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Journal of Biological Systems, Vol. 18, No. 1 (2010) 93–108

c World Scientific Publishing Company
DOI: 10.1142/S0218339010003159

STOCHASTIC MODELING WITH MONTE CARLO

OF OBESITY POPULATION

GILBERTO GONZÁLEZ-PARRA
Departamento de Cálculo, Fac. Ingenierı́a
Universidad de Los Andes
Hechicera, Mérida, 5101, Venezuela
gcarlos@ula.ve
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ABRAHAM J. ARENAS
Departamento de Matemáticas y Estadı́stica
Universidad de Córdoba, Monterı́a, 354, Colombia
aarenas@sinu.unicordoba.edu.co

F.-J. SANTONJA
Departamento Quantitative Methods
CU Estema-Universidad Miguel Hernández
Valencia, 46022, Spain
fsantonja@estema.es

Received 13 January 2009

Revised 16 April 2009

In this paper, we investigate the dynamics of a mathematical model of obesity popu-

lation within fluctuating social environment. A stochastic differential equation model
is constructed by perturbing two social related parameters of the deterministic model
with white noise terms characterized by Gaussian distribution having zero mean and
unit spectral density. In order to compute the numerical solution of the stochastic mod-
els Euler-Maruyama numerical method is used. Confidence intervals for the overweight
and obesity childhood population are computed using Monte Carlo method. Analysis
of the numerical results reveals that small perturbations on the parameters are not a
major driving force for dynamical transitions from the underlying deterministic model.
In addition, numerical results indicate a close relationship between the amplitude of the
fluctuation of the social environment parameters and the variability of forecasts for the
incidence of the obesity in the population.

Keywords: Stochastic Differential Equation; Monte Carlo Method; Obesity;

Euler-Maruyama.

1. Introduction
Obesity is growing at an important rate in developed and developing countries and
it is becoming a serious disease not only from the individual health point of view but
also from the public socioeconomic one, motivated by the high cost of the Public
Health Care System due to the assistance expenditure of people suffering related
fatal diseases such as diabetes, heart attacks, blindness, renal failures and nonfatal

93
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94 González-Parra, Arenas & Santonja

related diseases such as respiratory difficulties, arthritis, infertility and psychological

disorders.1, 2 One disease of particular concern is type 2 diabetes, which is linked to
overweight and obesity and has increased dramatically in children and adolescents.3
Several studies correlate infant and adult obesity at the point that infant obesity
is a powerful predictor of adult age obesity.4–6 For instance, according Krebs and
Jacobson,5 an obese four years old child has a 20% increased probability to become
an obese adult.
In modeling physical, biological or economic process, it is often important to
recognize that the evolution of the phenomenon of interest is subject to random
forces. In this case, instead of modeling the change in the process using a determin-
istic differential equation, a stochastic differential equation is used instead.7, 8 The
presence of randomness complicates mathematical analysis, but leads to a very rich
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class of dynamical behavior. For example, the presence of noise in a system can
stabilize or destabilize a system, cause oscillation, or change the rate at which the
system grows or stabilizes.9, 10 It can also cause the model to fluctuate persistently,
as might happen during an epidemic of an infectious disease.11 The way in which
solutions fluctuate, grow, decay or oscillate is a subject of stochastic dynamical
systems. It is of particular interest to understand, for a given model, at which point
the presence of noise becomes critical. Since many stochastic models are difficult
to analyze, it is also necessary to have reliable methods for simulating solutions of
stochastic differential equations.
Stochastic differential equation models play a significant role in describing the
temporal evolution of several diseases because they have the ability to provide
some additional degree of realism when compared with their deterministic coun-
terparts.8, 12, 13 In addition, environment stochasticity is a driving force that may
change deterministic dynamics of models.9, 10 Several stochastic models have been
applied to several issues including epidemics.7, 11–14
Environmental fluctuation is one of the most important components for real
world systems. A large part of natural phenomena do not follow the deterministic
law exactly, rather, they oscillate randomly around some average value.7 Continuous
fluctuation in environment, demographic and all other parameters involved with the
model system exhibit random fluctuation to a greater or lesser extent and as a result
the equilibrium population distribution never attains a steady value, fluctuates
randomly around some average value.15 Moreover, parameters of the models can
be assumed equal to an average value plus a time fluctuating term and these term
follows a normal distribution with mean zero. Therefore, in this paper stochasticity
is introduced in the mathematical obesity model proposed in Jódar et al.,16 where
the obesity is considered like a disease of social transmission.17, 18
Several models have been proposed for modeling social behavior,19–21 but most
of them consider that parameters stay invariant over the time. Gaussian white
noise is convenient in the proposed model, based on the fact that the parame-
ters usually oscillate randomly around some average values in real world systems.
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Stochastic Modeling with Monte Carlo of Obesity Population 95

