dynamical behavior in a fractional order ......[6] z.m. odibat and shaher moamni, an algorithm for...

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DYNAMICAL BEHAVIOR IN A FRACTIONAL ORDER EPIDEMIC MODEL A. George Maria Selvam Sacred heart College, Tirupattur – 635 601. S. India. D. Abraham Vianny Knowledge Institute of Technology, Kakapalayam – 637 504. S. India. S. Britto Jacob Sacred heart College, Tirupattur – 635 601. S. India. Original Research Paper Mathematics Fractional order SIR epidemic model is considered for dynamical analysis. The basic reproductive number is established and an analysis is carried out to study the stability of the equilibrium points. The time plots and phase portraits are provided for different sets of parameter values. Numerical simulations are presented to illustrate the stability analysis using Generalized Euler method. ABSTRACT KEYWORDS : Fractional order, SIR model, Differential equations, Stability, Generalized Euler Method. Volume - 7 | Issue - 7 | July - 2017 | 4.894 ISSN - 2249-555X | IF : | IC Value : 79.96 464 INDIAN JOURNAL OF APPLIED RESEARCH

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Page 1: DYNAMICAL BEHAVIOR IN A FRACTIONAL ORDER ......[6] Z.M. Odibat and Shaher Moamni, An algorithm for the Numerical solution of differential equations of fractional order, J. Appl. Math

DYNAMICAL BEHAVIOR IN A FRACTIONAL ORDER EPIDEMIC MODEL

A. George Maria Selvam

Sacred heart College, Tirupattur – 635 601. S. India.

D. Abraham Vianny

Knowledge Institute of Technology, Kakapalayam – 637 504. S. India.

S. Britto Jacob Sacred heart College, Tirupattur – 635 601. S. India.

Original Research Paper

Mathematics

Fractional order SIR epidemic model is considered for dynamical analysis. The basic reproductive number is established and an analysis is carried out to study the stability of the equilibrium points. The time plots and phase portraits are provided

for different sets of parameter values. Numerical simulations are presented to illustrate the stability analysis using Generalized Euler method.

ABSTRACT

KEYWORDS : Fractional order, SIR model, Differential equations, Stability, Generalized Euler Method.

Volume - 7 | Issue - 7 | July - 2017 | 4.894ISSN - 2249-555X | IF : | IC Value : 79.96

464 INDIAN JOURNAL OF APPLIED RESEARCH

Page 2: DYNAMICAL BEHAVIOR IN A FRACTIONAL ORDER ......[6] Z.M. Odibat and Shaher Moamni, An algorithm for the Numerical solution of differential equations of fractional order, J. Appl. Math

Volume - 7 | Issue - 7 | July - 2017 | 4.894ISSN - 2249-555X | IF : | IC Value : 79.96

Then the system leads to fractional equations

given by

( ) ( ) ( ) ( )

( ) ( ) ( ) ( ) ( )

( ) ( ) ( )

D S t b S t I t dS t

D I t S t I t I t dI t

D R t I t dR t

a

a

a

b

b d

d

= - -

= - -

= -

(2)

where the arbitrary order a in the sense of Caputo

and 0 1a< < . Also we have ( ) ( )D N t b dN ta = - .

Variable Meaning

S (t) Number of Susceptible Individuals at

time t I (t) Number of Infectious Individuals at

time t R(t) Number of Recovered Individuals at

time t Paramet

ers Meaning

b Birth rate or Recruitment rate d Death rate 1

d

Infectious Period

b Contact rate

Since ( ) ( ) ( ) ( )N t S t I t R t= + + , ( )R t can always be

obtained by the equation ( ) ( ) ( ) ( )R t N t S t I t= - - .

We now consider the system of equations

D S b SI dS

D I SI I dI

D N b dN

a

a

a

b

b d

= - -

= - -

= -

(3)

with the following initial conditions

0 0 0(0) , (0) , (0)S S I I N N= = = , where 0 1a< < .

