Hindawi Publishing Corporation

Abstract and Applied Analysis

Volume 2012, Article ID 132095, 12 pages
doi:10.1155/2012/132095
Research Article
Global Stability of Two-Group Epidemic Models
with Distributed Delays and Random Perturbation
Xiaoming Fan, Zhigang Wang, and Xuelian Xu
School of Mathematics Science, Harbin Normal University, Harbin 150025, China
Correspondence should be addressed to Zhigang Wang, wangzg2003205@yahoo.com.cn
Received 1 November 2011; Accepted 31 December 2011
Academic Editor: Norimichi Hirano
Copyright q 2012 Xiaoming Fan et al. This is an open access article distributed under the Creative
Commons Attribution License, which permits unrestricted use, distribution, and reproduction in
any medium, provided the original work is properly cited.
We discuss a two-group SEIR epidemic model with distributed delays, incorporating random
uctuation around the endemic equilibrium. Our research shows that the endemic equilibrium
of the model with distributed delays and random perturbation is stochastically asymptotically
stable in the large. In addition, a sucient stability condition is obtained by constructing suitable
Lyapunov function.
1. Introduction
For the research of control of disease in populations, signicant progress has been made
in the theory and application of epidemiology modeling by mathematical research 18.
One of the main problems for the theory of dierential equations and their applications
is connected with stability. Most traditional compartmental models in mathematical
epidemiology descend from the classical SIR model of Kermack and McKendrick 9, where
the population is divided into the classes of susceptible, infected, and recovered individuals.
For some diseases, such as inuenza and tuberculosis, on adequate contact with an infectious
individual, a susceptible becomes exposed for a while, that is, infected but not yet infectious.
Thus it is realistic to introduce a latent compartment; the total population can be partitioned
into four compartments: susceptible, latent or exposed, infectious, and recovered, with sizes
denoted by S, E, I, and R, respectively. The resulting models are of SEI, SEIR, or SEIRS
type, respectively. SEIR model has been widely discussed in the literature. Local and global
stability analysis of the disease-free and endemic equilibria has been carried out using
dierent assumptions and contact rates in 6, 7. Greenhalgh 5 considered SEIR models
that incorporate density dependence in the death rate. Korobeinikov 6 considers the global
properties for SEIR and SEIS by means of the Lyapunov functions. In fact, there are real
2 Abstract and Applied Analysis
benets to be gained in using stochastic models because real life is full of randomness and
stochasticity. Recently, some stochastic epidemic models have been studied by many authors,
see 3, 10. Dalal et al. 4 showed that stochastic models had nonnegative solutions and
carried out analysis on the asymptotic stability of models. Tornatore et al. 10 studied the
stability of disease-free equilibriumof a stochastic SIRmodel with or without distributed time
delay. On the other hand, taking into account environmental variability, white noise stochastic
perturbations around the positive endemic equilibrium of epidemic models was considered
in 3, 11. Beretta et al. proved the stability of epidemic model with stochastic time delays
inuenced by probability under certain conditions 3. Such type of stochastic perturbations
rstly was proposed in 3, 12 and later was successfully used in many other papers for many
other dierent systems see, for instance, 1320. A more general multigroup epidemic
model is proposed to describe the disease spread in a heterogeneous host population with
general age structure and varying infectivity by Li et al. 1. They investigated a class of
multigroup epidemic models with distributed delays and established the global dynamics
determined by the basic reproduction number R
0
. More specically, they proved that, if
R
0
1, then the disease-free equilibrium is globally asymptotically stable; if R
0
> 1, then
there exists a unique endemic equilibrium, and it is globally asymptotically stable. However,
to the best of the authors knowledge, no literature exists regarding SEIR model with random
perturbation. Thus, the current study hopes to serve such a need and is inspired by the report
of 1. In this paper, based on the SEIR model of 1, we consider the white noise stochastic
perturbations around its endemic equilibrium and use the methods, which is similar to 3.
We construct a class of the Lyapunov functions, as it is useful to study the global properties
of stochastic models. By means of it, we prove the SEIR model is stochastically asymptotically
stable in the large under certain condition.
The paper is organized as follows. In Section 2 we recall the deterministic SEIR model
and its main results by Li et al. 1. We introduce the model with stochastic perturbations
around the endemic equilibrium in Section 3. In Section 4 the global stability of the endemic
equilibrium is proved by the method of the Lyapunov functions.
2. Preliminaries
We briey review the following results obtained by Li et al. 1. Let S
k
, E
k
, I
k
, and R
k
denote
the susceptible, infected but noninfectious, infectious, and recovered populations in the kth
group, respectively. Let i
k
t, r denote the population of infectious individuals in the kth
group with respect to the age of infection r at time t, and I
k
t
_

