Extinction of an infectious disease: a large fluctuation in a nonequilibrium system

The probability of epidemic burnout in the stochastic SIR model with vital dynamics

We present an approach to computing the probability of epidemic "burnout," i.e., the probability that a newly emergent pathogen will go extinct after a major epidemic. Our analysis is based on the standard stochastic formulation of the Susceptible-Infectious-Removed (SIR) epidemic model including host demography (births and deaths) and corresponds to the standard SIR ordinary differential equations (ODEs) in the infinite population limit. Exploiting a boundary layer approximation to the ODEs and a birth-death process approximation to the stochastic dynamics within the boundary layer, we derive convenient, fully analytical approximations for the burnout probability. We demonstrate-by comparing with computationally demanding individual-based stochastic simulations and with semi-analytical approximations derived previously-that our fully analytical approximations are highly accurate for biologically plausible parameters. We show that the probability of burnout always decreases with increased mean infectious period. However, for typical biological parameters, there is a relevant local minimum in the probability of persistence as a function of the basic reproduction number [Formula: see text]. For the shortest infectious periods, persistence is least likely if [Formula: see text]; for longer infectious periods, the minimum point decreases to [Formula: see text]. For typical acute immunizing infections in human populations of realistic size, our analysis of the SIR model shows that burnout is almost certain in a well-mixed population, implying that susceptible recruitment through births is insufficient on its own to explain disease persistence.

Finite-size effects in addition and chipping processes

We investigate analytically and numerically a system of clusters evolving via collisions with clusters of minimal mass (monomers). Each collision either leads to the addition of the monomer to the cluster or the chipping of a monomer from the cluster, and emerging behaviors depend on which of the two processes is more probable. If addition prevails, monomers disappear in a time that scales as lnN with the total mass N≫1, and the system reaches a jammed state. When chipping prevails, the system remains in a quasistationary state for a time that scales exponentially with N, but eventually, a giant fluctuation leads to the disappearance of monomers. In the marginal case, monomers disappear in a time that scales linearly with N, and the final supercluster state is a peculiar jammed state; i.e., it is not extensive.

Sampling rare trajectories using stochastic bridges

The numerical quantification of the statistics of rare events in stochastic processes is a challenging computational problem. We present a sampling method that constructs an ensemble of stochastic trajectories that are constrained to have fixed start and end points (so-called stochastic bridges). We then show that by carefully choosing a set of such bridges and assigning an appropriate statistical weight to each bridge, one can focus more processing power on the rare events of a target stochastic process while faithfully preserving the statistics of these rare trajectories. Further, we also compare the stochastic bridges we produce to the Wentzel-Kramers-Brillouin (WKB) optimal paths of the target process, derived in the limit of low noise. We see that the generated paths, encoding the full statistics of the process, collapse onto the WKB optimal path as the level of noise is reduced. We propose that the method can also be used to judge the accuracy of the WKB approximation at finite levels of noise.

Reliability and entropy production in nonequilibrium electronic memories

We find the relation between reliability and entropy production in a realistic model of electronic memory (low-power metal-oxide-semiconductor-based SRAM) where logical values are encoded as metastable nonequilibrium states. We employ large deviation techniques to obtain an analytical expression for the bistable quasipotential describing the nonequilibrium steady state and use it to derive an explicit expression bounding the error rate of the memory. Our results go beyond the dominant contribution given by classical instanton theory and provide accurate estimates of the error rate as confirmed by comparison with stochastic simulations.

Outbreak Size Distribution in Stochastic Epidemic Models

Motivated by recent epidemic outbreaks, including those of COVID-19, we solve the canonical problem of calculating the dynamics and likelihood of extensive outbreaks in a population within a large class of stochastic epidemic models with demographic noise, including the susceptible-infected-recovered (SIR) model and its general extensions. In the limit of large populations, we compute the probability distribution for all extensive outbreaks, including those that entail unusually large or small (extreme) proportions of the population infected. Our approach reveals that, unlike other well-known examples of rare events occurring in discrete-state stochastic systems, the statistics of extreme outbreaks emanate from a full continuum of Hamiltonian paths, each satisfying unique boundary conditions with a conserved probability flux.

Bifurcation of singularities of fluctuational paths for a noise-driven overdamped two-well system

Noise-induced escape in a 2D generalized Maier-Stein model with two parameters μ and α is investigated in the weak noise limit. With the WKB approximation, the patterns of extreme paths and singularities are displayed. By employing the Freidlin-Wentzell action functional and the asymptotic series, critical parameters α inducing singularity bifurcation are determined analytically for μ=1. The switching line will appear with singularities and is equivalent to the sliding set in the Filippov system. The pseudo-saddle-node bifurcation on the switching line is found. Then, when -1<μ<1, it is found that all bifurcation values α will decrease as μ decreases and the second-order bifurcation values are bigger than all first-order ones. In addition, the variation of the switching line is also analyzed and a new switching line will emerge when the location of the minimum quasi-potential on the boundary changes. At last, when the noise is anisotropic, only the noise intensity ratio will affect the bifurcation value α.

