Loading [MathJax]/jax/output/SVG/jax.js
Special Issues

A multi-mode expansion method for boundary optimal control problems constrained by random Poisson equations

  • Received: 01 March 2020 Revised: 01 April 2020
  • 90C30, 65K10, 65C05, 65N30

  • This paper develops efficient numerical algorithms for the optimal control problem constrained by Poisson equations with uncertain diffusion coefficients. We consider both unconstrained condition and box-constrained condition for the control. The algorithms are based upon a multi-mode expansion (MME) for the random state, the finite element approximation for the physical space and the alternating direction method of multipliers (ADMM) or two-block ADMM for the discrete optimization systems. The compelling aspect of our method is that, target random constrained control problem can be approximated to one deterministic constrained control problem under a state variable substitution equality. Thus, the computing resource, especially the memory consumption, can be reduced sharply. The convergence rates of the proposed algorithms are discussed in the paper. We also present some numerical examples to show the performance of our algorithms.

    Citation: Jingshi Li, Jiachuan Zhang, Guoliang Ju, Juntao You. A multi-mode expansion method for boundary optimal control problems constrained by random Poisson equations[J]. Electronic Research Archive, 2020, 28(2): 977-1000. doi: 10.3934/era.2020052

    Related Papers:

    [1] Zhun Han, Hal L. Smith . Bacteriophage-resistant and bacteriophage-sensitive bacteria in a chemostat. Mathematical Biosciences and Engineering, 2012, 9(4): 737-765. doi: 10.3934/mbe.2012.9.737
    [2] Baojun Song, Wen Du, Jie Lou . Different types of backward bifurcations due to density-dependent treatments. Mathematical Biosciences and Engineering, 2013, 10(5&6): 1651-1668. doi: 10.3934/mbe.2013.10.1651
    [3] Timothy C. Reluga, Jan Medlock . Resistance mechanisms matter in SIR models. Mathematical Biosciences and Engineering, 2007, 4(3): 553-563. doi: 10.3934/mbe.2007.4.553
    [4] Linda J. S. Allen, P. van den Driessche . Stochastic epidemic models with a backward bifurcation. Mathematical Biosciences and Engineering, 2006, 3(3): 445-458. doi: 10.3934/mbe.2006.3.445
    [5] Miller Cerón Gómez, Eduardo Ibarguen Mondragon, Eddy Lopez Molano, Arsenio Hidalgo-Troya, Maria A. Mármol-Martínez, Deisy Lorena Guerrero-Ceballos, Mario A. Pantoja, Camilo Paz-García, Jenny Gómez-Arrieta, Mariela Burbano-Rosero . Mathematical model of interaction Escherichia coli and Coliphages. Mathematical Biosciences and Engineering, 2023, 20(6): 9712-9727. doi: 10.3934/mbe.2023426
    [6] Kento Okuwa, Hisashi Inaba, Toshikazu Kuniya . An age-structured epidemic model with boosting and waning of immune status. Mathematical Biosciences and Engineering, 2021, 18(5): 5707-5736. doi: 10.3934/mbe.2021289
    [7] Lingli Zhou, Fengqing Fu, Yao Wang, Ling Yang . Interlocked feedback loops balance the adaptive immune response. Mathematical Biosciences and Engineering, 2022, 19(4): 4084-4100. doi: 10.3934/mbe.2022188
    [8] Olga Vasilyeva, Tamer Oraby, Frithjof Lutscher . Aggregation and environmental transmission in chronic wasting disease. Mathematical Biosciences and Engineering, 2015, 12(1): 209-231. doi: 10.3934/mbe.2015.12.209
    [9] Maoxing Liu, Yuming Chen . An SIRS model with differential susceptibility and infectivity on uncorrelated networks. Mathematical Biosciences and Engineering, 2015, 12(3): 415-429. doi: 10.3934/mbe.2015.12.415
    [10] G. V. R. K. Vithanage, Hsiu-Chuan Wei, Sophia R-J Jang . Bistability in a model of tumor-immune system interactions with an oncolytic viral therapy. Mathematical Biosciences and Engineering, 2022, 19(2): 1559-1587. doi: 10.3934/mbe.2022072
  • This paper develops efficient numerical algorithms for the optimal control problem constrained by Poisson equations with uncertain diffusion coefficients. We consider both unconstrained condition and box-constrained condition for the control. The algorithms are based upon a multi-mode expansion (MME) for the random state, the finite element approximation for the physical space and the alternating direction method of multipliers (ADMM) or two-block ADMM for the discrete optimization systems. The compelling aspect of our method is that, target random constrained control problem can be approximated to one deterministic constrained control problem under a state variable substitution equality. Thus, the computing resource, especially the memory consumption, can be reduced sharply. The convergence rates of the proposed algorithms are discussed in the paper. We also present some numerical examples to show the performance of our algorithms.



    1. Introduction

    Bacteriophage or virulent phage is a virus which can grow and replicate by infecting bacteria. Once residing in bacteria, phage grow quickly, which result in the infection of bacteria and drive the bacteria to die [17]. Thus, we can view them as bacteria predators and use them to cure the diseases induced by infecting bacteria [9,35]. Phage therapy has become a promising method because of the emergence of antibiotic resistant bacteria [12,9]. Indeed, as a treatment, phages have several advantages over antibiotics. Phages replicate and grow exponentially, while antibiotics are not [47]. Generally speaking, a kind of phages infect only particular classes of bacteria, and this limitation of their host is very beneficial to cure the diseases. Moreover, phages are non-toxic, and cannot infect human cells. Hence, there are fewer side effects as compared to antibiotics [12,35].

