A scaling analysis in the SIRI epidemiological model

For the spatial stochastic epidemic reinfection model SIRI, where susceptibles S can become infected I, then recover and remain only partial immune against reinfection R, we determine the phase transition lines using pair approximation for the moments derived from the master equation. We introduce a scaling argument that allows us to determine analytically an explicit formula for these phase transition lines and prove rigorously the heuristic results obtained previously.     

A scaling analysis in the SIRI epidemiological model

For the spatial stochastic epidemic reinfection model SIRI, where susceptibles S can become infected I, then recover and remain only partial immune against reinfection R, we determine the phase transition lines using pair approximation for the moments derived from the master equation. We introduce a scaling argument that allows us to determine analytically an explicit formula for these phase transition lines and prove rigorously the heuristic results obtained previously.     

Pair-edge approximation for heterogeneous lattice population models

To increase the analytical tractability of lattice stochastic spatial population models, several approximations have been developed. The pair-edge approximation is a moment-closure method that is effective in predicting persistence criteria and invasion speeds on a homogeneous lattice. Here we evaluate the effectiveness of the pair-edge approximation on a spatially heterogeneous lattice in which some sites are unoccupiable, or "dead". This model has several possible interpretations, including a spatial SIS epidemic model, in which some sites are occupied by immobile host-species individuals while others are empty. We find that, as in the homogeneous model, the pair-edge approximation is significantly more accurate than the ordinary pair approximation in determining conditions for persistence. However, habitat heterogeneity decreases invasion speed more than is predicted by the pair-edge approximation, and the discrepancy increases with greater clustering of "dead" sites. The accuracy of the approximation validates the underlying heuristic picture of population spread and therefore provides qualitative insight into the dynamics of lattice models. Conversely, the situations where the approximation is less accurate reveals limitations of pair approximation in the presence of spatial heterogeneity.     

A stochastic SIS epidemic with demography: initial stages and time to extinction

We study an open population stochastic epidemic model from the time of introduction of the disease, through a possible outbreak and to extinction. The model describes an SIS (susceptible–infective–susceptible) epidemic where all individuals, including infectious ones, reproduce at a given rate. An approximate expression for the outbreak probability is derived using a coupling argument. Further, we analyse the behaviour of the model close to quasi-stationarity, and the time to disease extinction, with the aid of a diffusion approximation. In this situation the number of susceptibles and infectives behaves as an Ornstein–Uhlenbeck process, centred around the stationary point, for an exponentially distributed time before going extinct.     

On the role of reinfection in the transmission of infectious diseases

We introduce a spatial stochastic model for the spread of tuberculosis. After a primary infection, an individual may become sick (and infectious) through an endogenous reinfection or through an exogenous reinfection. We show that even in the absence of endogenous reinfection an epidemic is possible if the exogenous reinfection parameter is high enough. This is in sharp contrast with what happens for a mean field model corresponding to our spatial stochastic model.     

The spread of infectious diseases in spatially structured populations: an invasory pair approximation

The invasion of new species and the spread of emergent infectious diseases in spatially structured populations has stimulated the study of explicit spatial models such as cellular automata, network models and lattice models. However, the analytic intractability of these models calls for the development of tractable mathematical approximations that can capture the dynamics of discrete, spatially-structured populations. Here we explore moment closure approximations for the invasion of an SIS epidemic on a regular lattice. We use moment closure methods to derive an expression for the basic reproductive number, R(0), in a lattice population. On lattices, R(0) should be bounded above by the number of neighbors per individual. However, we show that conventional pair approximations actually predict unbounded growth in R(0) with increasing transmission rates. To correct this problem, we propose an 'invasory' pair approximation which yields a relatively simple expression for R(0) that remains bounded above, and also predicts R(0) values from lattice model simulations more accurately than conventional pair and triple approximations. The invasory pair approximation is applicable to any spatial model, since it takes into account characteristics of invasions that are common to all spatially structured populations.     

A stochastic metapopulation model accounting for habitat dynamics

A stochastic metapopulation model accounting for habitat dynamics is presented. This is the stochastic SIS logistic model with the novel aspect that it incorporates varying carrying capacity. We present results of Kurtz and Barbour, that provide deterministic and diffusion approximations for a wide class of stochastic models, in a form that most easily allows their direct application to population models. These results are used to show that a suitably scaled version of the metapopulation model converges, uniformly in probability over finite time intervals, to a deterministic model previously studied in the ecological literature. Additionally, they allow us to establish a bivariate normal approximation to the quasi-stationary distribution of the process. This allows us to consider the effects of habitat dynamics on metapopulation modelling through a comparison with the stochastic SIS logistic model and provides an effective means for modelling metapopulations inhabiting dynamic landscapes.     

