GLOBAL STABILITY

IN EPIDEMIC MODELS

LOURDES ESTEVA

DEPARTAMENTO DE MATEMATICAS

FACULTAD DE CIENCIAS, UNAM

 Stability in nonlinear population models is often established by examining the eigenvalues of the linearized dynamics
This methods gives only stability relative to infinitesimal perturbations of the initial state.
Populations on the real word are subjected to large
perturbations.
It is essential that a population model should be stable relative to finite perturbations of its initial state.
In this course we deal with global properties of classic
epidemic models using the direct Lyapunov method and
topological approaches.

BASIC EPIDEMIOLOGICAL MODEL

(Kermack & Mc. Kendrick, 1927)
The population is divided into disjoint classes with
change with time:
a) Susceptible class: individuals who can incur the
disease but are not yet infective.
b) Infective class: individuals who are transmitting
the disease to others.
c) Removed class: individuals who are removed form
the susceptible-infective interaction by immunity
or isolation.
The fraction of the total population in these classes:
S(t), I(t) and R(t).
The population has constant size N.
The death removal rate is denoted by . The average
lifetime is 1/.
The average number of contacts per infective per day
which result in infection is denoted by .
The average fraction of susceptibles infected by the
infective class is SI.
Individuals recover from the infective class at a per
capita constant rate .
3

SI

S I R

S
I
R

S 0(t) = SI S
I 0(t) = SI I
R0(t) = I R

(1)

S(t) + I(t) + R(t) = 1.

Since R(t) = 1 S(t) I(t) it is enough to consider
S 0(t) = SI S
I 0(t) = SI ( + )I

(2)

in T = {(S, I)|S 0, I 0, S + I 1}.

S = 0 S 0(t) = > 0,
I = 0 I 0(t) = 0,
S + I = 1 (S + I)0 = I 0
T is positively invariant (solutions starting in T remains there for t > 0).
4

EQUILIBRIUM POINTS
Disease free equilibrium E0 = (1, 0).
Endemic equilibrium E1 = (S , I )
1

, I = (R0 1),
S =
R0

R0 =

.
+

Basic reproduction number: Average number of secondary infections of an infective during the infection period.
LINEAR ANALYSIS
Characteristic roots of the linearization around E0: , (+
)(R0 1).
E0 is a stable node if R0 < 1 and a saddle if R0 > 1.
Characteristic equation of the linearization around E1:
s2 + R0 s + (R0 1).
Routh Hurwitz criteria (Gantmacher, 1959) E1 is l.a.s
for R0 > 1.
5

GLOBAL STABILITY
Poincar`
e-Bendixon Theorem (Coddington & Levinson, 1955).
For two dimensional systems, bounded paths approach
a) an equilibrium point,
b) a limit cycle or,
c) a cycle graph.
Limit cycles must contain alt least one equilibrium in
their interior.
Cyclic graphics are not possible from a stable equilibrium.
Bendixon-Dulac test (Hethcote, 1976).
x0(t) = F (x, y)
y 0(t) = G(x, y)
(x, y) D simply connected, F (x, y), G(x, y) C 1(D)
(HF )/x + (HG)/y sign stable in D for some
H(x, y) C 1 (D)
there is no periodic solution or cyclic graphs in D.
6

R0 1:
E0 T is the only equilibrium point in T.
There is not limit cycle in T.
There is not cyclic graph in T.
All paths in T approach E0 .
R0 > 1:
E0 is a saddle, (S, 0) E0 for 0 S 1.
E1 int T is l.a.s.
H = 1/I

(S + (1 S)/I) + (S ) = /I
S
I
all paths in T except the S axis approach E1 .

