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Qualitative and quantitative analysis of a nonlinear second-order anisotropic reaction-diffusion model of an epidemic infection spread
Abstract
The paper is concerned with two main topics, as follows. In the first instance, a serious qualitative analysis is performed for a second-order system of coupled PDEs, equipped with nonlinear anisotropic diffusion and cubic nonlinear reaction, as well as in-homogeneous Neumann boundary conditions. The PDEs system is implementing a SEIRD (Susceptible, Exposed, Infected, Recovered, Deceased) epidemic model. Under certain hypothesis on the input data: \begin{document}\end{document}, \begin{document}\end{document}, \begin{document}\end{document} \begin{document}\end{document}, \begin{document}\end{document}, \begin{document} f(t,x) \end{document} and \begin{document}\end{document}, we prove the well-posedness (the existence, a priori estimates, regularity and uniqueness) of a classical solution in the Sobolev space \begin{document}\end{document}, extending the types already proven by other authors. The nonlinear second-order anisotropic reaction-diffusion model considered here is then particularized to monitor the spread of an epidemic infection.
The second topic refers to the construction of the IMEX numerical approximation schemes in order to compute the solution of the system of coupled PDEs. We also show several simulation examples highlighting the present model's capabilities.
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We consider a mathematical model with five compartments relevant to depict the feature of a certain type of epidemic transmission. We aim to identify some system parameters by means of a minimization problem for a functional involving available measurements for observable compartments, which we treat by an optimal control technique with a state constraint imposed by realistic considerations. The proof of the maximum principle is done by passing to the limit in the conditions of optimality for an appropriate approximating problem. The proof of the estimates for the dual approximating system requires a more challenging treatment since the trajectories are not absolutely continuous, but only with bounded variation. These allow to pass to the limit to obtain the conditions of optimality for the primal problem and lead to a singular dual backward system with a generalized solution in the sense of measure. As far as we know, this approach developed here for the identification of parameters in an epidemic model considering a state constraint related to the actions undertaken for the disease containment was not addressed in the literature and represents a novel issue in this paper.
The outbreak of COVID-19 in 2020 has led to a surge in the interest in the mathematical modeling of infectious diseases. Disease transmission may be modeled as compartmental models, in which the population under study is divided into compartments and has assumptions about the nature and time rate of transfer from one compartment to another. Usually, they are composed of a system of ordinary differential equations in time. A class of such models considers the Susceptible, Exposed, Infected, Recovered, and Deceased populations, the SEIRD model. However, these models do not always account for the movement of individuals from one region to another. In this work, we extend the formulation of SEIRD compartmental models to diffusion–reaction systems of partial differential equations to capture the continuous spatio-temporal dynamics of COVID-19. Since the virus spread is not only through diffusion, we introduce a source term to the equation system, representing exposed people who return from travel. We also add the possibility of anisotropic non-homogeneous diffusion. We implement the whole model in libMesh, an open finite element library that provides a framework for multiphysics, considering adaptive mesh refinement and coarsening. Therefore, the model can represent several spatial scales, adapting the resolution to the disease dynamics. We verify our model with standard SEIRD models and show several examples highlighting the present model’s new capabilities.
The paper concerns with an implicit first-order in time, finite-differences in space, method to solve numerically a reaction-diffusion equation endowed with a cubic nonlinearity, and non-homogeneous Neumann boundary conditions. Numerical tests for the Allen-Cahn equation are presented and analyzed in terms of the physical quantities of interest.
In this paper we are addressing two main topics, as follows. First, a rigorous qualitative study is elaborated for a second-order parabolic problem, equipped with nonlinear anisotropic diffusion and cubic nonlinear reaction, as well as non-homogeneous Cauchy-Neumann boundary conditions. Under certain assumptions on the input data: f(t,x), w(t,x) and v0(x), we prove the well-posedness (the existence, a priori estimates, regularity, uniqueness) of a solution in the Sobolev space Wp1,2(Q), facilitating for the present model to be a more complete description of certain classes of physical phenomena. The second topic refers to the construction of two numerical schemes in order to approximate the solution of a particular mathematical model (local and nonlocal case). To illustrate the effectiveness of the new mathematical model, we present some numerical experiments by applying the model to image segmentation tasks.