Solution to the Kramers barrier crossing problem caused by two noises: Thermal noise and Poisson white noise

We consider the escape of a particle trapped in a metastable potential well and acted upon by two noises. One of the noises is thermal and the other is Poisson white noise, which is non-Gaussian. Using path integral techniques, we find an analytic solution to this generalization of the classic Kramers barrier crossing problem. Using the "barrier climbing" path, we calculate the activation exponent. We also derive an approximate expression for the prefactor. The calculated results are compared with the simulations, and a good agreement between the two is found. Our results show that, unlike in the case of thermal noise, the rate depends not just on the barrier height but also on the shape of the whole barrier. A comparison between the simulations and the theory also shows that a better approximation for the prefactor is needed for agreement for all values of the parameters.

Mathematical modeling and analysis for controlling the spread of infectious diseases

In this work, we present and discuss the approaches, that are used for modeling and surveillance of dynamics of infectious diseases by considering the early stage asymptomatic and later stage symptomatic infections. We highlight the conceptual ideas and mathematical tools needed for such infectious disease modeling. We compute the basic reproduction number of the proposed model and investigate the qualitative behaviours of the infectious disease model such as, local and global stability of equilibria for the non-delayed as well as delayed system. At the end, we perform numerical simulations to validate the effectiveness of the derived results.

Effects of niche overlap on coexistence, fixation and invasion in a population of two interacting species

Synergistic and antagonistic interactions in multi-species populations-such as resource sharing and competition-result in remarkably diverse behaviours in populations of interacting cells, such as in soil or human microbiomes, or clonal competition in cancer. The degree of inter- and intra-specific interaction can often be quantified through the notion of an ecological 'niche'. Typically, weakly interacting species that occupy largely distinct niches result in stable mixed populations, while strong interactions and competition for the same niche result in rapid extinctions of some species and fixations of others. We investigate the transition of a deterministically stable mixed population to a stochasticity-induced fixation as a function of the niche overlap between the two species. We also investigate the effect of the niche overlap on the population stability with respect to external invasions. Our results have important implications for a number of experimental systems.

How long do Red Queen dynamics survive under genetic drift? A comparative analysis of evolutionary and eco-evolutionary models

Background

Red Queen dynamics are defined as long term co-evolutionary dynamics, often with oscillations of genotype abundances driven by fluctuating selection in host-parasite systems. Much of our current understanding of these dynamics is based on theoretical concepts explored in mathematical models that are mostly (i) deterministic, inferring an infinite population size and (ii) evolutionary, thus ecological interactions that change population sizes are excluded. Here, we recall the different mathematical approaches used in the current literature on Red Queen dynamics. We then compare models from game theory (evo) and classical theoretical ecology models (eco-evo), that are all derived from individual interactions and are thus intrinsically stochastic. We assess the influence of this stochasticity through the time to the first loss of a genotype within a host or parasite population.

Results

The time until the first genotype is lost (“extinction time”), is shorter when ecological dynamics, in the form of a changing population size, is considered. Furthermore, when individuals compete only locally with other individuals extinction is even faster. On the other hand, evolutionary models with a fixed population size and competition on the scale of the whole population prolong extinction and therefore stabilise the oscillations. The stabilising properties of intra-specific competitions become stronger when population size is increased and the deterministic part of the dynamics gain influence. In general, the loss of genotype diversity can be counteracted with mutations (or recombination), which then allow the populations to recurrently undergo negative frequency-dependent selection dynamics and selective sweeps.

Conclusion

Although the models we investigated are equal in their biological motivation and interpretation, they have diverging mathematical properties both in the derived deterministic dynamics and the derived stochastic dynamics. We find that models that do not consider intraspecific competition and that include ecological dynamics by letting the population size vary, lose genotypes – and thus Red Queen oscillations – faster than models with competition and a fixed population size.

Hamiltonian dynamics of the SIS epidemic model with stochastic fluctuations

Empirical records of epidemics reveal that fluctuations are important factors for the spread and prevalence of infectious diseases. The exact manner in which fluctuations affect spreading dynamics remains poorly known. Recent analytical and numerical studies have demonstrated that improved differential equations for mean and variance of infected individuals reproduce certain regimes of the SIS epidemic model. Here, we show they form a dynamical system that follows Hamilton’s equations, which allow us to understand the role of fluctuations and their effects on epidemics. Our findings show the Hamiltonian is a constant of motion for large population sizes. For small populations, finite size effects break the temporal symmetry and induce a power-law decay of the Hamiltonian near the outbreak onset, with a parameter-free exponent. Away from the onset, the Hamiltonian decays exponentially according to a constant relaxation time, which we propose as a metric when fluctuations cannot be neglected.

