Shakir Bilal1, Brajendra K Singh2, Awadhesh Prasad1, Edwin Michael2. 1. Department of Physics and Astrophysics, University of Delhi, Delhi 110 007, India. 2. Department of Biological Sciences, University of Notre Dame, Notre Dame, Indiana 46556, USA.
Abstract
We study changes in the bifurcations of seasonally driven compartmental epidemic models, where the transmission rate is modulated temporally. In the presence of periodic modulation of the transmission rate, the dynamics varies from periodic to chaotic. The route to chaos is typically through period doubling bifurcation. There are coexisting attractors for some sets of parameters. However in the presence of quasiperiodic modulation, tori are created in place of periodic orbits and chaos appears via finite torus doublings. Strange nonchaotic attractors (SNAs) are created at the boundary of chaotic and torus dynamics. Multistability is found to be reduced as a function of quasiperiodic modulation strength. It is argued that occurrence of SNAs gives an opportunity of asymptotic predictability of epidemic growth even when the underlying dynamics is strange.
We study changes in the bifurcations of seasonally driven compartmental epidemic models, where the transmission rate is modulated temporally. In the presence of periodic modulation of the transmission rate, the dynamics varies from periodic to chaotic. The route to chaos is typically through period doubling bifurcation. There are coexisting attractors for some sets of parameters. However in the presence of quasiperiodic modulation, tori are created in place of periodic orbits and chaos appears via finite torus doublings. Strange nonchaotic attractors (SNAs) are created at the boundary of chaotic and torus dynamics. Multistability is found to be reduced as a function of quasiperiodic modulation strength. It is argued that occurrence of SNAs gives an opportunity of asymptotic predictability of epidemic growth even when the underlying dynamics is strange.
Effects of seasonal variation in the spread of infectious
diseases have been a subject of immense interest. The inclusion of seasonality in transmission
models has helped in explaining spatiotemporal variations in incidence of infectious diseases
such as measles. In general, seasonality is modelled by considering periodic modulation of the
transmission rate in epidemic models. The periodic modulation was largely inspired by the fact
that spread of measles in school going children is governed by the opening and closing of
schools. Seasonality can be more complicated than just being periodic. For example,
non-periodic fluctuations (e.g., quasiperiodic ones) in temperature and precipitation due to
climate change may have complicated effects on disease incidence. Such non-periodic modulation
in transmission presents the next level of complexity with respect to temporal variability in
disease incidence. In this study, we examine the effects of quasiperiodic modulation in the
transmission rate in compartmental epidemic models. A generic analysis of the parameter space
across different epidemic models is also presented. We discuss the implication of the creation
and coexistence of attractors on dynamical behaviour, such as strange nonchaotic
attractors.
INTRODUCTION
Seasonal variation in reported cases of infectious diseases, ranging from childhood
diseases (e.g., measles, diphtheria, and chickenpox) to infections affecting all ages like
influenza, cholera, and mosquito-borne diseases (e.g., malaria and dengue), is common across
temperate and tropical geographies. Although there is a growing body of literature investigating the role of external drivers
(e.g., rainfall, temperature, etc.) responsible for seasonal fluctuations in disease
incidence, a better understanding of the contributions of external (climate- or
environment-driven) versus internal (nonlinearity caused by immune responses in disease
dynamics itself) factors to the observed seasonality is lacking and clearly forms an active
area of research in the field of mathematical modelling and predictive epidemiology of
infectious diseases.In typical seasonally forced models of infectious diseases, the transmission rate (i.e.,
the per capita rate at which a susceptible individual interacts with an infectious
individual and acquires a new infection) is modulated in a periodic fashion using a sine or
cosine function.
(However, see Refs. 7 and 10 for an exception to this rule.) Although periodic forcing in the
transmission term helps explain most of the observed seasonality in disease data, external
drivers themselves may not be periodic or, at least, may not remain periodic over time. Instead, these external drivers
may have anomalies in the amplitude and/or onset of the peaks that occur in different years.
