Network-based analysis of stochastic SIR epidemic models with random and proportionate mixing

In this paper, we outline the theory of epidemic percolation networks and their use in the analysis of stochastic susceptible-infectious-removed (SIR) epidemic models on undirected contact networks. We then show how the same theory can be used to analyze stochastic SIR models with random and proportionate mixing. The epidemic percolation networks for these models are purely directed because undirected edges disappear in the limit of a large population. In a series of simulations, we show that epidemic percolation networks accurately predict the mean outbreak size and probability and final size of an epidemic for a variety of epidemic models in homogeneous and heterogeneous populations. Finally, we show that epidemic percolation networks can be used to re-derive classical results from several different areas of infectious disease epidemiology. In an Appendix, we show that an epidemic percolation network can be defined for any time-homogeneous stochastic SIR model in a closed population and prove that the distribution of outbreak sizes given the infection of any given node in the SIR model is identical to the distribution of its out-component sizes in the corresponding probability space of epidemic percolation networks. We conclude that the theory of percolation on semi-directed networks provides a very general framework for the analysis of stochastic SIR models in closed populations.     

Effective degree network disease models

An effective degree approach to modeling the spread of infectious diseases on a network is introduced and applied to a disease that confers no immunity (a Susceptible-Infectious-Susceptible model, abbreviated as SIS) and to a disease that confers permanent immunity (a Susceptible-Infectious-Recovered model, abbreviated as SIR). Each model is formulated as a large system of ordinary differential equations that keeps track of the number of susceptible and infectious neighbors of an individual. From numerical simulations, these effective degree models are found to be in excellent agreement with the corresponding stochastic processes of the network on a random graph, in that they capture the initial exponential growth rates, the endemic equilibrium of an invading disease for the SIS model, and the epidemic peak for the SIR model. For each of these effective degree models, a formula for the disease threshold condition is derived. The threshold parameter for the SIS model is shown to be larger than that derived from percolation theory for a model with the same disease and network parameters, and consequently a disease may be able to invade with lower transmission than predicted by percolation theory. For the SIR model, the threshold condition is equal to that predicted by percolation theory. Thus unlike the classical homogeneous mixing disease models, the SIS and SIR effective degree models have different disease threshold conditions.     

How does the resistance threshold in spatially explicit epidemic dynamics depend on the basic reproductive ratio and spatial correlation of crop genotypes?

We examined the fraction of resistant cultivars necessary to prevent a global pathogen outbreak (the resistance threshold) using a spatially explicit epidemiological model (SIR model) in a finite, two-dimensional, lattice-structured host population. Infectious diseases in our model could be transmitted to susceptible nearest-neighbour sites, and the infected site either recovered or died after an exponentially distributed infectious period. Threshold behaviour of this spatially explicit SIR model cannot be reduced to that of bond percolation, as was previously noted in the literature, unless extreme assumptions (synchronized infection events with a fixed lag) are imposed on infection process. The resistance threshold is significantly lower than that of conventional mean-field epidemic models, and is even lower if the spatial configuration of resistant and susceptible crops are negatively correlated. Finite size scaling applied to the resistance threshold for a finite basic reproductive ratio ρ of pathogen reveals that its difference from static percolation threshold (0.41) is inversely proportional to ρ. Our formula for the basic reproductive ratio dependency of the resistance threshold produced an estimate for the critical basic reproductive ratio (4.7) in a universally susceptible population, which is much larger than the corresponding critical value (1) in the mean-field model and nearly three times larger than the critical growth rate of a basic contact process (SIS model). Pair approximation reveals that the resistance threshold for preventing a global epidemic is factor 1/(1−η) greater with spatially correlated planting than with random planting, where η is initial correlation in host genotypes between nearest-neighbour sites. Thus the eradication is harder with a positive spatial correlation (η>0) in mixed susceptible/resistant plantings, and is easier with a negative correlation (η<0). The effect of finite field size (L), which corresponded to the mean distance between sources of infections, is given by the increased resistance threshold (by the amount L^−0.75) from its infinite size limit. Implications of these results on effective planting strategies in multi-line control plans are discussed.     

