Physica A 615 (2023) 128605

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Stationary distribution, extinction and probability density

function of a stochastic SEIV epidemic model with general
incidence and Ornstein–Uhlenbeck process
∗
Tan Su, Qing Yang, Xinhong Zhang , Daqing Jiang
College of Science, China University of Petroleum (East China), Qingdao 266580, PR China

article info a b s t r a c t

Article history: Considering the great benefit of vaccination and the variability of environmental in-
Received 31 May 2022 fluence, a stochastic SEIV epidemic model with mean-reversion Ornstein–Uhlenbeck
Received in revised form 21 September 2022 process and general incidence rate is investigated in this paper. First, it is theoretically
Available online 26 February 2023
proved that stochastic model has a unique global solution. Next, by constructing a
Keywords: series of suitable Lyapunov functions, we obtain a sufficient criterion Rs0 > 1 for the
SEIV model existence of stationary distribution which means the disease will last for a long time.
Ornstein–Uhlenbeck process Then, the sufficient condition for the extinction of the infectious disease is also derived.
Stationary distribution Furthermore, an exact expression of probability density function near the quasi-endemic
Extinction equilibrium is obtained by solving the corresponding four-dimensional matrix equation.
Density function Finally, some numerical simulations are carried out to illustrate the theoretical results.
© 2023 Elsevier B.V. All rights reserved.

Contents

1. Introduction............................................................................................................................................................................................... 2
2. Existence of unique global solution for stochastic model................................................................................................................... 5
3. Stationary distribution ............................................................................................................................................................................. 6
4. Extinction .................................................................................................................................................................................................. 11
5. Density function ....................................................................................................................................................................................... 12
5.1. The equivalent transformations of stochastic model .............................................................................................................. 13
5.2. Probability density function of the stationary distribution .................................................................................................... 13
6. Numerical simulations and conclusions ................................................................................................................................................ 16
7. Conclusions................................................................................................................................................................................................ 18
Declaration of competing interest.......................................................................................................................................................... 18
Data availability ........................................................................................................................................................................................ 18
Appendix ................................................................................................................................................................................................... 18
References ................................................................................................................................................................................................. 20

∗ Corresponding author.
E-mail address: zhxinhong@163.com (X. Zhang).

https://doi.org/10.1016/j.physa.2023.128605
0378-4371/© 2023 Elsevier B.V. All rights reserved.
T. Su, Q. Yang, X. Zhang et al. Physica A 615 (2023) 128605

1. Introduction

Infectious diseases have always been a threat to human life and property. The dreaded Black Death lasted six years
in Medieval Europe. This frightening infectious disease with high transmission took nearly 25 million lives away in an
instant, accounting for one third of the total population of Europe at that time [1]. Recently, the COVID-19 which erupted
in 2019 has spread across the whole world and caused immeasurable damage [2]. Each outbreak reminds us that it is
necessary to investigate the dynamic of infectious diseases which enables people to respond positively to the threat of
infection and leads to the best strategies to deal with them. Nowadays, the main strategies to prevent the transmission
of diseases include popularizing the knowledge about diseases, blocking epidemic areas, vaccinating and so on. There is
no doubt that vaccination has made a huge contribution to the fight against infectious diseases. In 1796, British medical
scientist Edward Jenner developed smallpox vaccine. Thanks to this vaccine and the collective efforts of the scientific
community, smallpox was completely eliminated although the process lasted nearly two centuries. Vaccines also play an
irreplaceable role in the prevention and control of diphtheria, cholera, haemophilus influenza type b infection, anthrax,
tuberculosis and other terrible diseases [3–6].
So far, many different types of epidemic models with vaccination have been studied by scholars. Based on an outbreak
of avian influenza A (H5N6) in the Philippines in August 2017, Lee and Lao [7] proposed an SEI model with half-saturated
incidence and vaccination strategy
⎧ [ ]
βb S(t)I(t)
⎪
⎪
⎪ dS(t) = (1 − p) Λ − µ S(t) − Hb +I(t)
dt ,
⎪
⎨ [ ]
(1−ϕ )βv V (t)I(t)
dV (t) = pΛ − µV (t) − Hv +I(t)
dt , (1)
⎪
⎪ [ ]
⎩ dI(t) = βb S(t)I(t) + (1−ϕ )βv V (t)I(t) − (µ + δ )I(t) dt ,
⎪
⎪
Hb +I(t) Hv +I(t)

where S(t), V (t) and I(t) represent the number of susceptible, vaccinated-recovered and infectious classes at time t,
respectively. Interestingly, in this model, the transmission rate and half-saturation constant are divided into βb , βv , Hb
and Hv depending on whether or not the vaccine is inoculated. This practical division helped the local government to
formulate reasonable policies to control the epidemic and reduce the economic losses caused by excessive killing of
poultry. However, while vaccination is a powerful tool, it cannot be denied that the immunity gained by vaccines is
sometimes temporary. It is still possible for vaccinated people to lose immunity and become susceptible again. At the
same time, some infectious diseases have an incubation period which means that people are still contagious despite
having no obvious symptoms. Therefore, Cai and Li [8] presented the following SVEI epidemic model with a nonlinear
incidence rate
⎧ [ ]
β̄ S(t)I(t)
⎪
⎪
⎪ dS(t) = (1 − p)Π − ϕ (I)
− µ S(t) + ω V (t) dt ,
⎪
⎨ dV (t) = [pΠ + γ I(t) − (µ + ω)V (t)] dt ,
⎪
[ ] (2)
β̄ S(t)I(t)
⎪
⎪
⎪ dE(t) = ϕ (I)
− (µ + σ )E(t) dt ,
⎪
⎪
dI(t) = [σ E(t) − (µ + γ )I(t)] dt ,
⎩

where E(t) denotes the number of latent class at time t and the actual meaning of parameters are the same as Table 1. The
asymptotic stability of model (2) are studied. Denote N(t) = S(t) + E(t) + I(t) + V (t) as the total population, by summing
the equations in (2), N(t) satisfies the following differential equation

dN(t) = [Π − µN ]dt .

By simple calculation, the solution of above equation can be described as

Π
N(t) = N(0)e−µt + (1 − e−µt ).
µ
Π
Obviously, the size of total population will be a constant if we assume that the initial value is N(0) = µ
. Under this
assumption, vaccinated-treated class can be expressed by
Π
V (t) = − S(t) − E(t) − I(t).
µ
Therefore, model (2) can be equivalently transformed to the following model
[ ( )]
β̄ S(t)I(t)
dS(t) = (1 − p)Π − ϕ (I) − µS(t) + ω Π
⎧
⎪
⎪ µ
− S(t) − E(t) − I(t) dt ,
⎨ [ ]
β̄ S(t)I(t) (3)
⎪ dE(t) = ϕ (I)
− (µ + σ )E(t) dt ,
⎪
dI(t) = [σ E(t) − (µ + γ )I(t)] dt .
⎩

2
T. Su, Q. Yang, X. Zhang et al. Physica A 615 (2023) 128605

Table 1
The meaning of parameters in model (1).
Parameters Description
Π The rate of recruitment
p The fraction of vaccinated newborns
µ Natural death rate
1/γ The mean infectious period
ξ The recovery rate of exposed class due to natural immunity
1/ω Average time of immunity waning
1/σ The latent period
β̄ The transmission rate between susceptible and latent classes

The authors in [8] had derived that model (3) always has a disease free equilibrium
[µ(1 − p) + ω]Π
( )
P0 = (S0 , 0, 0) = , 0, 0 .
µ(µ + ω)
The basic reproduction number is
σ β̄[µ(1 − p) + ω]Π
R0 = .
µ(µ + σ )(µ + γ )(µ + ω)
If R0 > 1, then model (3) has a unique positive equilibrium P ∗ = (S ∗ , E ∗ , I ∗ ). Moreover, the disease-free equilibrium
P0 is locally asymptotically stable under the condition R0 < 1 and the endemic equilibrium P ∗ is locally asymptotically
stable when R0 > 1.
However, it is well known that the spread of diseases is affected by random disturbances such as weather conditions,
population movements, psychological factors, policies adopted by the government and so on. Therefore, more and more
stochastic models are established and studied. Yang and Zhang [9] focused on a stochastic SIR model with general
incidence rate and nonlinear Lévy jumps which can describe the influence of some abrupt massive disturbances. Lan and
Yuan [10] considered the impact of hospital resources and environmental perturbations on the SIRS model. The influence
of perturbation on the mathematical model can be reflected by modifying the model’s parameters. At present, there are
mainly two ways to amend parameters. One way is to assume that the parameter is a linear function of Gaussian white
noise [11–13]. Another way is to assume that the parameter satisfies mean-reversion stochastic process [14,15]. But
the first assumption has some impractical aspects, for example, the variance of average value of the modified parameter
becomes more and more variable with the shortening of the time interval which is inconsistent with the reality [16].
Hence, we take the second hypothesis in this paper. Due to the important biological significance of transmission rate,
we assume that β̄ in model (3) is optionally changing because of the perturbation and it suits the mean-reversion
Ornstein–Uhlenbeck process. Then β̄ can be amended to the following form
dβ (t) = α (β̄ − β (t))dt + θ dB(t), (4)
where α and θ are positive constants which represent the speed of reversal and the intensity of fluctuation, respectively.
B(t) is a standard Brownian motion defined on a complete probability space {Ω , F , P } with a filtration {Ft }t ≥0 which
satisfies the usual conditions (i.e. it is right continuous and F0 contains all P-null sets). Solving Eq. (4), β (t) can be
expressed as
∫ t
β (t) = e−αt β0 + β̄ (1 − e−αt ) + θ e−α (t −s) dB(s),
0
where β0 is the initial value of β (t). Then the expectation and variance of β (t) are
E(β (t)) = e−α t E(β0 ) + β̄ (1 − e−α t ) → β̄ as t → +∞,

