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Articles

Periodic solution of a stochastic SIRS epidemic model with seasonal variation

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Pages 1-10 | Received 18 Jan 2017, Accepted 19 Oct 2017, Published online: 07 Nov 2017

ABSTRACT

In this paper, we consider a stochastic SIRS epidemic model with seasonal variation and saturated incidence. Firstly, we obtain the threshold of stochastic system which determines whether the epidemic occurs or not. Secondly, we prove that there is a non-trivial positive periodic solution if R0s>1.

1. Introduction

Understanding the periodic behaviour of epidemic dynamical system is of paramount importance in applications. This is because many childhood diseases such as measles, chickenpox, and mumps, have been found to be endemic and to exhibit regular oscillatory levels of incidence in large populations [Citation1,Citation3,Citation4,Citation10].

In order to predict sustained oscillatory, many authors take the effect of seasonal variation and stochasticity into account, see, for example [Citation2,Citation6]. However, in Ref. [Citation2,Citation6] the authors prove the the existence of positive periodic solution for a stochastic epidemic model only by numerical methods, but not by theoretical methods. Recently there are several literatures, in which the existence of stochastic periodic solution can be showed analytically (e.g. [Citation8,Citation9,Citation12]). In Ref. [Citation12] the authors considered a periodic stochastic SIR epidemic model with pulse vaccination. Under some conditions a unique positive periodic disease-free solution was obtained. But the existence of non-trivial positive periodic solution could not be obtained by Wang et al. [Citation12]. Lin et al. [Citation8] later filled this gap. They provided the sufficient conditions for the existence of non-trivial periodic solution. Further, Liu et al. [Citation9] considered positive periodic solution for a stochastic non-autonomous SIR epidemic model with logistic growth.

In this paper we continue to do some work in this direction. We consider a stochastic SIRS epidemic model with seasonal variation and saturated incidence, which takes the form of (1) dS(t)=(Λ(t)β(t)S(t)I(t)1+α(t)I(t)μ(t)S(t)+δ(t)R(t))dt+σ1(t)S(t)dB1(t),dI(t)=(β(t)S(t)I(t)1+α(t)I(t)(μ(t)+ε(t)+γ(t))I(t))dt+σ2(t)I(t)dB2(t),dR(t)=(γ(t)I(t)(δ(t)+μ(t))R(t))dt+σ3(t)R(t)dB3(t),(1) where S(t), I(t) and R(t) denote the number of susceptible, infected and removed individuals at time t respectively. Parameter functions Λ, β, ϵ, γ, μ, δ, σi,i=1,2,3 are positive, non-constant and continuous functions of period ω on (0,+); Bi(t),i=1,2,3 are independent standard Brownian motions, defined on a complete probability space (Ω,F,{Ft}t0,P) with a filtration {Ft}t0 satisfying the usual conditions (see [Citation11]).

In fact, model (Equation1) with constant coefficients and δ=0 has been considered by Yang et al. [Citation14]. They presented the sufficient conditions for the ergodicity and extinction of (Equation1).

This paper is organized as follows. In Section 2, we present some auxiliary results concerning the existence of a periodic Markov process. In Section 3, we obtain the threshold for the epidemic to occur. The existence of non-trivial positive periodic solution is obtained in Section 4.

2. Preliminary

To begin with, we introduce some notations. If f(t) is an integrable function on [0,), define ft=1t0tf(s)ds,t>0; If f(t) is a bounded function on [0,), define fˇ=supt[0,)f(t),fˆ=inft[0,)f(t).

Next we present some auxiliary results concerning the existence of a periodic Markov process which will be used in the proof of our main result. The author may also refer to [Citation7] for details.

Definition 2.1

A stochastic process ξ(t)=ξ(t,ω) (<t<+) is said to be periodic with period θ if for every finite sequence of numbers t1,t2,,tn the joint distribution of random variables ξ(t1+h),,ξ(tn+h) is independent of h, where h=kθ(k=±1,±2,).

Remark 2.1

It is showed in [Citation7] that a Markov process x(t) is θ-periodic if and only if its transition probability function is θ-periodic and the function P0(t,A)=P{X(t)A} satisfies the equation P0(s,A)=RlP0(s,dx)P(s,x,s+θ,A)P0(s+θ,A).

