

For a separate tissue-exposure illustration, suppose a hypothetical tissue concentration is defined as \(C_t(t)=K_p C_p(t)\) over 0–8 h, with constant partition coefficient \(K_p=0.40\). Let plasma follow the oral profile used above, for which direct integration gives

$$ \operatorname{AUC}_{p,0,8} =10\left[ \frac{1-e^{-0.20(8)}}{0.20} -\frac{1-e^{-1.00(8)}}{1.00} \right] =29.91\ \text{mg}\cdot\text{h/L}. $$

Because \(K_p\) is constant over this window, \(\operatorname{AUC}_{t,0,8}=K_p\operatorname{AUC}_{p,0,8}=0.40(29.91)=11.96\) mg·h/L. Its sensitivity to \(K_p\) is \(\partial\operatorname{AUC}_{t,0,8}/\partial K_p=29.91\) mg·h/L per unit \(K_p\), and the elasticity is 1. A 1% local increase in \(K_p\) therefore produces a 1% increase in this tissue AUC under the assumed proportional relationship. A dynamic tissue compartment need not maintain this proportionality, so its tissue-AUC sensitivity must generally be calculated from its own predicted concentration profile.

Calculation Choices, Diagnostics, and Limitations

The appropriate calculation depends on the endpoint. A fixed-time concentration uses the time-course derivative at that time. A finite-window AUC integrates the time-course derivative over its stated limits when those limits are fixed. A smooth continuous maximum uses the parameter derivative at the peak time, while a sampled maximum follows the specified sampling grid. A predose trough requires a dosing schedule and a definition of steady state. Tissue exposure requires a tissue output and a defined window or other summary rule.

Directly differentiating a closed-form endpoint, propagating forward sensitivities through the model, and using an adjoint calculation are alternative routes to derivatives. Their computational costs differ, particularly with many parameters or outputs. Regardless of route, the endpoint definition must be identical. A numerical finite-difference check can be helpful, but its result depends on the perturbation size: a step that is too large reflects nonlocal curvature, while a step that is too small can amplify numerical solver error. A derivative should be checked for units, sign, and stability to reasonable numerical settings.

Potential warning signs include a reported AUC whose units do not include time, a peak value evaluated at a time that is not actually maximal, a trough that changes meaning across scenarios, or a sensitivity that changes substantially when the ODE solver tolerances are tightened. For an AUC calculation, compare numerical integration with the model’s integrated output or a finer time grid. For a peak, inspect the profile around the proposed maximum and verify whether the endpoint is continuous Cmax or a maximum over recorded times. For tissue exposure, confirm that the reported output is tissue concentration rather than plasma concentration and that its units and integration window are correct.

Local derivatives have limitations. They describe behavior near one parameter vector and one scenario; they do not establish that a finite parameter change will produce the same proportional response. A derivative can also be poorly defined at a nonsmooth endpoint, such as a sampled maximum at a switch between tied times. Finally, endpoint sensitivities answer how a selected model prediction changes locally; they do not by themselves establish predictive accuracy or clinical importance.

Common Mistake

A common error is to differentiate \(C(t_{\max}(\theta),\theta)\) as though the peak time were fixed, then add a nonzero time-shift contribution without checking the peak condition. For a smooth interior maximum, the chain rule gives \(\frac{dC_{\max}}{d\theta}=\frac{\partial C}{\partial\theta}+\frac{\partial C}{\partial t}\frac{dt_{\max}}{d\theta}\). Since \(\partial C/\partial t=0\) at that maximum, the second term is zero. The correction is not to ignore the moving peak when locating it: calculate the parameter-dependent peak time, then evaluate the partial derivative there. For a sampled maximum or a boundary maximum, apply the endpoint’s actual definition instead.

Key takeaway: A sensitivity belongs to a precisely defined output. State the compartment, time or integration window, dosing condition, and whether a maximum is continuous or sampled before calculating or comparing endpoint derivatives.

Check Your Understanding

Answer each question using the endpoint definition and assumptions stated. Short solutions are provided below.

  1. For a fixed-time concentration \(C(t,\theta)\), what is held constant when calculating \(\partial C(t,\theta)/\partial\theta\)?
  2. If fixed-window AUC is \(Q(\theta)=\int_0^T C(t,\theta)\,dt\), with \(T\) fixed, how is its sensitivity related to the time-course sensitivity?
  3. Why does the first-order term involving \(dt_{\max}/d\theta\) vanish for a smooth, unique interior maximum?
  4. For the hypothetical tissue definition \(C_t=K_p C_p\), with constant \(K_p\), what is the elasticity of tissue AUC with respect to \(K_p\), provided the AUC is nonzero?
  5. Why can a maximum over a sampling grid fail to have a single ordinary derivative where its maximizing sample changes?

Solutions. (1) The time and all other model conditions and parameters are held fixed while \(\theta\) changes. (2) Under continuity conditions, it is \(\int_0^T \partial C(t,\theta)/\partial\theta\,dt\). (3) At the interior peak, \(\partial C/\partial t=0\), so the chain-rule term \((\partial C/\partial t)(dt_{\max}/d\theta)\) is zero. (4) The tissue AUC is \(K_p\operatorname{AUC}_p\), so its derivative is \(\operatorname{AUC}_p\) and its elasticity is 1. (5) At a switch, two sample-time concentrations can tie for the largest value; the maximum can change branches, producing a kink rather than one derivative.