Endemic persistence or disease extinction: The effect of separation into sub-communities

Consider an infectious disease which is endemic in a population divided into several large sub-communities that interact. Our aim is to understand how the time to extinction is affected by the level of interaction between communities. We present two approximations of the expected time to extinction in a population consisting of a small number of large sub-communities. These approximations are described for an SIR epidemic model, with focus on diseases with short infectious period in relation to life length, such as childhood diseases. Both approximations are based on Markov jump processes. Simulations indicate that the time to extinction is increasing in the degree of interaction between communities. This behaviour can also be seen in our approximations in relevant regions of the parameter space.     

Competitive exclusion and coexistence for pathogens in an epidemic model with variable population size

We study an SIR epidemic model with a variable host population size. We prove that if the model parameters satisfy certain inequalities then competition between n pathogens for a single host leads to exclusion of all pathogens except the one with the largest basic reproduction number. It is shown that a knowledge of the basic reproduction numbers is necessary but not sufficient for determining competitive exclusion. Numerical results illustrate that these inequalities are sufficient but not necessary for competitive exclusion to occur. In addition, an example is given which shows that if such inequalities are not satisfied then coexistence may occur.     

Global Hopf bifurcation analysis of an susceptible-infective-removed epidemic model incorporating media coverage with time delay

An susceptible-infective-removed epidemic model incorporating media coverage with time delay is proposed. The stability of the disease-free equilibrium and endemic equilibrium is studied. And then, the conditions which guarantee the existence of local Hopf bifurcation are given. Furthermore, we show that the local Hopf bifurcation implies the global Hopf bifurcation after the second critical value of delay. The obtained results show that the time delay in media coverage can not affect the stability of the disease-free equilibrium when the basic reproduction number is less than unity. However, the time delay affects the stability of the endemic equilibrium and produces limit cycle oscillations while the basic reproduction number is greater than unity. Finally, some examples for numerical simulations are included to support the theoretical prediction.     

The probability of extinction in a bovine respiratory syncytial virus epidemic model

Backward bifurcation is a relatively recent yet well-studied phenomenon associated with deterministic epidemic models. It allows for the presence of multiple subcritical endemic equilibria, and is generally found only in models possessing a reasonable degree of complexity. One particular aspect of backward bifurcation that appears to have been virtually overlooked in the literature is the potential influence its presence might have on the behaviour of any analogous stochastic model. Indeed, the primary aim of this paper is to investigate this possibility. Our approach is to compare the theoretical probabilities of extinction, calculated via a particular stochastic formulation of a deterministic model exhibiting backward bifurcation, with those obtained from a series of stochastic simulations. We have found some interesting links in the behaviour between the deterministic and stochastic models, and are able to offer plausible explanations for our observations.     

Age-structured homogeneous epidemic systems with application to the MSEIR epidemic model

In this paper, we develop a new approach to deal with asymptotic behavior of the age-structured homogeneous epidemic systems and discuss its application to the MSEIR epidemic model. For the homogeneous system, there is no attracting nontrivial equilibrium, instead we have to examine existence and stability of persistent solutions. Assuming that the host population dynamics can be described by the stable population model, we rewrite the basic system into the system of ratio age distribution, which is the age profile divided by the stable age profile. If the host population has the stable age profile, the ratio age distribution system is reduced to the normalized system. Then we prove the stability principle that the local stability or instability of steady states of the normalized system implies that of the corresponding persistent solutions of the original homogeneous system. In the latter half of this paper, we prove the threshold and stability results for the normalized system of the age-structured MSEIR epidemic model.      

Stochastic epidemics in dynamic populations: quasi-stationarity and extinction

Empirical evidence shows that childhood diseases persist in large communities whereas in smaller communities the epidemic goes extinct (and is later reintroduced by immigration). The present paper treats a stochastic model describing the spread of an infectious disease giving life-long immunity, in a community where individuals die and new individuals are born. The time to extinction of the disease starting in quasi-stationarity (conditional on non-extinction) is exponentially distributed. As the population size grows the epidemic process converges to a diffusion process. Properties of the limiting diffusion are used to obtain an approximate expression for τ, the mean-parameter in the exponential distribution of the time to extinction for the finite population. The expression is used to study how τ depends on the community size but also on certain properties of the disease/community: the basic reproduction number and the means and variances of the latency period, infectious period and life-length. Effects of introducing a vaccination program are also discussed as is the notion of the critical community size, defined as the size which distinguishes between the two qualitatively different behaviours. Received: 14 February 2000 / Revised version: 5 June 2000 / Published online: 24 November 2000     

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.     

