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Mathematical tools for understanding infectious diseases PDF

517 Pages·2013·6.376 MB·English
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Master-NE-PUP July 26, 2012 7x10 Mathematical Tools for Understanding Infectious Disease Dynamics Master-NE-PUP July 26, 2012 7x10 PRINCETON SERIES IN THEORETICAL AND COMPUTATIONAL BIOLOGY Series Editor, Simon A. Levin Mathematical Tools for Understanding Infectious Disease Dynamics, by Odo Diekmann, Hans Heesterbeek, and Tom Britton The Calculus of Selfishness, by Karl Sigmund The Geographic Spread of Infectious Diseases: Models and Applications, by Lisa Sattenspiel with contributions from Alun Lloyd Theories of Population Variation in Genes and Genomes, by Freddy Bugge Christiansen Analysis of Evolutionary Processes, by Fabio Dercole and Sergio Rinaldi Mathematics in Population Biology, by Horst R. Thieme Individual-based Modeling and Ecology, by Volker Grimm and Steven F. Railsback Master-NE-PUP July 26, 2012 7x10 Mathematical Tools for Understanding Infectious Disease Dynamics Odo Diekmann, Hans Heesterbeek, and Tom Britton PRINCETON UNIVERSITY PRESS PRINCETON AND OXFORD Master-NE-PUP July 26, 2012 7x10 Copyright (cid:13)c 2013 by Princeton University Press Published by Princeton University Press 41 William Street, Princeton, New Jersey 08540 In the United Kingdom: Princeton University Press 6 Oxford Street, Woodstock, Oxfordshire, OX20 1TW All Rights Reserved Library of Congress Cataloging-in-Publication Data Diekmann, O. Mathematical tools for understanding infectious disease dynamics / Odo Diekmann, Hans Heesterbeek, and Tom Britton. p. cm. – (Princeton series in theoretical and computational biology) Includes bibliographical references and index. ISBN 978-0-691-15539-5 (hardback) 1. Epidemiology–Mathematicalmodels–Congresses. 2. Epidemiology–Mathematical models. 3. Communicable diseases–Mathematical models. I. Heesterbeek, Hans, 1960- II. Britton, Tom. III. Title. RA652.2.M3D54 2013 614.4–dc23 2012012058 British Library Cataloging-in-Publication Data is available This book has been composed in LATEX The publisher would like to acknowledge the authors of this volume for providing the camera-ready copy from which this book was printed. Printed on acid-free paper. ∞ press.princeton.edu Printed in the United States of America 10 9 8 7 6 5 4 3 2 1 Master-NE-PUP July 26, 2012 7x10 I simply wish that, in a matter which so closely concerns the well-being of the human race, no decision shall be made without all knowledge which a little analysis and calculation can provide. Daniel Bernoulli, 1760, on smallpox inoculation As a matter of fact all epidemiology, concerned as it is with variation of disease from time to time or from place to place, must be considered mathematically (...) and the mathematical method of treatment is really nothing but the application of careful reasoning to the problems at hand. Sir Ronald Ross, 1911, The Prevention of Malaria Weshallendbyestablishinganewscience. Butfirstletyouandmeunlock the door and then anybody can go in who likes. Sir Ronald Ross in a letter to A.G. McKendrick, 1911 This page intentionally left blank Master-NE-PUP July 26, 2012 7x10 Contents Preface xi A brief outline of the book xii I The bare bones: Basic issues in the simplest context 1 1 The epidemic in a closed population 3 1.1 The questions (and the underlying assumptions) 3 1.2 Initial growth 4 1.3 The final size 14 1.4 The epidemic in a closed population: summary 28 2 Heterogeneity: The art of averaging 33 2.1 Differences in infectivity 33 2.2 Differences in infectivity and susceptibility 39 2.3 The pitfall of overlooking dependence 41 2.4 Heterogeneity: a preliminary conclusion 43 3 Stochastic modeling: The impact of chance 45 3.1 The prototype stochastic