Escolar Documentos
Profissional Documentos
Cultura Documentos
doi:10.3934/dcdsb.2014.19.89
pp. 89130
Yun Kang
Science and Mathematics Faculty
School of Letters and Sciences
Arizona State University
Mesa, AZ 85212, USA
Carlos Castillo-Chavez
Mathematical, Computational and Modeling Sciences Center
Arizona State University
Tempe, 85287-1904, USA
and
School of Human Evolution and Social Changes and School of Sustainability
Santa Fe Institute
Santa Fe, NM 87501, USA
and
Cornell University
Biological Statistics and Computational Biology
Ithaca, NY 14853-2601, USA
2010 Mathematics Subject Classification. Primary: 35B32, 37C75; Secondary: 92B05, 92D30,
92D40.
Key words and phrases. Allee effects, infectious disease, reduced reproduction, multiple interior
equilibria, bifurcation, catastrophe, mathematical biology, conservation biology, sustainability.
89
90
in (a) the Allee effect threshold, (b) disease transmission rates, or (c) the competitive ability of infected individuals at high density levels, can destabilize
the system, possibly leading to the eventual collapse of the population. This
highlights the significant role that factors like an Allee effect may play on the
survival and persistence of animal populations. Scientists involved in biological conservation and pest management or interested in finding sustainability
solutions, may find these results of this study compelling enough to suggest
additional focused research on the role of disease in the regulation and persistence of animal populations. The risk faced by endangered species may turn
out to be a lot higher than initially thought.
1. Introduction. The use of mathematical models to study the dynamics of infectious diseases in animal populations has been carried out under the implicit
assumption, at least in the field of deterministic epidemiology, that disease patterns
are inherently robust. This perspective has been strengthened due to (i) an a
priori selection of classical deterministic epidemic model (that ignore critical demographic/ecological factors) and (ii) an emphasis (often a demand) that we must
use tractable models. In the context of classical disease dynamics, the quantification of management or general intervention measures is transferred to (or assumed
to be captured by) the diseases basic reproduction number, R0 . This frameworkdependent approach implicitly assumes the existence of tractable disease patterns
(robustness), to the point that we may ignore the specific details and focus on the
impact of various interventions have on R0 . The dimensionless ratio R0 therefore
provides a simplified and highly popular way of bringing in the power of models to
the development of quantitatively-driven policies. R0 has therefore been the ideal
vehicle for designing, testing, and evaluating control and/or management strategies
as long as we accept that the structure of classical contagion models is indeed representative of the processes that we wish to control. The effectiveness of intervention
therefore reduces to the ability to bring the corresponding control reproductive number (Rc ) below 1. In general we deal with uncertainty through the use of sensitivity
and uncertainty analyses on the parameters involved in R0 or Rc (transmission,
length of infectious period, and more, see, for example, [12, 15, 45]). Clearly, some
of the inherent elements observed in the dynamics of non-domesticated animal populations are bypassed. The focus of this paper is instead on the study of the role
of framework variations on disease dynamics in animal populations. We seek to
address questions like: Is the model appropriate? Should some measures of fitness
be incorporated? What would be the dynamics under non-classical circumstances?
Will R0 play a defining role under assumptions that incorporate some measure of
population fitness?
Several studies have put emphasis, among other factors, on biological control
(Fagan et al [30]; Feng et al. [32]), evolution (e.g., myxomatosis, Dwyer et al [27]);
conservation biology (e.g., survival of endangered species, Courchamp et al. [18];
Hilker et al. [48]; Thieme et al. [74]), renewable resources/sustainability (e.g.,
fisheries, Pauly et al [63]; Sherman and Duda [67]), or dispersal as a function of
initial conditions [8, 13]. These studies have highlighted the dramatic impact that
differences in individuals fitness have on population-level dynamics. The resulting dynamics have turned out to be rather complex [7, 13]. Therefore, it is not
surprising to see that the research of some of the members of the scientific community interested in the development of sustainable management policies/strategies
has often built their theoretical work on the shoulders of well-understood contagion
frameworks, models with well known pre-intervention dynamics. One of the aims
91
92
as a function of the disease and population size. The model introduced in this
manuscript is used to address the following epidemiological questions: Under which
conditions will the model lead to a disease-free state? Under what conditions will
a disease drive a population to extinction? Under what conditions will this model
support disease persistence? How do Allee thresholds, the reductions in reproductive ability of infected individuals, and disease-driven reductions in individuals
competitiveness change with population density?
The rest of this article is organized as follows: In Section 2, we introduce a simple
SI model that incorporates Allee effects in its reproduction process, disease-induce
reductions in fitness, and density-dependent disease-reduced competitive ability; In
Section 3, we learn that the model can support a compact global attractor, and
we also identify sufficient conditions that guarantee either disease-free dynamics
or endemic persistence; Section 4 identifies the number of interior equilibrium and
studies their stability and related bifurcation phenomena; Section 5 focuses on the
study of the sensitivity of the number of interior equilibrium, and their stability, on
the parameter values (with particular focus on hysteresis); Section 6 summarizes the
results in this paper and discusses some of the implications of the analytical results.
The detailed proofs of our theoretical results are provided in the last section.
2. A general SI model and its basic dynamical properties. We start from
the assumptions that the population under consideration is facing a disease that
can be captured with an SI (Susceptible-Infected) framework. This population is
invaded by an infectious disease with the following characteristics: (a) the disease
transmission is captured by the law of mass-action; (b) although not always fatal,
it is assumed that the disease is untreatable and thus, excess deaths due to disease
are included; (c) the net reproduction rate is density-dependent regardless of epidemiological status, that is, it affects susceptible and infected individuals, an effect
incorporated via a well-defined threshold (Allee effect threshold) that responds to
population size; (d) infected individuals may experience reductions in reproduction
ability; (e) infected individuals may experience reductions in competitive ability,
which may also be altered by population density effects. The general SI model with
an Allee effect, built in its net reproduction rate, is given by the following set of
nonlinear differential equations:
dS
= f (S, I),
(1)
dt
dI
= SI dI,
(2)
dt
(3)
( r(S + I)(S + I ) (1 S I) SI
1
f (S, I) =
.
0, if S = 0 and (1 I ) (1 2 I) 0
where S denotes the normalized susceptible population; I denotes the properly (see
below) normalized infected population; all parameters are nonnegative; the parameter 0 1 describes the reduce reproductive ability of infected individuals
( = 0 means that infected individuals loose their reproducing ability while = 1
indicates that they experience no reduction in reproductive fitness); the parameters
0 i 1, i = 1, 2 denote the competitive ability of infected individuals as a function of total population size; the parameter r denotes the maximum birth-rate of the
species; d denotes the death rate of infected individuals, a parameter that includes
93
additional disease-induced deaths; the parameter 0 < < 1 denotes the Allee
threshold (normalized susceptible population); and is the disease transmission
rate. The main goal of our article is to study the dynamics of this simple toy (phenomenological) SI model (1)-(2) that incorporates Allee effects in its reproduction
process, disease-induce reductions in fitness, and density-dependent disease-reduced
competitive ability.
System (1)-(2) reduces to the following generic single species population model
with an Allee effect in the absence of disease:
S
2
dS
=
r(1 + )S 1
dt
1+
{z
}
|
combined reproduction effort due to mating limitations and limited resource
(4)
rS
|{z}
natural mortality
= rS(S )(1 S)
where the Allee threshold is denoted by . The population of (4) converges to 0 if
initial conditions are below or converges to 1 if initial conditions are above . In the
presence of disease and S > 0, the net reproduction of newborns due to the disease
modified fitness (e.g, reduced fertility and competition ability) is incorporated into
the model by describing its effect on pairs within the population, i.e., by including
a very crude description of pair formation (see the similar approach in [25]). A pair
can be formed by two susceptibles, a susceptible and an infective, or two infectives
that results in the following three cases:
1. The reproduction from the mixing among susceptibles that includes Allee effects, limited resources and natural mortality:
fS
=
=
=
r(1 + )S 2
rS 3 rS
S
r(1 + )S 2 1 1+
rS
rS (S ) (1 S)
where the term r(1 + )S 2 is the maximum reproduction term that is always positive; the term rS 3 is intra-specific competition due to limited resource/mating limitations; and the term rS is the natural mortality of both
newborns and adults (not practical but it is a natural assumption that makes
the model more mathematical
tractable).
