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Articles

Modelling malaria dynamics with partial immunity and protected travellers: optimal control and cost-effectiveness analysis

ORCID Icon, , &
Pages 90-115 | Received 17 May 2019, Accepted 21 Jan 2020, Published online: 11 Feb 2020

Abstract

A mathematical model of malaria dynamics with naturally acquired transient immunity in the presence of protected travellers is presented. The qualitative analysis carried out on the autonomous model reveals the existence of backward bifurcation, where the locally asymptotically stable malaria-free and malaria-present equilibria coexist as the basic reproduction number crosses unity. The increased fraction of protected travellers is shown to reduce the basic reproduction number significantly. Particularly, optimal control theory is used to analyse the non-autonomous model, which incorporates four control variables. The existence result for the optimal control quadruple, which minimizes malaria infection and costs of implementation, is explicitly proved. Effects of combining at least any three of the control variables on the malaria dynamics are illustrated. Furthermore, the cost-effectiveness analysis is carried out to reveal the most cost-effective strategy that could be implemented to prevent and control the spread of malaria with limited resources.

1. Introduction

Malaria, an infectious disease characterized by chills, headache, pain, anaemia and vomiting among other symptoms, is caused by infection with protozoan parasite of genus Plasmodium and transmitted between human host and mosquito vector by infectious female Anopheles mosquitoes. According to the world malaria report of the World Health Organization (WHO) 2018 [Citation41], an estimated 219 million cases of malaria occurred worldwide in 2017 with Plasmodium falciparum and Plasmodium vivax parasite species posing the extreme public health challenge. In the WHO African Region which has the world's greatest proportions of the population at high menace of malaria, P. falciparum is found to be most prevalent and accounts for 99.7% of estimated malaria cases while P. vivax is responsible for 74.1% of malaria cases in the WHO Region of Americas.

Mathematical models have become vital tools for influencing the decision-making processes regarding intervention programs for prevention and control of malaria transmission in the community. Since the earliest Ross model [Citation37], several extensions have been made based on the use of autonomous [e.g. Citation1, Citation9, Citation18, Citation19, Citation29, Citation33] and non-autonomous [e.g. Citation4, Citation10, Citation28, Citation32] mathematical models to facilitate understanding of the dynamical spread of malaria between humans and mosquitoes interacting populations. Optimal control theory has been very useful in the analysis of non-autonomous mathematical models of malaria by assessing the optimal intervention strategies required for preventing and controlling the spread of the disease. These interventions are grouped into three main categories, namely mosquito control (which hampers malaria parasites from being transmitted from mosquitoes to humans and vice versa) aided by correct use of indoor residual spraying (IRS) or insecticide-treated mosquito nets (ITNs); chemoprevention (which hinders malaria parasite from being established in human host) and case management (involving detection, diagnosis, treatment and cure of malaria infections) as recommended by WHO [Citation40].

It is instructive, however, to reiterate that using only one of the interventions may not be effective in stemming malaria spread in a population. For instance, ITNs and IRS may be less effective in curtailing the transmission of malaria, especially in areas where P. vivax is predominant, because mosquitoes usually bite early before bedtime, ingest blood meals outdoors and rest outdoors [Citation40]. Moreover, considering resistance of mosquitoes to insecticides used in ITNs and IRS, as well as resistance of parasites to drugs, thus combinations of two or more of the intervention strategies are needed to effectively combat the spread of malaria. Dembele and Yakubu [Citation10] presented a non-autonomous model to study the impact of protecting humans from mosquito bites and mass killing of mosquito vectors on malaria incidence in Missira. Okosun et al. [Citation28] investigated optimal control strategies and cost-effectiveness analysis of a malaria model using three time-dependent controls. Mwamtobe et al. [Citation23] developed a model for malaria transmission dynamics by considering three optimal control strategies. In Olaniyi et al. [Citation32], the authors presented an optimal control framework for malaria transmission dynamics using four time-dependent intervention strategies: personal protection with ITNs, liver-stage therapy for the exposed humans, treatment for infectious humans and vector control with IRS.

Motivated by [Citation32], which was designed under the simplifying assumptions that infected individuals, having received treatments, joined a sub-population of short-term vigilant human travellers moving out of malaria-endemic region with permanent immunity. This study examines the impact of temporary acquired immunity of treated humans on the dynamical spread of malaria, incorporating protected human travellers with multiple time-dependent intervention strategies, and performs cost-effectiveness analysis of some combinations of the control strategies.

The rest of the study is arranged as follows. The non-autonomous malaria model with partially acquired immunity is formulated and the qualitative properties of solutions of the autonomous version are established in Section 2. Further analysis of the autonomous model is performed in Section 3. Optimal control analysis of the non-autonomous model is carried out in Section 4. In Section 5, numerical simulations of the optimality system and cost-effectiveness analysis are performed. The conclusion is presented in Section 6.

2. Model formulation

The total human population at time t, denoted by Nh(t), is subdivided into five compartments of susceptible Sh(t) (those who are not yet infected but are prone to malaria infection); exposed Eh(t) (those already infected but not infectious because the infection is still at the dormant liver stage); infectious Ih(t) (those who can infect susceptible mosquitoes); recovered Rh(t) (individuals who recover spontaneously or due to treatments) and vigilant Vh(t) (the protected short-term human travellers). Then, Nh(t)=Sh(t)+Eh(t)+Ih(t)+Rh(t)+Vh(t).

