Results in Physics 20 (2021) 103719

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Results in Physics
journal homepage: www.elsevier.com/locate/rinp

Mathematical analysis of dengue stochastic epidemic model

Anwarud Din a, Tahir Khan b, Yongjin Li a, *, Hassan Tahir c, Asaf Khan d, Wajahat Ali Khan b
a
Department of Mathematics, Sun Yat-sen University, Guangzhou 510275, PR China
b
Department of Mathematics, University of Malakand, Khyber Pakhtunkhwa, Pakistan
c
Department of Mathematics, Ocean University of China, Qingdao 266100, PR China
d
Department of Mathematics, FATA University, Khyber Pakhtunkhwa, Pakistan

A R T I C L E I N F O A B S T R A C T

Keywords: Dengue is a vector-borne disease mainly affecting the tropical and subtropical regions. The transmission as well
Dengue transmission as the control of dengue virus is not deterministic while stochastic due to various factors. We use a stochastic
Mathematical model Markovian dynamics approach to describe the spreading of dengue and the threshold of the disease. The
Stochastic perturbation
coexistence space is composed by human and mosquito populations. First, we show that there is a global exis­
Stability
Numerical simulation
tence and positivity of the solution. Then, we calculate the basic stochastic reproduction number Rs0 as a
threshold that will determine the extinction or persistence of the disease. If Rs0 < 1, then the disease will die out,
while for the case R0 > 1, some sufficient condition for the existence of stationary distribution is obtained.
Finally, numerical simulations for the stochastic differential equations model describing the dynamics of dengue
virus were presented to illustrate our mathematical findings.

Introduction works [23–36] and references cited therein.

Noise is a major environmental issue, particularly in urban areas,
affecting a large number of people [1]. The health impacts of environ­
mental noise are a growing concern. Millions of healthy lives are lost
every year due to environmental noise [2]. Urbanization, economic
growth, and motorized transport are some of the driving forces for
environmental noise [1–3]. Authors in [4] studied environmental noise
due to planes, trains and vehicles etc, and linked such noises with other
health conditions like cardiovascular disease, sleep disturbance,
tinnitus, cognitive impairment in children, annoyance, etc. The trans­
mission of the dengue virus from mosquitoes to the human population
involves a lot of stochastic factors, and for a more detail of the dengue
transmission, the readers are advised to see [5–8].
Models like [9–13] containing stochastic differential equations are
more realistic and more appropriate compared to models [14–22]
consist of either fractional, ordinary or partial differential equations. As
long as the model is run with the same parameters, the stochastic model
may produce different results compared to the same deterministic
model. Stochastic models have specific characteristics of randomness.
The same set of parameter values and initial data may produce different
outputs in every simulation. Many authors discussed different tools for
studying various real-world problems, for instance, one can see the
The spreading pattern of the dengue infection is affected by a variety
of stochastic factors like climate, migration, and changes in human be­
haviors, etc. To take into account such influences in the study, we
developed a mathematical model describing the dynamics of dengue
through stochastic disturbances involving both human and mosquito
populations. There are two primary aspects of this study. Firstly, by
using a suitable Lyapunov function, the authors proved the uniqueness
and existence of a positive solution of the stochastic model, proving the
positive definiteness of the model. Secondly, by calculating the
approximate analogs of the threshold parameter, conditions for the
almost definite exponential stability of the disease-free equilibrium is
presented.
We organize this article into the following sections. In Section “The
Dengue epidemic model”, we will develop the model which represents
the dynamics of dengue fever using stochastic differential equations.
The existence and uniqueness of positive solutions are elaborated in
Section “Existence and uniqueness of the positive solution”. In Section
“Extinction and ergodic stationary distribution of the stochastic model”,
we study conditions for extinction and established sufficient conditions
for the existence of the ergodic stationary distribution of model (1).
Finally in Section “Numerical simulations”, we perform numerical
simulations on the proposed model to verify the theorems numerically.

* Corresponding author.
E-mail address: stslyj@mail.sysu.edu.cn (Y. Li).

https://doi.org/10.1016/j.rinp.2020.103719
Received 8 October 2020; Received in revised form 26 November 2020; Accepted 9 December 2020
Available online 12 January 2021
2211-3797/© 2020 The Author(s). Published by Elsevier B.V. This is an open access article under the CC BY-NC-ND license
(http://creativecommons.org/licenses/by-nc-nd/4.0/).
A. Din et al. Results in Physics 20 (2021) 103719

The Dengue epidemic model The description of the parameters used in the model is presented in
Table 1. If we put ηi = 0 for each i = {1, 2, 3, 4, 5}, one can easily get the
This section deals with the formulation of susceptible-infection- deterministic version of model (1) as
recovery model considering both human and vector populations and
dX h (t) β Xh (t)Yh (t) + β2 Xh (t)Yv (t)
later on, studying the long-term behavior of the proposed model. For = Λ− 1 − μ0 Xh (t),
dt Nh
developing the model, the following assumptions were taken into
consideration: dY h (t)
=
β1 Xh (t)Yh (t) + β2 Xh (t)Yv (t)
− (μ0 + μ2 + γ 1 )Yh (t),
dt Nh
1. The SIR random mathematical model can simulate the transmission dRh (t)
= γ1 Yh (t) − μ0 Rh (t), (2)
of serotypes, one of the dengue viruses between the host and the dt
vector. The model is actually based on susceptibility, infection, and dX v (t) β Xv (t)Yh (t)
removed features of the disease and thus it is a type of SIR model. The =λ− 3 − μ1 Xv (t),
dt Nh
model is based on two different types of populations: the human
dY v (t) β3 Xv (t)Yh (t)
population (Nh ), and the vector population (Nv ). The human popu­ = − μ1 Yv (t).
dt Nh
lation Nh is further divided into three categories: people who may be
infected with the dengue virus but capable of being infected Xh (i.e.,
susceptible), people who are infected with the dengue fever Yh The basic reproduction number of the deterministic model (2) is
(infected), and people who are recovered from the infection Rh given by
(removed). Similarly, the vector population Nv of mosquitoes is √̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅
divided into two groups: mosquitoes capable of being infected (sus­ β1 μ1 Λ + β21 μ21 Λ2 + 4β2 β3 μ0 γ1 λΛ + 4β2 β3 μ20 λΛ + 4β2 β3 μ2 λΛ
RD0 = .
ceptible, Xv ) and mosquitoes that are infected by the dengue virus 2μ1 Λ(μ0 + μ2 + γ 1 )
(infected, Yv ).
To prove that the developed model is biologically feasible and
2. Nowadays, it is believed that the dengue vaccine provides indefinite
mathematically well-posed, we demonstrated the following basic fea­
protection. Therefore, we assumed that the susceptible population
tures for model (1).
will move to the recovered population after successful vaccination.
3. All parameters and state variables of the proposed model are
Existence and uniqueness of the positive solution
assumed to be non-negative real numbers.
4. For the effect of noise, the functions B1 (t), B2 (t), B3 (t), B4 (t) and B5 (t)
This section illustrates the existence of a unique positive solution of
are assumed to be the standard Brownian motions, while η1 , η2 , η3 , η4 ,
the proposed dengue model (1).
η5 > 0 are considered to be the corresponding intensities of the white
noise. Moreover, the Brownian motion will satisfy the basic axiom of Theorem 1. For any initial value
B1 (0) = B2 (0) = B3 (0) = 0 = B4 (0) = B5 (0). X(0) = (Xh (0), Yh (0), Rh (0), Xv (0), Yv (0)) ∈ R5+ , there is a positive saluta­
5. The recovered individual will have permanent immunity to the tion X(t) = (Xh (t), Yh (t), Rh (t), Xv (t), Yv (t)) of the stochastic model (1) for
disease. t⩾0 and the solution will maintain in R5+ with probability one.

