Physica A 615 (2023) 128609

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Physica A
journal homepage: www.elsevier.com/locate/physa

A generalized stochastic SIRS epidemic model incorporating

mean-reverting Ornstein–Uhlenbeck process
∗
Aziz Laaribi a , , Brahim Boukanjime c , Mohamed El Khalifi b , Driss Bouggar c ,
Mohamed El Fatini c
a
Polydisciplinary Faculty of Beni Mellal, Sultan Moulay Slimane University, Beni Mellal, Morocco
b
Department of Mathematics, Stockholm University, SE-106 91 Stockholm, Sweden
c
Department of Mathematics, Faculty of Sciences, BP 133, Ibn Tofail University, Kénitra, Morocco

article info a b s t r a c t

Article history: The aim of this work is to study a new stochastic SIRS epidemic model that includes
Received 27 April 2022 the mean-reverting Ornstein–Uhlenbeck process and a general incidence rate. First, we
Received in revised form 12 November 2022 prove the global existence and positivity of the solution by using Lyapunov functions.
Available online 26 February 2023
Second, we analytically make out the stochastic epidemic threshold T̃0S which pilots the
Keywords: extinction and persistence in mean of the disease. We have proven that the disease
Epidemic model extinguishes when T̃0S < 1. Otherwise, if T̃0S > 1, then disease is persistent in mean. For
Ornstein–Uhlenbeck process the critical case T̃0S = 1, we have shown that the disease dies out by using an approach
Stochastic threshold involving some appropriate stopping times. Finally, we present a series of numerical
Speed of reversion simulations to confirm the feasibility and correctness of the theoretical analysis results.
© 2023 Elsevier B.V. All rights reserved.

1. Introduction

When a new disease emerges and begins to cause infections and fatalities it is desirable for health authorities to
be able to make predictions concerning the future outbreaks. The study of infectious diseases has always been crucial
to mankind because of devastating effects it has had on the human race. In recent decades, epidemiology modelling by
mathematical research has been received a great attention within the academia in order to prevent future behaviour of the
epidemic and therefore it remains high on the global scientific agenda. Many studies have been devoted to the modelling
of infectious diseases [1–7]. These models aims to understand the level of manageability and the effect of prevention and
control mechanisms applied to the epidemic. Such models have been shown to be an essential tool in comparing the
dynamics of different diseases and to better understand the mechanics of how the spread of a disease can be used for
making vital predictions. In this paper, we are interested in a SIRS epidemic model which consists of a systems with three
compartments: susceptible individuals (S), infective individuals (I), and recovered individuals (R). Each compartment has
a correspondent variable at time t denoted S(t), I(t) and R(t) respectively. In such model, the susceptible population
is increased by recruitment of individuals or by loss of immunity of recovered individuals, and reduced by infection of
susceptible individuals or natural death. The population of infected individuals is increased by infection of susceptible
and diminished by natural death and recovery from the disease. The recovery class is increased by individuals recovering
from their infection and is decreased as individuals succumb to natural death or loss of immunity. The literature contains

∗ Corresponding author.
E-mail address: laaribiazize@gmail.com (A. Laaribi).

https://doi.org/10.1016/j.physa.2023.128609
0378-4371/© 2023 Elsevier B.V. All rights reserved.
A. Laaribi, B. Boukanjime, M. El Khalifi et al. Physica A 615 (2023) 128609

numerous forms to model SIRS diseases in a deterministic and stochastic continuous framework (see, e.g.,[8–11]). The
classical SIRS model [12] is described by the following ordinary differential system:
= Λ − µS − β SI + γ R,
⎧
⎨ Ṡ
İ = β SI − (µ + λ)I , (1)
Ṙ = λI − (µ + γ )R,
⎩