The population size of mosquito, Nm(t), consists of three compartments, namely susceptible mosquito, denoted by Sm(t); exposed mosquito, denoted by Em(t); and infectious mosquito, denoted by Im(t). As expected, there is no recovery compartment for mosquito, since infected mosquito remains infectious until death [Citation24]. Hence, the total population size for mosquito is given by Nm(t)=Sm(t)+Em(t)+Im(t). Let Λh be the recruitment (birth or immigration) rate of human population with a proportion (1τ)Λh assumed susceptible while the other fraction τΛh is assumed protected. The term bβhSh(t)Im(t), which represents the incidence rate of infection in human, is decreased by (1u1(t)), where b denotes the biting rate of mosquito and βh denotes the probability of infection transmission from mosquito to human. The control function u1(t)[0,1] refers to the time-dependent strategy of sleeping under ITNs and using mosquito repellent lotion on the uncovered part of humans skin.

The population of exposed human is increased by bβhSh(t)Im(t) at the transmission rate bβh and is decreased at the per capita progression rate αh and the time-dependent liver-stage therapy ϕu2(t), where ϕ is the rate constant and 0u2(t)1. The need for this liver-stage control u2(t) stems from the reports that malaria parasite P. vivax has a dormant liver stage that enables it to survive for long periods as a potential reservoir of infection [see, Citation16, Citation40]. The population of infectious human is generated at the rate αh. It is decreased by the spontaneous recovery at the rate θ, where a fraction (1δ)θ moves to the recovered class and the remaining fraction δ(0,1) of θ joins the protected human travellers class. Infectious human population is further decreased by recovery due to the time-dependent treatment strategy γu3(t), where γ is the rate constant and the control variable u3(t)[0,1]. Similarly, a fraction (1δ)γu3(t) moves to the recovered class and the remaining fraction δγu3(t) joins the protected human travellers class. In what follows, the recovered human population is decreased at the progression rate σ to join the protected human travellers. On the other hand, acquired natural immunity against infection is lost and the recovered individuals become susceptible again at the rate ϵ. The natural death rate for all human compartments is denoted by μh.

Similarly, for mosquito population, the incidence rate of infection in mosquito is represented by bβmSm(t)Ih(t) and reduced by (1u1(t)), where βm refers to the probability of infection transmission from human to mosquito. The recruitment rate, denoted by Λm, for mosquito population (assumed susceptible) is decreased by a factor (1u4(t)), where u4(t) is the control variable representing mosquito reduction strategy using IRS. Further, all compartments of mosquito population are decreased at the natural death rate μm and by reduction strategy ku4(t), where k is the rate constant.

Arising from the above details, the mathematical model given by (Equation1) is arrived at. Explicit descriptions of the state and control variables of the model are given in Table , while that of the parameters and values are given in Table . (1) dShdt=(1τ)Λh(1u1(t))bβhSh(t)Im(t)μhSh(t)+εRh(t)dEhdt=(1u1(t))bβhSh(t)Im(t)(αh+ϕu2(t)+μh)Eh(t)dIhdt=αhEh(t)(θ+γu3(t)+μh)Ih(t)dRhdt=ϕu2(t)Eh(t)+(1δ)(θ+γu3(t))Ih(t)(σ+ε+μh)Rh(t)dVhdt=τΛh+δ(θ+γu3(t))Ih(t)+σRh(t)μhVh(t)dSmdt=(1u4(t))Λm(1u1(t))bβmSm(t)Ih(t)(μm+ku4(t))Sm(t)dEmdt=(1u1(t))bβmSm(t)Ih(t)(αm+μm+ku4(t))Em(t)dImdt=αmEm(t)(μm+ku4(t))Im(t).(1)

Table 1. The state and control variables of the model.

Table 2. The description of parameters and values.

2.1. Qualitative properties of solutions

The autonomous version of model (Equation1), given by system (Equation2), is obtained by setting all the four control variables u1(t), u2(t), u3(t) and u4(t) to zero. It is necessary to prove the non-negativity of the state variables for all times, given that all parameters are non-negative since the formulated model addresses the interaction between human (host) and mosquito (vector) populations. (2) dShdt=(1τ)ΛhbβhSh(t)Im(t)μhSh(t)+εRh(t)dEhdt=bβhSh(t)Im(t)(αh+μh)Eh(t)dIhdt=αhEh(t)(θ+μh)Ih(t)dRhdt=(1δ)θIh(t)(σ+ε+μh)Rh(t)dVhdt=τΛh+δθIh(t)+σRh(t)μhVh(t)dSmdt=ΛmbβmSm(t)Ih(t)μmSm(t)dEmdt=bβmSm(t)Ih(t)(αm+μm)Em(t)dImdt=αmEm(t)μmIm(t).(2)

2.1.1. Positivity of solutions

Theorem 2.1

Solutions of system (Equation2) with non-negative initial conditions, Sh(0); Eh(0); Ih(0); Rh(0); Vh(0); Sm(0); Em(0); Im(0), remain non-negative for all time t>0.

Proof.