Consider the following equation (2) X(t)=X(t0)+t0tb(s,X(s))ds+r=1kt0tσr(s,X(s))dBr(s),XRl.(2)

Lemma 1

Suppose that the coefficient of (Equation2) are θ-periodic in t and satisfy condition: |b(s,x)b(s,y)|+r=1k|σr(s,x)σr(s,y)|B|xy|,|b(s,x)|+r=1k|σr(s,x)|B(1+|x|), in every cylinder I×U, where B is a constant; and suppose further that there exists a function V(t,x)C2 in Rl which is θ-periodic in t, and satisfies the following conditions (3) inf|x|>RV(t,x) as R(3) and (4) LV(t,x)1 outside some compact set,(4) where the operator L is given by L=t+i=1lbi(t,x)xi+12i,j=1laij(t,x)2xixj,aij=r=1kσri(t,x)σrj(t,x). Then there exists a solution of (Equation2) which is a θ-periodic Markov process.

Remark 2.2

According to the proof of Lemma 1, linear growth condition is only used to guarantee the existence and uniqueness of the solution of (Equation2).

3. Extinction and persistence of the disease

According to the similar arguments in [Citation5], we know that system (Equation1) has a unique global positive solution for any (S(0),I(0),R(0))R+3. In the following result we determine the threshold for the disease to occur.

Theorem 3.1

Assume (S(0),I(0),R(0))R+3. When R0ω>0 and 0ω(μ(t)(σ12(t)σ22(t)σ32(t))/2)dt>0, the disease I will persist in the sense that R0ωhˇ+αˇkˇlim inftItlim suptItR0ωhˆ+αˆkˆ, where R0(t)=Λ(t)v(t)(μ(t)+ε(t)+γ(t)+σ22(t)/2), h(t):=v(t)(ε(t)+γ(t))+β(t)γ(t)u(t), k(t):=μ(t)+ε(t)+γ(t), v(t) and u(t) are the unique positive ω-periodic solution of the equation v(t)=μ(t)v(t)β(t) and u(t)=(δ(t)+μ(t))u(t)δ(t)v(t), respectively.

Remark 3.1

In fact, we have that v(t)=tt+ωexp{stμ(τ)dτ}β(s)ds1exp{0ωμ(τ)dτ},t0,u(t)=tt+ωexp{st(μ(τ)+δ(τ))dτ}δ(s)v(s)ds1exp{0ω(μ(τ)+δ(τ))dτ},t0. From the equations which v(t) and u(t) satisfy, it follows that (uv)(t)=(δ(t)+μ(t))(u(t)v(t))+β(t). This means u(t)<v(t), t[0,ω]. Hence, h(t)>0 on [0,ω].

Proof.

