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Spatial Patterns of Infection Carlos Castillo-Chavez Regents Professor Joaquin Bustoz Jr Professor of Mathematical Biology Mathematical and Computational Modeling Sciences Center, School of Human Evolution and Social Change, Arizona State University March 26, 2013

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Page 1: Spatial Patterns of Infectioncermics.enpc.fr › ... › SPATIAL_CCC_HPI_03-26-2013.pdf · 3/26/2013  · Reaction-Diffusion Equations Coupling of reaction kinetics gives rise to

Spatial Patterns of Infection

Carlos Castillo-ChavezRegents Professor

Joaquin Bustoz Jr Professor of Mathematical Biology

Mathematical and Computational Modeling Sciences Center,School of Human Evolution and Social Change,

Arizona State University

March 26, 2013

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Dispersal and Disease Dynamics

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Some important Contributors

The role of dispersal in the evolution of communities has beena central topic in population biology.

Pioneer mathematical work includes:

• Fisher and Kolmogoroff (1937) Genetics, Travelling Waves• Skellam (1951) Muskrats Dispersal• Kendall (1965) Epidemic Models• Mollison (1977) Epidemic Spread

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• Okubo (1980) Biological Work• Weinberger, Li et al. (1978, 1982, 2008) Mathematical

Contributions• Levin (1986) Significant Impact in Ecology and

Evolutionary Biology• Kot (1992, 1996) Major contributions to Ecology• Hastings (2005), Invasion• and others (Lewis, Wang, ...).

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Reaction-Diffusion Equations

• Coupling of reaction kinetics gives rise to reaction diffusionequations

∂u∂t

= f (u) + D∂2u∂x2 .

• u is concentration of a chemical (or population density),f (u) kinetics (local population growth) and D diffusioncoefficient ( in this example a case constant).

• Growth and spread of the populations occursimultaneously.

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Traveling Waves

• A traveling wave is a bounded solution that travels withoutchanging it shape at a fixed speed.

• If u(x , t) represents a traveling wave solution then itsshape will be the same for all time, with speed ofpropagation constant (c). Hence,

u(x , t) = u(x − ct) = U(z), z = x − ct

is a traveling wave that moves in the positive x-direction, ifc > 0 and negative direction, if c < 0, here assume c > 0.

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Fisher-Kolmogorov (FK) Equation

• Most famous nonlinear reaction diffusion equations is theFK equation given by

∂u∂t

= ku(1− u) + D∂2u∂x2 .

k growth rate of the local population and D diffusioncoefficient, both positive parameters.

• Rescaling by t∗ = kt and x∗ = x( kD )

12 gives

∂u∂t

= u(1− u) +∂2u∂x2 .

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• Spatially homogeneous situation, the steady states areu = 0 and u = 1, which are unstable and stable,respectively.

• Substitution of the traveling waveformu(x , t) = u(x − ct) = U(z), implies that

U ′′ + cU ′ + U(1− U) = 0

where(′ = d

dz

).

• Solution of the wavefront U will exist and typically satisfy:lim

z→∞U(z) = 0, lim

z→−∞U(z) = 1.

• Studying U in the (U,U ′ = V ) phase plane means studying

U ′ = V , V ′ = −cV − U(1− U).

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The phase plane trajectories are solutions of

dVdU

=−cV − U(1− U)

V.

• Two singular points in (U,V ) plane are (0,0) and (1,0),steady states.

• Linear stability analysis shows that the eigenvalues λ forthe steady states are (λ± = τ ± (τ2 − 4∆)1/2):

(0,0) : λ± =12

[−c ± (c2 − 4)

12

]=⇒

{st. node if c2 > 4st. spiral if c2 < 4

(1,0) : λ± =12

[−c ± (c2 + 4)

12

]=⇒ saddle point.

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• If c ≥ cmin = 2 then the origin is a stable node. In terms ofthe original

c ≥ cmin = 2√

kD.

• For the original equation ∂u∂t = u(1− u) + ∂2u

∂x2 Kolmogoroffet al. (1937) proved that if u(x ,0) (initial conditions) hascompact support, that is,

u(x ,0) = u0(x) ≥ 0, u0 =

{1 if x ≤ x1,

0 if x ≥ x2

where x1 < x2 and u0(x) is continuous in x1 < x < x2, thenthe solution u(x , t) evolves into a travelling wavefrontsolution.

