An SIS Epidemic Model with Stage Structure and a Delay

A disease transmission model of SIS type with stage structure and a delay is formulated. Stability of the disease free equilibrium, and existence, uniqueness, and stability of an endemic equilibrium, are investigated for the model. The stability results arc stated in terms of a key threshold parameter. The effects of stage structure and time delay on dynamical behavior of the infectious disease are analyzed. It is shown that stage structure has no effect on the epidemic model and Hopf bifurcation can occur as the time delay increases.     

A non‐autonomous epidemic model with time delay and vaccination

In this paper, a non‐autonomous SIRVS epidemic model with time delay and vaccination is investigated. We assume that the vaccinated have a constant immunity period. Some new threshold conditions are obtained. These threshold conditions govern the extinction and permanence of the disease. When the model degenerates into the periodic or autonomous case, the corresponding basic reproduction number can be derived from these threshold conditions. Copyright © 2009 John Wiley & Sons, Ltd.     

Improved threshold diagnostic plots for extreme value analyses

A crucial aspect of threshold-based extreme value analyses is the level at which the threshold is set. For a suitably high threshold asymptotic theory suggests that threshold excesses may be modelled by a generalized Pareto distribution. A common threshold diagnostic is a plot of estimates of the generalized Pareto shape parameter over a range of thresholds. The aim is to select the lowest threshold above which the estimates are judged to be approximately constant, taking into account sampling variability summarized by pointwise confidence intervals. This approach doesn’t test directly the hypothesis that the underlying shape parameter is constant above a given threshold, but requires the user subjectively to combine information from many dependent estimates and confidence intervals. We develop tests of this hypothesis based on a multiple-threshold penultimate model that generalizes a two-threshold model proposed recently. One variant uses only the model fits from the traditional parameter stability plot. This is particularly beneficial when many datasets are analysed and enables assessment of the properties of the test on simulated data. We assess and illustrate these tests on river flow rate data and 72 series of significant wave heights.     

An ecogenetic model

A model for the effects of a predator on a genetically distinguished prey population is formulated and investigated. The predator-free system settles at an equilibrium which can be destabilized by the predators if a suitably defined parameter, the predator invasion number, exceeds a threshold. The system can then coexist at a stable equilibrium or via persistent oscillations.     

Mathematical Modeling and Analysis of an Epidemic Model with Quarantine, Latent and Media Coverage

Epidemic models are very important in today''s analysis of diseases. In this paper, we propose and analyze an epidemic model incorporating quarantine, latent, media coverage and time delay. We analyze the local stability of either the disease-free and endemic equilibrium in terms of the basic reproduction number $\mathcal{R}_{0}$ as a threshold parameter. We prove that if $\mathcal{R}_{0}<1,$ the time delay in media coverage can not affect the stability of the disease-free equilibrium and if $\mathcal{R}_{0}>1$, the model has at least one positive endemic equilibrium, the stability will be affected by the time delay and some conditions for Hopf bifurcation around infected equilibrium to occur are obtained by using the time delay as a bifurcation parameter. We illustrate our results by some numerical simulations such that we show that a proper application of quarantine plays a critical role in the clearance of the disease, and therefore a direct contact between people plays a critical role in the transmission of the disease.     

Irreversible investment with random delay and partial prepayment

Classical irreversible investment problem admits an optimal strategy of threshold type. But there is no consensus on how the investor should adjust the threshold, if there is an implementation delay. By formulating a general problem with random delay and partial prepayment, we find that the effect of delay can be opposite for different prepayment rates. Besides, although the constant delay model is commonly used, we argue that it is a reasonable approximation only if the discount rate is small.     

Pulse and constant control schemes for epidemic models with seasonality

Control schemes for infectious disease models with time-varying contact rate are analyzed. First, time-constant control schemes are introduced and studied. Specifically, a constant treatment scheme for the infected is applied to a SIR model with time-varying contact rate, which is modelled by a switching parameter. Two variations of this model are considered: one with waning immunity and one with progressive immunity. Easily verifiable conditions on the basic reproduction number of the infectious disease are established which ensure disease eradication under these constant control strategies. Pulse control schemes for epidemic models with time-varying contact rates are also studied in detail. Both pulse vaccination and pulse treatment models are applied to a SIR model with time-varying contact rate. Further, a vaccine failure model as well as a model with a reduced infective class are considered with pulse control schemes. Again, easily verifiable conditions on the basic reproduction number are developed which guarantee disease eradication. Some simulations are given to illustrate the threshold theorems developed.     

