EPIDEMICS OVER COMPLEX NETWORKS: ANALYSIS OF EXACT AND APPROXIMATE MODELS
2.7 Summary and Conclusion
We studied the networked SIS, SIRS, SEIRS, SIV, and SEIV epidemics and their variants, using their exact Markov chain models, and their well-known linear and nonlinear mean-field approximations. Below a threshold, the disease-free fixed point is globally stable for the nonlinear model, and also the mixing time of the exact Markov chain is๐(log๐), which means the epidemic dies out fast. Furthermore,
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ฮฒkAk ฮด = 1.2>1
ฮฒkAk
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ฮณ ฮณ+ฮธ
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(1โฮธ)ฮณ+ฮธฮณ ฮฒkAkฮด = 1.2>1 (1โฮธ)ฮณ+ฮธฮณ ฮฒkฮดAk= 0.99<1
Figure 2.5: The evolution of (a) SIS/SIRS/SEIRS, (b) SIV/SEIV (infection-dominant), (c) SIV/SIEV (vaccination-dominant) epidemics over an Erdลs-Rรฉnyi graph with ๐ = 2000 nodes. The blue curves show fast extinction of the epidemic. The red curves show epidemic spread around the nontrivial fixed point.
above a threshold, the disease-free fixed point is not stable for the linear and nonlinear models, and there exists a second unique fixed point, which corresponds to the endemic state. This nontrivial fixed point is also stable in most cases. Figure 2.3 summarizes all the results.
Typical examples of the spread of the epidemic for all different propagation models studied throughout the chapter have been demonstrated in Figure 2.5. For the SIRS and SEIRS models, the threshold condition is ๐ฝk๐ฟ๐ดk <1, which is the same as that of the SIS one, and it means having an additional recovered state does not necessarily make the system more stable. For the infection-dominant SIV and SEIV models, we observe the same exponential decay of the infection when ๐พ๐พ+๐๐ฝk๐ฟ๐ดk <1 (e.g., when k๐ดk = 16.232 and ๐ฝ = 0.11, ๐พ =0.5 and๐ =0.5), which means the vaccination indeed makes the system more stable. Furthermore, for the vaccination-dominant models, under(1โ๐)๐พ+๐๐พ ๐ฝk๐ดk
๐ฟ < 1 (e.g., ๐ฝ=0.22), we observe the fast convergence again, which confirms that the system is even more stable when vaccination is dominant. As plots show, for above-the-threshold cases (e.g., ๐ฝ = 0.07 for SIRS, 0.13 for SIV-infection-dominant, and 0.29 for SIV-vaccination-dominant), we do not observe epidemic extinction in any reasonable time, and effectively, the epidemic remains endemic.
Finally, we should remark that characterizing the exact epidemic threshold of the Markov chain model is still an open problem. Extensive numerical simulations suggest the existence of such a threshold and a phase transition behavior. Even though in certain networks, such as the Erdลs-Rรฉnyi random graphs, the epidemic threshold seems to coincide with the condition for local stability of the nonlinear mean-field model (global stability of the linear model), it is different from that condition in general. For this reason, pairwise (and even higher-order) approximations may be sought, which provide tighter bounds on the epidemic threshold.
2.A Additional Models
We review additional epidemic models, namely the immune-admitting variant of the SIS model, the SIERS model, the vaccination-dominant variant of the SIV model, and the SEIV model.
2.A.1 Immune-Admitting SIS 2.A.1.1 Exact Markov Chain Model
A variant of the SIS model is the โimmune-admittingโ SIS, which is similar to the previous model except that a node does not get infected from its neighbors if it has just recovered from the disease (see Fig. 2.1). In other words, the probability of recovering from the disease is๐ฟ. That is
P(๐๐(๐ก+1) =๐๐|๐(๐ก) = ๐)
=
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(1โ ๐ฝ)๐๐ if(๐๐, ๐๐)= (0,0), |๐๐โฉS(๐) | =๐๐, 1โ (1โ ๐ฝ)๐๐ if(๐๐, ๐๐)= (0,1), |๐๐โฉS(๐) | =๐๐,
๐ฟ if(๐๐, ๐๐)= (1,0), 1โ๐ฟ if(๐๐, ๐๐)= (1,1).
