A computer exploration of some properties of non-linear stochastic partnership models for sexually transmitted diseases with stages

In this paper, branching process approximations to non-linear stochastic partnership models for sexually transmitted diseases in heterosexual populations were used to find points in the parameter space such that an epidemic would occur. At selected points in the parameter space, samples of Monte Carlo realizations of the process were computed and analyzed statistically to gain insights into the stochastic evolution of epidemics seeded by one infective single female and male. Non-linear difference equations were embedded in the stochastic processes, making it possible to compare trajectories computed according to the deterministic model with those computed from samples of Monte Carlo realizations. From these trajectories it was shown that stochastic fluctuations may have a profound effect on the long-term evolution of an epidemic, and examples demonstrate that an investigator may be misled if a deterministic model alone were used to project an epidemic, particularly when there is a significant probability of extinction.     

Analysis of a stochastic SIR epidemic on a random network incorporating household structure

This paper is concerned with a stochastic SIR (susceptible → infective → removed) model for the spread of an epidemic amongst a population of individuals, with a random network of social contacts, that is also partitioned into households. The behaviour of the model as the population size tends to infinity in an appropriate fashion is investigated. A threshold parameter which determines whether or not an epidemic with few initial infectives can become established and lead to a major outbreak is obtained, as are the probability that a major outbreak occurs and the expected proportion of the population that are ultimately infected by such an outbreak, together with methods for calculating these quantities. Monte Carlo simulations demonstrate that these asymptotic quantities accurately reflect the behaviour of finite populations, even for only moderately sized finite populations. The model is compared and contrasted with related models previously studied in the literature. The effects of the amount of clustering present in the overall population structure and the infectious period distribution on the outcomes of the model are also explored.     

The frequency of cyclic processes in biological multistate systems

Summary Cyclic processes in stochastic models of macromolecular biological systems are considered. The diagram solution of the model equations (master equation) gives rise to special functions of the rate constants, called the circuit (or one-way cycle) fluxes. As Hill has shown, these functions are the fundamental theoretical components of the operational fluxes, i.e., of the rates of reaction, of transport, of energy conversion, etc. Evidence recently has been found by Monte Carlo simulations that the circuit fluxes can be interpreted as the frequencies of circuit completions. Making use of the theory of graphs, we prove that this physical interpretation of the circuit fluxes is generally valid.     

Dynamic population epidemic models.

Most multipopulation epidemic models are of the contact distribution type, in which the locations of successive contacts are chosen independently from appropriate contact distributions. This paper is concerned with an alternative class of models, termed dynamic population epidemic models, in which infectives move among the populations and can infect only within their current population. Both the stochastic and deterministic versions of such models are considered. Their threshold behavior is analyzed in some depth, as are their final outcomes. Velocities of spread of infection are considered when the populations have a spatial structure. A criterion for finding the equivalent contact distribution epidemic for any given dynamic population epidemic is provided, enabling comparisons to be made for the velocities and final outcomes displayed by the two classes of models. The relationship between deterministic and stochastic epidemic models is also discussed briefly.     

Recurrent epidemics in small world networks

The effect of spatial correlations on the spread of infectious diseases was investigated using a stochastic susceptible-infective-recovered (SIR) model on complex networks. It was found that in addition to the reduction of the effective transmission rate, through the screening of infectives, spatial correlations have another major effect through the enhancement of stochastic fluctuations, which may become considerably larger than in the homogeneously mixed stochastic model. As a consequence, in finite spatially structured populations significant differences from the solutions of deterministic models are to be expected, since sizes even larger than those found for homogeneously mixed stochastic models are required for the effects of fluctuations to be negligible. Furthermore, time series of the (unforced) model provide patterns of recurrent epidemics with slightly irregular periods and realistic amplitudes, suggesting that stochastic models together with complex networks of contacts may be sufficient to describe the long-term dynamics of some diseases. The spatial effects were analysed quantitatively by modelling measles and pertussis, using a susceptible-exposed-infective-recovered (SEIR) model. Both the period and the spatial coherence of the epidemic peaks of pertussis are well described by the unforced model for realistic values of the parameters.     

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.     

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.     

