Global dynamics for a class of reaction–diffusion multigroup SIR epidemic models with time fractional-order derivatives*
Global dynamics for a class of reaction–diffusion multigroup SIR epidemic models with time fractional-order derivatives*
Nonlinear Analysis: Modelling and Control, vol. 27, núm. 1, pp. 142-162, 2022
Vilniaus Universitetas

Recepción: 03 Noviembre 2020
Publicación: 01 Enero 2022
Abstract:
This paper investigates the global dynamics for a class of multigroup SIR epidemic model with time fractional-order derivatives and reaction–diffusion. The fractional order considered in this paper is in (0, 1], which the propagation speed of this process is slower than Brownian motion leading to anomalous subdiffusion. Furthermore, the generalized incidence function is considered so that the data itself can flexibly determine the functional form of incidence rates in practice. Firstly, the existence, nonnegativity, and ultimate boundedness of the solution for the proposed system are studied. Moreover, the basic reproduction number R0 is calculated and shown as a threshold: the disease-free equilibrium point of the proposed system is globally asymptotically stable when
while when
the proposed system is uniformly persistent, and the endemic equilibrium point is globally asymptotically stable. Finally, the theoretical results are verified by numerical simulation.
Keywords: SIR epidemic model, multigroup, reaction–diffusion, fractional order, asymptotic stability.
1 Introduction
As we all know, mathematical models play an important role in researching the dynamical behavior of infectious diseases. In the classical epidemic model, it is generally considered that individuals are completely mixed, and everyone has the same possibility of infection. However, due to the differences in age, geographical distribution, and other factors, it is more realistic to divide the total population into several different populations, that is, to establish a multigroup epidemic model. Lajmanovich et al. first proposed the SIS multigroup systems and researched the stability of the endemic equilibrium point [11]. Subsequently, there are many research efforts devoted to investigating the importance of multigroup epidemic models [6, 8, 14]. Guo et al. were the first to successfully establish the complete global dynamics of the multigroup epidemic model based on the basic reproduction number [7]. Boosted by the work of Guo et al., many researchers discussed the stability of various multigroup systems [3, 15, 20, 21, 25].
Meanwhile, individual diffusion behavior is widespread in the actual propagation of infectious diseases. With the development of global transportation, individuals in incu- bation period can easily travel from one place to another, which is thought to be one of the main reasons of the global pandemic of infectious diseases. For instance, SARS first appeared in China’s Guangdong Province in November 2002 and then quickly spread to other parts of China and even the world [26]. Also, COVID-19 was first detected at the end of December 2019 with successive cases occurring worldwide. Therefore, in order to better understand the impact of population mobility on the spread of infectious diseases, it is necessary to incorporate human movement into epidemic model to provide more theoretical guidance for epidemic control. Li et al. analyzed the stability and the uniform persistence of a SIRS epidemic model with diffusion [12]. Xu et al. studied the stability and the existence of traveling wave solutions of a SIS epidemic model with diffusion [28]. Recently, many diffusive epidemic models have been used to model within-group and inter-group interactions in spatially environments, for example, Wu et al. investigated a multigroup epidemic model with nonlocal diffusion and obtained the asymptotic behav- ior of traveling wave fronts [27].
It is worth noting in real life that the spread of infectious diseases not only depends on its current state, but also on its past state. Actually, it can be achieved that current state of fractional-order epidemic models depends on the past information since any fractional derivative contains a kernel function [30]. Furthermore, Smethurst et al. found that the patient waits for the doctor’s time to follow a power law model
[24]. More importantly, Angstmann et al. proposed a infectivity SIR model with fractional- order derivative, and they showed how fractional-order derivative arise naturally by con- tinuous time random walk [2]. As generalized of classical integers ones, Hethcote firstly proposed a fractional-order SIR model with a constant population [8]. Then Almeida et al. considered the local stability of two equilibrium points of a fractional SEIR epidemic model [1].
Typically, the reaction term describes a birth-death reaction occurring in a habitat or reactor. The diffusion term simulates the movement of the individual in the environment in real-world applications. The diffusion is often described by a power law
where
is the diffusion coefficient, and
is the elapsed time. In normal diffusion, the order
But if
particle undergoes superdiffusion, which mainly describes the process of active cell transport; if
, this phenomenon is called subdiffusion, which can be the diffusion of proteins within cells or the diffusion of viruses between individuals [29]. And it results in a Caputo time-fractional reaction– diffusion system with fractional order
. Meanwhile, it is pointed out in [19] that long waiting times model particle sticking, and the density of this process spreads slower than normal diffusion. Also, as shown in [19], Caputo time-fractional reaction– diffusion curve has a sharper peak and heavier tails, which can be used to describe the ability to control the transmission of the disease when only a small number of people are infected, such as COVID-19. The study of subdiffusion system has attracted widespread interest in recent years. Mahmoud et al. studied the Cauchy problem of the fractional- order evolution equation and obtained the expression of the solution of the time fractional- order reaction diffusion system [18]. The subdiffusive predator–prey system is discussed, and the analytical solution of the system is studied in [29]. However, few works have been devoted to studying the subdiffusion epidemic model. Motivated by this, in this work, we focus on time-fractional reaction–diffusion epidemic system, which means the spread of infectious diseases is slower than a Brown motion.
Based on the above discussion, the dynamics of the multigroup SIR epidemic model with generally incidence rates is investigated in this paper. Particularly, the susceptible individuals, infective individuals, and recovered individuals are assumed to follow Fickian diffusion.
The organization of this paper is as follows. A class of diffusive SIR epidemic model with time fractional-order derivatives is formulated and some preliminaries are introduced in Section 2. In Section 3, global dynamics of the proposed model are studied, and numerical simulations are presented to illustrate theoretical results in Section 4. Finally, a brief discussion is given in Section 5.
2 Model development
Before presenting a class of multigroup reaction–diffusion SIR epidemic model with time fractional-order derivatives, some necessary preliminaries are presented.
2.1 Preliminaries
This section begins with some notations, definitions, and results.
Notation. Let
be a continuous function;
be the positive cone of
with the norm
where
and
be a open set of
such that
where
is the boundary of
be the positive cone of 
Definition 1. (See [22].) Caputo fractional derivative of order
for a function
is defined by