Multi-species SIR models from a dynamical Bayesian perspective

Multi-species compartment epidemic models, such as the multi-species susceptible–infectious–recovered (SIR) model, are extensions of the classic SIR models, which are used to explore the transient dynamics of pathogens that infect multiple hosts in a large population. In this article, we propose a dynamical Bayesian hierarchical SIR (HSIR) model, to capture the stochastic or random nature of an epidemic process in a multi-species SIR (with recovered becoming susceptible again) dynamical setting, under hidden mass balance constraints. We call this a Bayesian hierarchical multi-species SIR (MSIR_B) model. Different from a classic multi-species SIR model (which we call MSIR_C), our approach imposes mass balance on the underlying true counts rather than, improperly, on the noisy observations. Moreover, the MSIR_B model can capture the discrete nature of, as well as uncertainties in, the epidemic process.     

Emergence of Blind Areas in Information Spreading

Recently, contagion-based (disease, information, etc.) spreading on social networks has been extensively studied. In this paper, other than traditional full interaction, we propose a partial interaction based spreading model, considering that the informed individuals would transmit information to only a certain fraction of their neighbors due to the transmission ability in real-world social networks. Simulation results on three representative networks (BA, ER, WS) indicate that the spreading efficiency is highly correlated with the network heterogeneity. In addition, a special phenomenon, namely Information Blind Areas where the network is separated by several information-unreachable clusters, will emerge from the spreading process. Furthermore, we also find that the size distribution of such information blind areas obeys power-law-like distribution, which has very similar exponent with that of site percolation. Detailed analyses show that the critical value is decreasing along with the network heterogeneity for the spreading process, which is complete the contrary to that of random selection. Moreover, the critical value in the latter process is also larger than that of the former for the same network. Those findings might shed some lights in in-depth understanding the effect of network properties on information spreading.     

Some Elementary Properties of SIR Networks or,Can I Get Sick because You Got Vaccinated?

We consider epidemics on social networks and address the question of whether administering a safe vaccine to one or more individuals can raise another individual’s chances of becoming infected. Surprisingly, this can happen if transmission probabilities vary over time. If transmission probabilities do not vary with time, we show that in the discrete SIR model vaccination cannot cause collateral damage. We phrase this question in terms of monotonicity properties and answer it using bond percolation methods. By passing to a covering graph we are able to extend these results to models with more complicated latent and infective states.     

Stability analysis and optimal vaccination of an SIR epidemic model

Almost all mathematical models of diseases start from the same basic premise: the population can be subdivided into a set of distinct classes dependent upon experience with respect to the relevant disease. Most of these models classify individuals as either a susceptible individual S, infected individual I or recovered individual R. This is called the susceptible-infected-recovered (SIR) model. In this paper, we describe an SIR epidemic model with three components; S, I and R. We describe our study of stability analysis theory to find the equilibria for the model. Next in order to achieve control of the disease, we consider a control problem relative to the SIR model. A percentage of the susceptible populations is vaccinated in this model. We show that an optimal control exists for the control problem and describe numerical simulations using the Runge-Kutta fourth order procedure. Finally, we describe a real example showing the efficiency of this optimal control.     

Percolation on Networks with Conditional Dependence Group

Recently, the dependence group has been proposed to study the robustness of networks with interdependent nodes. A dependence group means that a failed node in the group can lead to the failures of the whole group. Considering the situation of real networks that one failed node may not always break the functionality of a dependence group, we study a cascading failure model that a dependence group fails only when more than a fraction β of nodes of the group fail. We find that the network becomes more robust with the increasing of the parameter β. However, the type of percolation transition is always first order unless the model reduces to the classical network percolation model, which is independent of the degree distribution of the network. Furthermore, we find that a larger dependence group size does not always make the networks more fragile. We also present exact solutions to the size of the giant component and the critical point, which are in agreement with the simulations well.     

Precise Calculation of a Bond Percolation Transition and Survival Rates of Nodes in a Complex Network

Through precise numerical analysis, we reveal a new type of universal loopless percolation transition in randomly removed complex networks. As an example of a real-world network, we apply our analysis to a business relation network consisting of approximately 3,000,000 links among 300,000 firms and observe the transition with critical exponents close to the mean-field values taking into account the finite size effect. We focus on the largest cluster at the critical point, and introduce survival probability as a new measure characterizing the robustness of each node. We also discuss the relation between survival probability and k-shell decomposition.     