It is important to remark that other classes of noises can be used to model

fluctuations, for instance coloured noise.22 In addition, other type of random models
have been used for modeling, where initial conditions and parameters are uncer-
tain, but a probability distribution is assumed for these initial conditions and
parameters.23–25
In Jódar et al.,16 a statistical analysis of children population data in the Spanish
region of Valencia revealed that unhealthy eating habits is positive correlated to
obesity. Therefore, the stochasticity in the model is introduced by parameter per-
turbation on two parameters related to unhealthy eating habits. The constructed
models are based on stochastic ordinary differential equation system (SODEs). Since
an explicit solution is not known for this SODEs, the Euler-Maruyama method is
used to obtain pathwise approximations of the stochastic process.22 Once the path-
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wise approximations over the time interval [0, T ] are obtained, confidence intervals
for the discrete solutions are approximated through the Monte Carlo method.26
Based on the confidence intervals for the stochastic numerical solutions it is
possible to observe the future dynamics of the overweight and obesity childhood
population for the next few years. This kind of model analysis helps health institu-
tions to take decisions in regard to appropriate control strategies for the spread of
obesity in the population.
The article is organized as follows. First we introduce the deterministic model,
which is a ODE system. Its dynamics present an increase of the overweight and
obesity population. Section 3 is devoted to construct the stochastic models. In
Sec. 4, the Euler-Maruyama stochastic numerical scheme is presented and applied
to the stochastic models constructed in the previous section. Numerical simulations
and forecast for overweight and obese population are presented in Sec. 5. Finally
conclusions are presented in Sec. 6.

2. Deterministic Model
In Jódar et al.,16 a mathematical obesity model for 3–5 years old infant popula-
tion in the Spanish region of Valencia was introduced. For model building, chil-
dren population was divided in six subpopulations: children with normal weight;
latent children, that is, children with habit of BFS consumption but still normal
weight; children with overweight; obese children; overweight children on diet; and
obese children on diet.
In the mathematical model N (t) denotes the proportion of normal weight chil-
dren, L(t) the proportion of latent children, S(t) the proportion of children with
overweight, O(t) the proportion of obese children, DS (t) the proportion of children
overweight on diet and DO (t) the proportion of obese children on diet. Without
loss of generality and for the sake of clarity, 3–5 years old children population is
normalized to unity, and one gets for all time t,
N (t) + L(t) + S(t) + O(t) + DS (t) + DO (t) = 1.
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96 González-Parra, Arenas & Santonja

Thus, the model is represented by the following nonlinear system of ordinary dif-
ferential equations,16
N
(t) = µ + εDS (t) − µN (t) − βN (t)[L(t) + S(t) + O(t)],
L
(t) = βN (t)[L(t) + S(t) + O(t)] − [µ + γL ]L(t),
S
(t) = γL L(t) + ϕDS (t) − [µ + γS + α]S(t),
O
(t) = γS S(t) + δDO (t) − [µ + σ]O(t), (2.1)
DS
(t) = γD DO (t) + αS(t) − [µ + ε + ϕ]DS (t),


DO (t) = σO(t) − [µ + γD + δ]DO (t),
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where the parameters of the model are:

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• β, social transmission rate to unhealthy eating habits due to social environment

pressure;
• µ, inflow rate population for the system inversely proportional to time spent by
a child in the system;
• γL , rate at which a latent children become overweighted child;
• γS , rate at which an overweight children become an obese by unhealthy habits;
• ε, rate at which an overweight children on healthy habits become a normal
weighted child;
• α, rate at which an overweight children stop or reduce unhealthy habits;
• ϕ, rate at which an overweight children relapse to unhealthy habits;
• σ, rate at which an obese children stop or reduce unhealthy habits;
• δ, rate at which an obese children relapse to unhealthy habits; and
• γD , rate at which an obese children with healthy habits become overweighted
with healthy habits.
The parameters values of the model (2.1) are presented in Table 1 and based on
survey data initial conditions are assumed as N (0) = 0.462, L(0) = 0.194, S(0) =
0.2176, O(0) = 0.09, DS (0) = 0.0249 and DO (0) = 0.0115.
The nonlinear model (2.1) with the parameter values shown in Table 1 has the
following two equilibrium points,
F ∗ = (1, 0, 0, 0, 0, 0), and E ∗ ∼
= (0.293, 0.297, 0.271, 0.126, 0.008, 0.003)

Table 1. Parameters of model (2.1), for 3–5 years old infant population in the Spanish region of
Valencia.

Parameter Value (weeks) Parameter Value (weeks)

µ 0.0064 γL 0.0089
γS 0.003085 ε 2.776 × 10−3
α 4.068 × 10−3 ϕ 0.12735
σ 4.4379 × 10−3 δ 0.15974
γD 4.5045 × 10−4 β 0.0222949
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Stochastic Modeling with Monte Carlo of Obesity Population 97

0.7

0.6

0.5
Normal weight population
Overweight population
Proportions

0.4 Obese population

0.3

0.2
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0.1
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0
0 100 200 300 400 500 600
1999 Weeks 2010

Fig. 1. Evolution of the normal weight, overweight and obese subpopulations of 3–5 years old
children in the region of Valencia, 1999–2010.

where F ∗ is the disease free point which is unstable and E ∗ is a stable endemic point.
Using Lyapunov techniques can be proved that the endemic point E ∗ is globally
asymptotically stable for the parameter set shown in Table 1. The dynamic behavior
for the normal weight, overweight and obese subpopulations using the deterministic
model (2.1) are depicted in Fig. 1. It can be seen an increasing trend of obese and
overweight populations.
The next section considers that the the parameters β and γL vary over the time
in a random form depending on the social environment, and these variations are
modeled by the introduction of Gaussian white noise perturbation.

3. Stochastic Model
Environmental fluctuation is one of the most important components for real world
systems. A large part of natural phenomena do not follow the deterministic law
exactly, rather oscillate randomly around some average value.7 In this paper
stochasticity is introduced in the mathematical obesity model proposed in Jódar
et al.,16 to understand the interactions between the deterministic dynamics and the
realistic noisy fluctuating environment. In Jódar et al.,16 the sensitivity analysis of
the deterministic model reveals that the social transmission parameter β, and the
rate at which a latent children become overweighted γL are very important in the
dynamics of the model. In addition, based on the fact that the social environment
has fluctuations over the time due to factors as advertising and educative campaigns,
and this affects the social peer pressure to unhealthy eating habits, stochastic mod-
els are introduced by the perturbation on the most important parameters β and γL .
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98 González-Parra, Arenas & Santonja

The aim of the introduction of these stochastic models is to investigate the effects
of fluctuating social environment of the parameters β and γL , on the dynamics of
the overweight and obese children populations. In addition, small time varying
perturbations of the transmission rate could be a major driving force for dynamical
transitions of the underlying deterministic model.
In this section three models are introduced using stochastic perturbations on
some parameters as in Refs. 11, 12, 14 and 27. The first stochastic model considers
perturbations on the transmission parameter β, the second one on the parameter
γL , and the last considers stochasticity perturbing parameters β and γL jointly
by a two-dimensional Wiener process. In all cases, the models results in SODEs,
whose solutions are pathwise approximated by both the EM method. The Itô type
stochastic differential system is
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dX(t) = f (t, X(t))dt + g(t, X(t))dW (t),

