Periodicity and Stationary Distribution of Two Novel Stochastic Epidemic Models With Infectivity in The Latent Period and Household Quarantine
Periodicity and Stationary Distribution of Two Novel Stochastic Epidemic Models With Infectivity in The Latent Period and Household Quarantine
Periodicity and Stationary Distribution of Two Novel Stochastic Epidemic Models With Infectivity in The Latent Period and Household Quarantine
https://doi.org/10.1007/s12190-021-01627-5
ORIGINAL RESEARCH
Abstract
Two types of stochastic epidemic models are formulated, in which both infectivity
in the latent period and household quarantine on the susceptible are incorporated.
With the help of Lyapunov functions and Has’minskii’s theory, we derive that, for
the nonautonomous periodic version with white noises, it owns a positive periodic
solution. For the other version with white and telephone noises, we construct stochastic
Lyapunov function with regime switching to present easily verifiable sufficient criteria
for the existence of ergodic stationary distribution. Also, we introduce a series of
numerical simulations to support our analytical findings. At last, a brief discussion of
our theoretical results shows that the stochastic perturbations and household quarantine
measures can significantly affect both periodicity and stationary distribution.
B Zhijun Liu
zjliu@hbmzu.edu.cn ; zhijun_liu47@hotmail.com
Dongchen Shangguan
shangguanmath@163.com
Lianwen Wang
wanglianwen1987@hotmail.com
Ronghua Tan
ronghua_tan@hotmail.com
1 School of Mathematics and Statistics, Hubei Minzu University, Enshi 445000, Hubei, People’s
Republic of China
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2552 D. Shangguan et al.
1 Introduction
has been used by Jiao et al. [25] to model the spread of the epidemic with infectivity
in the latent period and household quarantine on the susceptible by focusing on the
transmitting features of COVID-19, where > 0 represents the recruitment rate;
β > 0 is the infective rate from S to E; η1 (0 < η1 < 1) stands for the household
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Periodicity and stationary distribution of two novel… 2553
quarantine rate of the susceptible; η2 (0 < η2 < 1) is the rate at which the exposed
individuals become infectious in the latent period; δ > 0 stands for the transition rate
of becoming infectious after a latent period (δ > η2 (θ + α + μ)); μ > 0 is the natural
death rate; the hospitalized rate of I is given by α > 0; θ > 0 can be regarded as
the rate that I become R; η3 > 0 is the recovery rate of I . The schematic diagram of
model (1.1) is shown in Fig. 1 below.
Consider the absence of R(t) in other equations, Jiao et al. [25] only focused on
the following three-dimensional model
⎧
⎨ Ṡ(t) = − β(1 − η1 )S(t)[I (t) + η2 E(t)] − μS(t),
Ė(t) = β(1 − η1 )S(t)[I (t) + η2 E(t)] − (δ + μ)E(t), (1.2)
⎩˙
I (t) = δ E(t) − (θ + α + μ)I (t),
where Bi (t) represent independent standard Brownian motions with Bi (0) = 0, and
σi2 > 0 represent the intensities of noises, i = 1, 2, 3. They investigated the above
model’s stochastic dynamics such as extinction, persistence in the mean and ergodic
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2554 D. Shangguan et al.
stationary distribution (ESD), and compared with model (1.2) and revealed the effect
of white noises on the spread of the disease.
Note that periodicity is also an important factor and a quantity of human infectious
diseases similarly fluctuate over time and often seasonally spread. The birth rate,
death rate, recovery rate and other parameters appear more or less periodicity rather
than keeping constant, and hence it is reasonable to further take periodic variation into
account in the process of investigating the stochastic epidemic model. The existence of
periodic solutions is important for understanding and controlling the transmissibility
of the diseases, and is extensively researched as a key point in many literatures [38–
44]. For instance, Lin et al. [39] researched a stochastic non-autonomous periodic
SIR model and established the threshold of the disease to occur and also verified the
existence of periodic solutions. The existence of periodic solutions for a stochastic
periodic SIS model with general nonlinear incidence proposed by Ramziya et al. [41]
was discussed. Inspired by the arguments above, we focus on the stochastic model
(1.3) and further investigate a corresponding model with periodic variable coefficients,
which yields
⎧
⎨ d S(t) = [(t) − β(t)(1 − η1 )S(t)(I (t) + η2 E(t)) − μ(t)S(t)]dt + σ1 (t)S(t)d B1 (t),
d E(t) = [β(t)(1 − η1 )S(t)(I (t) + η2 E(t)) − (δ(t) + μ(t))E(t)]dt + σ2 (t)E(t)d B2 (t),
⎩
d I (t) = [δ(t)E(t) − (θ(t) + α(t) + μ(t))I (t)]dt + σ3 (t)I (t)d B3 (t),
(1.4)
where the parameters (t), β(t), μ(t), δ(t), θ (t), α(t) and σi (t)(i = 1, 2, 3) involved
with the above model (1.4) are positive continuous T -periodic functions.