Theory of early warning signals of disease emergenceand leading indicators of elimination

Anticipating infectious disease emergence and documenting progress in disease elimination are important applications for the theory of critical transitions. A key problem is the development of theory relating the dynamical processes of transmission to observable phenomena. In this paper, we consider compartmental susceptible–infectious–susceptible (SIS) and susceptible–infectious–recovered (SIR) models that are slowly forced through a critical transition. We derive expressions for the behavior of several candidate indicators, including the autocorrelation coefficient, variance, coefficient of variation, and power spectra of SIS and SIR epidemics during the approach to emergence or elimination. We validated these expressions using individual-based simulations. We further showed that moving-window estimates of these quantities may be used for anticipating critical transitions in infectious disease systems. Although leading indicators of elimination were highly predictive, we found the approach to emergence to be much more difficult to detect. It is hoped that these results, which show the anticipation of critical transitions in infectious disease systems to be theoretically possible, may be used to guide the construction of online algorithms for processing surveillance data.     

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.     

Network epidemic models with two levels of mixing

The study of epidemics on social networks has attracted considerable attention recently. In this paper, we consider a stochastic SIR (susceptible-->infective-->removed) model for the spread of an epidemic on a finite network, having an arbitrary but specified degree distribution, in which individuals also make casual contacts, i.e. with people chosen uniformly from the population. The behaviour of the model as the network size tends to infinity is investigated. In particular, the basic reproduction number R(0), that governs whether or not an epidemic with few initial infectives can become established is determined, as are the probability that an epidemic becomes established and the proportion of the population who are ultimately infected by such an epidemic. For the case when the infectious period is constant and all individuals in the network have the same degree, the asymptotic variance and a central limit theorem for the size of an epidemic that becomes established are obtained. Letting the rate at which individuals make casual contacts decrease to zero yields, heuristically, corresponding results for the model without casual contacts, i.e. for the standard SIR network epidemic model. A deterministic model that approximates the spread of an epidemic that becomes established in a large population is also derived. The theory is illustrated by numerical studies, which demonstrate that the asymptotic approximations work well, even for only moderately sized networks, and that the degree distribution and the inclusion of casual contacts can each have a major impact on the outcome of an epidemic.     

Epidemic progression on networks based on disease generation time

We investigate the time evolution of disease spread on a network and present an analytical framework using the concept of disease generation time. Assuming a susceptible–infected–recovered epidemic process, this network-based framework enables us to calculate in detail the number of links (edges) within the network that are capable of producing new infectious nodes (individuals), the number of links that are not transmitting the infection further (non-transmitting links), as well as the number of contacts that individuals have with their neighbours (also known as degree distribution) within each epidemiological class, for each generation period. Using several examples, we demonstrate very good agreement between our analytical calculations and the results of computer simulations.     

Some properties of a simple stochastic epidemic model of SIR type

We investigate the properties of a simple discrete time stochastic epidemic model. The model is Markovian of the SIR type in which the total population is constant and individuals meet a random number of other individuals at each time step. Individuals remain infectious for R time units, after which they become removed or immune. Individual transition probabilities from susceptible to diseased states are given in terms of the binomial distribution. An expression is given for the probability that any individuals beyond those initially infected become diseased. In the model with a finite recovery time R, simulations reveal large variability in both the total number of infected individuals and in the total duration of the epidemic, even when the variability in number of contacts per day is small. In the case of no recovery, R=infinity, a formal diffusion approximation is obtained for the number infected. The mean for the diffusion process can be approximated by a logistic which is more accurate for larger contact rates or faster developing epidemics. For finite R we then proceed mainly by simulation and investigate in the mean the effects of varying the parameters p (the probability of transmission), R, and the number of contacts per day per individual. A scale invariant property is noted for the size of an outbreak in relation to the total population size. Most notable are the existence of maxima in the duration of an epidemic as a function of R and the extremely large differences in the sizes of outbreaks which can occur for small changes in R. These findings have practical applications in controlling the size and duration of epidemics and hence reducing their human and economic costs.     