The combination of the first two
terms gives r(1 + )S 2 1
S
1+
(i.e., Allee effects, competition due to limited resource and natural mortality)
gives the net reproduction term fS = rS(S )(1 S) that can be negative
when S is small.
2. The reproduction from the mixing among infectives that includes Allee effects,
limited resources, natural mortality as well as reduced reproduction rate and
competition ability due to the disease:
fI
= r(1 + 2 )I 2
r1 2 I 3 rI
I
= r(1 + 2 )I 2 1 1/1 +1/
rI
2
= rI (1 I ) (1 2 I)
= r1 I (I /1 ) (1/2 I)
94
= r (1 + 2 + (1 + )) SI
r (1 + 2 + ) S 2 I r (1 2 + (1 + 2 )) SI 2
= rSI[1 + 2 + (1 + ) (1 + 2 + )S
(1 2 + (1 + 2 ))I]
SI
|{z}
Infected population
= SI (r + ) I
= SI
rI
|{z}
natural mortality
dI
|{z}
I
|{z}
Our modeling approach is very similar to the work by Boukal & Berec [6], Deredec and Courchamp [23], Courchamp et al. [19], and Hilker et al [48] regarding
the effects of Allee effects and disease. There are also many literatures using this
phenomenological model (4) to study either disease dynamics or the invasion of
pest species (e.g., see [2, 33, 37, 48, 49, 61, 62]). One of our main purposes in
this study is to investigate how i) the reduced fertility of infectives (i.e., ) and ii)
the reduced competing ability of infectives at the different total population density
(i.e., i , i = 1, 2) affect the dynamics of S-class and I-class, thus, we use the simple,
95
generic, heuristic model (4) to make mathematical analysis more tractable in the
presence of diseases.
Notes. The term r(S + I)(S + 1 I ) (1 S 2 I) in f (S, I) models the net
reproduction rate of newborns, a term that accounts for reductions in fitness. Our
model normalizes the susceptible population to be 1 in a disease-free environment
and defines the infected population relative to this normalization. Thus, the carrying
capacity of the whole population S + I is not defined by a constant, its size depends
on the ability of individuals to use the resources (with the susceptible using a
higher level of resources per individual than infected). The features outline above
include factors not routinely considered in infectious-disease models. Allee effects
are found in the epidemiological literature (see [48, 74]) as well as in the preypredator interaction models [8]. The model introduced here will be analyzed in the
next sections. The analysis is used to discuss the implications of having incorporated
fitness factors.
The study of the dynamics of System (1)-(2) requires the introduction of the
following important sets:
X = {(S, I) R2+ },
= {(S, I) X : 0 S + 1 I },
1 = {(S, I) X : 0 S + 2 I 1},
Xx = {(S, 0) X}
= {(S, I) X : 0 S + I },
S1 = {(S, I) X : 0 S 1}.
The first basic property of System (1)-(2) is stated in the following lemma:
Lemma 2.1. [Positively invariant sets] X, Xx , and S1 are positive invariant
sets for System (1)-(2). Moreover, for any initial condition in X, we have that
lim sup S(t) 1.
t
Lemma 2.1 shows that Model (1)-(2) is well-defined biologically. The normalized
susceptible population will not go beyond 1 but the infected (always assumed infectious) population does not have such property due its diminished disease-induced
competitive ability. In fact, it may support populations above 1. Hence, the sets
we have
lim sup max{S(t), I(t)} = 0.
t
96
1
.
2
Proof. From the proof of Lemma 2.2, we see that for any initial condition with the
property Z2 = S + 2 I > 1, we have
S
S
1 I
+ I > Z2 > 1 and +
> Z2 .
Thus,
S
dZ2
< r( + I)(S + 1 I )(1 S 2 I) < r(Z2 1)(1 Z2 ) < 0.
dt
Therefore,
1
lim sup Z2 (t) 1 lim sup I(t)
.
2
t
t
Corollary 1 implies that the carrying capacity of the infected population is 12
whenever the inequalities 2 1 , > 0 hold. Combining this result with the results in Lemma 2.1, we conclude that System (1)-(2) has a compact global attractor
A = {(S, I) X : S + 2 I 1}. An estimate of a compact global attractor for
System (1)-(2) has been found (see Theorem 3.1) whenever the inequality 2 > 1
holds.
3. Sufficient conditions for a disease-free or a disease-persistence system.
Populations must be bounded. Thus, we first show that Model (1)-(2) has a compact
global attractor:
Theorem 3.1. [Compact attractor]Assume that all parameters are strictly positive.
Then System (1)-(2) has a compact global attractor. More precisely, if 2 > 1 then
the compact set [0, 1] 0, Md+d attracts all points in X where
M=
max
0S1,0I 1
While if 2
1
,
then the compact set [0, 1] 0, 12 attracts all points in X.
Theorem 3.1 shows that System (1)-(2) is bounded whenever the parameters are
strictly positive, a property that allows the identification of sufficient conditions
guaranteeing a stable disease-free state and disease persistence (see Theorem 3.2
and Theorem 3.3). If some of the parameters in System (1)-(2) are zero then the
statement in Theorem 3.1 does not hold. Establishing boundedness of the System
(1)-(2) in this last case is still possible under a set of weakened assumptions (see
Theorem 5.1 for results in some extreme case).
3.1. Sufficient conditions for a disease-free system.
Theorem 3.2. [Sufficient conditions for a disease-free system] System (1)-(2) has
disease-free dynamics, that is,
lim sup I(t) = 0,
t
if
97
1. d or if
2. All parameters are strictly positive and
<
d
1 + 2 +
1 2
1 + 2
and C =
(1 + 2 + )( d )2 + ( dr + )
( + + 1 + 2 ) d
> 1.
(5)
System (1)-(2) has only two attractors (0, 0) and (1, 0) whenever d, with the
equilibrium (0, 0) globally stable whenever Condition (5) is satisfied.
The effective reproductive ratio of an infectious disease (here referred to as just
R), in the context of this manuscript is defined as the number of secondary infections
produced by a single infected/infectious individual over his/her entire infectious
period when the susceptible population is at a fixed demographic equilibrium (level
S ). The case when S equals the total population corresponds, to the situation
when R equals R0 (the basic reproduction number or ratio). For System (1)-(2), R
is defined by the expression
R
S
d
(6)
The numerator is the number of secondary infections S per unit of time while
the denominator denotes the inverse of the average infectious period, that is, the inverse of the disease-enhanced per-capita mortality rate, d. Disease-free populations
eventually settle to their l ocal carrying capacity (here more or less equivalent to a
demographic equilibrium) provided that, the initial population size is not below the
Allee threshold (i.e., S(0) ). Therefore, (6) gives the basic reproductive ratio, at
either the demographic equilibrium S = or S = 1. Therefore, R0 =
d denotes
the low reproductive ratio at the Allee threshold while R0 = d denotes the basic
reproductive number at the locally asymptotically stable equilibrium 1.
R0 (a dimensionless quantity) denotes the average number of secondary infections generated by a typical infective individual when introduced in a population
of susceptible individuals at a demographic steady state (typically S = 1). R0 is
intimately connected to bifurcation phenomena and, it is therefore, the bifurcation
(biological) parameter of choice. Traditional epidemiological models namely, those
of the SI, SIS, and SIR type, and a number generalizations [46, 57, 59], tend to
be completely characterized by whether R0 > 1 or R0 < 1, generating the standard epidemic pattern (robust disease dynamics, see [10]). That is, a transcritical
forward bifurcation is the natural outcome as R0 crosses 1. That is, either infected individuals will not successfully in invading a large susceptible population
(R0 < 1) and the disease will die out or, if R0 > 1, a small number of infected
individuals will always (deterministic world) succeed in invading a large susceptible
population. Theorem 3.2 shows that System (1)-(2) does not support such transcritical bifurcation since, in fact, there may not be an outbreak when R0 > 1.
