A comparison of computational efficiencies of stochastic algorithms in terms of two infection models

  • Received: 01 November 2011 Accepted: 29 June 2018 Published: 01 July 2012
  • MSC : 60J27, 60J22, 92D25.

  • In this paper, we investigate three particular algorithms: a stochastic simulation algorithm (SSA), and explicit and implicit tau-leaping algorithms. To compare these methods, we used them to analyze two infection models: a Vancomycin-resistant enterococcus (VRE) infection model at the population level, and a Human Immunodeficiency Virus (HIV) within host infection model. While the first has a low species count and few transitions, the second is more complex with a comparable number of species involved. The relative efficiency of each algorithm is determined based on computational time and degree of precision required. The numerical results suggest that all three algorithms have the similar computational efficiency for the simpler VRE model, and the SSA is the best choice due to its simplicity and accuracy. In addition, we have found that with the larger and more complex HIV model, implementation and modification of tau-Leaping methods are preferred.

    Citation: H. Thomas Banks, Shuhua Hu, Michele Joyner, Anna Broido, Brandi Canter, Kaitlyn Gayvert, Kathryn Link. A comparison of computational efficiencies of stochastic algorithms in terms of two infection models[J]. Mathematical Biosciences and Engineering, 2012, 9(3): 487-526. doi: 10.3934/mbe.2012.9.487

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  • In this paper, we investigate three particular algorithms: a stochastic simulation algorithm (SSA), and explicit and implicit tau-leaping algorithms. To compare these methods, we used them to analyze two infection models: a Vancomycin-resistant enterococcus (VRE) infection model at the population level, and a Human Immunodeficiency Virus (HIV) within host infection model. While the first has a low species count and few transitions, the second is more complex with a comparable number of species involved. The relative efficiency of each algorithm is determined based on computational time and degree of precision required. The numerical results suggest that all three algorithms have the similar computational efficiency for the simpler VRE model, and the SSA is the best choice due to its simplicity and accuracy. In addition, we have found that with the larger and more complex HIV model, implementation and modification of tau-Leaping methods are preferred.


    HIV spreads through either cell-free viral infection or direct transmission from infected to healthy cells (cell-to-cell infection) [1]. It is reported that more than 50$ \% $ of viral infection is caused by the cell-to-cell infection [2]. Cell-to-cell infection can occur when infected cells encounter healthy cells and form viral synapse [3]. Recently, applying reaction-diffusion equations to model viral dynamics with cell-to-cell infection have been received attentions (see, e.g., [4,5,6]). Ren et al. [5] proposed the following reaction-diffusion equation model with cell-to-cell infection:

    $ T(t,x)t=(d1(x)T)+λ(x)β1(x)TTβ2(x)TVd(x)T, t>0, xΩ,T(t,x)t=(d2(x)T)+β1(x)TT+β2(x)TVr(x)T, t>0, xΩ,V(t,x)t=(d3(x)V)+N(x)Te(x)V, t>0, xΩ,T(0,x)=T0(x)>0, T(0,x)=T0(x)0, V(0,x)=V0(x)0, xΩ.
    $
    (1.1)

    In the model (1.1), $ T(t, \, x) $, $ T^*(t, \, x) $ and $ V(t, \, x) $ denote densities of healthy cells, infected cells and virus at time $ t $ and location $ x $, respectively. The detailed biological meanings of parameters for the model (1.1) can be found in [5]. The well-posedness of the classical solutions for the model (1.1) have been studied. The model (1.1) admits a basic reproduction number $ R_0 $, which is defined by the spectral radius of the next generation operator [5]. The model (1.1) defines a solution semiflow $ \varPsi(t) $, which has a global attractor. The model (1.1) admits a unique virus-free steady state $ E_0 = (T_0(x), \, 0, \, 0) $, which is globally attractive if $ R_0 < 1 $. If $ R_0 > 1 $, the model (1.1) admits at least one infection steady state and virus is uniformly persistent [5].

    It is a challenging problem to consider the global stability of $ E_0 $ in the critical case of $ R_0 = 1 $. In [6], Wang et al. studied global stability analysis in the critical case by establishing Lyapunov functions. Unfortunately, the method can not be applied for the model consisting of two or more equations with diffusion terms, which was left it as an open problem.