where Λ, µ, β , λ and γ are all positive constants. The parameter Λ is the recruitment rate which includes births and
immigration, µ represents the death rate. The disease transmission rate is β whereas λ is the recovery rate. The loss of
immunity by which recovered individuals are reverted to the susceptible state is denoted by γ .
As we know, the incidence rate of a disease is the number of new cases per unit time and it plays an important role in
the study of mathematical epidemiology. In many previous works, the bilinear incidence rate β SI is commonly used (see
e.g. [1,13,14] and the references therein.). Nevertheless, there are some convenience for adopting non-linear incidence
rate such as saturating and nearly bilinear. Actually, the incidence rate probably cannot be linear all over infected and
susceptible compartment. This encourages us to adopt a generalized incidence rate of the form β Sf (I), which is more
adequate for many cases among other incidence rate. Considering all the previous notations, we write our model as
follows :
dS = (Λ − µS − β Sf (I) + γ R)dt ,
{
dI = (β Sf (I) − (µ + λ)I)dt , (2)
dR = (λI − (µ + γ )R)dt ,
where f (·) is a non-negative twice continuously differentiable function such that f (0) = 0, f ′ (0) > 0 and the function
x ↦ → x is monotonically decreasing on [0, ∞) (this implies that x < f ′ (0) for any x > 0).
f (x) f (x)

However, any system inevitably is affected by the environmental noise. In the few past years, there is an interest in
epidemic models with stochastic perturbation [15–18]. Gray et al. [19] formulated a stochastic version of the classical
SIS epidemic model with constant population size. In [20], authors investigated a stochastic epidemic model with two
distinct epidemic hypothesis combined with two different transmission SIS and SIR mechanisms. Recently, Caraballo
et al. [21] presented a stochastic epidemic model with relapse where extinction and persistence were investigated. All
these models were perturbed by a Gaussian white noise. Motivated by the above works, the following perturbed model
of (2) is suggested:
dS = (Λ − µS − β Sf (I) + γ R)dt − σ Sf (I)dB(t),
{
dI = (β Sf (I) − (µ + λ)I)dt + σ Sf (I)dB(t), (3)
dR = (λI − (µ + γ )R) dt ,
where B(t) is a real-valued Brownian motion defined on a complete probability space (Ω , F, (Ft )t ⩾0 , P) satisfying the usual
conditions, and σ the standard deviation of the noise.
For most of the stochastic epidemic models, the usual infection rate β is supposed to be linear function of Gaussian
white noise for a random environment as follows

β ⇝ β + σ dB(t).
On the other hand, the second possible model for β in a randomly-varying environment which is called as the
Ornstein–Uhlenbeck process, also called as the mean-reverting process [22,23], and it has the following form

dβ (t) = θ (βe − β (t))dt + ρ dB(t), (4)

where θ , βe and ρ are all positive constants, θ is the speed of reversion, ρ is the intensity of volatility, while βe measures
the long-run mean level of the disease transmission rate β (t).
Through the stochastic integral format for the arithmetic Ornstein–Uhlenbeck process (4), one can obtain the following
explicit form solution:
∫ t
β (t) = βe + (β0 − βe )e−θ t + ρ e−θ (t −s) dB(s), (5)
0

with initial value β (0) := β0 .

t
∫ ( )
ρ2 −2θ t
It is known that the term ρ e−θ (t −s)
dB(s) follows the normal distribution N 0, 2θ
(1 −e ) , and it is equal to,
0
t
ρ √
∫
dB(t)
ρ e−θ (t −s) dB(s) = √ 1 − e−2θ t , a.s.
0 2θ dt
Thus, (5) can be almost surely written as follows
dB(t)
β (t) = βe + (β0 − βe )e−θ t + σ (t) , (6)
dt
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A. Laaribi, B. Boukanjime, M. El Khalifi et al. Physica A 615 (2023) 128609

where
ρ √
σ (t) = √ 1 − e−2θ t .
2θ
Substituting (6) into model (3), one can obtain the following stochastic model
⎧
= ((Λ − µS − βe + (β0) − βe )e−θ t Sf (I) + γ R dt − σ (t)Sf (I)dB(t),
( ( ) )
⎨ dS
= βe + (β0 − βe )e−θ t Sf (I) − (µ + λ)I dt + σ (t)Sf (I)dB(t),
)
dI (7)
dR = (λI − (µ + γ )R) dt ,
⎩

with the initial conditions: S(0) > 0, I(0) > 0, R(0) > 0, S(0) + I(0) + R(0) = Λ
µ
.
Note that the total population size from the model (7) satisfies the following ODE

d (S(t) + I(t) + R(t)) = (Λ − µ (S(t) + I(t) + R(t))) dt . (8)

