Communications in Nonlinear Science and Numerical Simulation 116 (2023) 106878

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Communications in Nonlinear Science and

Numerical Simulation
journal homepage: www.elsevier.com/locate/cnsns

Research paper

Dynamical behavior of a stochastic SIQR epidemic model with

Ornstein–Uhlenbeck process and standard incidence rate after
dimensionality reduction
∗
Yaxin Zhou a , Daqing Jiang a,b ,
a
College of Science, China University of Petroleum (East China), Qingdao 266580, PR China
b
Nonlinear Analysis and Applied Mathematics (NAAM)-Research Group, King Abdulaziz University, Jeddah, Saudi Arabia

article info a b s t r a c t

Article history: Due to the continuous interference of environmental white noise, the dynamical be-
Received 1 April 2022 haviors of a stochastic SIQR epidemic model with mean-reverting Ornstein–Uhlenbeck
Received in revised form 24 July 2022 process and standard incidence are considered. Several conclusions can be verified after
Accepted 5 September 2022
dimensionality reduction. We study the existence and uniqueness of positive solution
Available online 11 September 2022
by construct a nonnegative Lyapunov function at first. Then, a sufficient condition for
Keywords: extinction of the diseases is derived by constructing a suitable Lyapunov function. In
Ornstein–Uhlenbeck process addition, we also obtain the stationary distribution of the model by constructing a
Stationary distribution complex Lyapunov function. Particularly, we propose the exact local expression of the
Density function density function of the random model near the unique endemic equilibrium. Finally, the
Extinction numerical simulations illustrate our above theoretical results.
© 2022 Elsevier B.V. All rights reserved.

1. Introduction

The fear of epidemics is that epidemics can break out in a short time and spread rapidly. Therefore, the research on
infectious diseases has always been the focus of attention of people all over the world. Mathematical model provides an
effective way to study infectious diseases, and makes non professionals’ cognition of infectious diseases from abstraction
to concretization. Examples include a stochastic SIR model with distributed delay is proposed by Zuo and Zhou in [1]
and a SIR epidemic model with vaccination strategy in [2] by Zaman et al.. Nie and Li investigated the control of a SIS
epidemiological model in [3]. For more examples, please refer to [4–7] and the literatures involved. Isolating some infected
people is a common intervention method which has achieved the purpose of reducing the transmission rate of infectious
diseases. Herbert, Ma and Liao introduced the effects of quarantine in six endemic models in [8], one of the models is
shown below and we studied this model in the paper,
⎧
⎪
⎪
⎪
dS
dt
= A − βNSI − dS ,
⎪
⎨ dI = β SI − (γ + δ + d + α1 )I ,
⎪
⎪
dt N
(1.1)
⎪
⎪
⎪
⎪
dQ
dt
= δ I − (ε + d + α2 )Q ,
⎪
⎩ dR = γ I + εQ − dR,
⎪
dt

∗ Corresponding author.
E-mail address: daqingjiang2010@hotmail.com (D. Jiang).

https://doi.org/10.1016/j.cnsns.2022.106878
1007-5704/© 2022 Elsevier B.V. All rights reserved.
Y. Zhou and D. Jiang Communications in Nonlinear Science and Numerical Simulation 116 (2023) 106878

where N = S +I +Q +R and the total population size N(t) of an individuals is subdivided into four different classes, namely,
S(t)−susceptible population, I(t)−the number of infected people at time t, Q (t)−quarantined individuals, R(t)−recovered
class. And other parameters in this function are positive constants. The constant A is the immigration in the class of
susceptible population, β denotes the contact rate of infected people with other compartment members, d indicates the
natural death rate and the disease-caused mortality of infective individuals and quarantined individuals are expressed by
α1 and α2 , respectively, δ is the isolation rate, γ and ε represent the recovery rate of infected individuals and quarantined
individuals, respectively.
For system (1.1), it has two equilibrium points. The disease-free equilibrium P0 = Ad , 0, 0, 0 always exists and it is
( )
globally asymptotically when Rq ≤ 1, however, P0 is unstable when Rq > 1. If Rq > 1, the endemic equilibrium P ∗ =
(S ∗ , I ∗ , Q ∗ , R∗ ) exists and it is locally asymptotically stable in feasible region Γ0 , where
β
{ }
A
Rq = , Γ0 = (S , I , Q , R) ∈ R4+ : S + I + Q + R ≤ , S , I , Q , R ≥ 0 .
γ + δ + d + α1 d
In practical research, in order to simply draw some meaningful conclusions more conveniently, people reduce the
dimension of some models by the method of limit set, which can be referred to Ref [9,10]. For system (1.1), we have
dN = A − dN − α1 I − α2 Q . Supposing there are two constants c1 and c2 to make sure
d(N + c1 Q + c2 R) =A − d(N + c1 Q + c2 R) + (c1 δ − α1 + c2 γ )I + (c2 ε − α2 − c1 (ε + α2 ))
=A − d(N + c1 Q + c2 R),
and then we can get
α1 ε − α2 γ α1 (ε + α2 ) + δα2
c1 = < = c2 .
εδ + γ (ε + α2 ) εδ + γ (ε + α2 )
A
Thus, limt →∞ (S(t) + I(t) + (c1 + 1)Q (t) + (c2 + 1)R(t)) = d
. So the limit set is
{ }
A
Γ1 = (S , I , Q , R) ∈ R+ : S + I + (c1 + 1)Q (t) + (c2 + 1)R(t) =
4
, S, I, Q , R ≥ 0 .
d

Then, S = Ad − I − (c1 + 1)Q − (c2 + 1)R and N = A

d
− c1 Q − c2 R, so we can analyze the dynamic properties of system
(1.1) by the following model:
⎧ ( )
A
βI −I −(c1 +1)Q −(c2 +1)R
− (γ + δ + d + α1 )I ,
⎪ dI d
⎪ = A
⎨ dt
⎪
⎪ d
−c1 Q −c2 R
(1.2)
⎪
⎪
dQ
dt
= δ I − (ε + d + α2 )Q ,
⎪
= γ I + ε Q − dR.
⎪
⎩ dR
dt