θ2 θ2
Var [β (t)] = e−2α t Var(β0 ) + (1 − e−2α t ) → as t → +∞.
2α 2α
( )
Because θ 0 e−α (t −s) dB(s) follows N 0, 2θ α 1 − e−2α t
∫t 2 (
where N (., .) denotes the normal distribution. Therefore, for
)
( )
arbitrary initial value β0 , β (t) tends to be normal distribution N β̄, 2θ α as t → ∞. From this result, the asymptotic
2

probability density function π (x) of β (t) has the following form as t → ∞,

√
α − α(x−2β̄ )
2

π (x) = √ e θ .
πθ
Supposing the initial value β0 = β̄ and denoting β̄ (t) as the time average of β (t), then
t t
θ (
∫ ∫
1 1
β̄ (t) = β (s)ds = β̄ + 1 − eα (s−t) dB(s).
)
t 0 t 0 α
3
T. Su, Q. Yang, X. Zhang et al. Physica A 615 (2023) 128605

θ 2t
Its expectation E[β̄ (t)] = β̄ and variance Var(β̄ (t)) = 3 + O(t 2 ), where O(t 2 ) represents higher order infinitesimal of
t 2 . Unlike when the transmission rate β̄ is a linear function of white noise, the variance of β̄ (t) will go to zero instead
of infinity when t tends to zero. This indicates that Ornstein–Uhlenbeck process may better describe the influence of
random perturbation. Because of the biological significance of the transmission rate, β̄ is a positive constant. So, according
to the property of normal distribution, β (t) has a large probability of being positive when θ is small. Therefore, we use
β + (t) := max {β (t), 0} to describe the randomization of parameter β̄ , this makes sure that β + (t) always stays non-
negative. After adding Ornstein–Uhlenbeck process to the deterministic model (3), we can obtain the following stochastic
differential equation
[ ( )]
β + (t)S(t)I(t)
⎧
Π
⎪
⎪
⎪ dS(t) = (1 − p)Π − ϕ (I)
− µ S(t) + ω µ
− S(t) − E(t) − I(t) dt ,
⎪ [ + ]
β (t)S(t)I(t)
⎪
− (µ + σ )E(t) dt ,
⎨
dE(t) = ϕ (I) (5)
dI(t) = [σ E(t) − (µ + γ )I(t)] dt ,
⎪
⎪
⎪
⎪
⎪
dβ (t) = α β̄ − β (t) dt + θ dB(t).
⎩ ( )

In addition, we put some conditions on function ϕ (I):

ϕ (0) = 1, 0 ≤ ϕ ′ (I) ≤ m0 , (6)

where m0 is a positive constant. As a matter of fact, some common incidences satisfy these conditions, such as the
β SI β SI β SI
saturated incidence rate ϕ (I) = 1+aI (a > 0), the bilinear incidence rate ϕ (I) = β SI, the half-saturated incidence rate
β SI β SI β SI βc I
ϕ (I)
= m+I (when m = 1) and the media-acting incidence rate ϕ (I)
= (β − a+I
)SI. As we can see, it follows from (5) that
the total population is governed by
d(S + E + I) [µ(1 − p) + ω]Π
= − (µ + ω) (S + E + I ) − γ I
dt µ(µ + ω)
[µ(1 − p) + ω]Π
[ ]
≤ (µ + ω) − (S + E + I )
µ(µ + ω)
= (µ + ω) [S0 − (S + E + I )] .
This implies that the region
[µ(1 − p) + ω]Π
{ }
Ω ∗ = (S , E , I , β ) ∈ R3+ × R : S + E + I < = S0 ,
µ (µ + ω )
is positively invariant set of model (5). Hence, throughout this paper, we always assume that initial values satisfy
S(0) + I(0) + E(0) < S0 .
We mainly discuss the dynamics of model (5) in this paper and concentrate on the following points:
• Instead of choosing the commonly used linear function of Gaussian white noise, the mean-reversion Ornstein–
Uhlenbeck process is used to modify the parameter to add environmental disturbance in the mathematical model.
• Unlike deterministic models, stochastic models generally do not have the positive equilibrium. Therefore, the
stationary distribution is of great significance to the stochastic model. In the following discussion, we investigate the
sufficient criteria for the existence of stationary distribution. More importantly, the corresponding probability density
function near the quasi-equilibrium is established.
• The sufficient conditions for exponential extinction of the disease are studied.
In order to make the following content easier to understand, we state some mathematical symbols used in this paper.
In represents n-dimensional unit matrix. IA is the indicator function of set A, that is to say

1, if x ∈ A,
{
IA =
0, / A.
if x ∈
n
R+ is the definition of

Rn+ = (x1 , x2 , . . . , xn ) ∈ Rn |xi > 0, 1 ≤ i ≤ n .

{ }

The structure of this article is as follows. In Section 2, we prove that the stochastic model (5) has a unique global
solution which is the basis of the next analysis. Based on a series of Lyapunov functions, a key value Rs0 related to the
existence of stationary distribution is found in Section 3. Then, in Section 4, we establish the sufficient condition for
exponential extinction of epidemic disease. By solving the relevant four-dimensional Fokker–Planck equation, Section 5
derives the exact expression of density function which can reveal many dynamic properties of the stationary distribution.
Some numerical simulations are carried out to illustrate theoretical results in Section 6. Finally, several conclusions are
given in Section 7.
4
T. Su, Q. Yang, X. Zhang et al. Physica A 615 (2023) 128605

2. Existence of unique global solution for stochastic model

Since S(t), E(t) and I(t) denote the number of susceptible, latent and infectious classes, respectively, they should be
non-negative. In this section, we will show that model (5) has a global solution and S(t), E(t), I(t) are positive.
Firstly, we give the following Itô’s formula.

Lemma 2.1 (Itô’s Formula). Let x(t) be an n-dimensional Itô process on t ≥ 0 with the stochastic differential
dx(t) = f (t)dt + g(t)dB(t),
where f ∈ L1 (R+ ; Rn ) and g ∈ L2 (R+ ; Rn×m ). Let V ∈ C 2,1 (Rn × R+ ; R), then V (x(t), t ) is a real-valued Itô process with its
stochastic differential given by
[ ]
1
dV (x(t), t ) = Vt (x(t), t ) + Vx (x(t), t ) f (t) + trace g T (t)Vxx (x(t), t ) g(t) dt + Vx (x(t), t ) g(t)dB(t).
( )
2
Given V ∈ C 2,1 (Rn × R+ ; R), define an operator LV : Rn × R+ → R by
1
LV (x, t) = Vt (x, t) + Vx (x, t)f (t) + trace g T (t)Vxx (x, t)g(t) ,
( )
2
which is called the diffusion operator. With the diffusion operator, the Itô formula can be written as
dV (x(t), t ) = LV (x(t), t ) dt + Vx (x(t), t ) g(t)dB(t).
Next, we will prove that the stochastic model (5) has a unique global solution.

Theorem 2.2. For any initial value (S(0), E(0), I(0), β (0)) ∈ Ω ∗ , system (5) has a unique global solution (S(t), E(t), I(t), β (t))
which will remain in Ω ∗ with probability one (a.s.).

Proof. Obviously, the coefficients of system (5) satisfy the local Lipschitz condition which means that it has a unique
solution on t ∈ [0, τe ), where τe is explosion time.
Let Rn = (−n, n) × (−n, n) × (−n, n) × (−n, n). For any initial value (S(0), E(0), I(0), β (0)) ∈ Ω ∗ , there is a large enough
integer m0 to make sure (ln S(0), ln E(0), ln I(0), β (0)) ∈ Rm0 . Thereby, for each integer m ≥ m0 , define
τm = inf {t ∈ (0, τe ) | (ln S(t), ln E(t), ln I(t), β (t)) ∈
/ Rm } .
It is easy to see that τm is a monotonic increment function with respect to m. To make discussion more convenient, we
say that inf{∅} = +∞ and τ∞ = limm→+∞ τm , so τ∞ ≤ τe a.s.. In the following content we will prove τ∞ = +∞ which
indicates that the solution is global.
Assuming τ∞ < +∞ a.s., there are 0 < ε0 < 1, a positive constant m∗ and T0 > 0 such that

P (τm ≤ T0 ) := P (Gm ) ≥ ε0 , ∀m ≥ m∗ . (7)