    Adopting the idea in [7,8,9], the present study is devoted to solving this open problem and shows that $ E_0 $ is globally asymptotically stable when $ R_0 = 1 $ for the model (1.2). For simplicity, in the following, we assume that the diffusion rates $ d_1(x) $, $ d_2(x) $ and $ d_3(x) $ are positive constants. That is, we consider the following model

    $ T(t,x)t=d1ΔT+λ(x)β1(x)TTβ2(x)TVd(x)T, t>0, xΩ,T(t,x)t=d2ΔT+β1(x)TT+β2(x)TVr(x)T, t>0, xΩ,V(t,x)t=d3ΔV+N(x)Te(x)V, t>0, xΩ,T(0,x)=T0(x)>0, T(0,x)=T0(x)0, V(0,x)=V0(x)0, xΩ,
    $
    (1.2)

    with the boundary conditions:

    $ T(t,x)ν=T(t,x)ν=V(t,x)ν=0, t>0, xΩ,
    $
    (1.3)

    where $ \Omega $ is the spatial domain and $ \nu $ is the outward normal to $ \partial\Omega $. We assume that all the location-dependent parameters are continuous, strictly positive and uniformly bounded functions on $ \overline{\Omega} $.

    Let $ \mathbb{Y} = C\left(\overline{\Omega}, \, \mathbb{R}^3\right) $ with the supremum norm $ \parallel\cdot\parallel_{\mathbb{Y}} $, $ \mathbb{Y}^+ = C\left(\overline{\Omega}, \, \mathbb{R}^3_{+}\right) $. Then $ (\mathbb{Y}, \, \mathbb{Y}^+) $ is an ordered Banach space. Let $ \mathcal{T} $ be the semigroup for the system:

    $ T(t,x)t=d2ΔT+β1(x)T0(x)T+β2(x)T0(x)Vr(x)T,V(t,x)t=d3ΔV+N(x)Te(x)V,
    $

    where $ T_0(x) $ is the solution of the elliptic problem $ d_1\Delta T+\lambda(x)-d(x)T = 0 $ under the boundary conditions (1.3). Then $ \mathcal{T} $ has the generator

    $ ˜A=(d2Δ+β1(x)T0(x)r(x)β2(x)T0(x)N(x)d3Δe(x)).
    $

    Let us define the exponential growth bound of $ \mathcal{T} $ as

    $ \overline{\omega} = \overline{\omega}\left(\mathcal{T}\right): = \lim\limits_{t\rightarrow +\infty}\frac{\ln \left\Vert \mathcal{T} \right\Vert}{t}, $

    and define the spectral bound of $ \widetilde{A} $ by

    $ s\left(\widetilde{A}\right): = \sup\left\lbrace Re \lambda, \, \lambda\in \sigma \left(\widetilde{A}\right) \right\rbrace. $

    Theorem 2.1. If $ R_0 = 1 $, $ E_0 $ of the model (1.2) is globally asymptotically stable.

    Proof. We first show the local asymptotic stability of $ E_0 $ of the model (1.2). Suppose $ \zeta > 0 $ and let $ v_0 = (T^0, \, T^*_0, \, V_0) $ with $ \left\Vert v_0-E_0 \right\Vert\leq \zeta $. Define $ m_1(t, \, x) = \frac{T(t, \, x)}{T_0(x)}-1\ \text{and}\ p(t) = \max_{x\in \overline{\Omega}}\left\lbrace m_1(t, \, x), \, 0 \right\rbrace. $ According to $ d_1\Delta T_0(x)+\lambda(x)-d(x)T_0(x) = 0 $, we have

    $ \frac{\partial m_1}{\partial t}-d_1\Delta m_1-2d_1\frac{\nabla T_0(x) \nabla m_1}{T_0(x)}+\dfrac{\lambda(x)}{T_0(x)}m_1 = -\frac{\beta_1(x) TT^*}{T_0(x)}-\frac{\beta_2(x) TV}{T_0(x)}. $

    Let $ \widetilde{T}_1(t) $ be the positive semigroup generated by

    $ d_1\Delta+2d_1\frac{\nabla T_0(x) \nabla}{T_0(x)}-\frac{\lambda(x)}{T_0(x)} $

    associated with (1.3) (see Theorem 4.4.3 in [10]). From Theorem 4.4.3 in [10], we can find $ q > 0 $ such that $ \left\Vert \widetilde{T}_1(t) \right\Vert\leq M_1e^{-qt} $ for some $ M_1 > 0 $. Hence, one gets

    $ m_1(\cdot, \, t) = \widetilde{T}_1(t) m_{10}-\int_{0 }^\infty { \widetilde{T}_1(t-s)\left[\dfrac{\beta_1(\cdot) T(\cdot, \, s)T^*(\cdot, \, s)}{T_0(\cdot)}+\dfrac{\beta_2(\cdot) T(\cdot, \, s)V(\cdot, \, s)}{T_0(\cdot)}\right]}ds, $

    where $ m_{10} = \frac{T^0}{T_0(x)}-1 $. In view of the positivity of $ \widetilde{T}_1(t) $, it follows that

