Threshold behavior of a stochastic SIS model with jumps

In this paper, the dynamics of a stochastic SIS model with Levy jumps are investigated. We first prove that this model has a unique global positive solution starting from the positive initial value. Then, taking the accumulated jump size into account, we find a threshold of the model, denoted by R ? 0 , which completely determines the extinction and prevalence of the disease: if R ? 0 < 1 , the disease dies out exponentially with probability one; if R ? 0 1 , the solution of the model tends to a point in time average which leads to the stochastical persistence of the disease. From the view of epidemiology, the existence of threshold is useful in determining treatment strategies and forecasting epidemic dynamics. Moreover, we find that Levy noise can suppress disease outbreak. Finally, we introduce some numerical simulations to support the main results obtained.

[1]  L. Wahl,et al.  Perspectives on the basic reproductive ratio , 2005, Journal of The Royal Society Interface.

[2]  O. Diekmann,et al.  On the definition and the computation of the basic reproduction ratio R0 in models for infectious diseases in heterogeneous populations , 1990, Journal of mathematical biology.

[3]  R. C. Merton,et al.  Option pricing when underlying stock returns are discontinuous , 1976 .

[4]  Ke Wang,et al.  Stochastic SIR model with jumps , 2013, Appl. Math. Lett..

[5]  Daqing Jiang,et al.  Long-time behaviour of a perturbed SIR model by white noise , 2013 .

[6]  Matjaz Perc,et al.  Flights towards defection in economic transactions , 2007 .

[7]  Daqing Jiang,et al.  Stationary distribution of a stochastic SIS epidemic model with vaccination , 2014 .

[8]  Daqing Jiang,et al.  Threshold behaviour of a stochastic SIR model , 2014 .

[9]  Ingemar Nåsell,et al.  Stochastic models of some endemic infections. , 2002, Mathematical biosciences.

[10]  Partha Sarathi Mandal,et al.  Stochastic persistence and stationary distribution in a Holling–Tanner type prey–predator model , 2012 .

[11]  Desmond J. Higham,et al.  An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations , 2001, SIAM Rev..

[12]  Daqing Jiang,et al.  The ergodicity and extinction of stochastically perturbed SIR and SEIR epidemic models with saturated incidence , 2012 .

[13]  Pasquale Vetro,et al.  Stability of a stochastic SIR system , 2005 .

[14]  Daqing Jiang,et al.  Global stability of two-group SIR model with random perturbation☆ , 2009 .

[15]  Yanan Zhao,et al.  The threshold of a stochastic SIS epidemic model with vaccination , 2014, Appl. Math. Comput..

[16]  Aadil Lahrouz,et al.  Extinction and stationary distribution of a stochastic SIRS epidemic model with non-linear incidence , 2013 .

[17]  Liangjian Hu,et al.  A Stochastic Differential Equation SIS Epidemic Model , 2011, SIAM J. Appl. Math..

[18]  X. Mao,et al.  Competitive Lotka–Volterra population dynamics with jumps , 2011, 1102.2163.

[19]  Matjaz Perc,et al.  The Matthew effect in empirical data , 2014, Journal of The Royal Society Interface.

[20]  Guoting Chen,et al.  STABILITY OF STOCHASTIC DELAYED SIR MODEL , 2009 .

[21]  Qingshan Yang,et al.  Dynamics of a multigroup SIR epidemic model with stochastic perturbation , 2012, Autom..

[22]  Xuerong Mao,et al.  The SIS epidemic model with Markovian switching , 2012 .

[23]  Ke Wang,et al.  Stochastic SEIR model with jumps , 2014, Appl. Math. Comput..

[24]  Ke Wang,et al.  Dynamics of a Leslie-Gower Holling-type II predator-prey system with Lévy jumps , 2013 .

[25]  H. Fort,et al.  Fat tails in marine microbial population fluctuations , 2013 .

[26]  Frank Ball,et al.  A general model for stochastic SIR epidemics with two levels of mixing. , 2002, Mathematical biosciences.

[27]  Indrajit Bardhan,et al.  Pricing options on securities with discontinuous returns , 1993 .

[28]  Margherita Carletti,et al.  Mean-square stability of a stochastic model for bacteriophage infection with time delays. , 2007, Mathematical biosciences.

[29]  M. Perc Transition from Gaussian to Levy distributions of stochastic payoff variations in the spatial prisoner's dilemma game. , 2007, Physical review. E, Statistical, nonlinear, and soft matter physics.