Dynamics of stochastic epidemics on heterogeneous networks

Epidemic models currently play a central role in our attempts to understand and control infectious diseases. Here, we derive a model for the diffusion limit of stochastic susceptible-infectious-removed (SIR) epidemic dynamics on a heterogeneous network. Using this, we consider analytically the early asymptotic exponential growth phase of such epidemics, showing how the higher order moments of the network degree distribution enter into the stochastic behaviour of the epidemic. We find that the first three moments of the network degree distribution are needed to specify the variance in disease prevalence fully, meaning that the skewness of the degree distribution affects the variance of the prevalence of infection. We compare these asymptotic results to simulation and find a close agreement for city-sized populations.     

The time to extinction for a stochastic SIS-household-epidemic model

We analyse a Markovian SIS epidemic amongst a finite population partitioned into households. Since the population is finite, the epidemic will eventually go extinct, i.e., have no more infectives in the population. We study the effects of population size and within household transmission upon the time to extinction. This is done through two approximations. The first approximation is suitable for all levels of within household transmission and is based upon an Ornstein-Uhlenbeck process approximation for the diseases fluctuations about an endemic level relying on a large population. The second approximation is suitable for high levels of within household transmission and approximates the number of infectious households by a simple homogeneously mixing SIS model with the households replaced by individuals. The analysis, supported by a simulation study, shows that the mean time to extinction is minimized by moderate levels of within household transmission.     

An Alternative to Moment Closure

Moment closure methods are widely used to analyze mathematical models. They are specifically geared toward derivation of approximations of moments of stochastic models, and of similar quantities in other models. The methods possess several weaknesses: Conditions for validity of the approximations are not known, magnitudes of approximation errors are not easily evaluated, spurious solutions can be generated that require large efforts to eliminate, and expressions for the approximations are in many cases too complex to be useful. We describe an alternative method that provides improvements in these regards. The new method leads to asymptotic approximations of the first few cumulants that are explicit in the model’s parameters. We analyze the univariate stochastic logistic Verhulst model and a bivariate stochastic epidemic SIR model with the new method. Errors that were made in early applications of moment closure to the Verhulst model are explained and corrected.     

Semiclassical approximations of stochastic epidemiological processes towards parameter estimation using as prime example the SIS system with import

In this paper we investigate several schemes to approximate the stationary distribution of the stochastic SIS system with import. We begin by presenting the model and analytically computing its stationary distribution. We then approximate this distribution using Kramers–Moyal approximation, van Kampen's system size expansion, and a semiclassical scheme, also called WKB or eikonal approximation depending on its different applications in physics. For the semiclassical scheme, done in the context of the Hamilton–Jacobi formalism, two approaches are taken. In the first approach we assume a semiclassical ansatz for the generating function, while in the second the solution of the master equation is approximated directly. The different schemes are compared and the semiclassical approximation, which performs better, is then used to analyse the time dependent solution of stochastic systems for which no analytical expression is known. Stochastic epidemiological models are studied in order to investigate how far such semiclassical approximations can be used for parameter estimation.     

SIS epidemics with household structure: the self-consistent field method

We consider a stochastic SIS infection model for a population partitioned into m households assuming random mixing. We solve the model in the limit m→∞ by using the self-consistent field method of statistical physics. We derive a number of explicit results, and give numerical illustrations. We then do numerical simulations of the model for finite m and without random mixing. We find in many of these cases that the self-consistent field method is a very good approximation.     