Such irregular dynamic behaviour cannot be captured by a simple sinusoidal function.In physics and engineering sciences, there have been extensive studies in forced oscillator
systems. Both the nature of dynamics and the bifurcations in nonlinear dynamical systems are
significantly modified in the presence of external forcing. If an unforced dynamical system is dissipative,
different behaviours can result,
and these issues have been investigated over the decades with particular focus on the
different dynamical attractors that can be formed, the various transitions that take place,
and their potential applications. In these studies, different types of forcing, most notably
periodic, quasiperiodic, and random modulations, have been studied.One of the characteristic features of temporally forced systems is that they possess
multiple coexisting attractors: the dynamics sensitively depends on the initial values of
state variables. However, when periodic forcing in these systems is replaced by
quasiperiodic one (which introduces variability in the forcing strength because of
irregularity in the amplitude and timing of the peak of the driving signal), the number of
coexisting attracting states of these dissipative systems is reduced or the coexistence
disappears altogether. Attracting states specific to quasiperiodically forced systems such
as tori, strange nonchaotic attractors (SNAs) are also created. The dynamics on SNAs is
characterised with no positive Lyapunov exponents but with an underlying fractal geometry
(i.e., it is discontinuous everywhere).Coexistence of multiple attractors or states has also been observed in the dynamics of
epidemic models when the transmission rates are periodically forced. Understanding the mechanisms behind the
coexistence of multiple attractors in disease systems, and how the infection trajectories
move in and out of the multiple attracting states, has important implications for control
programmes. Although it is
becoming increasingly apparent that the external drivers (e.g., rainfall, temperature, etc.)
of seasonality do not vary in regular, periodic fashion, studies in epidemic models investigating the
impact of temporal variability in the strength of the external drivers on outbreak patterns
and its implication for control are scarce. Consequently, a better understanding of how
internal factors (e.g., immunity) of disease dynamics, in association with variable (as
opposed to regular/periodic) external forcing, shape up outbreak trajectories is
lacking.In this paper, therefore, we investigate the dynamics of epidemic models, varying in
internal complexity, under quasiperiodic forcing of the transmission rate. We contrast the
resultant behaviours (in terms of bifurcations and the coexistence of attractors) with those
observed under periodic forcing. In doing so, we aim to get better insights about the
combined role of external versus internal factors that they play in bringing about the
seasonality seen in the incidences of infectious diseases. As hinted in the beginning of
this paragraph, the models considered here vary in internal feedbacks on disease dynamics in
terms of the effect of immune response in regulating the build-up of susceptibles during
inter-epidemic periods necessary for fuelling next outbreaks. With quasiperiodic modulation,
we capture the impact of the external feedback that may vary over time in its strength
(i.e., amplitude) and/or the onset of the peak in the transmission term. The subsequent
sections are organized as follows. In Section II, we
describe a set of epidemic models with the temporally forced transmission rate. In the
section, we also define the measures used to characterize SNA dynamics. In Section III, we discuss the results on the dynamics of the
epidemics models with quasiperiodic modulation in the transmission rate vis-a-vis those
obtained with periodic modulation. This is followed in Section IV by discussing the implications of our results.
MODELS AND MEASURES
Models
A typical epidemic model consists of the compartments of susceptibles (S), exposed (E),
infectives (I), and recovered (R) individuals. At the start of an emerging infection outbreak, all individuals
are susceptible to it; once infected they can remain dormant (exposed) for some time
before infecting others or they immediately become infectives and start infecting others.
The infectives meet one of the two outcomes: either they recover from and become immune to
the infection or they succumb to the disease and die, and hence removed from the
transmission chain. Additionally, we study the effect of human demographics (i.e., the
birth and death rates) into the model dynamics. In our study, the newborns join the
susceptible compartment, which means we do not consider vertical (i.e., mother to child)
transmission, and the per capita births and deaths are taken to be the same to keep the
population size constant, with the total host density scaled to 1.SIR modelThe SIR model consists of individuals of the susceptible, infective, and recovered
classes. Susceptibles transition their state to become infectives who in turn move
to the recovered class. Thus, the SIR model with demographics is given by the
following equations:where
represents the time derivative dX/dt,
β the transmission rate, μ the human birth (or
death) rate, and η the recovery rate.SIRS modelRecovery from an infection may not provide a life-long immunity; the recovered
individuals may become susceptible again. Such situations are modelled using the
SIRS model given bywhere the parameters have the same
meaning as in the SIR model while κ is the rate at which the
recovered individuals become susceptible again. If (i.e., recovered
individuals do not become susceptible again), then the SIRS reduces to the SIR
model.SEIR modelNewly infected individuals of a population before they start infecting others may
stay in an exposed stage. Such transmission process is studied using the SEIR model,
and the model dynamics are given by the following equations:where the parameters have the same
meaning as in SIR model, while σ is the rate at which the exposed
individuals join the infective class. It is clear that the SEIR model reduces to the
SIR when (i.e., the latent
period tends to zero).The models of the SIR family described above differ from one another in the way the
proportions of individuals progress through different infection stages and/or in the way
the susceptible pool builds up. These are summarized in Table I. While all the three models permit the flow of susceptibles as newly
born individuals in the population, the SIRS allows the surviving, infection-recovered
individuals to join the susceptible pool after they lose their temporary immunity. The
SEIR differs from the other two by introducing a lag period between the exposed and
infectious stages while considering permanent protection from re-infection as in the
SIR.