Λ
That is S(t) + I(t) + R(t) = for any t ≥ 0 (the total population is constant). Hence, the epidemic model (7) can be
µ
reduced to the following 2-dimensional SDE
{ ( )
= Λ − µS − βe + (β0 − βe )e−θ t Sf (I) + γ ( Λ dt − σ (t)Sf (I)dB(t),
( )
dS µ
− S − I)
(9)
dI = βe + (β0 − βe )e Sf (I) − (µ + λ)I dt + σ (t)Sf (I)dB(t),
(( −θ t
) )

( )2
with the initial condition (S(0), I(0)) ∈ 0, Λ µ
.
In this paper, we will discuss the effect of the intensity of the stochastic perturbation and the speed of the reverse in the
Ornstein–Uhlenbeck process to the dynamical behaviour of SIRS epidemic model (1). First, we will study the existence and
the uniqueness of the global positive solution to the system (9). Then, we will establish sufficient conditions for extinction
and persistence in mean of the disease. Finally, we will present several cases of numerical examples to support the main
results.
To begin the analysis of the model (9), define the subsets
Λ
{ }
R2+ = {(x1 , x2 )|xi > 0, i = 1, 2}, ∆ = (S , I) ∈ R2+ : S + I ≤ .
µ

2. Existence and uniqueness of global positive solution

To study the dynamical behaviour of an epidemic model, we firstly need to consider whether the solution is global
and positive. In this section, we will introduce the following theorem ensuring that the solution remains in ∆, that is the
model is well posed and thus biologically meaningful.

Theorem 2.1. For any given initial value (S(0), I(0)) ∈ ∆, there is a unique global positive solution (S(t), I(t)) to system (9)
on t ≥ 0 and the solution remains in ∆ almost surely.

Proof. Since the system (9) has locally Lipschitz coefficients, for all (S(0), I(0)) ∈ ∆, there exists a unique solution
(S(t), I(t)) on t ∈ [0, τe ), where τe is the explosion time [24]. Hence, we have to show that τe = ∞.
Let k0 ∈ N such that min{S(0), I(0)} > 1/k0 and max{S(0), I(0)} < k0 . For every k ≥ k0 we define the stopping time τk
as follows:
τk = inf {t ∈ [0, τe ) : min{S(t), I(t)} ≤ 1/k or max{S(t), I(t)} ≥ k} .
τk is increasing for any k ≥ k0 . Set τ∞ = limk→∞ τk . We have τ∞ ≤ τe . Now we need only to prove that τ∞ = ∞ a.s. If
this is not true, then there exists T ∈ (0, ∞) and ϵ ∈ (0, 1) such that P(τ∞ ≤ T ) ≥ ε . Thus, there exists an integer k1 ≥ k0 ,
such that for any integer k ≥ k1 , P(τk ≤ T ) ≥ ϵ .
Denote Ñ(t) = S(t) + I(t). For any k ≥ k1 and t ∈ [0, τk ) we have by derivation
Λ Λ
( ) ( )
dÑ(t) = Λ + γ − (µ + γ )S(t) − (µ + λ + γ )I(t) dt ≤ Λ + γ − (µ + γ )Ñ(t) dt ,
µ µ
Then, by the comparison theorem
Λ+γΛ Λ+γΛ
( )
µ −(µ+γ )t µ Λ
Ñ(t) ≤ +e Ñ(0) − ≤ ∀t ∈ [0, τk ), (10)
µ+γ µ+γ µ

since Ñ(0) ∈ ∆. Define the function V : ∆ → R+ by

V (S , I) = (S − 1 − log S) + (I − 1 − log I).
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A. Laaribi, B. Boukanjime, M. El Khalifi et al. Physica A 615 (2023) 128609