    It is important to understand the interaction dynamics between bacteria and phage to design an optimal scheme of phage therapy. There have been a number of papers that study the mathematical models of bacteriophages (see, for example, [1,2,3,4,8,9,10,11,21,23,28,42] and the references cited therein). Campbell [11] proposed a deterministic mathematical model for bacteria and phage, which is a system of differential equations containing two state variables, susceptible bacteria S and phage P, and incorporating a delay τ that represents the time period for phage replication in the bacteria. The model was developed by [28,32,36,40] to consider the effect of predation and competition with the limited resources. It was further studied by [3,4,21] to study the infections of marine bacteriophages, where bacteria populations from 5-6% up to 70% are infected by bacteriophages [38]. Smith and Thieme [42] formulate two models: a system of delay differential equations with infinite delay and a more general infection-age model that leads to a system of integro-differential equations to study the persistence of bacteria and phage.

    It was observed that phage can exert pressure on bacteria to make them produce resistance through loss or modification of the receptor molecule to which a phage binds with an inferior competition ability for nutrient uptake [25]. More recently, biological evidences are found that there exists an adaptive immune system across bacteria, which is the Clustered regularly interspaced short palindromic repeats (CRISPRs) along with Cas proteins [6,14,13,18,26,27,31,41]. In this system, phage infection is memorized via a short invader sequence, called a proto-spacer, and added into the CRISPR locus of the host genome. And, the CRISPR/Cas system admits heritable immunity [14,13,18,26,31]. The replication of infecting phage in bacteria is aborted if their DNA matches the crRNAs (CRISPR RNAs) which contains these proto-spacer. On the other hand, if there is no perfect pairing between the proto-spacer and the foreign DNA (as in the case of a phage mutant), the CRISPR/Cas system is counteracted and replication of the phage DNA can occur [19,34,33,39]. Therefore, the CRISPR/Cas system participates in a constant evolutionary battle between phage and bacteria [7,13,27,47].

    Mathematical models are powerful in understanding the population dynamics of bacteria and phages. Han and Smith [23] formulated a mathematical model that includes a phage-resistant bacteria, where the resistant bacteria is an inferior competitor for nutrient. Their analytical results provide a set of sufficient conditions for the phage-resistant bacteria to persist. Recently, mathematical models have been proposed to study the contributions of adaptive immune response from CRISPR/Cas in bacteria and phage coevolution [27,29]. In these papers, numerical simulations are used to find how the immune response affects the coexistence of sensitive strain and resistance strain of bacteria. In the present paper, we extend the model in [23] by incorporating the CRISPR/Cas immunity on phage dynamics. Following [23], we focus on five state variables: R, S, M, I and P which represent the concentrations of nutrient, sensitive bacteria and resistant bacteria, productively infected bacteria and phage in a chemostat. The following assumptions will be used in the formulation of mathematical model: (i) all sensitive bacteria have the potential to get the acquired immunity; (ii) only the resistance from the CRISPR/Cas immunity is considered, which is incomplete because phage can mutate under the pressure of CRISPR/Cas immunity; the resistant bacteria suffer the cost of competitive ability [28]; (iii) the infected bacteria don't uptake nutrient, and cannot be infected again [23]; (iv) the latent time for phage infection is omitted because it is small; (v) the loss of phage due to multiple phage attachment to bacteria is omitted.

    Let k be the valid phage adsorption rate to both susceptible and resistant bacteria, which is reasonable because the CRISPR/Cas immunity does not interfere with phage adsorption. Following [23], we let the loss rates of phages due to adsorption to susceptible bacteria and resistant bacteria be described by kSP and kMP respectively, and the infection rate of sensitive bacteria be given by kSP. Note that the CRISPR/Cas immunity arises during the process of phage invasion. If ε is the probability that the CRISPR/Cas immunity is successfully established in bacteria, then the transition rate of invaded bacteria to the resistance class is εkSP and the transition rate to the productively infected class is (1ε)kSP. Moreover, we let k=κk denote the infection coefficient of resistant bacteria where 0<κ1 describes the mutant probability of phage to escape CRISPR/Cas suppression. Finally, by incorporating the terms discussed above to describe the effects of CRISPR/Cas immunity into the model in [23], we arrive at the following model:

    ˙R=D(R0R)f(R)(S+μM),˙S=DS+f(R)SkSP,˙M=DM+μf(R)M+εkSPkMP,˙I=DI+(1ε)kSP+kMPδI,˙P=DPkSPkMP+bδI, (1)

    where a dot denotes the differentiation with respect to time t; D and R0 represent the dilution rate and nutrient supply concentration in the chemostat, respectively; f(R) is the growth rate function which is taken to be Monod type: f(R)=mR/(a+R), where m is the maximal growth rate and a is the half-saturation constant; parameter μ with 0<μ<1 is the cost of bacteria's resistance; parameter b represents the total number of free virus particles released by each productively infected cell over its lifespan; parameter δ is the death rate of infected bacteria.

    The paper is organized as follows. In the next section we present the mathematical analysis of the model that include the stability and bifurcation of equilibria. Numerical simulations are provided in Section 3 to show the complicated dynamical behaviors of the model. A brief discussion concludes in Section 4. The proofs of a few theorems are given in Appendix.


    2. Mathematical analysis

    In this section, we present the mathematical analysis for the stability and bifurcations of equilibria of (1). We start with the positivity and boundedness of solutions.


    2.1. Positivity and boundedness of solutions

    Proposition 1. All solutions of model (1) with nonnegative initial values are nonnegative. In particular, a solution (R(t),S(t),M(t),I(t),P(t)) of model (1) is positive for t>0 in the existence interval of the solution if R(0)>0,S(0)>0,M(0)>0,I(0)>0,P(0)>0.

    Proof. We examine only the last conclusion of the proposition. First, we claim that R(t) is positive for all t>0 in the existence interval of the solution. Suppose not. Then there is a time t1>0 such that R(t1)=0 and R(t)>0 for t(0, t1). Since R(t1)=0, we have ˙R(t1)=DR0>0. Thus, there is a sufficiently small ε>0 such that R(t)<0 for all t(t1ε, t1), which is a contradiction. Hence, R(t) is positive for t>0. It is evident that

    S(t)=S(0)et0[DkP(θ)+f(R(θ))]dθ>0.