(3.1)
X(t0 ) = X0 , t ∈ [t0 , tf ],
where X(t) = (N (t), L(t), S(t), O(t), DS (t), DO (t))T and the solution {X(t), t ∈
[t0 , tf ]} is an Itô process, f is the continuous deterministic component or drift coef-
ficient, g is the continuous random component or diffusion coefficient,22 defined
by f : Rd × [0, +∞) → Rd and g : Rd × [0, +∞) → Rd×m . Thus f is an
m-vector valued function, g is an d × m matrix-valued function and W (t) is a
m-dimensional stochastic process having scalar Wiener process components with
increments Wj (t) = Wj (t + t) − Wj (t), j = 1, . . . , m, which are independent
Gaussian random variables N (0, t).28 For all our cases, m = 1 and d = 6, but
in the jointly case m = 2. The function f (t, X(t)) in all our cases is the same.
However, the function g(t, X(t)) varies for each particular perturbation. The next
subsections consider the constructed stochastic models for each perturbation case.

3.1. White noise perturbation on parameter β

At first, let us consider the deterministic model (2.1) with random perturbation on
the parameter β of the form
β̃ = β + θW (t),
where θ ∈ R and W (t) is a standard Wiener process. Thus, the following stochastic
differential system is obtained,
dN (t) = (µ + εDS (t) − µN (t) − βN (t)[L(t) + S(t) + O(t)])dt
− θN (t)[L(t) + S(t) + O(t)]dW t,
dL(t) = (βN (t)[L(t) + S(t) + O(t)] − [µ + γL ]L(t))dt
+ θN (t)[L(t) + S(t) + O(t)]dW (t),
(3.2)
dS(t) = (γL L(t) + ϕDS (t) − [µ + γS + α]S(t))dt,
dO(t) = (γS S(t) + δDO (t) − [µ + σ]O(t))dt,
dDS (t) = (γD DO (t) + αS(t) − [µ + ε + ϕ]DS (t))dt,
dDO (t) = (σO(t) − [µ + γD + δ]DO (t))dt,
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Stochastic Modeling with Monte Carlo of Obesity Population 99

with initial data (N (0), L(0), S(0), O(0), DS (0), DO (0)) ∈ {(x1 , x2 , x3 , x4 , x5 , x6 ) ∈
R6+ /x1 + x2 + x3 + x4 + x5 + x6 = 1}. Here, the matrix-valued function g(t, X(t))
is given by,
 
−θN (t)[L(t) + S(t) + O(t)]
 
 θN (t)[L(t) + S(t) + O(t)] 
 
 
 0 
g(t, X(t)) =  .
 0 
 
 
 0 
0
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3.2. White noise perturbation on parameter γL

In the second stochastic model, let us consider the deterministic model (2.1) with
random perturbation on the parameter γL of the form

γ˜L = γL + ξW (t),

where γL ∈ R and W (t) is a standard Wiener process, the following stochastic

differential system is obtained,

dN (t) = (µ + εDS (t) − µN (t) − βN (t)[L(t) + S(t) + O(t)])dt,

dL(t) = (βN (t)[L(t) + S(t) + O(t)] − [µ + γL ]L(t))dt − ξL(t)dW (t),
dS(t) = (γL L(t) + ϕDS (t) − [µ + γS + α]S(t))dt + ξL(t)dW (t),
(3.3)
dO(t) = (γS S(t) + δDO (t) − [µ + σ]O(t))dt,
dDS (t) = (γD DO (t) + αS(t) − [µ + ε + ϕ]DS (t))dt,
dDO (t) = (σO(t) − [µ + γD + δ]DO (t))dt.