In this paper we propose and compare two methods to optimize the numerical computations for the diffusion term in a nonlocal formulation for a reaction-diffusion equation. The diffusion term is particularly computationally intensive due to the integral formulation, and thus finding a better way of computing its numerical approximation could be of interest, given that the numerical analysis usually takes place on large input domains having more than one dimension. After introducing the general reaction-diffusion model, we discuss a numerical approximation scheme for the diffusion term, based on a finite difference method. In the next sections we propose two algorithms to solve the numerical approximation scheme, focusing on finding a way to improve the time performance. While the first algorithm (sequential) is used as a baseline for performance measurement, the second algorithm (parallel) is implemented using two different memory-sharing parallelization technologies: Open Multi-Processing (OpenMP) and CUDA. All the results were obtained by using the model in image processing applications such as image restoration and segmentation.
The outbreak of COVID-19 in 2020 has led to a surge in interest in the research of the mathematical modeling of epidemics. Many of the introduced models are so-called compartmental models, in which the total quantities characterizing a certain system may be decomposed into two (or more) species that are distributed into two (or more) homogeneous units called compartments. We propose herein a formulation of compartmental models based on partial differential equations (PDEs) based on concepts familiar to continuum mechanics, interpreting such models in terms of fundamental equations of balance and compatibility, joined by a constitutive relation. We believe that such an interpretation may be useful to aid understanding and interdisciplinary collaboration. We then proceed to focus on a compartmental PDE model of COVID-19 within the newly-introduced framework, beginning with a detailed derivation and explanation. We then analyze the model mathematically, presenting several results concerning its stability and sensitivity to different parameters. We conclude with a series of numerical simulations to support our findings.
The increase in readily available computational power raises the possibility that direct agent-based modeling can play a key role in the analysis of epidemiological population dynamics. Specifically, the objective of this work is to develop a robust agent-based computational framework to investigate the emergent structure of Susceptible-Infected-Removed/Recovered (SIR)-type populations and variants thereof, on a global planetary scale. To accomplish this objective, we develop a planet-wide model based on interaction between discrete entities (agents), where each agent on the surface of the planet is initially uninfected. Infections are then seeded on the planet in localized regions. Contracting an infection depends on the characteristics of each agent—i.e. their susceptibility and contact with the seeded, infected agents. Agent mobility on the planet is dictated by social policies, for example such as “shelter in place”, “complete lockdown”, etc. The global population is then allowed to evolve according to infected states of agents, over many time periods, leading to an SIR population. The work illustrates the construction of the computational framework and the relatively straightforward application with direct, non-phenomenological, input data. Numerical examples are provided to illustrate the model construction and the results of such an approach.