r0
i
k
t, rdr. Let h
k
r 0
be a continuous kernel function that represents the infectivity at the age of infection r. The
disease incidence in the k-th group, assuming a bilinear incidence form, can be calculated
as

n
j1

kj
S
k
t
_

r0
h
j
ri
j
t, rdr, where the sum takes into account cross-infections from all
groups and
kj
represents the transmission coecient between compartments S
k
and I
j
. In
the special case h
k
r 1, the incidence becomes

n
j1

kj
S
k
tI
j
t as in 2. Therefore, the
model in 2 can be generalized to the following system of dierential equations
S

k

k

n

j1

kj
S
k
t
_

r0
h
j
ri
j
t, rdr d
S
k
S
k
,
E

k

n

j1

kj
S
k
t
_

r0
h
j
ri
j
t, rdr
_
d
E
k

k
_
E
k
,
Abstract and Applied Analysis 3
I

k

k
E
k

_
d
I
k

k
_
I
k
,
R

k

k
I
k
d
R
k
R
k
, k 1, 2, . . . , n.
2.1
Here
k
represents inux of individuals into the kth group, d
S
k
, d
E
k
, d
I
k
, and d
R
k
represent death
rates of S, E, I, and R populations in the kth group, respectively,
k
represents the rate of
becoming infectious after a latent period in the k-th group, and
k
represents the recovery
rate of infectious individuals in the k-th group. All parameter values are assumed to be
nonnegative and
k
, d
S
k
, d
E
k
> 0 for all k. Note that
_

t


r
_
i
k
t, r
_
d
I
k

k
_
i
k
t, r,
i
k
t, 0
k
E
k
t,
2.2
whose solution is
i
k
t, r i
k
t r, 0e
d
I
k

k
r

k
E
k
t re
d
I
k

k
r
. 2.3
Substituting 2.3 into 2, we obtain
S

k

k

n

j1

kj
S
k
t
_

r0
h
j
r
j
E
j
t re
d
I
j

j
r
dr d
S
k
S
k
,
E

k

n

j1

kj
S
k
t
_

r0
h
j
r
j
E
j
t re
d
I
j

j
r
dr
_
d
E
k

k
_
E
k
,
I

k

k
E
k

_
d
I
k

k
_
I
k
,
R

k

k
I
k
d
R
k
R
k
, k 1, 2, . . . , n.
2.4
Since the variables I
k
and R
k
do not appear in the rst two equations of 2.4, Li et al.
consider the following reduced system with distributed time delays and general kernel
functions 1:
S

k

k

n

j1

kj
S
k
t
_

r0
f
j
rE
j
t rdr d
S
k
S
k
,
E

k

n

j1

kj
S
k
t
_

r0
f
j
rE
j
t rdr
_
d
E
k

k
_
E
k
.
2.5
Here the kernel function f
k
r 0 is continuous and 1
_

r0
f
k
rdr h
k
> 0. System
2.5 can be interpreted as a multigroup model for an infectious disease whose latent period
4 Abstract and Applied Analysis
r in hosts has a general probability density function 1/h
k
f
k
rdr, for the k-th group. Let
S
0
k

k
/d
S
k
, h
k

_

r0
f
k
rdr. The next-generation matrix for system 2.5 is
M
0

_

kj
S
0
k
h
k
d
E
k

k
_
nn
. 2.6
Dene the basic reproduction number as the spectral radius of M
0
,
R
0
M
0
. 2.7
In the special case when f
k
r is an exponential function, R
0
reduces to that for the resulting
ODE models. Make the following assumption on the kernel function f
k
r in 2.5:
_

r0
f
k
re

k
r
dr < , 2.8
where
k
is a positive number, k 1, 2, . . . , n. Dene the following Banach space of fading
memory type:
C
k

