The dynamics of an infectious disease outbreak

A project from the course Nonlinear dynamical systems FMS145 Lunds University, Faculty of engineering Supervisor: Mario Natiello
Simon Fors F07 February 20, 2013

Abstract
In this report the dynamics of an infectious disease outbreak is analyzed using a fairly crude model. The model considers only healthy individuals (susceptibles) and sick individuals. The possible outcomes for the sick individuals is; 1. getting cured and removed to the susceptibles, or 2. death or immunity and removed out of the system. The system is rst analyzed theoretically in aspects of stability and bifurcations, followed by the numerical analysis consisting of simulations.

1 Introduction
Consider a disease outbreak in humans or any other slowly (read linearly) breeding organism. The simplest model of this would be a system containing two dierent groups of individuals, the healthy (susceptibles) and the sick. Any new individuals entering the system will be susceptibles. The probability of a susceptible individual becoming sick is determined by the the law of mass action, i.e. the product of the the concentrations of the two groups. The rate at which this happens is depending on how contagious the disease is. When an individual gets sick, it could with some rate get cured and again be a susceptible, or by another rate it could die or become immune thus exiting the system, as it would no longer be a susceptible. The equations describing the change in the concentrations of susceptibles

with the characteristic equation for the eigenvalues like

2 + = 1,2 = 1 2

k k

+ k k(k 4 2 )

and the determinant and trace will be

= k k trJ = .
For the xed point to be stable the determinant has to be strictly greater than zero and the trace has to be strictly less than zero. As all of the constants are dened as positive, the x point will be stable. The xed point can either be a Stable spiral if

detJ

and sick

will be:

k < 4 k > 4

x = k xy + y y = xy ( + )y (0 < 1) is the infection rate per ( > 0) is the rate which individuals recover, ( > 0) is the mortality or death rate
Here individual, but also accounts for the rate of which individuals get immune to the disease and therefore no longer are susceptibles and

or a Stable node if

But if we are in the case of a stable spiral, increasing will increase the oscillations in the system and by that increase the time it takes for the system to stabilize. Note also that in case of stable spiral, the eigenvalues of the Jacobian are complex.

k (k > 0)

is the rate of which

new susceptibles enters the system, whether it is by birth or immigration.

2.2

Saddle point

Changing the stability of the x point into an un-

2 Theoretical analysis
2.1 Fixed points
To calculate the xed points of the system, we assume it to be constant in time i.e. letting

stable saddle point will require that the determinant of the system must be less than zero, i.e.:

k < 0
For this to happen, one of the parameters above has to be less than zero. above, but letting sign of detJ and Putting

x=y=

below zero

0.

After some algebraic calculations we end up with

is not an option with reference to the discussion

a single point

(, y ): x x = ( + )/ y = k/ .

be negative will change the the statement above

makes

true. However, if we were to do this we'll have to interpret what this means to the biological system we're studying. As

Furthermore, the Jacobian matrix of the system can be expressed like:

is

parameter mean that

controlling healthy

the

inux

of are

new healthy individuals, a change of sign would necessarily individuals

J=

y + x ( + ) y x

k/ k/

leaving the system,

which would lead to total

extinction of the population as

t .

2.3

Unstable spiral or node

However the organisms we consider in the model would instead be some kind of rodents, as this kind rapid breeding does not occur with humans.

To have an unstable spiral or node both detJ and trJ must be positive:

k > 0
Changing sign on

and

>0

2.5

Asymptotic stability

will in this case not fulll the

To have an asymptotic stable xed point, the Lyapunov function has to be less than zero in a small region outside the xed point. To nd the Lyapunov function of this system we rst of all have to make a coordinate transformation that puts the x point at the origin, i.e.

requirement as it would make detJ

<0

and trJ

>

0.

