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Register a new userThe large graph limit of a stochastic epidemic model on a dynamic multilayer network
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We consider an SIR-type (Susceptible $to$ Infected $to$ Recovered) stochastic epidemic process with multiple modes of transmission on a contact network. The network is given by a random graph following a multilayer configuration model where edges in different layers correspond to potentially infectious contacts of different types. We assume that the graph structure evolves in response to the epidemic via activation or deactivation of edges. We derive a large graph limit theorem that gives a system of ordinary differential equations (ODEs) describing the evolution of quantities of interest, such as the proportions of infected and susceptible vertices, as the number of nodes tends to infinity. Analysis of the limiting system elucidates how the coupling of edge activation and deactivation to infection status affects disease dynamics, as illustrated by a two-layer network example with edge types corresponding to community and healthcare contacts. Our theorem extends some earlier results deriving the deterministic limit of stochastic SIR processes on static, single-layer configuration model graphs. We also describe precisely the conditions for equivalence between our limiting ODEs and the systems obtained via pair approximation, which are widely used in the epidemiological and ecological literature to approximate disease dynamics on networks. Potential applications include modeling Ebola dynamics in West Africa, which was the motivation for this study.
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Using particle system methodologies we study the propagation of financial distress in a network of firms facing credit risk. We investigate the phenomenon of a credit crisis and quantify the losses that a bank may suffer in a large credit portfolio. Applying a large deviation principle we compute the limiting distributions of the system and determine the time evolution of the credit quality indicators of the firms, deriving moreover the dynamics of a global financial health indicator. We finally describe a suitable version of the Central Limit Theorem useful to study large portfolio losses. Simulation results are provided as well as applications to portfolio loss distribution analysis.
The spread of an epidemic process is considered in the context of a spatial SIR stochastic model that includes a parameter $0le ple 1$ that assigns weights $p$ and $1- p$ to global and local infective contacts respectively. The model was previously studied by other authors in different contexts. In this work we characterized the behavior of the system around the threshold for epidemic spreading. We first used a deterministic approximation of the stochastic model and checked the existence of a threshold value of $p$ for exponential epidemic spread. An analytical expression, which defines a function of the quotient $alpha$ between the transmission and recovery rates, is obtained to approximate this threshold. We then performed different analyses based on intensive stochastic simulations and found that this expression is also a good estimate for a similar threshold value of $p$ obtained in the stochastic model. The dynamics of the average number of infected individuals and the average size of outbreaks show a behavior across the threshold that is well described by the deterministic approximation. The distributions of the outbreak sizes at the threshold present common features for all the cases considered corresponding to different values of $alpha>1$. These features are otherwise already known to hold for the standard stochastic SIR model at its threshold, $alpha=1$: (i) the probability of having an outbreak of size $n$ goes asymptotically as $n^{-3/2}$ for an infinite system, (ii) the maximal size of an outbreak scales as $N^{2/3}$ for a finite system of size $N$.
We study the stochastic susceptible-infected-recovered (SIR) model with time-dependent forcing using analytic techniques which allow us to disentangle the interaction of stochasticity and external forcing. The model is formulated as a continuous time Markov process, which is decomposed into a deterministic dynamics together with stochastic corrections, by using an expansion in inverse system size. The forcing induces a limit cycle in the deterministic dynamics, and a complete analysis of the fluctuations about this time-dependent solution is given. This analysis is applied when the limit cycle is annual, and after a period-doubling when it is biennial. The comprehensive nature of our 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 whooping cough and measles epidemics.
We present a method for estimating epidemic parameters in network-based stochastic epidemic models when the total number of infections is assumed to be small. We illustrate the method by reanalyzing the data from the 2014 Democratic Republic of the Congo (DRC) Ebola outbreak described in Maganga et al. (2014).
In late December 2019, a novel strand of Coronavirus (SARS-CoV-2) causing a severe, potentially fatal respiratory syndrome (COVID-19) was identified in Wuhan, Hubei Province, China and is causing outbreaks in multiple world countries, soon becoming a pandemic. Italy has now become the most hit country outside of Asia: on March 16, 2020, the Italian Civil Protection documented a total of 27980 confirmed cases and 2158 deaths of people tested positive for SARS-CoV-2. In the context of an emerging infectious disease outbreak, it is of paramount importance to predict the trend of the epidemic in order to plan an effective control strategy and to determine its impact. This paper proposes a new epidemic model that discriminates between infected individuals depending on whether they have been diagnosed and on the severity of their symptoms. The distinction between diagnosed and non-diagnosed is important because non-diagnosed individuals are more likely to spread the infection than diagnosed ones, since the latter are typically isolated, and can explain misperceptions of the case fatality rate and of the seriousness of the epidemic phenomenon. Being able to predict the amount of patients that will develop life-threatening symptoms is important since the disease frequently requires hospitalisation (and even Intensive Care Unit admission) and challenges the healthcare system capacity. We show how the basic reproduction number can be redefined in the new framework, thus capturing the potential for epidemic containment. Simulation results are compared with real data on the COVID-19 epidemic in Italy, to show the validity of the model and compare different possible predicted scenarios depending on the adopted countermeasures.
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