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Leonid E. Zhukov - Leonid Zhukov · Lecture outline 1 Epidemic models SI model SIS model SIR model...

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Epidemics Leonid E. Zhukov School of Data Analysis and Artificial Intelligence Department of Computer Science National Research University Higher School of Economics Structural Analysis and Visualization of Networks Leonid E. Zhukov (HSE) Lecture 12 07.04.2015 1 / 24
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Epidemics

Leonid E. Zhukov

School of Data Analysis and Artificial IntelligenceDepartment of Computer Science

National Research University Higher School of Economics

Structural Analysis and Visualization of Networks

Leonid E. Zhukov (HSE) Lecture 12 07.04.2015 1 / 24

Lecture outline

1 Epidemic modelsSI modelSIS modelSIR model

2 Branching processGalton-Watson process

Leonid E. Zhukov (HSE) Lecture 12 07.04.2015 2 / 24

Epidemic dynamics models

Mathematical epidimiology

W. O. Kermack and A. G. McKendrick, 1927

Deterministic compartamental model (population classes) {S , I ,T}S(t) - succeptable, number of individuals not yet infected with thedisease at time t

I (t) - infected, number of individuals who have been infected with thedisease and are capable of spreading the disease.

R(t) - recoverd, number of individuals who have been infected andthen recovered from the disease, can’t be infected again or totransmit the infection to others.

Fully-mixing model

Closed population (no birth, death, migration)

Models: SI, SIS, SIR, SIRS,..

Leonid E. Zhukov (HSE) Lecture 12 07.04.2015 3 / 24

SI model

S(t) -susceptible , I (t) - infected

S −→ I

S(t) + I (t) = N

β - infection/contact rate, number of contacts per unit time

Infection equation:

I (t + δt) = I (t) + βS(t)

NI (t)δt

dI (t)

dt= β

S(t)

NI (t)

Leonid E. Zhukov (HSE) Lecture 12 07.04.2015 4 / 24

SI model

Fractions: i(t) = I (t)/N, s(t) = S(t)/N

Equations

di(t)

dt= βs(t)i(t)

ds(t)

dt= −βs(t)i(t)

s(t) + i(t) = 1

Differential equation, i(t = 0) = i0

di(t)

dt= β(1− i(t))i(t)

Leonid E. Zhukov (HSE) Lecture 12 07.04.2015 5 / 24

Logistic growth function

Solution:

i(t) =i0

i0 + (1− i0)e−βt

Limit t →∞

i(t)→ 1

s(t)→ 0

in image i0 = 0.05, β = 0.8

Leonid E. Zhukov (HSE) Lecture 12 07.04.2015 6 / 24

SIS model

S(t) -susceptable , I (t) - infected,

S −→ I −→ S

S(t) + I (t) = N

β - infection rate (on contact), γ - recovery rate

Infection equations:

ds

dt= −βsi + γi

di

dt= βsi − γi

s + i = 1

Differential equation, i(t = 0) = i0

di

dt= (β − γ − i)i

Leonid E. Zhukov (HSE) Lecture 12 07.04.2015 7 / 24

SIS model

Solution

i(t) = (1− γ

β)

C

C + e−(β−γ)t

where

C =βi0

β − γ − βi0

Limit t →∞

β > γ , i(t)→ (1− γ

β)

β < γ , i(t) = i0e(β−γ)t → 0

Leonid E. Zhukov (HSE) Lecture 12 07.04.2015 8 / 24

Logistic function

β > γ, i(t)→ (1− γβ )

β < γ, i(t) = i0e(β−γ)t → 0

Leonid E. Zhukov (HSE) Lecture 12 07.04.2015 9 / 24

SIR model

S(t) -susceptable , I (t) - infected, R(t) - recovered

S −→ I −→ R

S(t) + I (t) + R(t) = N

β - infection rate, γ - recovery rate

Infection equation:

ds

dt= −βsi

di

dt= βsi − γi

dr

dt= γi

s + i + r = 1

Leonid E. Zhukov (HSE) Lecture 12 07.04.2015 10 / 24

SIR model

Equationds

dt= −βs dr

dt

1

γ

s = s0e−βγr

dr

dt= γ(1− r − s0e

−βγr )