Here, the matrix-valued function g(t, X(t)) is given by,

 
0
 
−ξL(t)
 
 ξL(t) 
 
g(t, X(t)) =  .
 0 
 
 
 0 
0

3.3. White noise perturbation on parameters β and γL jointly

Finally, if we consider the deterministic model (2.1) with random perturbation on
parameters β and γL jointly by a two-dimensional Wiener process, the following
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100 González-Parra, Arenas & Santonja

stochastic differential system is obtained,

dN (t) = (µ + εDS (t) − µN (t) − βN (t)[L(t) + S(t) + O(t)])dt
− θN (t)[L(t) + S(t) + O(t)]dW1 t,
dL(t) = (βN (t)[L(t) + S(t) + O(t)] − [µ + γL ]L(t))dt
+ θN (t)[L(t) + S(t) + O(t)]dW1 (t) − ξL(t)dW (2 t),
(3.4)
dS(t) = γL L(t) + ϕDS (t) − [µ + γS + α]S(t) + ξL(t)dW2 (t),
dO(t) = γS S(t) + δDO (t) − [µ + σ]O(t),
dDS (t) = γD DO (t) + αS(t) − [µ + ε + ϕ]DS (t),
dDO (t) = σO(t) − [µ + γD + δ]DO (t).
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Here, the matrix-valued function g(t, X(t)) is given by,

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 
−θN (t)[L(t) + S(t) + O(t)]dW1 (t)
 
θN (t)[L(t) + S(t) + O(t)]dW1 (t) − ξL(t)dW2 (t)
 
 
 ξL(t)dW2 (t) 
g(t, X(t))dW (t) =  .
 0 
 
 
 0 
0
It is important to remark that since in this particular case random perturbation on
parameters β and γL are considered jointly, a more complex matrix-valued function
g(t, X(t)) is obtained. The next section is devoted to solving numerically all the
previous SODEs models.

4. Stochastic Numerical Scheme

In this section, the Euler-Maruyama stochastic numerical scheme22, 26 is applied
to the stochastic differential systems (3.2), (3.3) and (3.4). Considering the Itô
SODEs (3.1) on [t0 , T ], for a given discretization 0 ≤ t0 < t1 < · · · < tn <
· · · < tN = T the kth (k = 1, 2, 3, 4, 5, 6) component of the multidimensional Euler-
Maruyama scheme is given by
k
Xn+1 = Xnk + f k (tn , Xn )  tn + g k (tn , Xn )  Wn ,
(X01 , X02 , X03 , X04 , X05 , X06 )T = (N 0 , L0 , S 0 , O0 , DS0 , DO
0 T
) ,

where Xn = (Xn1 , Xn2 , Xn3 , Xn4 , Xn5 , Xn6 )T = (N n , Ln , S n , On , DSn , DO

n T
) is the
numerical solution of systems (3.2), (3.3) and (3.4), at time tn , tn = tn+1 − tn
and Wn =Wn+1 − Wn =W (tn+1 ) − W (tn ), n = 0, 1, 2, . . . , N. The noise incre-
ments Wn are N (0, tn ) distributed independent random variables which can be
generated numerically by pseudo-random number generators. The Euler-Maruyama
method is numerically stable, has strong order of accuracy γ = 0.5, and converges to
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Stochastic Modeling with Monte Carlo of Obesity Population 101

the Itô solution of system (3.2). However, the Euler-Maruyama scheme has strong
convergence of order γ = 1.0, if only additive noises are present.22
As aforementioned, the function f (t, X(t)) or drift coefficient is the same for all
our perturbation cases. Therefore, the function f (tn , Xn ) for systems (3.2), (3.3)
and (3.4) is given by,
   
f 1 (tn , Xn ) µ + εDSn − µN n − βN n [Ln + S n + On ]
f 2 (t , X )  βN n [Ln + S n + On ] − [µ + γ ]Ln 
 n n   L 
 3   
f (tn , Xn )  γL Ln + ϕDSn − [µ + γS + α]S n 
f (tn , Xn ) =  4 = .
f (tn , Xn )  γS S + δDO − [µ + σ]O
n n n 
 5   
f (tn , Xn )  γD DOn
+ αS n − [µ + ε + ϕ]DSn 
6
f (tn , Xn ) σO − [µ + γD + δ]DO
n n
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However, the function g(t, X(t)) or diffusion coefficient varies for each particular
perturbation. Here it is shown the different functions g(tn , Xn ) for each case:

• White noise perturbation on parameter β

The function g(tn , Xn )Wn = [−θN n (Ln +S n +On )W1n , θN n (Ln +S n +On )
W1n , 0, 0, 0, 0]T , where N n , Ln , S n , On , DSn , DO
n
are approximations of N (ntn ),
L(n  tn ), S(n  tn ), O(n  tn ), DS (n  tn ), DO (n  tn ) for n = 0, 1, 2, . . . , and
√
Wn = tn ηn , with ηn the nth realization of the Gaussian random variable
N (0, 1).14
• White noise perturbation on parameter γL
The function g(tn , Xn )  Wn = [0, −ξL(t)  W2n , ξL(t)  W2n , 0, 0, 0]T , where
√
N n , Ln , S n , On , DSn , DO
n
and Wn = tn ηn as above.
• White noise perturbation on parameters β and γL jointly
The function g(tn , Xn )  Wn = [−θN n (Ln + S n + On )  W1n , θN n (Ln + S n +
On )  W1n − ξL(t)  W2n , ξL(t)  W2n , 0, 0, 0]T , where N n , Ln , S n , On , DSn ,
√
n
DO and Wn = tn ηn as above.

Numerical simulations in the next section are computed by means of the Euler-
Maruyama stochastic numerical scheme presented here. It is important to remark
that since in all our study cases the diffusion coefficient g(tn , Xn ) depends on the
solution X(t), all the constructed (SODEs) are said to have multiplicative noise. In
addition, generally the multiplicative noise is much powerful than additive noise to
destroy the dynamical pattern resulting from the underlying deterministic model.
Therefore, it is expected to have some different dynamics than the original model.

5. Numerical Simulations
In this section some numerical simulations results of each one of the stochas-
tic models are presented. Numerical stochastic solutions are obtained using the
Euler-Maruyama stochastic scheme presented in the previous section. Furthermore,
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102 González-Parra, Arenas & Santonja

confidence intervals for the stochastic solutions for overweight and obese popula-
tions over the entire time interval [0, T ] are given using Monte Carlo method and
using different forcing intensities.

5.1. White noise perturbation on parameter β

Figure 2 shows the evolution of the 95% confidence intervals and the expected mean
value for overweight and obese populations considering random perturbations in a
range of 50% (θ = 0.01) of the transmission rate β value, using the Monte Carlo
method from 1999 to 2010 (572 weeks). Notice that the confidence interval tends
to stabilize near the overweight and obesity component of the endemic equilibrium
point E ∗ . Additionally, expected mean solutions are almost equal to the correspond-
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ing deterministic solution. In Fig. 3, it can be seen the evolution of the 95% confi-
dence intervals and the expected mean value for overweight and obese populations
considering random perturbations in a range of 100% (θ = 0.02) of the estimated
valued of the transmission rate β. Notice that the confidence interval tends to sta-
bilize near the overweight and obesity components of the endemic equilibrium point
E ∗ . The mean value is almost equal to the case when θ = 0.01. Furthermore, Monte
Carlo confidence intervals for both overweight and obese populations have increased
in comparison to the previous case as was expected. Additionally, expected mean
solutions are almost equal to the corresponding deterministic solution.