Applying the Itô’s formula, we obtain

( )
1 1
dV (S , I) = LV (S , I)dt + − σ (t)Sf (I)dB(t), (11)
S I
where
Λ
( )( ( ))
1
LV (S , I) = 1 − Λ − µS − βe + (β0 − βe )e−θ t Sf (I) + γ
( )
−S−I
S µ
( )
1 ((
βe + (β0 − βe )e−θ t Sf (I) − (µ + λ)I
) )
+ 1−
I
( )2
1 1 f (I)
+ (σ (t)f (I))2 + σ (t)S .
2 2 I
ρ2 Λ ′
Using the inequalities βe + (β0 − βe )e−θ t ≤ βe ∨ β0 , σ 2 (t) ≤
( )
2θ
and f (I) ≤ µ
f (0), we easily obtain
)2
Λ Λ ρ2 Λ ′
(
LV (S , I) ≤ Λ + γ + 2µ + λ + (βe ∨ β0 ) f ′ (0) + f (0) ≜ K.
µ µ 2θ µ
By the integration of (11) from 0 to τk ∧ T and move to the expectation, we obtain
EV (S(τk ∧ T ), I(τk ∧ T )) ≤ V (S(0), I(0)) + KT ,
which yields
V (S(0), I(0)) + KT ≥ E I{τk ≤T } V (S(τk ∧ T ), I(τk ∧ T ))
[ ]
{ ( )}
1 1
≥ ε (k − 1 − log k) ∧ − 1 − log .
k k
Letting k → ∞, we arrive to the absurd statement ∞ > V (S(0), I(0)) + KT = ∞. Then, τ∞ = ∞ a.s. Consequently the
solution to system (7) is positive and global. Additionally, from (10) and any (S(0), I(0)) ∈ ∆, we have (S(t), I(t)) ∈ ∆
almost surely. Thus completes the proof. □

3. Extinction of the disease

In this section, we shall establish sufficient conditions for extinction of the disease. It is easy to see that the basic
reproduction number of the corresponding deterministic system of (9) (i.e. ρ = 0) is given by
βe Λf ′ (0)
R0 = ,
µ (µ + λ)
which determines whether an epidemic occurs or the disease simply dies out. Similarly, we define the following threshold
of our stochastic model (9) defined as follows
)2
ρ2 Λ ′
(
T̃0S = R0 − f (0) .
4θ (µ + λ) µ

Theorem 3.1. Let X (t) = (S(t), I(t)) the solution of the system (9) with initial value X (0) ∈ ∆. If
Λ ′
T̃0S < 1 and ρ 2 f (0) ≤ 2βe θ, (12)
µ
βe2 θ
or < ρ2. (13)
µ+λ
Then
( )
log I(t)
P lim sup < 0 = 1.
t →∞ t
Namely, the disease goes extinct exponentially almost surely.

Proof. Applying the Itô formula on the function I ↦ → log I, we have

{ ( )2 }
) f (I) 1 f (I) f (I)
d log I = βe + (β0 − βe )e −θ t
− (µ + λ ) − σ (t)S dt + σ (t)S
(
S dB(t)
I 2 I I
4
A. Laaribi, B. Boukanjime, M. El Khalifi et al. Physica A 615 (2023) 128609
{ ( ) ( )}
f (I) f (I) f (I)
= F S +G S ,t dt + σ (t)S dB(t), (14)
I I I
where we set
ρ2 2 ρ 2 −2θ t 2
F (x) = βe x − (µ + λ) − x and G(x, t) = (β0 − βe )e−θ t x + e x . (15)
4θ 4θ
Integrating from 0 to t and dividing by t, we obtain
t t
∫ ( ) ∫ ( )
log I(t) log I(0) 1 f (I(s)) 1 f (I(s)) 1
= + F S(s) ds + G S(s) , s ds + M2 (t), (16)
t t t 0 I(s) t 0 I(s) t
where
t
∫ ( )
f (I(s))
M2 (t) = σ (s) S(s) dB(s).
0 I(s)
2Λ ′ 2βe θ
By the condition ρ µ
f (0) ≤ 2βe θ and the fact that F is increasing on (0, ρ2
], we obtain
( )
2
Λ ′ βe Λf ′ (0) ρ2 Λ ′
( ) ( ) ( )
f (I)
F S ≤F f (0) =(µ + λ) − f (0) −1
I µ µ(µ + λ) 4θ (µ + λ) µ
=(µ + λ) T̃0 − 1 .
( S )

