IDEAS home Printed from https://ideas.repec.org/a/gam/jmathe/v12y2024i13p1974-d1422379.html
   My bibliography  Save this article

Nonlinear Dynamics of a General Stochastic SIR Model with Behavioral and Physical Changes: Analysis and Application to Zoonotic Tuberculosis

Author

Listed:
  • Yassine Sabbar

    (MAIS Laboratory, MAMCS Group, FST Errachidia, Moulay Ismail University of Meknes, P.O. Box 509, Errachidia 52000, Morocco)

  • Mohammad Izadi

    (Department of Applied Mathematics, Faculty of Mathematics and Computer, Shahid Bahonar University of Kerman, Kerman 76169-14111, Iran)

  • Aeshah A. Raezah

    (Department of Mathematics, Faculty of Science, King Khalid University, Abha 62529, Saudi Arabia)

  • Waleed Adel

    (Laboratoire Interdisciplinaire de l’Universite’ Francaise d’Egypte (UFEID Lab), Universite’ Francaise d’Egypte, Cairo 11837, Egypt
    Department of Mathematics and Engineering Physics, Faculty of Engineering, Mansoura University, Mansoura 35511, Egypt)

Abstract

This paper presents a comprehensive nonlinear analysis of an innovative stochastic epidemic model that accounts for both behavioral changes and physical discontinuities. Our research begins with the formulation of a perturbed model, integrating two general incidence functions and incorporating a Lévy measure to account for independent jump components. We start by confirming the well-posed nature of the model, ensuring its mathematical soundness and feasibility for further analysis. Following this, we establish a global threshold criterion that serves to distinguish between the eradication and the persistence of an epidemic. This threshold is crucial for understanding the long-term behavior of a disease within a population. To rigorously validate the accuracy of this threshold, we conducted extensive numerical simulations using estimated data on Zoonotic Tuberculosis in Morocco. These simulations provide practical insights and reinforce the theoretical findings of our study. A notable aspect of our approach is its significant advancement over previous works in the literature. Our model not only offers a more comprehensive framework but also identifies optimal conditions under which an epidemic can be controlled or eradicated.

Suggested Citation

  • Yassine Sabbar & Mohammad Izadi & Aeshah A. Raezah & Waleed Adel, 2024. "Nonlinear Dynamics of a General Stochastic SIR Model with Behavioral and Physical Changes: Analysis and Application to Zoonotic Tuberculosis," Mathematics, MDPI, vol. 12(13), pages 1-17, June.
  • Handle: RePEc:gam:jmathe:v:12:y:2024:i:13:p:1974-:d:1422379
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2227-7390/12/13/1974/pdf
    Download Restriction: no