0.29 0.15
Expected
Percentile 97.5
0.28
0.14 Percentile 2.5
Deterministic
0.27
Overweight proportion

0.13
Obese proportion

0.26

0.25 0.12

0.24
0.11

0.23
Expected
Percentile 97.5 0.1
0.22
Percentile 2.5
Deterministic
0.21 0.09
0 200 400 600 0 200 400 600
Time (Weeks) Time (Weeks)

Fig. 2. Confidence intervals and expected behavior for the overweight S(t) and obese O(t) pop-
ulations using Monte-Carlo method, when the transmission rate β is perturbated in a range of
50%.
March 4, 2010 14:55 WSPC/S0218-3390 129-JBS S0218339010003159

Stochastic Modeling with Monte Carlo of Obesity Population 103

0.29 0.15
Expected
Percentile 97.5
0.28
0.14 Percentile 2.5
Deterministic
0.27
Overweight proportion

0.13

Obese proportion
0.26

0.25 0.12

0.24
0.11
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0.23
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Expected
Percentile 97.5 0.1
0.22
Percentile 2.5
Deterministic
0.21 0.09
0 200 400 600 0 200 400 600
Time (Weeks) Time (Weeks)

Fig. 3. Confidence intervals and expected behavior for the overweight S(t) and obese O(t) pop-
ulations using Monte-Carlo method, when the transmission rate β is perturbated in a range of
100%.

5.2. White noise perturbation on parameter γL

Figure 4 shows the evolution of the 95% confidence interval and the expected mean
value for overweight and obese populations considering random perturbations in a
range of 10% (ξ = 0.1γL ) of the parameter value of γL . In addition, in Fig. 5 it can be
observed the evolution of the 95% confidence intervals and the expected overweight
and obese populations considering random perturbations of 50% (ξ = 0.5γL ) of
the parameter value of γL , using the Monte Carlo method from 1999 to 2010 (572
weeks). Notice that in both cases the confidence intervals tend to stabilize near the
overweight and obesity component of the endemic equilibrium point E ∗ .

5.3. White noise perturbation on parameters β and γL jointly

In this last numerical simulations it is expected more dynamics changes than in the
previous cases, since both parameters β and γL are perturbated jointly. It can be
seen in Fig. 6 the evolution of the 95% confidence interval and the expected mean
value for overweight and obese populations considering random perturbations in a
range of 50% of both parameters β and γL . In addition, in Fig. 7 it can be observed
the evolution of the 95% confidence intervals and the expected overweight and obese
populations considering random perturbations in a range of 100% of both parame-
ters β and γL . Notice, that despite the huge perturbations on both parameters, the
confidence intervals tend to stabilize near the overweight and obesity component
 March 4, 2010 14:55 WSPC/S0218-3390 129-JBS S0218339010003159

104 González-Parra, Arenas & Santonja

0.29 0.15
Expected
Percentile 97.5
0.28
0.14 Percentile 2.5
Deterministic
0.27
Overweight proportion

0.13

Obese proportion
0.26

0.25 0.12

0.24
0.11
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0.23
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Expected
Percentile 97.5 0.1
0.22
Percentile 2.5
Deterministic
0.21 0.09
0 200 400 600 0 200 400 600
Time (Weeks) Time (Weeks)

Fig. 4. Confidence intervals and expected behavior for the overweight S(t) and obese O(t) pop-
ulations using Monte-Carlo method, when the parameter γL is perturbated in a range of 10%.

0.29 0.15
Expected
Percentile 97.5
0.28
0.14 Percentile 2.5
Deterministic
0.27
Overweight proportion

0.13
Obese proportion

0.26

0.25 0.12

0.24
0.11

0.23
Expected
Percentile 97.5 0.1
0.22
Percentile 2.5
Deterministic
0.21 0.09
0 200 400 600 0 200 400 600
Time (Weeks) Time (Weeks)

Fig. 5. Confidence intervals and expected behavior for the overweight S(t) and obese O(t) pop-
ulations using Monte-Carlo method, when the parameter γL is perturbated in a range of 50%.
March 4, 2010 14:55 WSPC/S0218-3390 129-JBS S0218339010003159

Stochastic Modeling with Monte Carlo of Obesity Population 105

0.3 0.135

0.29 0.13

0.125
0.28

0.12
Overweight proportion

0.27

Obese proportion
0.115
0.26
0.11
0.25
0.105
0.24
0.1
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0.095
Expected Expected
0.22 Percentile 97.5 0.09 Percentile 97.5
Percentile 2.5 Percentile 2.5
0.21 0.085
0 200 400 600 0 200 400 600
Time (Weeks) Time (Weeks)

Fig. 6. Confidence intervals and expected behavior for the overweight S(t) and obese O(t) pop-
ulations using Monte-Carlo method, when both parameters β and γL are perturbated in a range
of 50%.