DIRECT METHOD OF LYAPUNOV

( Hale, 1969)
0 U

V : U Rn R;

V C 1 (U)

is positive definite on U if
(i)V (0) = 0
(ii) V (
x) > 0, x 6= 0 U.
V is negative definite if V is positive definite.
x(t)0 = f (
x)
x = (x1 , x2, ...xn) Rn,
f (
x) = (f1 (
x), f2(
x), ..., fn(
x)) C 1 (Rn).
The orbital derivative of V along the trajectory x(t)
V (
x(t)) 0
xi(t)
V (
x(t)) = ni=1
xi

Theorem 1 (Lyapunov). Let 0 an equilibrium point of

x), V positive definite on a neighborhood U of 0.
x0 = f (
(i) If V (
x) 0 for x U {0} 0 is stable.
(ii) If V (
x) < 0 for x U {0} 0 is asymptotically
stable.
(iii) If V (
x) > for x U {0} 0 is unstable.
V is a Lyapunov function if V is positive definite, and
V (
x) 0.
M Rn is an invariant set under the flow of x0 = f (
x)
if for any x0 M, the solution trajectories through x0
belong to M for all t R.
Theorem 2. (La Salle-Lyapunov). Let V a C 1 (Rn)
x) < k}, k R,
real valued function, U = {
x Rn |V (
and V (
x) 0.
M the largest invariant set in S = {
x U|V (
x) = 0}.
Then every path that starts in U and remains bounded
approach to M.

Global stability of (1, 0) by Lyapunov functions

V :T R
V (S, I) = I
V (S, I) = SI ( + )I = ( + )(R0 S 1)I 0
for R0 1.
If R0 < 1 : V = 0 I = 0.
If R0 = 1 : V = 0 S = 1.
In both cases M = {E0}.
By La Salle-Lyapunov Theorem, E0 is g.a.s in T .

10

Global stability of (S , I ) by Lyapunov functions

V : T+ : R, T+ = {(S, I) T |S > 0, I > 0}
 
 


S
I

I
ln
+
W
I

I
V (S, I) = W1 S S S ln
2
S
I
for some W1 > 0, W2 > 0.

V = W1 (S S )(I + )
S

+ W2 (I I )(S ( + ))
From the equations at equilibrium:

= I , ( + ) = S
S
V = (W2 W1)(S S )(I I ) W1 (S S )2
W1 = W2 = 1
2
(S

S
)
V =
0
SS

V = 0 S = S M = {(S , I )}.
All paths in T+ approach E1. Since the vector field on
the I axis, and on the line S +I = 1 points to the interior
of T all paths in T {(S, 0)|0 S 1} tend to E1.
11

 Generalizations of the Kermack and Mc.Kendrick model

to introduce more realistic situations.
Analysis of the asymptotic behavior of more complex
systems.
General ODE system that include a class of epidemiological models (Bereta & Capasso, 1986).
z0(t) = diag(
z ) (
e + A
z ) + b(
z)

(3)

n
= {
z Rn|, zi 0, i = 1, ...n}
R+

(i) e Rn , a constant vector;

(ii) A = (aij ), a real constant matrix;
n
(iii) b(
z ) = c + B z, c R+
, B = (bij ) a constant non
negative matrix with bii = 0;

(iv)
n
n
= {
z R+
|ni=1zi 1} or = {
z R+
|zi 1}

are positively invariant under the flow induced by (3).

12

The vector field F (

z ) = diag(
z ) (
e + A
z) + b(
z ) C 1 ()
z |zi = 0}.
Consider Di = {
If bi(
z )|Di = 0 F (
z )|Di = 0 Di is positively
invariant.
z ) > 0 F (
z) n
i < 0, n
i is the exterior
If bi(
z ) points inside .
normal to in Di F (
Fixed point theorem assures the existence of at least
one equilibrium solution within .
If c is positive definite, then system (3) has a positive
equilibrium z.
z |zi > 0, i = 1, ...n}
Define + = {
A positive equilibrium z + is called an endemic equilibrium.
If an endemic equilibrium z is globally asymptotically stable (g.a.s) with respect to + z is unique.

