Citation: Debashis Ghosh. Wavelet-based Benjamini-Hochberg procedures for multiple testing under dependence[J]. Mathematical Biosciences and Engineering, 2020, 17(1): 56-72. doi: 10.3934/mbe.2020003
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Since Kermack and McKendrick [13] proposed the classical deterministic compartmental model (called SIR model) to describe epidemic outbreaks and spread, mathematical models have become important tools in analyzing the spread and control of infectious diseases, see [1,2,5,9,11,12,20,21,27] and references therein. The number of infected individuals used in these models is usually calculated via data in the hospitals. However, some studies on influenza show that some individuals of the population who are infected never develop symptoms, i.e. being asymptomatically infective. The asymptomatically infected individuals will not go to hospital but they can infect the susceptible by contact, then progress to the recovered stage, see for instance [3,14,22]. Hence, using the data from hospitals to mathematical models to assess the epidemic will underestimate infection risks.
On the other hand, seasonality is very common in ecological and human social systems (cf. [26]). For example, variation patterns in climate are repeated every year, birds migrate according to the variation of season, opening and closing of schools are almost periodic, and so on. These seasonal factors significantly influence the survival of pathogens in the environment, host behavior, and abundance of vectors and non-human hosts. A number of papers have suggested that seasonality plays an important role in epidemic outbreaks and the evolution of disease transmissions, see [4,6,8,9,16,17,19,21,28]. However, it is still challenging to understand the mechanisms of seasonality and their impacts on the dynamics of infectious diseases.
Motivated by the above studies on asymptomatic infectivity or seasonality, we develop a compartmental model with asymptomatic infectivity and seasonal factors in this paper. This model is a periodic discontinuous differential system. We try to establish the theoretical analysis on the periodic discontinuous differential systems and study the dynamics of the model. This will allow us to draw both qualitative and quantitative conclusions on the effect of asymptomatic infectivity and seasonality on the epidemic.
The rest of the paper is organized as follows. In section 2, we formulate the SIRS model with asymptomatic infective and seasonal factors, then discuss the existence and regularity of non-negative solutions for this model. In section 3, we define the basic reproduction number
In this section, we first extend the classic SIRS model to a model which incorporates with the asymptomatic infective and seasonal features of epidemics, and then study the regularity of solutions of the model.