By using the similar arguments as in Zhao and Jiang [Citation15], we can get that if 0ω(μ(t)(σ12(t)σ22(t)σ32(t))/2)dt>0, then (5) limt1t0tv(s)σ1(s)S(s)dB1(s)=0,a.s.limt1t0tv(s)σ2(s)I(s)dB2(s)=0,a.s.limt1t0tu(s)σ3(s)R(s)dB3(s)=0,a.s.limt+S(t)t=0,limt+I(t)t=0,limt+R(t)t=0,a.s.(5) Applying Itô formula, we have d[v(t)(S(t)+I(t))+u(t)R(t)]=v(t)d(S(t)+I(t))+v(t)(S(t)+I(t))dt+u(t)dR(t)+u(t)R(t)dt=(v(t)Λ(t)β(t)S(t)[v(t)(ε(t)+γ(t))+β(t)γ(t)u(t)]I(t))dt+v(t)σ1(t)S(t)dB1(t)+v(t)σ2(t)I(t)dB2(t)+u(t)σ3(t)R(t)dB3(t)=(v(t)Λ(t)β(t)S(t)h(t)I(t))dt+v(t)σ1(t)S(t)dB1(t)+v(t)σ2(t)I(t)dB2(t)+u(t)σ3(t)R(t)dB3(t). This together with Equation (Equation5) implies (6) 0=limtv(t)(S(t)+I(t))+u(t)R(t)t=limt1t0tΛ(s)v(s)dslimt1t0tβ(s)S(s)dslimt1t0th(s)I(s)ds=ΛvωlimtβStlimthIt.(6) By Itô formula, we have dlogI(t)=(β(t)S(t)1+α(t)I(t)μ(t)ε(t)γ(t)σ22(t)2)dt+σ2(s)dB2. That is, (7) logI(t)=logI(0)+0t[β(s)S(s)1+α(s)I(s)μ(s)ε(s)γ(s)σ22(s)2]ds+0tσ2(s)dB2=logI(0)+0t[β(s)S(s)μ(s)ε(s)γ(s)σ22(s)2]ds0tα(s)β(s)S(s)I(s)1+α(s)I(s)ds+0tσ2(s)dB2=R0ωt0th(s)I(s)ds0tα(s)β(s)S(s)I(s)1+α(s)I(s)ds+ϕ(t),(7) where ϕ(t)=logI(0)+0tβ(s)S(s)ds+0th(s)I(s)dsR0ωt0t(μ(s)+ε(s)+γ(s)+σ22(s)2)ds+0tσ2(s)dB2. Obviously, Equation (Equation6) implies that limtϕ(t)/t=0, a.s. Let ϕ1(t)=αˆ0t(μ(s)+ε(s)+γ(s))I(s)dsαˆ0tβ(s)S(s)I(s)1+α(s)I(s)ds+ϕ(t) and ϕ2(t)=αˇ0t(μ(s)+ε(s)+γ(s))I(s)dsαˇ0tβ(s)S(s)I(s)1+α(s)I(s)ds+ϕ(t). In view of Equation (Equation7), we have (8) logI(t)R0ωthˆ0tI(s)dsαˆ0tβ(s)S(s)I(s)1+α(s)I(s)ds+ϕ(t)=R0ωthˆ0tI(s)dsαˆ0t(μ(s)+ε(s)+γ(s))I(s)ds+ϕ1(t)R0ωthˆ0tI(s)dsαˆkˆ0tI(s)ds+ϕ1(t)(8) and (9) logI(t)R0ωthˇ0tI(s)dsαˇ0tβ(s)S(s)I(s)1+α(s)I(s)ds+ϕ(t)=R0ωthˇ0tI(s)dsαˇ0t(μ(s)+ε(s)+γ(s))I(s)ds+ϕ2(t)R0ωthˇ0tI(s)dsαˇkˇ0tI(s)ds+ϕ2(t),(9) where k(t)=μ(t)+ε(t)+γ(t).

From Equations (Equation1) and (Equation5), the following holds: 0=limtI(t)I(0)t=limt1t[0t(μ(s)+ε(s)+γ(s))I(s)ds0tβ(s)S(s)I(s)1+α(s)I(s)ds], which together with limtϕ(t)/t=0, a.s. implies that limtϕ1(t)t=0, a.s.andlimtϕ2(t)t=0, a.s. According to Lemma 17 in [Citation13] and Lemma A.2 in [Citation15], it follows from Equations (Equation8) and (Equation9) that R0ωhˇ+αˇkˇlim inft1t0tI(s)dslim supt1t0tI(s)dsR0ωhˆ+αˆkˆ.

Theorem 3.2

Assume (S(0),I(0),R(0))R+3. The disease will become extinct exponentially almost surely when R0ω<0 and 0ω(μ(t)(σ12(t)σ22(t)σ32(t))/2)dt>0.

Proof.

It follows from Equation (Equation7) that logI(t)R0ωt+ϕ(t), a.s. Noting limtϕ(t)/t=0 a.s., we get lim suptlogI(t)tR0ω, a.s., which completes the proof.

4. Existence of ω-periodic solution

Theorem 4.1

Assume (S(0),I(0),R(0))R+3. If R0ω>0, then there exists a ω-periodic solution for system (Equation1).

Proof.

Since for any (S(0),I(0),R(0))R+3 system (Equation1) has a unique global positive solution, we take R+3 as the whole space. It is obvious that the coefficients of system (Equation1) satisfy the local Lipschitz condition. According to Lemma 1 and Remark 2.2, in order to prove Theorem 4.1 it suffices to find a C2-function V(t,x) and a closed set UR+3 such that Equations (Equation3) and (Equation4) hold.

Take θ(0,1) and r>0 such that (10) μˆθ2σˇ12>0,μˆ+εˆθ2σˇ22>0,μˆθ2σˇ32>0andfˇ+hˇrR0ω2,(10) where the function f(x) and g(x) are given in Equations (Equation11) and (Equation12), respectively. Define the auxiliary function V(t,x) by V(t,x)=1θ+1(S+I+R)θ+1r(logI+v(t)(S+I)+u(t)R+w(t))logSlogR,x=(S,I,R)R+3, where v(t) and u(t) are given in Theorem 3.1, w(t) is a function defined on [0,+) satisfying w˙(t)=R0ωR0(t) and w(0)=0. It is clear that w(t) is a ω-periodic function on [0,). Hence V(t,x) is ω-periodic in t and satisfies Equation (Equation3).

