Stochastic modeling of the transmission of respiratory syncytial virus (RSV) in the region of Valencia,Spain

In this paper, we study the dynamics of the transmission of respiratory syncytial virus (RSV) in the population using stochastic models. The stochastic models are developed introducing stochastic perturbations on the demographic parameter as well as on the transmission rate of the RSV. Numerical simulations of the deterministic and stochastic models are performed in order to understand the effect of fluctuating birth rate and transmission rate of the RSV on the population dynamics. The numerical solutions of stochastic models are calculated using Euler-Maruyama and Milstein schemes, and confidence intervals for stochastic solutions are given using Monte-Carlo method. Analysis of the numerical results reveals that perturbations on the transmission rate are more decisive in the dynamics of RSV than perturbations on demographic parameters. In addition, the stochastic models show the advantage of reproducing more effectively the noisy RSV hospitalization data. It is concluded that these stochastic models are a viable option to provide a realistic modeling of the RSV dynamics on the population.     

Structured population dynamics: continuous size and discontinuous stage structures

A nonlinear stochastic model for the dynamics of a population with either a continuous size structure or a discontinuous stage structure is formulated in the Eulerian formalism. It takes into account dispersion effects due to stochastic variability of the development process of the individuals. The discrete equations of the numerical approximation are derived, and an analysis of the existence and stability of the equilibrium states is performed. An application to a copepod population is illustrated; numerical results of Eulerian and Lagrangian models are compared.      

Modeling the presence probability of invasive plant species with nonlocal dispersal

Mathematical models for the spread of invading plant organisms typically utilize population growth and dispersal dynamics to predict the time-evolution of a population distribution. In this paper, we revisit a particular class of deterministic contact models obtained from a stochastic birth process for invasive organisms. These models were introduced by Mollison (J R Stat Soc 39(3):283, 1977). We derive the deterministic integro-differential equation of a more general contact model and show that the quantity of interest may be interpreted not as population size, but rather as the probability of species occurrence. We proceed to show how landscape heterogeneity can be included in the model by utilizing the concept of statistical habitat suitability models which condense diverse ecological data into a single statistic. As ecologists often deal with species presence data rather than population size, we argue that a model for probability of occurrence allows for a realistic determination of initial conditions from data. Finally, we present numerical results of our deterministic model and compare them to simulations of the underlying stochastic process.     

Population extinction and quasi-stationary behavior in stochastic density-dependent structured models

Density-independent and density-dependent, stochastic and deterministic, discrete-time, structured models are formulated, analysed and numerically simulated. A special case of the deterministic, density-independent, structured model is the well-known Leslie age-structured model. The stochastic, density-independent model is a multitype branching process. A review of linear, density-independent models is given first, then nonlinear, density-dependent models are discussed. In the linear, density-independent structured models, transitions between states are independent of time and state. Population extinction is determined by the dominant eigenvalue λ of the transition matrix. If λ ≤ 1, then extinction occurs with probability one in the stochastic and deterministic models. However, if λ > 1, then the deterministic model has exponential growth, but in the stochastic model there is a positive probability of extinction which depends on the fixed point of the system of probability generating functions. The linear, density-independent, stochastic model is generalized to a nonlinear, density-dependent one. The dependence on state is in terms of a weighted total population size. It is shown for small initial population sizes that the density-dependent, stochastic model can be approximated by the density-independent, stochastic model and thus, the extinction behavior exhibited by the linear model occurs in the nonlinear model. In the deterministic models there is a unique stable equilibrium. Given the population does not go extinct, it is shown that the stochastic model has a quasi-stationary distribution with mean close to the stable equilibrium, provided the population size is sufficiently large. For small values of the population size, complete extinction can be observed in the simulations. However, the persistence time increases rapidly with the population size. This author received partial support by the National Science Foundation grant # DMS-9626417.     

Deterministic limits to stochastic spatial models of natural enemies

Stochastic spatial models are becoming an increasingly popular tool for understanding ecological and epidemiological problems. However, due to the complexities inherent in such models, it has been difficult to obtain any analytical insights. Here, we consider individual-based, stochastic models of both the continuous-time Lotka-Volterra system and the discrete-time Nicholson-Bailey model. The stability of these two stochastic models of natural enemies is assessed by constructing moment equations. The inclusion of these moments, which mimic the effects of spatial aggregation, can produce either stabilizing or destabilizing influences on the population dynamics. Throughout, the theoretical results are compared to numerical models for the full distribution of populations, as well as stochastic simulations.     

Perspectives in stochastic models of human reproduction: A review and analysis

The purpose of this paper is to review, to analyze, and to take steps toward synthesizing, two research areas in stochastic models of population dynamics. The first of these areas consists of stochastic models of human reproduction associated with the late Mindel C. Sheps and the second area is a class of stochastic models of population growth called generalized age-dependent branching processes, a class of models that shows promise of throwing more light on the classical mathematical demography of Lotka. The substantive material of the paper is arranged in eight sections ranging in content from a comparison of classical mathematical demography with generalized age-dependent branching processes, to suggestions for restructuring models of the Sheps school in quest of greater realism. The paper ends with a section on numerical examples illustrating applications in family planning evaluation and an appendix suggesting ways in which algebraic concepts are useful in short cutting computations.     