From condition (6), following inequalities are obtained
β +I
ϕmin (I) = 1, ≤ β + S0 . (8)
ϕ (I)
By simple calculation, it is easy to get that
(1 − p)Π − µ(S + E + I) + ω( Π
µ
− S − E − I) − γ I γI
=µ+ω− .
S0 − S − E − I S0 − S − E − I
According to x − 1 − ln x ≥ 0 (x > 0), a non-negative C 2 -function W (S , E , I , β ) is constructed as follows
β 2 (t)
W = S − 1 − ln S + E − 1 − ln E + I − 1 − ln I + (S0 − S − E − I) − 1 − ln(S0 − S − E − I) + .
2
Let A = supβ∈R {(α β̄ + S0 )|β (t)| − α|β (t)|2 }, then we can get the following results by using (8) and applying Itô’s formula
to W (S , E , I , β )

Π (1 − p)Π β + (t)I ω( Πµ − S − E − I)
( )
LW =(1 − p)Π − µ(S + E + I) + ω −S−E−I − γI − + +µ−
µ S ϕ (I) S
β + (t)SI σE
− +µ+σ − + µ + γ + αβ (t)(β̄ − β (t))
E ϕ (I) I
Π
( )
1
+ θ 2 − (1 − p)Π + µ(S + E + I) − ω −S−E−I
2 µ
5
T. Su, Q. Yang, X. Zhang et al. Physica A 615 (2023) 128605

(1 − p)Π − µ(S + E + I) + ω( Π
µ
− S − E − I) − γ I
+ γI +
S0 − S − E − I
1 (1 − p)Π − µ(S + E + I) + ω( Π
µ
− S − E − I) − γ I
≤β (t)S0 + 3µ + σ + γ + αβ (t)(β̄ − β (t)) + θ +
+ 2
2 S0 − S − E − I
≤(α β̄ + S0 )|β (t)| − α|β (t)|2 + 4µ + σ + γ + ω
≤A + 4µ + σ + γ + ω
:=k. (9)
Integrating and taking expectation on both sides of (9) yields
0 ≤ E [W (S (τm ∧ T0 ) , I (τm ∧ T0 ) , E (τm ∧ T0 ) , β (τm ∧ T0 ))]
[∫ τm ∧T0 ]
= E [W (S(0), I(0), E(0), β (0))] + E LW (S(τ ), I(τ ), E(τ ), β (τ )) dτ
0
≤ E [V (S(0), I(0), E(0), β (0))] + kT0 .
Looking back to (7), for any ξ ∈ Gm , we can know that W (S (τm , ξ ) , I (τm , ξ ) , E (τm , ξ ) , β (τm , ξ )) will larger than
2
(em − 1 − m) ∧ e−m − 1 + m ∧ m2 , so
( )

E [W (S(0), I(0), E(0), β (0))] + kT0 ≥ E [W (S (τm ∧ T0 ) , I (τm ∧ T0 ) , E (τm ∧ T0 ) , β (τm ∧ T0 ))]
≥ E IGm (ξ ) W (S (τm ∧ T0 ) , I (τm ∧ T0 ) , E (τm ∧ T0 ) , β (τm ∧ T0 ))
[ ]

≥ P (Gm (ξ )) W (S (τm , ξ ) , I (τm , ξ ) , E (τm , ξ ) , β (τm , ξ ))

) m2
[ ]
≥ ε0 e − 1 − m ∧ e − 1 + m ∧ .
( m ) ( −m
2
By letting m → +∞, we arrive the following contradiction
+∞ ≤ EV (S(0), I(0), E(0), β (0)) + kT0 < +∞.
Therefore, τ∞ = +∞ a.s., that is to say τe = +∞. So system (5) has a unique global solution (S(t), E(t), I(t), β (t)). □

3. Stationary distribution

In this section, we analyze whether the stochastic model has a stationary distribution which will reflect the persistence
of infectious disease. Define
β̃ Π σ [µ(1 − p) + ω]
Rs0 = ,
µ(µ + ω)(µ + γ )(µ + σ + c3 S0 √θπ α )
where
)4
+∞
β̃ Π σ [µ(1 − p) + ω]2
(∫
1
β̃ = x 4 π (x)dx , c3 = .
0 [µ(µ + ω)]2 (µ + γ )(1 − p)

Theorem 3.1. There is a stationary distribution of system (5) if Rs0 > 1.

Proof. Using Itô’s formula to system (5), we obtain

β + (t)I
(1 − p)Π ω( Πµ − S − E − I)
L(− ln S) = − + +µ− ,
S ϕ (I) S
β + (t)SI σE
L(− ln E) = − + µ + σ , L(−lnI) = − + µ + γ,
E ϕ (I) I
Π pΠ γI
( ( ))
L − ln −S−E−I =−Π − Π + µ + ω,
µ µ
−S−E−I µ
−S−E−I
ω Π β + (t)SI ω pΠ ωγ
( ( ))
L S+ −S−E−I = (1 − p)Π − − µS + + I.
µ+ω µ ϕ (I) µ+ω µ+ω
Let
Π ω Π
( ) [ ]
V1 = − ln S − c1 ln −S−E−I + c2 S + ( − S − E − I) ,
µ µ+ω µ
6
T. Su, Q. Yang, X. Zhang et al. Physica A 615 (2023) 128605

where c1 and c2 can be confirmed in the subsequent calculation. By simple calculation, then
( )
Π
(1 − p)Π β (t)I
+ ω µ
−S−E−I pΠ γI
L V1 = − + +µ− − c1 Π
− c1 Π
S ϕ (I) S µ
−S−E−I µ
−S−E−I
β + (t)SI ω pΠ ωγ
+ c1 (µ + ω) + c2 (1 − p)Π − c2 − c2 µS + c2 + c2 I
ϕ (I) µ+ω µ+ω
( )
ω Πµ − S − E − I pΠ
[
ω pΠ
]
=− − c1 Π − c2 µS + µ + c1 (µ + ω) + c2 (1 − p)Π +
S µ
−S−E−I µ+ω
β + (t)I ωγ (1 − p)Π γI β + (t)SI
+ + c2 I− − c1 Π − c2
ϕ (I) µ+ω S µ
−S−E−I ϕ (I)
(1 − p)Π ωγ ω pΠ β + (t)I
[ ]
≤ − 3 3 c1 c2 ωµpΠ − I + µ + c1 (µ + ω) + c2 (1 − p)Π + .
√
+ c2 +
S µ+ω µ+ω ϕ (I)
Let c1 and c2 satisfy the following equalities
ω pΠ ωµpΠ
[ ]
c1 (µ + ω) = c2 (1 − p)Π + = ],
µ+ω
[
ωpΠ
(µ + ω) (1 − p)Π + µ+ω

then
(1 − p)Π ωγ µ(µ + ω)(1 − p) β + (t)I
LV1 ≤ − + c2 I+ + .
S µ+ω µ(1 − p) + ω ϕ (I)
By condition (6) and Lagrange’s mean value theorem, we can get that
)′ I
−0
(
I ϕ (I) 1 1 I 1
|I =0 = lim = lim = = 1, ≤ I , ϕ (I) − ( = ϕ (I) − 1 ≤ m0 I . (10)
ϕ (I) ϕ (I) ϕ (0) ϕ (I)
)′
I →0 I I →0 I
ϕ (I)
|I =0

Denote

V2 = − ln E + c3 V1 − c4 ln I ,

the values of c3 and c4 can also be given in the following calculation. Using (10) and applying Itô’s formula to V2 leads to
β + (t)S I (1 − p)Π ωγ µ(µ + ω)(1 − p) β + (t)I σE
L V2 = − + µ + σ − c3 + c3 c2 I + c3 + c3 − c4 + c4 (µ + γ )
ϕ (I) E S µ+ω µ(1 − p) + ω ϕ (I) I
− c5 ϕ (I) + c5 + c5 (ϕ (I) − 1)
β + (t)S I (1 − p)Π σE µ(µ + ω)(1 − p)
≤− − c3 − c4 − c5 ϕ (I) + (µ + σ ) + c3 + c4 (µ + γ ) + c5
ϕ (I) E S I µ(1 − p) + ω
ωγ β (t)I
+
+ c3 c2 I + c5 m0 I + c3
µ+ω ϕ (I)
√ µ(µ + ω)(1 − p)
≤ − 4 β (t)c3 c4 c5 (1 − p)Π σ + c3
4 + + c4 (µ + γ )
)µ(1 − p) + ω
c2 c3 ωγ
(
+ c5 + µ + σ + + c5 m0 I + c3 β + (t)I .
µ+ω
µ(µ + ω)(1 − p) c2 c3 ωγ
√ ( )
4
= − 4 β̃ c3 c4 c5 (1 − p)Π σ + c3 + c4 (µ + γ ) + c5 + µ + σ + + c5 m0 I + c3 β̄ I
(√ µ(1 − p) + ω ) µ+ω
4
√
+4 β̃ c3 c4 c5 (1 − p)Π σ − β (t)c3 c4 c5 (1 − p)Π σ + c3 I(β (t) − β̄ )
4 + +

µ(µ + ω)(1 − p) c2 c3 ωγ
√ ( )
4
≤ − 4 β̃ c3 c4 c5 (1 − p)Π σ + c3 + c4 (µ + γ ) + c5 + µ + σ + + c5 m0 I + c3 β̄ I
(√ µ(1 − p) + ω ) µ+ω
4
√
+4 β̃ c3 c4 c5 (1 − p)Π σ − β (t)c3 c4 c5 (1 − p)Π σ + c3 S0 |β (t) − β̄|
4 +

