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2.2.1- Probabilistic Approximation

Let p(I,t) denote the probability distribution for there to be I infected individuals at time t. Many quantities of interest can be calculated from this distribution. The probability that the infection is extinct at time t is represented by p(0,t), and the expected number of infected individuals and its variance are easily computed by appropriate sums over the p(I,t). The time-evolution of this distribution is given by:

 

eqnarray161

where tex2html_wrap_inline1388 , tex2html_wrap_inline1390 , and tex2html_wrap_inline1392 denotes the rate at which transitions occur from state a to state b.

The rates tex2html_wrap_inline1398 can be calculated as follows. The probability per unit time that a new infection will occur is simply the number of infected nodes times the rate at which each node tries to infect each of its neighbors times the probability that a given neighbor is susceptible times the number of neighbors. If we assume that the various probabilities are independent ( i.e., there is no correlation between the probability that a node is infected and the probability that its neighbors are infected), we obtain:

equation173

where tex2html_wrap_inline1400 is the average total rate at which a node attempts to infect its neighbors. The probability per unit time that an infected node will be cured is simply the number of infected nodes times the rate at which each is cured:

equation177

Substituting these approximations for the rates into Eq. 3, we obtain:

 

eqnarray181

where tex2html_wrap_inline1402 and tex2html_wrap_inline1404 . For a graph with N nodes, this is a set of N+1 coupled linear differential equations which is relatively simple to solve because the matrix is tridiagonal.

Figure 2 compares the expected number of infected individuals as a function of time as obtained from Eq. 6 with the deterministic result given by Eq. 2. The graph contains 100 nodes with connectivity tex2html_wrap_inline1410 , and the infection and cure rates are tex2html_wrap_inline1412 and tex2html_wrap_inline1414 , respectively gif. The agreement between the deterministic and stochastic averages is quite good, except for a notable difference between t=7 and t=12, when the number of infections starts to saturate. The expected magnitude of the stochastic deviations from run to run, represented by the gray area, grow to a maximum of tex2html_wrap_inline1424 at t=6.3 and then diminish to tex2html_wrap_inline1428 in equilibrium. The large deviations during the exponential rise can be attributed to the extreme sensitivity of the number of infected individuals at a particular time to random jitter in when the exponential rise occurs. Thus, one would expect a lot of variance in the number of infected individuals from one simulation run to another. However, in equilibrium the size of the infected population is completely insensitive to the moment at which the exponential rise occurred, and the variations from one run to another are much smaller. In equilibrium, the ergodic hypothesis [33] also allows us to interpret these variations as the magnitude of fluctuations about the equilibrium.

  

figure193

Figure 2: Comparison of the number of infected nodes I as a function of time in the deterministic and stochastic models. The total population is 100 nodes. The average rate at which a node attempts to infect its neighbors is tex2html_wrap_inline1432 , and the cure rate is tex2html_wrap_inline1434 . Thus the system is above the classical threshold for an epidemic by a factor of 5. Black curve: deterministic I(t). White curve: stochastic average of I(t). Gray area: One standard deviation about the stochastic average. The final equilibrium values differ by only 0.3%. For t ;SPMgt; 15, the gray area can be interpreted as the magnitude of fluctuations about the equilibrium.

The same dynamics are presented from a different point of view in Figure 3, which shows snapshots of p(I,t) at successive stages in its evolution. The parameters are the same as in Fig. 2. Initially, at time t=0, the probability distribution is a delta function at I=1 (i.e., there is exactly one infected node). As time passes, the probability distribution splits into two components: a delta function at I=0 (corresponding to extinction of the virus) and a ``survival'' component which is initially distributed exponentially (t=1). At first, the mean of the survival component increases exponentially in time, and the standard deviation grows quite large, reaching a maximum of 20 at t=6.3. Soon, however, the population becomes saturated with infected individuals, and the survival component is nearly gaussian with a mean of 79.75 and a standard deviation of 4.51 at t=20. This ``metastable'' phase is extremely long-lived, but the extinction component grows extremely slowly at the expense of the survival component until finally it is all that remains. In general, any population of viruses will eventually die out, but the time scale on which this takes place is so long as to be unobservable unless the graph is quite small. Eventual extinction is inevitable because there is a very tiny probability that all infected individuals will detect and cure their infection at approximately the same time.

  

figure205

Figure 3: Evolution of the probability distribution for the number of infected individuals in the stochastic approximation. All parameters are the same as in Fig. 2. Starting from a state in which one individual is infected at t=0, the distribution splits into an ``extinction'' component (I=0) and a ``survival component'' which eventually assumes a gaussian form with the same average and standard deviation as in Fig. 2. The survival component lasts for an extremely long time, but decays with a time constant of tex2html_wrap_inline1460 . Note: vertical scales are not all the same.

The fact that the metastable phase has a finite lifetime means that we cannot define the probability that the virus becomes extinct without specifying the time period of interest. However, in practice the choice of a ``time limit'' has little effect on the measured extinction probability provided that it is somewhere within the wide timespan of the metastable regime. For those epidemics which have not died out by a certain time limit, we are interested in the form of the survival component -- the distribution p(I,t) for I;SPMgt;0. Although p(I,t) itself approaches 0 as tex2html_wrap_inline1468 , the conditional probability for there to be I infections given that there is at least one infection approaches a well-defined metastable distribution:

 

equation218

The survival component is then

 

equation230

Given that an epidemic is still active after a given amount of time, we can calculate from tex2html_wrap_inline1472 the expected number of infected individuals and the fluctuations about that expectation, and these quantities approach a well-defined asymptote.


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