Household Epidemics: Modelling Effects of Early Stage Vaccination

A Markovian susceptible → infectious → removed (SIR) epidemic model is considered in a community partitioned into households. A vaccination strategy, which is implemented during the early stages of the disease following the detection of infected individuals is proposed. In this strategy, the detection occurs while an individual is infectious and other susceptible household members are vaccinated without further delay. Expressions are derived for the influence on the reproduction numbers of this vaccination strategy for equal and unequal household sizes. We fit previously estimated parameters from influenza and use household distributions for Sweden and Tanzania census data. The results show that the reproduction number is much higher in Tanzania (6 compared with 2) due to larger households, and that infected individuals have to be detected (and household members vaccinated) after on average 5 days in Sweden and after 3.3 days in Tanzania, a much smaller difference.     

A note on a paper by Erik Volz: SIR dynamics in random networks

Recent work by Volz (J Math Biol 56:293–310, 2008) has shown how to calculate the growth and eventual decay of an SIR epidemic on a static random network, assuming infection and recovery each happen at constant rates. This calculation allows us to account for effects due to heterogeneity and finiteness of degree that are neglected in the standard mass-action SIR equations. In this note we offer an alternate derivation which arrives at a simpler—though equivalent—system of governing equations to that of Volz. This new derivation is more closely connected to the underlying physical processes, and the resulting equations are of comparable complexity to the mass-action SIR equations. We further show that earlier derivations of the final size of epidemics on networks can be reproduced using the same approach, thereby providing a common framework for calculating both the dynamics and the final size of an epidemic spreading on a random network. Under appropriate assumptions these equations reduce to the standard SIR equations, and we are able to estimate the magnitude of the error introduced by assuming the SIR equations.     

Effectiveness of realistic vaccination strategies for contact networks of various degree distributions

A "contact network" that models infection transmission comprises nodes (or individuals) that are linked when they are in contact and can potentially transmit an infection. Through analysis and simulation, we studied the influence of the distribution of the number of contacts per node, defined as degree, on infection spreading and its control by vaccination. Three random contact networks of various degree distributions were examined. In a scale-free network, the frequency of high-degree nodes decreases as the power of the degree (the case of the third power is studied here); the decrease is exponential in an exponential network, whereas all nodes have the same degree in a constant network. Aiming for containment at a very early stage of an epidemic, we measured the sustainability of a specific network under a vaccination strategy by employing the critical transmissibility larger than which the epidemic would occur. We examined three vaccination strategies: mass, ring, and acquaintance. Irrespective of the networks, mass preventive vaccination increased the critical transmissibility inversely proportional to the unvaccinated rate of the population. Ring post-outbreak vaccination increased the critical transmissibility inversely proportional to the unvaccinated rate, which is the rate confined to the targeted ring comprising the neighbors of an infected node; however, the total number of vaccinated nodes could mostly be fewer than 100 nodes at the critical transmissibility. In combination, mass and ring vaccinations decreased the pathogen's "effective" transmissibility each by the factor of the unvaccinated rate. The amount of vaccination used in acquaintance preventive vaccination was lesser than the mass vaccination, particularly under a highly heterogeneous degree distribution; however, it was not as less as that used in ring vaccination. Consequently, our results yielded a quantitative assessment of the amount of vaccination necessary for infection containment, which is universally applicable to contact networks of various degree distributions.     

Correlation equations for endemic diseases: externally imposed and internally generated heterogeneity

The simple susceptible–infectious–recovered (SIR) model has provided many insights into the behaviour of a single epidemic. However, most of epidemiology is concerned with endemic infections, and for this to occur fresh susceptibles need to be generated. This is usually provided by individuals becoming susceptible soon after birth or by recruitment to cohorts at risk. This paper develops a correlation model, predicting the behaviour of connected pairs of individuals, which includes demographic processes as well as the basic epidemiology. In addition to the local spatial correlations, we consider three other forms of heterogeneity: internally generated heterogeneity in terms of stochasticity or imposed heterogeneity in terms of non-uniform vaccination or age-structure.