    File URL: https://www.mdpi.com/2227-7390/12/13/1974/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Zhou, Baoquan & Zhang, Xinhong & Jiang, Daqing, 2020. "Dynamics and density function analysis of a stochastic SVI epidemic model with half saturated incidence rate," Chaos, Solitons & Fractals, Elsevier, vol. 137(C).
    2. Huyi Wang & Ge Zhang & Tao Chen & Zhiming Li, 2023. "Threshold Analysis of a Stochastic SIRS Epidemic Model with Logistic Birth and Nonlinear Incidence," Mathematics, MDPI, vol. 11(7), pages 1-17, April.
    3. Yanan Zhao & Daqing Jiang, 2014. "The Behavior of an SVIR Epidemic Model with Stochastic Perturbation," Abstract and Applied Analysis, Hindawi, vol. 2014, pages 1-7, June.
    4. Sabbar, Yassine & Kiouach, Driss & Rajasekar, S.P. & El-idrissi, Salim El Azami, 2022. "The influence of quadratic Lévy noise on the dynamic of an SIC contagious illness model: New framework, critical comparison and an application to COVID-19 (SARS-CoV-2) case," Chaos, Solitons & Fractals, Elsevier, vol. 159(C).
    5. Rosinski, Jan, 2007. "Tempering stable processes," Stochastic Processes and their Applications, Elsevier, vol. 117(6), pages 677-707, June.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Sabbar, Yassine & Din, Anwarud & Kiouach, Driss, 2023. "Influence of fractal–fractional differentiation and independent quadratic Lévy jumps on the dynamics of a general epidemic model with vaccination strategy," Chaos, Solitons & Fractals, Elsevier, vol. 171(C).
    2. Liu, Qun & Jiang, Daqing, 2023. "Analysis of a stochastic inshore–offshore hairtail fishery model with Ornstein–Uhlenbeck process," Chaos, Solitons & Fractals, Elsevier, vol. 172(C).
    3. Hounyo, Ulrich & Varneskov, Rasmus T., 2017. "A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation," Journal of Econometrics, Elsevier, vol. 198(1), pages 10-28.
    4. Liu, Yue, 2022. "Extinction, persistence and density function analysis of a stochastic two-strain disease model with drug resistance mutation," Applied Mathematics and Computation, Elsevier, vol. 433(C).
    5. Paweł Sztonyk, 2010. "Estimates of Tempered Stable Densities," Journal of Theoretical Probability, Springer, vol. 23(1), pages 127-147, March.
    6. Gajda, Janusz & Wyłomańska, Agnieszka & Zimroz, Radosław, 2016. "Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 464(C), pages 123-137.
    7. Zhou, Baoquan & Han, Bingtao & Jiang, Daqing & Hayat, Tasawar & Alsaedi, Ahmed, 2021. "Ergodic stationary distribution and extinction of a hybrid stochastic SEQIHR epidemic model with media coverage, quarantine strategies and pre-existing immunity under discrete Markov switching," Applied Mathematics and Computation, Elsevier, vol. 410(C).
    8. Sztonyk, Pawel, 2011. "Transition density estimates for jump Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 121(6), pages 1245-1265, June.
    9. Michele Leonardo Bianchi & Gian Luca Tassinari, 2018. "Forward-looking portfolio selection with multivariate non-Gaussian models and the Esscher transform," Papers 1805.05584, arXiv.org, revised May 2018.
    10. Zhou, Baoquan & Jiang, Daqing & Han, Bingtao & Hayat, Tasawar, 2022. "Threshold dynamics and density function of a stochastic epidemic model with media coverage and mean-reverting Ornstein–Uhlenbeck process," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 196(C), pages 15-44.
    11. Torben G. Andersen & Nicola Fusari & Viktor Todorov & Rasmus T. Varneskov, 2018. "Option Panels in Pure-Jump Settings," CREATES Research Papers 2018-04, Department of Economics and Business Economics, Aarhus University.
    12. Lorenzo Mercuri & Edit Rroji, 2014. "Parametric Risk Parity," Papers 1409.7933, arXiv.org.
    13. Piergiacomo Sabino & Nicola Cufaro Petroni, 2022. "Fast simulation of tempered stable Ornstein–Uhlenbeck processes," Computational Statistics, Springer, vol. 37(5), pages 2517-2551, November.
    14. Ole E. Barndorff-Nielsen & Neil Shephard, 2012. "Basics of Levy processes," Economics Papers 2012-W06, Economics Group, Nuffield College, University of Oxford.
    15. Borak, Szymon & Misiorek, Adam & Weron, Rafał, 2010. "Models for heavy-tailed asset returns," SFB 649 Discussion Papers 2010-049, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    16. Jaehyung Choi & Young Shin Kim & Ivan Mitov, 2014. "Reward-risk momentum strategies using classical tempered stable distribution," Papers 1403.6093, arXiv.org, revised Jun 2015.
    17. Elaiw, A.M. & Alsaedi, A.J. & Hobiny, A.D. & Aly, S., 2023. "Stability of a delayed SARS-CoV-2 reactivation model with logistic growth and adaptive immune response," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 616(C).
    18. Svetlana Boyarchenko & Sergei Levendorskiĭ, 2019. "Sinh-Acceleration: Efficient Evaluation Of Probability Distributions, Option Pricing, And Monte Carlo Simulations," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(03), pages 1-49, May.
    19. Michele Leonardo Bianchi & Gian Luca Tassinari & Frank J. Fabozzi, 2016. "Riding With The Four Horsemen And The Multivariate Normal Tempered Stable Model," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(04), pages 1-28, June.
    20. Gong, Xiao-li & Zhuang, Xin-tian, 2016. "Option pricing and hedging for optimized Lévy driven stochastic volatility models," Chaos, Solitons & Fractals, Elsevier, vol. 91(C), pages 118-127.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:12:y:2024:i:13:p:1974-:d:1422379. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.