13

EXAMPLES
I) Kermack & McKendrick model
S 0(t) = SI S
I 0(t) = SI ( + )I




 
0

A=
, e =
, c =
,B = 0
0
( + )
0
II) Multi group SIS model (Lajmanovich & Yorke,
1979)
Si + Ii = 1, i = 1, ..n.
Ii0 = (1 Ii)nj=1 ij Ij (i + i)Ii

11 12

21
22

A=

n1 n2

c = 0,

1n
2n

nn

0 12

21 0

B=

n1 n2
14

11 (1 + 1)
( + )
22
2
2

e =

nn (n + n)

1n
2n

Assume an equilibrium z in +, zi > 0

Goh (1978) for a predator prey system
V : + R



zi
V (
z ) = ni=1Wi zi zi ziln
zi

(4)

W = diag(W1 , ..., Wn), Wi positive real numbers.

z 1) z0
V (
z ) = (
z z)T W A diag(

15

(5)

At the equilibrium z:

0 = diag(
z ) (
e + A
z ) + b(
z )
1

e = Az diag(
z ) b(z )
1

where z

= (1/z1, ..., 1/zn).

Substituting e:
1

z ) B](
z z)
z 0(t) = diag(z) [A + diag(
1
diag(
z z) diag(
z )b(
z)

V becomes




b
b
(z)
(z)
1
n

,
..,
)
(
z

z
V (
z ) = (
z
z )T W A diag
z1z1
znzn
(6)
1
A = A + diag(
z ) B.

16

C a real n n matrix.
C Sw there exists a positive diagonal real matrix W such that W C + C T W is positive definite.
C is W skew-symmetrizable there exists a positive diagonal real matrix W such that W C is skewsymmetric (aji = aij , aii = 0).

If



bn(z) 
b
(z)
1
A diag
, ..,
SW
z1z1
znzn
V (
z ) 0,

V (
z ) = 0 z = z

z is g.a.s within +.

17

If W A is skew-symmetric
Wibi(
z)
V (
z ) = ni=1
(zi zi)2 0.

zi zi
V (
z) = 0

z ) > 0}.
z R = {
z |zi = zi, i = 1, .., n s.t. bi(
Associate a graph to A in which nodes representing epidemiological classes zi, and arrows the mutual interactions following the rules

z ) = 0, zi is represented by i.
(i) If bi(

(ii) If bi(
z ) > 0, zi is represented by i.
(iii) Each pair of elements aij aj i < 0 is represented by
an arrow connecting nodes i and j.

18

Lemma 1. ( Cooke & Yorke, 1973). A W -skew symmetrizable n n matrix. If the associated graph is either
a) a tree and p 1 of the p terminal nodes are ,
b) or a chain and two consecutive internal nodes are ,
c) or a cycle and two consecutive nodes are ,
then M = {
z } within R.

1
.

&

3
a

1 2 3
b

1
%

&

If A satisfies a, b or c of Lemma 1 z is g.a.s within

+ .
19

I) SIR model
S 0(t) = SI S
I 0(t) = SI ( + )I


 
0

A = A =
, B = 0, b(
z ) = c =
0
0

A is skew-symmetric. The associated graph 12 .

II) SIRS model with temporary immunity (Hethcote, 1976)
S 0(t) = SI S + R
I 0(t) = SI ( + )I
R0(t) = I ( + )R
S+I +R =1
S 0(t) = ( + ) SI ( + )S I
I 0(t) = SI ( + )I
Endemic equilibrium (S , I )

S =

1 ( + )(R0 1)

,I =
, R0 =
R0
+ R0
+
20

S = S + /
( + )S
S0(t) = ( + )(1 + /) SI
( + + )I
I 0(t) = SI
A=

0
0

, e =

( + )
( + + )

B = 0.
A = A is skew-symmetric, b(
z ) = c.

The associated graph 12 .