µ(µ + ω)(1 − p) c2 c3 ωγ
√ ( )
4
= − 4 β̃ c3 c4 c5 (1 − p)Π σ + c3 + c4 (µ + γ ) + c5 + µ + σ + + c5 m0 I + c3 β̄ I
µ(1 − p) + ω µ+ω
θ θ
(√ )
4
√
+ c3 S0 √ +4 β̃ c3 c4 c5 (1 − p)Π σ − β (t)c3 c4 c5 (1 − p)Π σ + c3 S0 |β (t) − β̄| − c3 S0 √ ,
4 +
πα πα
7
T. Su, Q. Yang, X. Zhang et al. Physica A 615 (2023) 128605

where the third inequality is deduced by using the inequality β + (t) − β̄ ≤ |β (t) − β̄|. Let c3 , c4 and c5 satisfy the following
equalities
µ(µ + ω)(1 − p) β̃ Π σ [µ(1 − p) + ω]
c3 = c4 (µ + γ ) = c5 = ,
µ(1 − p) + ω µ(µ + ω)(µ + γ )
then
β̃ Π σ [µ(1 − p) + ω] θ c2 c3 ωγ
( )
L V2 ≤ − + µ + σ + c3 S0 √ + + c5 m0 + c3 β̄ I
µ(µ + ω)(µ + γ ) πα µ+ω
θ
(√ )
4
√
+4 β̃ c3 c4 c5 (1 − p)Π σ − 4 β + (t)c3 c4 c5 (1 − p)Π σ + c3 S0 |β (t) − β̄| − c3 S0 √
πα
β̃ Π σ [µ(1 − p) + ω] θ c2 c3 ωγ
( )
=− + µ + σ + c3 S0 √ + + c5 m0 + c3 β̄ I + F (β (t)),
µ(µ + ω)(µ + γ ) πα µ+ω
(√ )
where F (β (t)) = 4 β̃ c3 c4 c5 (1 − p)Π σ − 4 β + (t)c3 c4 c5 (1 − p)Π σ + c3 S0 |β (t) − β̄|− c3 S0 √θπα . Constructing a function
4
√

as
c2 c3 ωγ
µ+ω
+ c5 m0 + c3 β̄
V3 = V2 + I,
µ+γ
then
( )
c2 c3 ωγ
β̃ Π σ [µ(1 − p) + ω] θ µ+ω
+ c5 m0 + c3 β̄ σ
LV3 ≤ − + µ + σ + c3 S0 √ + E + F (β (t))
µ(µ + ω)(µ + γ ) πα µ+γ
( )
c2 c3 ωγ
(
θ
)
µ+ω
+ c5 m0 + c3 β̄ σ
= − µ + σ + c3 S0 √ s
(R0 − 1) + E + F (β (t)),
πα µ+γ
where
β̃ Π σ [µ(1 − p) + ω]
Rs0 = .
µ(µ + ω)(µ + γ )(µ + σ + c3 S0 √θπ α )
Denote
β 2 (t)
V̄ = MV3 − ln I − ln S − ln(S0 − S − E − I) + ,
2
and
1 1
B = sup {(α β̄ + S0 )|β (t)| − α|β (t)|2 + 3µ + ω + γ + θ 2 },
β (t)∈R 2 2
where M is a large enough positive constant satisfying the following inequality
θ
( )
−M µ + σ + c3 S0 √ (Rs0 − 1) + B ≤ −2.
πα
Since V̄ (S , E , I , β ) tends to +∞ as (S , E , I , β ) approaches the boundary of Ω ∗ , it has the minimum value V̄min . Therefore,
we can get a non-negative function
V (S , E , I , β ) = V̄ (S , E , I , β ) − V̄min .
Applying Itô’s formula to V (S , E , I , β ) and referring to (8), one can obtain that
( )
c2 c3 ωγ
(
θ
)
µ+ω
+ c5 m 0 + c3 β̄ σ σE
LV ≤ − M µ + σ + c3 S0 √ (Rs0 − 1) + M E−
πα µ+γ I
(1 − p)Π β + (t)I 1 2
+ µ+γ − + + θ
S ϕ (I) 2
ω Π (1 − p)Π − γ I − µ(S + E + I) + ω( Π − S − E − I)
( )
µ
− −S−E−I +µ+
S µ S0 − S − E − I
+ αβ (t)(β̄ − β (t)) + MF (β (t))
θ
( )
1 1
≤ − M µ + σ + c3 S0 √ (Rs0 − 1) + (α β̄ + S0 )|β (t)| − α|β (t)|2 + 3µ + ω + γ + θ 2
πα 2 2
8
T. Su, Q. Yang, X. Zhang et al. Physica A 615 (2023) 128605
( )
c2 c3 ωγ
µ+ω
+ c5 m0 + c3 β̄ σ σE (1 − p)Π γI 1
+M E− − − − α|β (t)|2 + MF (β (t))
µ+γ I S S0 − S − E − I 2
:=G(S , E , I , β (t)) + MF (β (t)). (11)

Next, define a closed subset of Uε by

1
Uε = {(S , E , I , β (t)) ∈ Ω ∗ |S ≥ ε, E ≥ ε, I ≥ ε 2 , S + E + I ≤ S0 − ε 3 , |β| ≤ }.
ε
Meanwhile ε is a small enough constant to make sure the following inequalities are true
c2 c3 ωγ
( )
µ+ω +c5 m0 +c3 β̄ σ
−2 + M µ+γ
ε ≤ −1,

c2 c3 ωγ
( )
µ+ω +c5 m0 +c3 β̄ σ σ
−2 + M µ+γ
S0 − ε
≤ −1,

c2 c3 ωγ
( )
µ+ω +c5 m0 +c3 β̄ σ (1−p)Π (12)
−2 + M µ+γ
S0 − ε
≤ −1,

c2 c3 ωγ
( )
µ+ω +c5 m0 +c3 β̄ σ γ
−2 + M µ+γ
S0 − ε
≤ −1,

c2 c3 ωγ
( )
µ+ω +c5 m0 +c3 β̄ σ α
−2 + M µ+γ
S0 − 2ε 2
≤ −1.
The complementary set of Uε can be divided into five subsets:

U1c,ε = {(S , E , I , β (t)) ∈ Ω ∗ |E < ε},

U2c,ε = {(S , E , I , β (t)) ∈ Ω ∗ |E > ε, I < ε 2 },

U3c,ε = {(S , E , I , β (t)) ∈ Ω ∗ |S < ε},

U4c,ε = {(S , E , I , β (t)) ∈ Ω ∗ |I < ε 2 , S + E + I > S0 − ε 3 },

1
U5c,ε = {(S , E , I , β (t)) ∈ Ω ∗ ||β (t)| > }.
ε
From inequalities (12), we have the following result.
Case 1: (S , E , I , β ) ∈ U1c,ε , then
( )
c2 c3 ωγ
µ+ω
+ c5 m0 + c3 β̄ σ
G(S , E , I , β ) ≤ −2 + M ε ≤ −1.
µ+γ

Case 2: (S , E , I , β ) ∈ U2c,ε , then

( )
c2 c3 ωγ
µ+ω
+ c5 m0 + c3 β̄ σ σ
G(S , E , I , β ) ≤ −2 + M S0 − ≤ −1.
µ+γ ε

Case 3: (S , E , I , β ) ∈ U3c,ε , then

( )
c2 c3 ωγ
µ+ω
+ c5 m0 + c3 β̄ σ (1 − p)Π
G(S , E , I , β ) ≤ −2 + M S0 − ≤ −1.
µ+γ ε

Case 4: (S , E , I , β ) ∈ U4c,ε , then

( )
c2 c3 ωγ
µ+ω
+ c5 m0 + c3 β̄ σ γ
G(S , E , I , β ) ≤ −2 + M S0 − ≤ −1.
µ+γ ε
9
T. Su, Q. Yang, X. Zhang et al. Physica A 615 (2023) 128605

Case 5: (S , E , I , β ) ∈ U5c,ε , then

( )
c2 c3 ωγ
µ+ω
+ c5 m0 + c3 β̄ σ α
G(S , E , I , β ) ≤ −2 + M S0 − ≤ −1.
µ+γ 2ε 2
Given the above five cases, one equivalently gets that there is a constant ε and a closed set Uε such that
G (S , E , I , β) ≤ −1, ∀ (S , E , I , β) ∈ Ω ∗ \Uε .
On the other hand, there is a positive constant H such that
G (S , E , I , β) ≤ H < +∞, ∀ (S , E , I , β) ∈ Ω ∗ . (13)
For the arbitrary initial value (S(0), E(0), I(0), β (0)) ∈ Ω , combining (11), integrating and taking expectation to ∗

V (S(t), E(t), I(t), β (t)), we can obtain that

E [V (S(t), E(t), I(t), β (t))]
0≤
t
E [V (S(0), E(0), I(0), β (0))] t
∫
1
= + E [(LV (S(τ ), E(τ ), I(τ ), β (τ )))] dτ .
t t 0
(14)
E [V (S(0), E(0), I(0), β (0))] t
∫
1
≤ + E [(G (S(τ ), E(τ ), I(τ ), β (τ )))] dτ .
t t
[(√0
t
1 t θ
∫ )] ∫ [( )]
√ 1 4
√
+ 4M c3 c4 c5 (1 − p)Π σ
4
E β̃ − 4
β + (τ ) dτ + Mc3 S0 E |β (τ ) − β̄| − √ dτ .
t 0 t 0 πα
According to [17–19], it is clear to know that β (t) has ergodic property, so one has