Degree Dispersion Increases the Rate of Rare Events in Population Networks

There is great interest in predicting rare and extreme events in complex systems, and in particular, understanding the role of network topology in facilitating such events. In this Letter, we show that degree dispersion-the fact that the number of local connections in networks varies broadly-increases the probability of large, rare fluctuations in population networks generically. We perform explicit calculations for two canonical and distinct classes of rare events: network extinction and switching. When the distance to threshold is held constant, and hence stochastic effects are fairly compared among networks, we show that there is a universal, exponential increase in the rate of rare events proportional to the variance of a network's degree distribution over its mean squared.

Precise Estimates of Persistence Time for SIS Infections in Heterogeneous Populations

For a susceptible-infectious-susceptible infection model in a heterogeneous population, we derive simple and precise estimates of mean persistence time, from a quasi-stationary endemic state to extinction of infection. Heterogeneity may be in either individuals' levels of infectiousness or of susceptibility, as well as in individuals' infectious period distributions. Infectious periods are allowed to follow arbitrary non-negative distributions. We also obtain a new and accurate approximation to the quasi-stationary distribution of the process, as well as demonstrating the use of our estimates to investigate the effects of different forms of heterogeneity. Our model may alternatively be interpreted as describing an infection spreading through a heterogeneous directed network, under the annealed network approximation.

Persistence time of SIS infections in heterogeneous populations and networks

For a susceptible–infectious–susceptible infection model in a heterogeneous population, we present simple formulae giving the leading-order asymptotic (large population) behaviour of the mean persistence time, from an endemic state to extinction of infection. Our model may be interpreted as describing an infection spreading through either (1) a population with heterogeneity in individuals’ susceptibility and/or infectiousness; or (2) a heterogeneous directed network. Using our asymptotic formulae, we show that such heterogeneity can only reduce (to leading order) the mean persistence time compared to a corresponding homogeneous population, and that the greater the degree of heterogeneity, the more quickly infection will die out.

Asymmetric noise-induced large fluctuations in coupled systems

Networks of interacting, communicating subsystems are common in many fields, from ecology, biology, and epidemiology to engineering and robotics. In the presence of noise and uncertainty, interactions between the individual components can lead to unexpected complex system-wide behaviors. In this paper, we consider a generic model of two weakly coupled dynamical systems, and we show how noise in one part of the system is transmitted through the coupling interface. Working synergistically with the coupling, the noise on one system drives a large fluctuation in the other, even when there is no noise in the second system. Moreover, the large fluctuation happens while the first system exhibits only small random oscillations. Uncertainty effects are quantified by showing how characteristic time scales of noise-induced switching scale as a function of the coupling between the two coupled parts of the experiment. In addition, our results show that the probability of switching in the noise-free system scales inversely as the square of reduced noise intensity amplitude, rendering the virtual probability of switching an extremely rare event. Our results showing the interplay between transmitted noise and coupling are also confirmed through simulations, which agree quite well with analytic theory.

Extinction dynamics from metastable coexistences in an evolutionary game

Deterministic evolutionary game dynamics can lead to stable coexistences of different types. Stochasticity, however, drives the loss of such coexistences. This extinction is usually accompanied by population size fluctuations. We investigate the most probable extinction trajectory under such fluctuations by mapping a stochastic evolutionary model to a problem of classical mechanics using the Wentzel-Kramers-Brillouin (WKB) approximation. Our results show that more abundant types in a coexistence may be more likely to go extinct first, in good agreement with previous results. The distance between the coexistence and extinction points is not a good predictor of extinction either. Instead, the WKB method correctly predicts the type going extinct first.

Intervention to maximise the probability of epidemic fade-out

The emergence of a new strain of a disease, or the introduction of an existing strain to a naive population, can give rise to an epidemic. We consider how to maximise the probability of epidemic fade-out - that is, disease elimination in the trough between the first and second waves of infection - in the Markovian SIR-with-demography epidemic model. We assume we have an intervention at our disposal that results in a lowering of the transmission rate parameter, β, and that an epidemic has commenced. We determine the optimal stage during the epidemic in which to implement this intervention. This may be determined using Markov decision theory, but this is not always practical, in particular if the population size is large. Hence, we also derive a formula that gives an almost optimal solution, based upon the approximate deterministic behaviour of the model. This formula is explicit, simple, and, perhaps surprisingly, independent of β and the effectiveness of the intervention. We demonstrate that this policy can give a substantial increase in the probability of epidemic fade-out, and we also show that it is relatively robust to a less than ideal implementation.