According to Theorem 3.2, when R0 > 1, that is, when R0 > 1 with the parameters exceeding a critical value C > 1 (C determined by the Allee threshold ,
the role of reduced reproduction and the reductions on the competitive ability
i , i = 1, 2 of infected individuals), would mean, in this case, that the disease will
not become established. The condition d > , i.e., R0 > 1, R0 > 1 indicates
that the disease free equilibrium (1, 0) is a saddle and (, 0) is a source. Hence, if
98
+
1
2
4
1 R0 = <
= 1.4
3
1 + 2
and
C=
(1 + 2 + )( d )2 + ( dr + )
( + + 1 + 2 ) d
= 5.507 > 1.
Thus according to Theorem 3.2, System (1)-(2) is globally stable at (0, 0). In this
case, the disease will drive the whole population to extinction. We observe that C
as defined in Condition (5) must always be greater than 1 if d > r. A plausible
explanation for this phenomena, is that even though the basic reproduction number
R0 is large, the maximum birth rate of the species r, is too small to sustain a susceptible population, in a system, with Allee effects. Thus, the susceptible population
by decreasing to zero fast enough, guarantees that the infected population becomes
eventually extinct (for a paradoxical result see [7])
Here, the reproductive ratio associated with the Allee threshold will be denoted
by R0 . We will use the dimensionless quantity R0 to classify the model dynamics
in the next sections. System (1)-(2) does support complex dynamics, including
hysteresis (multiple endemic states when < R0 < 1, the definition of hysteresis
here is the same as the one used in van den Driessche and Watmough [75]). The
SI model can indeed support a stable disease-free equilibrium and two endemic
locally stable equilibria, in certain parameter ranges, with the disease being able
to re-establish itself with the aid of two selective forces, the Allee effect and
disease-induce reductions in individuals competitive ability (also a function of total
population size, see Theorem 4.1 and the bifurcation diagrams provided in Section
5).
3.2. Sufficient conditions for the persistent endemic. In this subsection, we
identify sufficient conditions for disease persistent (endemicity) in System (1)-(2).
We start with the following proposition:
Proposition 1. [Positively invariant sets]Assume that all parameters are strictly
positive and 2 1 . If < 1 and
2
r ( ) 1 (1 + |1
|) >
+ (d ).
1
1
Then the set
= {(S, I) X : S + 1 I 1 and S + 2 I 1}
is positively invariant.
The detailed proof of Proposition 1 is provided in the Appendix. A direct application of Proposition 1 and the average Lyapunov Theorem (Hutson [51]) leads to
the following theorem on the persistence of the disease:
Theorem 3.3. [Sufficient condition for endemicity]Assume that all conditions in
Proposition 1 hold. If, in addition, d < , then there exists some > 0, such that
for any initial condition taken in , we have
lim inf min{S(t), I(t)} .
t
99
See the detailed proof of Theorem 3.3 in Appendix. Theorem 3.3 gives an approximation of the basins of attractions for System (1)-(2) under the conditions of
the theorem. It further suggests that disease persistence requires two additional
conditions: (A) The total population should be above the Allee threshold; and (B)
a combination of large values of r and combined with relative small values for
2
d
1 , 1 , and .
If the requirements of Theorem 3.3 are met then the basins of attraction of the
interior attractor of System (1)-(2) can be approximated by , the blue region
shown in Figure 1.
Basins of attraction of interior attractor
1.5
1/2
r()(1(1+|12/1|))>/1+(d)
x2
/1
0.5
/1
0
0
0.1 0.2
0.3
0.4
0.5
x1
0.6
0.7
0.8
0.9
where
d
d
d
d
f (S , I ) = f ( , I ) = r( + I )( + 1 I ) 1 2 I dI = 0.
100
+ +
1
(1 + 2 + )rd ( + + 1 + 2 )rd + (d + r) 2
.
2
(S,I)
The equation f I
d = 0 has two real roots vi , i = 1, 2 given by
c=
S=
v1 =
b + b2 4ac
b2 4ac
, v2 =
.
2a
2a
where necessarily, we must have that b2 > 4ac. The main features of the dynamics
of System (1)-(2) can be summarized in the following results:
Theorem 4.1. [Dynamical properties of (1)-(2)] Under the assumption that all parameters of System (1)-(2) are strictly positive, that the system is positively invariant and bounded in X, and that it supports three boundary equilibria: (0, 0), (, 0),
and (1, 0), with (0, 0) always locally asymptotically stable, it follows that: (, 0) is
a saddle if R0 < 1 and a source if R0 > 1; (1, 0) is locally asymptotically stable if
d (i.e., R0 < 1) and a saddle if > d (i.e., R0 > 1). Moreover, System (1)(2) may have none, one, two or three interior equilibria, depending on parameter
values. Sufficient conditions for the existence of equilibria are summarized below
under the assumption that all parameters are strictly positive.
No interior equilibrium: If d or if Condition (5) holds.
(1 +2 + 1 2 )
One interior equilibrium: If 1 < R0 < max{ 1 ,
} and C < 1
1 +2
with C defined in Condition (5).
Two interior equilibria: If R0 > 1 and f ( d , v2 ) > 0
Three interior equilibria: If R0 < 1, f ( d , v1 ) < 0 and f ( d , v2 ) > 0.
The schematic nullclines of System (1)-(2) are shown in Figure 2. Since a bifurcation in general, takes place at a set of parameter values where an equilibrium or
fixed point of the system changes its stability and/or appears/disappears then from
Theorem 4.1 we conclude that:
1. If R0 > 1 ( d > ) then System (1)-(2) has either none or two interior equilibrium, a saddle node and Hopf bifurcations are possible.
2. If R0 < 1 ( d < ) then System (1)-(2) has either one or three interior equilibria
where backward and cusp bifurcations (hysteresis) can occur.
We are ready to settle the question of stability of interior equilibria:
Theorem 4.2. [Stability of interior equilibrium] We start by assuming that all
parameters are strictly positive and let ( d , I ) denote an interior equilibrium of
y
f ( d , x)
R0 > 1
x = v2
f ( d , x)
x = v1
(b)
y
R0 < 1
f ( d , x)
R0 < 1
0x=v
x = v2
x = v1
(a)
y
R0 > 1
f ( d , x)
0
x = v1
101
0x = v1 x = v2
(c)
(d)
<
<
or
( +( +)+)
max{ 1 2(21 +2 +) r
1+
1++
(1/2)2 +3/4
3
,
(1/2)2 +3/4
}
3
<
(8)
102
1+ (1/2)2 +3/4
,
}
3
d
=
0.85,
( +( +)+)
r
max{ 1 2(21 +2 +)
max{0.435, 0.635} <
thus (0.85, 0.82) and (0.85, 3.42) are locally asymptotically stable. Further, the
results in Theorem 4.2 suggest that the interior equilibrium in Case I, II, III may
go through a Hopf bifurcation as parameters vary.
4.1. Hysteresis and possible bifurcations. Hysteresis is supported by System
(1)-(2), a result that is evident from the schematic nullclines of System (1)-(2) (see
Figure 2-3). A summary of the number of interior equilibria in different cases is
collected in Table 1 as a function of values of R0 .
Table 1. Summary of the number of interior equilibrium for System (1)-(2) when one or two or all of , 1 , 2 are zero.