Recalling the stochastic model (1.3), we find that white noises are incorporated
into the deterministic model (1.2). Next, based on model (1.3), we take a further
step to investigate the influence of telephone noises which can be described as a
switching between (finite) regimes of environment. The switching is without memory
with exponential distribution waiting times and the waiting time for the next switch
has an exponential distribution [45], which can be modeled by a finite-state Markov
chain. The analysis of stochastic epidemic models with Markov switching has received
considerable attention, see [35,42,44,46,47] and the references therein. Motivated by
this good idea, we suppose that there exist N regimes and a corresponding version is
governed by
⎧
⎨ d S(t) = [(k) − β(k)(1 − η1 )S(t)(I (t) + η2 E(t)) − μ(k)S(t)]dt + σ1 (k)S(t)d B1 (t),
d E(t) = [β(k)(1 − η1 )S(t)(I (t) + η2 E(t)) − (δ(k)) + μ(k))E(t)]dt + σ2 (k)E(t)d B2 (t),
⎩
d I (t) = [δ(k)E(t) − (θ(k)) + α(k)) + μ(k))I (t)]dt + σ3 (k)I (t)d B3 (t).
(1.5)
The switching between these N regimes is given by a Markov chain on the state space
S = {1, 2, . . . , N }. This model evolves to a stochastic model with regime switching as
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Periodicity and stationary distribution of two novel… 2555
follows
⎧
⎪
⎪ d S(t) = {(ξ(t)) − β(ξ(t))(1 − η1 )S(t)[I (t) + η2 E(t)] − μ(ξ(t))S(t)}dt
⎪
⎪
⎪
⎪ + σ1 (ξ(t))S(t)d B1 (t),
⎨
d E(t) = {β(ξ(t))(1 − η1 )S(t)[I (t) + η2 E(t)] − [δ(ξ(t)) + μ(ξ(t))]E(t)}dt
⎪
⎪ + σ2 (ξ(t))E(t)d B2 (t),
⎪
⎪
⎪
⎪ d I (t) = {δ(ξ(t))E(t) − [θ (ξ(t)) + α(ξ(t)) + μ(ξ(t))]I (t)}dt
⎩
+ σ3 (ξ(t))I (t)d B3 (t),
(1.6)
where ξ(t) is a right-continuous time Markov chain with values in finite state space
S. We assume that the Brownian motions Bi (·) are dependent of the Markov chain
ξ(·). For each k ∈ S, the parameters (k), β(k), δ(k), θ (k), α(k), μ(k) and σi (k)(i =
1, 2, 3) are positive constants. Model (1.5) is called a subsystem of model (1.6) and
model (1.6) can be regarded as model (1.5) switching from one to another by the law
of the Markov chain for all k ∈ S.
For the convenience of subsequent sections, we list the following preliminaries. In
details, assign R+ = [0, ∞), R3+ = {(x1 , x2 , x3 ) ∈ R3 : xi > 0, i = 1, 2, 3} and
let a complete probability space ( , F, {Ft }t≥0 , P) with a filtration {Ft }t≥0 satisfy
the usual conditions.
t For an integral function ℵ(t) defined for t ∈ R+ , we denote
ℵt = 1t 0 ℵ(s)ds, ℵl = inf t∈R+ ℵ(t) and ℵu = supt∈R+ ℵ(t). For each vector
£ = (£(1), ..., £(N )), we define that £̂ = mink∈S {£(k)} and £̌ = maxk∈S {£(k)}.