TABLE I.
Components of internal factor controlling nonlinearity in three models of the SIR
family.
Internal factor
SIR
SIRS
SEIR
Immunity
Life-long
Transient
Life-long
Lag from E to I
0
0
A few days
Components of internal factor controlling nonlinearity in three models of the SIR
family.
Temporal forcing in transmission
The transmission rate is temporally modulated as follows: The parameter
β0 is the mean or unmodulated transmission rate. The
parameter δ is the strength of seasonality that determines the amplitude
of fluctuation in the transmission rate. The function F(t) determines the
nature of modulation ranging from noisy, periodic, quasiperiodic, or chaotic. If the
function has explicit dependence on time, then chaotic solutions may be observed. Such modulations have been studied in
some detail in the dynamical systems context. In the epidemic modelling, random fluctuations in the
transmission parameter were studied in Refs. 23 and
24. A simple sinusoidal function gives a periodically
varying transmission rate. Since in this
paper, we aim to study the effect of irregular temporal modulations in the transmission
rate (i.e., β should temporally fluctuate with anomalies in its amplitude
and/or onset of its peaks), we use a quasiperiodic function, , to temporally force the
transmission rate, as follows: We consider the frequency in the above term as , it is the
reciprocal of the golden mean, which
is an irrational number. As one can see, is used to switch on and off the
quasiperiodic term: = 0 recovers the periodic modulation
while makes the transmission
rate quasiperiodic. Here, we restrict the exploration of space such that to keep . Quasiperiodic modulation
is known to create SNAs at the interface of regular and chaotic dynamics in the parameter
space. Tori are the simplest regular dynamics possible in quasiperiodically modulated
dynamical systems. SNAs have nonpositive largest Lyapunov exponents (implying no sensitive
dependence of the dynamics on the initial conditions or starting values), but they are
strange (i.e., they have nonsmooth/fractal geometry).The reproductive ratio is now time–dependent and is given by . In a
population a disease will eventually die out if the time average . There can be however
incidences of disease outbreak if for some range of time. A
time series representative of how the reproductive ratio behaves
for different combinations of and δ is shown in Fig.
1. The parameters chosen in Fig. 1 display strange nonchaotic dynamics for the SIR model
to be discussed in Section III. In Fig. 1(a), the reproductive ratio looks like a sinusoidal time
series while in Fig. 1(b) this resemblance is totally
lost.
FIG. 1.
Time-dependent reproductive ratio as a
function of time (see Eq. (4)) for two
different δ and combinations: (a) and (b) .
Time-dependent reproductive ratio as a
function of time (see Eq. (4)) for two
different δ and combinations: (a) and (b) .
