Open Access Journal Volume: 1.

Advances in Computer Sciences

ISSN 2517-5718

The Stochastic Model

Sacrifice Nana-Kyere1* 1
Department of Mathematics, Valley View University, Kumasi campus, Ghana
Francis Agyei Boateng1 2
Department of Mathematics, Sunyani Technical University, Sunyani, Ghana
Glory Kofi Hoggar2 3
Department of Mathematics, Osei Kyeretwie Senior High School, Kumasi Ghana
Paddy Jonathan3

Introduction Article Information

Recent research has revealed a surge in the application of Stochastic Differential
Equations (SDEs) in the modeling of infectious diseases. Factors emanating from this surge DOI: 10.31021/acs.20171105
has been the ability of stochastic differential equations to lay one of the most imperative
fundamental differences in the asymptotic dynamics of the deterministic and stochastic Article Type: Review Article
epidemic models [1]. These fundamental differences include the convergence of the sample Journal Type: Open Access
path of stochastic models to the disease-free state and that of the deterministic model to
the endemic equilibrium. Stochastic phenomenon occurs naturally in our environment, and Volume: 1 Issue: 1
when small number of reacting molecules is involved in the modeling system, deterministic Manuscript ID: ACS-1-105
models become inappropriate [2]. Stochastic models have properties which include the
Publisher: Boffin Access Limited
probability of an outbreak, the quasistationary probability distribution, the final size
distribution of an epidemic and the expected duration of an epidemic that makes it unique
from others [3]. Stochastic Processes can have moments and covariance function associated Received Date: 02 November 2017
with them, which are functions of time, as do random variables [4].
Accepted Date: 20 December 2017
Stochastic epidemic models have been studied extensively, and the outcomes have
been astonishing as they have provided an alternative means of investigating epidemic Published Date: 26 February 2018
outbreaks in a small populations coupled with better elucidating of the transmission
dynamics of epidemic outbreaks in the early stages of an epidemic outbreak, insinuating the
robustness of the deterministic model with respect to stochastic perturbations [5]. Kiouach *Corresponding author:
and Omari [6], considered an epidemic model of type SIRS and the stability of the interior
Sacrifice Nana-Kyere
equilibrium point was discussed. The model was modified to stochastic version and the
stability properties of the stochastic model were investigated. Maroufy et al [7], studied a Department of Mathematics
classical model of a SIRS epidemic in an open population. They deduced an explicit formula Valley View University
by which the lower bound of the density of the infective can be computed. The Model was Kumasi campus
then extended to stochastic version and Lyapunov functional was employed to investigate Ghana
the global stability of both the deterministic and the stochastic model. Lahrouz et al [8], E-mail: nanaof82@gmail.com
presented an epidemic SIRS model with saturated incidence rate and disease-inflicted
mortality. The model was modified into stochastic version and the global stability of the
models were studied using the tool of Lyapunov function. Further, the global existence and Citation: Kyere SN, Boateng FA, Hoggar GF,
positivity of the solution was verified as well as the global stability in probability proved Jonathan P. The Stochastic Model. Adv Comput Sci.
under suitable condition by the perturbation of white niose. Murkherjee [9], considered
2018 Jan; 1(1): 105
deterministic and stochastic models for prey-predator system where the prey population
is infected by micro parasite. The stochastic stability properties of the models were
investigated which suggested the robustness of the deterministic model to stochastic Copyright: © 2018 Kyere SN, et al. This is
fluctuations. Clancy [10], formulated a stochastic SIS epidemic model for transmission of
an open-access article distributed under the
infectious disease through a population, considering direct host-host transmission and
terms of the Creative Commons Attribution 4.0
indirect transmission through free-living infectious stages. Guoting and Tiecheng [11],
investigated a stochastic version of the SIR model. The stability in probability of the steady international License, which permits unrestricted
state of the system was proved under favorable conditions with white noise perturbations. use, distribution and reproduction in any
Mukherjee et al [12], studied the behaviour of a plant herbivore for both discrete and medium, provided the original author and source
continuous model with stochastic perturbation. The existence and stability of two fixed are credited.
points were investigated which suggested local asymptotic stability in probability for the
stochastic model for certain strengths of white noise. Bifurcation diagrams and time series
plots were obtained for the model.
Entrenched in these works are devotees of outstanding achievements and contributions
towards scientific community on the mathematical modeling of infectious diseases. In this
section, the dynamics of deterministic model of malaria disease and its stochastic variant
are presented. The stochastic version of the model is derived by introducing random
perturbation to the equations of system (1). Numerical examples are provided to illustrate
the explicit differences between the deterministic model and the stochastic system.
The Stochastic Epidemic Model Formulation
The stochastic model of the deterministic system (1) is obtained by introducing
stochastic perturbations in the main parameters of the deterministic system. Thus we
permit stochastic perturbations of the variables S H , EH , I H , RH , SV , EV , IV around