EQUILIBRIUM POINTS

Consider the System[9]

* 1 1 1 2 3

* 2 2 1 2 3

* 3 3 1 2 3

( ) ( , , )

( ) ( , , )

( ) ( , , )

D x t g x x x

D x t g x x x

D x t g x x x

a

a

a

=

=

=

(4)

with initial values 1 01 2 02 3 03(0) , (0) , (0)x x x x x x= = = .

To evaluate the equilibrium points, let * ( ) 0iD x ta = . * * *1 2 3( , , ) 0ig x x x = , 1,2,3.i = from which we can get

the equilibrium points * * *1 2 3, ,x x x . The stability result

for the fractional order linear system is given below.

Lemma 1. [5] The fractional order autonomous

system 0( ) ( ), (0)D x t Ax t x xa = = where 0 1a< < , nx RÎ and n nA R ´Î is

(a) Locally asymptotically stable if and only if

arg( ( )) , ( 1,2, , )2

i A i np

l a> = .Wherearg( ( ))i Al

denotes the argument of the eigenvalue il of A .

(b) Stable if and only if

arg( ( )) , ( 1,2, , )2

i A i np

l a³ = .

Proposition 2. The system of equations (3) has a

disease free equilibrium point ,0,b b

d d

æ öç ÷è ø

.

Proof: To obtain the equilibrium points we consider

0, 0, 0D S D I D Na a a= = = . In disease free situation,

that is, there is no infection 0I = . Therefore from the

system of equations (3) we get

0b dS- = Þb

sd

= .

Hence the Disease Free Equilibrium (DFE) Point is

( , , ) ,0,b b

S I Nd d

æ ö= ç ÷è ø

. Also the Endemic Equilibrium

Point is 0( , , ) , ( 1),d d b

S I N Rd

d

b b

æ ö+= -ç ÷è ø

.

BASIC REPRODUCTION NUMBER

Basic Reproduction Number 0R is defined as ‘‘The

average number of secondary infectious caused by a

single infectious individual during their entire

infectious life time’’.

0R can be determined by Next Generation Matrix

(NGM) approach[8]. The Next Generation Matrix is

given by 1K FV-= where,

0,

0 0

S d IF V

S I d

b d b

b b

+ -é ù é ù= =ê ú ê ú+ë û ë û

0 0

10 0 0

( )( )0

( )( ) ( )( )

0 0

S I d

d I d S IK FV

b b

d b b b-

+é ùê ú+ + += = ê úê úë û

(5)

INDIAN JOURNAL OF APPLIED RESEARCH 465

Page 3: DYNAMICAL BEHAVIOR IN A FRACTIONAL ORDER ......[6] Z.M. Odibat and Shaher Moamni, An algorithm for the Numerical solution of differential equations of fractional order, J. Appl. Math

Volume - 7 | Issue - 7 | July - 2017 | 4.894ISSN - 2249-555X | IF : | IC Value : 79.96

At Disease Free Equilibrium (DFE), 0

bS

d= and

0 0I = . Substituting in the Next Generation Matrix,

we get 10

( )

0 0

b

d dK FV

b

d-

é ùê ú+= =ê úê úë û

. Since 0R is the

most dominant eigenvalue of Next Generation

Matrix, we get 0( )

bR

d d

b

d=

+.

Proposition 3. The Disease Free Equilibrium is

locally asymptotically stable if 00 1R< < and

unstable if 0 1R > .

Proof: Based on the system of equations (3), the

Jacobian Matrix is

0

( , , ) 0

0 0

I d S

J S I N I S d

d

b b

b b d

- - -é ùê ú= - -ê úê ú-ë û

(6)

Suppose that 0 1R < , the Jacobian matrix of the

system of equations (3) at DFE ( , , ) ,0,b b

S I Nd d

æ ö= ç ÷è ø

is given by 0

0

( ) 0 0

0 0

bd

d

bJ E d

d

d

b

b d

é ù- -ê úê úê ú= - -ê úê ú

-ê úê úë û

The eigenvalues are 1 2 dl l= = - and

3

bd

dl b d= - - . Hence the Disease Free

Equilibrium point of the system is locally

asymptotically stable if 00 1R< < and

1,2,3arg( )2

pl a> .

