On a new method for the stochastic perturbation of the disease transmission coefficient in SIS models

Alberto Lanconelli and Berk Tan Perçin

Applied Mathematics and Computation, 2022, vol. 413, issue C

Abstract: In this study we investigate a novel approach to stochastically perturb the disease transmission coefficient, which is a key parameter in susceptible-infected-susceptible (SIS) models. Motivated by the papers [5] and [2], we perturb the disease transmission coefficient with a Gaussian white noise, formally modelled as the time derivative of a mean reverting Ornstein-Uhlenbeck process. We remark that, thanks to a suitable representation of the solution to the deterministic SIS model, this perturbation is rigorous and supported by a Wong-Zakai approximation argument that consists in smoothing the singular Gaussian white noise and then taking limit of the solution from the approximated model. We prove that the stochastic version of the classic SIS model obtained this way preserves a crucial feature of the deterministic equation: the reproduction number dictating the two possible asymptotic regimes for the infection, i.e. extinction and persistence, remains unchanged. We then identify the class of perturbing noises for which this property holds and propose simple sufficient conditions for that. All the theoretical discoveries are illustrated and discussed with the help of several numerical simulations.

Keywords: SIS epidemic model; Itô and stratonovich stochastic differential equations; Wong-Zakai approximation; Extinction; Persistence (search for similar items in EconPapers)
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:413:y:2022:i:c:s0096300321006846

DOI: 10.1016/j.amc.2021.126600

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