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their values at positive equilibrium E∗ [13-15]. Further, we assume by carrying out numerical simulation for hypothetical set of parameter
that the white noise of the stochastic perturbations of the variable values. To demonstrate the differences, we simulate the stochastic
around values of E∗ are proportional to the distances S , E , I , R , S , E , I H H H H V V V and the deterministic systems by using the set of parameter values in
from S H* , EH* , I H* , RH* , SV* , EV* , IV* . Hence, the stochastic version of model (1) is Table 1. To confirm the deterministic plots, we choose arbitrary white
given by noises Q1, Q2, Q3, Q4, Q5, Q6 and Q7 of equal strength 0.5, and shows the
 I  fluctuations in the trajectories of the stochastic system. We can see
dS H =π H + ρ H RH − σ V β H V S H − µ H S H  dt + Q1 ( S H − S * H )dB1 that the trajectories of the stochastic plots displayed are the same as
 NH 
the trajectories of the deterministic model during a finite time frame.
 I  This suggest that even though fluctuation occurs, they result in the
dEH σ V β H V S H − (ν H + µ H ) EH  dt + Q2 ( EH − E * H )dB2
= same behavior as the deterministic one. The deterministic approach
 NH  has limitations that the stochastic handles in a more realistic way.
dI=
H [ν H EH − (γ H + µ H + δ H ) I H ] dt + Q3 ( I H − I * H )dB3 Thus, the deterministic model gives the same results any time the
simulation is run with the same parameter and initial values. This
might be mathematically correct, however, this is not the case in real
dRH = [γ H I H − ( ρ H + µ H ) RH ] dt + Q4 ( RH − R* H )dB4 (1)
epidemic situation, as there may be many parameters which we cannot
 
