Approximating time to extinction for endemic infection models

Approximating the time to extinction of infection is an important problem in infection modelling. A variety of different approaches have been proposed in the literature. We study the performance of a number of such methods, and characterize their performance in terms of simplicity, accuracy, and generality. To this end, we consider first the classic stochastic susceptible-infected-susceptible (SIS) model, and then a multi-dimensional generalization of this which allows for Erlang distributed infectious periods. We find that (i) for a below-threshold infection initiated by a small number of infected individuals, approximation via a linear branching process works well; (ii) for an above-threshold infection initiated at endemic equilibrium, methods from Hamiltonian statistical mechanics yield correct asymptotic behaviour as population size becomes large; (iii) the widely-used Ornstein-Uhlenbeck diffusion approximation gives a very poor approximation, but may retain some value for qualitative comparisons in certain cases; (iv) a more detailed diffusion approximation can give good numerical approximation in certain circumstances, but does not provide correct large population asymptotic behaviour, and cannot be relied upon without some form of external validation (eg simulation studies)

The snowball effect of customer slowdown in critical many-server systems

Customer slowdown describes the phenomenon that a customer's service requirement increases with experienced delay. In healthcare settings, there is substantial empirical evidence for slowdown, particularly when a patient's delay exceeds a certain threshold. For such threshold slowdown situations, we design and analyze a many-server system that leads to a two-dimensional Markov process. Analysis of this system leads to insights into the potentially detrimental effects of slowdown, especially in heavy-traffic conditions. We quantify the consequences of underprovisioning due to neglecting slowdown, demonstrate the presence of a subtle bistable system behavior, and discuss in detail the snowball effect: A delayed customer has an increased service requirement, causing longer delays for other customers, who in turn due to slowdown might require longer service times.Comment: 23 pages, 8 figures -- version 3 fixes a typo in an equation. in Stochastic Models, 201

Extinction times in the subcritical stochastic SIS logistic epidemic

Many real epidemics of an infectious disease are not straightforwardly super- or sub-critical, and the understanding of epidemic models that exhibit such complexity has been identified as a priority for theoretical work. We provide insights into the near-critical regime by considering the stochastic SIS logistic epidemic, a well-known birth-and-death chain used to model the spread of an epidemic within a population of a given size $N$. We study the behaviour of the process as the population size $N$ tends to infinity. Our results cover the entire subcritical regime, including the "barely subcritical" regime, where the recovery rate exceeds the infection rate by an amount that tends to 0 as $N \to \infty$ but more slowly than $N^{-1/2}$. We derive precise asymptotics for the distribution of the extinction time and the total number of cases throughout the subcritical regime, give a detailed description of the course of the epidemic, and compare to numerical results for a range of parameter values. We hypothesise that features of the course of the epidemic will be seen in a wide class of other epidemic models, and we use real data to provide some tentative and preliminary support for this theory.Comment: Revised; 34 pages; 6 figure

Circular Stochastic Fluctuations in SIS Epidemics with Heterogeneous Contacts Among Sub-populations

The conceptual difference between equilibrium and non-equilibrium steady state (NESS) is well established in physics and chemistry. This distinction, however, is not widely appreciated in dynamical descriptions of biological populations in terms of differential equations in which fixed point, steady state, and equilibrium are all synonymous. We study NESS in a stochastic SIS (susceptible-infectious-susceptible) system with heterogeneous individuals in their contact behavior represented in terms of subgroups. In the infinite population limit, the stochastic dynamics yields a system of deterministic evolution equations for population densities; and for very large but finite system a diffusion process is obtained. We report the emergence of a circular dynamics in the diffusion process, with an intrinsic frequency, near the endemic steady state. The endemic steady state is represented by a stable node in the deterministic dynamics; As a NESS phenomenon, the circular motion is caused by the intrinsic heterogeneity within the subgroups, leading to a broken symmetry and time irreversibility.Comment: 29 pages, 5 figure

Hamiltonian analysis of subcritical stochastic epidemic dynamics

We extend a technique of approximation of the long-term behavior of a supercritical stochastic epidemic model, using the WKB approximation and a Hamiltonian phase space, to the subcritical case. The limiting behavior of the model and approximation are qualitatively different in the subcritical case, requiring a novel analysis of the limiting behavior of the Hamiltonian system away from its deterministic subsystem. This yields a novel, general technique of approximation of the quasistationary distribution of stochastic epidemic and birth-death models, and may lead to techniques for analysis of these models beyond the quasistationary distribution. For a classic SIS model, the approximation found for the quasistationary distribution is very similar to published approximations but not identical. For a birth-death process without depletion of susceptibles, the approximation is exact. Dynamics on the phase plane similar to those predicted by the Hamiltonian analysis are demonstrated in cross-sectional data from trachoma treatment trials in Ethiopia, in which declining prevalences are consistent with subcritical epidemic dynamics

Matrix-geometric solution of infinite stochastic Petri nets

We characterize a class of stochastic Petri nets that can be solved using matrix geometric techniques. Advantages of such on approach are that very efficient mathematical technique become available for practical usage, as well as that the problem of large state spaces can be circumvented. We first characterize the class of stochastic Petri nets of interest by formally defining a number of constraints that have to be fulfilled. We then discuss the matrix geometric solution technique that can be employed and present some boundary conditions on tool support. We illustrate the practical usage of the class of stochastic Petri nets with two examples: a queueing system with delayed service and a model of connection management in ATM network