21

, c =

( + )(1 + /)
0

III) SIS model for two dissimilar groups

I10 = [11I1 + 12 I2 ](1 I1) (1 + 1)I1 , I1 + S1 = 1
I20 = [21I1 + 22 I2 ](1 I2) (2 + 2)I2 , I2 + S2 = 1
Ii 1, i = 1, 2.
A=

11 12
21 22

, e =

B=

z = (I1 , I2)T ,

A=

11 (1 + 1)
22 ( + 2 )

0 12
21 0

b(
z ) = (12 I2, 21 I1)T

11
21 (1 I2)
I2

22

12 (1
I1
22

I1)

, c = 0,

To show:



12 I2 21 I1
C = A diag
,
SW .
I1I1 I2I2



12I2
12(1 I1)
W1
W1 11 + I I1

I1
1

WC =




21 I1
21 (1 I2 )
W2
W
+

2
22
I2
I2I2

Choosing W1 , W2:
12 (1 I1)
21 (1 I2)
W2 =
W1
I2
I1
C is symmetric
Det(C) > 0 C SW .
z R2|Ii 1, i = 1, 2}
z is g.a.s in = {

23

IV Host-vector-host model (Hethcote, 1976)

I1, and I3 infected hosts, I2 infected vector.
I10 (t) = 12 I2(1 I1 ) (1 + 1 )I1,

S1 + I1 = 1

I20 (t) = [21 I1 + 23I3 ](1 I2) (2 + 2)I2 , S2 + I2 = 1

I30 (t) = 32 I2(1 I3 ) (3 + 3 )I3,

S3 + I3 = 1

0 12 0
(1 + 1)
A = 21 0 23 , e = (2 + 2) , c = 0,
0 32 0
(3 + 3)

0 12 0
B = 21 0 23
0 32 0

24

12 (1
I1

I1)

21(1 I2)

(1

I
)
23
2
b(
0
z ) = B z, A =

I2
I2

32 (1 I3)
0
0
I3



b
b
b
(
z
)
(
z
)
(
z
)
1
2
3
C = W A diag
,
,
becomes
I1I1 I2 I2 I3I3

I1)

12 I2
12 (1
W

W1
0
1

I
I
I
1

1
1

21 (1 I2)

(
I
+

I
)
(1

I
)
21
1
23
3
23
2

W
W

W2
2
2

I
I
I
I
2
2
2
2

32 (1 I3)
32 I2
0

W3
W3
I3
I3 I3

is symmetric if
W1 > 0,

12(1 I1)I2
W2 =
W1 ,
21(1 I2)I1

25

23 (1 I2)I3
W3 =
W2 .
32 (1 I3)I2

Sufficient condition for C to be positive definite

det C11 > 0,

det C22 > 0,

det C33 > 0

where Cii is the i i sub matrix of C taking the first

i-rows and the first i columns.
These conditions are always satisfied by an endemic equilibrium z +.

26

 For an epidemiological model with arbitrary n dissimilar groups is difficult to apply the above results.
Lajmanovich & Yorke (1976) proved existence and
stability of the endemic equilibrium for n multigrup
SIS model using Lyapunov functions and PerronFrobenius Theorem for positive and irreducible matrices.
Ii0 = (1Ii)nj=1 ij Ij (i +i)Ii,

Si +Ii = 1, i = 1, ..n
(7)

can be written also as

I0 = AI + N(I)

A=

(8)

11 (1 + 1)
12
21
22 (2 + 2)

n2
n1

=
N(I)

nj=11j Ij I1
nj=12j Ij I2

nj=1 nj Ij In
27

1n

2n

nn (n + n)

Assume for any proper subset S of (1,..,n) there exists

i S and j S c such that ij > 0 (equivalent to A is
irreducible). 0 is the only invariant set in .
Stability modulus:
s(A) = max1inRe si, si eigenvalues ofA
Theorem 3. s(A) 0 I0 = 0 is g.a.s. in .
s(A) > 0 the system has an endemic equilibrium
point I1 g.a.s. in + {0}.
An example: n = 2, 11 = 22 = 0 (no homosexual
contacts).

