The Susceptible-Infected-Recovered (SIR) model is the cornerstone of epidemiological models. However, this specification depends on two parameters only, which implies a lack of flexibility and the difficulty to replicate the volatile reproduction numbers observed in practice. We extend the classic SIR model by introducing nonlinear stochastic transmission, to get a stochastic SIR model. We derive its exact solution and discuss the condition for herd immunity. The stochastic SIR model corresponds to a population of infinite size. When the population size is finite, there is also sampling uncertainty. We propose a state-space framework under which we analyze the relative magnitudes of the observational and stochastic epidemiological uncertainties during the evolution of the epidemic. We also emphasize the lack of robustness of the notion of herd immunity when the SIR model is time discretized.
The growing literature on the propagation of COVID-19 relies on various dynamic SIR-type models (Susceptible-Infected-Recovered) which yield model-dependent results. For transparency and ease of comparing the results, we introduce a common representation of the SIR-type stochastic epidemiological models. This representation is a discrete time transition model, which allows us to classify the epidemiological models with respect to the number of states (compartments) and their interpretation. Additionally, the transition model eliminates several limitations of the deterministic continuous time e…
The emergence of diseases such as Zika and Ebola has highlighted the need to understand the role of sexual transmission in the spread of diseases with a primarily non-sexual transmission route. In this paper we develop a number of low-dimensional models which are appropriate for a range of assumptions for how a disease will spread if it has sexual transmission through a sexual contact network combined with some other transmission mechanism, such as direct contact or vectors. The equations derived provide exact predictions for the dynamics of the corresponding simulations in the large populatio…
Disease transmission is studied through disciplines like epidemiology, applied mathematics, and statistics. Mathematical simulation models for transmission have implications in solving public and personal health challenges. The SIR model uses a compartmental approach including dynamic and nonlinear behavior of transmission through three factors: susceptible, infected, and removed (recovered and deceased) individuals. Using the Lambert W Function, we propose a framework to study solutions of the SIR model. This demonstrates the applications of COVID-19 transmission data to model the spread of a…
In this short note we model the region-wise trends of the evolution to COVID-19 infections using a stochastic SIR model. The SIR dynamics are expressed using \textit{Itô-stochastic differential equations}. We first derive the parameters of the model from the available daily data from European regions based on a 24-day history of infections, recoveries and deaths. The derived parameters have been aggregated to project future trends for the Indian subcontinent, which is currently at an early stage in the infection cycle. The projections are meant to serve as a guideline for strategizing the soci…
Threshold theorem is probably the most important development of mathematical epidemic modelling. Unfortunately, some models may not behave according to the threshold. In this paper, we will focus on the final outcome of SIR model with demography. The behaviour of the model approached by deteministic and stochastic models will be introduced, mainly using simulations. Furthermore, we will also investigate the dynamic of susceptibles in population in absence of infective. We have successfully showed that both deterministic and stochastic models performed similar results when $R_0 \leq 1$. That is…
We propose a stochastic SIR model, specified as a system of stochastic differential equations, to analyse the data of the Italian COVID-19 epidemic, taking also into account the under-detection of infected and recovered individuals in the population. We find that a correct assessment of the amount of under-detection is important to obtain reliable estimates of the critical model parameters. Moreover, a single SIR model over the whole epidemic period is unable to correctly describe the behaviour of the pandemic. Then, the adaptation of the model in every time-interval between relevant governmen…
To better describe the spread of a disease, we extend a discrete time stochastic SIR-type epidemic model of Tuckwell and Williams. We assume the dependence on time of the number of daily encounters and include a parameter to represent a possible quarantine of the infectious individuals. We provide an analytic description of this Markovian model and investigate its dynamics. Both a diffusion approximation and the basic reproduction number are derived. Through several simulations, we show how the evolution of a disease is affected by the distribution of the number of daily encounters and its dep…
An epidemic model where disease transmission can occur either through global contacts or through local, nearest neighbor interactions is considered. The classical SIR--model describing the global interactions is extended by adding additional equations for the density of local pairs in different epidemic states. A locality parameter $p\in [0,1]$ characterizes the probability of global or local infections. The equilibria of the resulting model are analyzed in dependence of the locality parameter and the transmission rate of the pathogen. An explicit expression for the reproduction number in term…
Over the past several decades there has been a proliferation of epidemiological models with ordinary derivatives replaced by fractional derivatives in an an-hoc manner. These models may be mathematically interesting but their relevance is uncertain. Here we develop an SIR model for an epidemic, including vital dynamics, from an underlying stochastic process. We show how fractional differential operators arise naturally in these models whenever the recovery time from the disease is power law distributed. This can provide a model for a chronic disease process where individuals who are infected f…
In this paper, we propose a machine learning technics and SIR models (deterministic and stochastic cases) with numerical approximations to predict the number of cases infected with the COVID-19, for both in few days and the following three weeks. Like in [1] and based on the public data from [2], we estimate parameters and make predictions to help on how to find concrete actions to control the situation. Under optimistic estimation, the pandemic in some countries will end soon, while for most of the countries in the world, the hit of anti-pandemic will be no later than the beginning of May.