⏐x − β̄ ⏐ π (x)ds = √θ ,
∫ t ∫ +∞
1
⏐β (s) − β̄ ⏐ ds =
⏐ ⏐ ⏐ ⏐
lim (15)
t →+∞ t πα
∫0 t √ ∫ +∞−∞
∫ +∞
√
√
1 √ 4
lim
4
β + (s)ds = 4
max{0, x}π (x)dx = 4
xπ (x)dx = β̃. (16)
t →+∞ t 0 −∞ 0

Taking infimum on both sides of (14) and combining (13), (15) and (16), we get that
∫ t
1
0 ≤ lim inf E [G (S(τ ), E(τ ), I(τ ), β (τ ))] dτ
t →+∞ t
∫0 t
1
E G (S(τ ), E(τ ), I(τ ), β (τ )) I{(S(τ ),E(τ ),I(τ ),β (τ ))∈Uε } dτ
[ ]
= lim inf
t →+∞ t 0
∫ t
1
E G (S(τ ), E(τ ), I(τ ), β (τ )) I{(S(τ ),E(τ ),I(τ ),β (τ ))∈Ω ∗ \Uε } dτ
[ ]
+ lim inf
t →+∞ t 0
∫ t
1
≤H lim inf P {(S(τ ), E(τ ), I(τ ), β (τ )) ∈ Uε } dτ
t →+∞ t 0
∫ t
1
P (S(τ ), E(τ ), I(τ ), β) ∈ Ω ∗ \Uε dτ
{ }
− lim inf
t →+∞ t 0
∫ t
1
≤ − 1 + (H + 1) lim inf P {(S(τ ), E(τ ), I(τ ), β (τ )) ∈ Uε } dτ ,
t →+∞ t 0
which can deduce the following result
∫ t
1 1
lim inf P {(S(τ ), E(τ ), I(τ ), β (τ )) ∈ Uε } dτ ≥ > 0 a.s..
t →+∞ t 0 H +1
Therefore,
∫ t
1 1
lim inf P {τ , (S(0), E(0), I(0), β (0)) , Uε } dτ ≥ , ∀(S(0), E(0), I(0), β (0)) ∈ Ω ∗ . (17)
t →+∞ t 0 H +1
Because of the invariance of Ω ∗ under system (5), the solution (S(t), E(t), I(t)) is analyzed on the state space Ω ∗ . According
to the achievement in [20], there is an invariant probability measure π on Ω ∗ by the inequality (17) and the invariance
of Ω ∗ . So, we can get the conclusion that system (5) has a stationary distribution on Ω ∗ when Rs0 > 1. □

β̃ Π σ [µ(1−p)+ω]
Remark 3.2. Theorem 3.1 indicates that Rs0 = is a crucial value to the existence of stationary
µ(µ+ω)(µ+γ )(µ+σ +c3 S0 √θ )
πα
(∫ 1
)4
+∞
distribution, where β̃ = 0
x 4 π (x)dx . Furthermore, we can deduce that there are two constants β̃1 and β̃2 such that

10
T. Su, Q. Yang, X. Zhang et al. Physica A 615 (2023) 128605

β̃1 ≤ β̃ ≤ β̃2 , where

⎡ ⎤4
]4
θ 2
β̄ 3η 2
η
[
η= , β̃1 = β̄ Φ ( ) − and β̃2 = β̄ ⎣1 + ⎦ .
2α η 32β̄ 2 √ β̄ 2
4 2π β̄ e 2η2

The detailed proof is proved in Appendix. Define

β̃1 Π σ [µ(1 − p) + ω]
Rs0c = .
µ(µ + ω)(µ + γ )(µ + σ + c3 S0 √θπ α )
Apparently, Rs0c tends to Rs0 when the intensity of perturbations θ goes to zero. Moreover, Rs0c ≤ Rs0 . So, if Rs0c > 1, then
Rs0 > 1, which means the existence of stationary distribution. Meanwhile,

β̃1 Π σ [µ(1 − p) + ω] β̄ Π σ [µ(1 − p) + ω]

Rs0c = θ
≤ = R0 .
µ(µ + ω)(µ + γ )(µ + σ + c3 S0 π α )
√ µ(µ + σ )(µ + γ )(µ + ω)
Therefore, if Rs0c > 1, then R0 > 1. The endemic equilibrium of deterministic system (3) is stable and stochastic system
(5) has the stationary distribution when Rs0c > 1. This indicates that Rs0c > 1 can be regarded as the unified value to
deterministic and stochastic system.

4. Extinction

This part is devoted to investigating the condition of disease extinction. We define

√ σ S0 θ
RE0 = R0 + √ ,
(µ + σ ) R0 πα min{µ + σ , µ + γ }
which is related to the extinction.

Theorem 4.1. If RE0 < 1, then the following inequality holds

( )
ω1 ω2
ln µ+σ
E+ µ+γ
I
lim sup ≤ min{µ + σ , µ + γ }(RE0 − 1) < 0,
t →+∞ t
σ√
where ω1 = and ω2 = 1. This means that the disease of system (5) will be exponentially extinct a.s..
(µ+γ ) R0

Proof. Define
ω1 ω2
Q (E , I) = E+ I.
µ+σ µ+γ
From the expression of Q (E , I), we can get that
ω1 E ω2 I
+ = 1,
µ+σ Q µ+γ Q
which means
I µ+γ
< . (18)
Q ω2
Denoting the matrix M0 as
( )
β̄ S0
0
M0 = σ
µ+σ ,
µ+γ
0

by direct calculation, one has

( )
E √ a1 E + a2 I a1 a2
(ω1 , ω2 ) (M0 − I2 ) = ( R0 − 1)(ω1 E + ω2 I), ≤ max{ , }. (19)
I b1 E + b2 I b1 b2
Applying Itô’s formula to Q (E , I), combining (18) and (19) gains
ω1 β + (t)SI ω2
( )
1
L(ln Q ) = − ω1 E + σ E − ω2 I
Q µ + σ ϕ (I) µ+γ
ω1 ω2 1 ω1
( )
1
≤ β̄ S0 I − ω1 E + σ E − ω2 I + (β + (t) − β̄ )S0 I
Q µ+σ µ+γ Q µ+σ
11
T. Su, Q. Yang, X. Zhang et al. Physica A 615 (2023) 128605

ω1
( )
1 E 1
= (ω1 , ω2 ) (M0 − I2 ) (β + (t) − β̄ )S0 I
+
Q Q µ+σ I
1 √ I ω1 S0
≤ ( R0 − 1)(ω1 E + ω2 I) + |β (t) − β̄|
Q Q µ+σ
ω1 E + ω2 I √ µ + γ ω1 S0
≤ ω1 ω2 ( R0 − 1) + |β (t) − β̄|
µ+σ
E + µ+γ
I ω2 µ + σ
√ µ + γ ω1 S0
≤ min{µ + σ , µ + γ }( R0 − 1) + |β (t) − β̄|
ω2 µ + σ
√ S0 σ
= min{µ + σ , µ + γ }( R0 − 1) + √ |β (t) − β̄|. (20)
(µ + σ ) R 0
Integrating Eq. (20) leads to

S0 σ t
∫
ln Q (t) − ln Q (0) √ 1
≤ min{µ + σ , µ + γ }( R0 − 1) + √ |β (s) − β̄|ds. (21)
t (µ + σ ) R0 t 0

Combining (15) and letting t → ∞, we know that

ln Q (t) √ σ S0 θ
lim sup ≤ min{µ + σ , µ + γ }( R0 − 1) + √ √
t →+∞ t (µ + σ ) R0 πα
σ S0 θ
(√ )
= min{µ + σ , µ + γ } R0 + √ −1
(µ + σ ) R0 πα min{µ + σ , µ + γ }
= min{µ + σ , µ + γ }(R0 − 1),
E

where
√ σ S0 θ
RE0 = R0 + √ .
(µ + σ ) R0 πα min{µ + σ , µ + γ }

We can get the conclusion that lim supt →+∞

ln Q (t)
t
≤ min{µ + σ , µ + γ }(RE0 − 1) < 0 if RE0 < 1, which indicates that the
disease will die out exponentially. □
√
Remark 4.2. From the expression of RE0 , we can know that RE0 tends to R0 when θ goes to zero. RE0 < 1 can deduce
R0 < 1, this means that RE0 < 1 can be regarded as a unified condition of extinction to deterministic and stochastic
system. According to Remark 3.2, the stationary distribution exists when Rs0c > 1, in this case, we can get RE0 > 1 which
is not consistent with the condition of Theorem 4.1. On the other hand, the disease of stochastic model will die out when
RE0 < 1, in this case, we can obtain that Rs0c ≤ R0 < 1 which does not satisfy the condition of existence of stationary
distribution.