Moreover,
)2 ∫ t
t
Λ ρ2 Λ ′
∫ ( ) ∫ t (
f (I(s))
G S(s) , s ds ≤|β0 − βe | f ′ (0) e−θ s ds + f (0) e−2θ s ds
0 I(s) µ 0 4θ µ 0
)2
Λ ρ2 Λ ′
(
≤|β0 − βe | f ′ (0) + f (0) ,
µθ 8θ µ
which implies that
t
∫ ( )
1 f (I(s))
lim G S(s) , s ds = 0. (17)
t →∞ t 0 I(s)
( )2
ρ2 Λ ′
Since M2 (t) is a local martingale with the quadratic variation ⟨M2 (t), M2 (t)⟩ ≤ 2θ µ
f (0) t, it follows from the strong
law of large numbers [25], that limt →∞ 1t M2 (t) = 0 a.s. Then, from (16) and the condition T̃0S < 1, we obtain
log I(t)
≤ (µ + λ) T̃0S − 1 < 0.
( )
lim sup (18)
t →∞ t
On the other hand, we have also
)2
ρ2 2βe θ βe2 θ β 2θ
(
F (x) = − x− + − (µ + λ) ≤ e2 − (µ + λ).
4θ ρ 2 ρ 2 ρ
Then, if only the condition (13) is verified, we obtain
log I(t) βe2 θ
lim sup ≤ − (µ + λ) < 0 a.s., (19)
t →∞ t ρ2
which completes the proof of the theorem. □

In the case of T̃0S = 1, the classical techniques used to study the asymptotic behaviour do not work any more, we
prove the extinction using a new approach given in [24] and have the following result.

Theorem 3.2. For any initial value (S(0), I(0)) ∈ ∆. If the conditions
Λ ′
T̃0S = 1 and ρ 2 f (0) ≤ 2θ (βe − β0 ) ,
µ
hold, then the solution obeys

lim I(t) = 0 a.s.,

t →∞

which means that the disease dies out with probability 1.

5
A. Laaribi, B. Boukanjime, M. El Khalifi et al. Physica A 615 (2023) 128609

Proof. From the formula (14), we have

{ ( ( ) )}
f (I) f (I) f (I)
d log I = F S +G S ,t dt + σ (t)S dB(t)
I I I
{ ( ) ( )}
f (I) f (I) f (I)
≤ F S + e−θ t H S dt + σ (t)S dB(t),
I I I
( )
ρ2 2 Λ ′
where the function H is defined by H(x) = (β0 − βe ) x + 4θ
x . When ρ 2 µ
f (0) ≤ 2θ (βe − β0 ) is verified, we have the
following:
( ) (( ) )
• F is increasing on 0, Λ Λ Λ
′
( f (I) ) ′
f (0) and by S ≤ − I we have F S ≤ F − I f (0) ,
( µ ) µ I µ
Λ ′
• H is decreasing on 0, µ f (0) and then H S I ≤ H(0) = 0.
( f (I) )

Hence,
Λ
(( ) )
f (I)
d log I ≤ F − I f ′ (0) dt + σ (t)S dB(t)
µ I
ρ2 Λ ′ ρ2 ′
( )
f (I)
≤ −f ′ (0) βe − f (0) + f (0)I Idt + σ (t)S dB(t), (20)
2θ µ 4θ I
( )2
ρ2 Λ ′
where we used the condition T̃0S = 1 (i.e. µ + λ = βe Λ µ
f ′
(0) − 4θ µ
f (0) ).
Now, let us define the stopping time δ1 as
δ1 = inf {t ≥ 0, I(t) ≤ η} ,
where η is a sufficiently small real positive such that η < I(0). For each T > 0 and t ≤ T ∧ δ1 , we have I(t) ≥ η.
Incorporating this inequality in (20) after integrating over (0, T ∧ δ1 ) and taking expectation, yields to
ρ2 Λ ′ ρ2 ′
( )
E [log I(T ∧ δ1 )] ≤ log I(0) − ηf ′ (0) βe − f (0) + f (0)η E [T ∧ δ1 ] .
2θ µ 4θ
Hence,
Λ
log µ
− E [log I(T ∧ δ1 )]
E [T ∧ δ1 ] ≤ ( ).
ρ2 Λ ′ ρ2 ′
ηf ′ (0) βe − 2θ µ
f (0) + 4θ
f (0)η

Extending T to infinity and using Fatou’s lemma, we get

Λ
log µ
− log η
E [δ1 ] ≤ ( ) < ∞.
ρ2 Λ ′ ρ2 ′
ηf ′ (0) βe − 2θ µ
f (0) + 4θ
f (0)η