_
, 0, Rse

k
s
is uniformly continuous on , 0 and sup
s0
_
_
s
_
_
e

k
s
<
_
2.9
with norm
k
sup
s0
|s|e

k
s
. For C
k
, let
t
C
k
be such that
t
s t s, s
, 0. Let S
k,0
R

and
k
C
k
such that
k
s 0, s , 0. We consider solutions
S
1
t, E
1t
, S
2
t, E
2t
, . . . , S
n
t, E
nt
of system 2.5 with initial conditions
S
k
0 S
k,0
, E
k,0

k
, k 1, 2, . . . , n. 2.10
Standard theory of functional dierential equations implies E
kt
C
k
for t > 0. We
consider system 2.5 in the phase space
X
n

k1
R C
k
. 2.11
It can be veried that solutions of 2.5 in X initial conditions 2.10 remain nonnegative. In
particular, S
k
t > 0 for t > 0. The following set is positively invariant for system 2.5:

_
S
1
, E
2
, S
2
, E
2
, . . . , S
n
, E
n
X | 0 S
k


k
d
S
k
, 0 S
k
E
k
0

k
d

k
, E
k
s 0,
s , 0, k 1, 2, . . . , n
_
.
2.12
Abstract and Applied Analysis 5
All positive semiorbits in are precompact in X and thus have nonempty -limit sets. We
have the following results 1.
Lemma 2.1. All positive semi-orbits in have non-empty -limit sets. Let

_
S
1
, E
2
, S
2
, E
2
, . . . , S
n
, E
n
X | 0 < S
k
<

k
d
S
k
, 0 < S
k
E
k
0 <

k
d

k
, E
k
s > 0,
s , 0, k 1, 2, . . . , n
_
.
2.13
It can be shown that

is the interior of .
Lemma 2.2. Assume that B
kj
is irreducible.
1 If R
0
1, then P
0
is the only equilibrium for system 2.5 in .
2 If R
0
> 1, then there exist two equilibria for system 2.5 in : the disease-free equilibrium
P
0
and a unique endemic equilibrium P

.
Lemma 2.3. Assume that B
kj
is irreducible.
1 If R
0
1, then the disease-free equilibrium P
0
of system 2.5 is globally asymptotically
stable in . If R
0
> 1, then P
0
is unstable.
2 If R
0
> 1, then the endemic equilibrium P

of system 2.5 is globally asymptotically stable

in

.
Biologically, Lemma 2.3 implies that if the basic reproduction number R
0
1, then
the disease always dies out from all groups; if R
0
> 1, then the disease always persists in all
groups at the unique endemic equilibrium level, irrespective of the initial conditions.
3. Stochastic Model Derivation
In this paper, based on system 2.5, we consider the case of k 1, 2 in the following
system3.1:

S
k

k

2

j1

kj
S
k
_

r0
f
j
rE
j
t rdr d
S
k
S
k
,

E
k

2

j1

kj
S
k
_

r0
f
j
rE
j
t rdr
_
d
E
k

k
_
E
k
,

I
k

k
E
k

_
d
I
k

k
_
I
k
,

R
k

k
I
k
d
R
k
R
k
.
3.1
6 Abstract and Applied Analysis
It is easy to see that equilibrium for system 3.1 is given by P

; E

; I

; R

,
S

k

d
E
k

k

2
j1

kj
h
j
, E

k


k
d
S
k

2
j1

kj
S

k
h
j
, I

k


k
E

k
d
I
k

k
, R

k


k
I

k
d
R
k
. 3.2
We assume stochastic perturbations are of white noise type, which are directly pro-
portional to distances S
k
t, E
k
t, I
k
t, R
k
t from values of S

k
, E

k
, I

k
, R

k
, inuence the

S
k
t,

E
k
t,

I
k
t,

R
k
t respectively. So system 2.4 results in

S
k

k

2

j1

kj
S
k
_

r0
f
j
rE
j
t rdr d
S
k
S
k

1k
_
S
k
S

k
_

B
1k
,

E
k

2

j1

kj
S
k
_

r0
f
j
rjE
j
t rdr
_
d
E
k

k
_
E
k

2k
_
E
k
E

k
_

B
2k
,

I
k

k
E
k

_
d
I
k

k
_
I
k

3k
_
I
k
I

k
_

B
3k
,

R
k

k
I
k
d
R
k
R
k

4k
_
R
k
R

k
_

B
4k
, k 1, 2,
3.3
where B
1k
t, B
2k
t, B
3k
t, B
4k
t are independent standard Brownian motions and
2
ik
> 0
represent the intensities of B
ik
t i 1, 2, 3, 4, respectively. Obviously, stochastic system
3.3 has the same equilibrium points as system 3.1. In the next section, we will investigate
the stability of the equilibrium P