The first equation of system (2) gives rise to (3) dShdt+bβhSh(t)Im(t)+μhSh(t)0,(3) which on integration yields ddtSh(t)exp0tbβhIm(ϖ)dϖ+μht0, implying that Sh(t)Sh(0)exp0tbβhIm(ϖ)dϖ+μht>0,t>0. It can be shown, using similar method, that the remaining state variables, Eh(t); Ih(t); Rh(t); Vh(t); Sm(t); Em(t); Im(t), are non-negative for all time t>0.

2.1.2. Invariant region

Let Ωh={(Sh(t),Eh(t),Ih(t),Rh(t),Vh(t))R+5:Nh(t)Λh/μh} and Ωm={(Sm(t),Em(t),Im(t))R+3:Nm(t)Λm/μm}, so that Ω=Ωh×ΩmR+5×R+3.

Theorem 2.2

The biologically feasible region Ω of the malaria model (Equation2) is positively invariant.

Proof.

It is clear from the first five equations of model (Equation2) that dNh(t)dt=ΛhμhNh(t), and adding the last three equations of model (Equation2) gives dNm(t)dt=ΛmμmNm(t), so that Nh(t)=Nh(0)eμht+(Λh/μh)(1eμht) and Nm(t)=Nm(0)eμmt+(Λm/μm)(1eμmt). It follows that Nh(t)Λh/μh and Nm(t)Λm/μm as t. Particularly, Nh(t)Λh/μh if the total human population at the initial instant of time, Nh(0)Λh/μh and Nm(t)Λm/μm if Nm(0)Λm/μm. Hence, Ω is positively invariant.

It is, therefore, sufficient to consider the dynamics of malaria transmission governed by the model (Equation2) in the biologically feasible region, Ω, where the model is epidemiologically and mathematically well posed [Citation15].

3. Existence of equilibria and bifurcation analysis

In this section, the existence of steady-state solutions (equilibrium points) of the autonomous model is determined and the nature of bifurcation exhibited by the model is investigated.

3.1. Malaria-free equilibrium

The malaria-free equilibrium of the model (Equation2), denoted by M0, is given by (4) M0=(Sh,Eh,Ih,Rh,Vh,Sm,Em,Im)=(1τ)Λhμh,0,0,0,τΛhμh,Λmμm,0,0.(4) The local stability of M0 will be shown using the approach and notations in [Citation39]. It can be deduced from model (Equation2) that ddtEh(t)Ih(t)Em(t)Im(t)=bβhSh(t)Im(t)0bβmSm(t)Ih(t)0(αh+μh)Eh(t)(θ+μh)Ih(t)αhEh(t)(αm+μm)Em(t)μmIm(t)αmEm(t), from which the matrix F of new infection terms and matrix V of the transition terms are given, respectively, by F=000bβh(1τ)Λhμh00000bβmΛmμm000000 and V=αh+μh000αhθ+μh0000αm+μm000αmμm. Therefore, the basic reproduction number of the model (Equation2), denoted by R0=ρ(FV1), where ρ is the spectral radius of the product FV1, is obtained by (5) R0=b2βhαhβmαm(1τ)ΛhΛm(θ+μh)(αh+μh)(αm+μm)μm2μh.(5) The following result is established by standard technique (see Theorem 2 of [Citation39]).

Lemma 3.1

The malaria-free equilibrium, M0, of the model (Equation2) is locally asymptotically stable in Ω if R0<1 and unstable if R0>1.

The basic reproduction number, R0, is a measure of the spread potential of malaria in a population governed by the model (Equation2). The implication of Lemma 3.1, from epidemiological viewpoint, is that the spread of malaria can be effectively controlled in the population when R0<1, if the initial sizes of the sub-populations of the model (Equation2) are in the basin of attraction of the malaria-free equilibrium M0.

It can be noted, following [Citation2, Citation11], that the partial derivative of the basic reproduction number, R0, given by (Equation5) with respect to the protected fraction of human recruitment rate (τ) gives (6) R0τ=2(θ+μh)(αh+μh)(αm+μm)μm2μhb2βhαhβmαm(1τ)ΛhΛm1/2<0.(6) It follows from (Equation6) that increase in the protected fraction τ can lead to the reduction of the basic reproduction number R0 below unity, which in turn reduces the burden of malaria transmission in the population.

3.2. Malaria-present equilibrium

Let Mp=(Sh,Eh,Ih,Rh,Vh,Sm,Em,Im) represents the malaria-present equilibrium of the model (Equation2). At steady states, let λh=bβhIm be the force of infection for humans and λm=bβmIh be the force of infection for mosquitoes. Then, solving the system (Equation2) at the steady states yields (7) Sh=(1τ)Λh+εRhλh+μh,Eh=λh(1τ)Λh+εRh(αh+μh)(λh+μh),Ih=αhλh(σ+ε+μh)(1τ)Λh(αh+μh)(σ+ε+μh)(θ+μh)(λh+μh)αhε(1δ)θλh,Rh=(1δ)θIhσ+ε+μh,Vh=(σ+ε+μh)(τΛh+δθIh)+σ(1δ)θIhμh(σ+ε+μh)Sm=Λmλm+μm,Em=λmΛm(λm+μm)(αm+μm),Im=αmλmΛm(λm+μm)(αm+μm)μm.(7) Substituting Im and Ih from (Equation7) into λh and λm respectively, and simplifying gives (8) λh=μhμm(αh+μh)(θ+μh)(σ+ε+μh)(R021)A,(8) where A=(σ+ε+μh)(bβmαh(1τ)Λh+μm(θ+μh)(αh+μh))εμmαh(1δ)θ.