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• Therefore, a travelling wavefront solution U(z) withz = x − 2t , will exist for speeds greater than or equal to aminimum speed cmin = 2.

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Turing’s method - Diffusive Instability-Edgard Diaz,Thesis, 2010

Recipe

1. Two or more densities.2. Different rates of diffusion

for the participants.3. Interactions between the

two densities

∂C1

∂t= R1(C1,C2) + D1

∂2C1

∂x2

∂C2

∂t= R2(C1,C2) + D2

∂2C1

∂x2

∂c1

∂t= a11c1 + a12c2 + D1

∂2c1

∂x2

∂c2

∂t= a21c1 + a22c2 + D2

∂2c2

∂x2

ai,j =∂Ri

∂Cj|ci ,cj .

Instructions

• Positive spatial steadystate

Ri(C1, C2) = 0

• Linearization

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Turing’s method cont’

Superposition and Instability

• ci(x , t) = αi cos(qx)eσt

• values of q s.t. Re(σ) > 0

α1(σ − a11 + D1q2)− α2a12 = 0−α1a21 + α2(σ − a22 + D2q2) = 0

∂c1

∂t= a11c1 + a12c2 + D1

∂2c1

∂x2

∂c2

∂t= a21c1 + a22c2 + D2

∂2c2

∂x2

.....Necessary and SufficientConditions

1. a11 + a22 < 02. a11a22 − a12a21 > 03. a11D2 + a22D1 >

2√

D1D2(a11a22 − a12a21)

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Stage model with diffusion

Model

Two kind ofinfected:• I2 symptoms.• I1 no

symptoms.

∂S∂t

= − β

1 + I2SI1 + αI2 + DS

∂2S∂x2

∂I1∂t

1 + I2SI1 − δI1 + DI1

∂2I1∂x2

∂I2∂t

= δI1 − αI2 + DI2∂2I2∂2x

S = 1− I1 − I2Steady state:

I1 =α(β − δ)

βα + βδ + δ2 and I2 =δ(β − δ)

βα + βδ + δ2

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RESULT

∂S∂t

= − β

1 + I2SI1 + αI2 + DS

∂2S∂x2 (0.1)

∂I1∂t

1 + I2SI1 − δI1 + DI1

∂2I1∂x2

∂I2∂t

= δI1 − αI2 + DI2∂2I2∂2x

Theorem (Diffusive Instability in Epidemics)The linearization of the system (0.1) satisfies the necessaryand sufficient conditions for instability if and only if βδ > 1 andβα > 1

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From linearization

time = 0

0 20 40 60 80

0

20

40

60

80

time = 6

0 20 40 60 80

0

20

40

60

80

time = 13

0 20 40 60 80

0

20

40

60

80

time = 19

0 20 40 60 80

0

20

40

60

80

time = 25

0 20 40 60 80

0

20

40

60

80

time = 31

0 20 40 60 80

0

20

40

60

80

time = 38

0 20 40 60 80

0

20

40

60

80

time = 44

0 20 40 60 80

0

20

40

60

80

time = 50

0 20 40 60 80

0

20

40

60

80

time = 0

0 20 40 60 80

0

20

40

60

80

time = 6

0 20 40 60 80

0

20

40

60

80

time = 13

0 20 40 60 80

0

20

40

60

80

time = 19

0 20 40 60 80

0

20

40

60

80

time = 25

0 20 40 60 80

0

20

40

60

80

time = 31

0 20 40 60 80

0

20

40

60

80

time = 38

0 20 40 60 80

0

20

40

60

80

time = 44

0 20 40 60 80

0

20

40

60

80

time = 50

0 20 40 60 80

0

20

40

60

80

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Using nonlinear model

0

20

40

60

80

100

120

140

0

20

40

60

80

100

120

140

−2

0

2

0

50

100

150

0

50

100

1500

0.51

u

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Integrodifference Equations

Main motivation is the work of Weinberger (1978,1984) and Kot(1992,1996).

Nt+1(x) =

∫ ∞−∞

g(Nt (y))k(x − y)dy

where Nt+1 = g(Nt ) models the local population dynamics andk(x − y)∆x denotes the probability that an individual willdisperse from location y to the interval (x − 1

2dx , x + 12dx).