The generator for ξ(t) is defined as = (γi j ) N ×N , where γi j = − Nj=1 γi j , and
γi j ≥ 0 (i = j) is the transition rate from i to j, that is
γi j + o( ), if i = j,
P(ξ(t + ) = j|ξ(t) = i) =
1 + γi j + o( ), if i = j,
where > 0. Assume that ξ(t) is irreducible, which implies that it has a unique
Nπ = {π1 , π2 , . . . , π N } which can be governed by the equation
stationary distribution
π = 0 subject to h=1 πh = 1 and πh > 0 for any h ∈ S.
As a continuation of our previous work [37], the object of the present paper is
to examine the effect of environmental variability on the dynamics of disease trans-
mission of models (1.4) and (1.6). The rest sections of this work are summarized as
follows. We discuss the existence of a positive periodic solution of model (1.4) in
Sect. 2. Section 3 establishes sharp sufficient criteria for the ESD of model (1.6). In
Sect. 4, several specific numerical examples are presented to substantiate our analytic
results. Lastly, a series of concluding remarks are contained in Sect. 5.
The part of this paper, we proceed to discuss the existence of positive periodic solutions
of model (1.4). In what follows, let us first prepare the following definition and two
lemmas.
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2556 D. Shangguan et al.
Definition 2.1 [49] A stochastic process ζ (t) = ζ (t, ω)(−∞ < t < +∞) is T -period
if for every finite sequence of numbers t1 , t2 , · · · , tn the joint distribution of random
variables ζ (t1 + h), ζ (t2 + h), · · · , ζ (tn + h) is independent of h, where h = kT ,
k = ±1, ±2, · · · .
Lemma 2.1 [49] Suppose that the coefficients involved with (2.1) are T -periodic and
system (2.1) owns a unique global solution. Also, there is a function W (t, x) ∈ C 2 in
R which is T -periodic in t and satisfies
(A1 ) inf |x|>R W (t, x) → +∞ as R → +∞,
(A2 ) L W (t, x) ≤ −1 outside some compact set.
Then system (2.1) has a T -periodic solution.
Lemma 2.2 For any initial value (S(0), E(0), I (0)) ∈ R3+ , there is a unique globally
positive solution (S(t), E(t), I (t)) ∈ R3+ of model (1.4) for t ≥ 0 almost surely.
S
V (S, E, I ) = S − q1 − q1 ln + (E − 1 − ln E) + q2 (I − 1 − ln I ),
q1
where
δl + μl q1 β u (1 − η1 )
q1 = δu
, q2 = . (2.2)
β u (1 − η1 )[η2 + ] μl + αl + θ l
μl +αl +θ l
where
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Periodicity and stationary distribution of two novel… 2557
Then
1 1 1
L V ≤ u + (q1 + 1)μu + δ u + q2 (α u + μu + θ u ) + q1 (σ12 )u + (σ22 )u + q2 (σ32 )u = K,
2 2 2
where K > 0 is a constant. Since the rest part can be proved in the same way as in the
proof of Theorem 2.1 in [48], the details are omitted.
Assign
β(1 − η1 )δT
R= .
μ + 2 σ1 T δ
1 2
+ μ + 21 σ22 T θ + α + μ + 21 σ32 T
Let us now begin to state our principal conclusion on the existence of a positive periodic
solution of model (1.4).
Proof Let us consider a C 2 -function W : [0, +∞) × R3+ → R+ with the form
where
where R0 (t) will be provided later. Let p > 0 and M1 > 0 is a sufficiently large
constant satisfying
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2558 D. Shangguan et al.
where Uκ = (1/κ, κ)×(1/κ, κ)×(1/κ, κ) and the number κ > 1 is sufficiently large,
which implies that the assumption (A1 ) in Lemma 2.1 verified.
Now, we continue to confirm that the assumption (A2 ) in Lemma 2.1. Assign
where W1 = − ln S − a1 ln E − a2 ln I − v I , W2 = p+1 (S
1
+ E + I ) p+1 , W3 =
− ln S − ln E.