    In a similar way we can show the positivity of M(t),I(t) and P(t).

    Proposition 2. All nonnegative solutions of model (1) are ultimately bounded.

    Proof. Set

    L(t)=R(t)+S(t)+M(t)+I(t)+1bP(t).

    Calculating the derivative of L along the solution of (1), we obtain

    ˙L(t)=DR0DR(t)DS(t)DM(t)DI(t)1bDP(t)   1bkS(t)P(t)1bkM(t)P(t)DR0DL(t).

    It follows that the nonnegative solutions of (1) exist on [0, ) and

    lim suptL(t)R0. (2)

    Therefore, the nonnegative solutions of model (1) are ultimately bounded.


    2.2. Infection-free equilibria

    E0=(R0,0,0,0,0) is a trivial equilibrium. To find others, we assume

    m>D,f(R0)>D. (3)

    Then E1=(λ1,R0λ1,0,0,0) is an infection-free equilibrium, where λ1=Da/(mD). Similarly, E2=(λ2,0,R0λ2,0,0) is an infection-free equilibrium where λ2=Da/(μmD) if

    μm>D,μf(R0)>D. (4)

    It is easy to see that (3) and (4) imply

    λ1<μλ2<λ2.

    Thus, the competitive exclusion in the absence of phage infection holds [24], and the boundary equilibrium E2 is unstable. In what follows, we always assume that (3) and (4) are available.

    The basic reproduction number R0 of phage in the population of sensitive bacteria is computed through the matrix F of new infection and the infective transition matrix V:

    F=(0(1ε)k(R0λ1)00),

    and

    V=(D+δ0bδD+k(R0λ1)),

    and is defined as the spectral radius of FV1 [16]. Hence,

    R0=bδ(1ε)k(R0λ1)(D+δ)[D+k(R0λ1)].

    Analogously, the basic reproduction number RM0 of phage in the population of resistant bacteria is

    RM0=bδκ(R0λ2)(D+δ)[D+k(R0λ2)].

    Theorem 2.1. The infection-free equilibrium E1 is locally asymptotically stable if R0<1 and unstable if R0>1.

    The proof of Theorem 2.1 is postponed to Appendix.

    Theorem 2.2. The infection-free equilibrium E1 is globally asymptotically stable if bk(R0λ1)/D<1.

    Proof. Define a Lyapunov function by

    V(t)=R(t)R1RR1f(R1)f(ξ)dξ+S(t)S1S1lnSS1+M(t)+I(t)+1bP(t),

    where R1=λ1 and S1=R0λ1. Calculating the derivative of V along the solution of (1), we obtain

    ˙V(t)=(1f(R1)f(R))˙R(t)+(1S1S)˙S(t)+˙M(t)+˙I(t)+1b˙P(t)=D(R0R)D(R0R)f(R1)f(R)+(S+μM)f(R1)+(D+kPf(R))S1DSDMDIDbPkSP+kMPb=D(R0R1)(2f(R1)f(R)f(R)f(R1))D(RR1)(1f(R1)f(R))D(1μ)MDI+(kS1Db)PkSP+kMPb.

    Since bk(R0λ1)/D<1, it follows that ˙V0. Set

    D0={(R,S,M,I,P)˙V=0}.

    It is easy to examine that the largest invariant set in D0 is

    {(R,S,M,I,P)R=λ1,S=S1,M=0,I=0,P=0}.

    It follow from the LaSalle's invariance principle [22] that E1 is globally stable.


    2.3. Infection equilibria

    In this subsection, we consider the infection equilibria of system (1) which satisfy

    D(R0R)f(R)Sμf(R)M=0,DS+f(R)SkSP=0,DM+μf(R)M+εkSPkMP=0,DI+(1ε)kSP+kMPδI=0,DPkSPkMP+bδI=0. (5)

    If E3=(R3,0,M3,I3,P3) is an infection equilibrium dominated by the resistance strain, we have

    D(R0R3)μf(R3)M3=0,DM3+μf(R3)M3kM3P3=0,DI3+kM3P3δI3=0,DP3kM3P3+bδI3=0.

    It follows that

    P3=μf(R3)Dk,M3=D(R0R3)μf(R3),I3=kM3P3D+δ,

    and R3 satisfies

    DP3kM3P3+bδI3=P3(kA2M3D)=0,

    where A2=bδκ/(D+δ)1. Substituting M3=D(R0R3)/μf(R3) and f(R3)=mR3/(a+R3) into it, we get

    g(R3):=R23+(a+mAR0)R3R0a=0, (6)

    where

    A=μkD+δbδκ(D+δ).

    By direct calculations, we obtain

    g(R0)=mAR0>0,g(λ2)=(λ2R0)(λ2+a)+mAλ2.

    Since μf(R2)>D=μf(λ2), we have λ2<R2. Clearly, g(λ2)<0 if

    A<(R0λ2)(λ2+a)mλ2=μ(R0λ2)D,

    which is equivalent to RM0>1. Consequently, there exists a unique infection equilibrium E3 when RM0>1, where R3 lies between λ2 and R0, and E3 does not exist when RM0<1. As a result, we can state the following theorem for the existence of E3.

    Theorem 2.3. The infection equilibrium E3 exists if RM0>1 and does not exist if RM0<1.

    To study the local stability of infection equilibria E3, we set

    a1=kM3+3D+δ+μM3f(R3),a2=kM3(μM3f(R3)+2Dμf(R3))+D(2D+δ)+(2D+δ+μf(R3))μM3f(R3),a3=DkM3(μM3f(R3)+Dμf(R3))+D(D+δ)(μf(R3)D)+μf(R3)μM3f(R3)(2D+δ),a4=kA2(D+δ)(μM3f(R3)+D)(μf(R3)D). (7)

    Moreover, for κ<μ, we define

    λ3=f1(D(1κ)/(μκ)). (8)

    Theorem 2.4. The infection-resistant equilibrium E3 is asymptotically stable if

    κ<μ,R3>λ3,a1a2>a3,(a1a2a3)a3a4a21>0, (9)

    and is unstable when κ>μ, or

    κ<μ,R3<λ3,a1a2>a3,(a1a2a3)a3a4a21>0. (10)

    The proof of Theorem 2.4 is given in Appendix.

