Elsevier

Automatica

Volume 133, November 2021, 109881
Automatica

Brief paper
A Markovian regime-switching stochastic hybrid time-delayed epidemic model with vaccination

https://doi.org/10.1016/j.automatica.2021.109881Get rights and content

Abstract

This paper considers a stochastic hybrid time-delayed epidemic model with vaccination perturbed by both white noise and telegraph noise in the form of Markovian switching. Using Lyapunov method, we show existence and uniqueness of the global positive solution. Under some suitable conditions, we derive extinction with and without effect of delay. Moreover, the asymptotic bounds on solutions is also discussed. Finally, we carry out the numerical simulations, including two examples based on real life diseases to confirm our theoretical results.

Introduction

Mathematical deterministic epidemic models have played a crucial role in understanding, predicting and controlling real-life disease outbreaks. However, in the natural world, epidemic models are always affected by the environmental noise. So, it is necessary to reveal how the environmental noise affects epidemic models. Stochastic models can acquire more real benefits and can predict the dynamics of the system accurately. In this paper, we consider a stochastic epidemic model, which regards the deterministic transmission rate β to change randomly by β+σdB(t)/dt, where σ is the standard deviation of white noise and B(t) is a Brownian motion defined on a complete probability space (Ω,F,{Ft}t0,P) with a filtration {Ft}t0 satisfying the usual conditions. In addition to white noise, epidemic models are also subject to telegraph noise which switches the system from one environmental state to another (Boukanjime et al., 2020, Greenhalgh et al., 2016, Lahrouz and Settati, 2013, Liu et al., 2018, Luo and Mao, 2007). Therefore, the state transition can be modelled using a continuous time Markov chain (r(t))t0 that takes the values in the finite state space S={1,2,,N} (see e.g. Mao and Yuan, 2006, Yin and Zhu, 2010 and the references therein). Various types of work have been dedicated for the SIR model (Anderson and May, 1991, Hethcote, 2000), which consists of system with three compartments: susceptible individuals (S), infective individuals (I) and recovered individuals (R). However, as far as we know, there is no research on the stochastic SIR epidemic model with Beddington–DeAngelis incidence rate (Beddington, 1975, DeAngelis et al., 1975) and effect of delay (El Fatini and Boukanjime, 2020, Liu et al., 2016) under regime switching in the existing literature. So, introducing Beddington–DeAngelis functional response and motivated by previous works, we are interested to study a stochastic SIR model perturbed by both white noise and telegraph noise in the form of Markovian switching asfollows dS(t)=[A(r(t))β(r(t))S(t)I(t)1+α1(r(t))S(t)+α2(r(t))I(t)(μ(r(t))+v(r(t)))S(t)+v(r(t))S(tτ)eμ(r(t))τ]dtσ(r(t))S(t)I(t)1+α1(r(t))S(t)+α2(r(t))I(t)dB(t),dI(t)=[β(r(t))S(t)I(t)1+α1(r(t))S(t)+α2(r(t))I(t)(μ(r(t))+μ1(r(t))+λ(r(t)))I(t)]dt+σ(r(t))S(t)I(t)1+α1(r(t))S(t)+α2(r(t))I(t)dB(t),dR(t)=[v(r(t))S(t)v(r(t))S(tτ)eμ(r(t))τ+λ(r(t))I(t)μ(r(t))R(t)]dt,where A denotes a constant input of new members into the population, μ represents the natural death rate, μ1 denotes the disease caused death rate of infectious individuals, v stands for the proportional coefficient of vaccinated for the susceptible. The parameter β is the transmission coefficient between compartments S and I, λ describes the recovery rate of infected people, τ>0 is a time delay representing the validity period of the vaccination. The parameters α1 and α2 are the saturation factors measuring the psychological or inhibitory effect.