Making use of Itô’s formula to W1 yields
L W1 = − (t)
S + β(t)(1 − η1 )(I + η2 E) + μ(t) + 2 σ1 (t) − a1 β(t)(1 − η1 ) E
1 2 SI
+ a2 (θ (t) + α(t) + μ(t) + 21 σ32 (t)) − vδ(t)E + v(θ (t) + α(t) + μ(t))I
√
≤ − 3 3 a1 a2 (t)β(t)(1 − η1 )δ(t) + a1 (μ(t) + δ(t) + 21 σ22 (t))
+ a2 (θ (t) + α(t) + μ(t) + 21 σ32 (t)) + μ(t) + 21 σ12 (t) + β u (1 − η1 )I
+ v(θ u + α u + μu )I
= R0 (t) + [β u (1 − η1 ) + v(θ u + α u + μu )]I ,
(2.4)
where
√
R0 (t) = −3 3 a1 a2 (t)β(t)(1 − η1 )δ(t) + a1 (μ(t) + δ(t) + 21 σ22 (t))
+a2 (θ (t) + α(t) + μ(t) + 21 σ32 (t)) + 21 σ12 (t) + μ(t).
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Periodicity and stationary distribution of two novel… 2559
where
1 p
J= sup − μl − ((σ12 )u ∨ (σ22 )u ∨ (σ32 )u ) (S + E + I ) p+1 + u (S + E + I ) p .
(S,E,I )∈R3+ 2 2
L W3 = − (t)
S + β(t)(1 − η1 )I + β(t)(1 − η1 )η2 E − β(t)(1 − η1 ) E
SI
+δ + 21 (σ12 )u + 21 (σ22 )u .
u
+J + 2μu + δ u (2.8)
= −ϑM1 − 21 μl − 2p ((σ12 )u ∨ (σ22 )u ∨ (σ32 )u ) (S p+1 + E p+1 + I p+1 )
+H I + β u (1 − η1 )η2 E − β l (1 − η1 ) SEI − S + 21 (σ12 )u + 21 (σ22 )u
l
+J + 2μ + δ ,
u u
where H = M1 [β u (1 − η1 ) + v(θ u + α u + μu )] + β u (1 − η1 ).
Define a bounded closed set with the form
1 1 1
U = ε ≤ S ≤ , ε ≤ E ≤ 3, ε ≤ I ≤
3
,
ε ε ε
l
−
+ f 1 ≤ −1, (2.9)
ε
1
−β l (1 − η1 ) + f 1 ≤ −1, (2.10)
ε
−ϑM1 + H ε + f 2 ≤ −1, (2.11)
1 p 1
− μl − ((σ12 )u ∨ (σ22 )u ∨ (σ32 )u ) p+1 + f 3 ≤ −1, (2.12)
4 2 ε
1 l p 1
− μ − ((σ1 ) ∨ (σ2 ) ∨ (σ3 ) ) 3( p+1) + f 4 ≤ −1,
2 u 2 u 2 u
(2.13)
4 2 ε
1 l p 1
− μ − ((σ1 ) ∨ (σ2 ) ∨ (σ3 ) ) p+1 + f 5 ≤ −1,
2 u 2 u 2 u
(2.14)
4 2 ε
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2560 D. Shangguan et al.
following forms
U1 = {(S, E, I ) ∈ R3+ |0 < S < ε}, U2 = {(S, E, I ) ∈ R3+ |S > ε, I > ε, 0 < E < ε3 },
U3 = {(S, E, I ) ∈ R3+ |0 < I < ε}, U4 = {(S, E, I ) ∈ R3+ |S > 1ε },
U5 = {(S, E, I ) ∈ R3+ |I > 1ε }, U6 = {(S, E, I ) ∈ R3+ |E > ε13 }.
where
f 1 = sup(S,E,I )∈R3 − 21 μl − 2p ((σ12 )u ∨ (σ22 )u ∨ (σ32 )u ) (S p+1 + E p+1 + I p+1 )
+
+H I + β u (1 − η1 )η2 E + J + 2μu + δ u + 21 (σ12 )u + 21 (σ22 )u .