    Let us now consider the existence of coexistence equilibrium of (1). Denote such an equilibrium by E4=(R4,S4,M4,I4,P4). By (5) we have

    P4=f(R4)Dk,M4=εD(R0R4)(f(R4)D)[Dμf(R4)+με(f(R4)D)+kP4]f(R4),S4=D(R0R4)[kP4+Dμf(R4)][Dμf(R4)+με(f(R4)D)+kP4]f(R4),I4=[(1ε)kS4+kM4]P4D+δ. (11)

    Since P4>0,S4>0,I4>0 and M4>0, we need

    f(R4)>D,kP4+Dμf(R4)>0. (12)

    Note that

    F(R4):=kP4+Dμf(R4)=D(1κ)+(κμ)f(R4),

    where κ=k/k is the phage mutant rate and the value of κ can represents the relative resistance of bacteria for the CRISPR/Cas immune system. Though there is no definite relation between κ and μ in biology, which is presented as fluctuating selection dynamics [7], in this paper we simply consider two ways for the CRISPR/Cas immune efficiency. First, we assume κμ, which means that the mutant rate is great than the cost of bacteria's resistance. Secondly, we consider κ<μ, which means that the mutant rate is inferior to the cost of bacteria's resistance.

    Note that R4 is the positive solution of the following equation:

    D+(bδκD+δ1)kM4+(bδ1εD+δ1)kS4=0. (13)

    Set

    A1=bδ(1ε)/(D+δ)1,A2=bδκ/(D+δ)1. (14)

    Using (11) and f(R4)=mR4/(a+R4), we see that (13) holds if and only if

    G(R4):=k(R0R4)(e1+e2Df(R4))(e3f(R4)+e4)=0,

    where

    e1=κA1μA1+εA2,e2=A1κA1εA2,e3=μεμ+κ,e4=(1μεκ)D.

    Let g1(R4)=k(R0R4)(e1+e2D/f(R4)) and g2(R4)=e3f(R4)+e4. It is easy to see that there are at most two intersection points for these two curves.

    Evidently, G(R0)=D<0. When R4=λ2, we get S4=0 and M4=R0λ2. As a result, we have

    G(λ2)=D+kA2(R0λ2)=(D+k(R0λ2))(RM1).

    Thus, G(λ2)>0 if and only if RM0>1, where RM is the square of the basic reproduction number RM0. Similarly, we get

    G(λ1)=D+kA1(R0λ1)=(D+k(R0λ1))(R201).

    Hence, G(λ1)>0 if and only if R0>1. From the above arguments, we conclude that system (1) has a unique positive equilibrium E4 between λ2 and R0 when R0>1 and RM0>1, has a unique positive equilibrium E4 between λ1 and λ2 when R0>1 and RM0<1, admits two positive equilibria E4 and E4 if R0<1 and RM0>1, and has no positive equilibrium if R0<1 and RM0<1.

    For the case where κμ, F(R4) are always positive. But for the case where κ<μ, F(R4) may be negative at the equilibrium E4. In view of the definition of λ3 in (8), we see F(λ3)=0. If λ3<R0, we have

    G(λ3)=D(R0λ3)(e1+e2Df(λ3))(e3f(λ3)+e4)=D(R0λ3)εA2(1μ)1κμεD(1μ)μκ.

    Since 1κ>μ(μκ), we see that λ3>λ2 and positive equilibrium E4 exists when G(λ3)0, and does not exist when G(λ3)>0. It is easy to examine that G(λ3)0 is equivalent to

    λ3R0μ(1κ)A2(μκ), (15)

    and G(λ3)>0 is equivalent to

    λ3<R0μ(1κ)A2(μκ). (16)

    Solve G(λ3)=0 in b to obtain

    b=D+δδ((μκ)(R0λ3)(1κ)μ+1).

    Notice that A2 increases as b increases. Thus, E4 does not exist as b increases from b. In view of F(λ3)=0, it follows that when b=b, we have R4=λ3,S4=0 and

    P4=f(λ3)Dk=D(1κ)k(μκ),M4=D(R0λ3)(f(λ3)D)μf(λ3),I4=kM4P4D+δ.

    Set

    R:=R0RM0=(D+k(R0λ2))(1ε)(R0λ1)κ(R0λ2)(D+k(R0λ1)).

    Solving R=1 in ε, we get

    ε=ε:=1κ(R0λ2)(D+k(R0λ1))(D+k(R0λ2))(R0λ1).

    Thus, ε>ε(<ε) is equivalent to R<1(>1).

    Let us consider three cases:

    (C1) κμ, or κ<μ and λ3R0.

    (C2) κ<μ and bb hold for λ3<R0.

    (C3) κ<μ and b>b hold for λ3<R0.

    The following Theorem states the existence of infection equilibria of (1) according to the above discussions.

    Theorem 2.5. Let (C1) or (C2) hold. Then for ε>ε, we have:

    (i) If 0<R0<R, there is no infection equilibrium.

    (ii) If R0=R, there exists one coexistence equilibrium E4 of multiplicity 2.

    (iii) If R<R0<1, there exist two coexistence equilibria E4 and E4.

    (iv) If 1<R0, there is only one coexistence equilibrium E4.

    For ε<ε we have:

    (i) If 0<R0<1, there is no infection equilibrium.

    (ii) If 1<R0<R, there is only one coexistence equilibrium E4.

    (iii) If R<R0, there is only one positive equilibrium E4.