Values of , 1 , 2
> 0, 1 > 0, 2 > 0
= 0, 1 > 0, 2 > 0
> 0, 1 = 0, 2 > 0
> 0, 1 > 0, 2 = 0
= 0, 1 = 0, 2 > 0
= 0, 1 > 0, 2 = 0
R0 > 1
< R0 < 1
All three parameters are strictly positive
0 or 2
1 or 3
One parameter is zero
0 or 2
1
1
1
1
0
Two parameters are zero
r2
1 if R0 > r
but unstable
1
2
r1
R0 <
0
0
0
0
0
0
rd+ 2
r
0
0
= 0, 1 > 0, 2 > 0
R0 > 1
(a)
> 0, 1 = 0, 2 > 0
R0 > 1
(c)
> 0, 1 > 0, 2 = 0
R0 > 1
0
x
(e)
= 0, 1 > 0, 2 > 0
R0 < 1
103
(b)
> 0, 1 = 0, 2 > 0
R0 < 1
(d)
> 0, 1 > 0, 2 = 0
R0 < 1
0
(f)
study of d isease dynamics, broadly understood to include the dynamics of sociallydriven processes, where the role of R0 is less prominent, can be seen from the
growing number of results (see list below and references within these articles).
1.
2.
3.
4.
5.
6.
7.
Behavior in individuals during or after recovery from a disease [22, 26, 45, 66].
Adaptive behavior of individuals to disease [31, 36, 42, 53]
The effect of education and vaccination [9, 39, 41, 42, 58]
Nonconcave transmission functions or a non-constant contact rates [3, 40, 75]
Reduced fertility of infected individuals [3, 25].
Exogenous reinfection in tuberculosis [32, 53, 70, 76]
Adaptive behavior in contagion models for the dynamics of social processes
[14, 35, 65, 71].
Model (1)-(2) exhibits hysteresis when < R0 < 1, a dimensionless ratio connected to competing fitness factors among infected population from reductions in
reproductive ability or reductions in competitive ability (a function of total population density). System (1)-(2) can go through a saddle node bifurcation, Hopf
bifurcation, and a catastrophic events, which occur when a stable limit cycles merges
104
with the adjacent saddle, leading to the annihilation of both susceptible and infected
population.
The saddle node bifurcation curves are embedded in the following two curves:
d
d
f ( , v1 ) = 0 or f ( , v2 ) = 0
d
System (1)-(2) is rewritten when S > 0 as follows:
1
du
= F (u, v) = (u + v)(u + 1 v 1)
u 2 v R0 uv
(9)
d
dv
= G(u, v) = v(R0 u 1)
(10)
d
where R0 =
and =
r 2
d .
,
v
)
F
(
,
v
)
F
(
v R
u R
0
0
equilibrium ( R1 , v ) has the form
. By properly choos0
R0 v
0
ing the values of , , and i , i = 1, 2, we are able to make v = 1, Fu ( R1 , v ) = 0
0
=
and
=
(1 +
R0 )(R0
(R0 )3
1 R0 1)( + 2 R0 R0 )
R0 (1 + (R0 )2 1 (R0 )2 )
3
(R0 ) 2 (1 1 ) + R0 ( + 1 + 2
1) + 2
we see from the form of the matrix that there is a Hopf bifurcation at u = R1 , v = 1.
0
Using the Theorem 3.4.2 and the formula 3.4.11 (Guckenheimer & Holmes [38]), we
conclude that the stability of the bifurcating periodic orbit is determined by the
sign of the number h where
h = R0 (Fuuu + Fuvv + Guuv + Gvvv ) + Fuv (Fuu + Fvv )
,
Guv (Guu + Gvv ) Fuu Guu + Fvv Gvv
which can be given in the simplified form
h = R0 (Fuuu + Fuvv ) + Fuv (Fuu + Fvv )|u=
R0
,v=1 .
105
orbits occur for those bifurcation parameters (close to the bifurcation value) for
which the equilibrium is stable. We give two examples of expression for h:
1. When 1 = 2 = 1, the Hopf bifurcation originating from System (9)-(10) at
( R1 , 1) is supercritical if h < 0 and subcritical if h > 0 where
0
h=
(2
R0
2(R0 )3
+ R0 )2 (1 + R0 )2
and
= 2(R0 )3 (2 + 2) + (R0 )2 (33 + 42 9 4) + R0 (22 4 + 6) 4
2. When = 1 = 0 and 2 = 1, the Hopf bifurcation of System (9)-(10) at
( R10 , 1) is supercritical if h < 0 and subcritical if h > 0 where
h=
5. Disease dynamic patterns. We use numerically-generated bifurcation diagrams to investigate how changes in parameter values affect the patterns generated
by System (1)-(2). We focus on the effect of the relative competitive ability (i.e.,
i , i = 1, 2) of the sub-population of infected individuals on the dynamics of System (1)-(2). We proceed by fixing the values of r, , , d, and and proceed to
investigate the role of the remaining parameter with the aid of specific sub-models.
Specifically, we scale away the parameter by letting t t, r r and d d .
Thus, increasing the values of corresponds to decreasing in the values of r and d.
For convenience, we fix = 1 in the bifurcation diagrams highlighted.
The values of i , i = 1, 2 describe the fitness (relative competitive ability of infected with respect to susceptible individuals) of the infected sub-population at low
and high population levels. The set of factors considered in Model (1)-(2) include
the maximum reproduction rate of infected individuals over their average infectious
period, i.e., r/ (we use r in our bifurcation diagrams), the relative reproductive
success of infected individuals (another measure of I-class fitness), ; the value of
the Allee threshold , and the death rate of I-class, d, which includes disease-induced
deaths. We explore how changes in i , i = 1, 2 affect the dynamics of System (1)-(2)
using relevant one- and two-dimensional bifurcation diagrams, constructed under
two scenarios: R0 > 1 and R0 < 1. The two-dimensional bifurcation diagrams
in 1 and 2 space, provide information on the number of interior equilibria as
i , i = 1, 2 are varied. One-dimensional bifurcation diagrams involving either 1
or 2 allow us to investigate the stability of these equilibria at different levels of
the infected sub-population. For comparison purposes, we have chosen four sets of
factors, which are typical and therefore manage to capture interesting dynamical
outcomes.
Set 1: r = 3.5, = 0.12, = 0.2, = 1, d = 0.15 with R0 =
d < 1.
106
stable, the result of larger value of and d and lower value of r (see Theorem
4.2). The differential outcome in Set 2 and Set 4 come from the fact that Set
4 generates two disjoined saddle node bifurcations as the values of i , i = 1, 2 are
varied (see Figure 5(d)-5(f)). These last outcomes may be the result of large value
of and the large difference in the values of d and . We summarize the effects of
i , i = 1, 2 in Table 2 based on the four settings described above.
Table 2. Effects of 1 and 2 on dynamics.
Effects when R0 < 1
2
1
Hysteresis occurs
Values of R0
Intensity of values
Small values of
Intermedium values of
Large values of
5.1. Four examples. System (1)-(2) has a total of 6 parameters after we scale
away . Hence, it is difficult to evaluate how each scenario affects the dynamics.
Thus, 4 different cases are selected and the focus is directed to the study of the
effect of , d, r, and on the dynamics given that i , i = 1, 2 are kept fixed.
1. Model I: This model assumes that the infected sub-population does not have
ability to reproduce, that is, = 0; it also lacks the ability to compete when
the total population density is low, that is, 1 = 0 but infected individuals
are as competitive as susceptible provided that total population is above the
Allee threshold, that is, 2 = 1.
2. Model II: This model assumes that infected individuals have reduced reproductive ability, that is, 0 < < 1; further, it assumes that their ability
to compete for resource is equivalent to their reproduction ability, that is,
1 = 2 = .
3. Model III: This model assumes that the infected sub-population has reduced
reproductive ability, that is, 0 < < 1; it also assumes that its competitive
and reproductive ability are equivalent when the total population density is
low, that is, 1 = and that, further, it has the same competitive ability as
that of the members of the susceptible sub-population but just when the total
population is above the Allee threshold, that is, 2 = 1.