Remark 3.1

One can deduce from (Equation8), two possible conditions for which positive λh can be obtained: (i) if R0>1; A>0, ∀ε=0 or ε0 and (ii) if R0<1; A<0, ∀ε0.

Condition (ii) of Remark 3.1 suggests the possibility of the existence of backward bifurcation where the stable malaria-free equilibrium coexists with the stable malaria-present equilibrium when R0<1. This possibility of the occurrence of backward bifurcation is next explored.

3.3. Existence of backward bifurcation

The existence of backward bifurcation is explored using the Center Manifold Theory (CMT) made popular by Castillo-Chavez and Song [Citation8] and has been used in the study of some epidemiological models [Citation11, Citation21, Citation26, Citation27, Citation30, Citation38]. For convenience, consider the following change of variables: Sh=x1, Eh=x2, Ih=x3, Rh=x4, Vh=x5, Sm=x6, Em=x7, Im=x8. Let X=(x1,x2,x3,x4,x5,x6,x7,x8)T, so that system (Equation2) can be rewritten in the form dX/dt=P(X), with P=(p1,p2,p3,p4,p5,p6,p7,p8)T, as follows: (9) dx1dt=(1τ)Λhbβhx1x8μhx1+εx4:=p1dx2dt=bβhx1x8(αh+μh)x2:=p2dx3dt=αhx2(θ+μh)x3:=p3dx4dt=(1δ)θx3(σ+ε+μh)x4:=p4dx5dt=τΛh+δθx3+σx4μhx5:=p5dx6dt=Λmbβmx6x3μmx6:=p6dx7dt=bβmx6x3(αm+μm)x7:=p7dx8dt=αmx7μmx8:=p8.(9) Take βh=βh as a bifurcation parameter. Then, at R0=1 from (Equation5), the parameter βh=βh can be determined as βh:=βh=(θ+μh)(αh+μh)(αm+μm)μm2μhb2αhβmαm(1τ)ΛhΛm. The Jacobian of system (Equation9), evaluated at the malaria-free equilibrium M0 and βh, is given by (10) J(M0,βh)=μh00ε000J10J200000J10αhJ30000000(1δ)θJ4000000δθσμh00000bβmΛmμm00μm0000bβmΛmμm000(αm+μm)0000000αmμm,(10) where J1=bβh(1τ)Λh/μh, J2=(αh+μh), J3=(θ+μh), J4=(σ+ε+μh). The characteristic equation of (Equation10), given by J(M0,βh)λI8×8=0, gives a simple zero eigenvalue (a center) with other seven eigenvalues having negative real part. Hence, the need for CMT [Citation8]. Further, a right eigenvector, w=(w1,w2,w3,w4,w5,w6,w7,w8)T, associated with the simple zero eigenvalue of J(M0,βh) can be obtained from J(M0,βh)w=0. Consequently, (11) w1=εαh(1δ)θμh(θ+μh)(σ+ε+μh)αh+μhμhw2,w2=w2,w3=αhθ+μhw2,w4=αh(1δ)θ(θ+μh)(σ+ε+μh)w2,w5=δ+σ(1δ)σ+ε+μhθαhμh(θ+μh)w2,w6=bβmαhΛmμm2(θ+μh)w2w7=bβmαhΛmμm(αm+μm)(θ+μh)w2,w8=μh(αh+μh)bβh(1τ)Λhw2.(11) Similarly, the Jacobian, J(M0,βh), has a left eigenvector v=(v1,v2,v3,v4,v5,v6,v7,v8), satisfying v.w=1, where (12) v1=0,v2=v2,v3=αh+μhαhv2,v4=0,v5=0,v6=0v7=μm(θ+μh)(αh+μh)bαhβmΛmv2,v8=bβh(1τ)Λhμhμmv2.(12) The non-zero second partial derivatives of the functions pi(i=1,2,,7) at point (M0,βh) are given by (13) 2p1x1x8=bβh,2p2x1x8=bβh,2p6x3x6=bβm,2p7x3x6=bβm,2p1x8βh=b(1τ)Λhμh,2p2x8βh=b(1τ)Λhμh.(13) The direction of the bifurcation at R0=1 is to be decided by the signs of bifurcation coefficients a and b, which can be obtained by using the partial derivatives in (Equation13). Consequently, a and b are, respectively, given by a=k,i,j=18vkwiwj2pkxixj(M0,βh)=a02(αh+μh)v2w22μm(θ+μh)+bαhβm(1τ)Λhμm(θ+μh)(1τ)Λh, where a0=2εαh(1δ)θ(θ+μh)(σ+ε+μh)(1τ)Λhv2w22.b=k,i=18vkwi2pkxiβh(M0,βh)=αh+μhβhv2w2. Obviously, the sign of b is positive since the associated parameters are non-negative. Accordingly, from the well-known Theorem 4.1 in [Citation8], it follows that the malaria model (Equation2) will exhibit backward bifurcation if the bifurcation coefficient, a, is positive. Alternatively, backward bifurcation will exist if the following inequality holds: (14) a0>2(αh+μh)v2w22μm(θ+μh)+bαhβm(1τ)Λhμm(θ+μh)(1τ)Λh.(14) Arising from the foregoing analysis, the following result is established:

Theorem 3.2

The malaria transmission dynamics given by system (Equation2) undergoes backward bifurcation as R0 crosses unity whenever the inequality, given by (Equation14), holds.