    Proof. Note that R0=RM0 when ε=ε, and the condition ε>ε(<ε) is equivalent to R0<RM0(>RM0). Furthermore, 0<R0<R with ε>ε is equivalent to R0<RM0<1, R<R0<1 is equivalent to R0<1<RM0, and R0>1 with ε>ε is equivalent to 1<R0<RM0. For ε<ε, 0<R0<1 implies RM0<R0<1, 1<R0<R implies RM0<1<R0, and R0>R implies 1<RM0<R0. Obviously, F(R4)>0 always holds in case (C1) or case (C2). The conclusions of this theorem follow immediately from the preceding discussions.

    This theorem indicates that the system (1) exhibits a backward bifurcation as R0 crosses unity when ε>ε for case (C1) or case (C2). Moreover, it admits a forward bifurcation when ε<ε.

    Notice that the equilibrium E4 does not exist for case (C3). We can present another theorem for the existence of infection equilibria.

    Theorem 2.6. Let (C3) hold. The existence of infection equilibria is given as follows:

    For ε>ε, we have

    (i) If 0<R0<R, there is no infection equilibrium;

    (ii) If R<R0<1, there are two infection equilibria E4 and E3;

    (iii) If R0>1, there is only one infection equilibrium E3.

    For ε<ε, we have

    (i) If 0<R0<1, there is no infection equilibrium;

    (ii) If 1<R0<R, there exists one infection equilibrium E4;

    (iii) If R0>R, there is only one infection equilibrium E3.

    The proof of this Theorem is omitted because it is similar to it for Theorem 2.5.

    Theorem 2.6 presents the conditions for a forward bifurcation of the infection-free equilibrium and a transcritical bifurcation of the coexist equilibrium. Note that for λ3R0, there is a backward bifurcation as R0 crosses unity, but for λ3<R0, the existence of a backward bifurcation depends on the relation between κ and μ. More specifically, if κμ, the backward bifurcation always exists and is independent of the size of b. But for κ<μ, a critical value b is needed to ensure the existence of backward bifurcation.


    2.4. Global analysis for full CRISPR/Cas immunity

    We now explore the persistence and extinction of phages in the case where κ=0, which leads to k=0 and means that CRISPR/Cas immunity can fully suppress the invaded phages.

    Theorem 2.7. Let k=0. Then we have the following conclusions:

    ( i ) The positive solutions of (1) satisfy

    limt(R(t),S(t),M(t),I(t),P(t))=(λ1,R0λ1,0,0,0)

    if R0<1.

    ( ii ) If R0>1, then bacteria populations and phage infection are uniformly persistent, i.e., there is a positive constant η such that each positive solution of (1) satisfies

    lim inftS(t)>η,lim inftM(t)>η,lim inftI(t)>η,lim inftP(t)>η.

    Proof. (i) For a continuous function f(t) which is bounded on [0,), we set

    f=lim suptf(t),f=lim inftf(t).

    First, we claim that a positive solution of (1) admits SR0λ1. Indeed, by (2) we get

    ˙SDS+f(R)SDS+f(R0+η0S)S,for all large t,

    where η0>0 is sufficiently small. Then by similar arguments to those in [42], we obtain SR0λ1+η0. Taking η00 leads to the conclusion as claimed. As a result of the claim, we see from the last two equations of (1) that for all large t:

    ˙IDI+(1ε)k(R0λ1+η1)PδI,˙PDPk(R0λ1η1)P+bδI, (17)

    where η1>0 is sufficiently small. Let us consider a comparison system:

    ˙I=DI+(1ε)k(R0λ1+η1)PδI,˙P=DPk(R0λ1η1)P+bδI. (18)

    The Jacobian matrix of (18) is

    J1:=((D+δ)(1ε)k(R0λ1+η1)bδ(D+k(R0λ1η1)).

    Since R0<1, it is easy to examine that the eigenvalues of J1 have negative real part for small η1>0. Thus, the positive solutions of (18) approach to (0,0) as t. It follows from (17) and the comparison principle that a positive solution of (1) exhibits that (I(t),P(t))(0,0) as t. As a consequence, by the theory of an asymptotically autonomous system [43], it suffices to consider the asymptotic behaviors of the limiting system:

    ˙R=D(R0R)f(R)(S+μM),˙S=DS+f(R)S,˙M=DM+μf(R)M. (19)

    Since λ1<λ2, it follows from [24,25] that the positive solution of (1) exhibits that (R(t),S(t),M(t))(λ1,R0λ1,0) as t.

    (ii) We first show that phage infection is uniformly persistent if R0>1. Set

    X={(R,S,M,I,P):R0,S0,M0,I0,P0},X0={(R,S,M,I,P)X:I>0,P>0},X0=XX0.

    We wish to show that (1) is uniformly persistent with respect to (X0,X0).

    By Proposition 1, we see that both X and X0 are positively invariant for model (1). Evidently, X0 is relatively closed in X. Moreover, Proposition 2 indicates that the nonnegative solutions of model (1) are point dissipative. Then we denote by J the largest positively invariant set of (1) in X0. By similar discussions to those in [46], we see

    J={(R,S,M,I,P)X:I=0,P=0}.

    It is clear that there are three equilibria E0,E1 and E2 in J. Since λ1<λ2, by [24,25] we see that E1 is asymptotically stable in J and the nonnegative solutions of (1) in J except for E0 and E2 tend to E1 as t. Therefore, E0,E1 and E2 are isolated invariant sets in J and no subset of {E0,E1,E2} forms a cycle in J.

    Note that (3) and (4) imply that a positive solution of (1) cannot approach E0 as t. We claim that this is also the case for E1. Suppose not. Then there is a positive solution of (1) that satisfies (R(t),S(t),M(t),I(t),P(t))(λ1,R0λ1,0,0,0) as t. It follows that for all large t, we have

    ˙IDI+(1ε)k(R0λ1η2)PδI,˙PDPk(R0λ1+η2)P+bδI, (20)

    where η2>0 is sufficiently small. Let

    J2:=((D+δ)(1ε)k(R0λ1η2)bδ(D+k(R0λ1+η2)).