(2.34)
and, as before, the elements of the transition matrix are defined as P(๐(๐ก+1) =๐|๐(๐ก) = ๐) =
๐
ร
๐=1
P(๐๐(๐ก+1) =๐๐|๐(๐ก) = ๐). (2.35) In this model, the probability that a node becomes healthy from infected (๐ฟ) is larger than that of the โimmune-freeโ model (๐ฟ(1โ๐ฝ)๐๐). Therefore, roughly speaking, the immune-admitting model is more likely than the immune-free model to hit the absorbing state.
2.A.1.2 Nonlinear Model
A mean-field approximation for the immune-admitting model can be studied as well, which is defined as
๐๐(๐ก+1) = (1โ๐ฟ)๐๐(๐ก) + (1โ๐๐(๐ก)) 1โ ร
๐โ๐๐
(1โ ๐ฝ ๐๐(๐ก))
!
. (2.36)
2.A.1.3 Linear Model
The nonlinear model has the same Jacobian matrix as that of the previous section, which is
ห
๐(๐ก+1) =( (1โ๐ฟ)๐ผ๐+๐ฝ ๐ด)๐ห(๐ก). (2.37)
2.A.2 Susceptible-Exposed-Infected-Recovered-Susceptible (SEIRS) 2.A.2.1 Exact Markov Chain Model
This model has an extra "exposed" state. The state of the nodes can take one of the following values: 0 forSusceptible, 1 forExposed, 2 forInfected(or Infectious), and 3 forRecovered(see Fig. 2.1). The 4๐ร4๐state transition matrix๐of the Markov chain has elements of the form
๐๐ ,๐ =P(๐(๐ก+1) =๐ |๐(๐ก) =๐) =
๐
ร
๐=1
P(๐๐(๐ก+1) =๐๐ | ๐(๐ก) = ๐), (2.38) as before. Here we have
P(๐๐(๐ก+1) =๐๐ | ๐(๐ก) = ๐) =
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(1โ๐ฝ)๐๐, if (๐๐, ๐๐) =(0,0) 1โ (1โ๐ฝ)๐๐, if (๐๐, ๐๐) =(0,1) 1โ๐ , if (๐๐, ๐๐) =(1,1) ๐ , if (๐๐, ๐๐) =(1,2) 1โ๐ฟ, if (๐๐, ๐๐) =(2,2) ๐ฟ, if (๐๐, ๐๐) =(2,3) ๐พ , if (๐๐, ๐๐) =(3,0) 1โ๐พ , if (๐๐, ๐๐) =(3,3)
0, otherwise
, (2.39)
where๐๐ =|๐๐โฉ๐ผ(๐ก) |. 2.A.2.2 Nonlinear Model
The nonlinear mean-field approximation is ๐๐ธ ,๐(๐ก+1) =(1โ๐)๐๐ธ ,๐(๐ก)+
1โ ร
๐โ๐๐
(1โ๐ฝ ๐๐ผ , ๐(๐ก))
(1โ๐๐ธ ,๐(๐ก) โ๐๐ผ ,๐(๐ก) โ๐๐ ,๐(๐ก)) ๐๐ผ ,๐(๐ก+1) =๐ ๐๐ธ ,๐(๐ก) + (1โ๐ฟ)๐๐ผ ,๐(๐ก)
๐๐ ,๐(๐ก+1) =(1โ๐พ)๐๐ ,๐(๐ก) +๐ฟ ๐๐ผ ,๐(๐ก).
2.A.2.3 Linear Model
The linearization of the above equations around the origin is
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ห ๐๐ (๐ก)
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(1โ๐)๐ผ๐ ๐ฝ ๐ด 0๐ร๐
๐ ๐ผ๐ (1โ๐ฟ)๐ผ๐ 0๐ร๐
โ๐ ๐ผ๐ ๐ฟ ๐ผ๐ (1โ๐พ)๐ผ๐
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2.A.3 Vaccination-Dominant SIV 2.A.3.1 Exact Markov Chain Model
In the vaccination-dominant variant of the model, the assumption is that if a susceptible node receives both infection and vaccine at the same time, it becomes vaccinated. Although in the context of contagious diseases, this variation might make less sense, in other applications, there are scenarios for which this model is more relevant. The transition probabilities of the Markov chain are again
๐๐ ,๐ =P(๐(๐ก+1) =๐ |๐(๐ก) =๐) =
๐
ร
๐=1
P(๐๐(๐ก+1) =๐๐ | ๐(๐ก) = ๐), (2.40) with the change that
P(๐๐(๐ก+1) =๐๐ |๐(๐ก) =๐) =
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(1โ๐ฝ)๐๐(1โ๐), if (๐๐, ๐๐) =(0,0) (1โ (1โ๐ฝ)๐๐) (1โ๐), if (๐๐, ๐๐) =(0,1) ๐ , if (๐๐, ๐๐) =(0,2) 0, if (๐๐, ๐๐) =(1,0) 1โ๐ฟ, if (๐๐, ๐๐) =(1,1) ๐ฟ, if (๐๐, ๐๐) =(1,2) ๐พ , if (๐๐, ๐๐) =(2,0) 0, if (๐๐, ๐๐) =(2,1) 1โ๐พ , if (๐๐, ๐๐) =(2,2) ,
(2.41) where๐๐ =
๐ โ ๐๐ | ๐๐ =1
=|๐๐โฉ๐ผ(๐ก) |, as before.