In addition, random noise in environment also affects the population systems, which is an important component in an
ecosystem. It is of great significance to set up and consider a stochastic model with both certainty and randomness because
the stochastic model with environmental random noises can better reflect the authenticity of the actual phenomenon
than the traditional infectious disease model. We can have a deeper understanding of random noise in [11–15] and the
references cited therein. For instance, Jiang et al. in [16] studied stationary distribution and extinction of non-autonomous
logistic equation with random perturbation. Beyond that, some authors have drawn some meaningful conclusions in
[17–20]. In system (1.2), we observed that β has a great effect on this system and always oscillates near the average value
β due to the continuous disturbance of environmental noise. Therefore, we regard parameter β as a random variable in
randomness. In order to simulate the effect of random noise on the growth rate β , Zhang and Yuan proposed two main
methods in [21]. One method of disturbing β is the linear function of Gaussian white noise and the other method of
interference β is the mean regression Ornstein–Uhlenbeck process [22–25].
In the first case,
dB(t)
β (t) = β + σ , (1.3)
dt
where β is a positive constant and it is the long-time average level of β (t), B(t) is mutually independent standard Brownian
motion and σ denotes the intensity of white noises. Through this paper, B(t) is defined on (Ω , {Ft }t ≥0 , P) which is a
complete probability space with a filtration {Ft }t ≥0 satisfying the usual conditions (i.e., it is increasing and right continuous
while F0 contains all P-null sets). Integrating (1.3) from 0 to t, we can get
t
σ2
∫ ( )
1 B(t)
β (s)ds = β + σ ∼ N β, .
t 0 t t
This shows that the variance of β (t) will tend to infinity as t → 0 which produces an unreasonable result, that is the
fluctuation of β (t) will be larger in a small time interval.
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Y. Zhou and D. Jiang Communications in Nonlinear Science and Numerical Simulation 116 (2023) 106878

For another case, we consider that β (t) is affected by the Ornstein–Uhlenbeck process:

dβ (t) = k(β − β (t))dt + σ dB(t), (1.4)

where k, σ are positive constants, k means the speed of reversion and σ is the symbol for the intensity of fluctuation.
Take advantage of the random integral scheme of Ornstein–Uhlenbeck process, β (t) is unique and it is
∫ t
β (t) = β + β 0 − β e−kt + σ e−k(t −s) dB(s),
( )
0

where β 0 = β (0). Then we calculate the expected value and variance of β (t) over an interval [0, t ] are

σ2 (
E(β (t)) = β + β 0 − β e−kt , Var(β (t)) = 1 − e−2kt .
( ) )
2k
Next, we can easy to know that E(β (t)) → β and Var(β (t)) → 0 when t → 0, which seems to fit the continuous dis-
0

turbance features of random noise. Therefore, introducing the Ornstein–Uhlenbeck process to simulate the random effects
of key parameters in a population system is reasonable.
For (1.4), let m(t) = β (t) − β , we obtain

dm(t) = −km(t)dt + σ dB(t). (1.5)

From above all, in the paper, we will construct a stochastic infectious model with Ornstein–Uhlenbeck process by (1.2)
and (1.5) as follows:

dm(t) = −km(t)dt + σ dB(t),

⎧
⎪
⎪
⎪ ( )
A
⎪ [ ]
⎨dI(t) = (m(t)+β )I(t) d −I(t)−(c1 +1)Q (t)−(c2 +1)R(t) − (γ + δ + d + α )I(t) dt ,
⎪
⎪
A 1
d
−c1 Q (t)−c2 R(t) (1.6)
dQ (t) = [δ I(t) − (ε + d + α2 )Q (t)]dt ,
⎪
⎪
⎪
⎪
⎪
⎪
dR(t) = [γ I(t) + ε Q (t) − dR(t)]dt .
⎩

For this system, we also obtain a feasible region:

{ }
A
Γ = (m, I , Q , R) ∈ R × R+ : I + (c1 + 1)Q + (c2 + 1)R ≤
3
, I, Q , R ≥ 0 .
d
In the following content, we obtain the existence and uniqueness of the global positive solution with any initial value to
the studied model (1.6) in Section 2. In Section 3, the conditions for the existence and uniqueness of stationary distribution
are given by Lyapunov function method. In particular, we derive the exact expression of the local density function near
the equilibrium of the system in Section 4. And in Section 5, we introduce the judgment criteria for disease extinction. In
the final part of the paper, our theoretical results are supported by some numerical simulations.

2. Existence and uniqueness of the global solution

In order to better understand the transmission state of infectious disease system, we study the existence and unique-
ness of positive solutions from the perspective of globality.

Theorem 2.1. For system (1.6), there exists a unique solution (m(t), I(t), Q (t), R(t)) on t ≥ 0 for any initial value
(m(0), I(0), Q (0), R(0)) ∈ Γ and it is almost surely.

Proof. The proof of this theorem adopts the standard method, so we put the detailed proof in Appendix B. □

3. Stationary distribution

The proof of stationary distribution is very difficult, which is reflected in the construction of Lyapunov function. In the
section, we aim to obtain the sufficient conditions for existence and uniqueness of stationary distribution. Before that, let
us introduce a lemma. Consider the integral equation
∫ t k ∫ t
∑
X (t) = X (t0 ) + b(s, X (s))ds + σr (s, X (s))dBr (s), t ≥ t0 ≥ 0. (3.1)
t0 r =1 t0

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Y. Zhou and D. Jiang Communications in Nonlinear Science and Numerical Simulation 116 (2023) 106878

Lemma 3.1 ([26]). Suppose that the coefficients of Eq. (3.1) are independent of t and satisfy the following conditions for some
constant B:
k
∑
| b(s, x) − b(s, y) | + | σr (s, x) − σr (s, y) |≤ B | x − y |,
r =1
(3.2)
k
∑
| b(s, x) | + | σr (s, x) |≤ B(1+ | x |),
r =1

in [t0 , ∞) × C, and there exists a non-negative C 2 -function V (t) in R such that

LV (t) ≤ −1 outside some compact set.