107
0.9
r=3.5; =0.12; d=0.15; =0.2
0.3
0.8
0.25
0.7
0.6
2
0.2
0.15
0.5
0.4
0.3
0.1
0.2
0.05
0.1
0.02
0.04
0.06
0.08
0.1
1
0.12
0.14
0.16
0.18
0
0
0.2
0.1
0.2
0.3
0.4
0.5
1
0.6
0.7
0.8
0.9
Bifurcation diagram of 1
9
8
7
Infected population
Infected Population
5
4
5
4
0
0
0.1
0.2
0.3
0.4
0.5
1
0.6
0.7
0.8
0.9
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
Bifurcation diagram of 2
20
90
18
80
16
70
Infected Population
Infected Population
14
12
10
8
60
50
40
30
6
20
10
2
0
0.1
0.2
0.3
0.4
0.5
2
0.6
0.7
0.8
0.9
0.02
0.04
0.06
0.08
2
0.1
0.12
0.14
0.16
(e) R0 =
< 1: Bifurcation diagram (f) R0 =
> 1: Bifurcation diagram
d
d
of 2 when r = 3.5, 1 = 0.15, = of 2 when r = 3.5, 1 = 0.15, =
0.12, = 0.2 and d = 0.15.
0.18, = 0.2 and d = 0.15.
Figure 4. First row includes two dimensional bifurcation diagrams (1 and 2 ) for System (1)-(2) highlighting the number of
interior equilibria. The black region represents no interior equilibrium; the white region corresponds to the case of one interior
equilibrium; the blue region corresponds to the case of two interior
equilibria; and the red region corresponds to the case of three interior equilibria. The second and third rows are bifurcation diagrams
for the System (1)-(2) focusing on the number of interior equilibria
and their stability. The red color represents source interior equilibria; the blue color represents sink interior equilibrium; the green
color represents saddle interior equilibrium.
108
0.018
=0.85
r=2.35;=0.2;=0.8;=1;d=0.85
Two dimensional bifurcation diagram of 1 and 2 when
0.016
r=2.35;=0.8;=0.6;=1;d=0.25
1
0.014
0.9
0.012
0.8
=0.01
2
0.01
0.7
0.6
2
0.008
0.5
2=0.45
0.006
0.4
0.004
0.3
0.2
0.002
0.1
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
0
0 1=0.1
0.2
0.4
0.6
0.8
R0
> 1: Bifurca(b)
=
tion diagram of 1 and 2
when r = 2.35, = 0.6, d =
0.25, = 0.8.
Bifurcation Diagram of 1
Bifurcation diagram of 1
12
10
r=2.35;=0.2;=0.8;2=0.01;=1;d=0.85
10
8
r=2.35;=0.8;=0.6;2=0.45;=1;d=0.25
Infected Population
Infected Population
7
8
6
5
4
4
3
2
2
1
0
0
0.1
0.2
0.3
0.4
0.5
1
0.6
0.7
0.8
0.9
0
0
0.1
0.2
0.3
0.4
0.5
1
0.6
0.7
0.8
0.9
(c) R0 =
< 1: Bifurcation diagram (d) R0 =
> 1: Bifurcation diagram
d
d
of 1 when r = 2.35, 2 = 0.01, = of 1 when r = 2.35, 2 = 0.45, =
0.2, = 0.8 and d = 0.85.
0.6, = 0.8 and d = 0.25.
Bifurcation diagram of 2
Bifurcation diagram of 2
10
15
9
8
r=2.35;=0.8;=0.6;1=0.1;=1;d=0.25
r=2.35;=0.8;=0.2;1=0.85;=1;d=0.85
Infected Population
Infected population
7
6
5
4
10
3
2
1
0
0
0.1
0.2
0.3
0.4
0.5
2
0.6
0.7
0.8
0.9
0
0
0.1
0.2
0.3
0.4
0.5
2
0.6
0.7
0.8
0.9
(e) R0 =
< 1: Bifurcation diagram (f) R0 =
> 1: Bifurcation diagram
d
d
of 2 when r = 2.35, 1 = 0.85, = of 2 when r = 2.35, 1 = 0.1, =
0.2, = 0.8 and d = 0.85.
0.6, = 0.8 and d = 0.25.
109
4. Model IV: This model assumes that the infected sub-population has reduced
reproductive ability, that is, 0 < < 1 and further, that it has the same
competitive ability as that of the members of the susceptible sub-population,
that is, 1 = 2 = 1.
We summarize the basic dynamic features associated with these special or extreme
cases of the main model in Table 3 using the theoretical results established in
previous sections.
Table 3. Summary of the basic dynamics of four models.
Values of , 1 , 2
= 0, 1 = 0, 2 = 1
0 < 1 = 2 = 1
0 < 1 = 1, 2 = 1
0 < 1, 1 = 2 = 1
d
1 if + r < but ustable
1
0 or 2
1 or 3
0 or 2
1 or 3
0 or 2
1 or 3
Model I is an extreme cases of System (1)-(2) and the results stated in Theorem
3.1 do not apply. The basic dynamical outcomes associated with Model I are
summarized as follows:
Theorem 5.1. [Dynamical properties of Model I]Assume that = 1 = 0 and
2 = 1. Let R0 =
d .
If < d, then System (1)-(2) has (0, 0) (1, 0) as its global attractor.
If d >
2
4 ,
r(1+ d
r )
2
d 4
r(1+ d
r )
.
dr
1)(1 )
R0
1
R0
1
+ r
d
,
in X, where I < 1 if
1
r
1 < R0 < min{ ,
}
r
and I > 1 if
r
rd
< R0 < min{1, 2
}.
r
rd
In addition, (S , I ) is a saddle in the case that R0 > 1.
If d < r or max{ r , d } < < r + d , then System (1)-(2) has no interior
equilibrium in X. Thus, if System (1)-(2) is bounded then any trajectory with
an initial condition in the interior of X converges to (0, 0).
Theorem 5.1 states that when = 1 = 0, 2 = 1, as long as R0 < 1, System
(1)-(2) can only have an endemic equilibrium. Further, the dynamics of System
2
(1)-(2) remain bounded in at least three cases: < d, d > 4 , and d > r. The
patterns of dynamics generated by Model I are relatively simple when compared
to those of three additional specials models. The dynamics of Model II, III, IV
are similar and thus, we focus primarily on the study of the dynamics of Model
110
II. We also include one dimensional bifurcations diagram associated with Model
III, IV involving different scenarios than those highlighted with Model II.
The effects of d and are shown in Figure 6; the effects of r, , are shown in
Figure 7; and the effects of r and d are collected in Figure 8. We use these bifurcation
diagrams, to summarize the effects of the selected factors, on the dynamics of the
System (1)-(2), in Table 4 and in Table 5
Table 4. Effects of r and on dynamics.
Effects when R0 < 1
Values of R0
Intensity of values
r
Small values of
Intermedium values of
Large values of
Large values of
Effects on dynamics
Disease persists at relatively large population levels.
d Disease persists at large population levels (Figure 8).
Disease persists and hysteresis may occur (Figure
7(e)).
d Destabilize the system and exhibit multiple equilibria but not hysteresis (Figure 7(b)-7(f)).
1.Destabilize the system and drive the whole population extinct through a series of catastrophic event
(Figure 7(f)); 2. Exhibit disease-driven extinction (Figure 7(e)).
d Disease persists at low population levels.
Thus, from Figure 6, 7, 8, 9, we conclude that in general, increases in the maximum birth rate of species, in the relative reproduction ability of infected populations, in the relative competitive ability of infected populations at low population
level, and in disease induced death rate can stabilize the system, resulting in disease persistence. On the other hand, increases in the Allee effect threshold, disease
transmission rates, and in the relative competitive ability of infected population
at the higher population level can destabilize the system resulting in the eventual
collapse of the whole population, a catastrophic (disease-induced) event.