We arrange the rest of this paper as follows. Section 2 introduces some preliminaries that will be used in our following analysis. In Section 3, we exhibit the existence and uniqueness of the global positive solution. Section 4 gives sufficient conditions for the extinction of disease with and without effect of delay. Section 5 is about exploring the asymptotic bounds on solutions. The paper is concluded with numerical simulations to illustrate the main results.

Section snippets

Preliminaries

For simplicity, we introduce some needed notations which will be used later.

Let R+3={(x1,x2,x3)R:x1>0,x2>0,x3>0} and C=C([τ,0];R+3) be the Banach space of continuous functions ϕ:[τ,0]R+3 with norm ||ϕ||=supτθ0|ϕ(θ)|. Denote by X(t)=(S(t),I(t),R(t)) the solution of system (1) and its norm is defined by |X(t)|=S2(t)+I2(t)+R2(t). For biological reasons, we assume that the initial conditions of system (1) satisfy S(θ)=ϕ1(θ),I(θ)=ϕ2(θ),andR(θ)=ϕ3(θ),ϕi(0)>0,θ[τ,0],i=1,2,3,(ϕ1,ϕ2,ϕ3)C.For

Existence and uniqueness of the global positive solution

In order to investigate the dynamical behaviour of an epidemic model, the first concerning thing is to guarantee that the solution is positive and global. The following result is regarded to the existence and uniqueness of the global positive solution, which is a prerequisite for studying the long term behaviour of model (1).

Theorem 3.1

For any given initial value (2), there is a unique positive solution (S(t),I(t),R(t)) of system (1) on tτ and the solution will remain in R+3 with probability 1, namely (S

Extinction of disease

In this section, we focus on discussing the extinction of disease based on the results as given in Mao and Yuan (2006) and Yin and Zhu (2010).

Theorem 4.1

For any initial value (2), the component I(t) of the solution of system (1) has the property that lim suptlogI(t)tk=1Nπk[β2(k)2σ2(k)(μ(k)+μ1(k)+λ(k))]a.s.Particularly, if k=1Nπk[β2(k)2σ2(k)(μ(k)+μ1(k)+λ(k))]<0, then the disease will die out exponentially with probability one, i.e., limtI(t)=0a.s.

Proof

Applying the generalized Itô’s formula to logI, we

Asymptotic bounds on solutions

In this section, we study the asymptotic bounds on solutions of system (1).

Theorem 5.1

For any given initial value (2), the solution X(t)=(S(t),I(t),R(t)) of model (1) satisfies lim supt+log|X(t)|logt1a.s.

Proof

Let us consider a C2-function Ṽ1:R+3R+ by Ṽ1(S(t),I(t),R(t))=S(t)+I(t)+R(t).Using Itô’s formula, we get dṼ1(X(t))=[A(k)μ(k)(S(t)+I(t)+R(t))μ1(k)I(t)]dtĂdt. Further, E(suptst+1Ṽ1(X(s)))E(Ṽ1(X(t)))+Ă.It follows from Remark 1 that E(suptst+1Ṽ1(X(s)))Ă(1+μˆ)μˆ.From (13), there exists M>0

Numerical simulations

In this section, we shall use the Milstein’s higher order method to support our theoretically analytical results. For simplicity, throughout this section, we suppose that model (1) has only two regimes, i.e., S={1,2}, which is regarded as the result of the following two subsystems: dS(t)=[A(k)β(k)S(t)I(t)1+α1(k)S(t)+α2(k)I(t)(μ(k)+v(k))S(t)+v(k)S(tτ)eμ(k)τ]dtσ(k)S(t)I(t)1+α1(k)S(t)+α2(k)I(t)dB(t),dI(t)=[β(k)S(t)I(t)1+α1(k)S(t)+α2(k)I(t)(μ(k)+μ1(k)+λ(k))I(t)]dt+σ(k)S(t)I(t)1+α1(k)S(t)+α2(k)

