We use cookies to distinguish you from other users and to provide you with a better experience on our websites. Close this message to accept cookies or find out how to manage your cookie settings.
To save content items to your account,
please confirm that you agree to abide by our usage policies.
If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account.
Find out more about saving content to .
To save content items to your Kindle, first ensure no-reply@cambridge.org
is added to your Approved Personal Document E-mail List under your Personal Document Settings
on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part
of your Kindle email address below.
Find out more about saving to your Kindle.
Note you can select to save to either the @free.kindle.com or @kindle.com variations.
‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi.
‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.
We study an epidemic patch model that describes the disease spread in population with variable latency due to the differences in immunologic tolerance between individuals. We focus on whether the disease can spread in space that leads to the emergence of epidemic wave, that is the travelling wave solution with constant speed. We first establish some properties of the linearized wave profile equations, which are helpful in obtaining the priori estimates of travelling waves and wave speeds. Then, applying the truncation method and limiting arguments, we can obtain threshold propagation dynamics of the epidemic model. Our result gives a complete characterization of the existence, nonexistence and minimal wave speed of travelling waves. To the best of our knowledge, this is the first time to characterize the propagation dynamics of epidemic patch model with variable latency, which contributes to the understanding of the transmission phenomenon of disease.
In this paper, we study the existence of travelling wave solutions and the spreading speed for the solutions of an age-structured epidemic model with nonlocal diffusion. Our proofs make use of the comparison principles both to construct suitable sub/super-solutions and to prove the regularity of travelling wave solutions.
In this paper, we consider reaction-diffusion epidemic models with mass action or standard incidence mechanism and study the impact of limiting population movement on disease transmissions. We set either the dispersal rate of the susceptible or infected people to zero and study the corresponding degenerate reaction-diffusion model. Our main approach to study the global dynamics of these models is to construct delicate Lyapunov functions. Our results show that the consequences of limiting the movement of susceptible or infected people depend on transmission mechanisms, model parameters and population size.
We examine several extensions to the basic Susceptible-Infected-Recovered model, which are able to induce recurrent outbreaks (the basic Susceptible-Infected-Recovered model by itself does not exhibit recurrent outbreaks). We first analyse how slow seasonal variations can destabilise the endemic equilibrium, leading to recurrent outbreaks. In the limit of slow immunity loss, we derive asymptotic thresholds that characterise this transition. In the outbreak regime, we use asymptotic matching to obtain a two-dimensional discrete map which describes outbreak times and strength. We then analyse the resulting map using linear stability and numerics. As the frequency of forcing is increased, the map exhibits a period-doubling route to chaos which alternates with periodic outbreaks of increasing frequency. Other extensions that can lead to recurrent outbreaks include the addition of noise, state-dependent variation and fine-graining of model classes.
We consider the propagation of a stochastic SIR-type epidemic in two connected populations: a relatively small local population of interest which is surrounded by a much larger external population. External infectives can temporarily enter the small population and contribute to the spread of the infection inside this population. The rules for entry of infectives into the small population as well as their length of stay are modeled by a general Markov queueing system. Our main objective is to determine the distribution of the total number of infections within both populations. To do this, the approach we propose consists of deriving a family of martingales for the joint epidemic processes and applying classical stopping time or convergence theorems. The study then focuses on several particular cases where the external infection is described by a linear branching process and the entry of external infectives obeys certain specific rules. Some of the results obtained are illustrated by numerical examples.
We introduce an extension to Kermack and McKendrick’s classic susceptible–infected–recovered (SIR) model in epidemiology, whose underlying mechanism of infection consists of individuals attending randomly generated social gatherings. This gives rise to a system of ordinary differential equations (ODEs) where the force of the infection term depends non-linearly on the proportion of infected individuals. Some specific instances yield models already studied in the literature, to which the present work provides a probabilistic foundation. The basic reproduction number is seen to depend quadratically on the average size of the gatherings, which may be helpful in understanding how restrictions on social gatherings affect the spread of the disease. We rigorously justify our model by showing that the system of ODEs is the mean-field limit of the jump Markov process corresponding to the evolution of the disease in a finite population.
We consider an SIR (susceptible $\to$ infective $\to$ recovered) epidemic in a closed population of size n, in which infection spreads via mixing events, comprising individuals chosen uniformly at random from the population, which occur at the points of a Poisson process. This contrasts sharply with most epidemic models, in which infection is spread purely by pairwise interaction. A sequence of epidemic processes, indexed by n, and an approximating branching process are constructed on a common probability space via embedded random walks. We show that under suitable conditions the process of infectives in the epidemic process converges almost surely to the branching process. This leads to a threshold theorem for the epidemic process, where a major outbreak is defined as one that infects at least $\log n$ individuals. We show further that there exists $\delta \gt 0$, depending on the model parameters, such that the probability that a major outbreak has size at least $\delta n$ tends to one as $n \to \infty$.