of system 3.3. Below we will construct a class of dierent

Lyapunov functions to achieve our proof under certain conditions.
4. Stochastic Stability of the Endemic Equilibrium
In this paper, unless otherwise specied, let , F, {F
t
}
tt
0
, P be a complete probability
space with a ltration {F
t
}
tt
0
satisfying the usual conditions i.e., it is increasing and right
continuous while F
0
contains all P-null sets. Let
i
t be the Brownian motions dened on
this probability space. If R
0
> 1, then the stochastic system3.3 can be centered at its endemic
equilibrium P

k
, E

k
, I

k
, R

k
, by the change of variables
u
k
S
k
S

k
, v
k
E
k
E

k
, w
k
I
k
I

k
, z
k
R
k
R

k
. 4.1
we obtain
u
k

2

j1

kj
u
k
_

r0
f
j
rv
j
t rdr
2

j1

kj
S

k
_

r0
f
j
rv
j
t rdr
2

j1

kj
u
k
E

j
h
j
d
S
k
u
k

1k
u
k

B
1k
,
v
k

2

j1

kj
u
k
_

r0
f
j
rv
j
t rdr
2

j1

kj
S

k
_

r0
f
j
rv
j
t rdr
2

j1

kj
u
k
E

j
h
j

_
d
E
k

k
_
v
k

2k
v
k

B
2k
,
Abstract and Applied Analysis 7
w
k

k
v
k

_
d
I
k

k
_
w
k

3k
w
k

B
3k
,
z
k

k
w
k
d
R
k
z
k

4k
z
k

B
4k
, k 1, 2.
4.2
It is easy to see that the stability of the equilibrium of the system 3.3 is equivalent to
the stability of zero solution of system4.2. Before proving the main theoremwe put forward
a lemma in 21. Consider the d-dimensional stochastic dierential equation
dxt fxt, tdt gxt, tdBt, t t
0
. 4.3
Assume that the assumptions of the existence-and-uniqueness theorem are fullled. Hence,
for any given initial value xt
0
x
0
R
d
, 4.3 has a unique global solution that is denoted
by xt; t
0
, x
0
. Assume furthermore that f0, t 0 and g0, t 0 for all t t
0
. So 4.3 has the
solution xt 0 corresponding to the initial value xt
0
0. This solution is called the trivial
solution or equilibriumposition. Denote by C
2,1
R
d
t
0
, ; R

the family of all nonnegative

functions Vx, t dened on R
d
t
0
, such that they are continuously twice dierentiable
in x and once in t. Dene the dierential operator L associated with 4.3 by
L

t

d

i1
f
i
x, t

x
i

1
2
d

i,j1
_
g
T
x, tgx, t
_
ij

2
x
i
x
j
. 4.4
If L acts on a function V C
2,1
R
d
t
0
, ; R

, then
LVx, t V
t
x, t V
t
x, tfx, t
1
2
Tr
_
g
T
x, tV
xx
x, tgx, t
_
. 4.5
Denition 4.1. 1 The trivial solution of 4.3 is said to be stochastically stable or stable in
probability if for every pair of 0, 1 and r > 0, there exists a , r, t
0
> 0 such that
P{|xt; t
0
, x
0
| < r t t
0
} 1 4.6
whenever |x
0
| < . Otherwise, it is said to be stochastically unstable.
2 The trivial solution is said to be stochastically asymptotically stable if it is
stochastically stable, and, moreover, for every 0, 1, there exists a
0