(2.15)
SI 1 l p
L W ≤ −β l (1 − η1 ) − μ − ((σ12 )u ∨ (σ22 )u ∨ (σ32 )u ) (S p+1 + E p+1 + I p+1 )
E 2 2
+H I + β u (1 − η1 )η2 E + J + 2μu + δ u + 21 (σ12 )u + 21 (σ22 )u
≤ −β l (1 − η1 ) SEI + f 1 ≤ −β l (1 − η1 ) 1ε + f 1 ≤ −1.
1 l p
L W ≤ −ϑ M1 + H I − μ − ((σ12 )u ∨ (σ22 )u ∨ (σ32 )u ) (S p+1 + E p+1 + I p+1 )
2 2
+β u (1 − η1 )η2 E + J + 2μu + δ u + 21 (σ12 )u + 21 (σ22 )u
≤ −ϑ M1 + H I + f 2 ≤ −ϑ M1 + H ε + f 2 ≤ −1,
where
f 2 = sup(S,E,I )∈R3 − 21 μl − 2p ((σ12 )u ∨ (σ22 )u ∨ (σ32 )u ) (S p+1 + E p+1 + I p+1 )
+ (2.16)
+β u (1 − η1 )η2 E + J + 2μu + δ u + 21 (σ12 )u + 21 (σ22 )u .
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Periodicity and stationary distribution of two novel… 2561
where
f 3 = sup(S,E,I )∈R3 − 41 μl − 2p (σ12 )u ∨ (σ22 )u ∨ (σ32 )u ) S p+1 + β u (1 − η1 )η2 E
+
− 21 μl − 2p ((σ12 )u ∨ (σ22 )u ∨(σ32 )u ) (E p+1 + I p+1 ) + 2μu + H I
+J + δ u + 21 (σ12 )u + 21 (σ22 )u .
(2.17)
Case 5 If (S, E, I ) ∈ U5 , then one can know from (2.8) and (2.13) that
1 l p 1 l p
LW ≤ − μ − ((σ12 )u ∨ (σ22 )u ∨ (σ32 )u ) I p+1 − μ − ((σ12 )u ∨ (σ22 )u ∨ (σ32 )u ) I p+1
4 2 4 2
− 21 μl − 2p ((σ12 )u ∨ (σ22 )u ∨ (σ32 )u ) (S p+1 + E p+1 ) + β u (1 − η1 )η2 E + H I + J
+2μu + δ u + 21 (σ12 )u + 21 (σ22 )u
≤ − 41 μl − 2p ((σ12 )u ∨ (σ22 )u ∨ (σ32 )u ) I p+1 + f 4
≤ − 41 μl − 2p ((σ12 )u ∨ (σ22 )u ∨ (σ32 )u ) ε3( p+1)
1
+ f 4 ≤ −1,
where
1 l p
f4 = sup − μ − ((σ12 )u ∨ (σ22 )u ∨ (σ32 )u ) I p+1 + β u (1 − η1 )η2 E
(S,E,I )∈R3+ 4 2
(2.18)
− 21 μl − 2p ((σ12 )u ∨ (σ22 )u ∨ (σ32 )u ) (S p+1 + E p+1 ) + 2μu + δ u + H I
+J + 21 (σ12 )u + 21 (σ22 )u .
1 l p 1 l p
LW ≤ − μ − ((σ12 )u ∨ (σ22 )u ∨ (σ32 )u ) E p+1 − μ − ((σ12 )u ∨ (σ22 )u ∨ (σ32 )u ) E p+1
4 2 4 2
− 21 μl − 2p ((σ12 )u ∨ (σ22 )u ∨ (σ32 )u ) (S p+1 + I p+1 ) + β u (1 − η1 )η2 E + H I + J
+2μ + δ + 2 (σ1 ) + 2 (σ2 )
u u 1 2 u 1 2 u
where
f 5 = sup(S,E,I )∈R3 − 41 μl − 2p ((σ12 )u ∨ (σ22 )u ∨ (σ32 )u ) E p+1 + β u (1 − η1 )η2 E
+
− 21 μl − 2p ((σ12 )u ∨ (σ22 )u ∨ (σ32 )u ) (S p+1 + I p+1 ) + 2μu + δ u + H I (2.19)
+J + 21 (σ12 )u + 21 (σ22 )u .