5. Density function

Many properties of disease dynamics can be seen from the probability density function. By solving the corresponding
four-dimensional matrix equation, this section is devoted to deriving the explicit expression of probability density function
around the quasi-endemic equilibrium. At the beginning, we illustrate a necessary lemma.

Lemma 5.1 (Mao et al. [21]). If φ (λ) = λn + a1 λn−1 + a2 λn−2 +· · ·+ an−1 λ+ an is the characteristic polynomial of n-dimensional
square matrix A, then the matrix A is called a Hurwitz matrix if and only if matrix A has all negative real-part eigenvalues. If
Hk > 0 is true, where
⏐ ⏐
⏐ a1 a3 a5 ··· a2k−1 ⏐
1 a2 a4 ··· a2k−2
⏐ ⏐
⏐ ⏐
0 a1 a3 ··· a2k−3
⏐ ⏐
⏐,
⏐ ⏐
Hk = ⏐⏐ 0 1 a2 ··· a2k−4
.. .. .. ..
⏐
⏐ ⏐
⏐
⏐ . . . ··· . ⏐
⏐
⏐ 0 0 0 ··· ak ⏐

k = 1, 2, . . . , n, then matrix A has all negative real-part eigenvalues, this means matrix A is a Hurwitz matrix.

First, some equivalent transformations are made to system (5).

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T. Su, Q. Yang, X. Zhang et al. Physica A 615 (2023) 128605

5.1. The equivalent transformations of stochastic model

The quasi-endemic equilibrium P∗ = (S ∗ , E ∗ , I ∗ , β ∗ ) is the solution of following equations

⎧ ( )
β∗S∗I∗
⎪
⎪
⎪ (1 − p)Π − ϕ (I ∗ ) − µS ∗ + ω Πµ
− S ∗ − E ∗ − I ∗ = 0,
⎨ β∗S∗I∗
ϕ (I ∗ )
− (µ + σ )E ∗ = 0, (22)
⎪ σ E − (µ + γ )I = 0,
⎪
⎪ ∗ ∗

α (β̄ − β ) = 0.
∗
⎩

Letting (z1 , z2 , z3 , z4 )T = (S − S ∗ , E − E ∗ , I − I ∗ , β − β ∗ )T , the corresponding linearized equation of system (8) can be given
as
dz = [−a11 z1 − a12 z2 − a13 z3 − a14 z4 ]dt ,
⎧
⎨ 1
dz2 = [a21 z1 − a22 z2 + a23 z3 + a24 z4 ]dt ,
⎪
(23)
⎩ dz3 = [a32 z2 − a33 z3 ]dt ,
⎪
dz4 = −a44 z4 dt + θ dB(t),
β̄ I ∗ β̄ S ∗ I ∗ ϕ ′ (I ∗ ) S∗I∗ β̄ I ∗
where a11 = ( ϕ (I ∗ ) + µ + ω), a12 = ω, a13 = ϕ (I ∗ )
[1 − ϕ (I ∗ )
] + ω, a14 = ϕ (I ∗ )
; a21 = ϕ (I ∗ )
, a22 = µ + σ , a23 =
β̄ S ∗ I ∗ ϕ ′ (I ∗ ) S∗I∗
ϕ (I ∗ )
−[1 ] = a13 − a12 , a24 =
ϕ (I ∗ )
= a14 ; a32 = σ , a33 = µ + γ ; a44 = α .
ϕ (I ∗ )
Next, we calculate the expression of density function.

5.2. Probability density function of the stationary distribution

Letting
⎛ ⎞ ⎛ ⎞
−a11 −a12 −a13 −a14 0
⎜ a −a22 a23 a24 0
A = ⎝ 21 ⎠, G = ⎝ ⎠,
⎟ ⎜ ⎟
0 a32 −a33 0 0
0 0 0 −a44 θ
B(t) = (0, 0, 0, B(t)) and Z (t) = (z1 , z2 , z3 , z4 ) ,
T T

the linearized Eq. (23) can be expressed by matrix

dZ (t) = AZ (t)dt + GdB(t). (24)

According to the theory in [22], system (5) has a unique probability density function Φ (z1 , z2 , z3 , z4 ) around the
quasi-endemic equilibrium, and its form can be obtained by the following Fokker-Plank equation
∂ Φ (z(t), t) ∂ θ 2 ∂ 2 Φ (z(t), t)
+ [Az(t)Φ (z(t), t)] − = 0.
∂t ∂z 2 ∂ z42
Furthermore, Φ (z1 , z2 , z3 , z4 ) can be expressed by a quasi-Gaussian distribution because the diffusion matrix G is a
constant matrix. That is to say
1
Φ (z1 , z2 , z3 , z4 ) = ce− 2 (z1 ,z2 ,z3 ,z4 )P(z1 ,z2 ,z3 ,z4 ) ,
T

where c is a constant to make sure that normalized condition is established R4 Φ (z1 , z2 , z3 , z4 )dz1 dz2 dz3 dz4 = 1. Then the
∫
real symmetric matrix P satisfies PG2 P + AT P + PA = 0. If the matrix P is inverse, denoting P −1 = Σ , it can be equivalently
transformed into

G2 + AΣ + Σ AT = 0. (25)

In the following content, we will solve Eq. (25) to get the exact expression of probability density function Φ (z1 , z2 , z3 , z4 ).

Theorem 5.2. If Rs0 > 1, the solution of system (23) follows the unique normal probability density function Φ (z1 , z2 , z3 , z4 ),
and the form of Φ (z1 , z2 , z3 , z4 ) is as follows
[ ]
− 21 1
Φ (z1 , z2 , z3 , z4 ) = (2π ) |Σ | −2
exp − (z1 , z2 , z3 , z4 ) Σ (z1 , z2 , z3 , z4 ) .
−1 T
2
Therefore, the solution of system (5) follows normal probability density function Φ (S , E , I , β ) around quasi-endemic equilibrium
P∗ , and it can be expressed as
[ ]
1 1(
Φ (S , E , I , β ) = (2π )−2 |Σ |− 2 exp − S − S ∗ , E − E ∗ , I − I ∗ , β − β ∗ Σ −1 (S − S ∗ , E − E ∗ , I − I ∗ , β − β ∗ )T ,
)
2
13
T. Su, Q. Yang, X. Zhang et al. Physica A 615 (2023) 128605

where

Σ = ρ 2 (MJ)−1 Σ2 [(MJ)−1 ]T ,

ρ = θ m1 , J = J3 J2 J1 ,
⎛ ⎞ ⎛ ⎞ ⎛ ⎞
0 0 0 1 1 0 0 0 1 0 0 0
⎜ 1 0 0 0 ⎟ ⎜ 0 1 0 0 ⎟ ⎜ 0 1 0 0 ⎟
J1 = ⎝ , J =⎝ , J =⎝ ,
0 1 0 0 ⎠ 2 0 1 1 0 ⎠ 3 0 0 1 0 ⎠
0 0 1 0 0 0 0 1 0 0 1 1
m1 m2 m3 m4
⎛ ⎞
⎜ 0 a32 (a32 − a22 + a33 ) −(a22 + a12 + a33 )(a32 − a22 + a33 ) a12 (a12 + a22 + a33 − a32 ) + a233 ⎟
M=⎝
0 0 a32 − a22 + a33 −a12 − a33 ⎠,
0 0 0 1
m1 = −a14 a32 (a32 − a22 + a33 ), m2 = −a32 (a32 − a22 + a33 )(a11 + a22 + a33 ), m3 = (a32 − a22 + a33 )[a32 (a13 − a12 ) +
a22 (a22 + a12 + a33 ) + a12 (a12 + a22 + a33 − a32 ) + a233 ], m4 = (a32 − a22 + a33 )[a12 (a22 + a12 + a33 ) − a13 a32 ] − (a12 +
a33 )[a12 (a12 + a22 + a33 − a32 ) + a233 ],

σ11 σ13
⎛ ⎞
0 0
⎜ 0 σ22 0 σ24 ⎟
Σ2 = ⎝ ,
σ13 0 σ33 0 ⎠
0 σ24 0 σ44
σ22 = [ a3
], σ13 = −σ22 , σ33 = a1
a3
σ22 , σ24 = −σ33 , σ11 = a2 a3 −a1 a4
a3
σ22 , σ44 = a1 a2 −a3
a3 a4
σ22 , a1 = Q1 + a44 , a2 =
2 a1 (a2 a3 −a1 a4 )−a23
Q2 + Q1 a44 , a3 = Q3 + Q2 a44 , a4 = Q3 a44 , (
σ β S ∗ I ∗ ϕ ′ (I ∗ )
)
(µ+σ )E ∗ (µ+σ )E ∗ ω(µ+σ )E ∗
Q1 = 3µ + ω + σ + γ + S∗
, Q2 = µ + ω + S∗
(2µ + σ + γ ) + ϕ 2 (I ∗ )
+ S∗
,

ω) ϕ 2 (I ∗() )
β S∗ I ∗ ϕ′ I ∗ (µ+σ )E ∗ (µ+σ )E ∗ βσ (µ+σ )E ∗
Q3 = σ (µ + +ω S∗
( µ + γ) + σω S∗
+ ϕ(I ∗ )
.