Comparison of deterministic and stochastic SIS and SIR models in discrete time

The dynamics of deterministic and stochastic discrete-time epidemic models are analyzed and compared. The discrete-time stochastic models are Markov chains, approximations to the continuous-time models. Models of SIS and SIR type with constant population size and general force of infection are analyzed, then a more general SIS model with variable population size is analyzed. In the deterministic models, the value of the basic reproductive number R0 determines persistence or extinction of the disease. If R0 < 1, the disease is eliminated, whereas if R0 > 1, the disease persists in the population. Since all stochastic models considered in this paper have finite state spaces with at least one absorbing state, ultimate disease extinction is certain regardless of the value of R0. However, in some cases, the time until disease extinction may be very long. In these cases, if the probability distribution is conditioned on non-extinction, then when R0 > 1, there exists a quasi-stationary probability distribution whose mean agrees with deterministic endemic equilibrium. The expected duration of the epidemic is investigated numerically.     

Stochastic epidemics: major outbreaks and the duration of the endemic period

A study is made of a two-dimensional stochastic system that models the spread of an infectious disease in a population. An asymptotic expression is derived for the probability that a major outbreak of the disease will occur in case the number of infectives is small. For the case that a major outbreak has occurred, an asymptotic approximation is derived for the expected time that the disease is in the population. The analytical expressions are obtained by asymptotically solving Dirichlet problems based on the Fokker-Planck equation for the stochastic system. Results of numerical calculations for the analytical expressions are compared with simulation results.     

A Stochastic Tick-Borne Disease Model: Exploring the Probability of Pathogen Persistence

We formulate and analyse a stochastic epidemic model for the transmission dynamics of a tick-borne disease in a single population using a continuous-time Markov chain approach. The stochastic model is based on an existing deterministic metapopulation tick-borne disease model. We compare the disease dynamics of the deterministic and stochastic models in order to determine the effect of randomness in tick-borne disease dynamics. The probability of disease extinction and that of a major outbreak are computed and approximated using the multitype Galton–Watson branching process and numerical simulations, respectively. Analytical and numerical results show some significant differences in model predictions between the stochastic and deterministic models. In particular, we find that a disease outbreak is more likely if the disease is introduced by infected deer as opposed to infected ticks. These insights demonstrate the importance of host movement in the expansion of tick-borne diseases into new geographic areas.     

Pools versus Queues: The Variable Dynamics of Stochastic “Steady States”

Mathematical models in ecology and epidemiology often consider populations “at equilibrium”, where in-flows, such as births, equal out-flows, such as death. For stochastic models, what is meant by equilibrium is less clear – should the population size be fixed or growing and shrinking with equal probability? Two different mechanisms to implement a stochastic steady state are considered. Under these mechanisms, both a predator-prey model and an epidemic model have vastly different outcomes, including the median population values for both predators and prey and the median levels of infection within a hospital (P < 0.001 for all comparisons). These results suggest that the question of how a stochastic steady state is modeled, and what it implies for the dynamics of the system, should be carefully considered.     

An evaluation of linear models of population fluctuations

The analysis of non-linear stochastic population models is notoriously difficult and there is little or no data against which they may be tested. It is therefore important to investigate the range of validity of models of fluctuating populations which are linear in the deviation of the population from its mean value. In this paper we demonstrate the robustness of some well-known, linear methods of analysing fluctuations, the power of the methods being evaluated by comparison with numerical results for some non-linear models involving demographic or environmental stochasticity.     

Numerical integration of the master equation in some models of stochastic epidemiology

The processes by which disease spreads in a population of individuals are inherently stochastic. The master equation has proven to be a useful tool for modeling such processes. Unfortunately, solving the master equation analytically is possible only in limited cases (e.g., when the model is linear), and thus numerical procedures or approximation methods must be employed. Available approximation methods, such as the system size expansion method of van Kampen, may fail to provide reliable solutions, whereas current numerical approaches can induce appreciable computational cost. In this paper, we propose a new numerical technique for solving the master equation. Our method is based on a more informative stochastic process than the population process commonly used in the literature. By exploiting the structure of the master equation governing this process, we develop a novel technique for calculating the exact solution of the master equation--up to a desired precision--in certain models of stochastic epidemiology. We demonstrate the potential of our method by solving the master equation associated with the stochastic SIR epidemic model. MATLAB software that implements the methods discussed in this paper is freely available as Supporting Information S1.     

On a periodic-like behavior of a delayed density-dependent branching process

Most of natural populations seem to be regulated in their sizes in complex ways. Particularly, the sizes of some populations change in time or generation roughly periodically. There are many theoretical studies on such population dynamics. This paper develops stochastic population models for a periodic-like population dynamics. To see the nature of such mechanism, we consider simple models of a delayed density-dependent branching process, and present by numerical simulations how such a branching process shows periodic population changes. The effects of randomly changing stationary environments on the population dynamics are also considered.     