111
25
10
9
=0.18; d=0.2
20
8
7
15
10
5
4
3
2
1
0
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
0
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
(a) R0 < 1: Two dimensional bifur- (b) R0 > 1: Two dimensional bifurcation diagram of and r when = cation diagram of and r when =
0.18, 1 = 2 = and d = 0.2
0.18, 1 = 2 = and d = 0.15.
Bifurcation diagram of r
Bifurcation diagram of r
1.4
1.8
1.2
1.6
1.4
Infected Population
Infected Population
0.8
0.6
1.2
0.8
0.4
0.6
0.2
0
1.5
0.4
1.6
1.7
1.8
1.9
2
r
2.1
2.2
2.3
2.4
0.2
1.6
2.5
1.7
1.8
1.9
2.1
2.2
2.3
2.4
2.5
Bifurcation diagram of
3.5
4.5
4
r=6;=0.18; = =;=1;d=0.15
3.5
r=6;=0.18;d=0.2
Infected Population
Infected Population
2.5
1.5
3
2.5
2
1.5
1
1
0.5
0.5
0
0.1
0.11
0.12
0.13
0.14
0.15
0.16
0.17
0.18
0.19
0.2
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
112
0.8
0.7
7 d=0.15;=0.2
0.6
0.5
0.4
0.3
0.2
r=6;d=0.2
0.1
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
Bifurcation diagram of
4.5
3.5
r=3.5;=0.2;d=0.15
r=6;=0.135;1=2=;=1;d=0.2
3.5
Infected Population
Infected Population
2.5
3
2.5
2
1.5
1.5
1
1
0.5
0.5
0
0
0.05
0.1
0.15
0.2
0.25
0.06
0.08
0.1
0.12
0.14
0.16
0.18
0.2
0.22
Bifurcation diagram of
0.45
0.9
0.4
0.8
r=6;=0.8;1=2=;=1;d=0.2
r=3.5;=0.2;1=2=;=1;d=0.8
0.35
Infected Population
Infected Population
0.7
0.6
0.5
0.4
0.3
0.25
0.2
0.15
0.3
0.1
0.2
0.05
0.1
0
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
113
10
0.9
r=6;=0.18
0.8
0.7
0.6
0.5
0.4
0.3
0.2
r=6;=0.1;=0.18;1=2=;=1
d==0.18
0.1
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
Bifurcation diagram of d
10
Infected Population
r=6;=0.11;=0.18;1=2=;=1
Infected Population
7
d==0.18
6
5
6
d==0.18
5
4
3
3
2
1
1
0
0
0.1
0.2
0.3
0.4
0.5
d
0.6
0.7
0.8
0.9
0
0
0.1
0.2
0.3
0.4
0.5
d
0.6
0.7
0.8
0.9
r=6;=0.125;=0.18;1=2=;=1
r=6;=0.13;=0.18;1=2=;=1
Infected Population
d==0.18
0
0
d==0.18
0.1
0.2
0.3
0.4
0.5
d
0.6
0.7
0.8
0.9
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
114
Bifurcation diagram of
Bifurcation diagram of
0.8
0.8
r=8; =0.18; d=0.15; 1=; 2=1
0.7
0.6
Infected Population
Infected Population
0.6
0.5
0.4
0.5
0.4
0.3
0.3
0.2
0.2
0.1
0
0.1
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
0
0.2
0.5
0.25
0.3
0.35
0.4
0.45
0.5
0.7
0.7
r=0.45; =0.05; d=0.1; 1=2=1
0.6
0.5
Infected Population
Infected Population
0.5
0.4
0.3
0.2
0.4
0.3
0.2
0.1
0
0
0.6
0.1
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
0
0.01
0.02
0.03
0.04
0.05
0.06
0.07
0.08
0.09
0.1
Bifurcation diagram of
0.35
0.4
r=2.5; =0.46; d=0.45; 1=2=1
0.3
0.3
Infected Population
Infected Population
0.25
0.2
0.15
0.25
0.2
0.15
0.1
0.1
0.05
0
0
0.05
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
0
0
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
0.5
and d = 0.15;
Figure 4(d) is a bifurcation diagram of 1 when r = 3.5, 2 = 0.1,
and d = 0.15;
Figure 4(e) is a bifurcation diagram of 2 when r = 3.5, 1 = 0.15,
and d = 0.15;
Figure 4(d) is a bifurcation diagram of 2 when r = 3.5, 1 = 0.15,
and d = 0.15;
Figure 4(f) is a bifurcation diagram of 2 when r = 3.5, 1 = 0.15,
and d = 0.15.
115
= 0.18, = 0.2
= 0.12, = 0.2
= 0.12, = 0.2
= 0.18, = 0.2
Figure 5: First row corresponds the two dimensional bifurcation diagrams over 1
and 2 for System (1)-(2) focusing on the number of interior equilibria: The black
region represents no interior equilibrium; the white region one interior equilibrium;
blue region two interior equilibria; and the red region three interior equilibria. The
second and third rows correspond to bifurcation diagrams for System (1)-(2) that
highlight the number of interior equilibria and their stability. The red color represents that source interior equilibrium; the blue color represents sink interior equilibrium; the green color represents saddle interior equilibrium. Specifically,
Figure 5(a) is a bifurcation diagram of 1 and 2 when r = 2.35, = 0.2, d =
0.85, = 0.8;
Figure 5(b) is a bifurcation diagram of 1 and 2 when r = 2.35, = 0.6, d =
0.25, = 0.8;
Figure 5(c) is a bifurcation diagram of 1 when r = 2.35, 2 = 0.01, = 0.2, = 0.8
and d = 0.85;
Figure 5(d) is a bifurcation diagram of 1 when r = 2.35, 2 = 0.45, = 0.6, = 0.8
and d = 0.25;
Figure 5(e) is a bifurcation diagram of 2 when r = 2.35, 1 = 0.85, = 0.2, = 0.8
and d = 0.85;
Figure 5(f) is a bifurcation diagram of 2 when r = 2.35, 1 = 0.1, = 0.6, = 0.8
and d = 0.25.
Figure 6: First row are two dimensional bifurcation diagrams of 1 and 2 for
Model II regarding the number of interior equilibria: The black region represents
no interior equilibrium; the white region represents one interior equilibrium; blue
region represents two interior equilibria and the red region represents three interior
equilibria. The second and third rows are bifurcation diagrams for system (1)-(2)
regarding the number of interior equilibria and their stability. The red color represents that interior equilibrium is a source; the blue color represents that interior
equilibrium is a sink; the green color represents that interior equilibrium is a saddle.
Specifically,
Figure 6(a) is a two dimensional bifurcation diagram of and r when = 0.18, 1 =
2 = and d = 0.2;
Figure 6(b) is a two dimensional bifurcation diagram of and r when = 0.18, 1 =
2 = and d = 0.15;
Figure 6(c) is a bifurcation diagram of r when = .18, = 0.4, 1 = 2 = and
d = 0.2;
Figure 6(d) is a bifurcation diagram of r when = .18, = 0.4, 1 = 2 = and
d = 0.15;
Figure 6(e) is a bifurcation diagram of when r = 6, = 0.18, 1 = 2 = and
116
d = 0.2;
Figure 6(f) is a bifurcation diagram of when r = 6, = 0.18, 1 = 2 = and
d = 0.15.
Figure 7: First row are two dimensional bifurcation diagrams of and r for
Model II regarding the number of interior equilibria: The black region represents
no interior equilibrium; the white region represents one interior equilibrium; blue
region represents two interior equilibria and the red region represents three interior
equilibria. The second and third rows are bifurcation diagrams for system (1)-(2)
regarding the number of interior equilibria and their stability. The red color represents that interior equilibrium is a source; the blue color represents that interior
equilibrium is a sink; the green color represents that interior equilibrium is a saddle.