Proposition 4. The system of equations (3) has an

endemic equilibrium point and asymptotically stable

if 0 1R > .

Proof: From the system of equations (3), we have

0, ( 1),d d b

S I R Nd

d

b b

+= = - = . The Jacobian

matrix for the Endemic equilibrium point is

0

1 0

0

( ) ( 1) 0 0

0 0

dR d

J E d R

d

d- - -é ùê ú= -ê úê ú-ë û

.

The eigen values are 1 dl = - and

202,3 0 0

1( ) 4 ( )( 1)

2 2

dRdR d d Rl d

-= ± - + - . Hence

the Endemic Equilibrium point of the system is

locally asymptotically stable if 0 1R > and

1,2,3arg( )2

pl a> .

NUMERICAL EXAMPLES

Numerical solution of the fractional order system is

1

1

1

( ) ( ) ( ( ) ( ) ( ))( 1)

( ) ( ) ( ( ) ( ) ( ) ( ))( 1)

( ) ( ) ( ( ))( 1)

j j j j j

j j j j j j

j j j

hS t S t b S t I t dS t

hI t I t S t I t I t dI t

hN t N t b dN t

a

a

a

ba

b da

a

+

+

+

= + - -G +

= + - -G +

= + -G +

for 0,1,2, , 1j k= - . Numerical techniques are used

to analyze the qualitative properties of fractional

order differential equations since the equations do not

have analytic solutions in general.

Example 1.

0.02, 0.02, 0.01, 0.02b d b d= = = = and 0.1h =

with the initial conditions (0) (0.95), (0) (0.05)S I= =

and (0) (1.00)N = ,

0.9a = . For these

eigen values are 1,2 0.02,l = - 3 0.03l = - for 0E .

Also 1,2,3arg( ) 3.1416 1.41372

pl a= > = and

0 0.25 1R = <

locally asymptotically stable. See Figure 1.

Let us consider the parameter values

the fractional derivative order

parameter the corresponding

then the disease free equilibrium is

466 INDIAN JOURNAL OF APPLIED RESEARCH

Page 4: DYNAMICAL BEHAVIOR IN A FRACTIONAL ORDER ......[6] Z.M. Odibat and Shaher Moamni, An algorithm for the Numerical solution of differential equations of fractional order, J. Appl. Math

Volume - 7 | Issue - 7 | July - 2017 | 4.894ISSN - 2249-555X | IF : | IC Value : 79.96

Figure 1. Time Series of disease free equilibrium

0E and Different Fractional Derivatives ( ' )sa

( 0 1R < )

Example 2.

Let us consider the parameter values

0.02, 0.03, 0.01, 0.02b d b d= = = = ,

and 0.1h = ,

with

initial conditions( (0) (0.95), (0) (0.05)S I= =

and (0) (1.00)N = , the fractional derivative order

0.9a = . For these parameter the eigenvalues are

1,2 30.03, 0.0433l l= - = - for 0E . Also

1,2,3arg( ) 3.1416 1.41372

pl a= > = and

0 0.1333 1R = < ,

locally asymptotically stable. See Figure 2.

then the disease free equilibrium is

INDIAN JOURNAL OF APPLIED RESEARCH 467

Page 5: DYNAMICAL BEHAVIOR IN A FRACTIONAL ORDER ......[6] Z.M. Odibat and Shaher Moamni, An algorithm for the Numerical solution of differential equations of fractional order, J. Appl. Math

Volume - 7 | Issue - 7 | July - 2017 | 4.894ISSN - 2249-555X | IF : | IC Value : 79.96

Figure 2. Time Series of disease free equilibrium

0E and Different Fractional Derivatives ( ' )sa with

0 1R < .

Example 3. Let us consider the parameter values

0.025, 0.03, 0.6, 0.33b d b d= = = = , and

0.1h = with initial conditions

( (0) (0.95), (0) (0.05)S I= = and (0) (1.00)N = ,

the fractional derivative order 0.9a = . For these

parameters the corresponding eigen values are

1 0.03l = - , and 2,3 0.0208 0.0614il = - ± for 1E ..