Assumptions (1–4) leads to the mathematical model given by the Proof. Since the constants involved in the equations are locally Lip­
following five stochastic differential equations: schitz continuous for the given initial population sizes (Xh (0), Yh (0),
[ ] Rh (0), Xv (0), Yv (0)) ∈ R5+ , thus there is a unique local solution (Xh (t),
β Xh (t)Yh (t)+β2 Xh (t)Yv (t)
dX h (t) = Λ− 1 − μ0 Xh (t) dt + η1 Xh (t)dB1 (t), Yh (t), Rh (t), Xv (t), Yv (t)) when t ∈ [0, τe ), where τe is the explosion time
Nh
[ ] (for detail, see the references [37–39]). To show that actually this so­
β1 Xh (t)Yh (t) +β2 Xh (t)Yv (t) lution is global, we need to prove that τe = ∞ a.s. Let k0 ⩾0 be suffi­
dY h (t) = − (μ0 + μ2 +γ 1 )Yh (t) dt + η2 Yh (t)dB2 (t),
Nh ciently large, so that Xh (0), Yh (0), Rh (0), Xv (0) and Yv (0) all lie within
dRh (t) = [γ1 Yh (t) − μ0 Rh (t)]dt + η3 Rh (t)dB3 (t), the interval [k10 , k0 ]. For each integer k⩾k0 , define the stopping time
[ ] {
β Xv (t)Yh (t) 1
dX v (t) = λ− 3 − μ1 Xv (t) dt + η4 Xv (t)dB4 (t), τk = inf t ∈ [0, τe ) : min{Xh (t), Yh (t), Rh (t), Xv (t), Yv (t)}⩽
Nh k (3)
[ ]
β Xv (t)Yh (t) ormax{Xh (t), Yh (t), Rh (t), Xv (t), Yv (t)}⩾k}.
dY v (t) = 3 − μ1 Yv (t) dt + η5 Yv (t)dB5 (t).
Nh
In this study, we set infϕ = ∞ whenever ϕ denotes the empty set. By
(1) definition, τk is increasing as k→∞. Set τ∞ = limk→∞ τk with 0⩽τ∞ ⩽τe a.s.
By proving τ∞ = ∞ a.s. we can demonstrate that τe = ∞ and (Xh (t), Yh (t)
, Rh (t), Xv (t), Yv (t)) ∈ R5+ a.s. for all t⩾0. In other words, to complete the
proof, we need to prove that τe = ∞ a.s. If the statement is false, there is
Table 1
Description of the parameters used in the model (1).
a pair of constants T > 0 and ∊ ∈ (0, 1), such that

Notation Parameters description P{τ∞ ⩽T} > ∊. (4)

Λ Human population birth rate Let Nh (t) = Xh (t) + Yh (t) + Rh (t), then for t⩽τk , we can see that
λ Mosquitoes birth rate
μ0 Human population death rate
dN(t) = (Λ − μ0 Nh (t) − μ2 Yh (t))dt⩽(Λ − μ0 Nh (t))dt. (5)
μ1 Mosquitoes population death rate By solving Eq. (5), we get
μ2 Death rate by the disease
⎧Λ Λ
β1 Rate at which infected human contact with non-infected human if Nh (0)⩽ ,
⎨μ ,
⎪
μ0
population
(6)
0
β2 Contact rate of infected human with non-infected mosquitoes
Nh (t)⩽ := M1 .
⎪
⎩ Λ
β3 Contact rate of infected mosquitoes and non-infected human population Nh (0), if Nh (0) > ,
μ0
γ1 Recovery rate of infected population

2
A. Din et al. Results in Physics 20 (2021) 103719

Similarly, let us consider Nv (t) = Xv (t) + Yv (t), then for t⩽τk , we have
Here k is a positive constant and it is independent of Xh , Yh , Rh , Xv , Yv
dN v (t) = (λ − μ1 Nv (t))dt⩽(Λ − μ0 Nv (t))dt. (7)
as well as t. Therefore,
Upon solving Eq. (7), we get
dH(Xh , Yh , Rh , Xv .Yv )⩽Kdt + η1 (Xh − 1)dB1 (t) + η2 (Yh − 1)dB2 (t) + η3 (Rh
⎧λ λ
if Nv (0)⩽ , − 1)dB3 (t) + η4 (Xv − 1)dB4 (t) + η5 (Yv − 1)dB5 (t).
⎨μ ,
⎪
μ1
Nv (t)⩽
1
:= M2 . (8) (12)
⎪
⎩ λ
Nv (0), if Nv (0) >
μ0
, Integration both side of Eq. (12) from 0 to τk ∧ T
E[H(Xh (τk ∧ T), Yh (τk ∧ T), Rh (τk ∧ T), Xv (τk ∧ T), Yv (τk ∧ T)]
Now, we define a C2 -function H : R5+ →R+ , such that
⩽H(Xh (0), Yh (0), Rh (0), Xv (0), Yv (0)) + K(τk ∧ T)
H(Xh (t), Yh (t), Rh (t), Xv (t), Yv (t)) = Xh (t) + Yh (t) + Rh (t) + Xv (t) + Yv (t) − 5 [ ∫ τk ∧T
− (logXh (t) + logYh (t) + logRh (t) +E η1 (Xh − 1)dB1 (t) + η2 (Yh − 1)dB2 (t) + η3 (Rh − 1)dB3 (t)
+logXv (t) + logYv (t)). 0
(13)
+η4 (Xv − 1)dB4 (t)
(9)
+ η5 (Yv − 1)dB5 (t)],
Clearly, the function H is non-negative that could be verified from
⩽H(Xh (0), Yh (0), Rh (0), Xv (0), Yv (0)) + KT.
the fact that y − 1 − logy⩾0, for all y > 0. Let k⩾k0 and T > 0 be arbitrary
and the application of It ̂o formula to Eq. (9) yields Setting Ωk = τk ⩽T for k⩾k1 and by Eq. (4), P(Ωk )⩾∊. Further, it is

( ) ( )
1 1
dH(Xh , Yh , Rh , Xv , Yv ) = 1− dX h + η1 (Xh − 1)dB1 (t) + 1 − dY h + η2 (Yh − 1)dB2 (t)
Xh Yh
( ) ( )
1 1
+ 1− dRh + η3 (Rh − 1)dB3 (t) + 1 − dX v + η4 (Xv − 1)dB4 (t)
Rh Xv
( ) (10)
1
+ 1− dY v + η5 (Yv − 1)dB5 (t),
Yv
= LH(Xh , Yh , Rh , Xv , Yv )dt + η1 (Xh − 1)dB1 (t) + η2 (Yh − 1)dB2 (t)
+η3 (Rh − 1)dB3 (t) + η4 (Xv − 1)dB4 (t) + η5 (Yv − 1)dB5 (t).

worthy to notice that for every ω ∈ Ωk , there exist at least one Xh (τk , ω),
In Eq. (10), LH : R5+ →R+ is defined by the following equation Yh (τk , ω), Rh (τk , ω), Xv (τk , ω), Yv (τk , ω) that equal k or 1k, and hence.

( )( )
1 β1 Xh Yh + β2 Xh Yv η21
LH(Xh , Yh , Rh , Xv , Yv ) = 1− Λ− − μ0 X h +
Xh Nh 2
( )( )
1 β1 Xh Yh + β2 Xh Yv η2
+ 1− − (μ0 + μ2 + γ1 )Yh + 2
Yh Nh 2
( ) 2 ( )( )
1 η 1 β Xv Yh
+ 1− (γ1 Yh − μ0 Rh ) + 3 + 1 − λ− 3 − μ1 Xv
Rh 2 Xv Nh
2 ( )( ) 2
η 1 β3 Xv Yh η
+ 4 + 1− − μ1 Yv + 5 ,
2 Yv Nh 2

Λ β 1 Xh Y h + β 2 Xh Y v η2
= Λ − μ0 Xh (t) − + + μ0 + 1 − (μ0 + μ2 )Yh
Xh Xh N 2
(11)
β1 Xh Yh + β2 Xh Yv η2 γ Yh η2
− + (μ0 + μ2 + γ 1 ) + 2 − μ0 Rh − 1 + μ0 + 3
Yh N 2 Rh 2

λ β3 Yh β Xv Yh η2 η2
+λ − μ1 Xv − + + μ1 − μ1 Y v − 3 + μ1 + 5 + 4 ,
Xv Nh Yv Nh 2 2
β1 Xh β2 Yv
⩽ Λ+ + + μ0 + μ0 + μ2 + γ 1 + μ 0 + λ + β 3 + μ 1 + μ 1
Nh Nh