The implication, from epidemiological viewpoint, of the existence of backward bifurcation is that the classical necessary requirement of R0<1 is insufficient to effectively control malaria spread in the community. The occurrence of backward bifurcation, exhibited by malaria model (Equation2), is caused by the presence of the temporary acquired natural immunity. Hence, with ε0, the malaria-free equilibrium cannot be globally asymptotically stable.

4. Analysis of the optimal control model

Detailed analysis of the time-dependent malaria model, given by (Equation1), is performed in this section. The analysis is based on the use of Pontryagin's Maximum Principle [Citation34], which has been applied extensively to mathematical models of biological processes involving optimal control [see, e.g. Citation3, Citation5, Citation12, Citation31]. The use is made of the following objective or cost functional to minimize the populations of exposed and infectious humans, with susceptible mosquito Sm(t), exposed mosquito Em(t) and infectious mosquito Im(t), and at the same time, to minimize the costs of implementing the control strategies ui(t), (i=1,2,3,4): (15) J=0TfA1Eh(t)+A2Ih(t)+A3[Sm(t)+Em(t)+Im(t)]+12i=14Biui2(t)dt,(15) subject to the model (Equation1), where A1, A2, A3 and Bi, i=1,,4, are positive weight constants. The expected final time for the controls implementation is represented by Tf. The objective functional (Equation15) includes the cost control function for personal protection 12B1u12(t), the cost control function for application of prophylaxis (liver-stage therapy) 12B2u22(t), cost of treating infectious humans 12B3u32(t) and 12B4u42(t), which represents the cost control function associated with spraying of insecticides. In this work, as in other studies [Citation14, Citation17, Citation22, Citation25], the cost control functions take a quadratic form.

Of particular interest is to seek an optimal control quadruple, u=(ui), i=1,2,3,4, such that (16) J(u)=minJ(u1,u2,u3,u4)|uiU,(16) where U={ui(t):0ui(t)1,Lebesguemeasurable,t[0,Tf]} is the non-empty control set.

4.1. Existence of an optimal control

Theorem 4.1

Given the objective functional J (Equation15), defined on the control set U, and subject to the state system (Equation1) with non-negative initial conditions at t=0, there exists an optimal control quadruple u=(ui) such that J(u)=min{J(ui)|uiU}, (i=1,2,3,4).

Let the control set U=[0,1]4, υ=(u1,u2,u3,u4)U, x=(Sh,Eh,Ih,Rh,Vh,Sm,Em,Im) and f(t,x,υ) the right-hand side of state system (Equation1), given by (17) f(t,x,υ)=(1τ)Λh(1u1)bβhShImμhSh+εRh(1u1)bβhShIm(αh+ϕu2+μh)EhαhEh(θ+γu3+μh)Ihϕu2Eh+(1δ)(θ+γu3)Ih(σ+ε+μh)RhτΛh+δ(θ+γu3)Ih+σRhμhVh(1u4)Λm(1u1)bβmSmIh(μm+ku4)Sm(1u1)bβmSmIh(αm+μm+ku4)EmαmEm(μm+ku4)Im.(17) The proof of Theorem 4.1 is based on satisfying the following properties [Citation13, Citation36]:

  1. Convexity and closure of the control set U.

  2. Boundedness of the state system by a linear function in the state and control variables.

  3. Convexity of the integrand of the objective functional with respect to the control.

  4. There exist constants c1,c2>0 and c3>1 such that the Lagrangian is bounded below by c1(ui2)c3/2c2.

Proof.

  1. Given that the control set U=[0,1]4, then U is closed by definition. Further, for any two arbitrary points y,zU, where y=(y1,y2,y3,y4) and z=(z1,z2,z3,z4). It follows, by the definition of a convex set [Citation35], that φyi+(1φ)zi[0,1]4,φ[0,1],i=1,2,3,4. Thus φy+(1φ)zU implying that U is convex.

  2. It is clear from (Equation17) that f(t,x,υ)=g(t,x)+h(t,x)υ, where g(t,x)=(1τ)ΛhbβhShImμhSh+εRhbβhShIm(αh+μh)EhαhEh(θ+μh)Ih(1δ)θIh(σ+ε+μh)RhτΛh+δθIh+σRhμhVhΛmbβmSmIhμmSmbβmSmIhαmEmαmEmμmIm and h(t,x)=bβhShIm000bβhShImϕEh0000γIh00ϕEh(1δ)γIh000δγIh0bβmSmIh00(Λm+kSm)bβmSmIh00kEm000kIm Hence, f(t,x,υ)g(t,x)+h(t,x)υa1+a2υ, where a1 and a2 are positive constants given, respectively, by a1=max{b1,b2,b3}((ΛhΛm)2+Λm2+Λh2) and a2=max{d1,d2,d3}((ΛhΛm)2+Λm2+Λh2) with b1=b2(βh2+βm2)(μhμm)2,b2=μm2+αm2μm2,b3=1μh2[(12τ+2τ2)μh2+2ε(1τ)+ε2+αh2+(12δ+2δ2)θ2+2δθ(τμh+σ)+σ2],d1=2b2(βh2+βm2)(μhμm)2,d2=(μm+k)2μm2andd3=2(ϕ2+(1δ+δ2)γ2)μh2.