    $ p(t)=maxx¯Ω{ω1(t,x),0}=maxx¯Ω{˜T1(t)m100˜T1(ts)[β1()T(,s)T(,s)T0()+β2()T(,s)V(,s)T0()]ds,0}maxx¯Ω{˜T1(t)m10,0}˜T1(t)m10M1eqtT0T0(x)1ζM1eqtTm,
    $

    where $ T_m = \min_{x\in \overline{\Omega}}\lbrace T_0(x) \rbrace. $ Note that $ (T^*, \, V) $ satisfies

    $ T(t,x)t=d2ΔT+β1(x)T0(x)T+β2(x)T0(x)Vr(x)T   +β1(x)T0(x)(TT0(x)1)T+β2(x)T0(x)(TT0(x)1)V,V(t,x)t=d3ΔV+N(x)Te(x)V.
    $

    It then follows that

    $ (T(,t)V(,t))=T(t)(T0V0)
    $
    $ +0T(ts)(β1()T0()(T(,s)T0()1)T(,s)+β2()T0()(T(,s)T0()1)V(,s)0)ds.
    $

    From Theorem 3.5 in [11], we have that $ s\left(\widetilde{A}\right) = \sup\left\lbrace Re \lambda, \, \lambda\in \sigma \left(\widetilde{A}\right) \right\rbrace $ has the same sign as $ R_0-1 $. If $ R_0 = 1 $, then $ s\left(\widetilde{A}\right) = 0 $. Then we easily verify all the conditions of Proposition 4.15 in [12]. It follows from $ R_0 = 1 $ and Proposition 4.15 in [12] that we can find $ M_1 > 0 $ such that $ \left\Vert \mathcal{T}(t)\right\Vert\leq M_1 $ for $ t\geq 0 $, where $ M_1 $ can be chosen as large as needed in the sequel. Since $ p(s)\leq \frac{\zeta M_1e^{-qs}}{T_m} $, one gets

    $ max{T(,t),V(,t)}M1max{T0,V0}     +M1(β1+β2)T00p(s)max{T(s),V(s)}dsM1ζ+M2ζ0eqsmax{T(s),V(s)}ds,
    $

    where

    $ M_2 = \frac{M_1^2(\|\beta_1\|+\|\beta_2\|)\Vert T_0\Vert}{T_m}. $

    By using Gronwall's inequality, we get

    $ max{T(,t),V(,t)}M1ζe0ζM2eqsdsM1ζeζM2q.
    $

    Then $ \frac{\partial T}{\partial t}-d_1\Delta T > \lambda(x)-d(x)T-M_1\zeta e^{\frac{\zeta M_2}{q}}\left(\beta_1(x)+\beta_2(x) \right) T. $ Let $ \widehat{u}_1 $ be the solution of the system:

    $ ˆu1(t,x)t=d1Δˆu1+λ(x)d(x)ˆu1M1ζeζM2q(β1(x)+β2(x))ˆu1, xΩ, t>0,ˆu1(t,x)ν=0, xΩ, t>0,ˆu1(x,0)=T0, x¯Ω.
    $
    (2.1)

    Then $ T(t, \, x)\geq \widehat{u}_1(t, \, x) $ for $ x\in \overline{\Omega} $ and $ t\geq 0 $. Let $ T_{\zeta}(x) $ be the positive steady state of the model (2.1) and $ \widehat{m}(t, \, x) = \widehat{u}_1(t, \, x)-T_{\zeta}(x) $. Then $ \widehat{m}(t, \, x) $ satisfies

    $ ˆm(t,x)t=d1Δˆm[d(x)+M1ζeζM2q(β1(x)+β2(x))]ˆm, xΩ, t>0,ˆm(t,x)ν=0, xΩ, t>0,ˆm(x,0)=T0Tζ(x), x¯Ω.
    $

    For sufficiently large $ M_1 $, from Theorem 4.4.3 in [10], we have $ \Vert F_1(t)\Vert\leq M_1e^{\overline{\alpha}_0t} $, where $ \overline{\alpha}_0 < 0 $ is a constant and $ F_1(t):\, C\left(\overline{\Omega}, \, \mathbb{R}\right)\rightarrow C\left(\overline{\Omega}, \, \mathbb{R}\right) $ is the $ C_0 $ semigroup of $ d_1\Delta -d(\cdotp) $ subject to (1.3) [5]. Hence, we have