Because there are asymptomatically infectious and symptomatically infectious individuals in the evolution of epidemic, the whole population is divided into four compartments: susceptible, asymptomatically infectious, symptomatically infectious and recovered individuals. More precisely, we let
(A1) Due to the opening and closing of schools or migration of birds, each period of the disease transmission is simply divided into two seasons with high and low transmission rates, which are called high season
(A2) There are two classes of infective individuals: asymptomatically infective ones and symptomatically infective ones. Both of them are able to infect susceptible individuals by contact. A fraction
(A3) The symptomatically infective individuals will get treatment in hospital or be quarantined. Hence, the symptomatic infective individuals reduce their contact rate by a fraction
Based on these assumptions, the classical SIRS model can be extended to the following system
{˙S(t)=dN(t)−dS(t)−β(t)S(t)(Ia(t)+αIs(t))+σR(t),˙Ia(t)=μβ(t)S(t)(Ia(t)+αIs(t))−(d+ra)Ia(t),˙Is(t)=(1−μ)β(t)S(t)(Ia(t)+αIs(t))−(d+rs)Is(t),˙R(t)=raIa(t)+rsIs(t)−(d+σ)R(t), | (2.1) |
where
β(t)={β1, t∈J1=[mω,mω+(1−θ)ω),β2, t∈J2=[mω+(1−θ)ω,(m+1)ω). |
Parameters
From the biological point of view, we focus on the solutions of system (2.1) with initial conditions
S(0)=S0≥0,Ia(0)=Ia0≥0,Is(0)=Is0≥0,R(0)=R0≥0 | (2.2) |
in the first octant
Note that
˙N(t)=˙S(t)+˙Ia(t)+˙Is(t)+˙R(t)≡0, t∈J1 or t∈J2. |
Hence,
S(t)+Ia(t)+Is(t)+R(t)≡N |
for almost all
{˙S=(d+σ)(N−S)−β(t)S(Ia+αIs)−σ(Ia+Is),˙Ia=μβ(t)S(Ia+αIs)−(d+ra)Ia,˙Is=(1−μ)β(t)S(Ia+αIs)−(d+rs)Is,S(0)=S0,Ia(0)=Ia0,Is(0)=Is0,P0=(S0,Ia0,Is0)∈D0, | (2.3) |
where
D0:={(S,Ia,Is)|S≥0,Ia≥0,Is≥0, 0≤S+Ia+Is≤N}. | (2.4) |
Clearly, the right hand side of system (2.3) is not continuous on the domain
Theorem 2.1. For any
Moreover,
Proof. Assume that
{˙S=(d+σ)(N−S)−βiS(Ia+αIs)−σ(Ia+Is),˙Ia=μβiS(Ia+αIs)−(d+ra)Ia,˙Is=(1−μ)βiS(Ia+αIs)−(d+rs)Is,S(t∗)=S∗,Ia(t∗)=Ia∗,Is(t∗)=Is∗,P∗=(S∗,Ia∗,Is∗)∈R3+ | (2.5) |
in the domain
It is clear that for each
Note that the bounded closed set
∂D0={(S,Ia,Is): (S,Ia,Is)∈R3+,S=0, 0≤Ia+Is≤N}∪{(S,Ia,Is): (S,Ia,Is)∈R3+,Is=0, 0≤S+Ia≤N}∪{(S,Ia,Is): (S,Ia,Is)∈R3+,Ia=0, 0≤S+Is≤N}∪{(S,Ia,Is): (S,Ia,Is)∈R3+,S+Is+Ia=N}. |
Therefore, the solution of system (2.5) exists globally for any
Let
{˙S=(d+σ)(N−S)−βiS(Ia+αIs)−σ(Ia+Is),˙Ia=μβiS(Ia+αIs)−(d+ra)Ia,˙Is=(1−μ)βiS(Ia+αIs)−(d+rs)Is,ϕi(t∗,t∗,P∗)=P∗, P∗∈D0, | (2.6) |
respectively, that is,
It follows that the solution
[0,∞)=∞⋃m=1[sm,sm+1]=∞⋃m=1([sm,tm]∪[tm,sm+1]), |
and
φ(t,P0)={ϕ1(t,s1,P0)whent∈[s1,t1],ϕ2(t,t1,ϕ1(t1,s1,P0))whent∈[t1,s2],...ϕ1(t,sm,um)whent∈[sm,tm],ϕ2(t,tm,vm)whent∈[tm,sm+1], | (2.7) |
where
um=ϕ2(sm,tm−1,vm−1),vm=ϕ1(tm,sm,um)form≥2. |
This implies that the solution
By the expression (2.7), it is easy to see that the solution
Theorem 2.1 tells us that system (2.3) is
P: D0→D0,P(P0)=φ(ω,P0)=ϕ2(ω,(1−θ)ω,ϕ1((1−θ)ω,0,P0)), | (2.8) |
which is continuous in
In epidemiology, the basic reproduction number (or basic reproduction ratio)