η21 + η22 + η23 + η24 + η25

+ ,
2
⩽ Λ + λ + 3μ0 + 2μ1 + μ2 + γ1 + β1 + β3 + β2 M2

η21 + η22 + η23 + η24 + η25

+ := K.
2
3
A. Din et al. Results in Physics 20 (2021) 103719

H(Xh (τk ), Yh (τk ), Rh (τk ), Xv (τk ), Yv (τk )) is not less than k − 1 − logk or need to be proved.
1
k−1 + logk. Consequently
Theorem 2. If RS0 < 1, then the disease Ih (t) and Iv (t) will die out expo­
( )
1 nentially with probability one, i.e.,
H(Xh (τk ), Yh (τk ), Rh (τk ), Xv (τk ), Yv (τk ))⩾E(k − 1 − logk) ∧ − 1 + logk .
k logIv (t) η2
(14) limsup ⩽(μ1 + 4 )(R0v − 1) < 0 a.s.
t→∞ t 2
Thus, it is follows from Eq. (4) and Eq. (13) that
and

H(Xh (0), Yh (0), Rh (0), Xv (0), Yv (0)) + KT⩾ E[1Ω(ω) H(Xh (τk ), Yh (τk ), Rh (τk ), Xv (τk ), Yv (τk ))) ],
[( ( )]
1 (15)
⩾ ∊ k − 1 − logk) ∧ − 1 + logk ,
k

where 1Ω(ω) is the indicator function of Ω. Letting k→∞ leads to the logIh (t) 1
limsup ⩽(μ0 + μ2 + γ1 + η22 )(R0h − 1) < 0 a.s.
contradiction ∞ > H(Xh (0), Yh (0), Rh (0), Xv (0), Yv (0)) +(M1 +M2 )T = ∞ t→∞ t 2
which implies that τ∞ = ∞ a.s and this completes the proof. □
Moreover

Extinction and ergodic stationary distribution of the stochastic limXh (t) =

Λ
,
model t→∞ μ0
limYh (t) = 0,
This section will dealt with the analysis of extinction and ergodic
t→∞

stationary distribution of the model under consideration. For conve­ limRh (t) = 0,
t→∞
(19)
nience, let
λ
∫ limXv (t) = ,
1 t t→∞ μ1
〈Z(t)〉 = z(r)dr. (16)
t 0 limYv (t) = 0, a.s.
t→∞

Lemma 1. (Strong Law of Large Number)[9,10,40] Let M = {M}0⩽t be

continuous and real-valued local martingale, which vanish as t→0, then Proof. The application of integration on both side of the proposed
model (1) gives the following equations
Mt
lim 〈M, M〉t = ∞, a.s., ⇒lim = 0, a.s. and also,
t→∞ t→∞ 〈M, M〉 Xh (t) − Xh (0) Yh (t) − Yh (0) Rh (t) − Rh (0)
(17)
t + +
〈M, M〉t Mt t t t
∫ t
lim sup < 0, a.s., ⇒lim = 0, a.s. η1
t→∞ t t→∞ t = Λ − μ0 〈Xh (t)〉 − (μ0 + μ2 )〈Yh (t)〉 + μ0 〈Rh (t)〉 + Xh dB1 (s)
t 0
∫ t ∫ t
η2 η3
+ Yh dB2 (s) + Rh dB3 (s). (20)
t t
Lemma 2. [9,38,39] Let f is from the space C[[0, ∞) × Ω(0, ∞)] and F(t) 0 0

is from C([0, ∞) × Ω, R). Assuming the positive constants λ0 , λ1 and T in such For the sake of brevity, we use the notion ϕ(t) in Eq. (20) and with
a way that some algebraic computation, we arrive to the following
∫t
F(t) Λ μ0 + μ2
logf (t)⩽ − λ0 f (s)ds + λ1 t + F(t)a.s., forallt⩾Tandimt→∞ = 0a.s., 〈Xh (t)〉 = − 〈Yh (t)〉 − 〈Rh (t)〉 + ϕ(t), (21)
0 t μ0 μ0
∫t
f (s)ds where the value of ϕ(t) is defined via the subsequent equation
λ1 [
thenlim sup 0 ⩽ a.s.
t→∞ t λ0 1 Xh (t) − Xh (0) Yh (t) − Yh (0) Rh (t) − Rh (0)
ϕ(t) = − + +
(18) μ0 t t t
∫t ∫t ∫t ] (22)
For our future need, let us define another threshold parameter η η η
− 1 Xh dB1 (s) − 2 Yh dB2 (s) − 3 Rh dB3 (s) .
t 0 t 0 t 0
⎡ ⎤⎡ ⎤
Obviously
⎢ β1 Λ ⎥⎢ β3 λ ⎥
RS0 = ⎢
⎣
⎥⎢
η2 ⎦⎣ η2 ⎦
⎥
limϕ(t) = 0 a.s. (23)
μ0 (μ0 + μ2 + γ1 + 22 ) μ1 (μ1 + 24 ) t→∞

β1 β3 Λλ In a similar way, we apply the integration on both sides of the last

= η22 η24
. two equation of the proposed model (1), which gives the following
μ0 μ1 (μ0 + μ2 + γ1 + 2 )(μ1 + 2 ) equation

Extinction

We will find the conditions under which the disease will extinct from
the community. For this purpose, the following assertion is stated which

4
A. Din et al. Results in Physics 20 (2021) 103719

Xv (t) − Xv (0) Yv (t) − Yh (0) ∫

+ = λ − μ1 〈Xv (t)〉 − μ1 〈Yv (t)〉 Xh (t) Xh (t)Yv (t) η2 η t
t t dlogYh (t) = β1 〈 〉 + β2 〈 〉 − (μ0 + μ2 + γ 1 ) − 2 + 2 B2 (t),
∫ ∫ N(t) Yh (t)N(t) 2 t 0
η t η t (24)
+ 4 Xv dB4 (s) + 5 Yh dB4 (s). ∫
t 0 t 0 η η t
2
⩽β1 〈Xh (t)〉 + β2 〈Yv (t)〉 − (μ0 + μ2 + γ1 ) − 2 + 2 B2 (t),
2 t 0
[ ]
By using some notations in Eq. (24) and doing some algebraic com­ = β1
Λ μ 0 + μ2
−
η2
〈Yh (t)〉 − 〈Rh (t)〉 + ϕ(t) − (μ0 + μ2 + γ1 ) − 2
putations, we can get the following equation μ0 μ0 2
∫t
λ η
〈Xv (t)〉 = − 〈Yh (t)〉 + Ψ(t). (25) +β2 〈Yv (t)〉 + 2 B2 (t),
μ1 t 0

Here the value of Ψ(t) is defined as Λ η2 β (μ + μ2 )