The above discussions of six cases show that L W ≤ −1, (S, E, I ) ∈ R3+ \ U , which
means that the assumption (A2 ) in Lemma 2.1 also holds. Thus model (1.4) owns a
positive T -periodic solution.
Our purpose in this section is to analyze the ESD of model (1.6). We first give some
lemmas which are important for subsequent discussions.
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2562 D. Shangguan et al.
∂W(x, k) 1
n
∂ 2 W(x, k)
N
LW(x, k) = bi (x, t) + di j (x, k) + γkl W(x, l).
∂ xi 2 ∂ xi ∂ x j
i, j=1 l=1
Lemma 3.1 [49] Assume that the following three assumptions hold
(B1 ) for i = j, γi j > 0, i, j ∈ S,
(B2 ) for each k ∈ S,
then system (2.1) is ergodic and positive recurrent. Namely, there exists a unique
stationary distribution π(·, ·) such that for any Broel measurable function h(·, ·) :
Rn × S → R satisfying
N
|h(x, k)|π(d x, k) < ∞,
k=1 R
n
one has
N
1 t
P lim h(X (s), ξ(s))ds = |h(x, k)|π(d x, k) = 1.
t→∞ t
k=1 R
0 n
Lemma 3.2 For any initial value (S(0), E(0), I (0), ξ(0)) ∈ R3+ × S, model (1.6) has
a unique globally positive solution (S(t), E(t), I (t), ξ(t)) on t ≥ 0 almost sure.
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Periodicity and stationary distribution of two novel… 2563
Proof Since the procedure to prove this lemma is very similar to that of Lemma 2.2,
we only give the formulas which are different from those in Lemma 2.2. Assign
S
U (S, E, I ) = (S − b1 − b1 ln ) + (E − 1 − ln E) + b2 (I − 1 − ln I ),
b1
Denote
N
k=1 πk (β(k)(1 − η1 )δ)
Rs0 = N N N .
k=1 πk (μ(k) + 21 σ12 (k)) k=1 πk (δ(k) + μ(k) + 21 σ22 (k)) k=1 πk (θ(k) + α(k) + μ(k) + 21 σ32 (k))
Theorem 3.1 For any initial value (S(0), E(0), I (0), ξ(0)) ∈ R3+ × S, the solution
(S(t), E(t), I (t), ξ(t)) of model (1.6) owns a unique ESD if Rs0 > 1.
Proof First, the condition γi j > 0 (i = j) is given by Sect. 1, which is the required
assertion of the assumption (B1 ) in Lemma 3.1.
Next, let us verify the assumption (B2 ) in Lemma 3.1. One can derive the following
diffusion matrix of model (1.6)
⎛ ⎞
σ12 (k)S 2 0 0
A = (ai j (S, E, I , k)) = ⎝ 0 σ22 (k)E 2 0 ⎠.
0 0 σ32 (k)I 2
We have
3
ai j (S, E, I , k)ζi ζ j = σ12 (k)S 2 ζ12 + σ22 (k)E 2 ζ22 + σ32 (k)I 2 ζ33 ≥ M||ζ ||2
i, j=1
D = [, 1/] × [, 1/] × [, 1/] and the constant > 0 is sufficiently small. Thus,
we can obtain that the assumption (B2 ) in Lemma 3.1 is valid.
At last, we need to prove that the assumption (B3 ) holds. In the same way as in the
above proof of the assumption (A2 ) in Theorem 2.1, hence we only give the formulas
which are different from those in Sect. 2.
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2564 D. Shangguan et al.