Consequently
P (δ1 < ∞) = 1. (21)
Now, we prove that once I(t) falls within the interval [0, η], it will never go outside. To do, we shall prove that
P(δ2 = ∞) = 1, where δ2 is defined by
δ2 = inf {t ≥ δ1 , I(t) ≥ η} .
If not, we set δ3 = inf {t ≥ δ2 , I(t) < η}. Let t > 0, then from (20) we obtain
t ∧δ3
ρ2 Λ ′ ρ2 ′
[∫ ( ) ]
E [log I(t ∧ δ3 ) − log I(t ∧ δ2 )] ≤ −f ′ (0)E βe − f (0) + f (0)I(s) I(s)ds .
t ∧δ2 2θ µ 4θ

Given that E log I(t ∧ δ3 )I{δ2 =∞} = E log I(t ∧ δ2 )I{δ2 =∞} and
[ ] [ ]

t ∧δ3
ρ2 Λ ′ ρ2 ′
[ ∫ ( ) ]
E I{δ2 =∞} βe − f (0) + f (0)I(s) I(s)ds = 0,
t ∧δ2 2θ µ 4θ
we conclude that
E (log I(t ∧ δ3 ) − log I(t ∧ δ2 )) I{δ2 <∞}
[ ]
t ∧δ3
ρ2 Λ ′ ρ2 ′
[ ∫ ( ) ]
≤ −f ′ (0)E I{δ2 <∞} βe − f (0) + f (0)I(s) I(s)ds .
t ∧δ2 2θ µ 4θ
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A. Laaribi, B. Boukanjime, M. El Khalifi et al. Physica A 615 (2023) 128609

Letting t → ∞, by the dominated convergence theorem and the fact that I(δ2 ) = I(δ3 ) = η, we have
δ3
ρ2 Λ ′ ρ2 ′
( [ ∫ ) ]
0 ≤ −f (0)E I{δ2 <∞} ′
βe − f (0) + f (0)I(s) I(s)ds
δ2 2θ µ 4θ
ρ2 Λ ′ ρ2 ′
( )
≤ −f ′ (0)η βe − f (0)η E I{δ2 <∞} (δ2 − δ3 ) ,
[ ]
f (0) +
2θ µ 4θ

which means that E I{δ2 <∞} (δ2 − δ3 ) ≤ 0 and then E I{δ2 <∞} (δ2 − δ3 ) = 0. Therefore, for almost ω ∈ {w; δ2 < ∞},
[ ] [ ]
we have δ2 = δ3 , which is a contradiction with the fact that δ2 < δ3 . Hence,

P (δ2 = ∞) = 1. (22)

From (21) and (22), we get that for all η > 0 and ω ∈ Ω , there exists a T (ω) > 0 such that I(t) < η for all t ≥ T (ω). That
is

lim I(t) = 0 a.s.,

t →∞

as required. This concludes the proof. □

4. Persistence in mean

From the epidemiological point of view, it is more important to investigate the condition that leads to the persistence
of the disease in a population. In this section, we assume that · is C -Lipschitz on (0, Λ
f (·)
µ
) and have the following result.

Theorem 4.1. For any given initial value (S(0), I(0)) ∈ ∆. If T̃0S > 1, then all the following hold
)−1
t
Λ ′
∫ (
1
lim inf S(s)ds ≥ Λ µ + βe ∨ β0
f (0) a.s.,
t →+∞ t 0 µ
1 t
∫
I(s)ds ≥ m1 (µ + λ) T̃0 − 1 a.s.,
( S )
lim inf
t →+∞ t 0

for some positive constant m1 .

Proof. By the fact that βe + (β0 − βe )e−θ t ≤ βe ∨ β0 and the first equation of system (9), it is effortless to show that

dS ≥ Λ − µS − βe + (β0 − βe )e−θ t Sf (I) dt − σ (t)Sf (I)dB(t)

( ( ) )

Λ
{ ( ) }
≥ Λ − µ + (βe ∨ β0 ) f ′ (0) S dt − σ (t)Sf (I)dB(t).
µ
Integrating from 0 to t, we obtain
)−1 (
t
Λ ′ t
∫ ( ∫ )
S(s)ds ≥ µ + (βe ∨ β0 ) f (0) Λt − S(t) + S(0) − σ (s)Sf (I)dB(s) . (23)
0 µ 0