Lytic cycle: A defining process in oncolytic virotherapy

The viral lytic cycle is an important process in oncolytic virotherapy. Most mathematical models for oncolytic virotherapy do not incorporate this process. In this article, we propose a mathematical model with the viral lytic cycle based on the basic mathematical model for oncolytic virotherapy. The viral lytic cycle is characterized by two parameters, the time period of the viral lytic cycle and the viral burst size. The time period of the viral lytic cycle is modeled as a delay parameter. The model is a nonlinear system of delay differential equations. The model reveals a striking feature that the critical value of the period of the viral lytic cycle is determined by the viral burst size. There are two threshold values for the burst size. Below the first threshold, the system has an unstable trivial equilibrium and a globally stable virus free equilibrium for any nonnegative delay, while the system has a third positive equilibrium when the burst size is greater than the first threshold. When the burst size is above the second threshold, there is a functional relation between the bifurcation value of the delay parameter for the period of the viral lytic cycle and the burst size. If the burst size is greater than the second threshold, the positive equilibrium is stable when the period of the viral lytic cycle is smaller than the bifurcation value, while the system has orbitally stable periodic solutions when the period of the lytic cycle is longer than the bifurcation value. However, this bifurcation value becomes smaller when the burst size becomes bigger. The viral lytic cycle may explain the oscillation phenomena observed in many studies. An important clinic implication is that the burst size should be carefully modified according to its effect on the lytic cycle when a type of a virus is modified for virotherapy, so that the period of the viral lytic cycle is in a suitable range which can break away the stability of the positive equilibria or periodic solutions.     

Dynamics of an epidemic model with relapse and delay

In this paper, we consider a new epidemiological model with delay and relapse phenomena. Firstly, a basic reproduction number $R_0$ is identified, which serves as a threshold parameter for the stability of the equilibria of the model. Then, beginning with the delay-free model, the global asymptotic stability of the equilibria is obtained through the construction of suitable Lyapunov functions. For the delay model, the stability of the positive equilibrium and the existence of the local Hopf bifurcation are discussed. Furthermore, the application of the normal form theory and center manifold theorem is used to determine the direction and stability of these Hopf bifurcations. Finally, we shed light on corresponding biological implications from a numerical perspective. It turns out that time delay affects the stability of the positive equilibrium, leading to the occurrence of periodic oscillations and disease recurrence.     

Inducing or suppressing chaos in a double-well Duffing oscillator by time delay feedback

The chaotic behavior of a double-well Duffing oscillator with both delayed displacement and velocity feedbacks under a harmonic excitation is investigated. By means of the Melnikov technique, necessary condition for onset of chaos resulting from homoclinic bifurcation is derived analytically. The analytical results reveal that for negative feedback the presence of time delay lowers the threshold and enlarges the possible chaotic domain in parameter space; while for positive feedback the presence of time delay enhances the threshold and reduces the possible chaotic domain in parameter space, which are further verified numerically through Poincare maps of the original system. Furthermore, the effect of the control gain parameters on the chaotic motion of the original system is studied in detail.     

Modeling and dynamics of a two-line kite

A mathematical model of a kite connected to the ground by two straight tethers of varying lengths is presented and used to study the traction force generated by kites flying in cross-wind conditions. The equations of motion are obtained by using a Lagrangian formulation, which yields a low-order system of ordinary differential equations free of constraint forces. Two parameters are chosen for the analysis. The first parameter is the wind velocity. The second parameter is one of the stability derivatives of the aerodynamic model: the roll response to the sideslip angle, known also as effective dihedral. This parameter affects significantly the lateral dynamics of the kite. It has been found that when the effective dihedral is below a certain threshold, the kite follows stable periodic trajectories, and naturally flies in cross-wind conditions while generating a high tension along both tethers. This result indicates that kite-based propulsion systems could operate without controlling tether lengths if kite design, including the dihedral and sweep angles, is done appropriately. If both tether lengths are varied out-of-phase and periodically, then kite dynamics can be very complex. The trajectories are chaotic and intermittent for values of the effective dihedral below a certain negative threshold. It is found that tether tensions can be very similar with and without tether length modulation if the parameters of the model are well-chosen. The use of the model for pure traction applications of kites is discussed.     

Mathematical analysis of a population model with an age–weight structured two-stage life history: asymptotic behavior of solutions

In this paper, we propose a model for the dynamics of a physiologically structured population of individuals whose life cycle is divided into two stages: the first stage is structured by the weight, while the second one is structured by the age, the exit from the first stage occurring when a threshold weight is attained. The model originates in a complex one dealing with a fish population and covers a large class of situations encompassing two-stage life histories with a different structuring variable for each state, one of its key features being that the maturation process is determined in terms of a weight threshold to be reached by individuals in the first stage. Mathematically, the model is based on the classical Lotka–MacKendrick linear model, which is reduced to a delayed renewal equation including a constant delay that can be viewed as the time spent by individuals in the first stage to reach the weight threshold. The influence of the growth rate and the maturation threshold on the long-term behavior of solutions is analyzed using Laplace transform methods.     

