Introduction To Mathematical Modelling
Introduction To Mathematical Modelling
PROBLEMS
By
Professor M. O. Ibrahim
Department of Mathematics
University of Ilorin
P.M.B. 1515, Ilorin, Kwara State.
NIGERIA.
Email: [email protected]
[email protected]
Phone Number: 07038003294, 08053633541, 09090888863
Introduction to Mathematical Modelling
Interpretation
FLOW DIAGRAM
(a) (b)
a
S I S I
SI model b
SIS model
dS dI
SI , SI . dS dI
dt dt bI aSI , aSI bI
dt dt
(c) a b
S I R
SIR model
dS dI dR
aSI , aSI bI , bI .
dt dt dt
c
(d)
a b
S I R
SIR model
dS dI dR
aSI c, aSI bI , bI c .
dt dt dt
(e) e
a b
S I R
SIRS model
dS dI dR
aS t I t eR t T , aS t I t bI t , bI t eR t T .
dt dt dt
b M
(f)
k r
S I D
SIDM model
dS dI dM dD
kSI , kSI rI bI , bI , rI .
dt dt dt dt
(a) EXISTENCE AND UNIQUENESS THEOREM
dS dI
SI , SI .
dt dt
f1 SI , f 2 SI .
f1 f1
I , S
S I
f 2 f 2
I , S
S I
As shown above, it is clear that all the partial derivatives of
the whole system of equations exist, they are finite and
bounded. Hence it has a unique solution.
(b)
dS dI
bI aSI , aSI bI
dt dt
f1 bI aSI , f 2 aSI bI
f1 f1
aI , b aS
S I
f 2 f 2
aI , aS b
S I
dS dI
Idt , Sdt ,
S I
dS dI
S Idt ln S It c I Sdt ln I St c
It c It c St c St c
S e e e I e e e
S t e It S0 I t e I 0
St
Therefore, for all t > 0, all the solution set { S(t), I(t)} of the system of equations 1
to 2 are all positive
(b)
dS dI
bI aSI ..... 1, aSI bI ..... 2
dt dt
From 1 From 2
dS dI
aIdt , aSdt ,
S I
dS dI
S aIdt ln S aIt c I aSdt ln I aSt c
aSt c aSt c
S e aIt c aIt
e e c
I e e e
S t e aIt
S0 I t e aSt I 0
Therefore, for all t > 0, all the solution set { S(t), I(t)} of the system of equations 1
to 2 are all positive
(c)
dS dI dR
aSI ....... 1, aSI bI ...... 2 , bI ..... 3
dt dt dt
From 1 From 2
dS dI
aSI , aSI
dt dt
dS dI
aIdt , aSdt ,
S I
dS dI
S aIdt ln S aIt c I aSdt ln I aSt c
aIt c aIt c aSt c aSt c
S e e e I e e e
S t e aIt
S0 0 I t e aSt I 0 0
Therefore, for all t > 0, all the solution set { S(t), I(t)} of the system of equations 1
to 2 are all positive
dS dI dR
aSI c ....... 1, aSI bI ...... 2 , bI c ..... 3
dt dt dt
From 1 From 2
dS dI
aSI , aSI
dt dt
dS dI
aIdt , aSdt ,
S I
dS dI
S aIdt ln S aIt c I aSdt ln I aSt c
aIt c aIt c aSt c aSt c
S e e e I e e e
S t e aIt
S0 0 I t e aSt I 0 0
Therefore, for all t > 0, all the solution set { S(t), I(t)} of the system of equations 1
to 2 are all positive
STABILITY ANALYSIS (DFE & EE)
dN
N ... 1
dt
dP
N PC 1 P ... 2
dt
dC
PC RC 2 C ... 3
dt
dJ
C 3 J ... 4
dt
dR
P J RC R ... 5
dt
Crime Free Equilibrium CFE points.
0 N 0 , P0 , C0 , J 0 , R0
By equating the system of equations to zero, we have
dN dP dC dJ dR
0.
dt dt dt dt dt
N 0 ... 1
N PC 1 P 0 ... 2
PC RC 2 C 0 ... 3
C 3 J 0 ... 4
P J RC R 0 ... 5
Solving (1) by taking N=N0 , we have
N 0
N0
Solving (2) by taking P = P0, we have
P0
1
Solving (4) we let J = J0,
C
J0
1 since c = 0, then J = 0
Solving for R in (5) by letting R = R0,
We have to = or R0
1
R0
1
The Crime free Equilibrium is given as, 0 N 0 , P0 , C0 , J 0 , R0
0 , , 0, 0,
1 1
Endemic Equilibrium
For the endemic equilibrium, there exist Crime and Criminality in the
Society, hence C J 0
.
C x
J
3 3
From (5) P J C R
P
x 1
C x
x
J
3
1 x
R
x x 1 3
We need to find the real expression for the value of the assume x C
. From equation 1- 5.