We divide by t both sides of (23), taking limits and using the large numbers theorem for martingales gives
)−1
t
Λ
∫ (
1
lim inf S(s)ds ≥ Λ µ + (βe ∨ β0 ) f ′ (0) a.s.
t →∞ t 0 µ
On the other hand, it is straightforward to show that
Λ ′ ρ2 Λ ′ Λ ′
( ) ( ) ( )( )
f (I) f (I)
F S ≥F f (0) − βe − f (0) f (0) − S .
I µ 4θ µ µ I
Then, from the formula (14), we can also obtain
Λ ′ ρ2 Λ ′ Λ ′
) ({ ( )( )
f (I)
d log I ≥ F f (0) − βe − f (0) f (0) − S (24)
µ 4θ µ µ I
( )}
f (I) f (I)
+G S ,t dt + σ (t)S dB(t).
I I
From the first equation in system (9), we have
µ Λ ′ Λ
{ ( ) ( ) }
f (I) f (I)
dS ≥ f (0) − S − µS 1 − ′ − (βe ∨ β0 ) f ′ (0)I dt − σ (t)Sf (I)dB(t).
f ′ (0) µ I f (0)I µ
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A. Laaribi, B. Boukanjime, M. El Khalifi et al. Physica A 615 (2023) 128609

Table 1
Parameters values used in numerical simulations.
Λ µ β0 γ λ (S(0), I(0))
0.09 0.09 0.15 0.01 0.1 (0.5, 0.15)

In addition, since the function f (·)/· is decreasing and C −Lipschitz, we have for arbitrary x, y ∈ (0, Λ µ
), that f (x)/x −
f (I)
f (y)/y ≤ C (y − x) when x < y. Letting x → 0, we obtain that f (0) −
′
≤ CI. Therefore, we have the following inequality
I
ΛC
( )
f (I)
µS 1 − ≤ I.
f ′ (0)I f ′ (0)
Then,
µ Λ ′ ΛC Λ ′
{ ( ) ( ) }
f (I)
dS ≥ f (0) − S − + (βe ∨ β0 ) f (0) I dt − σ (t)Sf (I)dB(t),
f ′ (0) µ I f ′ (0) µ
which implies that
Λ ′ f ′ (0) ΛC Λ ′
( ) { ( ) }
f (I)
− f (0) − S dt ≥ − dS + + (βe ∨ β0 ) f (0) Idt + σ (t)Sf (I)dB(t) .
µ I µ f ′ (0) µ
Making use of the last inequality and integrating (24) over (0, t), it yields that
Λ ′ ρ2 Λ ′ ΛC Λ ′
)∫ t
f ′ (0)
( ) ( )(
log I ≥ F f (0) t − βe − f (0) + ( β e ∨ β0 ) f (0) Ids + Θ (t),
µ µ 4θ µ f ′ (0) µ 0

where
ρ2 Λ ′
∫ t (
f ′ (0)
) ( )
f (I(s))
Θ (t) = log I(0) + G S(s) , s ds − βe − f (0) (S(t) − S(0))
0 I(s) µ 4θ µ
ρ2 Λ ′
∫ t(
f ′ (0)
( ))
1
+ − βe − f (0) σ (s)Sf (I)dB(s).
0 I µ 4θ µ
Θ (t)
Using (17) and of the law of large numbers for local martingales, we obtain limt →∞ t
= 0 a.s. Hence,
t
Λ ′
∫ ( )
1
lim inf I(s)ds ≥ m1 F f (0) ,
t →∞ t 0 µ
where
f ′ (0) ρ2 Λ ′ ΛC Λ ′
( )( )
m1 = βe − f (0) + ( β e ∨ β 0 ) f (0) .
µ 4θ µ f ′ (0) µ
( )
Moreover, as F Λ = (µ + λ) T̃0S − 1 , we have
′
( )
µ
f (0)

1 t
∫
I(s)ds ≥ m1 (µ + λ) T̃0S − 1 > 0 a.s.,
( )
lim inf
t →∞ t 0

which concludes the proof. □

Remark 1. It is easy to see that T̃0S < R0 . Then, for any parameter values satisfying R0 > 1, the condition T̃0S ≤ 1 < R0
is equivalent to
)−2
ρ2 Λ ′
(
> 4(µ + λ) f (0) (R0 − 1) > 0, (25)
4θ µ
meaning that smaller speed of reversion θ or large intensity of volatility ρ can push the disease to extinct.