Epidemic extinction paths in complex networks

We study the extinction of long-lived epidemics on finite complex networks induced by intrinsic noise. Applying analytical techniques to the stochastic susceptible-infected-susceptible model, we predict the distribution of large fluctuations, the most probable or optimal path through a network that leads to a disease-free state from an endemic state, and the average extinction time in general configurations. Our predictions agree with Monte Carlo simulations on several networks, including synthetic weighted and degree-distributed networks with degree correlations, and an empirical high school contact network. In addition, our approach quantifies characteristic scaling patterns for the optimal path and distribution of large fluctuations, both near and away from the epidemic threshold, in networks with heterogeneous eigenvector centrality and degree distributions.

Dynamics of epidemic diseases on a growing adaptive network

The study of epidemics on static networks has revealed important effects on disease prevalence of network topological features such as the variance of the degree distribution, i.e. the distribution of the number of neighbors of nodes, and the maximum degree. Here, we analyze an adaptive network where the degree distribution is not independent of epidemics but is shaped through disease-induced dynamics and mortality in a complex interplay. We study the dynamics of a network that grows according to a preferential attachment rule, while nodes are simultaneously removed from the network due to disease-induced mortality. We investigate the prevalence of the disease using individual-based simulations and a heterogeneous node approximation. Our results suggest that in this system in the thermodynamic limit no epidemic thresholds exist, while the interplay between network growth and epidemic spreading leads to exponential networks for any finite rate of infectiousness when the disease persists.

Computing the optimal path in stochastic dynamical systems

In stochastic systems, one is often interested in finding the optimal path that maximizes the probability of escape from a metastable state or of switching between metastable states. Even for simple systems, it may be impossible to find an analytic form of the optimal path, and in high-dimensional systems, this is almost always the case. In this article, we formulate a constructive methodology that is used to compute the optimal path numerically. The method utilizes finite-time Lyapunov exponents, statistical selection criteria, and a Newton-based iterative minimizing scheme. The method is applied to four examples. The first example is a two-dimensional system that describes a single population with internal noise. This model has an analytical solution for the optimal path. The numerical solution found using our computational method agrees well with the analytical result. The second example is a more complicated four-dimensional system where our numerical method must be used to find the optimal path. The third example, although a seemingly simple two-dimensional system, demonstrates the success of our method in finding the optimal path where other numerical methods are known to fail. In the fourth example, the optimal path lies in six-dimensional space and demonstrates the power of our method in computing paths in higher-dimensional spaces.

Extinction of oscillating populations

Established populations often exhibit oscillations in their sizes that, in the deterministic theory, correspond to a limit cycle in the space of population sizes. If a population is isolated, the intrinsic stochasticity of elemental processes can ultimately bring it to extinction. Here we study extinction of oscillating populations in a stochastic version of the Rosenzweig-MacArthur predator-prey model. To this end we develop a WKB (Wentzel, Kramers and Brillouin) approximation to the master equation, employing the characteristic population size as the large parameter. Similar WKB theories have been developed previously in the context of population extinction from an attracting multipopulation fixed point. We evaluate the extinction rates and find the most probable paths to extinction from the limit cycle by applying Floquet theory to the dynamics of an effective four-dimensional WKB Hamiltonian. We show that the entropic barriers to extinction change in a nonanalytic way as the system passes through the Hopf bifurcation. We also study the subleading pre-exponential factors of the WKB approximation.

Stochastic modelling of the eradication of the HIV-1 infection by stimulation of latently infected cells in patients under highly active anti-retroviral therapy

HIV-1 infected patients are effectively treated with highly active anti-retroviral therapy (HAART). Whilst HAART is successful in keeping the disease at bay with average levels of viral load well below the detection threshold of standard clinical assays, it fails to completely eradicate the infection, which persists due to the emergence of a latent reservoir with a half-life time of years and is immune to HAART. This implies that life-long administration of HAART is, at the moment, necessary for HIV-1-infected patients, which is prone to drug resistance and cumulative side effects as well as imposing a considerable financial burden on developing countries, those more afflicted by HIV, and public health systems. The development of therapies which specifically aim at the removal of this latent reservoir has become a focus of much research. A proposal for such therapy consists of elevating the rate of activation of the latently infected cells: by transferring cells from the latently infected reservoir to the active infected compartment, more cells are exposed to the anti-retroviral drugs thus increasing their effectiveness. In this paper, we present a stochastic model of the dynamics of the HIV-1 infection and study the effect of the rate of latently infected cell activation on the average extinction time of the infection. By analysing the model by means of an asymptotic approximation using the semi-classical quasi steady state approximation (QSS), we ascertain that this therapy reduces the average life-time of the infection by many orders of magnitudes. We test the accuracy of our asymptotic results by means of direct simulation of the stochastic process using a hybrid multi-scale Monte Carlo scheme.