Next we will find a closed set UR+3 such that LV(t,x)1,xR+3U.

Denote V1=1θ+1(S+I+R)θ+1,V2=logIv(t)(S+I)u(t)Rw(t),V3=logSlogR, Then LV=LV1+rLV2+LV3.

In the following, for simplicity we always use Λ to denote the function Λ(t), the other parameter functions are the same. Direct calculation implies that LV1=(S+I+R)θ(ΛμS(μ+ε)IμR)+θ2(S+I+R)θ1(σ12S2+σ22I2+σ32R2)3θΛ(Sθ+Iθ+Rθ)μS1+θ(μ+ε)I1+θμR1+θ+θ2σ12S1+θ+θ2σ22I1+θ+θ2σ32R1+θ=3θΛ(Sθ+Iθ+Rθ)(μθ2σ12)S1+θ(μ+εθ2σ22)I1+θ(μθ2σ32)R1+θ,LV2=βS1+αI+(μ+ε+γ)+σ222v(ΛμS(μ+ε+γ)I+δR)(μvβ)(S+I)((δ+μ)uδv)Ru(γI(δ+μ)R)w˙(t)=R0ω+[β+v(ε+γ)γu]I+αβSI1+αI, and LV3=ΛS+βI1+αI+μ+σ122δRSγIR+(δ+μ)+σ322ΛS+βI+μ+σ122γIR+(δ+μ)+σ322. Hence, LVf(S)+g(I)+h(R)γIR+rαβSI1+αI, where (11) f(S)=3θΛˇSθ(μˆθ2σˇ12)S1+θΛˆS+μˇ+σˇ122+(δˇ+μˇ)+σˇ322,(11) (12) g(I)=3θΛˇIθ(μˆ+εˆθ2σˇ22)I1+θ+r(R0ω+[βˇ+vˇ(εˇ+γˇ)]I)+βˇI,h(R)=3θΛˇRθ(μˆθ2σˇ32)R1+θ.(12) In view of Equation (Equation10), we can obtain f(S)+rβˇS+gˇ+hˇ,as S0 or S+. Take small κ(0,1) such that (13) LVf(S)+rβˇS+gˇ+hˇ1,on R+3U1,(13) where U1={(S,I,R)R+3:S[κ,1/κ]}.

For (S,I,R)U1, in view of Equation (Equation10) we have LVfˇ+hˇ+g(I)+rβˇκ,as I+, and LVfˇ+g(I)+rαˇβˇIκ+hˇfˇ+hˇrR0ω2,as I0. Taking ρ(0,1) small enough, it follows that (14) LV1,on U1U2,(14) where U2={(S,I,R)R+3:S[κ,1/κ],I[ρ,1/ρ]}.

For (S,I,R)U2, we obtain LVfˇ+gˇ+h(R)+rβˇκγˆρR,as R0 or R+, Choosing τ(0,1) small enough, it is obvious that (15) LV<1,(S,I,R)U2U3(15) where U3 is defined by U3:=[κ,1/κ]×[ρ,1/ρ]×[τ,1/τ].

Noting U3U2U1, we obtain (R+3U1)(U1U2)(U2U3)=R+3U3. Combining Equations (Equation13) – (Equation15), it follows LV<1,(S,I,R)R+3U3. The proof is complete.

5. Conclusion

In this paper, we consider a stochastic SIRS epidemic model with seasonal variation. Denote R0s:=Λvω/μ+ε+γ+σ22/2ω. According to Theorems 3.1 and 3.2, imposing some restrictions on the intensities of white noises, the disease dies out if R0s<1; whereas if R0s>1 the disease will persist. According to Theorem 4.1 we show that model (Equation1) has at least one ω-periodic solution when R0s>1.

Disclosure statement

No potential conflict of interest was reported by the authors.

Additional information

Funding

The work was supported by the Education Department of Jilin Province [Grant No: [2016]47] and Science and Technology Department of Jilin Province [Grant No: 20160101264JC].

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