    Since R0>1, it is easy to examine that J2 has a positive eigenvalue with a positive eigenvector for small η2>0. It follows that the positive solutions of the following comparison system

    ˙I=DI+(1ε)k(R0λ1η2)PδI,˙P=DPk(R0λ1+η2)P+bδI (21)

    tend to infinity as t. As a result, by (20) and the comparison principle we see that the positive solution of (1) satisfies (I(t),P(t))(,) as . We are led to a contradiction. Consequently, there is no positive solution of (1) that approaches E1 as t. In a similar way, we conclude that there is no positive solution of (1) that approaches E2 as t. Hence, Ws(Ei)X0=,i=0,1,2. Finally, we claim that E0,E1 and E2 are also isolated in X0. Indeed, if E1 is not isolated, then there exists a positive solution of (1) which is so close to E1 for all time that (20) holds. Then repeating the above arguments leads to a contradiction. Similar discussions apply also to E0 and E2. Consequently, we conclude from [44,48] that phage infection is uniformly persistent.

    By adopting the same techniques as above, we can show that the population S of sensitive bacteria is uniformly persistent. From the third equation and (2), we obtain

    ˙MDM+εkSP.

    This, together with the uniform persistence of population S and population P, implies that the population M is uniformly persistent.


    3. Numerical simulation

    In this section, we implement numerical simulations to illustrate the theoretical results and explore more interesting solution patterns of model (1). Take the same parameter values as those in [23] where D=0.2, m=0.7726, R0=0.178212, a=0.0727 and k=0.15, δ=0.4. Then we choose μ=0.9 so that μf(R0)>D. First, we consider the case where κμ. Let k=0.15 which means κ=1>0.9=μ. If ε=0.8>ε=0.023314, there is a backward bifurcation, which is shown in panel (b) of Fig. 1. Furthermore, if ε=0.01<ε=0.023314, there is a forward bifurcation, which is shown in panel (a) of Fig. 1.

    Figure 1. Bifurcation graphs for κμ in case (C1). Panel (a) shows the forward bifurcation with ε=0.01. Panel (b) indicates the backward bifurcation with ε=0.8. H denotes a Hopf bifurcation point, LP means a fold bifurcation point and BP represents the branch point E1.

    To demonstrate the second case where κ<μ, we select μ=0.8, k=0.15, κ=0.6666 and b=110b=135.618. Then (C2) holds. For ε=0.3<ε=0.370362, a forward bifurcation occurs, which is shown in panel (a) of Fig. 2. For ε=0.8>ε, we get a backward bifurcation shown in panel (b) of Fig. 2.

    Figure 2. Bifurcation graphs for case (C2). Panel (a) shows the forward bifurcation with ε=0.3 and panel (b) demonstrates the backward bifurcation with ε=0.8. H denotes a Hopf bifurcation point, LP means a fold bifurcation point and BP represents a branch point. The solid lines represent stable branches and dashed lines mean unstable branches.

    To show the case (C3), we let k=0.15,κ=0.8, b=46.802,ε=0.218651 and b=110>b. Then (C3) holds. For ε=0.1<ε, a transcritical bifurcation occurs at E4 and a forward bifurcation emerges at E1, which are shown in panel (a) of Fig. 3. For ε=0.8>ε, there are a backward bifurcation from E1 and a transcritical bifurcation at E3, which are shown in Fig. 3.

    Figure 3. Bifurcation graphs for case (C3). Panel (a) shows the forward bifurcation at E1 and a transcritical bifurcation at E3 when ε=0.1 and panel (b) demonstrates the bistable phenomena between E1, E3 and a transcritical bifurcation at E4 when ε=0.8. H denotes a Hopf bifurcation point, LP means a fold bifurcation point and BP represents a branch point. The solid lines represent stable branches and dashed lines mean unstable branches.

    With the help of MatCont package [15], we obtain more information for the dynamical behaviors of system (1), where the behaviors for κ<μ is more complicated than those for κμ when ε and R0 vary. As shown in Fig. 2 where case (C2) holds, the coexistence equilibrium E4 undergoes a Hopf bifurcation and a fold bifurcation. More specifically, the Hopf bifurcation point (H) occurs with R0=1.277977, and a fold bifurcation point (LP) appears with R0=0.792644. At the Hopf bifurcation point (H), the first Lyapunov coefficient is 5.079166×102, which means that the Hopf bifurcation is supercritical and the periodic solutions are born stable. The fold bifurcation leads to the existence of multiple infection equilibria with 0.792644<R0<1. Note that the simulation results indicate that the larger CRISPR/Cas immune efficiency ε can induce backward bifurcations, which supports the results of our theoretical analysis.

    As discussed above, a bistable coexistence between the infection-free equilibrium and an infection equilibrium may occur when ε>ε. Panel (a) of Fig. 4 shows such a phenomenon. Interestingly, we find the bistable coexistence of the infection-free equilibria with a stable periodic solution, which is shown in panel (b) of Fig. 4.

    Figure 4. Graphs of bistable behaviors in case (C1) with κμ. Panel (a) shows the bistability of the infection-free equilibrium and an coexist equilibrium where ε=0.01, b=130. Panel (b) indicates the bistable coexistence of the infection-free equilibria with a stable periodic solution where ε=0.9, b=260.