β̌(1 − η1 )η2
W̃ (S, E, I , k) = M2 (− ln S − c1 ln E − c2 ln I − I + λ(k))
δ̂
+ +1
1
(S + E + I )+1 − ln S − ln E,
where
N√
√ k=1 πk
3
β(k)(1 − η1 )δ(k)(k)
3
c1 = 2 N ,
N
k=1 πk
3
μ(k) + δ(k) + σ
1 2
2 2 (k) k=1 πk
3
θ (k) + α(k) + μ(k) + σ
1 2
2 3 (k)
N √
√ k=1 πk β(k)(1 − η1 )δ(k)(k)
3
3
c2 = N 2 ,
N
π
k=1 k
3
μ(k) + δ(k) + σ
1 2
2 2 (k) π
k=1 k
3
θ (k) + α(k) + μ(k) + σ
1 2
2 3 (k)
N
where ϑ̃ = k=1 πk (μ(k) + 2 σ1 (k))(R̃0
1 2
− 1) and
1 p
C̃2 = sup − [μ̌ − (σ̂12 ∨ σ̂22 ∨ σ̂32 )](S p+1 + E p+1 + I p+1 )
(S,E,I )∈R+
3 2 2
1 1
+β̂(1 − η1 )η2 E + J + 2μ̂ + δ̂ + σ̂12 + σ̂22 .
2 2
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Periodicity and stationary distribution of two novel… 2565
LW1 = − (k)
S + β(k)(1 − η1 )I + β(k)(1 − η1 )η2 E + μ + 2 σ1 (k)
1 2
−c2 δ(k) EI + c2 (θ (k) + α(k) + μ(k) + 21 σ32 (k)) − 1 β̌(1 − η1 )η2 δ(k)E
δ̂
+ 1 β̌(1 − η1 )η2 (θ (k) + μ(k) + α(k))I
δ̂ √
≤ −3 3 c1 c2 (k)β(k)(1 − η1 )δ(k) + c1 (μ(k) + δ(k) + 21 σ22 (k))
+c2 (θ (k) + α(k) + μ(k) + 21 σ32 (k)) + μ(k) + 21 σ12 (k)
+β̌(1 − η1 )[1 + 1 η2 (θ̌ + α̌ + μ̌)]I
δ̂
= R̄0 (k) + β̌(1 − η1 )[1 + 1 η2 (θ̌ + α̌ + μ̌)]I ,
δ̂
where
√
R̄0 (k) = −3 3 c1 c2 (k)β(k)(1 − η1 )δ(k) + c1 (μ(k) + δ(k) + 21 σ22 (k))
+c2 (θ (k) + α(k) + μ(k) + 21 σ32 (k)) + μ(k) + 21 σ12 (k).
Now, we define R̄0 = ( R̄0 (1), R̄0 (2), . . . , R̄0 (N )) , and since the generator matrix
, so there exists a solution λ = (λ(1), λ(2), . . . , λ(N )) for the following Poisson
system
N
λ= πh R̄0 (h) − R̄0 .
h=1
N
γkl λ(l) + R̄0 (k) = πk R̄0 (k),
l∈S k=1
L(W1 + λ(k)) ≤ R̄0 (k) + β̌(1 − η1 )[1 + 1 η2 (θ̌ + α̌ + μ̌)]I + l∈S γkl λ(l)
N δ̂
= k=1 πk R̄0 (k) + β̌(1 − η1 )[1 + 1 η2 (θ̌ + α̌ + μ̌)]I
δ̂
N σ 2 (k)
= − k=1 πk (μ(k) + 12 )(Rs0 − 1)
+β̌(1 − η1 )[1 + 1 η2 (θ̌ + α̌ + μ̌)]I .
δ̂
The remaining proof is similar to (2.6)-(2.19), and hence is omitted. So model (1.6)
admits a unique ESD.
123
2566 D. Shangguan et al.
4 Numerical simulations
Example 1 In model (1.4), we fix the parameters (t) = 1 + 0.1 sin π t, μ(t) =
0.2+0.1 sin π t, η1 = 0.2, η2 = 0.2, β(t) = 0.5+0.1 sin π t, θ (t) = 0.15+0.1 sin π t,
δ(t) = 0.5 + 0.1 sin π t, α(t) = 0.25 + 0.1 sin π t, σ1 (t) = σ2 (t) = σ3 (t) = 0.01 +
0.05 sin π t. A calculation shows that R ≈ 2.462713 > 1. So it follows from Theorem
2.1 that model (1.4) has a T -periodic solution, we can clearly see Fig. 2. Moreover
Fig. 2a, b show that S(t), E(t), I (t) fluctuate periodically.