Periodic solutions for a class of epidemic equations

Periodic solutions for a class of delay integral equations modeling epidemics are shown to bifurcate from the identically zero solution when a certain parameter exceeds a threshold. The equations are a special case of a general model proposed by Hoppensteadt and Waltman [3]. A global bifurcation theorem of Roger Nussbaum [5] is the main tool.     

Influence of discrete delay on pattern formation in a ratio-dependent prey–predator model

In this paper we explore how the two mechanisms, Turing instability and Hopf bifurcation, interact to determine the formation of spatial patterns in a ratio-dependent prey–predator model with discrete time delay. We conduct both rigorous analysis and extensive numerical simulations. Results show that four types of patterns, cold spot, labyrinthine, chaotic as well as mixture of spots and labyrinthine can be observed with and without time delay. However, in the absence of time delay, the two aforementioned mechanisms have a significant impact on the emergence of spatial patterns, whereas only Hopf bifurcation threshold is derived by considering the discrete time delay as the bifurcation parameter. Moreover, time delay promotes the emergence of spatial patterns via spatio-temporal Hopf bifurcation compared to the non-delayed counterpart, implying the destabilizing role of time delay. In addition, the destabilizing role is prominent when the magnitude of time delay and the ratio of diffusivity are comparatively large.     

On parameter estimation of threshold autoregressive models

This paper studies the threshold estimation of a TAR model when the underlying threshold parameter is a random variable. It is shown that the Bayesian estimator is consistent and its limit distribution is expressed in terms of a limit likelihood ratio. Furthermore, convergence of moments of the estimators is also established. The limit distribution can be computed via explicit simulations from which testing and inference for the threshold parameter can be conducted. The obtained results are illustrated with numerical simulations.     

Modeling the role of constant and time varying recycling delay on an ecological food chain

We consider a mathematical model of nutrient-autotroph-herbivore interaction with nutrient recycling from both autotroph and herbivore. Local and global stability criteria of the model are studied in terms of system parameters. Next we incorporate the time required for recycling of nutrient from herbivore as a constant discrete time delay. The resulting DDE model is analyzed regarding stability and bifurcation aspects. Finally, we assume the recycling delay in the oscillatory form to model the daily variation in nutrient recycling and deduce the stability criteria of the variable delay model. A comparison of the variable delay model with the constant delay one is performed to unearth the biological relevance of oscillating delay in some real world ecological situations. Numerical simulations are done in support of analytical results.     

A Mathematical Model with Delays for Schistosomiasis Japonicum Transmission

A dynamic model of schistosoma japonicum transmission is presented that incorporates effects of the prepatent periods of the different stages of schistosoma into Baxbour＇s model. The model consists of four delay differential equations. Stability of the disease free equilibrium and the existence of an endemic equilibrium for this model are stated in terms of a key threshold parameter. The study of dynamics for the model shows that the endemic equilibrium is globally stable in an open region if it exists and there is no delays, and for some nonzero delays the endemic equilibrium undergoes Hopf bifurcation and a periodic orbit emerges. Some numerical results are provided to support the theoretic results in this paper. These results suggest that prepatent periods in infection affect the prevalence of schistosomiasis, and it is an effective strategy on schistosomiasis control to lengthen in prepatent period on infected definitive hosts by drug treatment （or lengthen in prepatent period on infected intermediate snails by lower water temperature）.     

A delay differential equation model of HIV infection of CD4+ T-cells with cure rate

A delay differential equation as a mathematical model that described HIV infection of CD4⁺ T-cells is analyzed. When the constant death rate of infected but not yet virus-producing cells is equal to zero, the stability of the non-negative equilibria and the existence of Hopf bifurcation are investigated. A stability switch in the system due to variation of delay parameter has been observed, so is the phenomena of Hopf bifurcation and stable limit cycle. The estimation of the length of delay to preserve stability has been calculated. Further, when the constant death rate of infected but not yet virus-producing cells is not equal to zero, by using the geometric stability switch criterion in the delay differential system with delay dependent parameters, we present that stable equilibria become unstable as the time delay increases. Numerical simulations are carried out to explain the mathematical conclusions.     

Quasi-optimized Schwarz methods for reaction diffusion equations with time delay

In this paper, we investigate the convergence behavior of the Schwarz waveform relaxation (SWR) algorithms for solving PDEs with time delay. We choose the reaction diffusion equations with a constant time delay as the underlying model problem and try to derive optimized transmission conditions of Robin type. To this end, we propose a new method to get quasi-optimized parameter involved in the transmission conditions and it is shown that this method is essentially different from the existing ones. Moreover, when the situation is reduced into the heat equations with a constant delay, we show that this method results in a more efficient quasi-optimized parameter. Numerical results are provided to validate our theoretical results.