    4. Discussions

    In this paper, we have developed a bacteriophage mathematical model based on CRISPR/Cas immune system. By combining theoretical analysis and numerical simulations, we have found that the model exhibits some new dynamical behaviors than the model without the immune responses in [23]. More specifically, the introduction of the CRISPR/Cas immune system induces a backward bifurcation from the infection-free equilibrium or a transcritical bifurcation from the coexist equilibrium, which means that although the basic infection reproduction number is below unity, the phage could coexist with bacteria. The coexistence of a stable infection-free equilibrium with a stable infection equilibrium(or stable coexist equilibrium), the bistable phenomenon of a stable infection-free equilibrium and a stable periodic solution are found, which are shown in panel (a) of Fig. 4 and panel (b) of Fig. 4. They provide reasonable explanations for the complexity of phage therapy [9,29] or bacteria-phages coevolution [13], and the coexistence of bacteria with phage in the biological experiments [20,29]. In contrast, there is no the backward bifurcation or bistable phenomena in the models of previous studies [23,42] where the immune response is ignored.

    For case (C3), the strain of sensitive bacteria may almost translated to resistent bacteria when the phage mutant rate (means as relative resistance) is inferior to the cost of bacteria's resistance for every values of ε, that is said, the CRISPR/Cas system have uninfluence on the bacteria and phages coexistence or the bacteria's diversity, which only influence by the released virus particles b in this case. This analysis is consistent with [27]. The value of b increases when μ increases or κ decreases, while the effective of μ is greatly less than the change of κ. Thus, decreasing the values of phage mutant rate is contributed to sensitive bacteria survival when resistant bacteria have great bacteria's resistance cost value.

    The mathematical analysis for the stability and bifurcation of equilibria of (1) in this paper present some insights into the underlying phage infection mechanisms by considering the CRISPR/Cas system in bacteria. It will be interesting to consider the analytical conditions for the Hopf bifurcation and the homoclinic bifurcation of the model and reveal how the immune response affect these bifurcations. It will be also interesting to consider the effect of latent period of infection like it in [23] or the nonlinear death rates like those in [29]. We leave these as future researches.


    Acknowledgments

    We are very grateful to the anonymous referees for careful reading and valuable comments which have led to important improvements of our original manuscript.


    Appendix

    Proof Theorem 2.1. Let S1=R0λ1. Evaluating the Jacobian matrix of system (1) at E1 gives

    J(E1)=(DS1f(λ1)DμD00S1f(λ1)000kS100D+μD0εkS1000Dδ(1ε)kS1000bδDkS1),

    where f denotes the differentiation of function f. The characteristic equation of J(E1) in ω is

    (ω+D)(ω+S1f(λ1))[ω2+(2D+δ+kS1)ω+f0](ω+D(1μ))=0,

    where

    f0=(D+kS1)(D+δ)(1R20).

    Since 0<μ<1, it is easy to see that all the roots of characteristic equation (A-1) have negative real parts if R0<1, and the characteristic equation has one positive root if R0>1. It follows from the Routh-Hurwitz criterion that E1 is locally asymptotically stable. This completes the proof.

    Proof Theorem 2.4. Evaluating the Jacobian of (1) at E3 gives

    J(E3)=(DμM3f(R3)f(R3)μf(R3)000D+f(R3)kP3000μM3f(R3)εkP300kM30(1ε)kP3kP3DδkM30kP3kP3bδDkM3).

    Using kM3(D+δbδ)=D(D+δ) and kP3=μf(R3)D, we get the characteristic equation in ω:

    (ωf(R3)+kP3+D)(ω4+a1ω3+a2ω2+a3ω+a4)=0,

    where ai (i=1, 2, 3, 4) are defined by (7). Set

    F1(ω)=ωf(R3)+kP3+D,F2(ω)=ω4+a1ω3+a2ω2+a3ω+a4.

    Note that a1>0 and a4>0. We see that the last two inequalities in (9) ensure that all the principal minors in the Routh-Hurwitz criteria are positive. Thus, the stability of E3 is determined by the sign of f(R3)kP3D. Using kP3=μf(R3)D and f(R3)=kA2(R0R3)/μ, we get

    f(R3)kP3D=(1μκ)f(R3)+(1κ1)D:=F0(ω).

    It is easy to see F0(R3) is positive for any value if κμ, which leads to the instability of E3. Furthermore, if κ<μ, F0(R3) is negative when

    f(R3)>D(1κ)μκ,

    which is equivalent to R3>λ3. Consequently, E3 is asymptotically stable if (9) holds, and is unstable if (10) is available. This completes the proof.