= − (μ0 + μ2 + γ 1 + 2 ) − 1 0 〈Yh (t)〉 − β1 〈Rh (t)〉 + β1 ϕ
[ ∫ β 1 μ0 2 μ0
1 Xv (t) − Xv (0) Yv (t) − Yv (0) η4 t
Ψ(t) = − + − Xv dB4 (s) ∫
μ1 t t t 0 η t
∫t ] +β2 〈Yv (t)〉 + 2 B2 (t),
η t 0
− 5 Yv dB5 (s) . (26) ( )(
t 0 1 (β1 + β2 )(μ0 + μ2 )
= μ0 + μ2 + γ1 + η22 R0h − 1) − 〈Yh (t)〉
Clearly 2 μ0
∫
lim Ψ(t) = 0 a.s. (27) η t
t→∞ − β1 〈Rh (t)〉 + β1 ϕ(t) + 2 B2 (t),
t 0
By applying the It ̂ o formula to the second last equation of model (1), ( )( ∫
integrating the same from 0 to t and then dividing it by t yields
1 η t
⩽ μ0 + μ2 + γ 1 + η22 R0h − 1) + β2 〈Yv (t)〉 + β1 ϕ(t) + 2 B2 (t).
2 t 0
∫
dlogYv (t) = β3 〈
Xv (t)Yh (t) η2 η t
〉 − μ1 − 4 + 4 B4 (t), (32)
Nh (t) 2 t 0
Following the well-known law, the local martingales of large number
∫
Xv (t) η2 η t theorem, we get the following equation
= β3 〈 〉 − μ1 − 4 + 4 B4 (t),
Yv (t) 2 t 0 ∫
η t
∫ limsup 2 B2 (t) = 0, a.s. (33)
η2 η t t→∞ t 0
⩽β3 〈Xv (t)〉 − μ1 − 4 + 4 B4 (t),
2 t 0 The combination of Eq. (23), Eq. (31) and Eq. (33) with some alge­
λ η2 η t
∫ (28) braic manipulation, will gives
= β3 ( − 〈Yh (t)〉 + Ψ(t)) − μ1 − 4 + 4 B4 (t),
μ1 2 t 0 logYh (t) 1
∫ limsup ⩽(μ0 + μ2 + γ 1 + η22 )(RS0 − 1) < 0, a.s. (34)
βλ η2 η t t→∞ t 2
= 3 − (μ1 + 4 ) − β3 〈Yh (t)〉 + β3 Ψ(t)) + 4 B4 (t),
μ1 2 t 0 From the above equation, by letting R0h < 1 a simple conclusions may
∫ be drawn that
η2 η t
⩽(μ1 + 4 )(R0v − 1) + β3 Ψ(t)) + 4 B4 (t).
2 t 0 limYh (t) = 0 a.s.
t→∞
(35)
lim〈Yh (t)〉 = 0 a.s.
t→∞
Following the well known law i.e., the large number theorem for
Similarly, integrating the third equation of system (1) from 0 to t and
local martingales (for detail, see [39–41]), we arrive to the following
then dividing the obtained expression by t, we get
equation
∫
∫ Rh (t) − Rh (0) η t
η t = γ1 〈Yh (t)〉 − μ0 〈Rh (t)〉 + 3 Rh dB3 (s), (36)
lim sup 4 B4 (t) = 0, a.s. (29) t t 0
t→∞ t 0
The combination of Eq. (28) and Eq. (27) with some algebraic ma­ and thus
nipulations, will gives 1
[ ∫
Rh (t) − Rh (0) η3 t
]
〈Rh (t)〉 = − γ 1 〈Yh (t)〉 − − Rh dB3 (s) , (37)
logYv (t) η2 μ0 t t 0
lim sup ⩽(μ1 + 4 )(R0v − 1) < 0, a.s. (30)
t→∞ t 2
which implies that
□ The simple meaning of the above equation implies that if R0v < 1,
limRh (t) = 0, a.s. (38)
we reach to the following facts t→∞

Next, by using Eq. (21), Eq. (23), Eq. (35) and Eq. (38), we obtain
lim Yv (t) = 0 a.s. that
t→∞
(31)
lim 〈Yv (t)〉 = 0 a.s.
t→∞ Λ
limXh (t) = , a.s. (39)
In the same way, by applying It ̂ o formula to the second equation of t→∞ μ0
model (1), using the limits from 0 to t and then divided by t, we have To find the value of limt→∞ Sv (t), we need to use Eq. (31) and Eq. (26)
and then putting these relations in Eq. (25), we get
λ
limXv (t) = , a.s. (40)
t→∞ μ1
Thus, we concluded that the disease extinction depends on the value
of the parameter RS0 , i.e., for RS0 < 1, ultimately the disease will extinct

5
A. Din et al. Results in Physics 20 (2021) 103719

out of the population. where c1 , c2 are some positive constants. These constants will need to be
find out at later stages. To deal with Eq. (44), first we need to apply the
Stationary distribution Ito’s formula to the proposed system (1) to get
L (Xh + Yh + Rh + Xv + Yv ) = Λ − μ0 Nh − μ2 Yh + λ − μ1 Nv ,
Whenever a disease enters into a population and start to spread with
a high rate, the health officials particularly showing interest in its long- Λ β1 Yh β2 Yv η2
L (lnXh ) = − − − μ0 − 1 ,
term behaviors and mathematically this could be effectively deal by Xh Nh Nh 2
(45)
using the tools of stability. As for as the deterministic models are con­
β Xh β Xh Yv η2
cerned, one can show that under some conditions the associated model L (lnYh ) = 1 + 2 − (μ0 + μ2 + γ 1 ) − 2 .
Nh Yh Nh 2
has an endemic equilibrium which could be globally asymptotically
stable. But for the stochastic systems like model (1), there is no endemic
equilibrium and thus it is hard to say that when the disease will persist in Next, we can write
the populations. Based on the theory of Has’minskii [41], here in this
section we intend to prove that there is an ergodic stationary distribu­ L (V1 ) = L (Xh + Yh + Rh + Sv + Iv ) − c1 L (lnXh ) − c2 L (lnYh ), (46)
tion of system (1), which reveals that the disease will persist. A deter­ The substitution of values in the above equation leads us to the
ministic version of system (1) can be easily obtained if we let η1 = η2 = following equation
η3 = η4 = η5 = 0, however, the original model (stochastic model) is
completely different from its associated deterministic one. It is also L (V1 ) = Λ − μ0 Nh − μ2 Yh + λ − μ1 Nv −
c1 Λ c1 β1 Yh c1 β2 Yv
+ +
known that the stochastic system has no endemic disease state. There­ Xh Nh Nh
fore, it is not possible to study the persistence of the disease with the c1 η21 c2 β1 Xh
help of linear stability analysis. Thus, we turned our attention to the +c1 μ0 +
2
−
Nh
stationary distribution of the proposed system (1); ultimately, this im­
plies the persistence of the problem. −
2 β2 Xh Yv
+ c2 (μ0 + μ2 + γ1 ) +
c2 η22
Let us assume that the function X(t) is a regular time-homogeneous Yh Nh 2
Markov process in Rn+ and mathematically it is of the form √̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅
3 c1 Λ c2 β1 Xh
⩽− 3 μ Nh + Λ + λ + c2 (μ0 + μ2 + γ1 )
∑
k Xh Nh 0
dX(t) = b(X)dt + σ r dBr (t). (41)
r=1 c1 β Yh c1 β2 Yv c1 σ 21
+ 1 + c 1 μ0 + +
Nh N 2
The diffusion matrix is defined as follows
c2 σ 2
[ ] ∑
k + 2
A(X) = aij (x) , aij (x) = σ ir (x)σrj (x), a.s. (42) 2
r=1
η21 η22
= − 3(μ0 Λβ1 c1 c2 )1/3 + Λ + λ + c1 (μ0 + ) + c2 (μ0 + μ2 + γ 1 + )
2 2
Lemma 3. The Markov process X(t) has a unique stationary distribution β Yh β Yv
+c1 ( 1 + 2 ).
m(⋅) if there is a bounded domain U ∈ Rd with a regular boundary such that Nh Nh
its closure U ∈ Rd has the following properties. (47)
Moreover, we assume that
1. In the open domain U and some of its neighbors, the smallest eigenvalue of
the diffusion matrix A(t) is set far from zero. Λ + λ = c1 (μ0 +
η21
) = c2 (μ0 + μ2 + γ 1 +
η22
), (48)
2. If x ∈ Rd U, the mean time τ at which a path issuing from x reaches the set 2 2
U is finite, and supx∈k Eτx < ∞ for every compact subset. Moreover, if f(⋅)
where
is a function integrable with respect to the measure π, then
Λ+λ Λ+λ
{ ∫ T ∫ } c1 = η2
, and c2 = η2
. (49)
1 (μ0 + 21 ) (μ0 + μ2 + γ1 + 22 )
P lim f (Xx (t))dt = f (x)π(dx) = 1.
T→∞ T 0 Rd

□ Consequently
For future need, let us define another threshold value
⎡ ⎛ ⎞1/3 ⎤
μ0 Λβ1
R0 = . (43) ⎢ ⎜ μ0 Λβ1 (Λ + λ)2 ⎟ ⎥
η2
(Λ + λ)(μ0 + μ2 + γ1 + 22 )(μ0 + 21 )
η2 L (V1 ) ⩽⎢ ⎜
⎣ − 3⎝ σ22
⎟
η21 ⎠
− 3(Λ + λ) ⎥
⎦
(μ0 + μ2 + γ 1 + 2 )(μ0 + 2 ) (50)