0
, t
0
> 0
such that
P
_
lim
t
xt; t
0
, x
0
0
_
1 4.7
whenever |x
0
| <
0
.
3The trivial solution is said to be stochastically asymptotically stable in the large if it
is stochastically asymptotically stable and, moreover, for all x
0
R
d
,
P
_
lim
t
xt; t
0
, x
0
0
_
1. 4.8
8 Abstract and Applied Analysis
Lemma 4.2 see 21. If there exists a positive-denite decrescent radially unbounded function
Vx, t C
2,1
R
d
t
0
, ; R

such that LVx, t is negative denite, then the trivial solution

of 4.3 is stochastically asymptotically stable in the large.
From the above lemma, we can obtain the stochastically asymptotically stability of
equilibrium as follows.
Theorem 4.3. Assume that B
kj
is irreducible and R
0
> 1; then, if the following condition is
satised

2
1k
< 2d
S
k
,
2
2k
< 2
_
d
E
k

k
_
,
2
3k
< 2
_
d
I
k

k
_
,
2
4k
< 2d
R
k
, 4.9
the endemic equilibrium P

of system 3.3 is stochastically asymptotically stable in the large.

Proof. It is easy to see that we only need to prove the zero solution of 4.2 is stochastically
asymptotically stable in the large. Let xt ut, vt, wt, zt
T
. We dene the Lyapunov
function Vxt as follows:
Vx
2

k1

a
k
u
2
k
v
2
k
b
k
u
k
v
k

2
a
2
k
w
2
k
a
4
k
z
2
k

j1

kj
S

k
1a
k

r0
f
j
r
_
t
tr
v
2
k
d dr

,
4.10
where a
k
> 0, b
k
> 0 are real positive constants to be chosen later. So it is obvious that Vx
is positive denite and decrescent.
Using It os formula, we compute
LV