3.5
a 3.5
b
S(t) S(t)
E(t) E(t)
3 3
I(t) I(t)
2.5 2.5
2 2
1.5 1.5
1 1
0.5 0.5
0 0
0 10 20 30 40 50 60 70 80 90 100 0 10 20 30 40 50 60 70 80 90 100
t t
1.4
c d
stochastic model stochastic model
deterministic model deterministic model
1.2
1.5
1
0.8
I(t)
I(t)
0.5
0.6
0.4 0
1.5
0.2 4
1
3
0.5 2
0 1
0 0.5 1 1.5 2 2.5 3 3.5 E(t) 0 0 S(t)
S(t)
Fig. 2 a Periodic solution of the stochastic model (1.4) with σ1 (t) = σ2 (t) = σ3 (t) ≡ 0. b Periodic solution
of the stochastic model (1.4). c The phase portraits of S(t) and I (t) of model (1.4) and its corresponding
deterministic model. d The phase portraits of a and b
123
Periodicity and stationary distribution of two novel… 2567
a b
4
S(t)
3.5 E(t)
I(t)
2.5
1.5
0.5
0
0 10 20 30 40 50 60 70 80 90 100
t
5000
c 3500
d 3500
e
Frequncy histogram Frequncy histogram Frequncy histogram
4500 The PDF of S(t) The PDF of E(t) The PDF of I(t)
3000 3000
4000
relative frequency density
3000
2000 2000
2500
1500 1500
2000
1000
500 500
500
0 0 0
0 0.5 1 1.5 2 2.5 3 3.5 4 0 0.2 0.4 0.6 0.8 1 1.2 1.4 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45
S(t) at time 100 E(t) at time 100 I(t) at time 100
Fig. 3 a Markov chain. b A stationary distribution of the stochastic model (1.6). c–e The probability density
functions (PDF) of S(t), E(t), and I (t) in model (1.6), respectively.
Example 2 In model (1.6), we assume that the Markov chain ξ(t) switches among
these states S = {1, 2} with the generator
−6 6
= ,
4 −4
5 Discussions
As a continuation of our previous work [37], based on the stochastic model (1.3) with
infectivity in the latent period and household quarantine, we continue to consider two
types of stochastic models, in which the periodic variation and telephone noise are
respectively considered (see models (1.4) and (1.6)). Two sets of sufficient criteria
are respectively established for the T -periodic solution and the existence of a unique
ESD, see Theorems 2.1 and 3.1. From the above theoretical results, the conclusions
are summarised below.
123
2568 D. Shangguan et al.
• We can conclude that, by Theorem 2.1, model (1.4) has a positive T -periodic
solution if R > 1. Recalling the expression of R, we find that low noise intensities
σi2 (i = 1, 2, 3) and inadequate cooperation from the household quarantine rate η1
can prevent the disease from dying out, in other words, the disease will fluctuate
periodically.
• We have shown that, under Theorem 3.1, model (1.6) owns a unique ESD if
Rs0 > 1. This implies that decreasing the noise intensities σi2 (i = 1, 2, 3) and
the household quarantine rate η1 can lead to a prevalence level of the disease. It
is evident that household quarantine, if it is strictly implemented by the govern-
ment, plays a crucial role in controlling the disease spread, which is consistent
with that of Refs. [25,37]. It’s necessary to point out that China has accomplished
an unprecedented gigantic achievement, which benefits from the whole govern-
ment’s swift and decisive response in a short time, including the detection of cases
to immediate isolation, strict contact tracing, medical observation of all contacts,
as well as household quarantine. Particular emphasis is that both household quar-
antine and the latent individuals tracing have significant influences on the control
of the epidemic.
Finally, we should point out that our present work is only considered the stochastic
dynamics of the three-dimensional models (1.4) and (1.6) with variables S, E and I .
In fact, it will deserve to respectively incorporate the periodic variation and telephone
noise into the variable R in four-dimensional model. Also, some interesting topics
deserve further investigation. We can explore the effects of delay [36] or impulse [30]
on periodic model (1.4), and may study model (1.6) driven by Lévy jumps [29]. We
leave these issues for future consideration.
Acknowledgements We would like to thank the referees and editor for their careful reading of the original
manuscript and their valuable comments and suggestions that greatly improved the presentation of this
work. The work is supported by the NNSFs of China (Nos. 11871201, 12001178).
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