Proof. In the first place, we have to verify that A is the Hurwitz matrix. Denote ϕA (λ) as the characteristic polynomial of
matrix A, it can be given as follows
λ + a11
⏐ ⏐
a12 a13 a14
⏐ λ + a11
⏐ ⏐ ⏐ ⏐
a12 a13
−a21 λ + a22 −a23 −a24
⏐ ⏐ ⏐
ϕA (λ) = ⏐ ⏐ = (λ + a44 ) ⏐ −a21 λ + a22 −a23 ⏐.
⏐ ⏐ ⏐ ⏐
0 −a32 λ + a33 0
⏐ ⏐ ⏐ 0 −a32 λ + a33 ⏐
⏐ 0 0 0 λ + a44 ⏐

According to the results in [9], we can know that

⏐ λ + a11
⏐ ⏐
a12 a13
⏐
⏐ −a21 λ + a22 ⏐ = λ3 + Q1 λ2 + Q2 λ + Q3 ,
−a23
⏐ ⏐
⏐ 0 −a32 λ + a33
⏐

σ β S ∗ I ∗ ϕ ′ (I ∗ )
( )
(µ+σ )E ∗ (µ+σ )E ∗
where Q1 = 3µ + ω + σ + γ + S ∗ , Q2 = µ + ω + S ∗ (2µ + σ + γ ) + ϕ 2 (I ∗ )
+ ω(µ+σ
S∗
)E ∗
, Q3 =
β S ∗ I ∗ ϕ ′ (I ∗ ) (µ+σ )E ∗ (µ+σ )E ∗ βσ (µ+σ )E ∗
σ (µ + ω ) ϕ 2 (I ∗ )
+ω (µ + γ ) + σ ω
S∗
+ S∗
. These characteristic roots of ϕ (λ) can be gained by
ϕ(I ∗ ) A

λ1 = −a44 and λ3 + Q1 λ2 + Q2 λ + Q3 = 0. By Lemma 5.1, all roots of the characteristic polynomial of matrix A have
negative real parts due to Q1 > 0, Q2 > 0, Q3 > 0 and Q1 Q2 − Q3 > 0. So the conclusion that A is Hurwitz matrix is
confirmed.
Next, we will solve the equation G2 + AΣ + Σ AT = 0 to get the form of Σ and show that it is positive definite.
Let A1 = J1 AJ1−1 , where
⎛ ⎞
0 0 0 1
⎜ 1 0 0 0 ⎟
J1 = ⎝ ,
0 1 0 0 ⎠
0 0 1 0
therefore
⎛ ⎞
−a44 0 0 0
⎜ −a14 −a11 −a12 −a13
A1 = ⎝ .
⎟
a 14 a21 −a22 a13 − a12 ⎠
0 0 a32 −a33
14
T. Su, Q. Yang, X. Zhang et al. Physica A 615 (2023) 128605

Let A2 = J2 A1 J2−1 , where

⎛ ⎞
1 0 0 0
⎜ 0 1 0 0 ⎟
J2 = ⎝ ,
0 1 1 0 ⎠
0 0 0 1
then
⎛ ⎞
−a44 0 0 0
⎜ −a14 a12 − a11 −a12 −a13 ⎟
A2 = ⎝ .
0 a12 − a11 + a21 + a22 −a12 − a22 −a12 ⎠
0 −a32 a32 −a33
Due to the value of a32 = a12 − a11 + a21 + a22 = σ > 0, matrix A2 can be rewritten as
⎛ ⎞
−a44 0 0 0
⎜ −a14 a12 − a11 −a12 −a13 ⎟
A2 = ⎝ .
0 a32 −a12 − a22 −a12 ⎠
0 −a32 a32 −a33
−1
Let A3 = J3 A2 J3 , where
⎛ ⎞
1 0 0 0
⎜ 0 1 0 0 ⎟
J3 = ⎝ ,
0 0 1 0 ⎠
0 0 1 1
by simple calculation, then
⎛ ⎞
−a44 0 0 0
⎜ −a14 a12 − a11 a13 − a12 −a13
A3 = ⎝ ⎠.
⎟
0 a32 −a22 −a12
0 0 a32 − a22 + a33 −a12 − a33
Denote matrix J as J = J3 J2 J1 , Eq. (25) can be written equivalently as

JG2 J T + (JAJ −1 )(J Σ J T ) + (J Σ J T )(JAJ −1 )T = 0. (26)

From the form of J3 , J2 and J1 , we can get that JG J = diag θ , 0, 0, 0 ≜

( )
2 T 2
G21 . Let

JAJ −1 = A3 and J Σ J T = Σ1 ,

therefore, Eq. (26) can be expressed as

G21 + A3 Σ1 + Σ1 AT3 = 0.

According to the method in [23], the standard R1 transformation matrix of A3 has the following form
m1 m2 m3 m4
⎛ ⎞
⎜ 0 a32 (a32 − a22 + a33 ) −(a22 + a12 + a33 )(a32 − a22 + a33 ) a12 (a12 + a22 + a33 − a32 ) + a233 ⎟
M=⎝
0 0 a32 − a22 + a33 −a12 − a33 ⎠,
0 0 0 1
where m1 = −a14 a32 (a32 − a22 + a33 ), m2 = −a32 (a32 − a22 + a33 )(a11 + a22 + a33 ), m3 = (a32 − a22 + a33 )[a32 (a13 −
a12 ) + a22 (a22 + a12 + a33 ) + a12 (a12 + a22 + a33 − a32 ) + a233 ], m4 = (a32 − a22 + a33 )[a12 (a22 + a12 + a33 ) − a13 a32 ] −
(a12 + a33 )[a12 (a12 + a22 + a33 − a32 ) + a233 ]. Then, by standard R1 transformation matrix, one obtains
⎛ ⎞
− a1 −a2 −a3 − a4
1 0 0 0
MA3 M −1 = ⎝ ⎠.
⎜ ⎟
0 1 0 0
0 0 1 0
According to the invariance of matrix elementary transformation, the characteristic polynomial is also invariant. Hence,
we can get

a1 = Q1 + a44 , a2 = Q2 + Q1 a44 , a3 = Q3 + Q2 a44 , a4 = Q3 a44 .

Also, we can know that MG21 M T = diag(θ 2 m21 , 0, 0, 0). Let

MA3 M −1 = D, ρ = θ m1 , Σ2 = ρ −2 M Σ1 M T and G0 = diag(1, 0, 0, 0),

15
T. Su, Q. Yang, X. Zhang et al. Physica A 615 (2023) 128605

the equation
MG21 M T + (MA3 M −1 )(M Σ1 M T ) + (M Σ1 M T )(MA3 M −1 )T = 0,
can be expressed by
G20 + DΣ2 + Σ2 DT = 0.
Using the Lemma 2.3 in [23], the form of Σ can be given as
σ11 σ13
⎛ ⎞
0 0
⎜ 0 σ22 0 σ24 ⎟
Σ2 = ⎝ ,
σ13 0 σ33 0 ⎠
0 σ24 0 σ44
where σ22 =
a3
[ ], σ13 = −σ22 , σ33 = a1
a3
σ22 , σ24 = −σ33 , σ11 = a2 a3 −a1 a4
a3
σ22 , σ44 = a1 a2 −a3
a3 a4
σ22 . More
2 a1 (a2 a3 −a1 a4 )−a23
importantly, from Q1 > 0, Q2 > 0, Q3 > 0, a44 > 0 and Q1 Q2 − Q3 > 0, we can deduce that a1 > 0, a3 > 0, a4 > 0 and
a1 (a2 a3 − a1 a4 ) − a23 = (Q1 + a44 )(Q1 Q2 − Q3 )a244 + Q3 (Q1 Q2 − Q3 ) + Q2 (Q1 Q2 − Q3 )a44 > 0. So the matrix Σ2 is a positive
definite matrix.
Due to
Σ1 = ρ 2 M −1 Σ2 (M −1 )T and Σ1 = J Σ J T ,
the exact expression of Σ is obtained and it is positive definite matrix
Σ = ρ 2 (MJ)−1 Σ2 [(MJ)−1 ]T .
To sum up, the density function around quasi-endemic equilibrium P∗ = (S ∗ , E ∗ , I ∗ , β̄ ) is
[ ]
1 1(
Φ (S , E , I , β ) = (2π )−2 |Σ |− 2 exp − S − S ∗ , E − E ∗ , I − I ∗ , β̄ − β ∗ Σ −1 (S − S ∗ , E − E ∗ , I − I ∗ , β̄ − β ∗ )T . □
)
2

6. Numerical simulations and conclusions

To illustrate above conclusions, several numerical simulations is performed in this part. We mainly pay attention
to verify the following two results: (i) when the condition of Theorem 3.1 is satisfied, the system (5) has a stationary
distribution; (ii) when parameters are consistent with Theorem 4.1, the disease will die out.
β SI
Considering the bilinear incidence ϕ (I) = β SI, apparently, ϕ (I) = 1 satisfies conditions (6). Letting x1 (t) = β (t) − β̄ ,
the corresponding discretization equation of system (5) can be described as follows according to the method in [24]
⎧
S j+1 = S j + [(1 − p)Π − x1 S j I j − β̄ S j I j − µS j + ω( Π
j
⎪
⎪ µ
− S j − E j − I j )]∆t ,
⎪ j
= E j + [x1 S j I j + β̄ S j I j − (µ + σ )E j ]∆t ,
⎨ j+1
E
I j+1
= I j + [σ E j − (µ + γ )I j ]∆t ,
√
⎪
⎪
x1 = x1 − α x1 ∆t + θ ∆t ξ1,j + θ2 (ξ12,j − 1)∆t .
⎪ j+1
⎩ j j 2

where the time interval is represented by ∆t > 0, ξ1.j are random variables and satisfy Gaussian distribution N (0, 1) for
j
j = 1, 2, . . . , n. Moreover, (S j , E j , I j , x1 ) represents the corresponding value of the jth iteration of the above discretization
equation.