Measures
In this subsection, we define three measures to distinguish the different types of
attractors. We use the phase sensitivity to distinguish the fractal geometry of
SNAs from that of smooth torus and chaotic motions. Here,
X(t) represents the phase or state space of the
attractor defined by the coordinates ,
depending on the model considered. In order to be able to capture the intermittent
behaviour of phase sensitivity, one defines the following quantity:
Note the partial derivative indicates the
differentiation of any one coordinate or state variable (e.g.,
S(t)). Here, L represents a length of
time. A growing as a
function of L is indicative of nonsmoothness of the underlying
attractor. From , one can
define the quantity which is a collection of minima's over different
initial points. For SNA
q > 0, while for torus q = 0. For chaotic orbits . Hereafter,
we call this quantity the phase sensitivity parameter. The phase sensitivity parameter
shows linear growth for SNAs, an exponential growth for chaotic orbit, and non-growing
behaviour for smooth torus, as
captured by the exponent q along with the functional form.Next, we introduce the mean square displacement . If ψ is any of the phase space
coordinates (i.e., S, I, E, or R) and ψ is taken as a
reference point, then the is defined as follows:
Here, we take instead
of , where t
represents continuous time with (we took
L = 900 000) and . The clusters around a single
value for each coexisting attractor. Furthermore, this quantity converges rapidly with
L (note L is the length of the time series) and thus
provides a good measure in counting the number of coexisting attractors in addition to
providing an estimation of basin sizes.The Lyapunov exponents
are used
to detect whether attractors are chaotic or nonchaotic. In particular, the largest and second largest Lyapunov exponents
have the following characteristics:For chaotic orbits, .For limit cycles, and .For stable fixed points, .For smooth torus, .For SNA, , although the phase
sensitivity parameter is able to distinguish between SNA and other orbits.The criterion of the largest Lyapunov exponent (LLE) for SNA in maps is that the largest
nonzero Lyapunov exponent must be negative, while for flows it has to be zero. In the
results shown in this work, we are able to ignore the zero Lyapunov exponent (for flow
one, LE must always be zero) due to time coming explicitly in the dynamical equations Eq.
(4).The evolution of the basin of attraction of SNAs can be studied using the distribution of
Lyapunov exponents in the space of initial conditions. For different initial conditions,
if the largest non-zero Lyapunov exponent clusters around a single value then one can say,
that those initial conditions belong to the basin of attraction of the same attractor.
Model parameters and numerical simulations
For all the results provided below, unless otherwise stated, we set (yr)−1,
η = 100 (yr)−1, and (yr)−1,
along with (yr)−1. The
disease parameter values are typical of measles infection dynamics and are taken from Ref.
29. The dynamics of the SIRS model is explored
for a set of values (in yr−1) of the parameter κ and are
provided where applicable. We integrate the system dynamics numerically using the
fixed-step fourth-order Runge–Kutta method with a time step size of 0.001, including the calculations of the
Lyapunov exponents and other measures described in Section II C. Initial conditions are provided at appropriate places in the text.
RESULTS AND DISCUSSION
First, we consider the SIR model. Here, the condition for infectives to grow gives a
threshold for susceptibles , where is the
reproductive ratio. Numerical
integration of the model Eq. (1) gives
information about how S(t) and I(t) change and infection outbreak occurs with time. The
dynamics of epidemic models under periodic modulation of the transmission rate (i.e., ) has been a subject of
extensive study. By introducing
periodic modulation in the transmission rate, infection dynamics displays a repertoire of
periodic to chaotic behaviours. The route to chaos is period doubling. In the periodic
modulation case, there is infinite period doubling, whereas in quasiperiodic modulation
finite doubling of torus before the onset of chaos.The organization of the dynamics in the parameter space is shown in
Fig. 2. To obtain the parameter space, we choose for
each the initial conditions at
δ = 0, and then using the last coordinate values of the orbit obtained as
the initial conditions for next δ, separated by 0.001. We calculate the
largest nonzero Lyapunov exponent (LLE) of the system and choose the color red wherever LLE
is positive and the color white whenever it is zero. The SNA dynamics, which occur at the
boundary of the regular and chaotic dynamics, are characterized by the green color. Note
that the line = 0 corresponds to the periodic
modulation while nonzero lines, each separated by 0.001 from next,
represent the quasiperiodic modulation.
FIG. 2.
The δ– parameter space for the
quasiperiodically forced SIR model. The red regions are of chaotic (C) dynamics while
white indicates periodic or regular torus (T) dynamics. The strange nonchaotic
attractors lie at the regular–chaos boundary (green). These regions were demarcated
using the largest nonzero Lyapunov exponent.
The δ– parameter space for the
quasiperiodically forced SIR model. The red regions are of chaotic (C) dynamics while
white indicates periodic or regular torus (T) dynamics. The strange nonchaotic
attractors lie at the regular–chaos boundary (green). These regions were demarcated
using the largest nonzero Lyapunov exponent.Fig. 3 shows the coexistence of multiple attractors
for the periodic modulation of the transmission rate in terms of forward (Fig. 3(a)) and backward (Fig. 3(b)) bifurcation diagrams and the corresponding Lyapunov spectra for forward
(Fig. 3(c)) and backward (Fig. 3(d)) bifurcations. When the dynamics is in the periodic regime (e.g., for
small δ), the frequency of oscillations is the same or an integral multiple
of the forcing frequency (taken to be unity here). However, when δ is
increased, chaotic dynamics is achieved via period doubling route. In the chaotic regime, unpredictable episodes of epidemic
outbreaks can occur over time. The forward bifurcation and the corresponding Lyapunov
spectrum were obtained by choosing a set of the initial conditions at δ = 0
and then using the coordinates of the orbit obtained as the initial conditions for next
δ, separated by 0.001. A similar procedure was adopted for the backward
bifurcation, beginning at and moving
towards δ = 0 in steps of 0.001. This procedure of deriving the attractor
types is called the continuation of attractor. It ignores the multiple coexisting
attractors while traversing in either
direction. However, the coexistence is revealed by comparing the attractors constructed by
both the forward and backward procedures.