  3. The integrand of the objective functional (Equation15) is the Lagrangian of the form L(t,x,υ)=A1Eh+A2Ih+A3[Sm+Em+Im]+12i=14Biui2=g1(t,x)+h1(t,υ). It suffices to show that h1(t,υ)=12i=14Biui2 is convex on the control variable υ. Clearly, h1(t,υ) is a finite linear combination with positive coefficients of the functions qi(u)=12ui2. Hence, it is more convenient to show that the function q:UR defined by q(u)=12u2 is convex. To do this, let y,zU and φ[0,1]. Then, q(φy+(1φ)z)(φq(y)+(1φ)q(z))=12(φy+(1φ)z)212(φy2+(1φ)z2)=12(φ2φ)(yz)20,sinceφ[0,1]. Hence, q(φy+(1φ)z)(φq(y)+(1φ)q(z)), satisfying the definition of a convex function [Citation35]. See [Citation6] for a similar approach.

  4. L(t,x,υ)=A1Eh+A2Ih+A3[Sm+Em+Im]+12i=14Biui212i=14Biui2c1i=14ui2c3/2c2,where c1=12min{B1,B2,B3,B4}, c2>0 and c3=2. This completes the proof.

4.2. Characterization of the optimal control

In an attempt to obtain necessary conditions for the optimal control of malaria governed by the non-autonomous system (Equation1), the use is made of the Pontryagin's Maximum Principle [Citation34], which converts the state system (Equation1), with the objective functional (Equation15) and (Equation16) into a problem of minimizing pointwise, with respect to the controls u1, u2, u3 and u4, a Hamiltonian H given by the following: (18) H=A1Eh+A2Ih+A3Sm+Em+Im+12B1u12+B2u22+B3u32+B4u42+λSh(1τ)Λh+(1u1)bβhShImμhSh+εRh+λEh(1u1)bβhShIm(αh+ϕu2+μh)Eh+λIhαhEh(θ+γu3+μh)Ih+λRhϕu2Eh+(1δ)(θ+γu3)Ih(σ+ε+μh)Rh+λVhτΛh+δ(θ+γu3)Ih+σRhμhVh+λSm(1u4)Λm+(1u1)bβmSmIh(μm+ku4)Sm+λEm(1u1)bβmSmIh(αm+μm+ku4)Em+λImαmEm(μm+ku4)Im,(18) where λSh, λEh, λIh, λRh, λVh, λSm, λEm and λIm are the adjoint (co-state) variables. The following result gives the necessary conditions for the optimal control.

Theorem 4.2

Given an optimal control quadruple (u1,u2,u3,u4) that minimizes objective functional (Equation15) over the control set U subject to the state system (Equation1), then there exist adjoint variables λSh, λEh, λIh, λRh, λVh, λSm, λEm, λIm satisfying (19) dλShdt=(1u1)bβhIm(λShλEh)+μhλShdλEhdt=αh(λEhλIh)+(λEhλIh)ϕu2+μhλEhA1dλIhdt=(θ+γu3)(λIh(1δ)λRhδλVh)+(1u1)βmSm(λSmλEm)+μhλIhA2dλRhdt=σ(λRhλVh)+ε(λRhλSh)+μhλRhdλVhdt=μhλVhdλSmdt=(1u1)βmIh(λSmλEm)+(μm+ku4)λSmA3dλEmdt=αm(λEmλIm)+(μm+ku4)λEmA3dλImdt=(1u1)bβhSh(λShλEh)+(μm+ku4)λImA3,(19) with transversality conditions (20) λSh(Tf)=0,λEh(Tf)=0,λIh(Tf)=0,λRh(Tf)=0,λVh(Tf)=0,λSm(Tf)=0,λEm(Tf)=0,λIm(Tf)=0(20) and (21) u1=minmax0,bβhShIm(λEhλSh)+βmSmIh(λEmλSm)B1,1,u2=minmax0,ϕEh(λEhλRh)B2,1,u3=minmax0,γIh(λIh(1δ)λRhδλVh)B3,1,u4=minmax0,ΛmλSm+k(SmλSm+EmλEm+ImλIm)B4,1.(21)

Proof.

The adjoint equations governed by the non-autonomous system (Equation19) are obtained by taking partial derivatives of the Hamiltonian H given by (Equation18) with respect to the associated state variables, so that dλShdt=HSh,dλEhdt=HEh,dλIhdt=HIh,dλRhdt=HRh,dλVhdt=HVh,dλSmdt=HSm,dλEmdt=HEm,dλImdt=HIm, with transversality or terminal conditions (Equation20). Moreover, the optimal control characterization given by (Equation21) is determined by solving the following partial differential equations: Hu1=0foru1;Hu2=0foru2;Hu3=0foru3;Hu4=0foru4. By standard control arguments involving bounds on the control, then ui=0ifϑi0ϑiif0ϑi11ifϑi1 for i = 1, 2, 3, 4 and where ϑ1=bβhShIm(λEhλSh)+βmSmIh(λEmλSm)B1,ϑ2=ϕEh(λEhλRh)B2,ϑ3=γIh(λIh(1δ)λRhδλVh)B3,ϑ4=ΛmλSm+k(SmλSm+EmλEm+ImλIm)B4. This completes the proof.