Bringing consistency to simulation of population models--Poisson simulation as a bridge between micro and macro simulation

Population models concern collections of discrete entities such as atoms, cells, humans, animals, etc., where the focus is on the number of entities in a population. Because of the complexity of such models, simulation is usually needed to reproduce their complete dynamic and stochastic behaviour. Two main types of simulation models are used for different purposes, namely micro-simulation models, where each individual is described with its particular attributes and behaviour, and macro-simulation models based on stochastic differential equations, where the population is described in aggregated terms by the number of individuals in different states. Consistency between micro- and macro-models is a crucial but often neglected aspect. This paper demonstrates how the Poisson Simulation technique can be used to produce a population macro-model consistent with the corresponding micro-model. This is accomplished by defining Poisson Simulation in strictly mathematical terms as a series of Poisson processes that generate sequences of Poisson distributions with dynamically varying parameters. The method can be applied to any population model. It provides the unique stochastic and dynamic macro-model consistent with a correct micro-model. The paper also presents a general macro form for stochastic and dynamic population models. In an appendix Poisson Simulation is compared with Markov Simulation showing a number of advantages. Especially aggregation into state variables and aggregation of many events per time-step makes Poisson Simulation orders of magnitude faster than Markov Simulation. Furthermore, you can build and execute much larger and more complicated models with Poisson Simulation than is possible with the Markov approach.     

Stochastic models for the spread of HIV in a mobile heterosexual population

An important factor in the dynamic transmission of HIV is the mobility of the population. We formulate various stochastic models for the spread of HIV in a heterosexual mobile population, under the assumptions of constant and varying population sizes. We also derive deterministic and diffusion analogues for these models, using a convenient rescaling technique, and analyze their stability conditions and equilibrium behavior. We illustrate the dynamic behavior of the models and their approximations via a range of numerical experiments.     

Markov chain models of coupled calcium channels: Kronecker representations and iterative solution methods

Mathematical models of calcium release sites derived from Markov chain models of intracellular calcium channels exhibit collective gating reminiscent of the experimentally observed phenomenon of stochastic calcium excitability (i.e., calcium puffs and sparks). Calcium release site models are stochastic automata networks that involve many functional transitions, that is, the transition probabilities of each channel depend on the local calcium concentration and thus the state of the other channels. We present a Kronecker-structured representation for calcium release site models and perform benchmark stationary distribution calculations using both exact and approximate iterative numerical solution techniques that leverage this structure. When it is possible to obtain an exact solution, response measures such as the number of channels in a particular state converge more quickly using the iterative numerical methods than occupation measures calculated via Monte Carlo simulation. In particular, multi-level methods provide excellent convergence with modest additional memory requirements for the Kronecker representation of calcium release site models. When an exact solution is not feasible, iterative approximate methods based on the power method may be used, with performance similar to Monte Carlo estimates. This suggests approximate methods with multi-level iterative engines as a promising avenue of future research for large-scale calcium release site models.     

A random-walk model of human mortality and aging

Consideration is made of the roles of certain types of state space and time scales for a random-walk model of individual physiological status change and death. Because the actual measurement of physiological variables omits many variables relevant to survival, we are forced to view this model as operating in a stochastic state space for a population of individuals where only the frequency distributions are deterministic. In this stochastic state space, under the assumption that the “history” of prior movement contains no additional information, the forward partial differential equation is obtained for the distribution of a population whose movement in the selected space is determined by the randomwalk equations. If the initial distribution of the population in the state space is normal, then certain assumptions about movement and mortality will operate to preserve normality thereafter. Under the assumption of normality, simultaneous ordinary differential equations can be derived from the forward partial differential equation defining the distribution function. Examination of the ordinary simultaneous differential equations shows how parameters for certain models of aging and mortality can be obtained.     

A stochastic model of a cell population with quiescence

A cell population in which cells are allowed to enter a quiescent (nonproliferating) phase is analyzed using a stochastic approach. A general branching process is used to model the population which, under very mild conditions, exhibits balanced exponential growth. A formula is given for the asymptotic fraction of quiescent cells, and a numerical example illustrates how convergence toward the asymptotic fraction exhibits a typical oscillatory pattern. The model is compared with deterministic models based on semigroup analysis of systems of differential equations.     

A stochastic model of a cell population with quiescence

A cell population in which cells are allowed to enter a quiescent (nonproliferating) phase is analyzed using a stochastic approach. A general branching process is used to model the population which, under very mild conditions, exhibits balanced exponential growth. A formula is given for the asymptotic fraction of quiescent cells, and a numerical example illustrates how convergence toward the asymptotic fraction exhibits a typical oscillatory pattern. The model is compared with deterministic models based on semigroup analysis of systems of differential equations.