2.A.3.2 Nonlinear Model
The nonlinear map, or the mean-field approximation, can be stated as:
๐๐ ,๐(๐ก+1) =(1โ๐พ)๐๐ ,๐(๐ก) +๐ฟ ๐๐ผ ,๐(๐ก)
+๐(1โ๐๐ ,๐(๐ก) โ๐๐ผ ,๐(๐ก)), (2.42) ๐๐ผ ,๐(๐ก+1) =(1โ๐ฟ)๐๐ผ ,๐(๐ก) + (1โ๐)
ยท
1โ ร
๐โ๐๐
(1โ ๐ฝ ๐๐ผ , ๐(๐ก))
(1โ๐๐ ,๐(๐ก) โ๐๐ผ ,๐(๐ก)). (2.43)
2.A.3.3 Linear Model
As a result, the first order (linear) model is:
"
ห
๐๐ (๐ก+1)
ห
๐๐ผ(๐ก+1)
#
=
"
๐โ
๐ 1๐
0๐
# +๐
"
ห
๐๐ (๐ก) โ๐โ
๐ 1๐
ห
๐๐ผ(๐ก) โ0๐
# , where
๐ =
"
(1โ๐พโ๐)๐ผ๐ (๐ฟโ๐)๐ผ๐โ๐ ๐โ
๐๐ฝ ๐ด 0๐ร๐ (1โ๐ฟ)๐ผ๐+ (1โ๐)๐โ
๐๐ฝ ๐ด
# .
We should note that for the vaccination-dominant model, the steady state of the Markov chain and the main fixed point of the mapping are exactly the same as those of the infection-dominant model. However, as one may expect, it turns out that the vaccination-dominant model is more stable.
2.A.4 SEIV (Infection-Dominant)
The Markov chain model in this case has the following transition probabilities (see Fig. 2.1).
2.A.4.1 Exact Markov Chain Model
P(๐๐(๐ก+1) =๐๐ |๐(๐ก)= ๐) =
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(1โ๐ฝ)๐๐(1โ๐), if(๐๐, ๐๐) =(0,0) 1โ (1โ๐ฝ)๐๐, if(๐๐, ๐๐) =(0,1) (1โ๐ฝ)๐๐๐ , if(๐๐, ๐๐)= (0,3) 1โ๐ , if(๐๐, ๐๐)= (1,1) ๐ , if(๐๐, ๐๐)= (1,2) 1โ๐ฟ, if(๐๐, ๐๐)= (2,2) ๐ฟ, if(๐๐, ๐๐)= (2,3) ๐พ , if(๐๐, ๐๐)= (3,0) 1โ๐พ , if(๐๐, ๐๐)= (3,3)
0, otherwise
, (2.44)
where๐๐ =|๐๐โฉ๐ผ(๐ก) |. 2.A.4.2 Nonlinear Model
The nonlinear approximation in this case is ๐๐ธ ,๐(๐ก+1) =(1โ๐)๐๐ธ ,๐(๐ก)+
1โ ร
๐โ๐๐
(1โ ๐ฝ ๐๐ผ , ๐(๐ก))
(1โ๐๐ธ ,๐(๐ก) โ๐๐ผ ,๐(๐ก) โ๐๐ ,๐(๐ก)) ๐๐ผ ,๐(๐ก+1) =๐ ๐๐ธ ,๐(๐ก) + (1โ๐ฟ)๐๐ผ ,๐(๐ก)
๐๐ ,๐(๐ก+1) =(1โ๐พ)๐๐ ,๐(๐ก) +๐ฟ ๐๐ผ ,๐(๐ก)
+ ร
๐โ๐๐
(1โ๐ฝ ๐๐ผ , ๐(๐ก))
๐(1โ๐๐ธ ,๐(๐ก) โ๐๐ผ ,๐(๐ก) โ๐๐ ,๐(๐ก)).