Motivated by applications to COVID dynamics, we describe a model of a branching process in a random environment $\{Z_n\}$ whose characteristics change when crossing upper and lower thresholds. This introduces a cyclical path behavior involving periods of increase and decrease leading to supercritical and subcritical regimes. Even though the process is not Markov, we identify subsequences at random time points $\{(\tau_j, \nu_j)\}$—specifically the values of the process at crossing times, viz. $\{(Z_{\tau_j}, Z_{\nu_j})\}$—along which the process retains the Markov structure. Under mild moment and regularity conditions, we establish that the subsequences possess a regenerative structure and prove that the limiting normal distributions of the growth rates of the process in supercritical and subcritical regimes decouple. For this reason, we establish limit theorems concerning the length of supercritical and subcritical regimes and the proportion of time the process spends in these regimes. As a byproduct of our analysis, we explicitly identify the limiting variances in terms of the functionals of the offspring distribution, threshold distribution, and environmental sequences.
Consider the following migration process based on a closed network of N queues with $K_N$ customers. Each station is a $\cdot$/M/$\infty$ queue with service (or migration) rate $\mu$. Upon departure, a customer is routed independently and uniformly at random to another station. In addition to migration, these customers are subject to a susceptible–infected–susceptible (SIS) dynamics. That is, customers are in one of two states: I for infected, or S for susceptible. Customers can swap their state either from I to S or from S to I only in stations. More precisely, at any station, each susceptible customer becomes infected with the instantaneous rate $\alpha Y$ if there are Y infected customers in the station, whereas each infected customer recovers and becomes susceptible with rate $\beta$. We let N tend to infinity and assume that $\lim_{N\to \infty} K_N/N= \eta $, where $\eta$ is a positive constant representing the customer density. The main problem of interest concerns the set of parameters of such a system for which there exists a stationary regime where the epidemic survives in the limiting system. The latter limit will be referred to as the thermodynamic limit. We use coupling and stochastic monotonicity arguments to establish key properties of the associated Markov processes, which in turn allow us to give the structure of the phase transition diagram of this thermodynamic limit with respect to $\eta$. The analysis of the Kolmogorov equations of this SIS model reduces to that of a wave-type PDE for which we have found no explicit solution. This plain SIS model is one among several companion stochastic processes that exhibit both random migration and contagion. Two of them are discussed in the present paper as they provide variants to the plain SIS model as well as some bounds and approximations. These two variants are the departure-on-change-of-state (DOCS) model and the averaged-infection-rate (AIR) model, which both admit closed-form solutions. The AIR system is a classical mean-field model where the infection mechanism based on the actual population of infected customers is replaced by a mechanism based on some empirical average of the number of infected customers in all stations. The latter admits a product-form solution. DOCS features accelerated migration in that each change of SIS state implies an immediate departure. This model leads to another wave-type PDE that admits a closed-form solution. In this text, the main focus is on the closed stochastic networks and their limits. The open systems consisting of a single station with Poisson input are instrumental in the analysis of the thermodynamic limits and are also of independent interest. This class of SIS dynamics has incarnations in virtually all queueing networks of the literature.
We consider a stochastic SIR (susceptible $\rightarrow$ infective $\rightarrow$ removed) model in which the infectious periods are modulated by a collection of independent and identically distributed Feller processes. Each infected individual is associated with one of these processes, the trajectories of which determine the duration of his infectious period, his contamination rate, and his type of removal (e.g. death or immunization). We use a martingale approach to derive the distribution of the final epidemic size and severity for this model and provide some general examples. Next, we focus on a single infected individual facing a given number of susceptibles, and we determine the distribution of his outcome (number of contaminations, severity, type of removal). Using a discrete-time formulation of the model, we show that this distribution also provides us with an alternative, more stable method to compute the final epidemic outcome distribution.
During an epidemic outbreak, typically only partial information about the outbreak is known. A common scenario is that the infection times of individuals are unknown, but individuals, on displaying symptoms, are identified as infectious and removed from the population. We study the distribution of the number of infectives given only the times of removals in a Markovian susceptible–infectious–removed (SIR) epidemic. Primary interest is in the initial stages of the epidemic process, where a branching (birth–death) process approximation is applicable. We show that the number of individuals alive in a time-inhomogeneous birth–death process at time $t \geq 0$, given only death times up to and including time t, is a mixture of negative binomial distributions, with the number of mixing components depending on the total number of deaths, and the mixing weights depending upon the inter-arrival times of the deaths. We further consider the extension to the case where some deaths are unobserved. We also discuss the application of the results to control measures and statistical inference.
We consider a class of processes describing a population consisting of k types of individuals. The process is almost surely absorbed at the origin within finite time, and we study the expected time taken for such extinction to occur. We derive simple and precise asymptotic estimates for this expected persistence time, starting either from a single individual or from a quasi-equilibrium state, in the limit as a system size parameter N tends to infinity. Our process need not be a Markov process on $ {\mathbb Z}_+^k$; we allow the possibility that individuals’ lifetimes may follow more general distributions than the exponential distribution.