The probability of epidemic fade-out is non-monotonic in transmission rate for the Markovian SIR model with demography

Epidemic fade-out refers to infection elimination in the trough between the first and second waves of an outbreak. The number of infectious individuals drops to a relatively low level between these waves of infection, and if elimination does not occur at this stage, then the disease is likely to become endemic. For this reason, it appears to be an ideal target for control efforts. Despite this obvious public health importance, the probability of epidemic fade-out is not well understood. Here we present new algorithms for approximating the probability of epidemic fade-out for the Markovian SIR model with demography. These algorithms are more accurate than previously published formulae, and one of them scales well to large population sizes. This method allows us to investigate the probability of epidemic fade-out as a function of the effective transmission rate, recovery rate, population turnover rate, and population size. We identify an interesting feature: the probability of epidemic fade-out is very often greatest when the basic reproduction number, R0, is approximately 2 (restricting consideration to cases where a major outbreak is possible, i.e., R0>1). The public health implication is that there may be instances where a non-lethal infection should be allowed to spread, or antiviral usage should be moderated, to maximise the chance of the infection being eliminated before it becomes endemic.

Dynamics of simple gene-network motifs subject to extrinsic fluctuations

Cellular processes do not follow deterministic rules; even in identical environments genetically identical cells can make random choices leading to different phenotypes. This randomness originates from fluctuations present in the biomolecular interaction networks. Most previous work has been focused on the intrinsic noise (IN) of these networks. Yet, especially for high-copy-number biomolecules, extrinsic or environmental noise (EN) has been experimentally shown to dominate the variation. Here, we develop an analytical formalism that allows for calculation of the effect of EN on gene-expression motifs. We introduce a method for modeling bounded EN as an auxiliary species in the master equation. The method is fully generic and is not limited to systems with small EN magnitudes. We focus our study on motifs that can be viewed as the building blocks of genetic switches: a nonregulated gene, a self-inhibiting gene, and a self-promoting gene. The role of the EN properties (magnitude, correlation time, and distribution) on the statistics of interest are systematically investigated, and the effect of fluctuations in different reaction rates is compared. Due to its analytical nature, our formalism can be used to quantify the effect of EN on the dynamics of biochemical networks and can also be used to improve the interpretation of data from single-cell gene-expression experiments.

Evolutionary dynamics with fluctuating population sizes and strong mutualism

Game theory ideas provide a useful framework for studying evolutionary dynamics in a well-mixed environment. This approach, however, typically enforces a strictly fixed overall population size, deemphasizing natural growth processes. We study a competitive Lotka-Volterra model, with number fluctuations, that accounts for natural population growth and encompasses interaction scenarios typical of evolutionary games. We show that, in an appropriate limit, the model describes standard evolutionary games with both genetic drift and overall population size fluctuations. However, there are also regimes where a varying population size can strongly influence the evolutionary dynamics. We focus on the strong mutualism scenario and demonstrate that standard evolutionary game theory fails to describe our simulation results. We then analytically and numerically determine fixation probabilities as well as mean fixation times using matched asymptotic expansions, taking into account the population size degree of freedom. These results elucidate the interplay between population dynamics and evolutionary dynamics in well-mixed systems.

Modeling the effect of transcriptional noise on switching in gene networks in a genetic bistable switch

Gene regulatory networks in cells allow transitions between gene expression states under the influence of both intrinsic and extrinsic noise. Here we introduce a new theoretical method to study the dynamics of switching in a two-state gene expression model with positive feedback by explicitly accounting for the transcriptional noise. Within this theoretical framework, we employ a semi-classical path integral technique to calculate the mean switching time starting from either an active or inactive promoter state. Our analytical predictions are in good agreement with Monte Carlo simulations and experimental observations.

Five challenges for stochastic epidemic models involving global transmission

The most basic stochastic epidemic models are those involving global transmission, meaning that infection rates depend only on the type and state of the individuals involved, and not on their location in the population. Simple as they are, there are still several open problems for such models. For example, when will such an epidemic go extinct and with what probability (questions depending on the population being fixed, changing or growing)? How can a model be defined explaining the sometimes observed scenario of frequent mid-sized epidemic outbreaks? How can evolution of the infectious agent transmission rates be modelled and fitted to data in a robust way?