But changing sign on

will however do the trick. will lead to an is

Keep in mind that changing sign on

inux of individuals that are already sick. Perhaps this sounds a bit strange, but considering that fairly small (k

0.01) <0

this is not completely This

unlikely to happen in a small time interval. is a must as when will increase exponentionally as have an unstable xed point. We can analyze this case in phase space also. Unstable spiral if or a Unstable node if

the concentration of sick

u = x x = x ( + )/ v = y y = y k/
After this is done the Jacobian remains the same as in the (x, y )-coordinates. matrix new If

t ,

as we now

s1

and

s2

are the

eigenvectors of the Jacobian, we now create the

22

k < 4 k > 4

S = (s1 s2 ). Using S coordinates (w, z) like this,

as

we can obtain

w z
reduced to this:

= S 1

u v

2.4

Hopf bifurcation

In this new coordinate system the equations is

In order to have a Hopf bifurcation the rst thing we need is a pair of complex conjugated eigenvalues from the Jacobian matrix. that This will require

> k ,

which is just the case when we have

w = 1 w + O2 (wz) z = 2 z + O2 (wz)
In a small vicinity around the x point the dynamics is linear and therefore we can ignore the higher order terms. Choosing a Lyapunov function like

the stable spiral. The next thing that must happen is that the eigenvalues should cross the imaginary axis, i.e. Re{i }

= 0.

In our case this would result

in one of the parameters which will implicate that this system.

k to be equal zero detJ = trJ = 0. Thereor

H(w, z) = aw2 + bz 2 ,

where

and

are real

fore, this kind of bifurcation will never happen in But if we were to adjust the model to instead of growing linearly (k ), growing exponentially (kx) we would have a dierent Jacobian. this:

numbers, we get:

y = k/ x

1 H(w, z) f = aww + bz z = 1 aw2 + 2 bz 2 2

Choosing the constants and

and have

This Jacobian will look like

and

like

a = 1/1

b = 1/2

we arrive at

J=

k y x y ( + ) y

with the stability of the xed point depending on the parameter values as the determinant and trace has changenged signicantly. This setup could lead to the appearance of a limit cycle as we now more or less will have the classical Lotka-Volterra equations.

1 H(w, z) f = (w2 + z 2 ) = H(w, z) < 0 2

which proves that the system indeed is asymptotically stable.

1 Remember that < 0. i

3 Simulations
Population densities

10 9 8 7 6 5 4 3 2 1 0 0 50

A wave of disease

3.1

A wave of disease

By using a default set of parameters, a general graph over the concentrations was simulated, see g. 1(a). and Initial values were chosen like

Susceptibles Sick

x0 = 10

y0 = 0.1.

The typical initial behavior is that of

a exponential decrease of susceptibles and an exponential increase of sick individuals. The concentration of susceptibles quickly reaches the steady state value cay

x while the concentration of sick starts to de until it hits y . This creates the typical wave = 0.1, = 0.8,

100

150

200

Time
(a)

that an outbreak of disease can have. The parameters used to simulate g. 1(a) is

Phase portrait
1.5

= 0.03 and k = 0.01.

By choosing the parameters

in this fashion we model a disease that is medium contagious (20 % catch it), easy to recover from and almost no chances of either dying or getting imis drawn. The system's so called stable manifold is presented graphically in g. 2. This is will be the trajectories the system will follow in order to reach the x point, independent of the initial conditions.
0 8 8.5 9 9.5 10 1

Sick
0.5

mune. In g. 1(b) the corresponding phase portrait

3.2

High
increase means the number of individuals three times
(b)

Susceptibles

Letting

leaving the system increases. With an higher than the default value, i.e.

high

= 0.09

the

Figure 1:

Graphs constructed with parameters

phase portrait looks dierent than before, see g. 3. Still, looking at the scale of the axis one can see that the oscillations are rather small.

causing a wave of disease,

= 0.1, = 0.8,

= 0.03

and

k = 0.01.