Infection, reinfection, and vaccination under suboptimal immune protection: epidemiological perspectives

The SIR (susceptible-infectious-resistant) and SIS (susceptible-infectious-susceptible) frameworks for infectious disease have been extensively studied and successfully applied. They implicitly assume the upper and lower limits of the range of possibilities for host immune response. However, the majority of infections do not fall into either of these extreme categories. We combine two general avenues that straddle this range: temporary immune protection (immunity wanes over time since infection), and partial immune protection (immunity is not fully protective but reduces the risk of reinfection). We present a systematic analysis of the dynamics and equilibrium properties of these models in comparison to SIR and SIS, and analyse the outcome of vaccination programmes. We describe how the waning of immunity shortens inter-epidemic periods, and poses major difficulties to disease eradication. We identify a "reinfection threshold" in transmission when partial immunity is included. Below the reinfection threshold primary infection dominates, levels of infection are low, and vaccination is highly effective (approximately an SIR model). Above the reinfection threshold reinfection dominates, levels of infection are high, and vaccination fails to protect (approximately an SIS situation). This association between high prevalence of infection and vaccine failure emphasizes the problems of controlling recurrent infections in high-burden regions. However, vaccines that induce a better protection than natural infection have the potential to increase the reinfection threshold, and therefore constitute interventions with a surprisingly high capacity to reduce infection where reduction is most needed.     

Transition from growth to decay of an epidemic due to lockdown

We study the transition of an epidemic from growth phase to decay of the active infections in a population when lockdown health measures are introduced to reduce the probability of disease transmission. Although in the case of uniform lockdown, a simple compartmental model would indicate instantaneous transition to decay of the epidemic, this is not the case when partially isolated active clusters remain with the potential to create a series of small outbreaks. We model this using the Gillespie stochastic simulation algorithm based on a connected set of stochastic susceptible-infected-removed/recovered networks representing the locked-down majority population (in which the reproduction number is less than 1) weakly coupled to a large set of small clusters in which the infection may propagate. We find that the presence of such active clusters can lead to slower than expected decay of the epidemic and significantly delayed onset of the decay phase. We study the relative contributions of these changes, caused by the active clusters within the population, to the additional total infected population. We also demonstrate that limiting the size of the inevitable active clusters can be efficient in reducing their impact on the overall size of the epidemic outbreak. The deceleration of the decay phase becomes apparent when the active clusters form at least 5% of the population.     

A Covering-Graph Approach to Epidemics on SIS and SIS-Like Networks

In this paper, we introduce a new class of epidemics on networks which we call SI(S/I). SI(S/I) networks differ from SIS networks in allowing an infected individual to become reinfected without first passing to the susceptible state. We use a covering-graph construction to compare SIR, SIS, and SI(S/I) networks. Like the SIR networks that cover them, SI(S/I) networks exhibit infection probabilities that are monotone with respect to both transmission probabilities and the initial set of infectives. The same covering-graph construction allows us to characterize the recurrent states in an SIS or SI(S/I) network with reinfection.     

Bistability of Evolutionary Stable Vaccination Strategies in the Reinfection SIRI Model

We use the reinfection SIRI epidemiological model to analyze the impact of education programs and vaccine scares on individuals decisions to vaccinate or not. The presence of the reinfection provokes the novelty of the existence of three Nash equilibria for the same level of the morbidity relative risk instead of a single Nash equilibrium as occurs in the SIR model studied by Bauch and Earn (PNAS 101:13391–13394, 2004). The existence of three Nash equilibria, with two of them being evolutionary stable, introduces two scenarios with relevant and opposite features for the same level of the morbidity relative risk: the low-vaccination scenario corresponding to the evolutionary stable vaccination strategy, where individuals will vaccinate with a low probability; and the high-vaccination scenario corresponding to the evolutionary stable vaccination strategy, where individuals will vaccinate with a high probability. We introduce the evolutionary vaccination dynamics for the SIRI model and we prove that it is bistable. The bistability of the evolutionary dynamics indicates that the damage provoked by false scares on the vaccination perceived morbidity risks can be much higher and much more persistent than in the SIR model. Furthermore, the vaccination education programs to be efficient they need to implement a mechanism to suddenly increase the vaccination coverage level.     

Predicting Unobserved Exposures from Seasonal Epidemic Data

We consider a stochastic Susceptible-Exposed-Infected-Recovered (SEIR) epidemiological model with a contact rate that fluctuates seasonally. Through the use of a nonlinear, stochastic projection, we are able to analytically determine the lower dimensional manifold on which the deterministic and stochastic dynamics correctly interact. Our method produces a low dimensional stochastic model that captures the same timing of disease outbreak and the same amplitude and phase of recurrent behavior seen in the high dimensional model. Given seasonal epidemic data consisting of the number of infectious individuals, our method enables a data-based model prediction of the number of unobserved exposed individuals over very long times.