N ......(6)
k1
P ......(7)
x 1 k1 C k 2
P R 2 from 3
k3 P R ......(8)
C C
J ......(9)
3 k4
P J C R From 5
P J C
R ......(10)
C k1k 4 C k 2 C
C
k 3
k1 C k 2 1 4
k k C k 2 C
C
k3
k1 C k 2 k1k 4 C k 2 C
Basic reproductive number, R0
R0 1 R0 > 1
R0 = b / g
Effective reproductive number
Expected number of cases caused by a typical infectious individual
in a population that is not wholly susceptible.
Reffective = R0 × S/N
Reffective = R0 × S/N
M L
death death
State variables
N(t) = Size of host population
M(t) = Mean number of sexually mature worms in host population
L(t) = Number of infective larvae in the habitat
The basic framework for macroparasite dynamics
dM
d1 L( t 1 ) ( 1 ) M
dt
dL
s d2 NM ( t 2 ) 2 L NL
dt
b infection rate
m death rate of hosts
m1 death rate of adult worms within hosts
m2 death rate of larvae in environment
d1 proportion of ingested larvae that survive to adulthood
d2 proportion of eggs shed that survive to become infective larvae
t1 time delay for maturation to reproductive maturity
t2 time delay for maturation from egg to infective larva
s proportion of offspring that are female
For macroparasites,
R0 is the average number of
female offspring (or just offspring
in the case of hermaphroditic
species) produced throughout
the lifetime of a mature female
parasite, which themselves
achieve reproductive maturity in
the absence of density-
dependent constraints on the
parasite establishment, survival
or reproduction.
Effective R0 for macroparasites
Branching process
- Model of invasion in a large susceptible population
- Allows flexibility in distribution of secondary infections, but does not
account for depletion of susceptibles.
Important classes of stochastic epidemic models
Chain binomial
- Model of an epidemic in a finite population.
- For each generation of transmission, calculates new infected
individuals as a binomial random draw from the remaining
susceptibles.
Diffusion
- Model of an endemic disease in a large population.
- Number of infectious individuals does a random walk around its
equilibrium value quasi-stationary distribution
Continuous vs discrete time
dN
Continuous-time models (ODEs, PDEs) N
• Well suited for mathematical analysis dt
• Real events occur in continuous
• Allow arbitrary flexibility in durations and residence times
Discrete-time models N ( t 1) N ( t )
• Data often recorded in discrete time intervals
• Can match natural timescale of system, e.g. generation
time or length of a season
• Easy to code (simple loop) and intuitive
• Note: can yield unexpected behaviour which may or may
not be biologically relevant (e.g. chaos).
Continuous vs discrete state variables
S I R
Susceptible
dS SI
Removed
dt N
Proportion of population
dI SI
I
dt N
dR
I Infectious
dt
Time
SIR output: the epidemic curve
1
0.8
Proportion of population
0.6
R0=10 R0=5
0.4
0.2 R0=3
R0=2
0
Time
Susceptible
Susceptible
Removed
Removed
Proportion of
Proportion population
of population
Infectious
Infectious
Time
SIR output: stochastic effects
ofextinction
0.8
extinction
0.6
Probabilityof
0.4
Probability
0.2
0
0 1 2 3 4 5
Basic reproductive number,R0
Time R0
births S I R
deaths
Proportion of population
dS SI
N S
dt N
dI SI
( ) I
dt N
dR
I R
dt
Time
(in thousand)
(in thousand)
Susceptible
Infected
8 125
4
110
0
5000
1000
Infected
200
50
20
110000 120000 130000 140000
Susceptibles
Summary of simple epidemic patterns
• Absence of recovery: logistic epidemic
• No susceptible recruitment (birth or loss of immunity): simple epidemics
• Susceptible recruitment through birth (or loss of immunity): recurrent
epidemics
Herd immunity and epidemic cycling
Proportion of population
until S/N rises enough that Reff > 1.
Time
Vaccine era
Baby boom
S
I
Intrinsic vs extrinsic forcing – what determines outbreak timing?
80
Leptospirosis in
Number of lepto deaths
60
California sea
lions 40
20
0
84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 00 01 02 03 04 05 06
Intrinsic vs extrinsic forcing – what determines outbreak timing?
Intrinsic factors
Host population size and structure, recruitment rates and herd immunity
Extrinsic factors
Pathogen introduction: contact with reservoirs, invasive species, range shifts
Climate: ENSO events, warming temperatures
Malnutrition: from climate, fisheries or increasing N
Pollution: immunosuppressive chemicals, toxic algae blooms
Human interactions: Harvesting, protection, disturbance
Data needs I. What’s needed to build a model?
Population data
• Population size and structure
• Birth and death rates, survival, immigration and emigration
• Rates of contact within and between population groups
Epidemiological data
• Transmissibility (R0)
- density dependence, seasonality
Data needs II. What’s needed to validate a model?