β Yh β Yv
Theorem 3. If R0 > 1, then a solution (Xh (t), Yh (t), Rh (t), Xv (t), Yv (t)) of +c1 ( 1 + 2 ),
Nh Nh
system (1) is ergodic. Moreover, there exist a unique stationary distribution
π (⋅). by using the parameter R0 in the above equation, we have
Proof. For proving the Theorem, we need to prove the second condi­ [ ] (
β Yh β Yv
)
tion of Lemma 3. For this purpose, we define a non-negative C2 -function L (V1 )⩽ − 3(Λ + λ) (R0 )1/3 − 1 + c1 1 + 2 . (51)
Nh Nh
V : R5+ →R+ of the form
Addition, one can obtain that
V1 = Xh + Yh + Rh + Xv + Yv − c1 lnX h − c2 lnY h , (44)

6
A. Din et al. Results in Physics 20 (2021) 103719

γ1 Yh η2 minimum value around V2 (Xh (0), Yh (0), Rh (0), Xv (0), Yv (0)) in the
L (− lnRh ) = − R h + μ0 + 3
Rh 2 interior of R5+ . Next, we define a nonnegative C2 -function V : R5+ →R+ as
follows
λ β3 Yh η2
L (− lnXv ) = − + + μ1 + 4 , (52)
Xv Nh 2 V(Xh , Yh , Rh , Xv , Yv ) = V2 (Xh , Yh , Rh , Xv , Yv ) − V2 (Xh (0), Yh (0), Rh (0),
Xv (0), Yv (0)).
β3 Xv Yh (t) η2
L (− lnYv ) = − + μ1 + 5 .
Yv Nh 2 The application of the Ito’s formula and the use of model (1) will
We define another function of the form gives us
{ [ ] }
β Yh β Yv
V2 = c3 (Xh + Yh + Rh + Xv + Yv − c1 lnXh − c2 lnYh ) − lnXh − lnRh − lnXh L V ⩽c3 − 3(Λ + λ) (R0 )1/3 − 1 + c1 ( 1 + 2 )
Nh Nh
− lnYh + Xh + Yh + Rh + Xv + Yv
{ 2} { }
= (c3 + 1)(Xh + Yh + Rh + Xv + Yv ) − (c3 c1 + 1)lnXh − c3 c2 lnYh − lnRh Λ β1 Yh β2 Yv η − γ 1 Yh (t) η2
− − − − μ0 − 1 + + μ0 + 3
− lnXh − lnYh ,
Xh Nh Nh 2 Rh 2 (56)
{ 2}
(53)
2
λ β3 Yh (t) η β Xv (t)Yh (t) η
+ − + + μ1 + 4 − 3 + μ1 + 5
Xv Nh 2 Yv Nh 2
where c3 > 0 represent a constant which we will be determined later. By
+Λ − μ0 Nh − μ2 Yh + λ − μ1 Nv ,
looking into Eq. (53), we easily reaches to the following
liminf (Xh , Yh , Rh , Xv , Yh ) = + ∞, or ultimately we can write
(Xh , Yh , Rh , Xv , Yv )∈R5+ ⧹Uk
Λ γ Yh (t) λ
L V⩽ − c3 c4 + c1 c3 β1 − + (c1 c3 + 1)β2 Yv + β1 − 1 + 2μ0 −
where k→∞ and Uk = (1k, k) × (1k, k) × (1k, k). Xh Rh Xv
Next, we will prove that V2 (Xh , Yh , Rh , Xv , Yh ) has unique minimum β Xv (t)Yh (t)
+ β3 + 2μ1 − 3 + Λ − μ0 Nh − μ2 Yh + λ − μ1 Nh
value. Y v Nh
V2 (Xh (0), Yh (0), Rh (0), Xv (0), Yv (0)). The partial derivatives of V2 (Xh , η21 + η23 + η24 + η25
+ ,
Yh , Rh , Xv , Yh ) with respect to Xh , Yh , Rh , Xv , Yh is calculated as follows 2
(57)
∂V2 (Xh + Yh + Rh + Z + Xv + Yv ) c3 c1 + 1
= 1 + c3 − ,
∂ Xh Xh where
∂V2 (Xh + Yh + Rh + Z + Xv + Yv ) c2 c3 [ ]〉
= 1 + c3 − , c4 = 3(Λ + λ) (R0 )1/3 − 1 0.
∂Yv Yh
∂V2 (Xh + Yh + Rh + Z + Xv + Yv ) 1
= 1 + c3 − , (54) We define a set is given by
∂ Rh Rh { }
1 1 1 1 1
∂V2 (Xh + Yh + Rh + Z + Xv + Yv ))
= 1 + c3 −
1
, D = ε1 ⩽Xh ⩽ , ε1 ⩽Yh ⩽ , ε1 ⩽Rh ⩽ , ε1 ⩽Xv ⩽ , ε1 ⩽Yv ⩽ , (58)
∂Xv Xv ε2 ε2 ε2 ε2 ε2
∂V2 (Xh + Yh + Rh + Z + Xv + Yv )) 1 where εi > 0, for i = 1, 2 are constants, which are very small and will
= 1 + c3 − .
∂Yv Yv need to be find out later on. We divide the domain R5+ ⧹D into the ten
It can be easily proven that V2 have unique stagnation point which is regions is follows
given by the following equation {( }
D1 = Xh , Yh , Rh , Xv , Yv ) ∈ R5+ , 0 < Xh < ε1 ,
( )
c1 + 1 c2 c3 1 1 1 {( }
(Xh (0), Yh (0), Rh (0),Xv (0), Yv (0)) = , , , , . D2 = Xh , Yh , Rh , Xv , Yv ) ∈ R5+ , 0 < Yh < ε1 , Xh > ε2 ,
1 + c3 1 + c3 1 + c3 1 + c3 1 + c3
(55) {( }
D3 = Xh , Yh , Rh , Xv , Yv ) ∈ R5+ , 0 < Rh < ε2 , Yh > ε1 ,
Furthermore, the Hesse matrix of V2 (Xh , Yh , Rh , Xv , Yv ) at (Xh (0), Yh (0) {( }
1
, Rh (0), Z(0),Xv (0), Yv (0)) is defined by the following D4 = Xh , Yh , Rh , Xv , Yv ) ∈ R5+ , Xh > ,
ε2
⎡ c3 c1 + 1 ⎤ {( }
0 0 0 0 1
2
⎢ Sh (0) ⎥ D5 = Xh , Yh , Rh , Xv , Yv ) ∈ R5+ , Yh > ,
⎢ ⎥ ε2
⎢ c2 c3 ⎥
⎢ 0 0 0 0 ⎥ {( }
⎢ ⎥ 1
⎢ I 2h (0) ⎥ D6 = Xh , Yh , Rh , Xv , Yv ) ∈ R5+ , Rh > ,
⎢ ⎥ ε2
⎢ ⎥
⎢ 1 ⎥ {( }
⎢ 0 0 0 0 ⎥
B=⎢
R2h (0) ⎥. D7 = Xh , Yh , Rh , Xv , Yv ) ∈ R5+ , Xv < ε1 ,
⎢ ⎥
⎢ ⎥ {( }
⎢ ⎥
⎢ 1 ⎥ D8 = Xh , Yh , Rh , Xv , Yv ) ∈ R5+ , Yv < ε1 , Xv > ε1 ,
⎢ 0 0 0 0 ⎥
⎢ S2v (0) ⎥ {( }
⎢ ⎥ 1
⎢ ⎥ D9 = Xh , Yh , Rh , Xv , Yv ) ∈ R5+ , Xv > ,
⎣ 1 ⎦ ε2
0 0 0 0
I 2v (0) {( }
1
D10 = Xh , Yh , Rh , Xv , Yv ) ∈ R5+ , Yv > .
Obviously, one can notice from the above relation that B is a positive ε2
definite matrix. Hence, V2 (Xh , Yh , Rh , Xv , Yv ) has a minimum value
Now, we will prove that L V(Xh , Yh , Rh , Xv , Yv ) < 0 on R5+ ⧹D, which
V2 (Xh (0), Yh (0), Rh (0), Xv (0), Yv (0)). Thus according to lemma (3) and
is the equivalent of displaying it on the whole domain.
the continuity of V2 (Xh , Yh , Rh , Xv , Yv ), we can get that it has a unique
Case 1. If (Xh , Yh , Rh , Xv , Yv ) ∈ D1 , then by Eq. (57) we have