We discuss the criticality in the stochastic SIR model for infectious diseases. We adopt the path-integral formalism for the propagation of infections among susceptible, infectious, and removed individuals, and perform the perturbative and nonperturbative analyses to evaluate the critical value of the basic reproduction number ${\cal R}$. In the perturbation theory, we calculate the mean values and the variances of the number of infectious individuals near the initial time, and find that the critical value ${\cal R}_{\text{c}}=1/3$-$2/3$ should be adopted in order to suppress the stochastic sp…
Real-time vaccination following an outbreak can effectively mitigate the damage caused by an infectious disease. However, in many cases, available resources are insufficient to vaccinate the entire at-risk population, logistics result in delayed vaccine deployment, and the interaction between members of different cities facilitates a wide spatial spread of infection. Limited vaccine, time delays, and interaction (or coupling) of cities lead to tradeoffs that impact the overall magnitude of the epidemic. These tradeoffs mandate investigation of optimal strategies that minimize the severity of t…
Governments around the world have implemented preventive measures against the spread of the coronavirus disease (COVID-19). In this study, we consider a multivariate discrete-time Markov model to analyze the propagation of COVID-19 across 33 provincial regions in China. This approach enables us to evaluate the effect of mobility restriction policies on the spread of the disease. We use data on daily human mobility across regions and apply the Bayesian framework to estimate the proposed model. The results show that the spread of the disease in China was predominately driven by community transmi…
Fractional-order SIR models have become increasingly popular in the literature in recent years, however unlike the standard SIR model, they often lack a derivation from an underlying stochastic process. Here we derive a fractional-order infectivity SIR model from a stochastic process that incorporates a time-since-infection dependence on the infectivity of individuals. The fractional derivative appears in the generalised master equations of a continuous time random walk through SIR compartments, with a power-law function in the infectivity. We show that this model can also be formulated as an …
In this paper we aim to study an optimal insurance premium level for health-care in a deterministic and stochastic SIR models with migration fluxes and vaccination of population. The studied model considers two standard SIR centres connected via links and continuous migration fluxes. The premium is calculated using the basic equivalence principle. Even in this simple setup there are non-intuitive results that illustrate how the premium depends on migration rates, severeness of a disease and initial distribution of healthy and infected individuals through the centres. We investigate how the vac…
The viral load is known to be a chief predictor of the risk of transmission of infectious diseases. In this work, we investigate the role of the individuals' viral load in the disease transmission by proposing a new susceptible-infectious-recovered epidemic model for the densities and mean viral loads of each compartment. To this aim, we formally derive the compartmental model from an appropriate microscopic one. Firstly, we consider a multi-agent system in which individuals are identified by the epidemiological compartment to which they belong and by their viral load. Microscopic rules descri…
This paper develops an individual-based stochastic network SIR model for the empirical analysis of the Covid-19 pandemic. It derives moment conditions for the number of infected and active cases for single as well as multigroup epidemic models. These moment conditions are used to investigate the identification and estimation of the transmission rates. The paper then proposes a method that jointly estimates the transmission rate and the magnitude of under-reporting of infected cases. Empirical evidence on six European countries matches the simulated outcomes once the under-reporting of infected…
Transmission rates in epidemic outbreaks may vary over time depending on the societal response. Non-pharmacological mitigation strategies such as social distancing and the adoption of protective equipment aim precisely at reducing transmission rates by reducing infectious contacts. To investigate the effects of mitigation strategies on the evolution of epidemics, nonlinear transmission rates that are influenced by the levels of infections, deaths or recoveries have been included in many variants of the classical SIR model. This class of models is particularly relevant to the COVID-19 epidemic,…
The COVID-19 pandemic has had worldwide devastating effects on human lives, highlighting the need for tools to predict its development. Dynamics of such public-health threats can often be efficiently analysed through simple models that help to make quantitative timely policy decisions. We benchmark a minimal version of a Susceptible-Infected-Removed model for infectious diseases (SIR) coupled with a simple least-squares Statistical Heuristic Regression (SHR) based on a lognormal distribution. We derived the three free parameters for both models in several cases and tested them against the amou…