A=

(1 + 1)
12
21
(2 + 2)

Tr A = (1 + 1 + 2 + 2) < 0.
s(A) 0 det A = (1 + 1)(2 + 2) 12 21 0
21
12
1
(2 + 2) (1 + 1)
28

Proof of Theorem 3.
From Perron-Frobenius Theorem (Varga, 1962) it can be
proved the following
Lemma 2. (Lajmanovich & Yorke, 1976.) Let C an
irreducible n n matrix, and assume cij 0 whenever
i 6= j. Then, there exists an eigenvector w of C such that
w > 0 and the corresponding eigenvalue is s(A).
By Lemma 2, A has an eigenvector w > 0 with eigenvalue
s(A). Assume s(A) 0.
Define the Lyapunov function
= w I
V (I)

+ (w N(I))

= w I0(t) = (w AI)
V (I)
+ (w N(I))

= (AT w I)
+ (w N(I))
0
= s(A)(w I)
is the only invariant set contained in M = {I
{0}
= 0}
|V (I)

29

Assume s(A) > 0.

}
I  = {I | V (I)

V s(A) ||w||||N(

I)||.

r = min wi
I   = w I r||I||,
/r
||I||
Choose such that s(A) (||w||/r) > 0.
||I||
for ||I||
0 .
Choose 0 such that ||N(I)||
For  [0, 0 ] :


||w||

s(A)  ||w||
= s(A)
 > 0.
V (I)
r
r
By Fixed Point Theorem 0 contains an endemic equilibrium I = (I1, .., In), Ii > 0.
Remark.
remains remains at a positive distance
If I 6= 0 then I(t)
from the boundary of for t 0.

30

Global stability of I
Remark. For V (
x) continuous Lyapunov Theorem is
still true replacing V (
x) by
V (
x(t + h)) V (
x(t))
.
V + = lim suph0+
h
Define M, m : R
= mini=1,..,n (Ii/I ).
m(I)
i

= maxi=1,..,n (Ii/I )
M(I)
i

Assume: M(I(t))
= I1(t)/I1 for [t0, t0 + ]
I 0(t0 )

M+(I(t0 )) =
I1
From (7):
0
I1 (t0 )
I1
I1(t0 )

= (1

Ij (t0 )I1
n
I1 (t0 ))j=1 1j
I1(t0 )

(1 + 1)I1

0 )) > 1:
If M(I(t
0
I1 (t0 )
I1
I1(t0 )

< (1 I1)nj=1 1j Ij (1 + 1)I1 = 0

0 )) < 0
I10 (t0 ) < 0 M +(I(t

31

In the same fashion it can be proved:

0 )) = 1 M +(I(t
0 )) 0
M(I(t
0 )) > 0
0 )) < 1 m
+ (I(t
m(I(t
0 )) 0
0 )) = 1 m
+ (I(t
m(I(t
Define
= max[M(I)1,

V (I)
0],

= max[1m(I),
0].
W (I)

0
0, W (I)
0 and V +(I)
V (I)

+(I)
0.
W

Ii I }
V = 0 in HV = {I|0
i
Ii 1} {0}
= 0 in HW = {I|I
W
i
By La Salle-Lyapunov Theorem solutions in approach
HV HW = {I} {0}.

6= 0 lim inft||I(t)||
> 0 then I is g.a.s.
Since I(0)
in {0}.
32

 There are fewer mathematical results concerning global

stability for epidemic models involving n subpopulations for diseases with immunity.
Hethcote (1978) analyzed the global behavior of solutions of an SIR model with n subpopulations, but
without births and deaths.
For an SEIR model with n subpopulations, Thieme
(1983) proved global asymptotic stability if the latent
and removed periods are sufficiently short.
Esteva & Vargas (1998) proved global asymptotic
stability of a host-vector epidemic model with immunity for dengue disease. They use the approach given
by Li and Muldowney (1995) for a SEIR model.

33

DENGUE DISEASE MODEL

(Esteva & Vargas, 1998)
Nh human population size.
Nv mosquito population size.
A mosquito recruitment rate.
h human mortality rate.
v mosquito mortality rate.

Nh0 = 0 Nh const.