7
A. Din et al. Results in Physics 20 (2021) 103719

Λ γ Yh (t) λ
LV ⩽ − c3 c4 + c1 c3 β1 − + (c1 c3 + 1)β2 Yv + β1 − 1 + 2 μ0 − + β3 + 2μ1
Xh Rh Xv

β3 Xv (t)Yh (t) η2 + η23 + η24 + η25

− + Λ − μ0 N h − μ2 Y h + λ − μ1 N h + 1
Y v Nh 2
(59)
η21 + η23 + η24 + η25 Λ
⩽c1 c3 β1 + Λ + λ + 2μ0 + 2μ1 + β3 + (c1 c3 + 1)β2 M2 + −
2 Xh

η + η + η24 + η25
2
1
2
3 Λ
⩽c1 c3 β1 + Λ + λ + 2μ0 + 2μ1 + β3 + (c1 c3 + 1)β2 M2 + − .
2 ε1

Let ε1 > 0 be as sufficiently small so that c1 c3 β1 + Λ + λ + 2μ0 +

2μ1 + β3 + (c1 c3 + 1)β2 M2 +
η21 +η23 +η24 +η25
− Λ
< 0. In such case, we have Let ε1 = ε22 , choose ε1 > 0 small enough such that c1 c3 β1 + Λ + λ +
2 ε1
η21 +η23 +η24 +η25
L V < 0 for any (Xh , Yh , Rh , Xv , Yv ) ∈ D1 . 2μ0 + 2μ1 + β3 + (c1 c3 + 1)β2 M2 + 2 − γ 1 ε1
ε2 < 0. For this case,
Case 2. If (Xh , Yh , Rh , Xv , Yv ) ∈ D2 then by virtue of Eq. (57), we can we get L V < 0 whenever (Xh , Yh , Rh , Xv , Yv ) ∈ D3 .
obtain Case 4. If (Xh , Yh , Rh , Xv , Yv ) ∈ D4 and using Eq. (57), we obtain that

Λ γ Yh (t) λ
LV ⩽ − c3 c4 + c1 c3 β1 − + (c1 c3 + 1)β2 Yv + β1 − 1 + 2 μ0 − + β3 + 2μ1
Xh Rh Xv

β3 Xv (t)Yh (t) η2 + η23 + η24 + η25

− + Λ − μ0 N h − μ2 Y h + λ − μ1 N h + 1
Y v Nh 2

η21 + η23 + η24 + η25 β3 Yh (t) (60)

⩽c1 c3 β1 + Λ + λ + 2μ0 + 2μ1 + β3 + (c1 c3 + 1)β2 M2 + −
2 Nh

η + η + η24 + η25
2
1
2
3 β3 ε1
⩽c1 c3 β1 + Λ + λ + 2μ0 + 2μ1 + β3 + (c1 c3 + 1)β2 M2 + − .
2 ε2

Let ε1 = ε22 be enough small so that c1 c3 β1 + Λ + λ + 2μ0 + 2μ1 +

η21 +η23 +η24 +η25
β3 + (c1 c3 + 1)β2 M2 + 2 − β 3 ε1
ε2 < 0. Thus, L V < 0 for any (Xh ,
Yh , Rh , Xv , Yv ) ∈ D2 .
Case 3. If (Xh , Yh , Rh , Xv , Yv ) in D3 , then from Eq. (57), we can obtain

Λ γ Yh (t) λ
LV ⩽ − c3 c4 + c1 c3 β1 − + (c1 c3 + 1)β2 Yv + β1 − 1 + 2 μ0 − + β3 + 2μ1
Xh Rh Xv

β3 Xv (t)Yh (t) η2 + η23 + η24 + η25

− + Λ − μ0 N h − μ2 Y h + λ − μ1 N h + 1
Y v Nh 2

η21 + η23 + η24 + η25 γ 1 Yh (t) (61)

⩽c1 c3 β1 + Λ + λ + 2μ0 + 2μ1 + β3 + (c1 c3 + 1)β2 M2 + −
2 Rh

η21 + η23 + η24 + η25 γ 1 ε1

⩽c1 c3 β1 + Λ + λ + 2μ0 + 2μ1 + β3 + (c1 c3 + 1)β2 M2 + − .
2 ε2

8
A. Din et al. Results in Physics 20 (2021) 103719

Λ γ Yh (t) λ
LV ⩽ − c3 c4 + c1 c3 β1 − + (c1 c3 + 1)β2 Yv + β1 − 1 + 2 μ0 − + β3 + 2μ1
Xh Rh Xv

β3 Xv (t)Yh (t) η2 + η23 + η24 + η25

− + Λ − μ0 N h − μ2 Y h + λ − μ1 N h + 1
Y v Nh 2

η21 + η23 + η24 + η25 (62)

⩽c1 c3 β1 + Λ + λ + 2μ0 + 2μ1 + β3 + (c1 c3 + 1)β2 M2 + − μ0 Nh
2
η + η + η24 + η25
2
1
2
3 μ0
⩽c1 c3 β1 + Λ + λ + 2μ0 + 2μ1 + β3 + (c1 c3 + 1)β2 M2 + − .
2 ε2

By choosing sufficiently small ε2 > 0 that ensure c1 c3 β1 + Λ + λ + Choice of sufficiently small ε2 > 0 will leads to
η21 +η23 +η24 +η25 η21 +η23 +η24 +η25
2μ0 + 2μ1 + β3 + (c1 c3 + 1)β2 M2 + 2 − μ0
ε2 . < 0, so that, we can cc1 c3 β1 +Λ +λ +2μ0 +2μ1 +β3 +(c1 c3 +1)β2 M2 + 2 − μ0
ε2 <0
get L V < 0 for any (Xh , Yh , Rh , Xv , Yv ) ∈ D4 . which will guarantee that L V < 0 for any (Xh , Yh , Rh , Xv , Yv ) in D6 .
Case 5. If (Xh , Yh , Rh , Xv , Yv ) ∈ D5 , then from Eq. (57), we can write Case 7. If (Xh , Yh , Rh , Xv , Yv ) ∈ D7 , then from Eq. (57), we have

Λ γ Yh (t) λ
LV ⩽ − c3 c4 + c1 c3 β1 − + (c1 c3 + 1)β2 Yv + β1 − 1 + 2 μ0 − + β3 + 2μ1
Xh Rh Xv

β3 Xv (t)Yh (t) η2 + η23 + η24 + η25

− + Λ − μ0 N h − μ2 Y h + λ − μ1 N h + 1
Y v Nh 2

η21 + η23 + η24 + η25 (63)

⩽c1 c3 β1 + Λ + λ + 2μ0 + 2μ1 + β3 + (c1 c3 + 1)β2 M2 + − μ0 Nh
2
η21 + η23 + η24 + η25 μ0
⩽c1 c3 β1 + Λ + λ + 2μ0 + 2μ1 + β3 + (c1 c3 + 1)β2 M2 + − .
2 ε2

Again choosing ε2 > 0 a sufficiently small number, such that

c1 c3 β1 + Λ + λ + 2μ0 + 2μ1 + β3 + (c1 c3 + 1)β2 M2 +
η21 +η23 +η24 +η25
2 − μ0
ε2 < 0. By doing so, we get that L V < 0 for any (Xh , Yh , Rh ,
Xv , Yv ) ∈ D5 .
Case 6. If (Xh , Yh , Rh , Xv , Yv ) ∈ D6 , then Eq. (57) will yields

Λ γ Yh (t) λ
LV ⩽ − c3 c4 + c1 c3 β1 − + (c1 c3 + 1)β2 Yv + β1 − 1 + 2 μ0 − + β3 + 2μ1
Xh Rh Xv

β3 Xv (t)Yh (t) η2 + η23 + η24 + η25

− + Λ − μ0 N h − μ2 Y h + λ − μ1 N h + 1
Y v Nh 2

η21 + η23 + η24 + η25 (64)