5. Simulations and cost-effectiveness analysis

This section is devoted to the numerical simulations of the optimality system and cost-effectiveness analysis of some combinations of the control strategies under consideration.

5.1. Numerical simulations

The 16-dimensional optimality system consists of the state equations (Equation1) coupled with the adjoint equations (Equation19) with the initial conditions at t = 0, the terminal conditions (Equation20) and the characterization of the optimal control (Equation21). This optimality system is solved by iterative method with fourth-order forward–backward Runge–Kutta scheme. The state equations (Equation1) are solved forward in time with initial guess for the controls over the simulated time. Using the current iteration solutions of the state equations, the adjoint system is solved backward in time due to the terminal conditions (Equation20). Lenhart and Workman [Citation20] give the details of the numerical procedure for solving this type of optimality system with different time orientations.

To illustrate the impact of different combinations of any three of the four optimal control intervention strategies on the transmission of malaria in a population, the parameter values from Table 2 are used such that R0=3.0348 with initial conditions Sh(0)=85, Eh(0)=20, Ih(0)=20, Rh(0)=10, Vh(0)=15, Sm(0)=1000, Em(0)=20 and Im(0)=30. The weight constants values are chosen as A1=120, A2=120, A3=100, B1=50, B2=350, B3=150 and B4=50.

5.1.1. Intervention A: optimal use of ITNs, prophylaxis and treatment

This intervention strategy combines protective effort using insecticide-treated mosquito nets (ITNs), prophylaxis for the exposed individuals and treatment for the infectious individuals. As shown in Figure , the magnitudes of infectious humans and infectious mosquitoes reduce more rapidly when controls are in use than the case without controls. The control profiles in Figure (c) reveal that the optimal use of ITNs, u1(t), is maintained at the upper bound (100%) throughout the entire time interval [0, 80] of intervention, the optimal use of control, u2(t), is at maximum coverage (100%) for 17 days before dropping gradually to the lower bound while the control, u3(t), is maintained at the upper bound for 63 days before reducing to the lower bound at the final time.

Figure 1. Simulations showing optimal use of ITNs (u1), prophylaxis (u2) and treatment (u3).

Figure 1. Simulations showing optimal use of ITNs (u1), prophylaxis (u2) and treatment (u3).

5.1.2. Intervention B: optimal use of ITNs, prophylaxis and IRS

This intervention, shown in Figure , combines the optimal use of insecticide-treated bednets (ITNs) u1(t), prophylaxis for the exposed humans u2(t) and vector control effort using indoor residual spraying u4(t). Figure (a) shows that the size of the exposed humans reduces sharply with controls. Figure (b) also shows the reduction in the size of the total mosquito population with controls. Optimal control profiles in Figure (c) show that controls u1(t), u2(t) and u4(t) should, respectively, be sustained at the maximum level till about 78 days, 22 days and 70 days before coming down to the minimum level (lower bound) in the final time.

Figure 2. Simulations depicting optimal use of ITNs (u1), prophylaxis (u2) and IRS (u4).

Figure 2. Simulations depicting optimal use of ITNs (u1), prophylaxis (u2) and IRS (u4).

5.1.3. Intervention C: optimal use of ITNs, treatment and IRS

This strategy illustrates combined effects of personal protection effort using ITNs, treatment for the infectious individuals and vector control effort using IRS on the dynamical spread of malaria in a population. As expected, the numbers of infectious humans (Figure a) and total mosquito population size (Figure b) diminish more rapidly with controls than the case without controls. Further, Figure (c) reveals that controls u1(t), u3(t) and u4(t) should be maintained maximally at 100% for 76 days, 67 days and 69 days respectively, before reducing to zero in final time.

Figure 3. Simulations showing optimal use of ITNs (u1), treatment (u3) and IRS (u4).

Figure 3. Simulations showing optimal use of ITNs (u1), treatment (u3) and IRS (u4).

5.1.4. Intervention D: optimal use of prophylaxis, treatment and IRS

This intervention illustrates the effects of the optimal use of prophylaxis for the exposed humans, treatment for the infectious humans and the use of indoor residual spraying on the spread of malaria dynamics in the population. Figure (a) shows that the controls decrease the size of the exposed individuals more rapidly than when controls are not applied. Figure (b) shows a corresponding increase in the size of the short-term travellers who are protected against malaria infection when controls are in optimal use. Moreover, the size of the total mosquito population reduces more with controls than the size without controls (Figure  c). The control profile in Figure (d) shows that controls u2(t), u3(t) and u4(t) should be sustained at the upper bounds until 37 days, 73 days and 69 days respectively, before dropping to zero in final time.

Figure 4. Simulations depicting optimal use of prophylaxis (u2), treatment (u3) and IRS (u4).

Figure 4. Simulations depicting optimal use of prophylaxis (u2), treatment (u3) and IRS (u4).

5.1.5. Intervention E: ITNs, prophylaxis, treatment and IRS

This intervention strategy uses the four controls u1(t), u2(t), u3(t) and u4(t) to minimize the spread of malaria governed by model (Equation1). The sizes of exposed humans, infectious humans and total mosquito population decrease more sharply when controls are in use than the case when controls are not used. Figure (d) reveals that the optimal use of ITNs, u1(t), is maximum at 100% for 76 days before reaching the minimum in final time. Optimal use of prophylaxis, u2(t), is maintained at the maximum coverage (100%) for 17 days until it gradually reaches the lower bound in final time. Optimal use of treatment u3(t) and IRS u4(t), respectively, are kept at maximum level for 64 days and 70 days before reaching the minimum at the final time.