FIG. 3.
The coexistence of multiple attractors in terms of long-term dynamics of the
periodically forced SIR model. Bifurcation diagrams are shown as a function of
modulation parameter δ in Eq. (4) with in the forward (a) and
backward (b) directions. The corresponding two nonzero largest Lyapunov exponents (red
and green) are shown in (c) and (d). The coexistence or multistability of attractors can
be observed from the bifurcation diagrams as well as the Lyapunov exponents.
The coexistence of multiple attractors in terms of long-term dynamics of the
periodically forced SIR model. Bifurcation diagrams are shown as a function of
modulation parameter δ in Eq. (4) with in the forward (a) and
backward (b) directions. The corresponding two nonzero largest Lyapunov exponents (red
and green) are shown in (c) and (d). The coexistence or multistability of attractors can
be observed from the bifurcation diagrams as well as the Lyapunov exponents.As reported in previous studies, an important feature of the periodically forced SIR system
is the existence of multistability where two different attractors may coexist. For one such
parameter value, the coexisting attractors are shown in Figs. 4(a) and 4(b) along with their basin of
attraction in Fig. 4(c). To obtain the basins, we used
the largest nonzero Lyapunov exponent and the mean square displacement (Eq. (7)) as indicators of orbits. These orbits were
obtained by varying the initial conditions in the
S–I plane with
R being determined by the constraint . Clearly, the relevant
initial conditions in the S–I
plane are limited to a triangular region with its vertices at (0,0) (1,0), and (0,1). The
coexistence of multistability implies that different initial states may result in different
asymptotic states even if we keep all other parameters fixed.
FIG. 4.
Coexisting periodic and chaotic attractors for the periodically forced SIR model and
their basins: (a) periodic attractor, (b) chaotic attractor, and (c) the basins
belonging to two distinct attractors–the red regions are the basin of attraction for the
attractor in (a) while the black regions the basin of attraction of the attractor in
(b). Here, the parameters are fixed at with = 0 (only periodic modulation), , and
η = 100.
Coexisting periodic and chaotic attractors for the periodically forced SIR model and
their basins: (a) periodic attractor, (b) chaotic attractor, and (c) the basins
belonging to two distinct attractors–the red regions are the basin of attraction for the
attractor in (a) while the black regions the basin of attraction of the attractor in
(b). Here, the parameters are fixed at with = 0 (only periodic modulation), , and
η = 100.
Endemic dynamics under quasiperiodic forcing
When the transmission rate is quasiperiodically modulated (i.e., ), the simplest nonchaotic
dynamics happens on a smooth torus surface. This implies that the susceptible (or infectious, etc.) fraction
varies with an irrational frequency (because forcing frequency is irrational).
Consequently, it cannot be claimed that the peak in disease incidence would repeat itself
periodically in time, as happens in the periodic modulation case. On increasing the values
of δ, the dynamics changes from torus to chaos via a finite period
doubling route. Strange non-chaotic
attractors may be observed at the transition boundary between torus and chaos. A typical
feature of SNA is that the dynamics are free from sensitive dependence on initial
conditions: two trajectories started with slightly different initial conditions
synchronize on the SNA but have
non-smooth or fractal geometry. This implies that asymptotically predictable pattern of
epidemic outbreaks is possible under quasiperiodic forcing. This is because a SNA
trajectory has both contracting and expanding subsets of the attractor and for a
sufficiently long trajectory the contracting set dominates, rendering the dynamics free
from sensitive dependence on initial conditions. The SNAs are observed at the transition
boundary of chaotic and regular motions as one varies δ, see the green
regions in the two dimensional parameter space shown in Fig. 2. Examples of the typical bifurcation diagram as a function of
δ for different values of are shown in Figs. 5(a) and 5(b), both containing the
forward (black dots) and backward (red dots) bifurcation plots. Although the bifurcation
diagrams for the quasiperiodic modulation case are shown, it is important to note that the
dynamics occurs on a quasiperiodic torus and the standard bifurcation theory does not
apply: n–branch orbits are converted to ,
etc. The corresponding Lyapunov exponent spectra are shown in Figs. 5(c) and 5(d). Orbits are
distinguished from each other based on the Lyapunov exponents (see Section II C) and the phase sensitivity parameter described in
Eq. (5). Typical orbits in the torus, SNA,
and chaotic regimes are shown in Figs. 6(a)–6(c),
their corresponding phase sensitivity parameters in Figs. 6(d)–6(f), while the distribution of finite time largest Lyapunov exponents, with
t = 1000, are shown in Figs. 6(g)–6(i).