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Traveling Waves

Weinberger (1978) showed that travelling wave solutions exist(Nt+1(x) = Nt (x − c)) for all speeds c greater than a minimumwave speed c∗ if

(i) g(N) is continuously differentiable on the interval [0,N∗];(ii) g(0) = 0 and g(N∗) = N∗;(iii) g′(N) ≥ 0, N < g(N) ≤ g′(0)N in (0,N∗);(iv) k(x) is exponentially bounded.

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He further showed, for such exponentially bounded kernels,initial conditions with compact support, that is,

N0(x) > 0, x ∈ [−δ, δ] and N0(x) = 0, x /∈ [−δ, δ],

converge to travelling waves with minimum speed ofpropagation given by

c∗ = minρ>0

{1ρ

ln[g′(0)M(ρ)

]}where M(ρ) =

∫∞−∞ eρxk(x)dx , the moment generating function

of k(x).

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Simulation with Logistic Map

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 10

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1LOGISTIC: Iterates 0 to 50, r = 0.9 and x0 =0.3

xn

x n+

1

0 1 2 3 4 5 6 7 8 90

0.5

1

1.5

Location (x)

Po

pu

lati

on

Fra

ctio

ns

Integrodifference Equation Iteration for the Rescaled Logistic Equationt = 20 , !n = 0.2, r = 0.9

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Simulation with Logistic Map

0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2!2

!1.5

!1

!0.5

0

0.5

1

1.5

2LOGISTIC: Iterates 0 to 50, r = 1.9 and x0 =0.3

xn

x n+

1

0 1 2 3 4 5 6 7 8 90

0.5

1

1.5

Location (x)

Po

pu

lati

on

Fra

ctio

ns

Integrodifference Equation Iteration for the Rescaled Logistic Equationt = 20 , !n = 0.2, r = 1.9

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Motivation II:SIS Epidemic Model with Overlapping Generations (General

Model)

Discrete SIS model with overlapping generations:

St+1 = ϕ(St , It ) = Q(zt )f (Pt ) + γQ(zt )St + γ(1− σ)It ,It+1 = ψ(St , It ) = (1−Q(zt ))f (Pt ) + γ(1−Q(zt ))St + γσIt ,

where Pt+1 = St+1 + It+1 and Q(zt ) = e−αzt is the probability ofnot becoming infected in t to t + 1 when the disease prevalenceis zt = It

f (Pt )+Pt.

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• σ gives the fraction of infected individuals that remaininfected from one time step to the next.

• The function Q(zt ) denotes the proportion of susceptibleindividuals that do not become infected at time t givendisease prevalence zt .

• In general, Q : [0,∞)→ [0,1) is a monotone concavefunction with Q(0) = 1; Q′(u) < 0 and Q′′(u) ≥ 0 for allu ∈ [0,∞).

• As is common, we model the “probability" of not becominginfected as

Q(zt ) = e−αzt .

That is encounters that lead to infection are modeled via aPoisson process.

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Adding Dispersal

Assuming that dispersal occurs after mortality, and that thedisease does not affect the dispersal process, we can adddispersal to the SIS model to give

St+1(x) =

∫ ∞−∞

ϕ(St (y), It (y)) k(x − y) dy ,

It+1(x) =

∫ ∞−∞

ψ(St (y), It (y)) k(x − y) dy ,

a system of integrodifference equations.

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Λ = 500, γ = 0.98, thus Λ∗ = Λ/(1− γ) = 25000IDE iterated on the domain −15 ≤ x ≤ 15 with initial dataI0(x) = 750 on −1 ≤ x ≤ 1 and I0(x) = 0 elsewhere.

!15 !10 !5 0 5 100

0.5

1

1.5

2

2.5 x 104

X: !0.2747Y: 8753

Location (x)

Popu

latio

n

SIS with Overlapping Generations anA Bonstant RecruitDentt = 22 , !n = 0.5, " = 1.5,Ro = 1.9478

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Karen Rios-Soto PhD ThesisEpidemic Spread With Non-monotone Epidemic Functions

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• Simulations of the integrodifference equations in twospatial dimension are carried out using the bivariatenormal kernel.

k(x1, x2) =1

2πσ1σ2√

1− ρ2exp

[1

2(1− ρ2)

(x2

1σ1

+x2

2σ2− 2ρx1x2

σ1σ2

)]

with mean (0,0). Here, ρ is the correlation coefficientbetween x1 and x2. That is, ρ = cor(x1, x2) = σ12

σ1σ2with

covariance matrix

Σ =

[σ2

1 ρσ1σ2ρσ1σ2 σ2

2

].