Contact rate calculation for a basic epidemic model

Mass-action epidemic models are the foundation of the majority of studies of disease dynamics in human and animal populations. Here, a kinetic model of mobile susceptible and infective individuals in a two-dimensional domain is introduced, and an examination of the contact process results in a mass-action-like term for the generation of new infectives. The conditions under which density dependent and frequency dependent transmission terms emerge are clarified. Moreover, this model suggests that epidemics in large mobile spatially distributed populations can be well described by homogeneously mixing mass-action models. The analysis generates an analytic formula for the contact rate (β) and the basic reproductive ratio (R₀) of an infectious pathogen, which contains a mixture of demographic and epidemiological parameters. The analytic results are compared with a simulation and are shown to give good agreement. The simulation permits the exploration of more realistic movement strategies and their consequent effect on epidemic dynamics.     

Modelling diseases with relapse and nonlinear incidence of infection: a multi-group epidemic model

In this paper, we introduce a basic reproduction number for a multi-group SIR model with general relapse distribution and nonlinear incidence rate. We find that basic reproduction number plays the role of a key threshold in establishing the global dynamics of the model. By means of appropriate Lyapunov functionals, a subtle grouping technique in estimating the derivatives of Lyapunov functionals guided by graph-theoretical approach and LaSalle invariance principle, it is proven that if it is less than or equal to one, the disease-free equilibrium is globally stable and the disease dies out; whereas if it is larger than one, some sufficient condition is obtained in ensuring that there is a unique endemic equilibrium which is globally stable and thus the disease persists in the population. Furthermore, our results suggest that general relapse distribution are not the reason of sustained oscillations. Biologically, our model might be realistic for sexually transmitted diseases, such as Herpes, Condyloma acuminatum, etc.     

Analytical methods for predicting the behaviour of population models with general spatial interactions

Many biologists use population models that are spatial, stochastic and individual based. Analytical methods that describe the behaviour of these models approximately are attracting increasing interest as an alternative to expensive computer simulation. The methods can be employed for both prediction and fitting models to data. Recent work has extended existing (mean field) methods with the aim of accounting for the development of spatial correlations. A common feature is the use of closure approximations for truncating the set of evolution equations for summary statistics. We investigate an analytical approach for spatial and stochastic models where individuals interact according to a generic function of their distance; this extends previous methods for lattice models with interactions between close neighbours, such as the pair approximation. Our study also complements work by Bolker and Pacala (BP) [Theor. Pop. Biol. 52 (1997) 179; Am. Naturalist 153 (1999) 575]: it treats individuals as being spatially discrete (defined on a lattice) rather than as a continuous mass distribution; it tests the accuracy of different closure approximations over parameter space, including the additive moment closure (MC) used by BP and the Kirkwood approximation. The study is done in the context of an susceptible-infected-susceptible epidemic model with primary infection and with secondary infection represented by power-law interactions. MC is numerically unstable or inaccurate in parameter regions with low primary infection (or density-independent birth rates). A modified Kirkwood approximation gives stable and generally accurate transient and long-term solutions; we argue it can be applied to lattice and to continuous-space models as a substitute for MC. We derive a generalisation of the basic reproduction ratio, R(0), for spatial models.     

A stochastic model for extinction and recurrence of epidemics: estimation and inference for measles outbreaks

Epidemic dynamics pose a great challenge to stochastic modelling because chance events are major determinants of the size and the timing of the outbreak. Reintroduction of the disease through contact with infected individuals from other areas is an important latent stochastic variable. In this study we model these stochastic processes to explain extinction and recurrence of epidemics observed in measles. We develop estimating functions for such a model and apply the methodology to temporal case counts of measles in 60 cities in England and Wales. In order to estimate the unobserved spatial contact process we suggest a method based on stochastic simulation and marginal densities. The estimation results show that it is possible to consider a unified model for the UK cities where the parameters depend on the city size. Stochastic realizations from the dynamic model realistically capture the transitions from an endemic cyclic pattern in large populations to irregular epidemic outbreaks in small human host populations.     

On the dynamics of SEIRS epidemic model with transport-related infection

Transportation amongst cities is found as one of the main factors which affect the outbreak of diseases. To understand the effect of transport-related infection on disease spread, an SEIRS (Susceptible, Exposed, Infectious, Recovered) epidemic model for two cities is formulated and analyzed. The epidemiological threshold, known as the basic reproduction number, of the model is derived. If the basic reproduction number is below unity, the disease-free equilibrium is locally asymptotically stable. Thus, the disease can be eradicated from the community. There exists an endemic equilibrium which is locally asymptotically stable if the reproduction number is larger than unity. This means that the disease will persist within the community. The results show that transportation among regions will change the disease dynamics and break infection out even if infectious diseases will go to extinction in each isolated region without transport-related infection. In addition, the result shows that transport-related infection intensifies the disease spread if infectious diseases break out to cause an endemic situation in each region, in the sense of that both the absolute and relative size of patients increase. Further, the formulated model is applied to the real data of SARS outbreak in 2003 to study the transmission of disease during the movement between two regions. The results show that the transport-related infection is effected to the number of infected individuals and the duration of outbreak in such the way that the disease becomes more endemic due to the movement between two cities. This study can be helpful in providing the information to public health authorities and policy maker to reduce spreading disease when its occurs.     