Recently, emerging epidemics like COVID-19 and its variants require predictive mathematical models to implement suitable responses in order to limit their negative and profound impact on society. The SIR (Susceptible-InfectedRemoved) system is a straightforward mathematical formulation to model the dissemination of many infectious diseases. The present paper reports novel theoretical and analytical results for a perturbed version of an SIR model with Gamma-distributed delay. Notably, our epidemic model is represented by Itô-L'evy stochastic differential equations in order to simulate sudden an…
The spread of an epidemic process is considered in the context of a spatial SIR stochastic model that includes a parameter $0\le p\le 1$ that assigns weights $p$ and $1- p$ to global and local infective contacts respectively. The model was previously studied by other authors in different contexts. In this work we characterized the behavior of the system around the threshold for epidemic spreading. We first used a deterministic approximation of the stochastic model and checked the existence of a threshold value of $p$ for exponential epidemic spread. An analytical expression, which defines a fu…
We prove that, for Poisson transmission and recovery processes, the classic Susceptible $\to$ Infected $\to$ Recovered (SIR) epidemic model of Kermack and McKendrick provides, for any given time $t>0$, a strict lower bound on the expected number of suscpetibles and a strict upper bound on the expected number of recoveries in the general stochastic SIR epidemic. The proof is based on the recent message passing representation of SIR epidemics applied to a complete graph.
We consider the spread of a Susceptible-Infected-Recovered (SIR) disease through finite populations and derive an expression for the final size distribution. Our derivation allows arbitrary distributions of the number of transmissions caused by an infected individual. We show how this calculation can be used to infer parameters of the infectious disease through observations in multiple small populations. The inference suffers from some identifiability difficulties, and it requires many observations to distinguish between parameter combinations that correspond to the same reproductive number.
The transmission rate of many acute infectious diseases varies significantly in time, but the underlying mechanisms are usually uncertain. They may include seasonal changes in the environment, contact rate, immune system response, etc. The transmission rate has been thought difficult to measure directly. We present a new algorithm to compute the time-dependent transmission rate directly from prevalence data, which makes no assumptions about the number of susceptibles or vital rates. The algorithm follows our complete and explicit solution of a mathematical inverse problem for SIR-type transmis…
The susceptible-infected-recovered (SIR) model has been used extensively to model disease spread and other processes. Despite the widespread usage of this ordinary differential equation (ODE) based model which represents the mean-field approximation of the underlying stochastic SIR process on contact networks, only few rigorous approaches exist and these use complex semigroup and martingale techniques to prove that the expected fraction of the susceptible and infected nodes of the stochastic SIR process on a complete graph converges as the number of nodes increases to the solution of the mean-…
We first generalise ideas discussed by Kiss et al. (2015) to prove a theorem for generating exact closures (here expressing joint probabilities in terms of their constituent marginal probabilities) for susceptible-infectious-removed (SIR) dynamics on arbitrary graphs (networks). For Poisson transmission and removal processes, this enables us to obtain a systematic reduction in the number of differential equations needed for an exact `moment closure' representation of the underlying stochastic model. We define `transmission blocks' as a possible extension of the block concept in graph theory an…
We are currently facing a highly critical case of a world-wide pandemic. The novel coronavirus (SARS-CoV-2, a.k.a. COVID-19) has proved to be extremely contagious and the original outbreak from Asia has now spread to all continents. This situation will fruitfully profit from the study in regards of the spread of the virus, assessing effective countermeasures to weight the impact of the adopted strategies. The standard Susceptible-Infectious-Recovered (SIR) model is a very successful and widely used mathematical model for predicting the spread of an epidemic. We adopt the SIR model on a random …
This paper introduces a dynamic panel SIR (DP-SIR) model to investigate the impact of non-pharmaceutical interventions (NPIs) on the COVID-19 transmission dynamics with panel data from 9 countries across the globe. By constructing scenarios with different combinations of NPIs, our empirical findings suggest that countries may avoid the lockdown policy with imposing school closure, mask wearing and centralized quarantine to reach similar outcomes on controlling the COVID-19 infection. Our results also suggest that, as of April 4th, 2020, certain countries such as the U.S. and Singapore may requ…
