A martingale formulation for stochastic compartmental susceptible-infected-recovered (SIR) models to analyze finite size effects in COVID-19 case studies

Abstract

<p style='text-indent:20px;'>Deterministic compartmental models for infectious diseases give the mean behaviour of stochastic agent-based models. These models work well for counterfactual studies in which a fully mixed large-scale population is relevant. However, with finite size populations, chance variations may lead to significant departures from the mean. In real-life applications, <i>finite size effects</i> arise from the variance of individual realizations of an epidemic course about its fluid limit. In this article, we consider the classical stochastic Susceptible-Infected-Recovered (SIR) model, and derive a martingale formulation consisting of a deterministic and a stochastic component. The deterministic part coincides with the classical deterministic SIR model and we provide an upper bound for the stochastic part. Through analysis of the stochastic component depending on varying population size, we provide a theoretical explanation of <i>finite size effects</i>. Our theory is supported by quantitative and direct numerical simulations of theoretical infinitesimal variance. Case studies of coronavirus disease 2019 (COVID-19) transmission in smaller populations illustrate that the theory provides an envelope of possible outcomes that includes the field data.</p>

Threshold dynamics of a nonlocal dispersal SIS epidemic model with free boundaries

“…With the emergence and outbreak of COVID-19 [3,30] in recent years, infectious disease models have become one of the most popular research topics. To study the spread and dynamics of COVID-19, most scholars use the SIR (susceptible-infected-recovered) [3,28], SEIR (susceptibleexposed-infected-recovered) [25,30] and SEAIR (susceptible-exposed-asymptomatic-infectiousremoved) [2,46] models to describe the spread of COVID-19. Meanwhile, the classical SIS model has received great attention in mathematical epidemiology.…”