Modelling under-reporting in epidemics

Under-reporting of infected cases is crucial for many diseases because of the bias it can introduce when making inference for the model parameters. The objective of this paper is to study the effect of under-reporting in epidemics by considering the stochastic Markovian SIR epidemic in which various reporting processes are incorporated. In particular, we first investigate the effect on the estimation process of ignoring under-reporting when it is present in an epidemic outbreak. We show that such an approach leads to under-estimation of the infection rate and the reproduction number. Secondly, by allowing for the fact that under-reporting is occurring, we develop suitable models for estimation of the epidemic parameters and explore how well the reporting rate and other model parameters can be estimated. We consider the case of a constant reporting probability and also more realistic assumptions which involve the reporting probability depending on time or the source of infection for each infected individual. Due to the incomplete nature of the data and reporting process, the Bayesian approach provides a natural modelling framework and we perform inference using data augmentation and reversible jump Markov chain Monte Carlo techniques.     

Physiological analysis on oscillatory behavior of glucose-insulin regulation by model with delays

Despite temporally forced transmission driving many infectious diseases, analytical insight into its role when combined with stochastic disease processes and non-linear transmission has received little attention. During disease outbreaks, however, the absence of saturation effects early on in well-mixed populations mean that epidemic models may be linearised and we can calculate outbreak properties, including the effects of temporal forcing on fade-out, disease emergence and system dynamics, via analysis of the associated master equations. The approach is illustrated for the unforced and forced SIR and SEIR epidemic models. We demonstrate that in unforced models, initial conditions (and any uncertainty therein) play a stronger role in driving outbreak properties than the basic reproduction number R₀, while the same properties are highly sensitive to small amplitude temporal forcing, particularly when R₀ is small. Although illustrated for the SIR and SEIR models, the master equation framework may be applied to more realistic models, although analytical intractability scales rapidly with increasing system dimensionality. One application of these methods is obtaining a better understanding of the rate at which vector-borne and waterborne infectious diseases invade new regions given variability in environmental drivers, a particularly important question when addressing potential shifts in the global distribution and intensity of infectious diseases under climate change.     

A Stochastic Epidemic Model with Seasonal Variations in Infection Rate

In this paper we consider a modification of Bailey's stochastic model for the spread of an epidemic when there are seasonal variations in infection rate. The resulting nonlinear model is analyzed by employing the diffusion approximation technique. We have shown that for a large population the process, on suitable scaling and normalization, converges to a non-stationary Ornstein-Uhlenbeck process. Consequently the number of infectives has in the steady state a gaussian distribution.     

Simple Epidemic Models with Positive Latent Period

This paper deals with two types of simple epidemic models, namely, deterministic and stochastic wherein the latent period is assumed to be positive. In the deterministic epidemic model, the distributions of susceptibles, inactive infectives, active infectives and that of epidemic curve which gives the rate at which new infections take place have been obtained. The expression for the expected time of the entire epidemic has been derived. Also the partial differential equation for the moment generating function of the proportion of susceptibles in the population is established. In the end, we have studied a stochastic approach of the system.     

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.     

Analysis of SIR epidemic models with nonlinear incidence rate and treatment

This paper deals with the nonlinear dynamics of a susceptible-infectious-recovered (SIR) epidemic model with nonlinear incidence rate, vertical transmission, vaccination for the newborns of susceptible and recovered individuals, and the capacity of treatment. It is assumed that the treatment rate is proportional to the number of infectives when it is below the capacity and constant when the number of infectives reaches the capacity. Under some conditions, it is shown that there exists a backward bifurcation from an endemic equilibrium, which implies that the disease-free equilibrium coexists with an endemic equilibrium. In such a case, reducing the basic reproduction number less than unity is not enough to control and eradicate the disease, extra measures are needed to ensure that the solutions approach the disease-free equilibrium. When the basic reproduction number is greater than unity, the model can have multiple endemic equilibria due to the effect of treatment, vaccination and other parameters. The existence and stability of the endemic equilibria of the model are analyzed and sufficient conditions on the existence and stability of a limit cycle are obtained. Numerical simulations are presented to illustrate the analytical results.     

