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Semiclassical approximations of stochastic epidemiological processes towards parameter estimation using as prime example the SIS system with import
Affiliation:1. Centro de Matemática e Aplicações Fundamentais, Universidade de Lisboa, Portugal;2. Grupo de Física-Matemática, Universidade de Lisboa, Portugal;3. Maria Curie-Skłodowska University, Lublin, Poland;1. CMAF-CIO, Universidade de Lisboa, Portugal;2. Novosibirsk State University, Russia;3. CMAT and Departamento de Matemática e Aplicações, Universidade do Minho, Portugal;1. Dipartimento di Fisica e Chimica, Università di Palermo, Group of Interdisciplinary Theoretical Physics and CNISM, Unità di Palermo, Viale delle Scienze, Ed. 18, I-90128 Palermo, Italy;2. Radiophysics Department, Lobachevsky State University, 23 Gagarin Avenue, 603950 Nizhniy Novgorod, Russia;3. Istituto Nazionale di Fisica Nucleare, Sezione di Catania, Via S. Sofia 64, I-95123 Catania, Italy;4. Istituto per l’Ambiente Marino Costiero, CNR, U.O.S. di Capo Granitola, Via del Faro 3, I-91020 Campobello di Mazara, TP, Italy;5. Stazione Zoologica Anton Dohrn, Villa Comunale, 80121 Napoli, Italy;1. Private consultant, North Bethesda, MD 20852, USA;2. Center for Mathematics, Fundamental Applications and Operations Research, University of Lisbon, Lisbon, Portugal;1. Department of Mathematics, University of Pavia, Via A. Ferrata 1, 27100 Pavia, Italy;2. Faculdade de Ciencias da Universidade de Lisboa, Campo Grande, 1749-016 Lisboa, Portugal
Abstract: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.
Keywords:Stochastic processes  Master equation  WKB approximation  Eikonal approximation  Likelihood function  Kolmogorov forward equations
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