An epidemic disease caused by a new coronavirus has spread in Northern Italy with a strong contagion rate. We implement an SEIR model to compute the infected population and the number of casualties of this epidemic. The example may ideally regard the situation in the Italian Region of Lombardy, where the epidemic started on February 24, but by no means attempts to perform a rigorous case study in view of the lack of suitable data and the uncertainty of the different parameters, namely, the variation of the degree of home isolation and social distancing as a function of time, the initial number of exposed individuals and infected people, the incubation and infectious periods, and the fatality rate. First, we perform an analysis of the results of the model by varying the parameters and initial conditions (in order for the epidemic to start, there should be at least one exposed or one infectious human). Then, we consider the Lombardy case and calibrate the model with the number of dead individuals to date (May 5, 2020) and constrain the parameters on the basis of values reported in the literature. The peak occurs at day 37 (March 31) approximately, with a reproduction ratio R0 of 3 initially, 1.36 at day 22, and 0.8 after day 35, indicating different degrees of lockdown. The predicted death toll is approximately 15,600 casualties, with 2.7 million infected individuals at the end of the epidemic. The incubation period providing a better fit to the dead individuals is 4.25 days, and the infectious period is 4 days, with a fatality rate of 0.00144/day [values based on the reported (official) number of casualties]. The infection fatality rate (IFR) is 0.57%, and it is 2.37% if twice the reported number of casualties is assumed. However, these rates depend on the initial number of exposed individuals. If approximately nine times more individuals are exposed, there are three times more infected people at the end of the epidemic and IFR = 0.47%. If we relax these constraints and use a wider range of lower and upper bounds for the incubation and infectious periods, we observe that a higher incubation period (13 vs. 4.25 days) gives the same IFR (0.6 vs. 0.57%), but nine times more exposed individuals in the first case. Other choices of the set of parameters also provide a good fit to the data, but some of the results may not be realistic. Therefore, an accurate determination of the fatality rate and characteristics of the epidemic is subject to knowledge of the precise bounds of the parameters. Besides the specific example, the analysis proposed in this work shows how isolation measures, social distancing, and knowledge of the diffusion conditions help us to understand the dynamics of the epidemic. Hence, it is important to quantify the process to verify the effectiveness of the lockdown.
An SL1L2I1I2A1A2R epidemic model is formulated that describes the spread of an epidemic in a population. The model incorporates an Erlang distribution of times of sojourn in incubating, symptomatically and asymptomatically infectious compartments. Basic properties of the model are explored, with focus on properties important in the context of current COVID-19 pandemic.
The paper is concerned with a qualitative analysis for a nonlinear second-order parabolic problem, subject to non-homogeneous Cauchy–Stefan–Boltzmann boundary conditions, extending the types already studied. Under certain assumptions, we prove the existence, a priori estimates, regularity and uniqueness of a solution in the class Wp1,2(Q). Here we extend the results already proven by the authors for a nonlinearity of cubic type, making the present mathematical model to be more capable for describing the complexity of certain wide classes of real physical phenomena (phase separation and transition, for instance).
Here we consider the phase field transition system (a nonlinear system of parabolic type), introduced by G. Caginalp to distinguish between the phases of the material that is involved in the solidification process. On the basis of the convergence of an iterative scheme of fractional steps type, a conceptual numerical algorithm is elaborated in order to approximate the solution of the nonlinear parabolic problem. The advantage of such approach is that the new method simplifies the numerical computations due to its decoupling feature. The finite element method (fem) in 2D is used to deduce the discrete equations and numerical results regarding the physical aspects of solidification process are reported. In order to refer the continuous casting process, the adequate boundary conditions was considered.
This work is devoted to the study of a phase-field transition system of Caginalp type endowed with a general polynomial nonlinearity and a general class of nonlinear and nonhomogeneous dynamic boundary conditions (in both unknown functions). The existence, uniqueness and regularity of solutions are established. Here we extend several results proved by some authors, including the already studied boundary conditions, which makes the present mathematical model capable of revealing the complexity of a wide class of physical phenomena (for instance, phase change in Ω at the boundary of Ω).
The paper is mainly concerned with numerical approximation of solutions to the phase-field transition system (Caginalp's model), subject to the non-homogeneous Dirichlet boundary conditions. Numerical approximation of solutions to the nonlinear phase-field (Allen-Cahn) equation, supplied with the non-homogeneous Dirichlet boundary conditions as well as with homogeneous Cauchy-Neumann boundary conditions is also of interest. To achieve these goals, a Chebyshev collocation method, coupled with a Runge-Kutta scheme, has been used. The role of the nonlinearity and the influence of the boundary conditions on numerical approximations in Allen-Cahn equation were analyzed too. To cope with the stiffness of Caginalp's model, a multistep solver has been additionally used; all this, in order to march in time along with the same spatial discretization. Some numerical experiments are reported in order to illustrate the effectiveness of our numerical approach. Work presented as invited lecture at CAIM 2014, September 19-22, " Vasile Alecsandri " University of Bac˘ au, Romania.