Also 1,2,3arg( ) 3.1416 1.41372

pl a= > = and

0 1.3889 1R = > . Then the endemic equilibrium is

locally asymptotically stable. See Figure 3.

Figure 3. Time series and Phase diagram of endemic

equilibrium 1E

and Different Fractional Derivatives

( ' )sa with 0 1R > .

468 INDIAN JOURNAL OF APPLIED RESEARCH

Page 6: DYNAMICAL BEHAVIOR IN A FRACTIONAL ORDER ......[6] Z.M. Odibat and Shaher Moamni, An algorithm for the Numerical solution of differential equations of fractional order, J. Appl. Math

Volume - 7 | Issue - 7 | July - 2017 | 4.894ISSN - 2249-555X | IF : | IC Value : 79.96

BIFURCATION

Bifurcation diagrams provide information about

abrupt changes in the qualitative behavior in the

dynamics of the system. The parameter values at

which these changes occur are called bifurcation

points. If the qualitative change occurs in a

neighborhood of an equilibrium point or periodic

solution, it is local bifurcation. In this section, we

give the bifurcation diagrams of the systems (3). See

Figure 4-7.

Figure 4. The bifurcation of Susceptible population,

Infected population with initial values

0 0( , ) (0.95,0.05), 0.8, 0.2, 0.1, 1.0, [0.0,1.0]S I b d hd b= = = = = Î

and 0.5a = .

Figure 5. The bifurcation of Susceptible population,

Infected population with initial values

0 0( , ) (0.95,0.05), 4.0, 0.2, 0.12, 0.11, [2.0,3.5]S I b d hb d= = = = = Î

and 0.5a = .

Figure 6. The bifurcation of Susceptible population,

Infected population with initial values

0 0( , ) (0.95,0.05), 1.2, 0.4, 0.45, 0.24, 7.0S I b d hb d= = = = = =

and [0.1,0.6]aÎ .

INDIAN JOURNAL OF APPLIED RESEARCH 469

Page 7: DYNAMICAL BEHAVIOR IN A FRACTIONAL ORDER ......[6] Z.M. Odibat and Shaher Moamni, An algorithm for the Numerical solution of differential equations of fractional order, J. Appl. Math

Figure 7. The bifurcation of Susceptible population,

Infected population with initial values

0 0( , ) (0.95,0.05), 1.2, 0.4, 0.45, 0.24, [6.0,9.0]S I b d hb d= = = = = Î

and 0.5a = .

References:[1] Fred Brauer, Mathematical Epidemiology, Springer, 2008.[2] Matt J. Keeling and Pejman Rohani, Modeling Infectious Diseases, Princeton

University Press, 2008. [3] K. S. Miller and B. Ross, An introduction to the Fractional Calculus and Fractional

Differential Equations, John Wiley & Sons, INC 1993.[4] Moustafa El-Shahed and Ahmed Alsaedi, The Fractional SIRC Model and Influenza A,

Mathematical Problems in Engineering, Volume 2011, Article ID 480378, 9 pages, doi:10.1155/2011/480378.

[5] Ivo Petras, Fractional Order Nonlinear Systems- Modelling, Analysis and Simulation, Higher Education Press, Springer International Edition, April 2010.

[6] Z.M. Odibat and Shaher Moamni, An algorithm for the Numerical solution of differential equations of fractional order, J. Appl. Math. and Informatics, 26(2008), 15-27.

[7] Z. Odibat and N. Shawagfeh, Generalized Taylor’s formula, Appl. Math. Comput. 186 (2007), 286-293.

[8] James Holland Jones, Notes on R0, Department of Anthropological Science, Standford University, May 1, 2007.

[9] E. Ahmed, A.M.A. El-Sayed, H.A.A. El-Saka, Equilibrium points, Stability and Numerical solutions of Fractional order Predator-Prey and rabies models, Journal of Mathematical Analysis and Applications, 325 (2007), 542-553.

Volume - 7 | Issue - 7 | July - 2017 | 4.894ISSN - 2249-555X | IF : | IC Value : 79.96

470 INDIAN JOURNAL OF APPLIED RESEARCH