Nv0 = Av Nv Nv

A
.
v

Sh(t), Ih(t), Rh (t) number of suceptibles, infectives

and recovered humans.
Sv (t), Iv (t) number of susceptibles and infectives mosquitoes.

34

PARAMETERS
b biting rate. Average number of bites per mosquito
per day (once every two or three days).
h probability that an infectious bite produces a new
case in a susceptible human.

v probability that an infectious bite produces a new

case in a susceptible mosquito.
m number of alternative hosts available as blood sources.
h per capita human recovered rate.
1
infectious period.
h

35

INFECTION RATES
Nh
probability that a mosquito chooses a human
Nh + m
as a host.
A human receives b
A mosquito takes b

Nv Nh
bites per day.
Nh Nh + m

Nh
human blood meals per day.
Nh + m

Infection rates per susceptible human and susceptible vector

Nv Nh Iv
hb
Iv
=
hb
Nh Nh + m Nv Nh + m

v b

Nh Ih
v b
Ih .
=
Nh + m Nh Nh + m

36

Sh0 (t) = hNh

Ih0 (t) =

hb
Iv Sh h Sh
Nh + m

hb
Iv Sh (h + h )Ih
Nh + m

Rh0 (t) = h Ih h Rh
Sv0 (t) = A
Iv0 (t) =

(9)

v b
IhSv v Sv
Nh + m

v b
Ih Sv v Iv .
Nh + m

Sh + Ih + Rh = Nh

37

Sv + Iv = Nv

1. The subset
T : Sh + Ih + Rh = Nh ,

S v + Iv =

A
v

is invariant under system (9).

2. All solutions of (9) approach T since Nh is constant
A
. It is enough to study the asymptotic
and Nv
v
behavior of solutions of system (9) in T .
3. In T Nh and Nv are constant. Take proportions:
sh =

Sh
Ih
Rh
Sv
Ih
, ih =
, rh =
, sv =
, iv =
.
Nh
Nh
Nh
A/v
A/v

4. Since rh = 1 sh ih and sv = 1 iv it is enough to

consider only the variables sh, ih, iv .

38

s0h(t) = h

hbA/v
iv sh h sh
Nh + m

i0h(t) =

hbA/v
iv sh (h + h)ih
Nh + m

i0v (t) =

v bNh
ih(1 sv ) v iv .
Nh + m

(10)

= {(sh , ih, iv )| 0 iv 1, 0 sh, 0 ih, sh+ih 1}.

is positively invariant under the flow induced by system
(10).

39

EQUILIBRIUM POINTS
Define
hv b2Nh A/v
R0 =
(Nh + m)2 v (h + h)

(11)

v bNh
v (Nh + m)
h + h
M =
h
=

Disease-free equilibrium E1 = (1, 0, 0)

Endemic equilibrium E2 = (sh , ih, iv)
sh =

+M
,
+ MR0

ih =

R0 1
,
+ MR0

iv =

R0 1 E1 is the only equilibrium in .

R0 > 1 E2 will also lie in .

40

(R0 1)
R0 ( + M)

BASIC REPRODUCTIVE NUMBER

For dengue disease
1
v bA/v
number of secondary infec(Nh + m) (h + h)
tions produced by a single human in a susceptible mosquito
population.

N1 =

hbNh 1
number of secondary infections pro(Nh + m) v
duced by a single infectious mosquito during its lifespan.

N2 =

The basic reproductive number is the geometric mean of

N1 and N2
p
p

R0 = N1N2 = R0

41

STABILITY ANALYSIS
Linearizing around the disease-free equilibrium E1

DF (E1 ) = 0
0

0
(h + h )
v bNh
Nh +m

v
NhbA/
+m
h
hbA/v
Nh +m

Eigenvalues of DF (E1 ):
h

(h + h + v )

p
(h + h + v )2 4v (h + h )(1 R0 )
2

E1 is locally asymptotically stable for R0 < 1 and unstable for R0 > 1.