    $ ˆm(,t)=F1(t)(T0Tζ(x))0F1(ts)M1ζeζM2q(β1()+β2())ˆm(,s)ds,ˆm(,t)M1T0Tζ(x)e¯α0t+0M21e¯α0(ts)ζeζM2q(β1()+β2())ˆm(,s)ds.
    $

    Let $ \mathbf{K} = M_1^2\zeta e^{\frac{\zeta M_2}{q}}\left(\Vert\beta_1\Vert+\Vert\beta_2\Vert \right) $. By employing Gronwall's inequality, one gets

    $ \left\Vert\widehat{u}_1(\cdot, \, t)-T_{\zeta}(x)\right\Vert = \left\Vert\widehat{m}(\cdot, \, t)\right\Vert\leq M_1 \left\Vert T^0-T_{\zeta}(x)\right\Vert e^{\mathbf{K}t+\overline{\alpha}_0t}. $

    Choosing $ \zeta > 0 $ sufficiently small such that $ \mathbf{K} < -\frac{\overline{\alpha}_0}{2} $, then

    $ \left\Vert\widehat{u}_1(\cdot, \, t)-T_{\zeta}(x)\right\Vert\leq M_1 \left\Vert T^0-T_{\zeta}(x)\right\Vert e^{\overline{\alpha}_0t/2}, $

    and

    $ T(,t)T0(x)ˆu1(,t)ˆU(x)=ˆu1(,t)Uπ(x)+Uπ(x)ˆU(x)ζM1(M1+1)Tζ(x)T0(x).
    $

    Since $ p(t)\leq \frac{\zeta M_1}{T_m} $, one gets $ T(\cdot, \, t)-T_0(x)\leq \zeta M_1\frac{\Vert T_0(x) \Vert}{T_m}, $ and hence

    $ \Vert T(\cdot, \, t)-T_0(x)\Vert = \max\left\lbrace \zeta M_1+(M_1+1)\Vert T_{\zeta}(x)-T_0(x)\Vert, \, \zeta M_1\frac{\Vert T_0(x) \Vert}{T_m} \right\rbrace . $

    From

    $ \mathop {\lim }\limits_{\zeta \to 0 } T_{\zeta}(x) = T_0(x), $

    by choosing $ \zeta $ small enough, for $ t > 0 $, there holds $ \Vert T(\cdot, \, t)-T_0(x)\Vert, \ \left\Vert T^*(\cdot, \, t)\right\Vert, \ \left\Vert V(\cdot, \, t)\right\Vert\leq \varepsilon, $ which implies the local asymptotic stability of $ E_0 $.

    By Theorem 1 in [5], the solution semiflow $ \varPsi(t): \mathbb{Y}^+\rightarrow \mathbb{Y}^+ $ of the model (1.2) has a global attractor $ \Pi $. In the following, we prove the global attractivity of $ E_0 $. Define

    $ \partial \mathbb{Y}_1 = \left\lbrace \left(\widetilde{T}, \, \widetilde{T^*}, \, \widetilde{V}\right) \in \mathbb{Y}^+:\, \widetilde{T^*} = \widetilde{V} = 0\right\rbrace. $

    Claim 1. For $ v_0 = (T^0, \, T^*_0, \, V_0)\in \Pi $, the omega limit set $ \omega(v_0)\subset \partial \mathbb{Y}_1 $.

    Since $ \frac{\partial T}{\partial t}\leq d_1\Delta T+\lambda(x)-d(x)T $, $ T $ is a subsolution of the problem

    $ ˆT(t,x)t=d1ΔˆT+λ(x)d(x)ˆT, xΩ, t>0,ˆT(t,x)ν=0, xΩ, t>0,ˆT(x,0)=T0(x), x¯Ω.
    $
    (2.2)

    It is well known that model (2.2) has a unique positive steady state $ T_0(x) $, which is globally attractive. This together with the comparison theorem implies that

    $ \mathop {\limsup }\limits_{t \to +\infty }T(t, \, x)\leq \mathop {\limsup }\limits_{t \to +\infty }\widehat{T}(t, \, x) = T_0(x), $

    uniformly for $ x\in \Omega. $ Since $ v_0 = (T^0, \, T^*_0, \, V_0)\in \Pi $, we know $ T^0\leq T_0 $. If $ T^*_0 = V_0 = 0 $, the claim easily holds. We assume that either $ T^*_0\neq0 $ or $ V_0\neq0 $. Thus one gets $ T^*(t, \, x) > 0 $ and $ V(t, \, x) > 0 $ for $ x\in \overline{\Omega} $ and $ t > 0 $. Then $ T(t, \, x) $ satisfies