Networks have become an important tool for infectious disease epidemiology. Most previous theoretical studies of transmission network models have either considered simple Markovian dynamics at the individual level, or have focused on the invasion threshold and final outcome of the epidemic. Here, we provide a general theory for early real-time behaviour of epidemics on large configuration model networks (i.e. static and locally unclustered), in particular focusing on the computation of the Malthusian parameter that describes the early exponential epidemic growth. Analytical, numerical and Mont…
A Markovian SIR (Susceptible-Infectious-Recovered) model is considered for the spread of an epidemic on a configuration model network, in which susceptible individuals may take preventive measures by dropping edges to infectious neighbours. An effective degree formulation of the model is used in conjunction with the theory of density dependent population processes to obtain a law of large numbers and a functional central limit theorem for the epidemic as the population size $N \to \infty$, assuming that the degrees of individuals are bounded. A central limit theorem is conjectured for the fina…
This paper introduces a theoretical framework for the analysis and control of the stochastic susceptible-infected-removed (SIR) spreading process over a network of heterogeneous agents. In our analysis, we analyze the exact networked Markov process describing the SIR model, without resorting to mean-field approximations, and introduce a convex optimization framework to find an efficient allocation of resources to contain the expected number of accumulated infections over time. Numerical simulations are presented to illustrate the effectiveness of the obtained results.
The celebrated Kermack-McKendric model of epidemics studies the transmission of a disease in a population where each individual is initially susceptible (S), may become infective (I) and then removed or recovered (R) and plays no further epidemiological role. This ODE model arises as the limiting case of a network model where each individual has an equal chance of infecting every other. More recent work gives explicit consideration to the network of social interaction and attendant probability of transmission for each interacting pair. The state of such a network is an assignment of the values…
We consider a very general stochastic model for an SIR epidemic on a network which allows an individual's infectious period, and the time it takes to contact each of its neighbours after becoming infected, to be correlated. We write down the message passing system of equations for this model and prove, for the first time, that it has a unique feasible solution. We also generalise an earlier result by proving that this solution provides a rigorous upper bound for the expected epidemic size (cumulative number of infection events) at any fixed time $t>0$. We specialise these results to a homogene…
Developing robust, quantitative methods to optimize resource allocations in response to epidemics has the potential to save lives and minimize health care costs. In this paper, we develop and apply a computationally efficient algorithm that enables us to calculate the complete probability distribution for the final epidemic size in a stochastic Susceptible-Infected-Recovered (SIR) model. Based on these results, we determine the optimal allocations of a limited quantity of vaccine between two non-interacting populations. We compare the stochastic solution to results obtained for the traditional…
The simplest epidemiologic model composed by mutually exclusive compartments SIR (susceptible-infected-susceptible) is presented to describe a reality. From health concerns to situations related with marketing, informatics or even sociology, several are the fields that are using this epidemiological model as a first approach to better understand a situation. In this paper, the basic transmission model is analyzed, as well as simple tools that allows us to extract a great deal of information about possible solutions. A set of applications - traditional and new ones - is described to show the im…
Contagious respiratory diseases, such as COVID-19, depend on sufficiently prolonged exposures for the successful transmission of the underlying pathogen. It is important for organizations to evaluate the efficacy of interventions aiming at mitigating viral transmission among their personnel. We have developed a operational risk assessment simulation framework that couples a spatial agent-based model of movement with a SIR epidemiological model to assess the relative risks of different intervention strategies. By applying our model on MIT's STATA building, we assess the impacts of three possibl…
Despite many studies on the transmission mechanism of the Severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2), it remains still challenging to efficiently reduce mortality. In this work, we apply a two-population Susceptible-Infected-Removed (SIR) model to investigate the COVID-19 spreading when contacts between elderly and non-elderly individuals are reduced due to the high mortality risk of elderly people. We discover that the reduction of connections between two populations can delay the death curve but cannot well reduce the final mortality. We propose a merged SIR model, which ad…