We define
X={(S,Ia,Is): 0≤S≤N,Ia=Is=0}. |
Clearly, the disease-free subspace
For simplicity, we let
Fi=(0000μβiNαμβiN0(1−μ)βiNα(1−μ)βiN):=(000Fi),Vi=(d+σβiN+σαβiN+σ0d+ra000d+rs):=(d+σbi0V). |
Then the linearized system of (2.3) at
dxdt=(F(t)−V(t))x, | (3.1) |
where
χJi(t)={1 as t∈Ji,0 as t∉Ji. |
System (3.1) is a piecewise continuous periodic linear system with period
F(t)=χJ1(t)F1 +χJ2(t)F2=(μNβ(t)αμNβ(t)(1−μ)Nβ(t)α(1−μ)Nβ(t)), |
where
β(t)={β1, t∈J1=[mω,mω+(1−θ)ω),β2, t∈J2=[mω+(1−θ)ω,(m+1)ω), m∈Z. |
Clearly,
−V=(−(d+ra)00−(d+rs)), |
which is cooperative in the sense that the off-diagonal elements of
Let
dI(t)dt=−VI(t). | (3.2) |
Since
ddtY(t,s)=−VY(t,s), t≥s, Y(s,s)=E2, | (3.3) |
where
Φ−V(t)=e−Vt=(e−(d+ra)t00e−(d+rs)t), |
where
We denote
‖Y(t,s)‖1≤Ke−κ(t−s), ∀t≥s, s∈R. |
From the boundedness of
‖Y(t,t−a)F(t−a)‖1≤KK1e−κa, ∀t∈R, a∈[0,+∞). | (3.4) |
We now consider the distribution of infected individuals in the periodic environment. Assume that
∫t−∞Y(t,s)F(s)I(s)ds=∫∞0Y(t,t−a)F(t−a)I(t−a)da |
gives the distribution of cumulative new infections at time
Let
‖I(s)‖c=maxs∈[0,ω]‖I(s)‖1, |
and the generating positive cone
C+ω={I(s)∈Cω: I(s)≥0, s∈R}. |
Define a linear operator
(LI)(t)=∫t−∞Y(t,s)F(s)I(s)ds=∫∞0Y(t,t−a)F(t−a)I(t−a)da. | (3.5) |
It can be checked that the linear operator
Lemma 3.1. The operator
Proof. Since
We now prove the continuity of
‖LI(t)‖1=‖∫∞0Y(t,t−a)F(t−a)I(t−a)da‖1=‖∞∑j=0∫(j+1)ωjωY(t,t−a)F(t−a)I(t−a)da‖1≤∞∑j=0∫(j+1)ωjω‖Y(t,t−a)F(t−a)I(t−a)‖1da≤∞∑j=0∫(j+1)ωjωKK1e−κa‖I(t−a)‖1da≤ωKK1∞∑j=0e−κωj⋅‖I‖c |
by (3.4). Hence,
‖LI(t)‖c=maxt∈[0,ω]‖LI(t)‖1≤ωKK1∞∑j=0e−κωj⋅‖I‖c, |
which implies that
In the following we prove the compactness of
‖LI(t2)−LI(t1)‖1=‖∫t2−∞Y(t2,s)F(s)I(s)ds−∫t1−∞Y(t1,s)F(s)I(s)ds‖1=‖∫t2−∞(Y(t2,s)−Y(t1,s))F(s)I(s)ds+∫t2t1Y(t1,s)F(s)I(s)ds‖1≤∫t2−∞‖Y(t2,s)−Y(t1,s)‖1‖F(s)‖1‖I(s)‖1ds+∫t2t1‖Y(t1,s)‖1‖F(s)‖1‖I(s)‖1ds≤∫ω−∞‖Y(t2,s)−Y(t1,s)‖1‖F(s)‖1‖I(s)‖1ds+∫t2t1Ke−κ(t1−s)‖F(s)‖1‖I(s)‖1ds≤‖e−Vt2−e−Vt1‖10∑i=−∞∫(i+1)ωiωK1‖eVs‖1‖I(s)‖1ds+∫t2t1Ke−κ(t1−s)K1‖I(s)‖1ds≤0∑i=−∞e˜d1(i+1)ω⋅K1‖I‖c‖e−Vt2−e−Vt1‖1+KK1eκω‖I‖c(t2−t1), |
where
Notice that
R0:=ρ(L) | (3.6) |
of system (2.3).
Following [25], we consider how to calculate
It is clear that the disease-free periodic solution
ΦF−V(ω)=e(F2−V)θωe(F1−V)(1−θ)ω, |
where
Fi−V=(μβiN−(d+ra)αμβiN(1−μ)βiNα(1−μ)βiN−(d+rs)), i=1,2. |
Note that
On the other hand, it is easy to check that all assumptions (A2)-(A7) in [25] are valid for system (3.1) except the assumption (A1). Using the notations in [25], we define a matrix
By the proof of Theorem 2.1, we know that the solutions of the following system
dxdt=(F(t)−Vε)x | (3.7) |
are continuous with respect to all parameters. Thus,
limε→0ΦF−Vε(ω)=ΦF−V(ω), |
where
According to the continuity of the spectrum of matrices, we have
limε→0ρ(ΦF−Vε(ω))=ρ(ΦF−V(ω)). |
From Lemma 3.1, we use the similar arguments in [25] to the two linear operator
limε→0Rε0=R0. |
We now easily follow the arguments in [25] to characterize