k1

2a
k
u
k
b
k
u
k
v
k

j1

kj
u
k
_

r0
f
j
rv
j
trdr
2

j1

kj
S

k
_

r0
f
j
rv
j
trdr
2

j1

kj
u
k
E

j
h
j
d
S
k
u
k

2v
k
b
k
u
k
v
k

j1

kj
u
k
_

r0
f
j
rv
j
t rdr
2

j1

kj
S

k
_

r0
f
j
rv
j
trdr

j1

kj
u
k
E

j
h
j

_
d
E
k

k
_
v
k

2a
2
k
w
k
_

k
v
k

_
d
I
k

k
_
w
k
_
2a
4
k
z
k
_

k
w
k
d
R
k
z
k
_
a
k
b
k

2
1k
u
2
k
1b
k

2
2k
v
2
k
a
2
k

2
3k
w
2
k
a
4
k

2
4k
z
2
k

j1

kj
S

k
1a
k
h
j
v
2
j

2

j1

kj
S

k
1a
k

r0
f
j
rv
2
j
trdr

.
4.11
Abstract and Applied Analysis 9
Using 3.2, we obtain
LV
2

k1

u
2
k

a
k
b
k

_
2d
S
k

2
1k
_
2
2

j1
a
k

kj
E

j
h
j

v
2
k

1 b
k

2
2

j1

kj
S

k
h
j

2
2k

a
2
k
w
2
k
_
2
_
d
I
k

k
_

2
3k
_
a
4
k
z
2
k
_
2d
R
k

2
4k
_
2

j1

kj
E

j
h
j
b
k

d
S
k

j1

kj
S

k
h
j

u
k
v
k
2
_
a
2
k

k
v
k
w
k

k
w
k
z
k
_
2
2

j1

kj
S

k
v
k
a
k
u
k

r0
f
j
rv
j
t rdr
2
2

j1

kj
u
k
v
k
a
k
u
k

r0
f
j
rv
j
t rdr
2

j1

kj
S

k
1 a
k
h
j
v
2
j

j1

kj
S

k
1 a
k

r0
f
j
rv
2
j
t rdr

.
4.12
In 4.12, we choose
b
k

2
j1

kj
S

k
h
j
_
d
S
k

2
j1

kj
S

k
h
j
_.
4.13
Then
LV
2

k1

u
2
k

a
k
b
k

_
2d
S
k

2
1k
_
2
2

j1
a
k

kj
E

j
h
j

v
2
k

1 b
k

2
2

j1

kj
S

k
h
j

2
2k

a
2
k
w
2
k
_
2
_
d
I
k

k
_

2
3k
_
a
4
k
z
2
k
_
2d
R
k

2
4k
_
2a
2
k
_

k
v
k
w
k
a
2
k

k
w
k
z
k
_
2
2

j1

kj
S

k
v
k
a
k
u
k

r0
f
j
rv
j
trdr2
2

j1

kj
u
k
v
k
a
k
u
k

r0
f
j
rv
j
trdr

j1

kj
S

k
1 a
k
h
j
v
2
j

2

j1

kj
S

k
1 a
k

r0
f
j
rv
2
j
t rdr

.
4.14
Moreover, using the Cauchy inequality to 2a
2
k

k
v
k
w
k
and 2a
4
k

k
w
k
z
k
, we can obtain
2a
2
k

k
v
k
w
k
a
2
k

k
_
v
2
k
a
k
a
k
w
2
k
_
,
2a
4
k

k
w
k
z
k
a
4
k

k
_
w
2
k
a
k
a
k
z
2
k
_
,
10 Abstract and Applied Analysis
2
2

j1

kj
S

k
v
k
a
k
u
k

r0
f
j
rv
j
t rdr a
k
2

j1

kj
S

k
_
u
2
k

_

r0
f
j
rv
2
j
t rdr
_

j1

kj
S

k
_
v
2
k

_

r0
f
j
rv
2
j
t rdr
_
.
4.15
Substituting 4.15 into 4.14 as well as using 1
_

r0
f
k
rdr h
k
> 0, yields
LV
2

k1

u
2
k

b
k
_
2d
S
k

2
1k
_

j1
a
k

kj
S

v
2
k

1 b
k

2
2

j1

kj
S

k

2
2k

a
k

k

2

j1

kj
S

a
2
k
w
2
k
_
2
_
d
I
k

k
_

2
3k
a
k
_

k

k
_
_
a
4
k
z
2
k
_
2d
R
k

2
4k
a
k

k
_
2
2

j1

kj
u
k
v
k
a
k
u
k

r0
f
j
rv
j
t rdr
2

j1

kj
S

k
1 a
k
v
2
j

L
0
V 2
2

k1
2

j1

kj
u
k
v
k
a
k
u
k

r0
f
j
rv
j
t rdr,
4.16
where
L
0
V

k1

u
2
k

b
k
_
2d
S
k

2
1k
_

j1
a
k

kj
S

v
2
k

2b
k
2

j1

kj
S

k
1b
k

2
2k
a
k

j1

kj
S

a
2
k
w
2
k
_
2
_
d
I
k

k
_

2
3k
a
k
_

k

k
_
_
a
4
k
z
2
k
_
2d
R
k

2
4k
a
k

k
_

.
4.17
From 4.9 it follows that there exists a
k
> 0 such that
a
k
< min

b
k
_
2d
S
k

2
1k
_

2
j1

kj
S

k
,
2b
k

2
j1

kj
S

k
1 b
k

2
2k

2
j1

kj
S

k
,
2
_
d
I
k

k
_

2
3k

k

k
,
2d
R
k

2
4k

.
4.18
Therefore, there exists C > 0 such that LV
0
C|u
k
, v
k
, w
k
, z
k
|
2
.
Abstract and Applied Analysis 11
Let us suppose that P{|v
k
t| <
k
} 1. Then
2
2

j1

kj
u
k
v
k
a
k
u
k

r0
f
j
rv
j
t rdr
2

j1

kj

k
_
u
2
k
1 2a
k
v
2
k
_
. 4.19
Therefore
LV
2

k1

u
2
k

b
k
_
2d
S
k

2
1k
_

j1
a
k

kj
S

k

2

j1

kj

k
1 2a
k

v
2
k

1 b
k

2
2

j1
a
k

kj
S

k
h
j

2
2k

a
k

k

2

j1

kj
S

j1

kj

a
2
k
w
2
k
_
2
_
d
I
k

k
_

2
3k
a
k
_

k

k
_
_
a
4
k
z
2
k
_
2d
R
k

2
4k
a
k

k
_

.
4.20
Hence for suciently small
k
> 0, LVx, t is negative denite in a suciently small
neighborhood of x 0 for t 0. According to Lemma 4.2, we therefore conclude that the zero
solution of 4.2 is stochastically asymptotically stable in the large. The proof is complete.
Acknowledgment
The rst author was partially supported by the NSF of China no. 10926106.
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