Then equation (3.1) exists a solution, which is a stationary Markov process.

Remark 3.1. The condition (3.2) can be replaced by the global existence of the solution of (3.1) according to remark
of [27].

Theorem 3.1. Assume that R1 > 1 and λ = (R1 − 1)(γ + δ + d + α1 ) − √σ > 0, then the system (1.6) has a stationary
2k
distribution, where

β
R1 = .
γ + δ + d + α1

Proof. In the light of Lemma 3.1 it is now sufficient to construct a nonnegative C 2 -function V (m, I , Q , R). Let (m0 , I0 , Q0 , R0 )
is the minimal value point of function V (m, I , Q , R), then

V (m, I , Q , R) = V (m, I , Q , R) − V (m0 , I0 , Q0 , R0 ).

Therein contains

V = MV1 + V2 ,

where

m2
V1 = − ln I + b1 Q + b2 R + b3 ,
2

m2
( )
A
V2 = − ln Q − ln R − ln − I − (c1 + 1)Q − (c2 + 1)R + ,
d 2

√
β[(c1 + 1)d + (c2 + 1)ε] (c2 + 1)β 1
b1 = , b2 = , b3 = ,
A(ε + d + α2 ) A 2kσ 2

and M > 0 is determined later.

With It ô′ s formula and the action of differential operator L in Appendix A, we can have

(m + β )
(A )
− I − (c1 + 1)Q − (c2 + 1)R
LV1 = − d
A
+ γ + δ + d + α1 + b1 δ I
d
− c1 Q − c2 R
b3 σ 2
− b1 (ε + d + α2 )Q + b2 (γ I + ε Q − dR) − b3 km2 +
2
β Ad − I − (c1 + 1)Q − (c2 + 1)R
( )
≤− A
+ |m| + γ + δ + d + α1 + (b1 δ + b2 γ )I
d
b3 σ 2
+ [b2 ε − b1 (ε + d + α2 )]Q − b2 dR − b3 km2 +
2
4
Y. Zhou and D. Jiang Communications in Nonlinear Science and Numerical Simulation 116 (2023) 106878

βd (c2 + 1)β d
(( ) )
= − β + γ + δ + d + α1 + + b1 δ + b2 γ I + − b2 d R
A A
(c1 + 1)β d b3 σ 2
( )
+ + b2 ε − b1 (ε + d + α2 ) Q + |m| − b3 km2 +
A 2
βd σ
( )
≤ − (R1 − 1)(γ + δ + d + α1 ) + + b1 δ + b2 γ I + √
A 2k
βd
( )
:= − λ + + b1 δ + b2 γ I ,
A
where λ = (R1 − 1)(γ + δ + d + α1 ). Then

I I Q σ2 1
LV2 ≤ − δ + ε + d + α2 − γ −ε + d − km2 + + A
×
Q R R 2 d
− I − (c1 + 1)Q − (c2 + 1)R
(m + β )I
(A )
− I − (c1 + 1)Q − (c2 + 1)R
[ d
A
− (γ + δ + d + α1 )I + (c1 + 1)δ I
− c1 Q − c2 R d
− (c1 + 1)(ε + d + α2 )Q + (c2 + 1)(γ I + ε Q − dR)]
I I dI σ2
≤−δ −γ − km2 + |m| − A
+ ε + 2d + α2 + + β.
Q R d
− I − (c1 + 1)Q − (c2 + 1)R 2

Then, we have

βd
( )
I I k dI
LV ≤ − M λ + M + b1 δ + b2 γ I −δ −γ − m2 − A
A Q R 2 d
− I − (c1 + 1)Q − (c2 + 1)R
k σ2
+ |m| − m2 + ε + 2d + α2 + +β
2
) 2
βd
(
I I k dI
:= − M λ + M + b1 δ + b2 γ I − δ − γ − m2 − A
+ B,
A Q R 2 d
− I − (c1 + 1)Q − (c2 + 1)R
{ }
σ2
where B = sup(m,I ,Q ,R)∈Γ |m| − 2k m2 + ε + 2d + α2 + 2
+ β and we define that M > 0 is large enough and satisfies

− M λ + B ≤ −2. (3.3)

The next step is to set up a bounded closed set,

A 1
D = {(m, I , Q , R) ∈ Γ , ϵ ≤ I , ϵ 2 ≤ Q , ϵ 2 ≤ R, ϵ 2 ≤ − I − (c1 + 1)Q − (c2 + 1)R, |m| ≤ },
d ϵ
where 0 < ϵ < 1 is sufficiently small and meets the following conditions,

βd
( )
− Mλ + B + M + b1 δ + b2 γ ϵ ≤ −1, (3.4)
A

min{δ, γ , d}
− + F ≤ −1, (3.5)
ϵ
k
− + F ≤ −1, (3.6)
2ϵ 2
and
βd
( )
A
F =M + b1 δ + b2 γ − M λ + B. (3.7)
A d
In particular, we divide Γ \ D into the following nine domains,

D1 = {0 < I < ϵ}, D2 = {0 < Q < ϵ 2 , I ≥ ϵ}, D3 = {0 < R < ϵ 2 , I ≥ ϵ},

{ }
A 1
D4 = {0 < − I − (c1 + 1)Q − (c2 + 1)R < ϵ 2 , I ≥ ϵ}, D5 = |m| ≥ .
d ϵ
The following step is prove that LV (m, I , Q , R) ≤ −1 for any (m, I , Q , R) ∈ Γ on the above nine domains.
5
Y. Zhou and D. Jiang Communications in Nonlinear Science and Numerical Simulation 116 (2023) 106878