We study a stochastic compartmental susceptible–infected (SI) epidemic process on a configuration model random graph with a given degree distribution over a finite time interval. We split the population of graph vertices into two compartments, namely, S and I, denoting susceptible and infected vertices, respectively. In addition to the sizes of these two compartments, we keep track of the counts of SI-edges (those connecting a susceptible and an infected vertex) and SS-edges (those connecting two susceptible vertices). We describe the dynamical process in terms of these counts and present a functional central limit theorem (FCLT) for them as the number of vertices in the random graph grows to infinity. The FCLT asserts that the counts, when appropriately scaled, converge weakly to a continuous Gaussian vector semimartingale process in the space of vector-valued càdlàg functions endowed with the Skorokhod topology. We discuss applications of the FCLT in percolation theory and in modelling the spread of computer viruses. We also provide simulation results illustrating the FCLT for some common degree distributions.
We study the effect of population mobility on the transmission dynamics of infectious diseases by considering a susceptible-exposed-infectious-recovered (SEIR) epidemic model with graph Laplacian diffusion, that is, on a weighted network. First, we establish the existence and uniqueness of solutions to the SEIR model defined on a weighed graph. Then by constructing Liapunov functions, we show that the disease-free equilibrium is globally asymptotically stable if the basic reproduction number is less than unity and the endemic equilibrium is globally asymptotically stable if the basic reproduction number is greater than unity. Finally, we apply our generalized weighed graph to Watts–Strogatz network and carry out numerical simulations, which demonstrate that degrees of nodes determine peak numbers of the infectious population as well as the time to reach these peaks. It also indicates that the network has an impact on the transient dynamical behaviour of the epidemic transmission.
Vector-borne diseases, such as chikungunya, dengue, malaria, West Nile virus, yellow fever and Zika, pose a major global public health problem worldwide. In this paper we investigate the propagation dynamics of diffusive vector-borne disease models in the whole space, which characterize the spatial expansion of the infected hosts and infected vectors. Due to the lack of monotonicity, the comparison principle cannot be applied directly to this system. We determine the spreading speed and minimal wave speed when the basic reproduction number of the corresponding kinetic system is larger than one. The spreading speed is mainly estimated by the uniform persistence argument and generalized principal eigenvalue. We also show that solutions converge locally uniformly to the positive equilibrium by employing two auxiliary monotone systems. Moreover, it is proven that the spreading speed is the minimal wave speed of travelling wave solutions. In particular, the uniqueness and monotonicity of travelling waves are obtained. When the basic reproduction number of the corresponding kinetic system is not larger than one, it is shown that solutions approach to the disease-free equilibrium uniformly and there is no travelling wave solutions. Finally, numerical simulations are presented to illustrate the analytical results.
A non-linear reaction–diffusion system with cross-diffusion describing the COVID-19 outbreak is studied using the Lie symmetry method. A complete Lie symmetry classification is derived and it is shown that the system with correctly specified parameters admits highly non-trivial Lie symmetry operators, which do not occur for all known reaction–diffusion systems. The symmetries obtained are also applied for finding exact solutions of the system in the most interesting case from applicability point of view. It is shown that the exact solutions derived possess typical properties for describing the pandemic spread under 1D approximation in space and lead to the distributions, which qualitatively correspond to the measured data of the COVID-19 spread in Ukraine.
The paper discusses the risk of ruin in insurance coverage of an epidemic in a closed population. The model studied is an extended susceptible–infective–removed (SIR) epidemic model built by Lefèvre and Simon (Methodology Comput. Appl. Prob.22, 2020) as a block-structured Markov process. A fluid component is then introduced to describe the premium amounts received and the care costs reimbursed by the insurance. Our interest is in the risk of collapse of the corresponding reserves of the company. The use of matrix-analytic methods allows us to determine the distribution of ruin time, the probability of ruin, and the final amount of reserves. The case where the reserves are subjected to a Brownian noise is also studied. Finally, some of the results obtained are illustrated for two particular standard SIR epidemic models.
This paper investigates global dynamics of an infection age-space structured cholera model. The model describes the vibrio cholerae transmission in human population, where infection-age structure of vibrio cholerae and infectious individuals are incorporated to measure the infectivity during the different stage of disease transmission. The model is described by reaction–diffusion models involving the spatial dispersal of vibrios and the mobility of human populations in the same domain Ω ⊂ ℝn. We first give the well-posedness of the model by converting the model to a reaction–diffusion model and two Volterra integral equations and obtain two constant equilibria. Our result suggest that the basic reproduction number determines the dichotomy of disease persistence and extinction, which is achieved by studying the local stability of equilibria, disease persistence and global attractivity of equilibria.