42

Global stability of E1 for R0 1:

V =

bhA/v
(Nh + m)v

iv + ih

Orbital derivative
bhA/v
V =
(1sh)iv (h +h)[1R0 (1iv )]ih 0
Nh + m
V = 0
(1 sh)iv = 0,

(1 sh)iv = 0,

ih = 0 if R0 < 1

iv ih = 0 if R0 = 1.

La Salle-Lyapunov Theorem trajectories in approach

the maximal invariant set contained in V = 0.
{E1} is the only invariant set contained in V = 0.

43

The eigenvalues of DF (E2 ) are the roots of the characteristic equation

p() = 3 + A2 + B + C = 0
A = h

+ MR0
( + M)
+ hM + v R0
+M
+ MR0

B = 2h M

+ MR0
hM(R0 1)
+ v hr0 + v
+M
+ MR0

C = v 2hM(R0 1).

Routh-Hurwitz criterion (Gantmacher 1959), : all eigenvalues of p() have negative real parts if and only if
A > 0, B > 0, C > 0, and AB > C.
R0 > 1 B > 0, C > 0.
AB > C easy to verify.
E2 is locally asymptotically stable for R0 > 1.

44

Global stability of E1 follows from the following result.

Theorem 4. Assume x0 = F (
x) is an autonomous
system in a convex, bounded subset D of R3 which is
competitive, persistent and has the property of stability
of periodic orbits. If x0 is the only equilibrium point in
int , and it is locally asymptotically stable, then it is
globally stable in int .
(Li & Muldowney, 1995).

45

COMPETITIVE AND COOPERATIVE SYSTEMS

(Smith, 1995)
x0 = F (
x)

(12)

x = (x1 , x2, .., xn) D Rn,

F = (f1(
x), f2(
x), ..., fn(
x)) : D Rn.
Cooperative system.
Solutions preserve lexicographic partial order in Rn
for t 0:
x1(0) x2(0) x1(t) x2(t), t 0.
Competitive system.
Solutions preserve lexicographic partial order in Rn
for t 0:
x1(0) x2(0) x1(t) x2(t), t 0.
46

For D a convex set and F a C 1 function:

System (12) is cooperative in D if

fi(
x)
0, i 6= j.
xj

System (12) is competitive in D if

x)
fi(
0, i 6= j.
xj

n-dimensional cooperative and competitive systems behave like a dynamical flow in a (n-1)-dimensional space.
For n = 3
The solutions of a cooperative or competitive system
in a closed convex set D R3 that contains no equilibria are closed or approach a closed orbit when t 0.

47

The definitions and results above can be generalized:

System (12) is cooperative in D if for some diagonal matrix
H = diag(1, 2 , ..., n)
i is either -1 or 1, H 1DF (
x)H has non-negative offdiagonal elements for x D
i j

fi
(
x) 0,
xj

i 6= j.

System (12) is competitive in D if

i j

fi
(
x) 0,
xj

i 6= j.

The flow of a cooperative (competitive) system preserves for t > 0 (t < 0) the partial order m generated
x Rn | ixi 0, 1 i n}
by Km = {
x m y y x Km

48

By looking at its derivative DF and choosing

1
H=0
0

0
1
0

0
0
1

it can be seen that system (10) is competitive in

with respect to the partial order defined by the orthant

K = {(sh, ih, iv ) R3 | sh 0, ih 0, iv 0 }

49

PERSISTENCE
(Butler & Waltman, 1986)
System (12) is persistent the solutions starting in int D remains at a positive distance from the
boundary of .
For system (10) the vector field points to the interior
of except in the sh axis. In this axis s0h = h(1sh)
sh(t) 1 as t E1 is the only equilibrium
in the boundary.

V = iv +

v (Nh + m)(1 + R0 )
ih
2bhA/v

For R0 > 1 there exists a neighborhood U of E1

T
such that V > 0 along orbits starting in U int
they go away from E1 system (10) is persistent
for R0 > 1.