A scheme of fractional steps type, associated to the nonlinear phase-field transition system in one dimension, is considered in this paper. To approximate the solution of the linear parabolic system introduced by such approximating scheme, we consider three finite differences schemes: 1-IMBDF (first-order IMplicit Backward Differentiation Formula), 2-IMBDF (second-order IMBDF) and 2-SBDF (second-order Semi-implicit BDF). A study of stability and the numerical efficiency analysis of this new approach, as well as physical experiments, are performed too. Keywords: fractional steps method, stability and convergence of numerical methods, computer aspects of numerical algorithms, phase-field transition system, phase changes. 2010 MSC: 65M12, 65Y20, 80A22.
We propose a stable, convergent finite difference scheme to solve numerically a nonlocal Allen-Cahn equation which may model a variety of physical and biological phenomena involving long-range spatial interaction. We also prove that the scheme is uniquely solvable and the numerical solution will approach the true solution in the L ∞ norm.
The paper presents a proof of the convergence for an iterative scheme of fractional steps type associated to the phase-field transition system (a nonlinear parabolic system) with non-homogeneous Cauchy–Neumann boundary conditions. The advantage of such method consists in simplifying the numerical computation necessary to be done in order to approximate the solution of a nonlinear parabolic system. On the basis of this approach, a numerical algorithm in the two dimensional case is introduced and an industrial implementation is made.
In this paper we study a nonlocal equation that takes into account convective and diffusive effects, ut = J * u − u + G * (f (u)) − f (u) in R d , with J radially symmetric and G not necessarily symmetric. First, we prove existence, uniqueness and continuous dependence with respect to the initial condition of solutions. This problem is the nonlocal analogous to the usual local convection-diffusion equation ut = ∆u + b · (f (u)). In fact, we prove that solutions of the nonlocal equation converge to the solution of the usual convection-diffusion equation when we rescale the convolution kernels J and G appropriately. Finally we study the asymptotic behaviour of solutions as t → ∞ when f (u) = |u| q−1 u with q > 1. We find the decay rate and the first order term in the asymptotic regime.
We present a model for nonlocal diffusion with Neumann boundary conditions in a bounded smooth domain prescribing the flux
through the boundary. We study the limit of this family of nonlocal diffusion operators when a rescaling parameter related
to the kernel of the nonlocal operator goes to zero. We prove that the solutions of this family of problems converge to a
solution of the heat equation with Neumann boundary conditions.
In this paper we study the blow-up problem for a non-local diffusion equation with a reaction term, We prove that non-negative and non-trivial solutions blow up in finite time if and only if p>1. Moreover, we find that the blow-up rate is the same as the one that holds for the ODE ut=up, that is, . Next, we deal with the blow-up set. We prove single point blow-up for radially symmetric solutions with a single maximum at the origin, as well as the localization of the blow-up set near any prescribed point, for certain initial conditions in a general domain with p>2. Finally, we show some numerical experiments which illustrate our results.
We present an early version of a Susceptible-Exposed-Infected-Recovered-Deceased (SEIRD) mathematical model based on partial differential equations coupled with a heterogeneous diffusion model. The model describes the spatio-temporal spread of the COVID-19 pandemic, and aims to capture dynamics also based on human habits and geographical features. To test the model, we compare the outputs generated by a finite-element solver with measured data over the Italian region of Lombardy, which has been heavily impacted by this crisis between February and April 2020. Our results show a strong qualitative agreement between the simulated forecast of the spatio-temporal COVID-19 spread in Lombardy and epidemiological data collected at the municipality level. Additional simulations exploring alternative scenarios for the relaxation of lockdown restrictions suggest that reopening strategies should account for local population densities and the specific dynamics of the contagion. Thus, we argue that data-driven simulations of our model could ultimately inform health authorities to design effective pandemic-arresting measures and anticipate the geographical allocation of crucial medical resources.