Stochastic tunneling and metastable states during the somatic evolution of cancer

Tumors initiate when a population of proliferating cells accumulates a certain number and type of genetic and/or epigenetic alterations. The population dynamics of such sequential acquisition of (epi)genetic alterations has been the topic of much investigation. The phenomenon of stochastic tunneling, where an intermediate mutant in a sequence does not reach fixation in a population before generating a double mutant, has been studied using a variety of computational and mathematical methods. However, the field still lacks a comprehensive analytical description since theoretical predictions of fixation times are available only for cases in which the second mutant is advantageous. Here, we study stochastic tunneling in a Moran model. Analyzing the deterministic dynamics of large populations we systematically identify the parameter regimes captured by existing approaches. Our analysis also reveals fitness landscapes and mutation rates for which finite populations are found in long-lived metastable states. These are landscapes in which the final mutant is not the most advantageous in the sequence, and resulting metastable states are a consequence of a mutation-selection balance. The escape from these states is driven by intrinsic noise, and their location affects the probability of tunneling. Existing methods no longer apply. In these regimes it is the escape from the metastable states that is the key bottleneck; fixation is no longer limited by the emergence of a successful mutant lineage. We used the so-called Wentzel-Kramers-Brillouin method to compute fixation times in these parameter regimes, successfully validated by stochastic simulations. Our work fills a gap left by previous approaches and provides a more comprehensive description of the acquisition of multiple mutations in populations of somatic cells.

Two-strain competition in quasineutral stochastic disease dynamics

We develop a perturbation method for studying quasineutral competition in a broad class of stochastic competition models and apply it to the analysis of fixation of competing strains in two epidemic models. The first model is a two-strain generalization of the stochastic susceptible-infected-susceptible (SIS) model. Here we extend previous results due to Parsons and Quince [Theor. Popul. Biol. 72, 468 (2007)], Parsons et al. [Theor. Popul. Biol. 74, 302 (2008)], and Lin, Kim, and Doering [J. Stat. Phys. 148, 646 (2012)]. The second model, a two-strain generalization of the stochastic susceptible-infected-recovered (SIR) model with population turnover, has not been studied previously. In each of the two models, when the basic reproduction numbers of the two strains are identical, a system with an infinite population size approaches a point on the deterministic coexistence line (CL): a straight line of fixed points in the phase space of subpopulation sizes. Shot noise drives one of the strain populations to fixation, and the other to extinction, on a time scale proportional to the total population size. Our perturbation method explicitly tracks the dynamics of the probability distribution of the subpopulations in the vicinity of the CL. We argue that, whereas the slow strain has a competitive advantage for mathematically "typical" initial conditions, it is the fast strain that is more likely to win in the important situation when a few infectives of both strains are introduced into a susceptible population.

On the stochastic SIS epidemic model in a periodic environment

In the stochastic SIS epidemic model with a contact rate a, a recovery rate b < a, and a population size N, the mean extinction time τ is such that (log τ)/N converges to c = b/a - 1 - log(b/a) as N grows to infinity. This article considers the more realistic case where the contact rate a(t) is a periodic function whose average is bigger than b. Then log τ/N converges to a new limit C, which is linked to a time-periodic Hamilton-Jacobi equation. When a(t) is a cosine function with small amplitude or high (resp. low) frequency, approximate formulas for C can be obtained analytically following the method used in Assaf et al. (Phys Rev E 78:041123, 2008). These results are illustrated by numerical simulations.

Path integrals and large deviations in stochastic hybrid systems

We construct a path-integral representation of solutions to a stochastic hybrid system, consisting of one or more continuous variables evolving according to a piecewise-deterministic dynamics. The differential equations for the continuous variables are coupled to a set of discrete variables that satisfy a continuous-time Markov process, which means that the differential equations are only valid between jumps in the discrete variables. Examples of stochastic hybrid systems arise in biophysical models of stochastic ion channels, motor-driven intracellular transport, gene networks, and stochastic neural networks. We use the path-integral representation to derive a large deviation action principle for a stochastic hybrid system. Minimizing the associated action functional with respect to the set of all trajectories emanating from a metastable state (assuming that such a minimization scheme exists) then determines the most probable paths of escape. Moreover, evaluating the action functional along a most probable path generates the so-called quasipotential used in the calculation of mean first passage times. We illustrate the theory by considering the optimal paths of escape from a metastable state in a bistable neural network.

