广西师范大学学报(自然科学版) ›› 2020, Vol. 38 ›› Issue (4): 74-81.doi: 10.16088/j.issn.1001-6600.2020.04.009

• • 上一篇    下一篇

含Ornstein-Uhlenbeck过程的随机SIS传染病模型

李淑一, 韦煜明*, 彭华勤   

  1. 广西师范大学数学与统计学院, 广西桂林541006
  • 收稿日期:2019-02-27 发布日期:2020-07-13
  • 通讯作者: 韦煜明(1974—), 男, 广西桂平人, 广西师范大学教授, 博士。E-mail: ymwei@gxnu.edu.cn
  • 基金资助:
    国家自然科学基金(11771104); 广西自然科学基金(2018GXNSFAA294084, 2018GXNSFBA281140); 广西研究生教育创新计划(XYCSZ2019083, JGY2019030)

A Stochastic SIS Epidemic Model with Ornstein-Uhlenbeck Process

LI Shuyi, WEI Yuming*, PENG Huaqin   

  1. College of Mathematics and Statistics, Guangxi Normal University, Guilin Guangxi 541006, China
  • Received:2019-02-27 Published:2020-07-13

摘要: 本文研究一类含Ornstein-Uhlenbeck 过程的随机SIS传染病模型,得到阈值Rs0, 并建立了疾病的灭绝性和持久性的判别条件:Rs0<1,疾病灭亡, Rs0>1,疾病持久。结果表明:环境的波动强度和回复速率会影响疾病的爆发, 波动强度越大或回复速率越小,会抑制疾病的爆发, 并通过数值模拟验证所得结果。

关键词: Ornstein-Uhlenbeck过程, 基本再生数, 持续性, 灭绝性

Abstract: A class of stochastic SIS epidemic model incorporating mean-reverting Ornstein-Uhlenbeck process is investigated. Sufficient conditions for the extinction and permanence of the system are established. The threshold which determines the disease will die out or not is obtained. When Rs0<1, the disease will extinct. While when Rs0>1, the disease will persist. It is found that smaller speed of reversion or bigger intensity of volatility can suppress the disease outbreak. The conclusions are simulated through the numerical method.

Key words: Ornstein-Uhlenbeck process, basic reproduction number, extinction, persistence

中图分类号: 

  • O211.63
[1] 启军, 陈越, 杜生明. 论传染病的危害及我国的防治策略[J].中国基础科学,2005,7(6): 21-32.DOI:10.3969/j.issn.1009-2412.2005.06.005.
[2] HETHCOTE H W. The mathematics of infectious diseases[J].SIAM Review,2000,42(4): 599-653.DOI:10.1137/S0036144500371907.
[3] BRAUER F, CASTILLO-CHAVEZ C. Mathematical models in population biology and epidemiology[M].2nd ed. New York: Springerr-Verlag,2012.DOI: 10.1007/978-1-4614-1686-9.
[4] CAI Y, WANG W M. Fish-hook bifurcation branch in a spatial heterogeneous epidemic model with cross-diffusion[J].Nonlinear Analysis:Real World Applications,2016,30:99-125.DOI:10.1016/j.nonrwa.2015.12.002.
[5] GAO S J, TENG Z D, XIE D H. Analysis of a delayed SIR epidemic model with pulse vaccination[J].Chaos, Solitons & Fractals,2009,40(2): 1004-1011.DOI: 10.1016/j.chaos.2007.08.056.
[6] FRANCESCHETTI A, PUGLIESE A. Threshold behaviour of a SIR epidemic model with age structure and immigration[J].Journal of Mathematical Biology,2008,57(1):1-27.DOI: 10.1007/s00285-007-0143-1.
[7] LIN Y G, JIANG D Q. Threshold behavior in a stochastic SIS epidemic model with standard incidence[J].Journal of Dynamics Differential Equations,2014,26(4): 1079-1094.DOI: 10.1007/s10884-014-9408-8.
[8] LI M Y, MULDOWNEY J S. Global stability for the SEIR model in epidemiology[J].Mathematics Biosciences,1995,125(2): 155-164.DOI:10.1016/0025-5564(95)92756-5.
[9] LI K Z, XU Z P, ZHU G H. Global stability of a susceptible-infected-susceptible epidemic model on networks with individual awareness[J].Chinese Physics B, 2014,23(11): 118904.DOI: 10.1088/1674-1056/23/11/118904.
[10]LI M Y, MULDOWNEY J S. A geometric approach to the global stability problems[J].SIAM Journal on Mathematical Analysis,1996,27(4): 1070-1083.DOI:10.1137/s0036141094266449.
[11]NEAL P. The SIS great circle epidemic model[J].Journal of Applied Probability, 2008,45(2): 513-530.DOI:10.1017/S0021900200004393.
[12]LI M Y, GRAEF J R, WANG L C. Global dynamics of an SEIR model with varying total population size[J].Mathematics Biosciences,1999,160(2): 191-213.DOI:10.1016/S0025-5564(99)00030-9.
[13]周艳丽,张卫国. 非线性传染率的随机SIS传染病模型的持久性和灭绝性[J].山东大学学报(理学版),2013,48(10): 68-77.DOI:10.6040/j.issn.1671-9352.0.2013.041.
[14]CAI Y L, JIAO J J, GUI Z J. Environmental variability in a stochastic epidemic model[J].Applied Mathematics and Computation,2018,329: 210-226.DOI:10.1016/j.amc.2018.02.009.
[15]ZHAO Y, YUAN S, MA J. Survival and stationary distribution analysis of a stochastic competitive model of three species in a polluted environment[J].Bulletin of Mathematical Biology,2015,77(7): 1285-1326.DOI: 10.1007/s11538-015-0086-4.
[16]ALLEN E. Environmental variability and mean-reverting processes[J].Discrete and Continuous Dynamical Systems:Series B,2017,21(7): 2073-2089.DOI:10.1142/S0219525900000224.
[17]DUFFIE D. Dynamic asset pricing theory[M].Princeton,New Jersey: Princeton University Press, 1996.
[18]WU F, MAO X R, CHEN K. A highly sensitive mean-reverting process in finance and the Euler-Maruyama approximations[J].Journal of Mathematical Analysis and Applications,2008,348(1): 540-554.DOI:10.1016/j.jmaa.2008.07.069.
[19]TROST D C, LI E A O, OSTROFF J H, et al. A model for liver homeostasis using modified mean-reverting Ornstein-Uhlenbeck process[J].Computational and Mathematical Methods in Medicine,2010,11(1): 27-47.DOI: 10.1080/17486700802653925.
[20]ANTOSHIN S. Investment under uncertainty[J].Econometrica,1971,39(5):659-681.DOI:10.2307/1909571.
[1] 李海燕, 韦煜明, 彭华勤. 具有双疾病的随机SIRS传染病模型的灭绝性与持久性分析[J]. 广西师范大学学报(自然科学版), 2020, 38(2): 144-155.
[2] 黄开娇, 肖飞雁. 一类带Lévy噪声的随机捕食-被捕食系统[J]. 广西师范大学学报(自然科学版), 2017, 35(2): 66-72.
[3] 胡华. 与鞅相关的广义Ornstein-Uhlenbeck过程及其在金融中的应用[J]. 广西师范大学学报(自然科学版), 2016, 34(1): 84-92.
Viewed
Full text