where
and 
Lemma 1. Let
be nonnegative and
be the solution to the following system, respectively:
p2


Proof. Let
then
satisfies the following system:

Based on
and
we have
Therefore, it can be deduced that 
Lemma 2. (See [29].) Consider the following system:
(1)
Suppose
is mixed quasimonotonous and satisfies the local Lipschitz condition

where
is constant, and
where
is a given constant. If the upper solution
and the lower solutions
satisfy
system (1) has a unique solution in 
Lemma 3. The system with time fractional-order derivatives
(2)
has a unique global asymptotic stability of constant equilibrium 
Proof. Define the Lyapunov function

Calculating the fractional derivative of
along the trajectories of system (2), one has

and .. = 0 if and only if . = ... Then according to [4], there exists a unique global asymptotic stability of constant equilibrium .. = b/µ for system (2).
Lemma 4. Consider the following system:
(3)
where
satisfies the local Lipschitz condition, and
Then for
one has
with
Proof. According to the definition of Caputo fractional-order derivative, one has

Let
then

By calculation,
Hence,
is a solution of system (9). Further,
By the uniqueness of the solution it is deduced that 
2.2 System description
In [10], Korobrinikov et al. studied a multigroup SIR model as follows:
(4)But individual movement is not be considered in system (4) that is unrealistic, then Wu et al. considered the following SIR epidemic model with diffusion [27]:
(5)Based on the previous analysis, since fractional order has the long-term memory, which can describe the spread of infectious diseases more accurate. In addition, it is traditionally assumed that the incidence of disease transmission is bilinear with respect to the number of susceptible individuals and the number of infected individuals. But in reality, it is often difficult to obtain detailed information on the spread of infectious diseases because they may change with the surrounding environment. Therefore, the general incidence rates will be chose in this paper. Motivated by the above work, as an extension of system (5), a class of multigroup SIR epidemic model are investigated as follows:
(6) Where
implies Caputo fractional-order operator
denotes the Laplace operator;
denotes the outward normal derivative on the smooth bound- ary
and
represent the number of the susceptible, infective, and recovered individuals in
group at time
and spatial location
respectively; 
imply the nature death rates of
and
in
, respectively;
denotes the disease-related death rates of
in
;
represents the recruitment rate of the total population;
implies the recovery rate of the infected individuals in kth group; 
denotes the diffusion rate of
and
in
group;
represents the infection rate of
infected by
Furthermore,
and
are positive constants for
and
are nonnegative constants for 
Before giving the main results, hypothesis in terms of generalized incidence rates
and
is made as follows:
and
satisfy the local Lipschitz condition and 