Case 1. For any (m, I , Q , R) ∈ D1 with (3.3) and (3.4) we can get
βd
( )
LV ≤ − M λ + M + b1 δ + b2 γ I + B
A
βd
( )
≤ − Mλ + B + M + b1 δ + b2 γ ϵ ≤ −1.
A
In other words, for a sufficiently small ϵ , LV ≤ −1 for any (m, I , Q , R) ∈ D1 .
Case 2. For any (m, I , Q , R) ∈ D2 with (3.3) and (3.5) we can get
βd
( )
I
LV ≤ − M λ + M + b1 δ + b2 γ I +B−δ
A Q
δ min{δ, γ , d}
≤− +F ≤− + F ≤ −1.
ϵ ϵ
In other words, for a sufficiently small ϵ , LV ≤ −1 for any (m, I , Q , R) ∈ D2 .
Case 3. For any (m, I , Q , R) ∈ D3 with (3.3) and (3.5) we can get
βd
( )
I
LV ≤ − M λ + M + b1 δ + b2 γ I +B−γ
A R
γ min{δ, γ , d}
≤− +F ≤− + F ≤ −1.
ϵ ϵ
In other words, for a sufficiently small ϵ , LV ≤ −1 for any (m, I , Q , R) ∈ D3 .
Case 4. For any (m, I , Q , R) ∈ D4 with (3.3) and (3.5) we can get
βd
( )
dI
LV ≤ − M λ + M + b1 δ + b2 γ I + B − A
A d
− I − (c1 + 1)Q − (c2 + 1)R
d min{δ, γ , d}
≤− +F ≤− + F ≤ −1.
ϵ ϵ
In other words, for a sufficiently small ϵ , LV ≤ −1 for any (m, I , Q , R) ∈ D4 .
Case 5. For any (m, I , Q , R) ∈ D5 with (3.3) and (3.6) we can get
βd km2
( )
LV ≤ − M λ + M + b1 δ + b2 γ I + B −
A 2
k
≤− + F ≤ −1.
2ϵ 2
In other words, for a sufficiently small ϵ , LV ≤ −1 for any (m, I , Q , R) ∈ D9 .
For the reason, we obtain that for a sufficient small ϵ , LV ≤ −1 for any (m, I , Q , R) ∈ Γ \ D. According to Lemma 3.1,
the system (1.6) has a stationary distribution. □

4. Density function of the stochastic model

In this section, in order to make it more convenient to linearize Eqs. (1.6), the system (1.6) is transformed equivalently.
Due to
A A c1 Q N
− c1 Q − c2 R = N = S + I + Q + R, R = − − ,
d c2 d c2 c2
A A c2 − c1 c2 + 1
− I − (c1 + 1)Q − (c2 + 1)R = − − I(t) − Q (t) + N(t).
d c2 d c2 c2
Therefore, the equivalent system of system (1.6) is

dm(t) = −km(t)dt + σ dB(t),

⎧
⎪
⎪
⎪ (
c2 −c1 c2 +1
)
A
⎪ [ ]
⎨dI(t) = (m(t)+β )I(t) − c2 d −I(t)− c2 Q (t)+ c2 N(t) − (γ + δ + d + α )I(t) dt ,
⎪
⎪
N(t) 1
(4.1)
dQ (t) = [δ I(t) − (ε + d + α2 )Q (t)]dt ,
⎪
⎪
⎪
⎪
⎪
⎪
dN(t) = [A − dN(t) − α1 I(t) − α2 Q (t)]dt .
⎩

Near the quasi equilibrium point P ∗ (m∗ , I ∗ , Q ∗ , N ∗ ) of the system (4.1), we derive the explicit density function. The
following step is let X1 = m − m∗ , X2 = I − I ∗ , X3 = Q − Q ∗ , X4 = N − N ∗ , the linearized system at the quasi equilibrium
6
Y. Zhou and D. Jiang Communications in Nonlinear Science and Numerical Simulation 116 (2023) 106878

point is as follows:

dX1 = −kX1 dt + σ dB(t),

⎧
⎪
dX2 = (a21 X1 − a22 X2 − a23 X3 + a24 X4 )dt ,
⎪
⎨
(4.2)
dX = (a32 X2 − a33 X3 )dt ,
⎩ 3
⎪
⎪
dX4 = (−a42 X2 − a43 X3 − a44 X4 )dt ,
where
( )
c2 − c1 ∗ c2 +1 ∗
I ∗ − cAd − I ∗ − c2
Q + c2
N βI∗ c2 − c1 β I ∗
2
a21 = > 0, a22 = , a23 = , a32 = δ,
N∗ N∗ c2 N∗
( )
βI∗ A
c2 d
+ I∗ + c2 −c1 ∗
c2
Q
a24 = , a33 = ε + d + α2 , a42 = α1 , a43 = α2 , a44 = d.
N ∗2

Theorem 4.1. Let (X1 , X2 , X3 , X4 ) be the solution of the system (4.2) with any initial value (X1 (0), X2 (0), X3 (0), X4 (0)) ∈
R × R3+ . If α2 δ < α1 d and λ = (R1 − 1)(γ + δ + d + α1 ) − √σ > 0 make sense, then there is a local normal density function
2k
Φ (X1 , X2 , X3 , X4 ) around the quasi-equilibrium P ∗ and there has a positive definite matrix Σ , which satisfy the following
function
3 1 1
Φ (X1 , X2 , X3 , X4 ) = (2π )− 2 |Σ |− 2 e− 2 (X1 ,X2 ,X3 ,X4 )Σ
−1 (X ,X ,X ,X )T
1 2 3 4 ,
where