Figure 5. Simulations showing optimal use of ITNs (u1), prophylaxis (u2), treatment (u3) and IRS (u4).

Figure 5. Simulations showing optimal use of ITNs (u1), prophylaxis (u2), treatment (u3) and IRS (u4).

Moreover, the simulation of the autonomous system (Equation2) showing the relationship between the basic reproduction number R0 and the protected fraction τ of human recruitment is performed in Figure (a), where it can be seen that R0τ<0 as established in (Equation6). This confirms that as τ increases through the interval 0τ1, the spread of malaria in the population decreases. Figure (b) is the contour plot of the basic reproduction number R0 as a function of two parameters, namely the fraction of human recruitment who are protected travellers (τ) and spontaneous recovery rate of infectious humans (θ). It is observed that increasing the values τ and θ has the capacity to reduce the value of R0 to a value less than unity and hence reduce the spread of malaria in the community.

Figure 6. Simulation showing relationship between R0 and τ with 2D-Contour plot of R0 as a function of τ and θ.

Figure 6. Simulation showing relationship between R0 and τ with 2D-Contour plot of R0 as a function of τ and θ.

5.2. Cost-effectiveness analysis

To determine the most cost-effective strategy of all the various combinations of the intervention strategies considered in this work, the incremental cost-effectiveness ratio (ICER) is calculated following the approach used in [Citation2, Citation6, Citation17, Citation28]. ICER is usually employed to measure up the changes between the costs and health benefits of any two different intervention strategies competing for the same limited resources. Hence, this ICER is simply defined as the ratio of change in total cost to the change in control benefits. ICER=change in total costchange in control benefits. The ICER numerator includes the differences in intervention costs, averted disease costs and costs of prevented cases among others. While the ICER denominator measures the difference in health outcome, which includes the total population of infection averted or total number of cases of susceptibility prevented as the case may be.

Based on the simulation results of the optimality system, the control intervention strategies: A (which combines ITNs (u1), prophylaxis (u2) and treatment (u3)), B (which combines ITNs (u1), prophylaxis (u2) and IRS (u4)), C (which combines ITNs (u1), treatment (u3) and IRS (u4)), D (which combines prophylaxis (u2), treatment (u3) and IRS (u4)) and E (which combines ITNs (u1), prophylaxis (u2), treatment (u3) and IRS (u4)) are ranked in increasing order of total number of infection averted given in Table .

Table 3. Increasing order of infections averted.

To compare intervention strategies A and D incrementally, the ICER for the two competing strategies is calculated as follows: ICER(A)=143,5600.0491=2,923,828.9ICER(D)=189,790143,56042.67370.0491=1084.6. It can be seen that ICER (A) > ICER (D). This implies that strategy A is more costly and less effective than strategy D. Hence, strategy A is excluded from the list of alternative interventions and ICER is recalculated for strategies D and B as shown in Table . Since ICER (D) > ICER (B), it follows that strategy D is strongly dominated, more costly and less effective when compared with strategy B. Hence, the intervention strategy D is excluded from the list of alternative interventions. At this juncture, it is needless to recalculate ICER further since it can be observed that the remaining intervention strategies B, C and E avert the same total number of infections. However, strategy B requires least cost when compared with strategies C and E. Therefore, intervention strategy B is considered the most cost effective among the strategies analysed in this study.

Table 4. Comparison between interventions D and B.

6. Conclusion

This work is concerned with the mathematical analysis of a malaria transmission model with naturally acquired immunity in the presence of protected travellers. The model is shown to exhibit the phenomenon of backward bifurcation where the stable malaria-free and malaria-present steady states coexist as the basic reproduction number crosses unity. The existence of backward bifurcation exhibited by the formulated model is caused by the presence of the transient acquired natural immunity.

To control the spread of malaria in a population, multiple time-dependent optimal control variables, including personal protection using ITNs; prophylaxis for latently infected (exposed) humans; treatment of infectious humans and vector control using indoor residual spray (IRS) are considered. Theoretical analysis of the optimal control model is carried out and the model is simulated to investigate the effects of combining at least any three of the control intervention strategies on the spread dynamics of malaria in the community. It is shown that the sizes of infected humans and the total mosquito population are minimized by the various combinations of the control variables.

However, the cost-effectiveness analysis carried out shows that the combination of the optimal use of ITNs, prophylaxis and IRS is the most cost-effective intervention strategy of all the various combinations of the controls considered in this work. Therefore, using all the control strategies as suggested in [Citation32] is not advisable when the available resources are limited. Further simulations show that with an increased fraction of protected travellers, the basic reproduction number is reduced significantly. This indicates that the presence of protected travellers in a population does not constitute threat to the control of malaria transmission but rather assists in curbing further spread of the disease in the population.

Acknowledgement

The authors would like to thank Vaal University of Technology for the provided support. Improvement of the original manuscript is due largely to the constructive comments of reviewers and handling editor.

Disclosure statement

No potential conflict of interest was reported by the author(s).

Additional information

Funding

Okosun is supported by the National Research Foundation (NRF), South Africa, under Grant numbers 115029 and 115524.

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