0.32 0.135

0.13
0.3
0.125

0.28 0.12
Overweight proportion

Obese proportion

0.115
0.26
0.11
0.24
0.105

0.22 0.1

0.095
0.2 Expected Expected
Percentile 97.5 0.09 Percentile 97.5
Percentile 2.5 Percentile 2.5
0.18 0.085
0 200 400 600 0 200 400 600
Time (Weeks) Time (Weeks)

Fig. 7. Confidence intervals and expected behavior for the overweight S(t) and obese O(t) pop-
ulations using Monte-Carlo method, when both parameters β and γL are perturbated in a range
of 100%.
 March 4, 2010 14:55 WSPC/S0218-3390 129-JBS S0218339010003159

106 González-Parra, Arenas & Santonja

of the endemic equilibrium point E ∗ . However, in this case the confidence intervals
are larger than all the previous cases, as was expected since the perturbation is
made in two parameters jointly.

6. Conclusions
The influence of environmental noise on nonlinear models has received a consider-
able amount of attention recently, since almost every real model evolve in presence
of noisy environmental driving forces. But introduction of noise terms in the mod-
els may change the deterministic dynamics radically. Therefore, the inclusion of
stochastic effects in models gives us a more realistic way of modeling dynamics.
In this paper, we have considered stochastic models describing the dynamics of
J. Biol. Syst. 2010.18:93-108. Downloaded from www.worldscientific.com
by UNIVERSITY OF MICHIGAN on 02/05/15. For personal use only.

overweight and obese children population in the Spanish region of Valencia.

Stochastic ordinary differential equation models were constructed perturbing
the underlying deterministic model with Gaussian white noise, in order to simulate
the effect of social environment fluctuations of the unhealthy eating habits on the
dynamics of the overweight and obesity childhood populations in the Spanish region
of Valencia.
Numerical solutions of the stochastic models are obtained using Euler-
Maruyama scheme. Based on the numerical solutions, confidence intervals to fore-
cast the evolution of overweight an obese infant populations were obtained using
Monte Carlo method. The simulations carried out with the stochastic models indi-
cate an increasing trend in the 3–5 years old overweight and obese populations in the
next few years as the counterpart deterministic model predicted. Moreover, stochas-
tic simulations indicate that the dynamical behavior of the constructed stochastic
models present fluctuation of population distribution around the steady state val-
ues of the underlying deterministic model. For instance, the transmission rate to
unhealthy eating habits β has been perturbed with white noise in a range of 100%,
but the increasing trend of the overweight and obese childhood populations cor-
responding to the underlying deterministic model is maintained. Based on these
results we are able to conclude that the dynamics of the deterministic model does
not varies significantly in presence of white noise type environmental fluctuation.
It was found that the length of the confidence intervals computed using Monte
Carlo are proportional to the amplitude of the fluctuations of the transmission rate
to unhealthy eating habits. Therefore the variability of forecasts for the incidence of
the infant obesity in the next few years depends clearly on the social environment.
This last fact is of paramount importance since educative plans, advertising pro-
grams and health programs can be designed to affect positively the social pressure
environment parameters.
Finally, it is important to remark that stochastic models add more versatility
and confidence to the modeling of obesity dynamics in the infant population. Our
work shows that stochastic differential equations give another way to model real
world systems that are complex to predict by means of deterministic tools. It adds
March 4, 2010 14:55 WSPC/S0218-3390 129-JBS S0218339010003159

Stochastic Modeling with Monte Carlo of Obesity Population 107

a different perspective to this type of problems and gives researchers more tools to
the understanding of this kind of topics.

Acknowledgments
We acknowledge the collaboration of the Oficina de Plan de Salud of the Conselleria
de Sanitat of the Comunidad Valenciana.

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