FIG. 5.
Long-term dynamics of the quasiperiodically forced SIR model. Bifurcation diagrams
are shown as a function of δ in Eq. (4) with (a) and = 1 (b). The corresponding largest
nonzero Lyapunov exponents are shown in (c) and (d). The data shown in black and red,
respectively, were obtained by the forward and backward procedures. The boxes formed
by the difference in the forward and backward Lyapunov exponent indicate
multistability, some of which can be seen from the bifurcation diagrams as well.
Clearly there are no indication of multistability at = 1. The little arrows in (c) and
(d) indicate the parameter values around which SNAs are found (see Figs. 6 and 8).
FIG. 6.
Three types of dynamics in the quasiperiodic SIR model. The trajectory types for = 1 and different
δ values are as follows: (a) a regular torus at , (b) an SNA at , and (c) a chaotic
orbit at . The plots (d)–(f)
show the respective phase sensitivity parameter, over different initial conditions, as
a function of trajectory length showing that the trajectory in (a) is smooth while
those shown in (b) and (c) are non-smooth. The plots (g)–(i) show the distribution of
finite time largest Lyapunov exponents, with
t = 1000. The sensitivity exponent defined in Eq. (6) is q = 0 for the torus
in (a) and for SNA in (b) as
obtained by curve fitting. The chaotic orbit shows a growth of the form with . The curve for along
with best fits is shown in black.
Long-term dynamics of the quasiperiodically forced SIR model. Bifurcation diagrams
are shown as a function of δ in Eq. (4) with (a) and = 1 (b). The corresponding largest
nonzero Lyapunov exponents are shown in (c) and (d). The data shown in black and red,
respectively, were obtained by the forward and backward procedures. The boxes formed
by the difference in the forward and backward Lyapunov exponent indicate
multistability, some of which can be seen from the bifurcation diagrams as well.
Clearly there are no indication of multistability at = 1. The little arrows in (c) and
(d) indicate the parameter values around which SNAs are found (see Figs. 6 and 8).
FIG. 8.
(a) SNA observed at in the
quasiperiodically forced SIR model. (b) Its phase sensitivity parameter over different
initial conditions, and (c) basin of attraction, indicating that no other orbits
coexist with it at this point in the parameter space. The other parameters are fixed
at .
Three types of dynamics in the quasiperiodic SIR model. The trajectory types for = 1 and different
δ values are as follows: (a) a regular torus at , (b) an SNA at , and (c) a chaotic
orbit at . The plots (d)–(f)
show the respective phase sensitivity parameter, over different initial conditions, as
a function of trajectory length showing that the trajectory in (a) is smooth while
those shown in (b) and (c) are non-smooth. The plots (g)–(i) show the distribution of
finite time largest Lyapunov exponents, with
t = 1000. The sensitivity exponent defined in Eq. (6) is q = 0 for the torus
in (a) and for SNA in (b) as
obtained by curve fitting. The chaotic orbit shows a growth of the form with . The curve for along
with best fits is shown in black.Since multistability is observed in the periodically modulated case, it is natural to
check the fate of coexisting attractors and their basins under quasiperiodic modulation.
