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The Stochastic Dynamics of Epidemic Models

Black, Andrew James

[Thesis]. Manchester, UK: The University of Manchester; 2010.

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Abstract

This thesis is concerned with quantifying the dynamical role of stochasticity in models of recurrent epidemics. Although the simulation of stochastic models can accurately capture the qualitative epidemic patterns of childhood diseases, there is still considerable discussion concerning the basic mechanisms generating these patterns. The novel aspect of this thesis is the use of analytic methods to quantify the results from simulations. All the models are formulated as continuous time Markov processes, the temporal evolutions of which is described by a master equation. This is expanded in the inverse system size, which decomposes the full stochastic dynamics into a macroscopic part, described by deterministic equations, plus a stochastic fluctuating part. The first part examines the inclusion of non-exponential latent and infectious periods into the the standard susceptible-infectious-recovered model. The method of stages is used to formulate the problem as a Markov process and thus derive a power spectrum for the stochastic oscillations. This model is used to understand the dynamics of whooping cough, which we show to be the mixture of an annual limit cycle plus resonant stochastic oscillations. This limit cycle is generated by the time-dependent external forcing, but we show that the spectrum is close to that predicted by the unforced model. It is demonstrated that adding distributed infectious periods only changes the frequency and amplitude of the stochastic oscillations---the basic mechanisms remain the same. In the final part of this thesis, the effect of seasonal forcing is studied with an analysis of the full time-dependent master equation. The comprehensive nature of this approach allows us to give a coherent picture of the dynamics which unifies past work, but which also provides a systematic method for predicting the periods of oscillations seen in measles epidemics. In the pre-vaccination regime the dynamics are dominated by a period doubling bifurcation, which leads to large biennial oscillations in the deterministic dynamics. Vaccination is shown to move the system away from the biennial limit cycle and into a region where there is an annual limit cycle and stochastic oscillations, similar to whooping cough. Finite size effects are investigated and found to be of considerable importance for measles dynamics, especially in the biennial regime.

Bibliographic metadata

Type of resource:
Content type:
Form of thesis:
Type of submission:
Degree type:
Doctor of Philosophy
Degree programme:
PhD Physics
Publication date:
Location:
Manchester, UK
Total pages:
123
Abstract:
This thesis is concerned with quantifying the dynamical role of stochasticity in models of recurrent epidemics. Although the simulation of stochastic models can accurately capture the qualitative epidemic patterns of childhood diseases, there is still considerable discussion concerning the basic mechanisms generating these patterns. The novel aspect of this thesis is the use of analytic methods to quantify the results from simulations. All the models are formulated as continuous time Markov processes, the temporal evolutions of which is described by a master equation. This is expanded in the inverse system size, which decomposes the full stochastic dynamics into a macroscopic part, described by deterministic equations, plus a stochastic fluctuating part. The first part examines the inclusion of non-exponential latent and infectious periods into the the standard susceptible-infectious-recovered model. The method of stages is used to formulate the problem as a Markov process and thus derive a power spectrum for the stochastic oscillations. This model is used to understand the dynamics of whooping cough, which we show to be the mixture of an annual limit cycle plus resonant stochastic oscillations. This limit cycle is generated by the time-dependent external forcing, but we show that the spectrum is close to that predicted by the unforced model. It is demonstrated that adding distributed infectious periods only changes the frequency and amplitude of the stochastic oscillations---the basic mechanisms remain the same. In the final part of this thesis, the effect of seasonal forcing is studied with an analysis of the full time-dependent master equation. The comprehensive nature of this approach allows us to give a coherent picture of the dynamics which unifies past work, but which also provides a systematic method for predicting the periods of oscillations seen in measles epidemics. In the pre-vaccination regime the dynamics are dominated by a period doubling bifurcation, which leads to large biennial oscillations in the deterministic dynamics. Vaccination is shown to move the system away from the biennial limit cycle and into a region where there is an annual limit cycle and stochastic oscillations, similar to whooping cough. Finite size effects are investigated and found to be of considerable importance for measles dynamics, especially in the biennial regime.
Thesis main supervisor(s):
Thesis advisor(s):
Language:
en

Institutional metadata

University researcher(s):

Record metadata

Manchester eScholar ID:
uk-ac-man-scw:99693
Created by:
Black, Andrew
Created:
14th December, 2010, 17:30:22
Last modified by:
Black, Andrew
Last modified:
16th April, 2012, 18:20:16

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