is strictly monotone increasing on
and
is strictly monotone increasing on
for all 
for all
where
is nonnegative and irreducible. Furthermore,
if and only if
for
and
if and only if 
for all 
Remark 1. Note that under hypothesis (H), many existing models can be regarded as a special form of system (6), such as 
and other nonlinear incidence rate in [16].
3 Model analysis
Some dynamical behavior of system (6) are investigated in this section. Here it can be found that the susceptible class
and the infected class
are not effected by the recovered class
of system (6). Hence, we will focus our attention on the following reduced system:
(7)Then some basic properties of system (7) are discussed in following parts.
3.1 Nonnegative and boundedness
It is significant to demonstrate the existence, uniqueness, and boundedness of a nonnega- tive solutions for system (7) before implementing its stable process. Thus, this subsection moves to the discussion of proprieties mentioned above.
Theorem 1. Under hypothesis (H), there exists a unique nonnegative solution
of system (7), and it is also ultimately bounded for any given initial function
where 
and 
Proof. Consider these two function
and
According to condition (i) in hypothesis (H), it is obvious that
and
are mixed quasimonotonous. Consider the following auxiliary system:

It is obvious that
is a pair of the lower solution to system (7). Then, according to Lemma 1, one has 
Furthermore, the following auxiliary system is introduced:
(8)then the above system (8) has a solution as follows:

Therefore,
then there exists a constant
satisfied 
Further, consider the following auxiliary system:
(9)then the solution for the above system (9) is

Similarly,
Since
then
(10)However, it is easy to see that
(11)It can be deduced from Eqs. (10) and (11) that

Similar to the above analysis, it can be obtained the following equation:

Based on the above analysis and Lemma 2, system (7) has a unique nonnegative global solution. Furthermore, the expression for the solution of system (7) is

where

with
represents a probability density;
represent generated strong continuous operator semigroups by
denoting generated strong continuous operator semigroups by
can be rewritten by [23]

where
is the Green function yielded

with
be the eigenvalue of
with the eigenfunction
satisfying

Hence, by the boundedness of the eigenfunction
one has

According the upper solution
of system (7), one has
which implies
is ultimate bounded. Further, the ultimate bounded of
will be analyzed. Let
and
Adding the first two equations of system (7) and integrating it on
one has

Therefore, by [13] one has

then there exist two constants
and
satisfying
According to [17], the operator families
is uniformly bounded. Hence, there exist two constants
and
satisfying
for
Finally, the uniformly boundedness of the infected group
can be studied as follows:

where
thus
is ultimate bounded. Therefore, there exists a unique positive global solution
of system (7), and it is also ultimately bounded.
3.2 Stability analysis
In this subsection, the global stability analysis of system (7) will be discussed. It is easy to find that the disease-free equilibrium point
of system (7) always exists where
Define the following fuction:

where
and
is the spectral radiuses of the matrix 
Lemma 5.The basic reproduction number
Proof. Linearizing system (7) at the disease-free equilibrium point
, one has

Let
and
Then it is easy to find
Obviously, we have
By the definition of the basic reproduction number [5] one has
Thus, by the properties of matrix eigenvalues it can be deduced that 
Therefore,
is considered as a threshold parameter in place of
In the following, the uniqueness and the global stability of
are studied.
Theorem 2. Under hypothesis (H) and
there exists the unique equilibrium point
of system (7), and it is globally asympototically stable in domain
where

Proof. Let
and
where
Define

It is clear to find from
that
Then one has
Since
is irreducible, it can be obtained that
and
are irreducible.
is also irreducible. If
, the inequality
holds. Further, it can be deduced that
if
and
Thus,
has a only trivial solution
This shows that
is the unique equilibrium of system (7) when
Further,
is positive, then
is an eigenvalue of the matrix
, and
has a nonnegative eigenvector corresponding to
Let
be the positive left eigenvector of
corresponding to the spectral radius
that is,
Define Lyapunov function

Calculating the time fractional derivative of
along the trajectories of system (7), one has

Let ..(.)
Let
which is a positive definition function in
Then it is concluded from [4] that
is globally asymptotically stable in domain 
Theorem 3. Under hypothesis (H) and
system (7) is uniform persistence, that is, for any initial value
the solution
satisfies

where
is a constant.
Proof. Define a set

and

Let
be the solution of system (7) under the initial value 
For any
it can be known that all nonnegative solutions
generate a solution semiflow
with
Thus, we have
and it is obvious that
where
is the identity matrix. It can be deduced from Lemma 4 that

Then
Based on the above analysis, one has
-semigroup on
Obviously,
is compact for
and point dissipative in
The following system is considered:

It can be found from Lemma 3 that
is globally asymptotically stable. Thus, system (7) is globally asymptotically stable at the disease-free equilibrium point
It can be deduced that the disease-free equilibrium
in is
a global attractor of
which implies
Let
where
Considering
there exists a sufficiently small constant
such that
where
If
there exists a solution
of system (7) with the initial value such that
then there exists a constant
such that
and
Since
is irreducible,
is irreducible. Let
be the positive left eigenvector of
corresponding to the spectral radius
that is,