50

STABILITY OF PERIODIC ORBITS

(t) a periodic solution of system (12) with period
and orbit = {(t) : 0 t }.

is orbitally stable for each  > 0, there exists

such that, any solution x(t) for which the distance
from x(0) from is less than , remains at a distance
less than  from , for all t 0. It is asymptotically
orbitally stable, if the distance of x(t) from also
tends to zero as t goes to infinity.

System (12) has the property of stability of periodic

orbits the orbit of any periodic solution (t) is
asymptotically orbitally stable.

51

COMPOUND MATRICES
(J.S. Muldowney, 1990)
A = n m matrix. Let ai1..ik,j1...jk determinant defined by the rows (i1, .., ik) and the columns (j1 , ..., jk),
1 i1 < i2 < < ik n, 1 j1 < j2 < <
jk m.
The kth multiplicative compound A(k) of A is the
Ckn Ckm matrix whose entries in lexicographic order are ai1..ik,j1...jk , where Ckn denotes the number of
combinations of n elements in groups of k elements.
For n k matrix with columns a1, a2, .., an
A(k) = a1 a2 ak .
If A is a n n matrix the kth additive compound
A[k] of A is the Ckn Ckn matrix
d
A[k] = (I + hA)(k) |h=0
dh
A[1] = A,

A[n]=Traza(A).
52

For A = (aij ) 3 3 matrix:

A[1] = A,

a23
a13
a11 + a22
,
a11 + a33
a12
A[2] = a32
a31
a22
a21 + a33

A[3] = a11 + a22 + a33 .

Criterion for asymptotic orbital stability of a periodic
orbit :
If the zero solution of

= (DF [2] ((t)))X (t)

X(t)
is asymptotically stable (t) is asymptotically orbitally stable, where DF [2] is the second additive
compound matrix of the derivative DF .
53

For system (10)

= (DF [2] ((t)))X (t) becomes
X(t)
X 0 = (h + ahbhiv + h + h)X + ahbhshY + ahbhshZ
Y 0 = av bv (1 iv )X (h + ahbhiv + v + av bv ih)Y
Z 0 = ahbhiv Y (v + av bv ih + h + h)Z
ah =

A/v
Nh
, av =
Nh + m
Nh + m

Lyapunov function:





i
i
(t)
(t)
h
h
Y (t),
Z(t)
V (X(t), Y (t), Z(t), sh (t), ih (t), iv (t)) = ((X(t),
iv (t)
iv (t)
||(X, Y, Z)|| = sup{|X|, |Y | + |Z|}

V (X(t), Y (t), Z(t), sh (t), ih (t), iv (t)) K||(X, Y, Z)||.

54

Along solutions:
V (t) = sup{|X(t),

ih(t)
(|Y (t)| + |Z(t)|)}
iv (t)

D+V (t) sup{h1 (t), h2 (t)}V (t)

iv
h1 (t) = (h + ahb hiv + h + h ) + ahbhsh ,
ih
i0h i0v
h
h2 (t) = av bv (1 iv ) + h v av bv ih
iv
ih iv
i0v
iv i0h
h
ahbhsh = +h +h and
av bv (1iv ) = +v
ih ih
iv
iv



0
i
D+V (t) h + h V (t)
ih
V (t) V (0)ih (t)eht V (0)eh t 0 as t
(X(t), Y (t), Z(t)) 0 as t system (10)
has the property of stability of periodic orbits.
E2 is globally asymptotically stable for {(sh, 0, 0) :
0 sh 1}.
55

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(1986).
[3] E. Coddington and N. Levinson. Theory of Ordinary Differential Equations, McGraw Hill, New
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[4] K.L. Cooke and J.A. Yorke. Some equations modelling growth processes and gonorrhea epidemics.
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[6] F. R. Gantmacher. The Theory of Matrices,
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[8] J. K. Hale. Ordinary Differential Equations, John

Wiley and Sons, New York, 1969.
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Monographs 41, American Mathematical Society,
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[16] H. R. Thieme. Global asymptotic stability in epidemic models, in Equadiff (H.W. Knobloch and K.
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58