⩽c1 c3 β1 + Λ + λ + 2μ0 + 2μ1 + β3 + (c1 c3 + 1)β2 M2 + − μ0 Nh
2
η21 + η23 + η24 + η25 μ0
⩽c1 c3 β1 + Λ + λ + 2μ0 + 2μ1 + β3 + (c1 c3 + 1)β2 M2 + − .
2 ε2

9
A. Din et al. Results in Physics 20 (2021) 103719

Λ γ Yh (t) λ
LV ⩽ − c3 c4 + c1 c3 β1 − + (c1 c3 + 1)β2 Yv + β1 − 1 + 2 μ0 − + β3 + 2μ1
Xh Rh Xv

β3 Xv (t)Yh (t) η2 + η23 + η24 + η25

− + Λ − μ0 N h − μ2 Y h + λ − μ1 N h + 1
Y v Nh 2

η21 + η23 + η24 + η25 λ (65)

⩽c1 c3 β1 + Λ + λ + 2μ0 + 2μ1 + β3 + (c1 c3 + 1)β2 M2 + −
2 Xv

η21 + η23 + η24 + η25 λ

⩽c1 c3 β1 + Λ + λ + 2μ0 + 2μ1 + β3 + (c1 c3 + 1)β2 M2 + − .
2 ε1

The choice of sufficiently small ε2 > 0 leads to

Choosing ε1 > 0 enough small so that c1 c3 β1 + Λ + λ + 2μ0 + 2μ1 + c1 c3 β1 +Λ +λ +2μ0 +2μ1 +β3 +(c1 c3 +1)β2 M2 +
η21 +η23 +η24 +η25
− μ0
<0
2 ε2
η21 +η23 +η24 +η25
β3 + (c1 c3 + 1)β2 M2 + 2 − λ
ε1 < 0. In such case, we arrived to which ultimately ensures that L V < 0 for any (Xh , Yh , Rh , Xv , Yv ) in D9 .
the conclusion that L V < 0 for any (Xh , Yh , Rh , Xv , Yv ) ∈ D7 . Case 10. If (Xh , Yh , Rh , Xv , Yv ) ∈ D10 , then Eq. (57) suggest that
Case 8. If (Xh , Yh , Rh , Xv , Yv ) ∈ D8 , then from Eq. (57), we have

Λ γ Yh (t) λ
LV ⩽ − c3 c4 + c1 c3 β1 − + (c1 c3 + 1)β2 Yv + β1 − 1 + 2 μ0 − + β3 + 2μ1
Xh Rh Xv

β3 Xv (t)Yh (t) η2 + η23 + η24 + η25

− + Λ − μ0 N h − μ2 Y h + λ − μ1 N h + 1
Y v Nh 2

η21 + η23 + η24 + η25 β3 Xv (t) (66)

⩽c1 c3 β1 + Λ + λ + 2μ0 + 2μ1 + β3 + (c1 c3 + 1)β2 M2 + −
2 Yv

η21 + η23 + η24 + η25 β3 ε1

⩽c1 c3 β1 + Λ + λ + 2μ0 + 2μ1 + β3 + (c1 c3 + 1)β2 M2 + − .
2 ε2

Choosing ε1 > ε22 , very small, such that c1 c3 β1 + Λ + λ + 2μ0 +

η21 +η23 +η24 +η25
2μ1 + β3 + (c1 c3 + 1)β2 M2 + 2 − β3 ε 1
ε2 < 0. So, we can get L V <
0 for any (Xh , Yh , Rh , Xv , Yv ) ∈ D8 .
Case 9. For (Xh , Yh , Rh , Xv , Yv ) ∈ D9 , Eq. (57) clearly indicates that

Λ γ Yh (t) λ
LV ⩽ − c3 c4 + c1 c3 β1 − + (c1 c3 + 1)β2 Yv + β1 − 1 + 2 μ0 − + β3 + 2μ1
Xh Rh Xv

β3 Xv (t)Yh (t) η2 + η23 + η24 + η25

− + Λ − μ0 N h − μ2 Y h + λ − μ1 N h + 1
Y v Nh 2

η21 + η23 + η24 + η25 (67)

⩽c1 c3 β1 + Λ + λ + 2μ0 + 2μ1 + β3 + (c1 c3 + 1)β2 M2 + − μ1 Nv
2
η21 + η23 + η24 + η25 μ1
⩽c1 c3 β1 + Λ + λ + 2μ0 + 2μ1 + β3 + (c1 c3 + 1)β2 M2 + − .
2 ε2

10
A. Din et al. Results in Physics 20 (2021) 103719

Λ γ Yh (t) λ
LV ⩽ − c3 c4 + c1 c3 β1 − + (c1 c3 + 1)β2 Yv + β1 − 1 + 2 μ0 − + β3 + 2μ1
Xh Rh Xv

β3 Xv (t)Yh (t) η2 + η23 + η24 + η25

− + Λ − μ0 N h − μ2 Y h + λ − μ1 N h + 1
Y v Nh 2

η21 + η23 + η24 + η25 (68)

⩽c1 c3 β1 + Λ + λ + 2μ0 + 2μ1 + β3 + (c1 c3 + 1)β2 M2 + − μ1 Nv
2
η + η + η24 + η25
2
1
2
3 μ1
⩽c1 c3 β1 + Λ + λ + 2μ0 + 2μ1 + β3 + (c1 c3 + 1)β2 M2 + − .
2 ε2

A choice of very small value of ε2 > 0 guarantees that c1 c3 β1 + Λ + can obtain

η21 +η23 +η24 +η25
λ + 2μ0 + 2μ1 + β3 + (c1 c3 + 1)β2 M2 + 2 − μ0
< 0. Thus, we ∑5
ε2 aij (Xh ,Yh ,Rh ,Xv ,Yv )ξi ξj ={η21 X 2h ξ21 + η22 Y 2h ξ22 + η23 R2h ξ23 + η24 X 2v ξ25 + η25 Y 2v ξ26 }
have L V < 0 for each (Xh , Yh , Rh , Xv , Yv ) ∈ D10 . i,j=1

In conclusion, from all the above cases it could be notice that a >(M1 +M2 )|ξ2 |,(Xh ,Yh ,Rh ,Xv ,Yv )∈D
positive constant C > 0 exists, so L V(Xh , Yh , Rh , Xv , Yv ) − C < 0 for all
(Xh , Yh , Rh , Xv , Yv ) ∈ R5+ D. Hence where ξ = (ξ1 , ξ2 , ξ3 , ξ4 , ξ5 ) ∈ R5+ . Thus, the first condition of Lemma 3
satisfies. It follows from Lemma 3 that the proposed stochastic model is

dV(Xh , Yh , Rh , Xv , Yv ) < − Cdt + [(c3 + 1)Xh − (c3 c1 + 1)η1 ]dB1 (t) + [(c3 + 1)Yh − c3 c1 η2 ]dB2 (t)
+[(c3 + 1)Xh − η3 ]dB3 (t) + [(c3 + 1)Xv − η4 ]dB4 (t) (69)
+[(c3 + 1)Yv − η5 ]dB5 (t).