Σ = (a1 a21 a32 )2 J1−1 J2−1 Σ1 (J1−1 J2−1 )T ,

a42 (a33 −a44 )
a1 = a43 + a32
, a2 = a23 + a24 a42
a32
, a3 = a1 a24 a32 + a344 and
⎛ ⎞
1 0 0 0
⎜0 1 0 0⎟
⎟
J1 = ⎜ ⎟,
⎜
⎝0 0 1 0⎠
a42
0 0 a32
1
a1 [a2 a32 − a33 a44 − a233 − a244 ]
⎛ ⎞
−a1 a21 a32 a1 a32 (a22 + a33 + a44 ) − a3
0 −a1 a32 a1 (a33 + a44 ) a244
J2 = ⎝ ,
⎜ ⎟
0 0 − a1 −a44 ⎠
0 0 0 1
⎛ d2 d3 −d1 d4 d3 ⎞
0 − 2(d 0
2(d1 d2 d3 −d23 −d21 d4 ) 2 2
1 d2 d3 −d3 −d1 d4 )
⎜ d3 d1 ⎟
⎜ 0 0 − 2(d ⎟
2(d1 d2 d3 −d23 −d21 d4 ) 2 2
1 d2 d3 −d3 −d1 d4 )
Σ1 = ⎜ ⎟.
⎜ ⎟
d3 d1
⎜− 0 0
⎝ 2(d1 d2 d3 −d23 −d21 d4 ) 2(d1 d2 d3 −d23 −d21 d4 )
⎟
⎠
d1 d1 d2 −d3
0 − 2(d 2 2 0
1 d2 d3 −d3 −d1 d4 ) 2d4 (d1 d2 d3 −d23 −d21 d4 )

The parameters in Σ1 are as follows:

d1 = k + a22 + a33 + a44 , d2 = k(a22 + a33 + a44 ) + a22 (a33 + a44 ) + a33 a44 + a2 a32 ,
d3 = k(a22 a33 + a22 a44 + a33 a44 + a2 a32 ) + a22 a33 a44 + a2 a32 a44 + a1 a24 a32 ,
d4 = ka2 a32 a44 + ka22 a33 a44 + ka1 a24 a32 .

Proof. For system (4.2), it can be written into the matrix from:

dX = A1 Xdt + GdB(t),

where X = (X1 , X2 , X3 , X4 )T , G = diag(σ , 0, 0, 0) and

⎛ ⎞
−k 0 0 0
⎜a −a22 −a23 a24 ⎟
A1 = ⎝ 21 .
0 a32 −a33 0 ⎠
0 −a42 −a43 −a44
For this matrix A1 , we consider its characteristic equation:

ϕA1 (λ) = λ4 + d1 λ3 + d2 λ2 + d3 λ + d4 ,
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Y. Zhou and D. Jiang Communications in Nonlinear Science and Numerical Simulation 116 (2023) 106878

where
d1 = k + a22 + a33 + a44 , d2 = k(a22 + a33 + a44 ) + a22 (a33 + a44 ) + a33 a44 + a2 a32 ,
d3 = k(a22 a33 + a22 a44 + a33 a44 + a2 a32 ) + a22 a33 a44 + a2 a32 a44 + a1 a24 a32 ,
d4 = ka2 a32 a44 + ka22 a33 a44 + ka1 a24 a32 .
According to the Routh–Hurwitz criterion, we obtain that d1 d2 − d3 > 0 and d1 d2 d3 − d23 − d21 d4 > 0 with α2 δ < α1 d, in
this way we know that the matrix A1 is a Hurwitz matrix with α2 δ < α1 d.
Next, we derive the Fokker–Planck equation of the probability density function Φ (X1 , X2 , X3 , X4 ) of system (4.2)
according to [28,29],
σ 2 ∂2 ∂ ∂
− Φ+ (−kX1 Φ ) + [(a21 X1 − a22 X2 − a23 X3 + a24 X4 )Φ ]
2 ∂ X12
∂ X1 ∂ X2
∂ ∂
+ [(a32 X2 − a33 X3 )Φ ] + [(−a42 X2 − a43 X3 − a44 X4 )Φ ] = 0,
∂ X3 ∂ X4
which can be described by a Gaussian distribution
1 T
Φ (X ) = ce− 2 XQX .
Φ dX1 dX2 dX3 dX4 = 1. And Q is a real
∫∫∫∫
c is a positive constant determined by the normalization condition R×R3
symmetric matrix which satisfies the following algebraic equation
QG2 Q + AT1 Q + QA1 = 0,
here Q is positive definite, let Q −1 = Σ , then
G2 + A1 Σ + Σ AT1 = 0. (4.3)
In addition, we will deduce the positive definiteness of matrix Σ . Define elementary transformation matrix J1 is
1 0 0 0
⎛ ⎞
⎜0 1 0 0⎟
J1 = ⎝ 0 0 1 0⎠ .
a42
0 0 a32
1
Afterwards we get
⎛ ⎞
−k 0 0 0
⎜a −a22 − a2 a24 ⎟
A2 = J1 A1 J1−1 = ⎝ 21 ,
0 a32 −a33 0 ⎠
0 0 − a1 −a44
a42 (a33 −a44 )
where a1 = a43 + a32
, a2 = a23 + a24 a42
a32
. Then, Eq. (4.3) can be equivalently transformed into

J1 G2 J1T + A2 J1 Σ J1T + J1 Σ J1T AT2 = 0.