Ebook available free of charge at
https://www.aimsciences.org/book/deds/volume/Volume%207
The book is a comprehensive, self-contained introduction to the mathematical modeling and analysis of disease transmission models. It includes (i) an introduction to the main concepts of compartmental models including models with heterogeneous mixing of individuals and models for vector-transmitted diseases, (ii) a detailed analysis of models for important specific diseases, including tuberculosis, HIV/AIDS, influenza, Ebola virus disease, malaria, dengue fever and the Zika virus, (iii) an introduction to more advanced mathematical topics, including age structure, spatial structure, and mobility, and (iv) some challenges and opportunities for the future.
There are exercises of varying degrees of difficulty, and projects leading to new research directions. For the benefit of public health professionals whose contact with mathematics may not be recent, there is an appendix covering the necessary mathematical background. There are indications which sections require a strong mathematical background so that the book can be useful for both mathematical modelers and public health professionals.
The paper is concerned with a qualitative analysis for a nonlinear second-order parabolic problem, subject to non-homogeneous Cauchy–Neumann boundary conditions, extending the types already studied. Under some certain assumptions, we prove the existence, estimate, regularity and uniqueness of a classical solution. The considered nonlinear second-order anisotropic diffusion model is then particularized for an image restoration task. The resulted PDE-based model is solved numerically by constructing a finite-difference based approximation algorithm that is consistent to the model and converges fast to its solution. An effective detail-preserving image filtering scheme that removes successfully the white additive Gaussian noise while overcoming the unintended effects is thus obtained. Our successful image restoration and method comparison results are also discussed in this paper.
The paper concerns with the existence, uniqueness, regularity and the approximation of solutions to the nonlinear phase-field (Allen-Cahn) equa- tion, endowed with non-homogeneous dynamic boundary conditions (depend- ing both on time and space variables). It extends the already studied types of boundary conditions, which makes the problem to be more able to describe many important phenomena of two-phase systems, in particular, the interac- tions with the walls in confined systems. The convergence and error estimate results for an iterative scheme of fractional steps type, associated to the non- linear parabolic equation, are also established. The advantage of such method consists in simplifying the numerical computation. On the basis of this ap- proach, a conceptual numerical algorithm is formulated in the end.
This paper is devoted to the study of a Caginalp phase-field system endowed with non-homogeneous Cauchy-Neumann and nonlinear dynamic boundary conditions. We first prove the existence, uniqueness and regularity of solutions to an Allen-Cahn equation. Our approach allows to consider in the dynamic boundary conditions a nonlinearity of higher order than in the known results. The existence, uniqueness and regularity of solutions to the Caginalp system in this new formulation is also proven.
This paper studies a Caginalp phase-field transition system endowed with a general regular potential, as well as a general class, in both unknown functions, of nonlinear and non-homogeneous (depending on time and space variables) boundary conditions. We first prove the existence, uniqueness and regularity of solutions to the Allen–Cahn equation, subject to the nonlinear and non-homogeneous dynamic boundary conditions. The existence, uniqueness and regularity of solutions to the Caginalp system in this new formulation are also proved. This extends previous works concerned with regular potential and nonlinear boundary conditions, allowing the present mathematical model to better approximate the real physical phenomena, especially phase transitions.
We study a nonlocal diffusion model analogous to heat equation with Neumann boundary conditions. We prove the existence and uniqueness of solutions and a comparison principle. Furthermore, we analyze the asymptotic behavior of the solutions as the temporal variable goes to infinity and the boundary datum depends only on a spacial variable.
The ID phase-field transition system introduced by Caginalp to describe the moving boundary in melting problems is considered. It is discretized by finite differences and three algorithms are presented to solve the resulting nonlinear algebraic system: the Newton method, an improved Newton method with reduced system and a fractional step method. Numerical results are reported and a comparison between the algorithms is made.
In this paper we prove the convergence of an iterative scheme of fractional steps type for the phase-field transition system. The use of this method simplifies the numerical algorithms due to its decoupling feature. The 2D case is considered and numerical results are reported.
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