5. Numerical results

The analytical results presented in the previous sections can be illustrated using an approximation of the diffusion
system (9). Here, we adopt the Milstein’s higher order method given in [26] and, for the sake of simplicity, we use the
incidence function f (I) = 1+01.001I as it satisfies the required assumptions along this paper. The values of the parameters
in Table 1 are chosen to be same in all examples below.
8
A. Laaribi, B. Boukanjime, M. El Khalifi et al. Physica A 615 (2023) 128609

Fig. 1. Paths of the solution to the model (9) (red) and its corresponding deterministic system (blue).

Fig. 2. Feasible region of (ρ, θ ) guaranteeing the extinction of epidemic in Example 1.

Example 1. Using the parameter values β√ e = 0.2, θ = 0.4 and ρ = 0.25. By simple computation, we have
T̃0S = 0.8470 < 1 and the condition ρ < 2βe θµ/(Λf ′ (0)) is checked. However, R0 is equal to 1.0526. According
to Theorem 3.1, the disease will die out from the population for the stochastic model (9). While, in the corresponding
deterministic system, the disease will be prevailing. See Fig. 1 for more illustration of this Example.
From Remark 1, all parameter values of pair (ρ, θ ) in the red area in Fig. 2 ensure the elimination of the disease
outbreak of model (7).

Example 2. To illustrate Theorem 3.2, we choose the parameter √ values βe = 0.22, θ = 0.13 and ρ = 0.1164.
By calculating, we find T̃0S equals to one, and the condition ρ < 2(βe − β0 )θµ/(Λf ′ (0)) is realized. The extinction
phenomenon in this critical situation is well presented by the trajectory of the solution to (9) in Fig. 3.

Example 3. In this example, we adopt the following parameter values βe = 0.35, θ = 1.3 and ρ = 0.4. Since
T̃0S = 1.6802 > 1. Then the condition of Theorem 4.1 is established; consequently, the disease persists. This result is
illustrated by Fig. 4.

6. Conclusion

In this paper, we proposed and analysed a new SIRS epidemic model incorporating mean-reverting Ornstein–Uhlenbeck
process and a general non-linear incidence rate. A threshold T̃0S of stochastic system (9) which governs the extinction
and persistence of the epidemic disease was obtained. In Theorem 3.1, we proved that, the disease will go to extinct
exponentially with probability one when T̃0S < 1 under mild extra condition. However, from Theorem 4.1, we showed
that, if T̃0S > 1 the stochastic processes S(t) and I(t) are persistent in mean. Moreover, in the subtle case of T̃0S = 1, we
managed to prove that the disease dies out with a small noise by using an approach based on stopping times. We also
derived that the disease can be extinct under large white noise stochastic disturbance.(c.f., Theorem 3.1). Numerical results
support the conclusion of theoretical studies. Furthermore, simulations show the effects of the environment fluctuations,
measured by the intensity of volatility ρ and the speed of reversion θ , and can suppress the disease outbreak. Moreover,
it is a meaningful topic to study whether or not the method used in this paper can be also applicable to other stochastic
9
A. Laaribi, B. Boukanjime, M. El Khalifi et al. Physica A 615 (2023) 128609

Fig. 3. Paths of the solution to the model (9) in the case of T̃0S = 1..

Fig. 4. Trajectories of the solution to system (9) (red) and its corresponding deterministic version (blue).

multi-dimensional epidemic models [27–29] These works could be hopping taken up by the future studies and aptly
solved.

CRediT authorship contribution statement

Aziz Laaribi: Conception and design of study, Analysis and/or interpretation of data, Writing – original draft, Writing
– review & editing. Brahim Boukanjime: Acquisition of data, Writing – original draft. Mohamed El Khalifi: Conception
and design of study, Writing – original draft, Writing – review & editing. Driss Bouggar: Analysis and/or interpretation
of data, Writing – review & editing. Mohamed El Fatini: Conception and design of study, Writing – review & editing.

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.

Acknowledgements

We thank the reviewers and the editor for their helpful comments. All authors approved the version of the manuscript
to be published.

Funding

Mohamed El Khalifi is grateful to the Swedish Research Council, grant 2020-04744, for financial support.
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A. Laaribi, B. Boukanjime, M. El Khalifi et al. Physica A 615 (2023) 128609

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