3.3

Negative

k,

saddle point

y(t)

increases. I.e. an initial condition on the right

side of the green or black line will make the system end up following the blue trajectory. If the initial condition is on the left of the green or black line instead, the system will follow the red trajectory. The blue and red crosses in g. 5 exemplify two initial conditions that go either way.

Having a

k<0

means that healthy individuals are

leaving the system. In g. 4 you can see that this leads to a system were the sick individuals disappear after an initial blowup. The susceptables on the other hand continues to decrease as time goes on because of the negative value on

k.
3.4 Negative , unstable spiral/node

This system might not be of interest for the biologist, but for the mathematician it surely is. The reason is that because of the change of stability of the xed point, we now have a system whose nal state depends on the initial conditions. In g. 5 one can see that depending on which side of the green and black lines the initial condition is, either increases and This case would be interpreted as if there are sick individuals entering the system instead of leaving it. The simulation, see g. 6 was done with a very small and therefore creating an unstable node.

x(t)

y(t)

decreases or

x(t)

decreases and

0.252 0.2515

Stable manifold

High
0.7 0.6

0.251 0.2505 0.25 0.5 0.4 0.3 0.2 0.1 0 8.4

Sick

0.2495 0.249 0.2485 0.248 0.2475 0.247 8.396 8.397 8.398 8.399 8.4 8.401 8.402 8.403 8.404

Sick

8.6

8.8

9.2

9.4

9.6

9.8

10

Susceptibles
Figure 2: A graph showing the stable manifold of the system using parameter values

Susceptibles
Figure 3: A phase portrait corresponding to a high rate of individuals leaving the system,

= 0.1, =
The black

= 0.1,

0.8,

= 0.004

and

k = 0.01.

The crosses represent

= 0.8,
10 9

= 0.09

and

k = 0.01.
k<0

the staring points of the integration. the system backwards in time.

and green trajectories was created by integrating

Population densities

4 Discussion & conclusion

The model investigated is simple and easy to understand. All the parameters have a clear biological interpretation and changing the signs of them leads directly to instability. The downside of the model is that it fails to predict oscillations. If one should speculate how to achieve this, I would say that the parameter

8 7 6 5 4 3 2 1 0 0 50 100 150 200

Susceptibles Sick

and

should be time depenAs

Time
Figure 4: A graph corresponding to a low rate of healthy individuals leaving the system,

dent or perhaps to have noise within them.

we live in the northern hemisphere, many of the common diseases are more or less connected to the dierent seasons we experience. In this model the individuals can only be either healthy or sick, but in reality that is hardly ever the case. Most dis-

= 0.1,

= 0.8,

= 0.03

and

k = 0.01. k
and negative

and autumn, I would have a large .

eases use to have some sort of incubation time. To have more realistic model this should be accounted for. The individuals that has been infected would rst be removed to this group and if their immune system is not strong enough, they will get sick. Moreover,

References
Edelstein-Keshet, L.: Mathematical Models in Biology. SIAM, Philadelphia (2005) Natiello, M. and Schmeling, J.: Lecture Notes for FMA140. Lund (2011)

x(t)

and

y(t)

could instead of being dePerhaps this

ternimistic, be of stochastic nature.

would create small disturbances that could feed small oscillations. But the area for were the model is applied is also of great importance. If I were to apply the model to the city of Lund I would during the summer and winter set

negative and

large,

as all the students go home over the holidays. And when they come back for the semester in the spring

Saddle node
0.33 0.331 0.332

Sick

0.333 0.334 0.335 0.336 0.337 8.295 8.3 8.305

Susceptibles
Figure 5: The nal state of the system is now depending on the initial conditions as the xed point has turned into a saddle node. were Parameter values and

= 0.1, = 0.8,

= 0.03

k = 0.01.

16 14

Unstable node

Population densities

12 10 8 6 4 2 0

Susceptibles Sick

50

100

150

200

250

300

Time
Figure 6: A graph corresponding to a low rate of sick individuals entering the system,

= 0.1, =

0.8,

= 0.005

and

k = 0.01.