Next, let A3 = J2 A2 J2−1 , here J2 is a standard transformed matrix,
a1 [a2 a32 − a33 a44 − a233 − a244 ]
⎛ ⎞
−a1 a21 a32 a1 a32 (a22 + a33 + a44 ) − a3
0 −a1 a32 a1 (a33 + a44 ) a244
J2 = ⎝ ,
⎜ ⎟
0 0 − a1 −a44 ⎠
0 0 0 1
⎛ ⎞
−d1 −d2 −d3 −d4
⎜ 1 0 0 0 ⎟
A3 = ⎝ ,
0 1 0 0 ⎠
0 0 1 0
where a3 = a1 a24 a32 + a344 . Thus Eq. (4.3) can be expressed as follows:
J2 J1 G2 J1T J2T + A3 J2 J1 Σ J1T J2T + J2 J1 Σ J1T J2T AT3 = 0.
Through calculating, J2 J1 G2 J1T J2T = (a1 a21 a32 )2 G2 and J2 J1 Σ J1T J2T = (a1 a21 a32 )2 Σ1 , where
d2 d3 −d1 d4 d3
⎛ ⎞
0 − 2(d 0
2(d1 d2 d3 −d23 −d21 d4 ) 2 2
1 d2 d3 −d3 −d1 d4 )
⎜ d3 d1 ⎟
⎜ 0 0 − 2(d ⎟
2(d1 d2 d3 −d23 −d21 d4 ) 2 2
1 d2 d3 −d3 −d1 d4 )
Σ1 = ⎜ ⎟.
⎜ ⎟
d3 d1
⎜− 0 0
⎝ 2(d1 d2 d3 −d23 −d21 d4 ) 2(d1 d2 d3 −d23 −d21 d4 )
⎟
⎠
d1 d1 d2 −d3
0 − 2(d 2 2 0
1 d2 d3 −d3 −d1 d4 ) 2d4 (d1 d2 d3 −d23 −d21 d4 )

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Y. Zhou and D. Jiang Communications in Nonlinear Science and Numerical Simulation 116 (2023) 106878

According to Lemma 4.2 of [30], thus Σ1 is a positive definite matrix, which means Σ = (a1 a21 a32 )2 J1−1 J2−1 Σ1 (J1−1 J2−1 )T has
the same positive definiteness. In addition, the corresponding density function Φ (X1 , X2 , X3 , X4 ) of system (4.2) around
the quasi-equilibrium P ∗ satisfies
3 1 1
Φ (X1 , X2 , X3 , X4 ) = (2π )− 2 |Σ |− 2 e− 2 (X1 ,X2 ,X3 ,X4 )Σ
−1 (X ,X ,X ,X )T
1 2 3 4 .
This completes the proof. □

5. Extinction

The extinction of diseases is also an important part of this paper, which plays an important role in controlling the
spread of diseases.

Theorem 5.1. Let (m(t), I(t), Q (t), R(t)) be the solution of the system (1.6) with any initial value (m(0), I(0), Q (0), R(0)) ∈ Γ .
If R1 < 1 and ξ = (R1 − 1)(γ + δ + d + α1 ) + √σ < 0 are satisfied, then the disease will become extinct, where
2k

β
R1 = .
γ + δ + d + α1

Proof. We first define a C 2 −function:

bm2
W (m, I) = ln I + ,
2
1
where b = √ . Then, we apply the It ô′ s formula for W , and we have
σ 2k
[ ]
(m + β )
(A
bσ 2
)
− I − (c1 + 1)Q − (c2 + 1)R
dW = d
A
− (γ + δ + d + α1 ) − bkm + 2
dt
d
− c1 Q − c2 R 2
+ bσ mdB(t)
bσ 2
[ ]
≤ β − (γ + δ + d + α1 ) + |m| − bkm +
2
dt + bσ mdB(t) (5.1)
2
σ
[ ]
≤ (Rq − 1)(γ + δ + d + α1 ) + √ dt + bσ mdB(t)
2k
:=ξ dt + bσ mdB(t),
where ξ = (R1 − 1)(γ + δ + d + α1 ) + √σ . Integrating (5.1) from 0 to t on both sides, one can see
2k
∫ t
W (t) W (0) 1
≤ +ξ + bσ m(s)dB(s). (5.2)
t t t 0

Combining the strong law of large number for the local martingale yields
∫ t
1
lim bσ m(s)dB(s) = 0, a.s.
t →∞ t 0

Moreover, taking the superior limit on both sides of (5.2) we can obtain
∫ t
W (t) 1
lim sup ≤ ξ + lim sup bσ m(s)dB(s) = ξ a.s.
t →∞ t t →∞ t 0

Therefor, if ξ < 0 and R1 < 1 are satisfied, then

lim I(t) = 0,
t →∞

and we can easily see that

lim Q (t) = 0, lim R(t) = 0,
t →∞ t →∞

which indicate the disease will become extinct. □

6. Numerical simulations and conclusion

6.1. Numerical simulations and examples

In this subsection, in order to verify the validity of the effectiveness of the theoretical results in the article, we give
some numerical simulations to test those conclusions. With the well-known Milstein’s Higher Order Method mentioned
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Y. Zhou and D. Jiang Communications in Nonlinear Science and Numerical Simulation 116 (2023) 106878

Fig. 1. The extinction of system (1.6) with initial value (m(0), I(0), Q (0), R(0)) = (0.5, 0.5, 0.5, 0.5). On the left, the blue lines indicate the phenomenon
of stochastic system (1.6) and the red lines show the phenomenon of ODE system. The pictures on the right mean the density of the stochastic
system (1.3).