Specifically,
Figure 7(a) is a bifurcation diagram of and when r = 6, 1 = 2 = and
d = 0.2;
Figure 7(b) is a bifurcation diagram of r and when d = 0.15, 1 = 2 = and
= 0.2;
Figure 7(c) is a bifurcation diagram of when r = 6, = 0.12, 1 = 2 = and
d = 0.2;
Figure 7(d) is a bifurcation diagram of d when r = 3.5, = 0.1, 1 = 2 = and
= 0.18;
Figure 7(e) is a bifurcation diagram of when r = 6, = 0.8, 1 = 2 = and
d = 0.2;
Figure 7(f) is a bifurcation diagram of d when r = 3.5, = 0.2, 1 = 2 = and
d = 0.18.
Figure 8: First one is a two dimensional bifurcation diagrams of and d for
Model II regarding the number of interior equilibria: The black region represents
no interior equilibrium; the white region represents one interior equilibrium; blue
region represents two interior equilibria and the red region represents three interior
equilibria. The second and third rows are bifurcation diagrams for system (1)-(2)
regarding the number of interior equilibria and their stability. The red color represents that interior equilibrium is a source; the blue color represents that interior
equilibrium is a sink; the green color represents that interior equilibrium is a saddle.
Specifically,
Figure 8(a) is a bifurcation diagram of and d when = 0.18, 1 = 2 = and
r = 6;
Figure 8(b) is a bifurcation diagram of d when r = 6, = 0.18, = 0.1, 1 = 2 = ;
Figure 8(c) is a bifurcation diagram of d when r = 6, = 0.18, = 0.11, 1 = 2 =
;
Figure 8(d) is a bifurcation diagram of d when r = 6, = 0.18, = 0.12, 1 = 2 =
;
Figure 8(e) is a bifurcation diagram of d when r = 6, = 0.18, = 0.125, 1 = 2 =
;
Figure 8(f) is a bifurcation diagram of d when r = 6, = 0.18, = 0.3, 1 = 2 = .
Figure 9: One dimensional bifurcation diagrams for Model III & IV regarding
the number of interior equilibria and their stability. The red color represents that
interior equilibrium is a source; the blue color represents that interior equilibrium is
117
a sink; the green color represents that interior equilibrium is a saddle. Specifically,
Figure 9(a) is a bifurcation diagram of when r = 8, = 0.13, 1 = ; 2 = 1 and
d = 0.15;
Figure 9(b) is a bifurcation diagram of when r = 8, = 0.18, 1 = ; 2 = 1 and
d = 0.15;
Figure 9(c) is a bifurcation diagram of when r = 0.45, = 0.05, 1 = 2 = 1 and
d = 0.1 i.e. R0 > 1;
Figure 9(d) is a bifurcation diagram of when r = 0.45, = 0.8, 1 = 2 = 1 and
d = 0.1
Figure 9(e) is a bifurcation diagram of when r = 2.5, = 0.46, 1 = 2 = 1 and
d = 0.45;
Figure 9(f) is a bifurcation diagram of when r = 2.5, = 0.2, 1 = 2 = 1 and
d = 0.45.
=
=
(11)
118
2.
3.
4.
5.
interior equilibrium (0.13, 2.399). The infected population with less reproduction ability < 1 and different competitive fitness as the total population level
varies leads to an Allee threshold switch. Specifically, S + 2 I = 1 becomes
the effective Allee threshold and S + 1 I = 1 the effective carrying capacity.
Disease-induced extinction: Theorem 3.2 clarifies the outcomes in two
scenarios when System (1)-(2) has disease-free dynamics: 1. If d, then
System (1)-(2) has two global attractors, (0, 0) and (1, 0); 2. If R0 > 1 and
Condition (5) holds, then System (1)-(2) has (0, 0) as its global attractor, that
is, the population goes to extinct. The second case can be considered as a case
of disease-induced extinction due to the interplay of three features incorporated in System (1)-(2) (reduced reproductive ability , impact of competitive
ability of infected population at low and hight population levels i , i = 1, 2),
and the potentially low maximum reproductive rate, r. Both cases do not
support interior equilibrium and the transition between the both scenarios is
mediated by the emergence of an endemic equilibrium, which seems to undergo a Hopf bifurcation (simulations). These phenomena have been noted
by Thieme et al [74].
From the bifurcation diagrams, we observe that for large values of the Allee
effect threshold (see Figure 7(c)-7(f)), the competitive ability of infected individuals 2 at high population levels (see Figure 5(e)), the lower reproductive
ability of infected population (see Figure 6(e)), and the lower value of the
maximum reproductive rate r (see Figure 6(c)), can lead to disease-induced
extinction of the population through a series of catastrophe events that occur
when a stable limit cycles merges with the adjacent saddle, leading to the
annihilation of susceptible and infected sub-populations.
Basin of attraction of interior attractor: Theorem 3.3 provides an estimate of the basins of attractions of System (1)-(2) under some conditions.
In order to have an idea of what happens when the conditions in Theorem
3.3 do not hold, we have carried out numerical simulations that suggest that
System (1)-(2) seem have a relative large basins of attractions when the system supports three interior equilibria (e.g., hysteresis). For example, when
r = 3.5, = 0.12, = 0.2, = 1, d = 0.15, 1 = 0.15, 2 = 0.1, System (1)(2) has three interior equilibria (0.15, 0.3095), (0.15, 0.6226) and (0.15, 6.6180),
with (0.15, 0.3095) a source; (0.15, 0.6226) a saddle, and (0.15, 6.6180) a locally
asymptotically stable sink. Simulations suggest that the trajectory converges
to (0.15,6.6180) whenever the initial infected population is larger than 1.3
(not very realistic) or the initial susceptible population is larger than 0.15
(see Figure 10).
Hysteresis: Theorem 4.1-4.2 shows that System (1)-(2) can support one
or three interior equilibria ( d , I ) when R0 < 1, that is, when d > .
The medium interior equilibrium is always a saddle and the smallest interior equilibrium can be a sink or a source. For example, when r = 3.5, =
0.12, = 0.2, = 1, d = 0.15, 1 = 0.15, 2 = 0.1, System (1)-(2) has three
interior equilibria with the smallest interior equilibrium a source. When
r = 2.35; = 0.85; 1 = 1; 2 = 0.02; = 0.235; d = 0.85; = 1, System
(1)-(2) also has three interior equilibria with the smallest interior equilibrium
a sink (see Figures 4, 5, 6, 7 and 8, 9).
Stabilizer and destabilizer: Simulations suggest that increasing the values
of d, r, or 1 (after certain thresholds) can stabilize System (1)-(2), that is,
119
0
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
Initial Susceptible Population
0.8
0.9
120
and infectious diseases have focused on the role of Allee effects at small population
densities while Friedman and Yakubu [33] have shown that the presence of an Allee
effect in host demographics also matters at large population densities. Our model
(1)-(2) appears to be the first that incorporates Allee effects and reductions in fitness (competitive ability) from infection, modifications that lead to rich dynamical
outcomes (see five characteristics summarized above).
7. Proofs. In this section, we collect technical details associated with the detailed
proof of analytical results in this manuscript.
Proof of Lemma 2.1.
Proof. Notice that f (S, I) is continuous in X and smooth when S > 0. It is easy
to check that (0, 0) is a trivial equilibrium of System (1)-(2). Then by continuity
arguments, we can easily show that both X and Xx are positively invariant sets.
For any point in X with S > 1, we have that
dS
= r(S + I)(S + 1 I ) (1 S 2 I) SI 0.
dt
Thus,
lim sup S(t) 1.
t
121
dZ1
dt
(12)
r( S + I)( S + 1 I 1) (1 S 2 I)
.
(1 2 )SI d2 I
rZ2 (Z2 1) (1 Z2 ) < 0
dZ
This shows that S +2 I 1 will hold at some future time. Since dt2 |S+2 I=1 0,
we must have that S + 2 I 1 for all future time. Thus, both
and 1 are
positively invariant if 2 1 holds.
1
Take any initial condition in
, if 2 < holds then from System (12) we
conclude that:
dZ1
S
< r( + I)(S + 1 I )(1 ) < r(1 )(S + 1 I)(S + 1 I ) < 0.
dt
Thus,
lim Z1 (t) = 0 lim sup max{S(t), I(t)} = 0.