dwdt=(−V+F(t)λ)w, |
where the parameter
ρ(Wλ(ω,0))=1. | (3.8) |
Then
Theorem 3.2. (
(
(
Note that
Theorem 3.3. (
(
(
Hence, the disease-free periodic solution
To save space, the proofs of the above theorems are omitted. From Theorem 3.3, we can see that
Theorem 3.4. When
limt→+∞(S(t),Ia(t),Is(t))=(N,0,0). |
And the disease-free periodic solution
Proof. In the invariant pyramid
{˙Ia(t)=μβ(t)S(Ia+αIs)−(d+ra)Ia≤μβ(t)N(Ia+αIs)−(d+ra)Ia,˙Is(t)=(1−μ)β(t)S(Ia+αIs)−(d+rs)Is≤(1−μ)β(t)N(Ia+αIs)−(d+rs)Is. | (3.9) |
Thus, the auxiliary system of (3.9) is
{˙Ia(t)=μβ(t)N(Ia+αIs)−(d+ra)Ia,˙Is(t)=(1−μ)β(t)N(Ia+αIs)−(d+rs)Is, | (3.10) |
which is a periodic linear discontinuous system with period
When
Note that systems (3.9) and (3.10) are cooperative. Using the similar arguments in [18], we can prove that the comparison principle holds. Hence,
limt→+∞(Ia(t),Is(t))=(0,0). |
So, for arbitrarily small constant
˙S=dN−dS−β(t)S(Ia+αIs)+σ(N−S−Ia−Is)>dN−dS−β2Sε. |
Therefore,
lim inft→+∞S(t)≥N. |
On the other hand,
limt→+∞S(t)=N. |
In summary, we have
In the following, we show that the disease is uniformly persistent when
Theorem 3.5. If
lim inft→+∞Ia(t)≥δ0,lim inft→+∞Is(t)≥δ0. |
Proof. Since system (2.3) is
X0={(S,Ia,Is)∈D0:Ia>0,Is>0}, ∂X0=D0∖X0. |
Set
M∂={P0∈∂X0:Pk(P0)∈∂X0,∀k≥0}, |
which is a positive invariant set of
M∂={(S,0,0):0≤S≤N}. | (3.11) |
In fact,
I′a(0)=μαβ(0)S(0)Is(0)>0 (resp. I′s(0)=(1−μ)β(0)S(0)Ia(0)>0), |
if
Note that
Applying [29,Theorem 1.3.1], we obtain that
In this section, we study the effects of asymptomatic infection on the dynamics of system (2.3) if there are not seasonal factors, that is,
{˙S=(d+σ)(N−S)−βS(Ia+αIs)−σ(Ia+Is),˙Ia=μβS(Ia+αIs)−(d+ra)Ia,˙Is=(1−μ)βS(Ia+αIs)−(d+rs)Is | (4.1) |
in the domain
By the formula (3.6), we let
R0=βN(μd+ra+α(1−μ)d+rs), | (4.2) |
which is consistent with the number calculated using the approach of basic reproduction number in [7] and [23].
From the expression (4.2), we can see that there is still the risks of infectious disease outbreaks due to the existence of asymptomatic infection even if all symptomatically infective individuals have been quarantined, that is,
In the following we study the dynamics of system (4.1). By a straightforward calculation, we obtain the existence of equilibria for system (4.1).
Lemma 4.1. System (4.1) has the following equilibria in
(
(
(
(
We now discuss the local stability and topological classification of these equilibria in
Lemma 4.2. The disease-free equilibrium
Proof. A routine computation shows that the characteristic polynomial of system (4.1) at
f1(λ)=(λ+d+σ)(λ2−a1λ+a0), | (4.3) |
where
a1=(d+ra)(βNμd+ra−1)+(d+rs)(αβN1−μd+rs−1). |
It is clear that
If
If
Summarized the above analysis, we complete the proof of this lemma.
From Lemma 4.1 and Lemma 4.2, we can see that system (4.1) undergoes saddle-node bifurcation in a small neighborhood of
About the endemic equilibria, we have the following local stability.