Let (Xh , Yh , Rh , Xv , Yv ) = (x1 ,x2 ,x3 ,x4 ,x5 ) = x ∈ R6+ ⧹D, the time τx at therefore ergodic with a unique stationary distribution.
which a path starting from x reaches to the set D, τn = inf{t : |X(t)| = n}
and τn (t) = min{τx , t, τn }. By integrating Eq. (57) from 0 to τn (t) along Numerical simulations
with the use of expectations and applying Dynkins formula, we came to
the conclusion that This section provides some numerical simulations to illustrate the
theoretical results. For numerical simulation, we use the stochastic
EV(Xh (τn (t)), Yh (τn (t)), Rh (τn (t)), Xv (τn (t)), Yv (τn (t)), ) − V(x) Range-Kutta method to obtain the discretization version of the devel­
∫ τNh (t)
oped model (1) as under
=E LV(Xh (u), Yh (u), Rh (u), Xv (u), Yv )du,
0 [ ] √̅̅̅̅̅̅̅
∫ β Xh Yh + β2 Xhi Yvi
τNh (t) Xhi+1 = Xhi + Λ − 1 i i − μ0 Xhi △t + η1 Xhi △tζ1,i
⩽E − Cdu = − CEτn (t). Nhi
0
η2
By using the fact the function V(x) is a non-negative, we have + 1 Xhi (ζ1,i − 1)△t,
2
V(x) [ ] √̅̅̅̅̅̅̅
Eτn (t)⩽ = . β Xh Yh + β2 Xhi Yvi
C Yhi+1 = Yhi + 1 i i − (μ0 + μ2 + γ 1 )Yhi △t + η2 Yhi △tζ2,i
Nhi
Thus, {Pτe = ∞} = 1 and hence we can conclude that the proposed
model (1) is regular. By following the well known lemma of Fatous, we η2
+ 2 Yhi (ζ2,i − 1)△t,
get 2
√̅̅̅̅̅̅̅ η2
V(x) Rhi+1 = Rhi + [γ1 Yhi − μ0 Rhi ]△t + η3 Rhi △tζ3,i + 3 Rhi (ζ3,i − 1)△t,
Eτn (t)⩽ = < ∞. 2
C
[ ] √̅̅̅̅̅̅̅
β Xv Y h η2
Obviously, supx∈K Eτx < ∞, where K⊂R5+ . So, the second condition of Xvi+1 = Xvi + λ − 3 i i − μ1 Xvi △t + η4 Xvi △tζ4,i + 4 Xvi (ζ4,i − 1)△t,
Nhi 2
Lemma 3 is satisfied. Moreover, the diffusion matrix for proposed system
[ ]
(1) will takes the form β Xv Yh √ ̅̅̅̅̅̅̅ η2

⎡ ⎤ Yvi+1 = Yvi + 3 i i − μ1 Yvi △t + η5 Yhi △tζ5,i + 5 Yvi (ζ5,i − 1)△t.

Nhi 2
⎢ η21 X 2h 0 0 0 0 ⎥ (70)
⎢ ⎥
⎢ 0 η22 Y 2h 0 0 0 ⎥
⎢
⎢
⎥
⎥ Numerical simulations were performed on the proposed dengue
B=⎢ 0 0 η23 R2h 0 0 ⎥. stochastic epidemic model (1) and an approximate solution of the model
⎢ ⎥
⎢ 0
⎢ 0 0 η24 X 2v 0 ⎥ ⎥ is obtained. Analysis of the model through simulations confirm our
⎣ ⎦
0 0 0 η25 Y 2v analytical findings and showing the influence of the noise intensity. We
assumed the numerical values of the parameter keeping in view their
Choosing M = min(Xh , Yh , Rh , Xv , Yv )∈D∈R5+ {η21 X2h , η22 Y 2h , η23 R2h , η24 X2v , η25 Y 2v }, we biological feasibility and verified the extinction of the disease as well as
the dynamical behavior of the model around disease free equilibrium.

11
A. Din et al. Results in Physics 20 (2021) 103719

Fig. 1. The stochastic trajectory and deterministic trajectory of (Xh (t), Yh (t), Rh (t), Xv (t), Yv (t)) of model (1) and model (2.) respectively.

For Fig. 1, we considered parameter values and the associated intensities and
of the noise of the stochastic model (1) based on Example 1. The figure
depicts and verify “Extinction” and it shows that the stochastic model (1) limsup
logIh (t) 1
⩽(μ0 + μ2 + γ1 + η22 )(R0h − 1) < 0, a.s.
is stochastically asymptotically stable under the stated conditions. t→∞ t 2
Fig. 1a–1b, shows that the stochastic model Theorem (1) and its corre­ This means that the disease will dies out from the population in such
sponding deterministic version have similar properties. Both solutions of case and Fig. 1a depicts that the numerical simulations validate our
the model converge to the disease-free equilibrium point of (1). This theoretical results.
indicates that the disease will become extinct whenever prescribe con­
dition holds, that is, infected individuals will exponentially approach Example 2. We take another set of parameter’ values for model (1) as
zero while there will always be susceptible individuals. follows; Λ = 10, λ = 9.08, β1 = 1, β2 = 0.025, β3 = 0.02, μ0 = 0.1, μ1 =
Similarly, we considered another scenario for the parameter values 0.1, μ2 = 0.2, γ 1 = 0.04, η1 = 0.03, η2 = 0.125, η3 = 0.025, η4 = 0.425,
with different intensities of the white noise (see Example 2) which and η5 = 0.125. For this case, we assumed the same initial size of
showing a permanent or stable distribution, and analytically it satisfies population as in Example 1. We can obtain that
the statement of Theorem “Stationary distribution”. Simulation suggests μ0 Λβ1
that the stochastic model (1) will fluctuates for long-time around the R0 = η2 η2
= 1.7 > 1. (71)
(Λ + λ)(μ0 + μ2 + γ 1 + 22 )(μ0 + 21 )
unique local equilibrium (1) of the corresponding deterministic model.
Since the weak noise intensity reflected by the disease will continue to Theorem 4.1 implies that model (1) has a unique stationary distri­
exist, the average fluctuation around the epidemic equilibrium is small. bution which is supported by Fig. 2a.
Both models converge to the endemic equilibrium point (see Fig. 2a and
b) in long-run. Fig. 2 shows the similarities and differences between the Conclusions
random model (1) and its associated deterministic version (1).
Example 1. Let us assume Λ = 2.8, λ = 2, β1 = 0.015, β2 = 0.002, The transmission of the dengue virus is subject to many stochastic
β3 = 0.02, μ0 = 0.1, μ1 = 0.1, μ2 = 0.02,γ1 = 0.8, η1 = 0.3, η2 = 0.125, factors. To consider stochastic impacts such as climate factors, immi­
η3 = 0.225, η4 = 0.225, and η5 = 0.125. Further, we considered initial gration and behavior changes of humans, we developed a stochastic
size of population density as Xh (0) = 50,Yh (0) = 50,Rh (0) = 0,Xv (0) = dengue epidemic model with noise influence. We discussed some
80, Yv (0) = 20. We can easily calculate the basic reproduction number fundamental properties of the model including the boundedness and
existence of a unique positive global solution of the the system (1) which
RS0 = 0.168 < 1 and according to Theorem 4.1 the solution of model (1)
shows that the problem is well-behaved. Moreover, by constructing a
must obey
suitable Lyapunov function and applying the It ̂ o formula, we found that
logIv (t) η2 when the reproduction number Rs0 does not exceed the critical level (i.e.,
lim sup ⩽(μ1 + 4 )(R0v − 1) < 0, a.s.
t→∞ t 2 Rs0 is less than unity), then the random model (1) is globally

Fig. 2. The behavior of trajectories (Xh (t), Yh (t), Rh (t), Xv (t), Yv (t)) of the stochastic model (1) along with its corresponding deterministic model (2).

12
A. Din et al.
asymptotically stable. We also showed that whenever the white noise
intensity is small enough and the reproduction number Rs0 > 1, then the
stochastic model (1) has a unique stationary distribution. Finally, to
verify our theoretical findings, some computer generated solutions of
the models are provided for justification purpose. Results are suggesting
that great efforts should be made particularly in screening under
appropriate guidance to prevent this disease. It is also suggested that the
method presented here could be applicable while analyzing other epi­
demics like tuberculosis, malaria, hepatitis B and the current COVID-19
pandemic, etc.
The analysis is not limited to the proposed model that describes the
transmission of the dengue virus. We can apply the theorem to many
other vector-borne diseases, such as Rift Valley fever, yellow fever, and
Zika, to test the stability of disease-free equilibrium and many more
aspects related to dynamical systems. Besides, the derivation of the
theorem can be generalized to the analysis of the stability of endemic
equilibrium.
CRediT authorship contribution statement
Anwarud Din: Conceptualization, Data curation, Methodology,
Writing - original draft. Tahir Khan: Software, Validation, Formal
analysis. Yongjin Li: Supervision, Project administration, Funding
acquisition. Hassan Tahir: Visualization. Asaf Khan: Simulation, Re­
view editing. Wajahat Ali Khan: Writing.
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.
Acknowledgements
This work was supported by the National Natural Science Foundation
of P. R. China (Nos. 11971493 and 12071491) and the Fundamental
Research Funds for the Central Universities (No. 20lgpy137).
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