Abstract

Cited

  Shared   
  Discussed   
[1] 覃盈盈, 漆光超, 梁士楚. 凤眼莲组织浸提液对靖西海菜花种子萌发的影响[J]. 广西师范大学学报(自然科学版), 2018, 36(3): 87 -92 .
[2] 包金萍, 郑连斌, 宇克莉, 宋雪, 田金源, 董文静. 大凉山彝族成人皮褶厚度特征[J]. 广西师范大学学报(自然科学版), 2018, 36(3): 107 -112 .
[3] 林永生, 裴建国, 邹胜章, 杜毓超, 卢丽. 清江下游红层岩溶及其水化学特征[J]. 广西师范大学学报(自然科学版), 2018, 36(3): 113 -120 .
[4] 张茹, 张蓓, 任鸿瑞. 山西轩岗矿区耕地流失时空特征及其影响因子研究[J]. 广西师范大学学报(自然科学版), 2018, 36(3): 121 -132 .
[5] 滕志军, 吕金玲, 郭力文, 许媛媛. 基于改进粒子群算法的无线传感器网络覆盖策略[J]. 广西师范大学学报(自然科学版), 2018, 36(3): 9 -16 .
[6] 刘铭, 张双全, 何禹德. 基于改进SOM神经网络的异网电信用户细分研究[J]. 广西师范大学学报(自然科学版), 2018, 36(3): 17 -24 .
[7] 苗新艳, 张龙, 罗颜涛, 潘丽君. 一类交替变化的竞争—合作混杂种群模型研究[J]. 广西师范大学学报(自然科学版), 2018, 36(3): 25 -31 .
[8] 黄荣里, 李长友, 汪敏庆. 一类常微分方程的伯恩斯坦定理Ⅱ[J]. 广西师范大学学报(自然科学版), 2018, 36(3): 50 -55 .
[9] 冯修, 马楠楠, 职红涛, 韩双乔, 张翔. 重金属捕集剂UDTC对低浓度镉废水的处理研究[J]. 广西师范大学学报(自然科学版), 2018, 36(3): 63 -67 .
[10] 黎国庆, 许承婷, 王立欣, 黄俊, 焦兵, 覃江克. 油茶枯中两个多酚化合物的提取分离及其抗炎活性研究[J]. 广西师范大学学报(自然科学版), 2018, 36(3): 68 -75 .
版权所有 © 广西师范大学学报(自然科学版)编辑部
地址:广西桂林市三里店育才路15号 邮编:541004
电话:0773-5857325 E-mail: gxsdzkb@mailbox.gxnu.edu.cn
本系统由北京玛格泰克科技发展有限公司设计开发