Lemma 4.3. The endemic equilibrium
Proof. Either
After here we only prove that
S=(d+rs)μβˆS, Ia=(d+rs)βˆIa, Is=(d+rs)βˆIs, dt=dτ(d+rs), |
which reduces system (4.1) into the following system,
{dSdτ=N1−d1S−σ1Ia−σ1Is−S(Ia+αIs),dIadτ=−rIa+S(Ia+αIs),dIsdτ=−Is+μ1S(Ia+αIs), | (4.4) |
where
N1=N(d+σ)μβ/(d+rs)2, d1=(d+σ)/(d+rs),σ1=σμ/(d+rs), r=(d+ra)/(d+rs), μ1=(1−μ)/μ |
and for simplicity we denote
When
ˆS∗=N1/d1ˆR0, ˆI∗a=N1σ1+rσ1μ1+r(1−1ˆR0), ˆI∗s=μ1rI∗a. |
Notice that
The characteristic equation of system (4.4) at
f2(λ)=det(λI−J(ˆE1))=λ3+ξ2λ2+ξ1λ+ξ0, |
where
ξ2={σ1+rσ1μ1+r+r2μ1ασ1+r3μ21ασ1+r3μ1α+d1σ1μ1rα+d1σ1μ21r2α+N1+d1σ1+d1rσ1μ1+2N1μ1rα+r2μ21α2N1}/{(σ1+rσ1μ1+r)(rμ1α+1)},ξ1=d1(1+r2μ1α)/(rμ1α+1)+(σ1μ1+1+r+σ1)(rμ1α+1)ˆI∗a,ξ0=N1μ1rα+N1−rd1=rd1(ˆR0−1). |
It can be seen that all coefficients
ξ2ξ1−ξ0=c0+c1ˆI∗a+c2(ˆI∗a)2, |
where
c0= d1(1+r2μ1α)(r2μ1α+d1μ1rα+1+d1)(rμ1α+1)2,c1= d1μ21rασ1+r3μ1α+r2μ1ασ1+2d1r2μ1α+d1σ1μ1rα+σ1μ1 +d1σ1μ1+1+2d1+d1σ1+r(d1−σ1μ1)+μ1rα(d1−σ1),c2= (rμ1α+1)2(σ1μ1+1+r+σ1). |
It is easy to see that
By the Routh-Hurwitz Criterion, we know that all eigenvalues of the characteristic polynomial
From Lemma 4.2 and Lemma 4.3, we can see that
Theorem 4.4. If
The proof of this theorem can be finished by constructing a Liapunov function
L(S,Ia,Is)=Ia(t)+d+rad+rsαIs(t) |
in
Theorem 4.5. If
γ={(S,Ia,Is)∈D0: Ia=0, Is=0, 0<S<N}. |
Proof. We first prove the case that
{˙S=(d+σ)(N−S)−βS(Ia+αIs)−σ(Ia+Is),˙Ia=−(d+ra)Ia,˙Is=βS(Ia+αIs)−(d+rs)Is. | (4.5) |
It is clear that
{˙S=(d+σ)(N−S)−αβSIs−σIs,˙Is=αβSIs−(d+rs)Is | (4.6) |
in
In the following we prove that
Let
{˙x=(d+σ)(N+σαβ)−(d+σ)x−αβxy,˙y=αβxy−(d+rs+σ)y. | (4.7) |
Hence,
V(x,y)=12(x−x0)2+x0(y−y0−y0lnyy0) |
in
dV(x(t),y(t))dt|(4.7)=−(x−x0)2(αβy+d+σ)≤0 |
in
By LaSalle's Invariance Principle, we know that
Using the similar arguments, we can prove that
Theorem 4.6. If
Proof. Let
{˙S=(d+σ)N−σN1−dS−βSI,˙I=˜μSI−(d+r)I,˙N1=(d+σ)N−(d+r+σ)N1+rS | (4.8) |
in
Thus, equilibrium
Applying a typical approach of Liapunov functions, we define
g(x)=x−1−lnx, |
and construct a Liapunov function of system (4.8)
V1(S,I,N1)=ν12(S−S∗)2+ν2I∗g(II∗)+ν32(N1−N∗1)2, |
where arbitrary constants
The derivative of
dV1(S,I,N1)dt=−ν1dS∗2(x−1)2−ν3(d+r+σ)N∗12(z−1)2−ν1βS∗2I∗y(x−1)2≤0, |
where
Note that the only compact invariant subset of the set
From Theorem (4.6) and the continuity of solutions with respect to parameters
Theorem 4.7. If
In this paper, we established a compartmental SIRS epidemic model with asymptomatic infection and seasonal factors. In our model, we divided the period of the disease transmission into two seasons. In fact, it can be divided into
We are very grateful to Prof. Shigui Ruan and the anonymous referees for their valuable comments and suggestions, which led to an improvement of our original manuscript.
The first author was supported by the National Natural Science Foundation of China (No. 11431008), and has received funding from the European Union's Horizon 2020 research and innovation programme under the Marie Sklodowska-Curie grant agreement (No. 655212). The second author was supported by the National Natural Science Foundation of China (No. 11431008 & 11371248). The third author was supported by the National Natural Science Foundation of China (No. 11521061 & 11231001).
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