    $ T(t,x)t<d1ΔT+λ(x)d(x)T(t,x),xΩ, t>0,T(t,x)ν=0,xΩ, t>0,T(x,0)T0(x), xΩ.
    $

    The comparison principle yields $ T(t, \, x) < T_0(x) $ for $ x\in \overline{\Omega} $ and $ t > 0 $. Following [7], we introduce

    $ h(t, \, v_0): = \inf\left\lbrace \widetilde{h}\in \mathbb{R}:\, T^*(\cdot, \, t)\leq \widetilde{h}\phi_2, \, V(\cdot, \, t)\leq \widetilde{h}\phi_3 \right\rbrace. $

    Then $ h(t, \, v_0) > 0 $ for $ t > 0 $. We show that $ h(t, \, v_0) $ is strictly decreasing. To this end, we fix $ t_0 > 0 $, and let $ \overline{T^*}(\cdot, \, t) = h(t_0, \, v_0)\phi_2 $ and $ \overline{V}(\cdot, \, t) = h(t_0, \, v_0)\phi_3 $ for $ t\geq t_0 $. Due to $ T(\cdot, \, t) < T_0(x) $, one gets

    $ ¯T(t,x)t>d2Δ¯T+β1(x)T¯T+β2(x)T¯Vr(x)¯T,¯V(t,x)t=d3Δ¯V+N(x)¯Te(x)¯V,¯T(x,t0)T(x,t0), ¯V(x,t0)V(x,t0), xΩ.
    $
    (2.3)

    Hence $ \left(\overline{T^*}(t, \, x), \, \overline{V}(t, \, x)\right)\geq (T^*(t, \, x), \, V(t, \, x)) $ for $ x\in \overline{\Omega} $ and $ t\geq t_0 $. From the model (2.3), one gets $ h(t_0, \, v_0)\phi_2(x) = \overline{T^*}(t, \, x) > T^*(t, \, x) $ for $ x\in \overline{\Omega} $ and $ t > t_0 $. Similarly, we get $ h(t_0, \, v_0)\phi_3(x) = \overline{V}(t, \, x) > V(t, \, x) $ for $ x\in \overline{\Omega} $ and $ t > t_0 $. Since $ t_0 > 0 $ is arbitrary, $ h(t, \, v_0) $ is strictly decreasing. Let $ h_{*} = \mathop {\lim }\limits_{t \to +\infty }h(t, \, v_0) $. Then we have $ h_{*} = 0 $. Let $ \mathcal{Q} = (Q_1, \, Q_2, \, Q_3)\in \omega(v_0) $. Then there is $ \left\lbrace t_k \right\rbrace $ with $ t_k\rightarrow +\infty $ such that $ \varPsi(t_k)v_0\rightarrow \mathcal{Q} $. We get $ h(t, \, \mathcal{Q}) = h_{*} $ for $ t\geq 0 $ due to $ \mathop {\lim }\limits_{t \to +\infty }\varPsi(t+t_k)v_0 = \varPsi(t)\mathop {\lim }\limits_{t \to +\infty }\varPsi(t_k)v_0 = \varPsi(t)\mathcal{Q} $. If $ Q_2\neq 0 $ and $ Q_3\neq 0 $, we repeat the above discussions to illustrate that $ h(t, \, \mathcal{Q}) $ is strictly decreasing, which contradicts to $ h(t, \, \mathcal{Q}) = h_{*} $. Thus, we have $ Q_2 = Q_3 = 0 $.

    Claim 2. $ \Pi = \left\lbrace E_0 \right\rbrace $.

    Since $ \left\lbrace E_0 \right\rbrace $ is globally attractive in $ \partial \mathbb{Y}_1 $, $ \left\lbrace E_0 \right\rbrace $ is the only compact invariant subset of the model (1.2). From the invariance of $ \omega(v_0) $ and $ \omega(v_0)\subset \partial \mathbb{Y}_1 $, one gets $ \omega(v_0) = \left\lbrace E_0\right\rbrace $. By Lemma 3.11 in [9], we get $ \Pi = \left\lbrace E_0 \right\rbrace $.

    The local asymptotic stability and global attractivity yield the global asymptotic stability of $ E_0 $.

    The research is supported by the NNSF of China (11901360) to W. Wang and supported by the Fundamental Research Funds for the Central Universities and the Research Funds of Renmin University of China (2019030196) to X. Lai. We also want to thank the anonymous referees for their careful reading that helped us to improve the manuscript.

    The authors decare no conflicts of interest.

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