In this paper, we conduct mathematical and numerical analyses to address the following crucial questions for COVID-19: (Q1) Is it possible to contain COVID-19? (Q2) When will be the peak and the end of the epidemic? (Q3) How do the asymptomatic infections affect the spread of disease? (Q4) What is the ratio of the population that needs to be infected to achieve herd immunity? (Q5) How effective are the social distancing approaches? (Q6) What is the ratio of the population infected in the long run? For (Q1) and (Q2), we propose a time-dependent susceptible-infected-recovered (SIR) model that tr…
The current COVID-19 pandemic and subsequent lockdowns have highlighted the close and delicate relationship between a country's public health and economic health. Macroeconomic models that use preexisting epidemic models to calculate the impacts of a disease outbreak are therefore extremely useful for policymakers seeking to evaluate the best course of action in such a crisis. We develop an SIR model of the COVID-19 pandemic that explicitly considers herd immunity, behavior-dependent transmission rates, remote workers, and indirect externalities of lockdown. This model is presented as an exit …
Estimation of epidemiological and population parameters from molecular sequence data has become central to the understanding of infectious disease dynamics. Various models have been proposed to infer details of the dynamics that describe epidemic progression. These include inference approaches derived from Kingman's coalescent theory. Here, we use recently described coalescent theory for epidemic dynamics to develop stochastic and deterministic coalescent SIR tree priors. We implement these in a Bayesian phylogenetic inference framework to permit joint estimation of SIR epidemic parameters and…
In the Susceptible-Infectious-Recovered (SIR) model of disease spreading, the time to extinction of the epidemics happens at an intermediate value of the per-contact transmission probability. Too contagious infections burn out fast in the population. Infections that are not contagious enough die out before they spread to a large fraction of people. We characterize how the maximal extinction time in SIR simulations on networks depend on the network structure. For example we find that the average distances in isolated components, weighted by the component size, is a good predictor of the maximal…
It is the main purpose of this paper to introduce a graph-valued stochastic process in order to model the spread of a communicable infectious disease. The major novelty of the SIR model we promote lies in the fact that the social network on which the epidemics is taking place is not specified in advance but evolves through time, accounting for the temporal evolution of the interactions involving infective individuals. Without assuming the existence of a fixed underlying network model, the stochastic process introduced describes, in a flexible and realistic manner, epidemic spread in non-unifor…
SIRS models capture transmission dynamics of infectious diseases for which immunity is not lifelong. Extending these models by a W compartment for individuals with waning immunity, the boosting of the immune system upon repeated exposure may be incorporated. Previous analyses assumed identical waning rates from R to W and from W to S. This implicitly assumes equal length for the period of full immunity and of waned immunity. We relax this restriction, and allow an asymmetric partitioning of the total immune period. Stability switches of the endemic equilibrium are investigated with a combinati…
Contact patterns in populations fundamentally influence the spread of infectious diseases. Current mathematical methods for epidemiological forecasting on networks largely assume that contacts between individuals are fixed, at least for the duration of an outbreak. In reality, contact patterns may be quite fluid, with individuals frequently making and breaking social or sexual relationships. Here we develop a mathematical approach to predicting disease transmission on dynamic networks in which each individual has a characteristic behavior (typical contact number), but the identities of their c…
We use a stochastic Markovian dynamics approach to describe the spreading of vector-transmitted diseases, like dengue, and the threshold of the disease. The coexistence space is composed by two structures representing the human and mosquito populations. The human population follows a susceptible-infected-recovered (SIR) type dynamics and the mosquito population follows a susceptible-infected-susceptible (SIS) type dynamics. The human infection is caused by infected mosquitoes and vice-versa so that the SIS and SIR dynamics are interconnected. We develop a truncation scheme to solve the evoluti…
We performed a thorough sensitivity analysis of the herd immunity threshold for discrete-time SIR compartmental models with a static network structure. We find unexpectedly that these models violate classical intuition which holds that the herd immunity threshold should monotonically increase with the transmission parameter. We find the existence of bifurcations in the herd immunity threshold in the high transmission probability regime. The extent of these bifurcations is modulated by the graph heterogeneity, the recovery parameter, and the network size. In the limit of large, well-mixed netwo…