2.A.4.3 Linear Model
The linearization around the main fixed point is as follows
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๐๐ธ(๐ก+1)
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๐๐ผ(๐ก+1) ๐ห๐ (๐ก+1)
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ห ๐๐ธ(๐ก)
ห ๐๐ผ(๐ก) ๐ห๐ (๐ก) โ๐โ
๐ 1๐
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(1โ๐)๐ผ๐ ๐โ
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๐ฝ ๐ด 0๐ร๐
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โ๐ ๐ผ๐ (๐ฟโ๐)๐ผ๐โ๐ ๐โ
๐
๐ฝ ๐ด (1โ๐พโ๐)๐ผ๐
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2.A.5 SEIV (Vaccination-Dominant) 2.A.5.1 Exact Markov Chain Model
The vaccination-dominant variant of the model has the following transition probabil- ities.
P(๐๐(๐ก+1) =๐๐ |๐(๐ก) =๐) =
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(1โ๐ฝ)๐๐(1โ๐), if (๐๐, ๐๐) =(0,0) (1โ (1โ๐ฝ)๐๐) (1โ๐), if (๐๐, ๐๐) =(0,1) ๐ , if (๐๐, ๐๐) =(0,3) 1โ๐ , if (๐๐, ๐๐) =(1,1) ๐ , if (๐๐, ๐๐) =(1,2) 1โ๐ฟ, if (๐๐, ๐๐) =(2,2) ๐ฟ, if (๐๐, ๐๐) =(2,3) ๐พ , if (๐๐, ๐๐) =(3,0) 1โ๐พ , if (๐๐, ๐๐) =(3,3)
0, otherwise
,
(2.45) where๐๐ =|๐๐โฉ๐ผ(๐ก) |.
2.A.5.2 Nonlinear Model
The nonlinear mean-field approximation can be expressed as ๐๐ธ ,๐(๐ก+1) = (1โ๐)๐๐ธ ,๐(๐ก) + (1โ๐)ร
1โ ร
๐โ๐๐
(1โ๐ฝ ๐๐ผ , ๐(๐ก))
(1โ๐๐ธ ,๐(๐ก) โ๐๐ผ ,๐(๐ก) โ๐๐ ,๐(๐ก)) ๐๐ผ ,๐(๐ก+1) =๐ ๐๐ธ ,๐(๐ก) + (1โ๐ฟ)๐๐ผ ,๐(๐ก)
๐๐ ,๐(๐ก+1) =(1โ๐พ)๐๐ ,๐(๐ก) +๐ฟ ๐๐ผ ,๐(๐ก) +๐(1โ๐๐ธ ,๐(๐ก) โ๐๐ผ ,๐(๐ก) โ๐๐ ,๐(๐ก)).
2.A.5.3 Linear Model The linearized model is
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ห
๐๐ธ(๐ก+1)
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๐๐ (๐ก+1)
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๏ฃฐ
ห ๐๐ธ(๐ก)
ห ๐๐ผ(๐ก)
ห
๐๐ (๐ก) โ๐โ
๐ 1๐
๏ฃน
๏ฃบ
๏ฃบ
๏ฃบ
๏ฃบ
๏ฃบ
๏ฃป , where
๐ =
๏ฃฎ
๏ฃฏ
๏ฃฏ
๏ฃฏ
๏ฃฏ
๏ฃฏ
๏ฃฐ
(1โ๐)๐ผ๐ (1โ๐)๐โ
๐
๐ฝ ๐ด 0๐ร๐
๐ ๐ผ๐ (1โ๐ฟ)๐ผ๐ 0๐ร๐
โ๐ ๐ผ๐ (๐ฟโ๐)๐ผ๐ (1โ๐พโ๐)๐ผ๐
๏ฃน
๏ฃบ
๏ฃบ
๏ฃบ
๏ฃบ
๏ฃบ
๏ฃป .
C h a p t e r 3