SIR dynamics in random networks with heterogeneous connectivity

Random networks with specified degree distributions have been proposed as realistic models of population structure, yet the problem of dynamically modeling SIR-type epidemics in random networks remains complex. I resolve this dilemma by showing how the SIR dynamics can be modeled with a system of three nonlinear ODE’s. The method makes use of the probability generating function (PGF) formalism for representing the degree distribution of a random network and makes use of network-centric quantities such as the number of edges in a well-defined category rather than node-centric quantities such as the number of infecteds or susceptibles. The PGF provides a simple means of translating between network and node-centric variables and determining the epidemic incidence at any time. The theory also provides a simple means of tracking the evolution of the degree distribution among susceptibles or infecteds. The equations are used to demonstrate the dramatic effects that the degree distribution plays on the final size of an epidemic as well as the speed with which it spreads through the population. Power law degree distributions are observed to generate an almost immediate expansion phase yet have a smaller final size compared to homogeneous degree distributions such as the Poisson. The equations are compared to stochastic simulations, which show good agreement with the theory. Finally, the dynamic equations provide an alternative way of determining the epidemic threshold where large-scale epidemics are expected to occur, and below which epidemic behavior is limited to finite-sized outbreaks.      

Using dimension reduction to improve outbreak predictability of multistrain diseases

Multistrain diseases have multiple distinct coexisting serotypes (strains). For some diseases, such as dengue fever, the serotypes interact by antibody-dependent enhancement (ADE), in which infection with a single serotype is asymptomatic, but contact with a second serotype leads to higher viral load and greater infectivity. We present and analyze a dynamic compartmental model for multiple serotypes exhibiting ADE. Using center manifold techniques, we show how the dynamics rapidly collapses to a lower dimensional system. Using the constructed reduced model, we can explain previously observed synchrony between certain classes of primary and secondary infectives (Schwartz et al. in Phys Rev E 72:066201, 2005). Additionally, we show numerically that the center manifold equations apply even to noisy systems. Both deterministic and stochastic versions of the model enable prediction of asymptomatic individuals that are difficult to track during an epidemic. We also show how this technique may be applicable to other multistrain disease models, such as those with cross-immunity.     

Optimal Vaccination in a Stochastic Epidemic Model of Two Non-Interacting Populations

Developing robust, quantitative methods to optimize resource allocations in response to epidemics has the potential to save lives and minimize health care costs. In this paper, we develop and apply a computationally efficient algorithm that enables us to calculate the complete probability distribution for the final epidemic size in a stochastic Susceptible-Infected-Recovered (SIR) model. Based on these results, we determine the optimal allocations of a limited quantity of vaccine between two non-interacting populations. We compare the stochastic solution to results obtained for the traditional, deterministic SIR model. For intermediate quantities of vaccine, the deterministic model is a poor estimate of the optimal strategy for the more realistic, stochastic case.     

Deterministic epidemic models on contact networks: correlations and unbiological terms

The relationship between system-level and subsystem-level master equations is investigated and then utilised for a systematic and potentially automated derivation of the hierarchy of moment equations in a susceptible-infectious-removed (SIR) epidemic model. In the context of epidemics on contact networks we use this to show that the approximate nature of some deterministic models such as mean-field and pair-approximation models can be partly understood by the identification of implicit anomalous terms. These terms describe unbiological processes which can be systematically removed up to and including the nth order by nth order moment closure approximations. These terms lead to a detailed understanding of the correlations in network-based epidemic models and contribute to understanding the connection between individual-level epidemic processes and population-level models. The connection with metapopulation models is also discussed. Our analysis is predominantly made at the individual level where the first and second order moment closure models correspond to what we term the individual-based and pair-based deterministic models, respectively. Matlab code is included as supplementary material for solving these models on transmission networks of arbitrary complexity.     

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.     

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.     

Bimodal Epidemic Size Distributions for Near-Critical SIR with Vaccination

We introduce a recursive algorithm which enables the computation of the distribution of epidemic size in a stochastic SIR model for very large population sizes. In the important parameter region where the model is just slightly supercritical, the distribution of epidemic size is decidedly bimodal. We find close agreement between the distribution for large populations and the limiting case where the distribution is that of the time a Brownian motion hits a quadratic curve. The model includes the possibility of vaccination during the epidemic. The effects of the parameters, including vaccination level, on the form of the epidemic size distribution are explored.