Intervention-based stochastic disease eradication

Disease control is of paramount importance in public health, with infectious disease extinction as the ultimate goal. Although diseases may go extinct due to random loss of effective contacts where the infection is transmitted to new susceptible individuals, the time to extinction in the absence of control may be prohibitively long. Intervention controls are typically defined on a deterministic schedule. In reality, however, such policies are administered as a random process, while still possessing a mean period. Here, we consider the effect of randomly distributed intervention as disease control on large finite populations. We show explicitly how intervention control, based on mean period and treatment fraction, modulates the average extinction times as a function of population size and rate of infection spread. In particular, our results show an exponential improvement in extinction times even though the controls are implemented using a random Poisson distribution. Finally, we discover those parameter regimes where random treatment yields an exponential improvement in extinction times over the application of strictly periodic intervention. The implication of our results is discussed in light of the availability of limited resources for control.

Survival of the scarcer

We investigate extinction dynamics in the paradigmatic model of two competing species A and B that reproduce (A→2A, B→2B), self-regulate by annihilation (2A→0, 2B→0), and compete (A+B→A, A+B→B). For a finite system that is in the well-mixed limit, a quasistationary state arises which describes coexistence of the two species. Because of discrete noise, both species eventually become extinct in time that is exponentially long in the quasistationary population size. For a sizable range of asymmetries in the growth and competition rates, the paradoxical situation arises in which the numerically disadvantaged species according to the deterministic rate equations survives much longer.

Minimizing the population extinction risk by migration

Many populations in nature are fragmented: they consist of local populations occupying separate patches. A local population is prone to extinction due to the shot noise of birth and death processes. A migrating population from another patch can dramatically delay the extinction. What is the optimal migration rate that minimizes the extinction risk of the whole population? Here, we answer this question for a connected network of model habitat patches with different carrying capacities.

Spontaneous clearance of viral infections by mesoscopic fluctuations

Spontaneous disease extinction can occur due to a rare stochastic fluctuation. We explore this process, both numerically and theoretically, in two minimal models of stochastic viral infection dynamics. We propose a method that reduces the complexity in models of viral infections so that the remaining dynamics can be studied by previously developed techniques for analyzing epidemiological models. Using this technique, we obtain an expression for the infection clearance time as a function of kinetic parameters. We apply our theoretical results to study stochastic infection clearance for specific stages of HIV and HCV dynamics. Our results show that the typical time for stochastic clearance of a viral infection increases exponentially with the size of the population, but infection still can be cleared spontaneously within a reasonable time interval in a certain population of cells. We also show that the clearance time is exponentially sensitive to the viral decay rate and viral infectivity but only linearly dependent on the lifetime of an infected cell. This suggests that if standard drug therapy fails to clear an infection then intensifying therapy by adding a drug that reduces the rate of cell infection rather than immune modulators that hasten infected cell death may be more useful in ultimately clearing remaining pockets of infection.

Multiple extinction routes in stochastic population models

Isolated populations ultimately go extinct because of the intrinsic noise of elementary processes. In multipopulation systems extinction of a population may occur via more than one route. We investigate this generic situation in a simple predator-prey (or infected-susceptible) model. The predator and prey populations may coexist for a long time, but ultimately both go extinct. In the first extinction route the predators go extinct first, whereas the prey thrive for a long time and then also go extinct. In the second route the prey go extinct first, causing a rapid extinction of the predators. Assuming large subpopulation sizes in the coexistence state, we compare the probabilities of each of the two extinction routes and predict the most likely path of the subpopulations to extinction. We also suggest an effective three-state master equation for the probabilities to observe the coexistence state, the predator-free state, and the empty state.

Switching between phenotypes and population extinction

Many types of bacteria can survive under stress by switching stochastically between two different phenotypes: the "normals" who multiply fast, but are vulnerable to stress, and the "persisters" who hardly multiply, but are resilient to stress. Previous theoretical studies of such bacterial populations have focused on the fitness: the asymptotic rate of unbounded growth of the population. Yet for an isolated population of established (and not very large) size, a more relevant measure may be the population extinction risk due to the interplay of adverse extrinsic variations and intrinsic noise of birth, death and switching processes. Applying a WKB approximation to the pertinent master equation of such a two-population system, we quantify the extinction risk, and find the most likely path to extinction under both favorable and adverse conditions. Analytical results are obtained both in the biologically relevant regime when the switching is rare compared with the birth and death processes, and in the opposite regime of frequent switching. We show that rare switches are most beneficial in reducing the extinction risk.

Converging towards the optimal path to extinction

Extinction appears ubiquitously in many fields, including chemical reactions, population biology, evolution and epidemiology. Even though extinction as a random process is a rare event, its occurrence is observed in large finite populations. Extinction occurs when fluctuations owing to random transitions act as an effective force that drives one or more components or species to vanish. Although there are many random paths to an extinct state, there is an optimal path that maximizes the probability to extinction. In this paper, we show that the optimal path is associated with the dynamical systems idea of having maximum sensitive dependence to initial conditions. Using the equivalence between the sensitive dependence and the path to extinction, we show that the dynamical systems picture of extinction evolves naturally towards the optimal path in several stochastic models of epidemics.

