Equation-Free multiscale computational analysis of individual-based epidemic dynamics on networks

The surveillance, analysis and ultimately the efficient long-term prediction and control of epidemic dynamics appear to be some of the major challenges nowadays. Detailed individual-based mathematical models on complex networks play an important role towards this aim. In this work, it is shown how one can exploit the Equation-Free approach and optimization methods such as Simulated Annealing to bridge detailed individual-based epidemic models with coarse-grained, system-level analysis within a pair-wise representation perspective. The proposed computational methodology provides a systematic approach for analyzing the parametric behavior of complex/multiscale epidemic simulators much more efficiently than simply simulating forward in time. It is shown how steady state and (if required) time-dependent computations, stability computations, as well as continuation and numerical bifurcation analysis can be performed in a straightforward manner. The approach is illustrated through a simple individual-based SIRS epidemic model deploying on a random regular connected graph. Using the individual-based simulator as a black box coarse-grained timestepper and with the aid of Simulated Annealing I compute the coarse-grained equilibrium bifurcation diagram and analyze the stability of the stationary states sidestepping the necessity of obtaining explicit closures at the macroscopic level.     

Two-parameter bifurcations in a network of two neurons with multiple delays

We consider a network of two coupled neurons with delayed feedback. We show that the connection topology of the network plays a fundamental role in classifying the rich dynamics and bifurcation phenomena. Regarding eigenvalues of the connection matrix as bifurcation parameters, we obtain codimension 1 bifurcations (including a fold bifurcation and a Hopf bifurcation) and codimension 2 bifurcations (including fold-Hopf bifurcations and Hopf-Hopf bifurcations). We also give concrete formulae for the normal form coefficients derived via the center manifold reduction that give detailed information about the bifurcation and stability of various bifurcated solutions. In particular, we obtain stable or unstable equilibria, periodic solutions, quasi-periodic solutions, and sphere-like surfaces of solutions. We also show how to evaluate critical normal form coefficients from the original system of delay-differential equations without computing the corresponding center manifolds.     

Multiple recurrent outbreak cycles in an autonomous epidemiological model due to multiple limit cycle bifurcation

Multiple recurrent outbreak cycles have been commonly observed in infectious diseases such as measles and chicken pox. This complex outbreak dynamics in epidemiologicals is rarely captured by deterministic models. In this paper, we investigate a simple 2-dimensional SI epidemiological model and propose that the coexistence of multiple attractors attributes to the complex outbreak patterns. We first determine the conditions on parameters for the existence of an isolated center, then properly perturb the model to generate Hopf bifurcation and obtain limit cycles around the center. We further analytically prove that the maximum number of the coexisting limit cycles is three, and provide a corresponding set of parameters for the existence of the three limit cycles. Simulation results demonstrate the case with the maximum coexisting attractors, which contains one stable disease free equilibrium and two stable endemic periodic solutions separated by one unstable periodic solution. Therefore, different disease outcomes can be predicted by a single nonlinear deterministic model based on different initial data.     

Global analysis of an environmental disease transmission model linking within-host and between-host dynamics

In this paper, a multi-scale mathematical model for environmentally transmitted diseases is proposed which couples the pathogen-immune interaction inside the human body with the disease transmission at the population level. The model is based on the nested approach that incorporates the infection-age-structured immunological dynamics into an epidemiological system structured by the chronological time, the infection age and the vaccination age. We conduct detailed analysis for both the within-host and between-host disease dynamics. Particularly, we derive the basic reproduction number R₀ for the between-host model and prove the uniform persistence of the system. Furthermore, using carefully constructed Lyapunov functions, we establish threshold-type results regarding the global dynamics of the between-host system: the disease-free equilibrium is globally asymptotically stable when R₀ < 1, and the endemic equilibrium is globally asymptotically stable when R₀ > 1. We explore the connection between the within-host and between-host dynamics through both mathematical analysis and numerical simulation. We show that the pathogen load and immune strength at the individual level contribute to the disease transmission and spread at the population level. We also find that, although the between-host transmission risk correlates positively with the within-host pathogen load, there is no simple monotonic relationship between the disease prevalence and the individual pathogen load.     