To this end, we look for multiple attractors using the mean square displacement and the
largest nonzero Lyapunov exponent (see Section II C), calculated for a set of 50 initial conditions on the line by fixing
δ and varying . We find that multistability disappears
after a critical value is
reached. The critical value is
different for different δ. A typical example for is shown in Fig. 7: the largest nonzero Lyapunov exponent in Fig. 7(a) and mean–square displacement in Fig. 7(b). Distinct clusters of the largest nonzero Lyapunov
exponents or the indicate the coexistence
of distinct attractors. Now that we know a critical value of after which only one attractor survives
for a given δ, we choose a value of for which it
is expected to see multistability as we increase δ from zero. We stop at
a value of δ at which an SNA is likely to be observed and scan for the
other coexisting attractors and their relative basin sizes. We find that typically an SNA
occupies the whole basin: Fig. 8(a) shows the SNA at , Fig. 8(b) its phase sensitivity parameter, and Fig. 8(c) shows its basin.
FIG. 7.
(a) The largest nonzero Lyapunov exponent and (b) the mean square displacement as a function of at obtained for the
dynamics of the quasiperiodically forced SIR model. Note that both diagrams indicate
that multistability disappears after a critical marked
by black arrows.
(a) The largest nonzero Lyapunov exponent and (b) the mean square displacement as a function of at obtained for the
dynamics of the quasiperiodically forced SIR model. Note that both diagrams indicate
that multistability disappears after a critical marked
by black arrows.(a) SNA observed at in the
quasiperiodically forced SIR model. (b) Its phase sensitivity parameter over different
initial conditions, and (c) basin of attraction, indicating that no other orbits
coexist with it at this point in the parameter space. The other parameters are fixed
at .The SIRS and the SEIR models behave like the SIR model when or , respectively. In these
limits, the analysis of SIRS and SEIR does not differ from that of the SIR model. Below,
therefore, we present results for these two models when
κ/σ is in the regime which makes them distinct from
the SIR model in the δ– space.In the SIRS model, if the immunity loss rate κ is sufficiently high then
the chaotic behaviour is reduced to very narrow ranges of δ for the
periodically modulated case ( = 0). When quasiperiodic modulation is
switched on (), the chaotic regions are
further reduced, eventually disappearing altogether above a certain as shown in Figs. 9(a)–9(d).
FIG. 9.
The δ– parameter space for the
quasiperiodically forced SIRS model. The red regions are of chaotic dynamics while the
white region indicates torus or periodic dynamics. The strange nonchaotic attractors
lie at the regular–chaos boundary (not shown). These regions were demarcated using the
largest nonzero Lyapunov exponent. The chaotic regions decrease as κ
is changed from (a) 0.001, (b) 0.01, (c) 0.02, and (d) 0.03.
The δ– parameter space for the
quasiperiodically forced SIRS model. The red regions are of chaotic dynamics while the
white region indicates torus or periodic dynamics. The strange nonchaotic attractors
lie at the regular–chaos boundary (not shown). These regions were demarcated using the
largest nonzero Lyapunov exponent. The chaotic regions decrease as κ
is changed from (a) 0.001, (b) 0.01, (c) 0.02, and (d) 0.03.In the periodically modulated ( = 0) SEIR model, we find that as the chaotic region is
reduced to narrow ranges of δ before finally disappearing below
σ = 10 (see Figs. 10(a)–10(c)).
Thus, when the latent period is large, even the periodic modulation of the transmission
parameter in the SEIR model is not capable of generating complicated dynamics beyond
periodic orbits as . However, if for some
σ chaotic dynamics is observed for a finite range of δ
then, unlike the SIRS model, the introduction of quasiperiodic modulation does not eliminate chaotic
regions in the δ– space.
FIG. 10.
The δ– parameter space for the
quasiperiodically forced SEIR model. The red regions are of chaotic dynamics while the
white region indicates torus or periodic dynamics. The strange nonchaotic attractors
lie at the regular–chaos boundary (not shown). These regions were demarcated using the
largest nonzero Lyapunov exponent. The parameter σ varies from (a)
35.8423, (b) 15.0, and (c) 8.0. The chaotic regions gradually become narrower as
σ is decreased.