Time series
• Incidence: number of new cases
• Prevalence: proportion of population with disease
Cross-sectional data
Seroprevalence survey (or prevalence of chronic disease)
endemic disease at steady state insight into mixing
epidemic disease outbreak size, attack rate, and risk groups
Contact tracing
SARS transmission chain, Singapore 2003
20
Cases
15
10
5
0
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
Days
Presumed double Presumed within-family
primaries transmission
Measles:
Latent period 6-9 d, Infectious period 6-7 d, Average serial interval: 10.9 d
Other fields of disease modelling
Within-host models
• pathogen population dynamics and immune response
Community dynamics of disease
Co-infections
What happens when multiple parasites are present in the same host?
How do they interact? Resource competition? Immune-mediated indirect
competition? Facilitation via immune suppression
Multiple host species
Many pathogens infect multiple species
- when can we focus on one species?
- how can we estimate importance of multi-species effects?
Zoonotic pathogens – many infections of humans have animal
reservoirs, e.g. flu, bovine TB, yellow fever, Rift valley fever
Reservoir and spillover species
Host jumps and pathogen emergence
Example 1: TB treatment model
dS 1SI
bN dS
dt N
dE 1SI 2TI
d v r1 E pr2 I
dt N N
dI
vE d r2 I qr2 I
dt
dT 2TI
r1 E qr2 I dT .
dt N
Rearranging the equation so that we start with infectious
classes, we obtain;
dE 1SI 2TI
d v r1 E pr2 I
dt N N
dI
vE d r2 I qr2 I
dt
dS 1SI
bN dS
dt N
dT 2TI
r1 E qr2 I dT .
dt N
In the case m = 2 (two infected compartments)
1SI 2TI
N
N
F 0
0
0
d v r1 E pr2 I
d r2 I qr2 I vE
1SI
V Vi Vi dS bN
N
2TI
dT r1 E qr2 I
N
The disease free equilibrium point of the system has coordinates
E
, I , S , T 0, 0, 1, 0
The derivative of F and V at 0, 0, 1, 0 are given by
0 1 d v r1 pr2 respectively. The inverse of V is given by
F and V
0 0 v d r2
1 1 d r2 pr2
V
d v r1 d r2 vpr2 v d v r1
1 v
R0 FV
d v r1 d r2 vpr2
Example 2: Multi-Strain Model
R0 max Ri .
i 1, 2
OPTIMAL CONTROL
Example 1:
1
min u t dt Subject to x t x t u t , x 0 1, x 1 free
2
Solution:
H u 2 x u The optimality condition is
H 1
0 2u at u u
u 2 2 H
We see the problem of minimization as 2
2 0
u
H
The adjoint equation is given by t ce t
u
For some constant C. But, the transversality condition is
1 0 ce 0 c 0
1
Thus, 0 so that u 0. So,
x satisfies x x and x 0 1
2
Hence, the optimal solutions are;
0, u 0, x t et .
Example 2:
1
u
1
20
2 2
min 3 x t u t dt Subject to x t x t u t , x 0 1.
3e 1 3e 1
LYAPUNOV ANALYSIS
Example 1: Find the Lyapunov of V x1 , x2 x12 x22 if
x1 t x2 t , x2 t x1 t x2 t
Solution:
V V
V x1 x2
x1 x2
2 x1 x2 2 x2 x1 x2
2
2 x1 x2 2 x1 x2 2 x
2
2
2 x 0.
2
LYAPUNOV ANALYSIS
Example 2: For the system
Solution: V V
V x1 , x2 x1 x2
x1 x2
2 2 x1 1 x12 x22 x1 2 2 x2 1 x12 x22 x2
4 1 x x
2
1
2
2 x x x x
1 1 2 2
4 x x 1 x x
2 2 2 2 2
1 2 1 2
0.
Issue Overview Typical aspects addressed by
modeling
Air pollution Local pollution (e.g., urban Concentrations, health impact,
smog, toxic releases), acid rain, trends, impact and cost/benefit
global issues (e.g., CFCs and analysis of proposed control
related chemicals). measures.
Ground Availability of ground water and Safe yields from wells, direction
water the investigation or remediation and rate of movement, spread of
of contamination problems. contaminants, evaluation of
remedial measures.
Water They are many notable instances Determining the capacity of
supply where surface or ground water is supplies. Effectiveness of policy and
being used at a non-sustainable incentive programs.
rate.
Issue Overview Typical aspects addressed by
modeling
Global Greenhouse gases, such as CO2 , Interactive effects of greenhouse
warning cause more of the sun’s energy to gases, sunlight reflection by
be retained by the Earth, leading to aerosols and increased cloud
a rise in average temperature. cover, changes in vegetation, etc.
Economic impacts (e.g., on
agriculture).
Sea level Melting of polar ice due to increase Feedback loops; e.g., larger ocean
changes in global temperature could may lead to a higher amount of
redefine coast-lines, displace evaporation, more water in cloud
populations, and affect ocean state, perhaps more reflection of
currents and climate. solar energy, etc.