An analysis of wavelet frame based scattered data reconstruction

In real world applications many signals contain singularities, like edges in images. Recent wavelet frame based approaches were successfully applied to reconstruct scattered data from such functions while preserving these features. In this paper we present a recent approach which determines the approximant from shift invariant subspaces by minimizing an ${?}_1$-regularized least squares problem which makes additional use of the wavelet frame transform in order to preserve sharp edges. We give a detailed analysis of this approach, i.e., how the approximation error behaves dependent on data density and noise level. Moreover, a link to wavelet frame based image restoration models is established and the convergence of these models is analyzed. In the end, we present some numerical examples, for instance how to apply this approach to handle coarse-grained models in molecular dynamics.     

The dynamics ofn weakly coupled identical oscillators

Summary We present a framework for analysing arbitrary networks of identical dissipative oscillators assuming weak coupling. Using the symmetry of the network, we find dynamically invariant regions in the phase space existing purely by virtue of their spatio-temporal symmetry (the temporal symmetry corresponds to phase shifts). We focus on arrays which are symmetric under all permutations of the oscillators (this arises with global coupling) and also on rings of oscillators with both directed and bidirectional coupling. For these examples, we classify all spatio-temporal symmetries, including limit cycle solutions such as in-phase oscillation and those involving phase shifts. We also show the existence of “submaximal” limit cycle solutions under generic conditions. The canonical invariant region of the phase space is defined and used to investigate the dynamics. We discuss how the limit cycles lose and gain stability, and how symmetry can give rise to structurally stable heteroclinic cycles, a phenomenon not generically found in systems without symmetry. We also investigate how certain types of coupling (including linear coupling between oscillators with symmetric waveforms) can give rise to degenerate behaviour, where the oscillators decouple into smaller groups.     

Dirac Mass Dynamics in Multidimensional Nonlocal Parabolic Equations

Nonlocal Lotka–Volterra models have the property that solutions concentrate as Dirac masses in the limit of small diffusion. Is it possible to describe the dynamics of the limiting concentration points and of the weights of the Dirac masses? What is the long time asymptotics of these Dirac masses? Can several Dirac masses co-exist?

We will explain how these questions relate to the so-called “constrained Hamilton–Jacobi equation” and how a form of canonical equation can be established. This equation has been established assuming smoothness. Here we build a framework where smooth solutions exist and thus the full theory can be developed rigorously. We also show that our form of canonical equation comes with a kind of Lyapunov functional.

Numerical simulations show that the trajectories can exhibit unexpected dynamics well explained by this equation.

Our motivation comes from population adaptive evolution a branch of mathematical ecology which models Darwinian evolution.     

A stochastic model of AIDS and condom use

In this paper we introduce stochasticity into a model of AIDS and condom use via the technique of parameter perturbation which is standard in stochastic population modelling. We show that the model established in this paper possesses non-negative solutions as desired in any population dynamics. We also carry out a detailed analysis on asymptotic stability both in probability one and in pth moment. Our results reveal that a certain type of stochastic perturbation may help to stabilise the underlying system.     

Extremal equilibria for reaction-diffusion equations in bounded domains and applications

We show the existence of two special equilibria, the extremal ones, for a wide class of reaction-diffusion equations in bounded domains with several boundary conditions, including non-linear ones. They give bounds for the asymptotic dynamics and so for the attractor. Some results on the existence and/or uniqueness of positive solutions are also obtained. As a consequence, several well-known results on the existence and/or uniqueness of solutions for elliptic equations are revisited in a unified way obtaining, in addition, information on the dynamics of the associated parabolic problem. Finally, we ilustrate the use of the general results by applying them to the case of logistic equations. In fact, we obtain a detailed picture of the positive dynamics depending on the parameters appearing in the equation.     

On computing smooth solutions of problems with large lipschitz constants

We investigate how one can construct numerical methods for computing smooth solutions of ODE's which potentially possess fast growing or decaying solutions. We do not want to use a global method (which computes a solution on the entire relevant interval first), but rather a procedure that obtains numerical values in a marching algorithm. It is shown how this can be achieved by both implicit and explicit integrators, for which some detailed analysis is given. Some numerical examples are also included.     