Define the following arbitrary function:

Calculating the time fractional derivative of
along the trajectories of system (7), one has

which leads to a contradiction with
Therefore,
Thus, it can be deduced from [25] that
is uniformly persistent. It is concluded that system (7) is uniformly persistent.
The ultimate boundedness and the uniform persistence imply the existence of a pos- itive equilibrium point of system (7). Therefore, the existence and global stability of the positive endemic equilibrium point of system (7) can be further discussed.
Theorem 4. Under hypothesis (H) and
system (7) has at least one endemic equilibrium
satisfying


Furthermore, if

system (7) is globally asymptotically stable at the endemic equilibrium point 
Proof. According to Theorem 1, for any given initial condition
the corresponding solution
is ultimately bounded, and system (7) is uniformly persistent when
Therefore, there exists a positive equilibrium point
of system (7) that satisfies Eqs. (12), (13).
Next, the global stability of
will be analyzed. Define the Lyapunov function

Where

and the coefficients
will be determined in Eq. (20). Calculating the time fractional- order derivative of
along the trajectories of system (7), it can be conclude that
(15)For each
it can be deduced from the divergence theorem that

Thus, Eq. (15) can be deduced that
(16)Let
then
(17)Substituting Eq. (17) into Eq. (16), the following inequality holds:

Calculating the fractional-order derivative of
along any solution of system (7), one has
(18)Since
is the endemic equilibrium point of system (7), one has
(19)where
denotes the cofactor of the
diagonal entry of e
, where
(20)with
It can be deduced from [7] that
exists a unique positive solution
Therefore,
(21)Thus, substituting Eq. (19) into Eq. (21), it can be obtained that
(22)Further, it is concluded from Eqs. (18) and (22) that

Based on [4], the endemic equilibrium point
of system (7) is globally asymptotically stable.
Corollary 1.When
the endemic equilibrium point 
is globally asymptotically stable if hypothesis (H) and
satisfied.
Remark 2. It can be seen that Corollary 1 is similar with Theorem 6 of [17] when 
Remark 3. Not considering infection between populations, that is, when
the reproduction number
of group k is
Furthermore,the disease-free equilibrium point
is globally asymptotically stable when
, and the endemic equilibrium point
is globally asymptotically stable when 
4 Numerical simulations
In order to verify theoretical results numerically, numerical simulations are presented in this section. We consider system (7) with two-group case, which is suitable for infectious diseases transmitted between two cities or communities. Furthermore, system (7) with two groups (n = 2) can be calculated by the central difference method in L1-type space and Alikhanov-type discretization in time [9]. Furthermore, we consider the following incidence rate as an example:
which τ is a positive parameter measuring the psychological or inhibitory effect. Obviously,
satisfy hypothesis (H). The corresponding system can be expressed as
(23)Let assign the following values to the parameters of system (23):

It is easy to calculate that
Based on by Theorem 2, the disease-free equilibrium point
of system (23) is global stable which is verified by Figs. 1 and 2. Further, the following parameters is chose:

System (23) has a unique equilibrium point
It can be calculated that
and Eq. (14) is satisfied. Based on the above analysis, the endemic equilibrium point
of system (23) is global stable, which is verified by Figs. 3 and 4.
Further, with regard to the disease-free equilibrium point of the first group, the influ- ence of different fractional order . on the stability of the infected are discussed. The error



images of the infected of
are described in Fig. 5, respectively. It is easy to seen from Fig. 5 that although the infected will disappear, different order
will have a sensitive effect on the change of solution. Further, when
tends to 1, the numerical solutions of system (7) are also convergent to the solutions of the classical ones [17]. But the relationship between the change of the solution for system (7), and fractional order
is not discussed.


5 Discussion
In this article, incorporating the population diffusion and time fractional-order derivatives, theory analysis of a class of multigroup SIR epidemic model are investigated. Firstly, the existence and uniqueness of the nonnegative solution for system (7) are established. By using Lyapunov functions the global stability of the disease-free equilibrium point E0 is obtained when the basic reproduction number
Besides, when
the uniform persistence and the global stability of the endemic equilibrium point E∗ are discussed. The proposed model, a more accurate epidemic model, can help us to understand some dynamical behaviors of infectious diseases. Moreover, theoretical results may provide some useful guidance for making effective countermeasures on infectious diseases. However, the relationship between system (7) and fractional order α is still an open question, which will be our future work.
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Notes