1
1 < 2 .
1
2 .
122
Hence, if 2 >
we have
M +d
M +d
lim sup I(t)
.
d
d
t
While if 2
then making use of Lemma 2.2 and its corollary 1, we conclude
that System (1)-(2) has [0, 1] [0, 12 ] as its compact global attractor. Therefore,
System (1)-(2) is bounded, whenever all parameters are strictly positive.
Proof of Theorem 3.2.
Proof. According to Theorem 3.1, we know that for any > 0 and any initial
condition (S(0), I(0)) X, there exists some time t1 such that
S(t) < 1 + for all t > t1 .
If < d, then we can choose small enough such that (1 + ) d = a < 0. This
implies that for time t1 large enough, we have
dI
dt
I ((1 + ) d) aI < 0
where
d
d
d
d
f (S , I ) = f ( , I ) = r( + I )( + I ) 1 I dI = 0.
+ +
1
c=
If
(1 + 2 + )rd ( + + 1 + 2 )rd + (d + r) 2
.
2
1 + 2 + 12
( + + 1 + 2 )r d
f (S,I)
d
I
S=
123
no positive root, that is, System (1)-(2) has no interior equilibrium in R2+ .
Since all parameters are strictly positive then according to Theorem 3.1, System
(1)-(2) has a compact global attractor. Thus, from an application of the PoincareBendixson Theorem (Guckenheimer & Holmes [38]) we conclude that the trajectory
starting at any initial condition living in X converges to one of three boundary
equilibria when the System (1)-(2) has no interior equilibrium. Therefore,
lim sup I(t) = 0.
t
Simple algebraic calculations show that (0, 0), (, 0), and (1, 0) are three disease free
equilibria of System (1)-(2), with (0, 0) always locally asymptotically stable; (, 0)
a saddle if
d < 1 and a source if d > 1; (1, 0) is locally asymptotically stable if
d (i.e., R0 < 1) and a saddle if > d(i.e., R0 > 1). Therefore, System (1)-(2)
has only two attractors (0, 0) and (1, 0) if d while System (1)-(2) has global
stability at (0, 0) if Condition (5) is satisfied.
Proof of Proposition 1.
Proof. From the proof of Theorem 3.1, we know that 1 is a compact global attractor of System (1)-(2) . Thus, we can restrict the study of the dynamics of System
(1)-(2) to this compact set 1 . If we start at any initial condition in 1 , we have
that:
dZ1
dt
=
=
rZ1 (Z1 ) (1 Z1 )
(1 1 )I d1 I rZ1 (Z1 ) |1 2 |I
r ( ) (1 ) m
t=0
(13)
where
m=
Thus, we have
(1 1 ) + d1 + r ( ) |1 2 |
.
1
dZx
dt t=0
> 0 if
2
|) >
+ (d ).
r ( ) 1 (1 + |1
1
1
(14)
Therefore, if there exists such that the Equalities (13)-(14) hold, then we have
Z1 (t) > for all t > 0. The set define below by
= {(S, I) X : S + 1 I 1 and S + 2 I 1}
is used to note that if 2 < 1 then from Lemma 2.2 it follows that 1 is positively
invariant. Therefore, it follows that is also positively invariant.
124
dt
dt
.
FromTheorem 3.1 it follows that System (1)-(2) has a compact global attractor 1 .
The family BI = {(S, I) : I = 0} are compact positively invariant sets. Take
any initial condition in then from its positive invariant property we see that
d
dV
> 0.
V dt I=0
Hence, we can apply Theorem 2.5 of Hutson (1984) to guarantee the persistence of
I. That is, there exists a > 0 such that for any initial condition in , we have
lim inf I(t) .
t
d < 1) and it is a source if R0 > 1 (i.e., d > 1); (1, 0) is a saddle when > d (i.e.,
R0 > 1) and locally asymptotically stable if < d (i.e., R0 < 1) by calculating the
eigenvalues of Jacobian matrices of System (1)-(2) evaluated at these equilibria (see
(15), (16) and (17)). The sufficient condition on no interior equilibrium can be
derived from Theorem 3.3.
J(0,0)
J(,0)
J(1,0)
r
0
r
d
(15)
r(1 ) r1 (1 )
0
d
r(1 ) r(1 )2
0
d
(16)
(17)
Notice that f ( d , 0) > 0 when d > . Thus, if f ( d , v1 ) < 0 and f ( d , v2 ) > 0 with
vi > 0, i = 1, 2, then f ( d , v ) = 0 has three positive roots, that is, System (1)-(2)
has two interior equilibria in X.
While if d < , we have f ( d , 0) < 0. Thus, if in addition f ( d , v2 ) > 0 with
v2 > 0 then f ( d , v ) = 0 has two positive roots. Therefore, in this case, System
(1)-(2) has two interior equilibria in X.
125
I
0
where
f
d
,I=I
I |S=
f
d
,I=I
S |S=
Thus, we have
(1 +(2 +)+)
I
2r (1 + 2 + ) d + r 2(
1 +2 +)
r 3( d )2 2( + 1)( d ) +
f
d
,I=I
S |S=
p
1 + ( 1/2)2 + 3/4
d
< <
3
p
(1 + (2 + ) + ) r 1 + + ( 1/2)2 + 3/4
d
,
}< .
max{
2(1 + 2 + )
3
(1 + (2 + ) + )
2(1 + 2 + )
or
(19)
f
d
,I=I
I |S=
f
| d
< 0
I S= ,I=I
S S= ,I=I
f
f
and D = det( |S= d ,I=I ) = I |S= d ,I=I .
S
I
Thus, if T < 0 and D > 0 then ( d , I ) is locally asymptotically stable while if
D < 0, then ( d , I ), it is a saddle node.
We can conclude that the statement of Theorem 4.2 holds.
126
d 4
If d > r then
= rS(S ) (1 S I) dS = rS(S ) rS 2 N + rSN d(N S)
= rS(S + dr ) (d r)N r(1 + dr ) (d r)N
dN
dt
r(1+ d )
r
Thus, lim supt S(t) + I(t) < dr
.
It is easy to check that when System (1)-(2) has an interior equilibrium if
= 1 = 0, 2= 1. The interior equilibrium should has the form as (S , I ) =
d
d
d ( )(1 )
d
,
+
. If <
< and
d
(
d ) <
0<
( d
( d )(1 d )
0<
If
< 1 and
r,
<
< 1.
d ( d )
then
)(1 d )
d
> , then
<
> 1.
+ d holds then System (1)-(2) has only boundary equilibria, that is, no interior
equilibrium. Then according to the Poincare-Bendixson Theorem (Guckenheimer
& Holmes [38]), the trajectory starting with any initial conditions in X converges to
one of three boundary equilibria when System (1)-(2) has a compact global attractor
[0, 1] [0, M ]. Since d then we have
d and > d.
Hence, both (, 0) and (1, 0) are transversal unstable. Thus, for any initial condition
taken in the interior of X, it is impossible for its trajectory to converge to (, 0) or
(1, 0). Thus, the trajectory must converge to (0, 0).
Acknowledgments. This work was initiated during the 2011 summer program of
The Mathematical and Theoretical Biology Institute (MTBI ). This research of CCC
is partially supported by the grant number 1R01GM100471-01 from the National
Institute of General Medical Sciences (NIGMS) at the National Institutes of Health
and partially supported by the grant number U54GM088558 from NIGMS to Marc
Lipsitch and the Center for Communicable Disease Dynamics. The research of Y.K.
is partially supported by Simons Collaboration Grants for Mathematicians (208902)
and NSF DMS (1313312). We also would like to thank Kamal Barley for his great
help in improving the qualities of all figures and adding MR numbers for all papers
in the reference; and thank Dr. Benjamin Morin for improving the first 6 pages of
our paper.
127
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