Example 6.1. Let β̄ = 0.4, µ = 0.2, ω = σ = 13 , γ = 19 , α = 0.6, Π = 1, p = 0.65 and θ = 0.01, then by Matlab we can
calculate β̃ = (0.8)4 , R0 = 3.0385, Rs0 = 1.6157 and (S ∗ , E ∗ , I ∗ , β ∗ ) = (1.2444, 1.1055, 1.1845, 0.4). More importantly,
we know
0.3176 −0.1721 −0.1268 −0.1066
⎛ ⎞
⎜ −0.1721 0.1097 0.0562 0.0760 ⎟
Σ =⎝ .
−0.1268 0.0562 0.0602 0.0278 ⎠
−0.1066 0.0760 0.0278 0.0833
Therefore, the solution (S(t), E(t), I(t), β (t)) coincides the normal density function
Φ (S , E , I , β ) ∼ N ((1.2444, 1.1055, 1.1845, 0.4)T , Σ ).
And we can get three marginal density functions

ΦS = 0.7098e−1.5743(S −1.2444) , ΦE = 1.2077e−4.5579(E −1.1055) , ΦI = 1.6300e−8.3056(I −1.1845) .

2 2 2

These parameters satisfy the condition of Theorem 3.1. It is evident that system (5) has a stationary distribution from Fig. 1.
Changing fluctuation intensity θ to 0.02, as can be seen from Fig. 2, when the intensity of the disturbance increases, the
value of the solution of stochastic system fluctuates in a larger amplitude around the value of the deterministic system.
16
T. Su, Q. Yang, X. Zhang et al. Physica A 615 (2023) 128605

Fig. 1. The left column shows the trajectory of solution (S(t), E(t), I(t)) of stochastic system and deterministic system under perturbation σ = 0.01,
the right columns are histograms and marginal density functions of solution.

Fig. 2. The left column shows the trajectory of solution (S(t), E(t), I(t)) of stochastic system and deterministic system under perturbation σ = 0.02,
the right columns are histograms and marginal density functions of solution.

Example 6.2. Let µ = 0.32, p = 0.8 and the rest parameters remain the same as Example 6.1, then by direct calculation,
we can get R0 = 0.90 and RE0 = 0.98 which satisfy Theorem 4.1. Obviously, both the infected and exposed classes tend
to zero which means the disease will disappear from Fig. 3.

17
T. Su, Q. Yang, X. Zhang et al. Physica A 615 (2023) 128605

Fig. 3. The trajectory of solution (S(t), E(t), I(t)) under the condition RE0 > 1.

7. Conclusions

In this article, the innovation lies in the following two points. Firstly, the critical parameter β (t) satisfies the mean-
reversion process instead of the commonly used linear combination of white noise. This avoids the disadvantage that
the variance of β̄ (t) goes to infinity as the time interval gets smaller. Secondly, we make full use of ergodic property of
Ornstein–Uhlenbeck process to obtain two key values Rs0 and RE0 which are related to the persistence and extinction of
the disease. Stochastic system has a stationary distribution when Rs0 > 1, this means the disease will persist. The disease
will die out when RE0 < 1. At the beginning of this paper, we assume that initial values satisfy S(0) + E(0) + I(0) < S0 , thus
proving that the global solution exists and is in an invariant set, which is the basis for subsequent dynamic analysis. More
importantly, by solving the corresponding four-dimensional matrix equation, the probability density function around the
quasi-endemic equilibrium is investigated which can reveal lots of dynamic properties. Finally, numerical simulations are
used to verify our theoretical results.

Declaration of competing interest

The authors declare that they have no known competing financial interests or personal relationships that could have
appeared to influence the work reported in this paper.

Data availability

No data was used for the research described in the article.

Appendix

To obverse the effect of random perturbations on Rs0 and to facilitate numerical simulations, we have to estimate the
(∫ 1
)4
+∞
value of β̃ = 0
x 4 π (x)dx .

Estimation of β̃
⎡ ⎤4
[ ]4 t2
θ2 β̄ 3η2 η
∫x
β̃1 ≤ β̃ ≤ β̃2 , where η = 2α
, β̃1 = β̄ Φ ( η ) − 32β̄ 2
, β̃2 = β̄ ⎣1 + β̄ 2
⎦ and Φ (x) =
−∞
√1
2π
e− 2 dt.
√ 2
4 2π β̄ e 2η
Furthermore, β̃1 → β̃ → β̃2 as the intensity of perturbation θ goes to zero.
18
T. Su, Q. Yang, X. Zhang et al. Physica A 615 (2023) 128605

θ2
Proof. In order to simplify the calculation, we define η = 2α
. From former discussion, the form of π (x) can be expressed
as

1 −
(x−β̄ )2
π (x) = √ e 2η 2 .
2π η
x2
First, we illustrate the functions used in the following proof. Denote f (x) = √1 e− 2 as the probability density function
∫x ∫ +∞ 2πx−1
of the standard normal distribution, and Φ (x) = −∞
f (t)dt. Let Γ (x) = 0
t e dt (x > 0), then Γ (x + 1) = xΓ (x)
−t
√ ∫ +∞ 1
and Γ ( 12 ) = π . Let I = 0 x 4 π (x)dx.
By simple calculation, we can get that
∫ ∞
1
I= x 4 π (x)dx
0
∫ ∞ )1 1 y2
β̄ + ηy 4 √ e− 2 dy
(
=
− β̄η 2π
) 41
ηy
∫ ∞(
1 1 y2
=β̄ 4 1+ √ e− 2 dy
− β̄ β̄ 2π
∫ ∞η (
3η2 y2
)
1 1 − y2
≥β̄ 4 1− √ e 2 dy
− β̄η 32β̄ 2 2π
[∫ ]
∞
3η2
∫ ∞
1 1 − y2 y2
=β̄ 4 √ e 2 dy − 2 −
√ y e 2 dy
− β̄ 2π − β̄η 32β̄
2 2π
[∫ η ]
∞
3η2
∫ +∞
1 1 − y2 y2
≥β̄ 4 √ e 2 dy − √ 2 −
y e 2 dy
− β̄η 2π 32β̄ 2 2π −∞
β̄ 3η 2
[ ] ∫ ∞
1 y2
=β̄ 4 Φ (+∞) − Φ (− ) − √ y2 e− 2 dy
η 7
2π β̄ 4 0
∫ ∞ 16
1 β̄ 3η 2 √ 1 −t
=β̄ 4 Φ ( ) − √ 2t 2 e dt
η 16 2π β̄ 4 0
7

1 β̄ 3η 2 √ 3
=β̄ 4 Φ ( ) − √ 2Γ ( )
η 16 2π β̄ 4
7
2
β̄ 3η 2
[ ]
1
=β̄ Φ ( ) −
4 ,
η 32β̄ 2
x−β̄
(0 <
a(a−1) 2
where the second equality is deduced by letting y = η
, the fourth inequality is obtained by (1 + x)a ≥ 1 + 2
x
y2
a < 1) and the eighth equality is given by letting t = 2
. Therefore, we can get the following result
]4
β̄ 3η 2
[
β̃ ≥ β̄ Φ ( ) − := β̃1 .
η 32β̄ 2
Also, we can obtain that
∫ ∞
1
I= x 4 π (x)dx
0
∫ ∞ )1 1 y2
β̄ + ηy 4 √ e− 2 dy
(
=
− β̄η 2π
) 41
ηy
∫ ∞(
1 1 y2
=β̄ 4 1+ √ e− 2 dy
− β̄ β̄ 2π
∫ ∞η (
ηy
)
1 1 − y2
≤β̄ 4 1+ √ e 2 dy
− β̄η 4β̄ 2π
ηy 1 − y2
∫ +∞ ∫ ∞
1 1 y2
1
≤β̄ 4 √ e− 2 dy + β̄ 4 √ e 2 dy
−∞ 2π − β̄η 4β̄ 2π
⎡ ⎤
1 η
=β̄ 4 ⎣1 +
β̄ 2
⎦,
√
4 2π β̄ e 2 η 2

19
T. Su, Q. Yang, X. Zhang et al. Physica A 615 (2023) 128605

where the fourth inequality is deduced by (1 + x)a ≤ 1 + ax (0 < a < 1). Hence, the following conclusion is obtained
⎛ ⎞4
η
β̃ ≤ β̄ ⎝1 + β̄ 2
⎠ := β̃2 .
√
4 2π β̄ e 2η 2

More importantly, from the expression of β̃1 and β̃2 , we can see that β̃1 → β̃ → β̃2 as θ → 0. □

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