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Simulations for SIS Epidemic Model with Constant Recruitment in2D Spatial Dimensions

!100

10

!100

100

0.05

0.1

0.15

0.2

0.25

0.3

0.35

0.4

x

SIS with Overlapping Generations in Two Spatial Dimensionswith t=23, ! =1.5 and Ro = 1.9478

y

I

!15!10

!50

510

15

!10

0

10

0

0.2

0.4

0.6

0.8

x

SIS with Overlapping Generations in Two Spatial Dimensionswith t=10, ! =4.5 and Ro = 5.8434

y

I

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Monotone assumptions on f

• (H1). f (0) = 0 and f (1) = 1. f is nondecreasing on (0,1)and f (x) > x for x ∈ (0,1).

• (H2). f ′(0) > 1 and D > 0, for 0 ≤ u ≤ 1,

f ′(0)(x − Dx2) ≤ f (x) ≤ f ′(0)x .

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nonmonotone growth functions

• overcompensation may occur by cannibalism (eatingoneself) or predation from other species. High density of apopulation may also induce overcompensation as it mayhappen that no one sequesters enough resources toreproduce

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nonmonotone growth functions

• The Ricker growth function

f (u) = uer−u, r > 0. (0.6)

• x0 1 2 3

0

1

2

3

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Systems of discrete-time integro-difference models

Xn+1(x) = Xn(x)er1−Xn(x)−σ1Yn(x)

Yn+1(x) = Yn(x)er2−Yn(x)−σ2Xn(x)(0.7)

where r1, r2, σ1, σ2 are all positive constants.• Hassell and Comins, 1976

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Systems of discrete-time integro-difference models

Xn+1(x) =

∫R

k1(x − y)Xn(y)er1−Xn(y)−σ1Yn(y)dy

Yn+1(x) =

∫R

k2(x − y)Yn(y)er2−Yn(y)−σ2Xn(y)dy(0.8)

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Example

• Hassell and Comins’ model has four equilibria(0,0), (0, r2), (r1,0) and ( r1−σ1r2

1−σ1σ2, r2−σ2r1

1−σ1σ2).

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Example

• The change of variables p = X ,q = r2 − Y allows toconvert system (0.8) into the following coupled system ofintegrodifference equations

pn+1(x) =

∫R

k1(x − y)f (pn(y),qn(y))dy

qn+1(x) =

∫R

k2(x − y)g(pn(y),qn(y))dy .(0.12)

where

f (p,q) = h(p)er1−σ1r2+σ1q

g(p,q) = r2 −(r2 − q

)eq−σ2p

h(p) = pe−p

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Results on the Example

• The biological interpretation of these conditions isstraightforward. For an invasion to be successful, theoverall dispersal of the invader (X) is relatively larger thanthe overall dispersal of the out-competed resident (Y).Further competition favors the invader whenever σ1 issufficiently small (invader less affected by competition) andσ2 is sufficiently large (a relatively fragile resident, that is,more susceptible to interference competition).

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Results on the Example

• ∫R

k1(s)eµsds ≥∫R

k2(s)eµsds

for µ > 0• the overall dispersal of the invader (X) is relatively larger

than the overall dispersal of the out-competed resident (Y).

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Results on the Example

• There are traveling wave solutions of (0.12) “loosely"connecting its two equilibria (0,0) and (r1, r2). Equivalently,there are traveling wave solutions of (0.8) “loosely"connecting its two boundary states (0, r2) and (r1,0). Herethe term “loosely" means the traveling waves may oscillatearound the equilibria since they are not necessarilymonotone.

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References

D. G. Aronson and H. F. Weinberger, Multidimensionalnonlinear diffusion arising in population dynamics, Adv.Math., 30 (1978), pp. 33-76.