Control of rare events in reaction and population systems by deterministically imposed transitions

We consider control of reaction and population systems by imposing transitions between states with different numbers of particles or individuals. The transitions take place at predetermined instants of time. Even where they are significantly less frequent than spontaneous transitions, they can exponentially strongly modify the rates of rare events, including switching between metastable states or population extinction. We also study optimal control of rare events. Specifically, we are interested in the optimal control of disease extinction for a limited vaccine supply. A comparison is made with control of rare events by modulating the rates of elementary transitions rather than imposing transitions deterministically. It is found that, unexpectedly, for the same mean control parameters, controlling the transitions rates can be more efficient.

Maximal sensitive dependence and the optimal path to epidemic extinction

Extinction of an epidemic or a species is a rare event that occurs due to a large, rare stochastic fluctuation. Although the extinction process is dynamically unstable, it follows an optimal path that maximizes the probability of extinction. We show that the optimal path is also directly related to the finite-time Lyapunov exponents of the underlying dynamical system in that the optimal path displays maximum sensitivity to initial conditions. We consider several stochastic epidemic models, and examine the extinction process in a dynamical systems framework. Using the dynamics of the finite-time Lyapunov exponents as a constructive tool, we demonstrate that the dynamical systems viewpoint of extinction evolves naturally toward the optimal path.

Extinction rates of established spatial populations

This paper deals with extinction of an isolated population caused by intrinsic noise. We model the population dynamics in a "refuge" as a Markov process which involves births and deaths on discrete lattice sites and random migrations between neighboring sites. In extinction scenario I, the zero population size is a repelling fixed point of the on-site deterministic dynamics. In extinction scenario II, the zero population size is an attracting fixed point, corresponding to what is known in ecology as the Allee effect. Assuming a large population size, we develop a WKB (Wentzel-Kramers-Brillouin) approximation to the master equation. The resulting Hamilton's equations encode the most probable path of the population toward extinction and the mean time to extinction. In the fast-migration limit these equations coincide, up to a canonical transformation, with those obtained, in a different way, by Elgart and Kamenev [Phys. Rev. E 70, 041106 (2004)]. We classify possible regimes of population extinction with and without an Allee effect and for different types of refuge, and solve several examples analytically and numerically. For a very strong Allee effect, the extinction problem can be mapped into the overdamped limit of the theory of homogeneous nucleation due to Langer [Ann. Phys. (NY) 54, 258 (1969)]. In this regime, and for very long systems, we predict an optimal refuge size that maximizes the mean time to extinction.

Predicting rare events in chemical reactions: Application to skin cell proliferation

In a well-stirred system undergoing chemical reactions, fluctuations in the reaction propensities are approximately captured by the corresponding chemical Langevin equation. Within this context, we discuss in this work how the Kramers escape theory can be used to predict rare events in chemical reactions. As an example, we apply our approach to a recently proposed model on cell proliferation with relevance to skin cancer [P. B. Warren, Phys. Rev. E 80, 030903 (2009)]. In particular, we provide an analytical explanation for the form of the exponential exponent observed in the onset rate of uncontrolled cell proliferation.

Speeding up disease extinction with a limited amount of vaccine

We consider optimal vaccination protocol where the vaccine is in short supply. In this case, the endemic state remains dynamically stable; disease extinction happens at random and requires a large fluctuation, which can come from the intrinsic randomness of the population dynamics. We show that vaccination can exponentially increase the disease extinction rate. For a time-periodic vaccination with fixed average rate, the optimal vaccination protocol is model independent and presents a sequence of short pulses. The effect can be resonantly enhanced if the vaccination pulse period coincides with the characteristic period of the disease dynamics or its multiples. This resonant effect is illustrated using a simple epidemic model. The analysis is based on the theory of fluctuation-induced population extinction in periodically modulated systems that we develop. If the system is strongly modulated (for example, by seasonal variations) and vaccination has the same period, the vaccination pulses must be properly synchronized; a wrong vaccination phase can impede disease extinction.

Enhanced vaccine control of epidemics in adaptive networks

We study vaccine control for disease spread on an adaptive network modeling disease avoidance behavior. Control is implemented by adding Poisson-distributed vaccination of susceptibles. We show that vaccine control is much more effective in adaptive networks than in static networks due to feedback interaction between the adaptive network rewiring and the vaccine application. When compared to extinction rates in static social networks, we find that the amount of vaccine resources required to sustain similar rates of extinction are as much as two orders of magnitude lower in adaptive networks.