An approach to the residence time distribution for stochastic multi-compartment models

Stochastic compartmental models are widely used in modeling processes such as drug kinetics in biological systems. This paper considers the distribution of the residence times for stochastic multi-compartment models, especially systems with non-exponential lifetime distributions. The paper first derives the moment generating function of the bivariate residence time distribution for the two-compartment model with general lifetimes and approximates the density of the residence time using the saddlepoint approximation. Then, it extends the distributional approach to the residence time for multi-compartment semi-Markov models combining the cofactor rule for a single destination and the analytic approach to the two-compartment model. This approach provides a complete specification of the residence time distribution based on the moment generating function and thus facilitates an easier calculation of high-order moments than the approach using the coefficient matrix. Applications to drug kinetics demonstrate the simplicity and usefulness of this approach.     

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.     

A new SEIR epidemic model with applications to the theory of eradication and control of diseases, and to the calculation of R0

We present a novel SEIR (susceptible-exposure-infective-recovered) model that is suitable for modeling the eradication of diseases by mass vaccination or control of diseases by case isolation combined with contact tracing, incorporating the vaccine efficacy or the control efficacy into the model. Moreover, relying on this novel SEIR model and some probabilistic arguments, we have found four formulas that are suitable for estimating the basic reproductive numbers R(0) in terms of the ratio of the mean infectious period to the mean latent period of a disease. The ranges of R(0) for most known diseases, that are calculated by our formulas, coincide very well with the values of R(0) estimated by the usual method of fitting the models to observed data.     

A continuous time version and a generalization of a Markov-recapture model for trapping experiments

Wileyto et al. [E.P. Wileyto, W.J. Ewens, M.A. Mullen, Markov-recapture population estimates: a tool for improving interpretation of trapping experiments, Ecology 75 (1994) 1109] propose a four-state discrete time Markov process, which describes the structure of a marking-capture experiment as a method of population estimation. They propose this method primarily for estimation of closed insect populations. Their method provides a mark-recapture estimate from a single trap observation by allowing subjects to mark themselves. The estimate of the unknown population size is based on the assumption of a closed population and a simple Markov model in which the rates of marking, capture, and recapture are assumed to be equal. Using the one step transition probability matrix of their model, we illustrate how to go from an embedded discrete time Markov process to a continuous time Markov process assuming exponentially distributed holding times. We also compute the transition probabilities after time t for the continuous time case and compare the limiting behavior of the continuous and discrete time processes. Finally, we generalize their model by relaxing the assumption of equal per capita rates for marking, capture, and recapture. Other questions about how their results change when using a continuous time Markov process are examined.     

The basic reproduction number and the probability of extinction for a dynamic epidemic model

We consider the spread of an epidemic through a population divided into n sub-populations, in which individuals move between populations according to a Markov transition matrix Σ and infectives can only make infectious contacts with members of their current population. Expressions for the basic reproduction number, R₀, and the probability of extinction of the epidemic are derived. It is shown that in contrast to contact distribution models, the distribution of the infectious period effects both the basic reproduction number and the probability of extinction of the epidemic in the limit as the total population size N → ∞. The interactions between the infectious period distribution and the transition matrix Σ mean that it is not possible to draw general conclusions about the effects on R₀ and the probability of extinction. However, it is shown that for n = 2, the basic reproduction number, R₀, is maximised by a constant length infectious period and is decreasing in ?, the speed of movement between the two populations.     

Threshold behaviour of a SIR epidemic model with age structure and immigration

We consider a SIR age-structured model with immigration of infectives in all epidemiological compartments; the population is assumed to be in demographic equilibrium between below-replacement fertility and immigration; the spread of the infection occurs through a general age-dependent kernel. We analyse the equations for steady states; because of immigration of infectives a steady state with a positive density of infectives always exists; however, a quasi-threshold theorem is proved, in the sense that, below the threshold, the density of infectives is close to 0, while it is away from 0, above the threshold; furthermore, conditions that guarantee uniqueness of steady states are obtained. Finally, we present some numerical examples, inspired by the Italian demographic situation, that illustrate the threshold-like behaviour, and other features of the stationary solutions and of the transient. Supported in part by FIRB project RBAU01K7M2 “Metodi dell’Analisi Matematica in Biologia, Medicina e Ambiente” of the Italian Ministero Istruzione Università e Ricerca