Stokes flow solutions in infinite and semi-infinite porous channels

We derive a class of exact solutions for Stokes flow in infinite and semi-infinite channel geometries with permeable walls. These simple, explicit, series expressions for both pressure and Stokes flow are valid for all permeability values. At the channel walls, we impose a no-slip condition for the tangential fluid velocity and a condition based on Darcy's law for the normal fluid velocity. Fluid flow across the channel boundaries is driven by the pressure drop between the channel interior and exterior; we assume the exterior pressure to be constant. We show how the ground state is an exact solution in the infinite channel case. For the semi-infinite channel domain, the ground-state solutions approximate well the full exact solution in the bulk and we derive a method to improve their accuracy at the transverse wall. This study is motivated by the need to quantitatively understand the detailed fluid dynamics applicable in a variety of engineering applications including membrane-based water purification, heat and mass transfer, and fuel cells.     

Theoretical aspects of synchronization in transverse galloping aeroelastic instability

We investigate, for the first time to the best of our knowledge, theoretical aspects of synchronization in transverse galloping aeroelastic instability. The current study is a generalization of previous studies that considered the dynamics of a single-cylinder, and therefore, precluded the option to study synchronization. Here, we consider both the deterministic and stochastic dynamics of a system comprising two weakly coupled cylinders, which are attached to the ground with linear springs and dashpots, and are immersed in a high velocity airstream. We derive the conditions for the instability threshold. We give a detailed and simplified procedure to compute the amplitudes, phase differences, and frequencies of the synchronized solutions. We calculate quantitative measures of the amplitude and phase noises, including an explicit calculation of the phase noise reduction due to synchronization, which can enhance the performance of transverse galloping-based energy harvesters. Furthermore, we provide simple mappings for the amplitudes and phase difference dynamics, which we show to be highly useful for understanding both the deterministic and the stochastic dynamics of the amplitudes and the phase difference dynamics from geometric point of view.     

Dynamics of Extended Objects and a Stationary Axially Symmetric Cosmological Model

We find a new solution describing a homogeneous stationary axially symmetric model, which, in contrast to the Gödel model, does not contain closed timelike lines. We find exact solutions corresponding to the motion of a null string in the rotating Universe and show that these solutions crucially depend on the initial data. To obtain more detailed information on the cosmic string dynamics, we performed numerical simulations indicating essential differences in the behavior of strings and null strings in the presence of global rotation of the Universe. These numerical solutions show that the string manifests involved oscillations, varies its shape with the appearance of loops and cusps, and twists into a spiral.     

Coarse-grained entropy in dynamical systems

Let M be the phase space of a physical system. Consider the dynamics, determined by the invertible map T: M → M, preserving the measure µ on M. Let ν be another measure on M, dν = ρdµ. Gibbs introduced the quantity s(ρ) = ?∝ρ log ρdµ as an analog of the thermodynamical entropy. We consider a modification of the Gibbs (fine-grained) entropy the so called coarse-grained entropy. First we obtain a formula for the difference between the coarse-grained and Gibbs entropy. The main term of the difference is expressed by a functional usually referenced to as the Fisher information. Then we consider the behavior of the coarse-grained entropy as a function of time. The dynamics transforms ν in the following way: ν → ν _n , dν _n = ρ ○ T ^?n dµ. Hence, we obtain the sequence of densities ρ _n = ρ ○ T ^?n and the corresponding values of the Gibbs and the coarse-grained entropy. We show that while the Gibbs entropy remains constant, the coarse-grained entropy has a tendency to a growth and this growth is determined by dynamical properties of the map T. Finally, we give numerical calculation of the coarse-grained entropy as a function of time for systems with various dynamical properties: integrable, chaotic and with mixed dynamics and compare these calculation with theoretical statements.     