in [31], we obtain the following discretization form of system (1.6),

√ σ2 2
mi+1 =mi + (−kmi ) ∆t + σ ξi ∆t + (ξi − 1)∆t ,
( 2 )
(mi + β )Ii
(A )
− Ii − (c1 + 1)Qi − (c2 + 1)Ri
Ii+1 =Ii + d
A
− (γ + δ + d + α1 )Ii ∆t ,
d
− c1 Qi − c2 Ri
Qi+1 =Qi + (δ Ii − (ε + d + α2 )Qi ) ∆t ,
Ri+1 =Ri + (γ Ii + ε Qi − dRi ) ∆t .
where ∆t > 0 is time increment, ξi is the Gaussian random variables which follow the distribution N(0, 1).
Before numerical simulation, we set the initial value as (m(0), I(0), Q (0), R(0)) = (0.5, 0.5, 0.5, 0.5).
Case 1.
√
k = 0.5, σ = 0.1, β = 0.9, A = 0.5, d = 0.1, γ = 0.1, δ = 0.1, α1 = 0.1, ε = 0.5, α2 = 0.5.
Case 2.
√
k = 0.1, σ = 0.1, β = 0.5, A = 0.5, d = 0.1, γ = 0.5, δ = 0.5, α1 = 0.5, ε = 0.5, α2 = 0.5.
For system (1.6), after calculation, we get
R1 = 0.2500, ξ = −0.7929 by case 1;
R1 = 2.2500, λ = 0.1838 by case 2.
Through the above numerical calculation, we use numerical simulation to verify our conclusion, as shown in Figs. 1 to 3.
In Fig. 1, we can see that the disease system (1.6) in the paper will be extinct with the data of case 1, on the left the blue
lines indicate the phenomenon of stochastic system (1.6) and the red lines show the phenomenon of the corresponding
ODE system. The picture on the right means the density of the stochastic system (1.6). The same phenomenon can also
be seen in the right of Fig. 3. In Fig. 2, it verifies the conclusion that the stationary distribution exists when R1 > 1 and
λ > 0 with the data of case 2. From the left of Fig. 3, it displays the persistence of the disease.
In the process of numerical calculation, we realize that the change of parameter β, γ , δ, d, α1 have a greater impact
on the system, examples can be found in Figs. 4 and 5. In Fig. 4, we focus on the curves about I , Q , R, with the data
√
k = 0.5, σ = 0.1, A = 0.5, d = 0.2, γ = 0.2, δ = 0.2, α1 = 0.2, ε = 0.5, α2 = 0.5,
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Y. Zhou and D. Jiang Communications in Nonlinear Science and Numerical Simulation 116 (2023) 106878

Fig. 2. The stationary distribution of system (1.6) with initial value (m(0), I(0), Q (0), R(0)) = (0.5, 0.5, 0.5, 0.5). On the left, the blue lines indicate
the phenomenon under Ornstein–Uhlenbeck process and the red lines show the phenomenon of the corresponding ODE system. The pictures on the
right mean the density of the stochastic system (1.6).

Fig. 3. Different states of disease. On the left, the curve tends to a nonzero point. But the curve tends to zero point on the right.

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Y. Zhou and D. Jiang Communications in Nonlinear Science and Numerical Simulation 116 (2023) 106878

Fig. 4. Different states of disease m, I , Q , R with initial value (m(0), I(0), Q (0), R(0)) = (0.5, 0.5, 0.5, 0.5) under the different value of β .

Fig. 5. Different states of disease m, I , Q , R with initial value (m(0), I(0), Q (0), R(0)) = (0.5, 0.5, 0.5, 0.5) under the different value of γ .

and in this time

R1 = 2.2500, λ = 0.6838, w hen β = 1.8;
R1 = 1.8750, λ = 0.3838, w hen β = 1.5;
R1 = 1.5000, λ = 0.0838, w hen β = 1.2;
R1 = 0.5000, ξ = −0.0838, w hen β = 0.4,

which implies that for β = 1.8, 1.5, 1.2, the diseases will persist, while for β = 0.4, the diseases will be extinct. In
Fig. 5, we focus on the curves about I , Q , R, with the data
√
k = 0.5, σ = 0.1, β = 0.9, A = 0.5, d = 0.1, δ = 0.1, α1 = 0.1, ε = 0.5, α2 = 0.5,

and in this way

R1 = 2.2500, λ = 0.1838, w hen γ = 0.1;
R1 = 1.8000, λ = 0.0838, w hen γ = 0.2;
R1 = 1.6364, λ = 0.0338, w hen γ = 0.25;
R1 = 0.6923, ξ = −0.0838, w hen γ = 1,
which implies that for γ = 0.1, 0.2, 0.25, the diseases will persist, while for γ = 1, the diseases will be extinct.
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Y. Zhou and D. Jiang Communications in Nonlinear Science and Numerical Simulation 116 (2023) 106878

And through the analysis of the model (1.6) and the critical value R1 , we can know δ, d, α1 have the same status with
γ . Hence, the image descriptions of δ, d, α1 are omitted.

6.2. Conclusion and discussion

In the article, we investigate the dynamic effects of Ornstein–Uhlenbeck process on infectious disease model under
standard incidence. For a more comprehensive for this system, we reduce the dimension of the model. In this way, we
construct several different and suitable Lyapunov functions to prove our conclusions. Some main results are as follows:

(i) For the stochastic model after dimensionality reduction, we obtain that the system exists a unique solution for any
initial value.
(ii) For the stochastic system after dimensionality reduction, we verify the model has an unique stationary distribution
when R1 > 1 and λ > 0 by building a suitable Lyapunov function, illustrated in Figs. 2 and 3.
(iii) After proving the existence of stationary distribution, we study a solution that the corresponding local normal density
function of the stochastic system (4.2) around the quasi-equilibrium.
(iv) The extinction of diseases is verified when R1 < 1 and ξ < 0, illustrated in Figs. 1 and 3.

The solutions obtained in the article expanded the scope of the research of the deterministic one and provide us new
insights in studying the infectious disease model. Dimensionality reduction and constructing a Lyapunov function are
important steps in the paper, and we also provide an effective method for studying the corresponding probability density
function of various stochastic epidemic models.

CRediT authorship contribution statement

Yaxin Zhou: Software, Validation, Formal analysis, Investigation, Data curation, Writing – original draft, Writing –
review & editing. Daqing Jiang: Conceptualization, Methodology, Validation, Formal analysis, Visualization, Supervision,
Funding acquisition.

Declaration of competing interest

The authors declare that they have no conflict of interest.

Data availability

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

Acknowledgments

The work is supported by the National Natural Science Foundation of China (Nos.11671236, 11871473) and Shandong
Provincial Natural Science Foundation (Nos. ZR2019MA006, ZR2019MA010), and the Fundamental Research Funds for the
Central Universities (Nos. 22CX03013A, 22CX03030A).