not model entirely realistically. Modelling them deterministically, we
 βV I H + BVH RH 
π V − σ V   SV − µV SV  dt + Q5 ( SV − S V )dB5
*
dSV = lose some of the complexity of the system. Hence, it is appropriate
  NH   to assume a stochastic perturbation. Hence, the differences in the
  β I + BVH RH   dynamics of the models are given by the Figures 1-12.
dEV σ V  V H  SV − (νν + µν ) EV  dt + Q6 ( EV − E V )dB6
*
=
  N H   Conclusion
dIV = [νν Eν − µν IV ] dt + Q7 ( IV − I V )dB7 * In this section, the dynamics of the deterministic malaria model
with standard incidence rate and its stochastic version are presented.
With Qi, for = 1, 2 … … … 7 are real constants and Bi= 1, 2, 3, 4, 5, The stochastic version of the model was constructed by employing
6, 7 are independent wiener processes. stochastic fluctuations in the main parameter of the deterministic
model. Our main purpose of the study was to investigate the dynamics
Numerical Method for SDEs-Euler-Maruyama of the deterministic and stochastic systems, by giving numerical
This section focuses on stochastic modeling application and examples to illustrate the explicit difference in the models. The
numerical simulations of trajectories. The work employs the numerical simulations for the models show that the trajectories of the
fundamental works which allow the development of effective stochastic plots were the same as the trajectories of the deterministic
numerical methods for stochastic differential equations (SDEs), as model. Further, from the stochastic plots, the simulations show
well as providing the basic information necessary to understand the
nature of SDEs and how to stimulate them by using the tool of Euler- Table 1: Description of variables and parameters of the Malaria
Maruyama method [16-18]. The method has been proved to have a Model (1)
strong global convergence under the assumption that the stochastic
differential equation is locally Lipschitz and that the moment of the Estimated Reference
Parameter Description value
exact and numerical solution are bounded for some p > 2.
Consider a scaler, autonomous SDE in integral form πH Recruitment rate of human 2.5 [9]
t t
X (t ) = X 0 + ∫ f ( s, x( s ))ds + ∫ g ( s, x( s ))dw( s ), 0 ≤ t ≤ T (2) Transmission probability from
0 0
an infectious 0.9 [9]
Where f and g are scaler functions and the initial condition x0 is a βH mosquito to a susceptible
random variable. human
Transmission probability from
If x(t) is the solution to (2), then the solution x(t) is a random an infectious
variable that arises when we take the zero step size limit in the 0.8 [9]
βv human to a susceptible
numerical sense. Hence, the differential equation form of (2) can be mosquito
written as Transmission probability from a
recovered
dx(t ) f (t , x(t ))dt + g (t , x(t ))dw(t ), with X(0)=0 ≤ t ≤ T
= (3) 0.009 [9]
β vH human to a susceptible
mosquito
Now, from equation (3), if g= 0 and x0 is constant, then the
problem becomes deterministic and (3) reduces to autonomous Natural death rate of human 0.00004 [9]
µH
ordinary differential equation
dx(t )
= f (t , x(t )), with X(0)= x0 (4) δH Death rate from the disease 0.00354 [9]
dt
Applying Euler-Maruyama method to (3) over (0, T), we first Infectious human recovery rate 0.003704 [9]
γH
T
discretize the interval by letting ∆t = Progression rate from EH to IV 0.08333 [9]
L
for some positive integer L and Tj= j∆t . Hence, our numerical VH class
approximation to X (Tj) will be denoted by Xj. Therefore, the Euler- Progression rate from EV to IV 0.1 [9]
Maruyama (EM) method becomes Vv class
X= X j −1 + f ( X j −1 )∆t + g ( X j −1 )(W (T j ) − W (T j −1 )), for j=1,2,.....L (5) 0.0146 [9]
j
ρH Rate of loss immunity in human
Equation (5) arises from the integral form
500 [9]
σv Recruitment rate of mosquitoes
X (T j −1 ) + ∫
X (T j ) =
Tj
f ( s, x( s ))ds + ∫
Tj
g ( s, x( s ))dw( s ) (6)
T j −1 T j −1
2.9 [9]
Further, equation (6) reduces to Euler’s method when g = 0 and σv Biting rate of vector
x0 is constant (see [19-21]).
0.071 4 [9]
µv Natural death rate of vector
Numerical Examples and Discussion
Here, we illustrate with figures the dynamics of the deterministic The level at which the force of (0,1) [9]
and stochastic systems, and gives an explicit difference in the models α H ,αv infection saturates

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Figure 1: The plot represents population of Susceptible Human Figure 4: Stochastic plot of Exposed Human

Figure 2: Stochastic plot of susceptible Human Figure 5: The plot represents population of Infected Human

Figure 3: The plot represents population of Exposed Human Figure 6: Stochastic plot of Infected Human

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Figure 7: The plot represents population of Susceptible Mosquito

Figure 11: The plot represents population of Infected Mosquito

Figure 8: Stochastic plot of Susceptible Mosquito

Figure 12: Stochastic plot of Infected Mosquito

an initial random fluctuation of the stochastic trajectories, until

they eventually approach asymptotic level. The numerical example
shows that the stochastic system is globally asymptotically stable in
probability when the densities of white noise are less than certain
threshold parameters. However, if these densities of white noise are
zero, it means there are no stochastic environmental factors on the
population and hence no stochastic perturbation.
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