SPATIAL PATTERN INDUCED BY ASYMMETRIC COMPETITION: A MODELING APPROACH

ABSTRACT. The paper addresses the question: how does asymmetric competition for light affect the spatial pattern of trees? It is based on an individual-based spatially explicit model of forest dynamics, whose growth equations are derived from gap models. The model is calibrated on a stand of natural rainforest in French Guiana, where the tree pattern exhibits regularity at short distances (< 10 m) and clustering at medium distances (∼ 30 m). The model reproduces the regularity but not the clustering. As mortality and recruitment have been modeled so as to favor a random pattern, we conclude that regularity emerges from the asymmetric competition in the growth submodel. Also the scale at which regularity appears is linked to the range of interactions between trees.     

Advertising a new product in a segmented market

We bring some market segmentation concepts into the statement of the “new product introduction” problem with Nerlove-Arrow’s linear goodwill dynamics. In fact, only a few papers on dynamic quantitative advertising models deal with market segmentation, although this is a fundamental topic of marketing theory and practice. In this way we obtain some new deterministic optimal control problems solutions and show how such marketing concepts as “targeting” and “segmenting” may find a mathematical representation. We consider two kinds of situations. In the first one, we assume that the advertising process can reach selectively each target group. In the second one, we assume that one advertising channel is available and that it has an effectiveness segment-spectrum, which is distributed over a non-trivial set of segments. We obtain the explicit optimal solutions of the relevant problems.     

A probabilistic model associated with the pressureless gas dynamics

Using a method of stochastic perturbation of a Langevin system associated with the non-viscous Burgers equation we introduce a system of PDE that can be considered as a regularization of the pressureless gas dynamics describing sticky particles. By means of this regularization we describe how starting from smooth data a δ-singularity arises in the component of density. Namely, we find the asymptotics of solution at the point of the singularity formation as the parameter of stochastic perturbation tends to zero. Then we introduce a generalized solution in the sense of free particles (FP-solution) as a special limit of the solution to the regularized system. This solution corresponds to a medium consisting of non-interacting particles. The FP-solution is a bridging step to constructing solutions to the Riemann problem for the pressureless gas dynamics describing sticky particles. We analyze the difference in the behavior of discontinuous solutions for these two models and the relations between them. In our framework we obtain a unique entropy solution to the Riemann problem in 1D case.     

System dynamics applications to European health care issues

Taking a European perspective, a review is made of some system dynamics models which address health care issues. Suggestions are made for the types of role which these models should take, bearing in mind the strategic orientation of system dynamics modelling. Examples are described of qualitative models where influence diagrams are the main analytical tool. Quantitative system dynamics models have a contribution to make in epidemiological studies and have been used to analyse the AIDS epidemic. A detailed example of one aspect of model formulation is given. This concerns the AIDS incubation time distribution and shows how real-world complications arising from virological staging and treatment effects are handled in a model of AIDS spread.     

Assessing the effects of homosexuals and bisexuals on the intrinsic dynamics of HIV/AIDS in heterosexual settings

A deterministic compartmental sex-structured HIV/AIDS model for assessing the effects of homosexuals and bisexuals on the intrinsic dynamics of the disease in heterosexual settings in which homosexuality and bisexuality issues have remained taboo is presented. The epidemic threshold and equilibria for the model are determined and stabilities are investigated. Comprehensive qualitative analysis of the model including invariance of solutions and permanence are carried out. The epidemic threshold known as the basic reproductive number suggests that heterosexuality, homosexuality, and bisexuality influence the growth of the epidemic in HIV/AIDS affected populations and the partial reproductive number (homosexuality induced or heterosexuality and bisexuality induced) with the larger value influences the overall dynamics of the epidemic in a setting. Numerical simulations of the model show that as long as one of the partial reproductive numbers is greater than unity, the disease will exist in the population. We conclude from the study that homosexuality and bisexuality enlarge the epidemic in a heterosexual setting. The theoretical study highlights the need to carry out substantial research to map homosexuals and bisexuals as it has remained unclear as to what extent this group has contributed to the epidemic in heterosexual settings especially in southern Africa, which has remained the epidemiological locus of the epidemic.