C. Castillo-Chavez and A. Yakubu, Dispersal disease andlife-history evolution. Math. Biosc. 173(2001), 35-53.

R. Fisher, The wave of advance of advantageous genes.Ann. of Eugenics, 7(1937) 355 - 369.

K.P Hadeler and F. Rothe, Traveling fronts in nonlineardiffusion equation. J. Math. Bio.2, 251-263 (1975).

M. Hassell and H. Comins, Discrete time models fortwo-species competition. Theoretical Population Biology,9(1976),202-221.

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References

A. Hastings, K. Cuddington, K. Davies, C. Dugaw, S.Elmendorf, A. Freestone, S. Harrison, M. Holland, J.Lambrinos, U. Malvadkar, B.Melbourne, K. Moore, C. Taylorand D. Thomson, The spatial spread of invasions: newdevelopments in theory and evidence, Ecology Letters,2005, 8(2005) 91-101.

S. Hsu and X-Q. Zhao, Spreading speeds and travelingwaves for nonmonotone integrodifference equations, SIAMJ. Math. Anal. 40(2008) 776-789.

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B. Li, M. Lewis and H. Weinberger, Existence of travelingwaves for integral recursions with nonmonotone growthfunctions, Journal of Mathematical Biology, 58(2009)323-338.

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References

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Rios-Soto, K.R., Castillo-Chavez, C., Neubert, M., Titi, E.S.,and A-A Yakubu. Epidemic Spread in Populations atDemographic Equilibrium. In: Mathematical Studies onHuman Disease Dynamics: Emerging Paradigms andChallenges. Gumel A., Castillo-Chavez, C., Clemence, D.P.and R.E. Mickens, American Mathematical Society, pp.297- 310, Vol. 410, (2006).

H. Wang and C. Castillo-Chavez, Spreading speeds andtraveling waves for non-cooperative integro-differencesystems, arXiv:1003.1600. J. Math. Biol. in revision.

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References

H. F. Weinberger, M. A. Lewis and B. Li, Analysis of lineardeterminacy for spread in cooperative models, J. Math.Biol. 45(2002) 183-218.

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3/26/13 Arizona State University

Influenza and Transportation !!HPI

Tuesday, March 26.

Carlos Castillo-Chavez

Regents Professor

Joaquin Bustoz Jr. Professor

Arizona State University

Email: [email protected]

http://mcmsc.asu.edu/

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1. Transportation/internal travel alone cannot entirely explain the three different waves of the AH1N1 epidemic that have been observed in Mexico. 2. Social distancing measures (school closures and more), vacations and travel within the network help account for the characteristics and spatial tendencies observed in the reported data: three waves, delays in some states, and the third (longer lasting) wave. 3. School closures, summer vacations, have a strong modulating effect on the epidemic curves.

Challenges in Mathematical Epidemiology

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Time course of pandemic reported Mexican data up to Jan 4, 2010 First two local maxima: at times around social distancing and/or school closures. First two local minima: at times when social distancing is relaxed or schools reopen.

School closing and social distancing implementations impact the shape the epidemic waves. April 30 – School closures June 30 – School Vacations August 31 – Classes start

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Confirmed cases reported by each of the Mexican States.

Three reports dated June 4, September 5, 2009 and January 4, 2010. Left: cumulative, Right: Difference between reports. Different states contribute at different times to the outbreak.

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Local mass transportation by land

In Mexico most traffic flow goes through Mexico City. Did transportation drove the waves? State populations of the model were modeled as nodes in a star-shaped graph with the center (hub) corresponding to the capital “El Distrito Federal or DF or Mexico City”.

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Cities are classified as strongly connected to México City if the in and out traffic from Mexico City is heavy. These cities form part of the historical “influenza corridor” that extends from north to south and is bounded by two mountain ranges, the east and west Sierra Madres (e.g. Morelos, D.F. State of México, Tlaxcala, Queretaro, San Luis Potosí)

Strongly connected Weakly connected Corridor

Everybody that travels from X to Y is assumed to go through Mexico City.” The Mexican States are nodes of an internal transportation network that divides them into strongly and weakly connected depending on the strength of the traffic Land flow in and out of Mexico City (The influenza corridor describe by historian Roberto Acuña-Soto).

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Mexican population by State: The black and gray bars show, the states that are strongly and weakly connected to D.F. (Mexico City), respectively.