epidemic model 46 3.2 Two special cases 48 3.3 Initial phase of the stochastic epidemic 51 3.4 Approximation of the main part of the epidemic 58 3.5 Approximation of the final size 60 3.6 The duration of the epidemic 69 3.7 Stochastic modeling: summary 71 4 Dynamics at the demographic time scale 73 4.1 Repeated outbreaks versus persistence 73 4.2 Fluctuations around the endemic steady state 75 4.3 Vaccination 84 4.4 Regulation of host populations 87 4.5 Tools for evolutionary contemplation 91 4.6 Markov chains: models of infection in the ICU 101 4.7 Time to extinction and critical community size 107 4.8 Beyond a single outbreak: summary 124 Master-NE-PUP July 26, 2012 7x10 viii CONTENTS 5 Inference, or how to deduce conclusions from data 127 5.1 Introduction 127 5.2 Maximum likelihood estimation 127 5.3 An example of estimation: the ICU model 130 5.4 The prototype stochastic epidemic model 134 5.5 ML-estimation of α and β in the ICU model 146 5.6 The challenge of reality: summary 148 II Structured populations 151 6 The concept of state 153 6.1 i-states 153 6.2 p-states 157 6.3 Recapitulation, problem formulation and outlook 159 7 The basic reproduction number 161 7.1 The definition of R 161 0 7.2 NGM for compartmental systems 166 7.3 General h-state 173 7.4 Conditions that simplify the computation of R 175 0 7.5 Sub-models for the kernel 179 7.6 Sensitivity analysis of R 181 0 7.7 Extended example: two diseases 183 7.8 Pair formation models 189 7.9 Invasion under periodic environmental conditions 192 7.10 Targeted control 199 7.11 Summary 203 8 Other indicators of severity 205 8.1 The probability of a major outbreak 205 8.2 The intrinsic growth rate 212 8.3 A brief look at final size and endemic level 219 8.4 Simplifications under separable mixing 221 9 Age structure 227 9.1 Demography 227 9.2 Contacts 228 9.3 The next-generation operator 229 9.4 Interval decomposition 232 9.5 The endemic steady state 233 9.6 Vaccination 234 10 Spatial spread 239 10.1 Posing the problem 239 10.2 Warming up: the linear diffusion equation 240 10.3 Verbal reflections suggesting robustness 242 10.4 Linear structured population models 244 10.5 The nonlinear situation 246 10.6 Summary: the speed of propagation 248 Master-NE-PUP July 26, 2012 7x10 CONTENTS ix 10.7 Addendum on local finiteness 249 11 Macroparasites 251 11.1 Introduction 251 11.2 Counting parasite load 253 11.3 The calculation of R for life cycles 260 0 11.4 A ‘pathological’ model 261 12 What is contact? 265 12.1 Introduction 265 12.2 Contact duration 265 12.3 Consistency conditions 272 12.4 Effects of subdivision 274 12.5 Stochastic final size and multi-level mixing 278 12.6 Network models (an idiosyncratic view) 286 12.7 A primer on pair approximation 302 III Case studies on inference 307 13 Estimators of R derived from mechanistic models 309 0 13.1 Introduction 309 13.2 Final size and age-structured data 311 13.3 Estimating R from a transmission experiment 319 0 13.4 Estimators based on the intrinsic growth rate 320 14 Data-driven modeling of hospital infections 325 14.1 Introduction 325 14.2 The longitudinal surveillance data 326 14.3 The Markov chain bookkeeping framework 327 14.4 The forward process 329 14.5 The backward process 333 14.6 Looking both ways 334 15 A brief guide to computer intensive statistics 337 15.1 Inference using simple epidemic models 337 15.2 Inference using ‘complicated’ epidemic models 338 15.3 Bayesian statistics 339 15.4 Markov chain Monte Carlo methodology 341 15.5 Large simulation studies 344 IV Elaborations 347 16 Elaborations for Part I 349 16.1 Elaborations for Chapter 1 349 16.2 Elaborations for Chapter 2 368 16.3 Elaborations for Chapter 3 375 16.4 Elaborations for Chapter 4 380 16.5 Elaborations for Chapter 5 402

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