Appendix A

With [32], let (x(t), t) be the diffusion process described by the following n-dimensional stochastic differential equ-
ation:
dx(t) = f (x(t), t)dt + g(x(t), t)dB(t) for t ≥ t0 ,
{

x(0) = x0 ∈ Rn ,
where B(t) is the n-dimensional Brownian motion defined on the complete probability space (Ω , F , {Ft }t ≥t0 , P). The
classical differential operator L is described by
n n
∂ ∑ ∂ 1∑ T ∂2
L= + fk (x(t), t) + [g (x(t), t)g(x(t), t)]ij .
∂t ∂ xk 2 ∂ xi ∂ xj
k=1 i,j=1

2,1
Let V ∈ C be a twice continuously differentiable function, then
1
LV (x(t), t) = Vt (x(t), t) + Vx (x(t), t)f (x(t), t) + trace[g T (x(t), t)Vxx (x(t), t)g(x(t), t)],
2
( ) ( )
∂V ∂V
where Vt = ∂t
, Vx = ∂ x1
, . . . , ∂∂xVn and Vxx = ∂2
∂ xi ∂ xj
. If x(t) ∈ Rn , the well-known It ô′ s formula is described as
n×n
follows:
dV (x(t), t) = LV (x(t), t)dt + Vx (x(t), t)g(x(t), t)dB(t).
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Y. Zhou and D. Jiang Communications in Nonlinear Science and Numerical Simulation 116 (2023) 106878

Appendix B

For system (1.6), the coefficients of it satisfy the local Lipschitz condition, then there is a unique local solution
(m(t), I(t), Q (t), R(t)) on t ∈ [0, τe ) with initial value (m(0), I(0), Q (0), R(0)), where τe is the explosion time. To testify this
solution is global, we only need to prove that τe = ∞ a.s. Assume l0 > 0 enough large such that em(0) , I(0), Q (0), R(0) ∈
[ l1 , l0 ]. For every integer l ≥ l0 , define the stopping time
0

1
τl = inf t ∈ [0, τe ) : min{em(t) , I(t), Q (t), R(t)} ≤
or max{em(t) , I(t), Q (t), R(t)} ≥ l.
l
And we set inf ∅ = ∞(∅ denotes the empty set). Apparently, τl is increasing on l and τl < τe . Thus, τ∞ = liml→∞ < τe
a.s. If once we prove that τ∞ = ∞ a.s., then τl = ∞ a.s.
If the statement is false, then there are a pair of constants T > 0, ε ∈ (0, 1) and l1 ≥ l0 such that
P(τl ≤ T ) ≥ ε for any l ≥ l1 .
Define a C 2 − Lyapunov function U : R × R3+ → R+ as follows

am2
U =I − 1 − ln I + (c1 + 1)(Q − 1 − ln Q ) + (c2 + 1)(R − 1 − ln R) +
( ) ( 2 )
A A
+ − I − (c1 + 1)Q − (c2 + 1)R − 1 − ln − I − (c1 + 1)Q − (c2 + 1)R ,
d d
√
2
where a = kσ 2
, and the nonnegativity of that function can be obtained from

u − 1 − ln u ≥ 0 for any u > 0.

′
By It ô s formula and the action of differential operator L in Appendix A, we get
(m + β )
(A )
− I − (c1 + 1)Q − (c2 + 1)R
LU = − A
d
+ (γ + δ + d + α1 )
− c1 Q − c2 R
( d ) ( )
I I Q
+ (c1 + 1) −δ + ε + d + α2 + (c2 + 1) −γ − ε + d
Q R R
(m + β ) d − I − (c1 + 1)Q − (c2 + 1)R I
(A )
1
+ A [ A
d
− I − (c1 + 1)Q − (c2 + 1)R d
− c1 Q − c2 R
− (γ + δ + d + α1 )I + (c1 + 1)δ I − (c1 + 1)(ε + d + α2 )Q + (c2 + 1)γ I + (c2 + 1)ε Q
aσ 2
− (c2 + 1)dR] − akm2 + ,
2
where
− (γ + δ + α1 )I + (c1 + 1)δ I + (c2 + 1)γ I = 0,
− (c1 + 1)(ε + α2 )Q + (c2 + 1)ε Q = 0.
With feasible region Γ , we have
aσ 2
LU ≤|m| + γ + δ + d + α1 + (c1 + 1)(ε + d + α2 ) + (c2 + 1)d + β + |m| − akm2 +
√ 2
2σ 2
≤γ + δ + d + α1 + (c1 + 1)(ε + d + α2 ) + (c2 + 1)d + β +
k
:=M ,
where M is a positive constant which is independent of the initial value. Integrating both sides of above equation from 0
to τl ∧ T and then taking expectations yield to

EU(m(τl ∧ T ), I(τl ∧ T ), Q (τl ∧ T ), R(τl ∧ T )) ≤ U(m(0), I(0), Q (0), R(0)) + MT .

Let Ωl = τl ≤ T for l ≥ l1 , then we have P(Ωl ) ≥ ε with ε ∈ (0, 1). Noting that for any ω ∈ Ωl , there is at least one of
em(τl ,ω) , I(τl , ω), Q (τl , ω), R(τl , ω) equals either l or 1l . And min{c1 + 1, c2 + 1, 1} = 1, thus
EU(m(τl ∧ T ), I(τl ∧ T ), Q (τl ∧ T ), R(τl ∧ T ))
≥E [IΩl U(m(τl , ω), I(τl , ω), Q (τl , ω), R(τl , ω))]
( ( ))
1 1
≥ε (l − 1 − ln l) ∧ − 1 + ln l ∧ (ln l)2 ,
l 2
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Y. Zhou and D. Jiang Communications in Nonlinear Science and Numerical Simulation 116 (2023) 106878

where IΩl is the indicator function of Ωl . Taking l → ∞, we obtain that

∞ > U(m(0), I(0), Q (0), R(0)) + MT > +∞,

which is a contradiction. Hence, we have τ∞ = ∞ a.s. The conclusion is confirmed.

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