Histogram of populations(x1000) in México.

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Adjusted land transportation flow by state per day.

Number of people transported every day between different states and D.F. The flow has been adjusted to reflect the strong or weak connectivity and the population size in each state.

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Susceptible (S); Exposed (Incubating, E); Infected (asymptomatic and symptomatic, I); Symptomatic diagnosed (confirmed cases, J); Recovered (R) and Vaccinated (V)

!" #" $" %"

&"

'"νS! νE! νi! νR!

λk! (1-p)αk!

pαk!

σk!

σk!δI

δJ

Flow between disjoint epidemiological compartments: The vaccines is distributed daily and it is a function of the remaining stock pile available. Stockpile size is controlled by the known maximum number of vaccines available

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A rate of infection of about .95 gives the closest shape to the data (incubation and recovery periods of 2 and 7 days). The data (black) and model (green) curves are normalized to have peaks at 1. The infection rate is adjusted until the best fit (rate of change of the data curve) up to the peak is found. The start date is changed systematically until the best approximation is found.

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Sigmoid Modulation Function g(t), captures the changes in effective contact rates.

A - School closure (Apr 30) B - Vacation Starts (Jun 30) C - School Classes Start (Aug 30)

A B C

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Influence of the transportation in the time course of the epidemic: q the probability that the flow originates at a strongly connected state

Thick gray: All cases. Black solid: Strongly connected. Black dashed: Weakly connected. Dotted line: Starting state, Oaxaca.

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Social distancing and school closures may generate multiple waves (Thick curves --- cumulative; solid –from strongly connected; dash—from weakly connected).

Lines in panel A correspond (from top to bottom) to the different panels in B.

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Wasted Vaccine: vaccinated individuals come from the unprotected, incubating, unconfirmed, or recovered groups (people not presenting symptoms)

Days after epidemic start Days after epidemic start

% of the population

Different epidemic outbreaks for third wave

Wasted vaccines: Day 0 is September 1st.

– 40 days + 65 days + 120 days

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1. Transportation/internal travel alone cannot entirely explain the three different waves of the AH1N1 epidemic that have been observed in Mexico. 2. Social distancing measures (school closures and more), vacations and travel within the network help account for the characteristics and spatial tendencies observed in the reported data: three waves, delays in some states, and the third (longer lasting) wave. 3. School closures, summer vacations, have a strong modulating effect on the epidemic curves.

Conclusions I: (Marco Herrera-Valdez; Maytee Cruz-Aponte; and Jose Vega-Guzman at ASU): http://mcmsc.asu.edu/

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Conclusions II (Marco Herrera-Valdez; Maytee Cruz-Aponte; and Jose Vega-Guzman at ASU): http://mcmsc.asu.edu/

1. Early arrival of H1N1 vaccines (40 days before the fall start of school) before the third wave, even at 30% levels, would have reduced the number of infected people. Late arrival has been less effective. 2. The number of wasted vaccines increases linearly from the start of the epidemic. 3. The number of wasted vaccines turned out to be almost as large as the number of administered vaccines (after the start of third wave).

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Conclusions A

1. Mexico did a superb job in responding to this health emergency given the high levels of uncertainty. So far, we have had a hurricane “Rita” rather than a “Katrina”. So what did we learn? 2. . Massive social distancing measures cannot be sustained for long periods of time due to economic reasons. 3. Vaccine production limitations meant that most nations had limited and late access to vaccines at best. National health disparities became flagrantly as the ability to secure/purchase antiviral medication, “fast” access to vaccine stockpiles, and the reductions in risks from access to modern delivery, surveillance and diagnostic systems … well are country-dependent. An issue that must be addressed (WHO or UN?).

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Conclusions B

1. The importance of global surveillance/sentinel disease-specific systems like those in use to warn us against hurricanes, tsunamis, or earthquakes, are needed at a global scale. 2. . Timely serological accurate studies that assess in real time the magnitude and severity of influenza outbreaks are missing. How many cases did we really have? We “count” the number of severe (reported) A-H1N1 cases but hardly know anything about the potentially huge number of asymptomatic or mild infections. 3. A definition of pandemic that incorporates severity (via fast and effective serological studies) via the ratio of severe to asymptomatic and mild infections, is needed.