Conclusion

This paper is devoted to the dynamical analysis of a stochastic hybrid time-delayed epidemic model with vaccination under Markovian regime-switching. Our main results are Theorem 4.1, Theorem 4.2 which give the sufficient conditions for the extinction of disease with and without impact of delay which is designed as the efficacy period of vaccination. For further studies, it will be interesting in the near future, to establish the effect of Lévy noise on the dynamics of population system with

Acknowledgments

Authors are grateful to the editors and anonymous referees for their valuable comments to improve the paper. We also thank the president Pr. Azzedine El Midaoui and the vice-president Pr. Noureddine El Haloui of Ibn Tofail University and the Dean of the Faculty of Sciences-Kénitra Pr. Mohamed Ebn Touhami for their encouragement and support.

Brahim Boukanjime graduated from the Faculty of Sciences at Ibn Zohr University, Morocco, in 2014 with a Bachelor’s degree in Mathematics and Applications, and from National School of Applied Sciences at Ibn Zohr University, Morocco, in 2016 with a Master’s degree in Financial Engineering. He obtained a Ph.D. degree in Applied Mathematics from the Faculty of Sciences at Ibn Tofail University, Morocco, in 2021. From 2016 to 2018, he worked as an assistant Lecturer at the Faculty of Applied

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Brahim Boukanjime graduated from the Faculty of Sciences at Ibn Zohr University, Morocco, in 2014 with a Bachelor’s degree in Mathematics and Applications, and from National School of Applied Sciences at Ibn Zohr University, Morocco, in 2016 with a Master’s degree in Financial Engineering. He obtained a Ph.D. degree in Applied Mathematics from the Faculty of Sciences at Ibn Tofail University, Morocco, in 2021. From 2016 to 2018, he worked as an assistant Lecturer at the Faculty of Applied Sciences, Ibn Zohr University, Morocco. His main research interests include stochastic processes and stochastic applications.

Mohamed El-Fatini received the Ph.D. degree in Applied Mathematics from Hassan-II University, Casablanca, Morocco, in 2008. He has held a Postdoc position at the institute of radioprotection and nuclear safety in collaboration with Pau University in France. He is currently a professor of Mathematics at Ibn Tofail University. He is a reviewer of Mathematical Reviews. His research interests include stochastic differential equations, stochastic modelling and statistics, stochastic epidemic models, and numerical analysis.

Dr. Aziz Laaribi received his Master degree in Numerical Analysis in 2003 and his Ph.D. degree in Applied Mathematics, in 2009, both from Hassan-II University, Morocco. From 2008 to 2018, he was a high school teacher. In 2018, Dr. Aziz Laaribi started working as Assistant Professor at Polydisciplinary Faculty - Sultan University Moulay Slimane - Beni Mellal. His research areas include PDEs, deterministic and stochastic dynamical systems, bifurcation, stability, and mathematical modelling.

Dr. Regragui Taki received his Master degree in Modelling, Engineering, Mathematics and Scientific Computing in 2015 and his Ph.D. degree in Mathematics, Computer Science and Applications in 2018, both from Ibn Tofail University, Morocco. In 2019, Dr. Taki started working as Assistant Professor at Chouaib Doukkaly University (CDU), Morocco. He has been with CDU since. Dr. Taki’s research interests include the Biomathematics, Dynamic systems, focussing on Probability theory and stochastic processes. Currently, he is interested in uncertain differential equations.

Kai Wang received the Ph.D. degree in Applied Mathematics from Southeast University, Nanjing, China, in 2013. He is currently a professor of Anhui University of Finance and Economics. He is a reviewer of Mathematical Reviews and Zentralblatt Math. His research interests include stochastic differential equations, functional differential equations, population dynamics models, epidemic dynamics models, and quantitative economics.

The material in this paper was not presented at any conference. This paper was recommended for publication in revised form by Associate Editor Alessandro Abate under the direction of Editor Ian R. Petersen.

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