The δ– parameter space for the
quasiperiodically forced SEIR model. The red regions are of chaotic dynamics while the
white region indicates torus or periodic dynamics. The strange nonchaotic attractors
lie at the regular–chaos boundary (not shown). These regions were demarcated using the
largest nonzero Lyapunov exponent. The parameter σ varies from (a)
35.8423, (b) 15.0, and (c) 8.0. The chaotic regions gradually become narrower as
σ is decreased.The reduction in chaotic regions in the SIRS and SEIR models may be understood from the
following arguments: recall that as (recovered individuals do
not become susceptible again) and (the latent period tends
to zero) reduce the SIRS and SEIR models, respectively, to SIR. Then, taking the opposite
limit would imply the
individuals are less likely to stay in the recovered state thereby reducing the dimension
of the dynamical equations to two with only S and I as effective variables. Similarly, would mean that
susceptible individuals never get to the infective state, thus once again reducing the
dimension of the dynamical equation to two with only S and
E. It is known that only three or higher dimensional autonomous flows
display chaotic behaviour. Thus, the result of our numerical experiments that chaotic
regions start depleting as soon as we increase κ or decrease
σ is due to the lower dimensional dynamics taking over even for
κ and sigma being far from that absolute limit.
SUMMARY
Previous studies, investigating the effects of periodic modulation in the transmission
rate, showed the coexistence of multiple attractors in the dynamics of the SIR family of
epidemic models. They helped in understanding important implications of seasonality for
transmission ecology, dynamics, and control (e.g., by vaccination) of infectious
diseases.
However, these studies ignored the impact of variability in the external driving signals and
that of internal factors (e.g., immune responses) as the source of nonlinearity in disease
dynamics itself on the infection dynamics and coexistence of multiple attractors. This
exclusion is increasingly surfacing as a significant element to be considered in disease
modelling (see the arguments put forth in Refs. 6 and
7) as we progressively gather empirical evidence
that the external driving signals (i.e., rainfall, temperature, etc.) may indeed vary
year-to-year and therefore
their impact may not be captured by a sinusoidal wave function.In this paper, we studied the effects of quasiperiodic modulation in the transmission rate
in the SIR and its allied models such as the SIRS and SEIR. In physics and engineering
sciences, there have been extensive studies in forced oscillator systems using different
forcing functions, including quasiperiodic one, and this study is a first attempt, as far as
we are aware of, to apply and investigate the effect of quasiperiodic forcing of the
transmission terms in epidemic models. The addition of quasiperiodic element in the temporal
modulation of the transmission term gradually (as increases) annihilates multistability,
leaving behind only one attractor for each parameter set. Additionally, new dynamical
states, such as the SNAs, are created which make the dynamics of epidemics asymptotically
predictable although they have non-smooth geometry (chaotic states too have non-smooth
geometry). However, in the SNA states there can be unpredictability in outbreaks of disease
in finite time.The coexistence of multiple attractors (in the periodically modulated case), such as chaos
and periodic orbits, is believed to provide an explanation for observed different
trajectories of the incidence of childhood diseases (e.g., measles) in the post-vaccination
era from those dominated in the pre-vaccination era. The coexistence of multiple attractors (such as chaotic and
smooth torus) is still likely as in the periodically forced SIR models albeit for smaller
values of . However, when the disease dynamics are
dominated by the SNA-type trajectories, we find that it occupies the whole basin and no
other states coexist. The existence of SNAs provides an additional state available where the
dynamics is asymptotically predictable.Since SNAs in epidemic models created under quasiperiodic forcing are not sensitively
dependent on initial conditions (as they occupy the whole basin), control efforts such as
vaccination may not be able to alter the predictability of disease incidences. Periodically
forced SIR dynamics were hypothesized to be able to switch and settle on different
attractors in the presence of noise, we
hypothesize that noise-induced switching of trajectories may not be apparent due to the
presence of SNAs in quasiperiodic forced epidemic models. In addition, the SIR models
considered here are simple in comparison to the models of vector-borne or
environment-mediated infectious diseases (such as malaria and cholera, respectively).
Year-to-year variation in external forcing factors is likely to introduce temporal
heterogeneity in the persistence and density of disease vectors or causative agents (e.g.,
Vibrio cholerae) in the environment, and this effect will be more
pronounced in the regions of marginal environmental conditions. Therefore, the dynamics of more complex disease models under
quasiperiodic forcing of the transmission rate will be highly relevant. We plan to
investigate these questions in future.Regarding the problem of persistence in metapopulations, it is known that seasonal forcing
of transmission has the tendency to synchronize epidemics among sub–populations. In uncoupled metapopulations, chaotic
dynamics, however, does not synchronize although the strange nonchaotic attractors, which
are created when transmission rate is quasiperiodically modulated, can synchronize. An
investigation of metapopulations when transmission is quasiperiodically modulated will form
the basis of our future work.