Solution

t =1

γ

∫ r

0

dr

1− r − s0e−βγr

Leonid E. Zhukov (HSE) Lecture 12 07.04.2015 11 / 24

SIR model

βγ = 4

i0 = 0.1

Leonid E. Zhukov (HSE) Lecture 12 07.04.2015 12 / 24

SIR model

βγ = 0.5

i0 = 0.1

Leonid E. Zhukov (HSE) Lecture 12 07.04.2015 13 / 24

SIR model

Equationdr

dt= γ(1− r − s0e

−βγr )

Limits: t →∞, drdt = 0, r∞ = const,

1− r∞ = s0e−βγr∞

Initial conditions: r(0) = 0, i(0) = c/N, s(0) = 1− c/N ≈ 1

1− r∞ = e−βγr∞

Leonid E. Zhukov (HSE) Lecture 12 07.04.2015 14 / 24

SIR model

r∞ = 1− e−R0r∞ , R0 =β

γ

(r∞)′|r∞=0 = (1− e−R0r∞)′|r∞=0,

critical point: R0 = 1

Leonid E. Zhukov (HSE) Lecture 12 07.04.2015 15 / 24

SIR model

r∞ - the total size of the outbreak

Epidemic threshold

Epidemics: R0 > 1, β > γ , r∞ = const > 0

No epidemics: R0 < 1, β < γ , r∞ → 0

Basic reproduction number

R0 =β

γ

It is average number of people infected by a person before his recovery

R0 = E [βτ ] = β

∫ ∞0

γτe−γτdτ =β

γ

Leonid E. Zhukov (HSE) Lecture 12 07.04.2015 16 / 24

Model of contagion

Simple model of contagion (decease transmission)

1st-wave: first infected person enters the population and transmits toeach person he meets with probability p. Suppose he meets k peoplewhile contagious

2nd-wave: Each infected person from 1st wave meets k new peopleand independently transmits infection with probability p

3rd-wave: ....

This is Galton-Watson branching stochastic process (Proposed by FrancisGalton 1889 as a model for extinction of family names)

Leonid E. Zhukov (HSE) Lecture 12 07.04.2015 17 / 24

Branching process

image from David Easley, Jon Kleinberg, 2010

Leonid E. Zhukov (HSE) Lecture 12 07.04.2015 18 / 24

Branching process

Random branching process:

let ξni - number of transmitted infections by ith node on level n

let Zn - number of infected on level n, Z0 = 1. Then:

Zn+1 =Zn∑i=1

ξ(n)i

If each node has k neighbors, transmits infection with probability p,Average number of infected people E [ξni ] = pk = R0 - basicreproductive number

Recursion

E [Zn+1] = E [Zn∑i=1

ξ(n)i ] = E [ξ

(n)i ] E [Zn] = pk E [Zn]

E [Zn] = (pk)n = Rn0

Leonid E. Zhukov (HSE) Lecture 12 07.04.2015 19 / 24

Branching process

Galton-Watson branching random process:

if R0 = 1, the mean of number of infected nodes does not change

if R0 > 1, the mean grows geometrically as Rn0

if R0 < 1, the mean shrinks geometrically as Rn0

R0 = 1 - point of phase transition

Leonid E. Zhukov (HSE) Lecture 12 07.04.2015 20 / 24

Branching process

Extinction probability

let qn - probability that infection persists n steps (levels of the tree)

pqn−1 - probability that spreads through one first contact and thensurvives n − 1 levels

(1− pqn−1)k - probability that will not spread through any of thesubtries

(1− pqn−1)k = 1− qn

Leonid E. Zhukov (HSE) Lecture 12 07.04.2015 21 / 24

Branching process

Recurrence (qn - probability that infection persists through n steps)

qn = 1− (1− pqn−1)k

Leonid E. Zhukov (HSE) Lecture 12 07.04.2015 22 / 24

Branching process

limiting probability q∗ = limn→∞ qn

q∗ = 1− (1− pq∗)k

Slope:pk(1− pq)k−1

∣∣q=0

= 1

When R0 = pk > 1, there is a non zero probability of infection persists

Leonid E. Zhukov (HSE) Lecture 12 07.04.2015 23 / 24

References

A Contribution to the Mathematical Theory of Epidemics. , Kermack,W. O. and McKendrick, A. G. , Proc. Roy. Soc. Lond. A 115,700-721, 1927.

The Mathematics of Infectious Disease, Herbert W. Hethcote, SIAMReview, Vol. 42, No. 4, p. 599-653, 2000

Leonid E. Zhukov (HSE) Lecture 12 07.04.2015 24 / 24


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