    [1] Mean-variance risk-averse optimal control of systems governed by PDEs with random parameter fields using quadratic approximations. SIAM/ASA J. Uncertain. Quantif. (2017) 5: 1166-1192.
    [2] Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients. Numer. Math. (2011) 119: 123-161.
    [3] P. Benner, S. Dolgov, A. Onwunta and M. Stoll, Solving optimal control problems governed by random Navier-Stokes equations using low-rank methods, preprint, arXiv: 1703.06097.
    [4] Multigrid methods and sparse-grid collocation techniques for parabolic optimal control problems with random coefficients. SIAM J. Sci. Comput. (2009) 31: 2172-2192.
    [5] A. Bünger, S. Dolgov and M. Stoll, A low-rank tensor method for PDE-constrained optimization with isogeometric analysis, SIAM J. Sci. Comput., 42 (2020), A140–A161. doi: 10.1137/18M1227238
    [6] Nonnegative tensor factorizations using an alternating direction method. Front. Math. China (2013) 8: 3-18.
    [7] On the O(1/t) convergence rate of the projection and contraction methods for variational inequalities with Lipschitz continuous monotone operators. Comput. Optim. Appl. (2014) 57: 339-363.
    [8] O(1/t) complexity analysis of the generalized alternating direction method of multipliers. Sci. China Math. (2019) 62: 795-808.
    [9] An efficient Monte Carlo method for optimal control problems with uncertainty. Comput. Optim. Appl. (2003) 26: 219-230.
    [10] Error estimates for the numerical approximation of Dirichlet boundary control for semilinear elliptic equations. SIAM J. Control Optim. (2006) 45: 1586-1611.
    [11] Multilevel and weighted reduced basis method for stochastic optimal control problems constrained by Stokes equations. Numer. Math. (2016) 133: 67-102.
    [12] J. Eckstein and M. Fukushima, Some reformulations and applications of the alternating direction method of multipliers, in Large Scale Optimization, Kluwer Acad. Publ., Dordrecht, 1994,115–134. doi: 10.1007/978-1-4613-3632-7_7
    [13] An efficient numerical method for acoustic wave scattering in random media. SIAM/ASA J. Uncertain. Quantif. (2015) 3: 790-822.
    [14] An efficient Monte Carlo-transformed field expansion method for electromagnetic wave scattering by random rough surfaces. Commun. Comput. Phys. (2018) 23: 685-705.
    [15] A multimodes Monte Carlo finite element method for elliptic partial differential equations with random coefficients. Int. J. Uncertain. Quantif. (2016) 6: 429-443.
    [16] An efficient Monte Carlo interior penalty discontinuous Galerkin method for elastic wave scattering in random media. Comput. Methods Appl. Mech. Engrg. (2017) 315: 141-168.
    [17] R. Glowinski and A. Marrocco, Sur l'approximation, par éléments finis d'ordre un, et la résolution, par pénalisation-dualité, d'une classe de problèmes de Dirichlet non linéaires, Rev. Française Automat. Informat. Recherche Opérationnelle Sér. Rouge Anal. Numér., 9 (1975), 41–76. doi: 10.1051/m2an/197509R200411
    [18] On the O(1/n) convergence rate of the Douglas-Rachford alternating direction method. SIAM J. Numer. Anal. (2012) 50: 700-709.
    [19] On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers. Numer. Math. (2015) 130: 567-577.
    [20] M. Hinze, R. Pinnau, M. Ulbrich and S. Ulbrich, Optimization with PDE Constraints, Mathematical Modelling: Theory and Applications, 23, Springer, New York, 2009. doi: 10.1007/978-1-4020-8839-1
    [21] Y. Hwang, J. Lee, J. Lee and M. Yoon, A domain decomposition algorithm for optimal control problems governed by elliptic PDEs with random inputs, Appl. Math. Comput., 364 (2020), 14pp. doi: 10.1016/j.amc.2019.124674
    [22] Convexification for the inversion of a time dependent wave front in a heterogeneous medium. SIAM J. Appl. Math. (2019) 79: 1722-1747.
    [23] D. P. Kouri, M. Heinkenschloos, D. Ridzal and B. G. van Bloemen Waanders, A trust-region algorithm with adaptive stochastic collocation for PDE optimization under uncertainty, SIAM J. Sci. Comput., 35 (2013), A1847–A1879. doi: 10.1137/120892362
    [24] Existence and optimality conditions for risk-averse PDE-constrained optimization. SIAM/ASA J. Uncertain. Quantif. (2018) 6: 787-815.
    [25] An efficient and accurate method for the identification of the most influential random parameters appearing in the input data for PDEs. SIAM/ASA J. Uncertain. Quantif. (2014) 2: 82-105.
    [26] An efficient alternating direction method of multipliers for optimal control problems constrained by random Helmholtz equations. Numer. Algorithms (2018) 78: 161-191.
    [27] J.-L. Lions and E. Magenes, Non-Homogeneous Boundary Value Problems and Applications, Die Grundlehren der mathematischen Wissenschaften, 1, Springer-Verlag, New York-Heidelberg, 1972. doi: 10.1007/978-3-642-65161-8
    [28] R. Naseri and A. Malek, Numerical optimal control for problems with random forced SPDE constraints, ISRN Appl. Math., 2014 (2014), 11pp. doi: 10.1155/2014/974305
    [29] Solving constrained total-variation image restoration and reconstruction problems via alternating direction methods. SIAM J. Sci. Comput. (2010) 32: 2710-2736.
    [30] Stochastic collocation for optimal control problems with stochastic PDE constraints. SIAM J. Control Optim. (2012) 50: 2659-2682.
    [31] Alternating direction algorithms for 1-problems in compressive sensing. SIAM J. Sci. Comput. (2011) 33: 250-278.
    [32] A scalable framework for the solution of stochastic inverse problems using a sparse grid collocation approach. J. Comput. Phys. (2008) 227: 4697-4735.
    [33] An alternating direction method of multipliers for elliptic equation constrained optimization problem. Sci. China Math. (2017) 60: 361-378.
  • This article has been cited by:

    1. Jingjing Wang, Hongchan Zheng, Yunfeng Jia, Dynamical analysis on a bacteria-phages model with delay and diffusion, 2021, 143, 09600779, 110597, 10.1016/j.chaos.2020.110597
    2. WENDI WANG, DYNAMICS OF BACTERIA-PHAGE INTERACTIONS WITH IMMUNE RESPONSE IN A CHEMOSTAT, 2017, 25, 0218-3390, 697, 10.1142/S0218339017400010
    3. Ei Ei Kyaw, Hongchan Zheng, Jingjing Wang, Htoo Kyaw Hlaing, Stability analysis and persistence of a phage therapy model, 2021, 18, 1551-0018, 5552, 10.3934/mbe.2021280
    4. Ei Ei Kyaw, Hongchan Zheng, Jingjing Wang, Hopf bifurcation analysis of a phage therapy model, 2023, 18, 2157-5452, 87, 10.2140/camcos.2023.18.87
  • Reader Comments
  • © 2020 the Author(s), licensee AIMS Press. This is an open access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0)
通讯作者: 陈斌, bchen63@163.com
  • 1. 

    沈阳化工大学材料科学与工程学院 沈阳 110142

  1. 本站搜索
  2. 百度学术搜索
  3. 万方数据库搜索
  4. CNKI搜索

Metrics

Article views(2819) PDF downloads(246) Cited by(0)

Article outline

Figures and Tables

Figures(3)  /  Tables(1)

Other Articles By Authors

/

DownLoad:  Full-Size Img  PowerPoint
Return
Return

Catalog