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Compartmental models are an important quantitative tool in epidemiology, enabling us to forecast the course of a communicable disease. However, the model parameters, such as the infectivity rate of the disease, are riddled with…

Populations and Evolution · Quantitative Biology 2023-01-12 Konstantinos Mamis , Mohammad Farazmand

We investigate predictions of stochastic compartmental models on the severity of disease outbreaks. The models we consider are the Susceptible-Infected-Susceptible (SIS) for bacterial infections, and the Susceptible -Infected-Removed (SIR)…

Quantitative Methods · Quantitative Biology 2025-04-21 Sunia Tanweer , Konstantinos Mamis , Firas A. Khasawneh

We study the effect of noisy infection (contact) and recovery rates on the distribution of outbreak sizes in the stochastic SIR model. The rates are modeled as Ornstein-Uhlenbeck processes with finite correlation time and variance, which we…

Populations and Evolution · Quantitative Biology 2023-08-28 Jason Hindes , Luis Mier-y-Teran-Romero , Ira B. Schwartz , Michael Assaf

In this study we investigate a novel approach to stochastically perturb the disease transmission coefficient, which is a key parameter in susceptible-infected-susceptible (SIS) models. Motivated by the papers [2] and [5], we perturb the…

Probability · Mathematics 2021-05-18 Alberto Lanconelli , Berk Tan Perçin

We consider a stochastic Susceptible-Exposed-Infected-Recovered (SEIR) epidemiological model. Through the use of a normal form coordinate transform, we are able to analytically derive the stochastic center manifold along with the…

Adaptation and Self-Organizing Systems · Physics 2015-05-13 Eric Forgoston , Lora Billings , Ira B. Schwartz

The effect of stochasticity, in the form of Gaussian white noise, in a predator-prey model with two distinct time-scales is presented. A supercritical singular Hopf bifurcation yields a Type II excitability in the deterministic model. We…

Dynamical Systems · Mathematics 2017-07-20 Susmita Sadhu

We consider a stochastic Susceptible-Exposed-Infected-Recovered (SEIR) epidemiological model with a contact rate that fluctuates seasonally. Through the use of a nonlinear, stochastic projection, we are able to analytically determine the…

Populations and Evolution · Quantitative Biology 2013-09-11 Eric Forgoston , Ira B. Schwartz

Stochastic models for collections of interacting populations have crucial roles in scientific fields such as epidemiology and ecology, yet the standard approach to extending an ordinary differential equation model to a Markov chain does not…

Methodology · Statistics 2022-10-04 Ning Ning , Edward L. Ionides

We investigate the effect of time-correlated noise on the phase fluctuations of nonlinear oscillators. The analysis is based on a methodology that transforms a system subject to colored noise, modeled as an Ornstein-Uhlenbeck process, into…

Adaptation and Self-Organizing Systems · Physics 2019-05-31 Michele Bonnin , Fabio Traversa , Fabrizio Bonani

In this study, a new and natural way of constructing a stochastic Susceptible-Infected-Susceptible (SIS) model is proposed. This approach is natural in the sense that the disease transmission rate, $\beta$, is substituted with a generic,…

Probability · Mathematics 2025-11-07 Berk Tan Perçin

We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…

Statistical Mechanics · Physics 2026-04-14 Dongho Lee , Jae-Hyung Jeon , Pascal Viot , Gleb Oshanin

In this study, we generalize a problem of sampling a scalar Gauss Markov Process, namely, the Ornstein-Uhlenbeck (OU) process, where the samples are sent to a remote estimator and the estimator makes a causal estimate of the observed…

Information Theory · Computer Science 2022-02-14 Tasmeen Zaman Ornee , Yin Sun

Our study is based on an epidemiological compartmental model, the SIRS model. In the SIRS model, each individual is in one of the states susceptible (S), infected(I) or recovered (R), depending on its state of health. In compartment R, an…

Populations and Evolution · Quantitative Biology 2023-05-10 Michael Bestehorn , Thomas M. Michelitsch

This paper considers the problem of estimating a periodic function in a continuous time regression model with an additive stationary gaussian noise having unknown correlation function. A general model selection procedure on the basis of…

Statistics Theory · Mathematics 2010-11-10 Victor Konev , Serguei Pergamenchtchikov

The Ornstein-Uhlenbeck (OU) process describes the dynamics of Brownian particles in a confining harmonic potential, thereby constituting the paradigmatic model of overdamped, mean-reverting Langevin dynamics. Despite its widespread…

Statistical Mechanics · Physics 2024-05-16 Luca Cocconi , Henry Alston , Jacopo Romano , Thibault Bertrand

Epidemics are inherently stochastic, and stochastic models provide an appropriate way to describe and analyse such phenomena. Given temporal incidence data consisting of, for example, the number of new infections or removals in a given time…

Methodology · Statistics 2024-05-24 Sam A. Whitaker , Andrew Golightly , Colin S. Gillespie , Theodore Kypraios

The concept of time-correlated noise is important to applied stochastic modelling. Nevertheless, there is no generally agreed-upon definition of the term red noise in continuous-time stochastic modelling settings. We present here a rigorous…

Probability · Mathematics 2025-08-14 Andreas Morr , Dörte Kreher , Niklas Boers

Assessing the practical identifiability of epidemic models is essential for determining whether parameters can be meaningfully estimated from observed data. Monte Carlo (MC) methods provide an accessible and intuitive framework; however,…

Methodology · Statistics 2025-10-01 Chiara Mattamira , Olivia Prosper Feldman

In stochastic population dynamics, stochastic wandering can produce transition to an absorbing state. In particular, under Allee effects, low densities amplify the possibility of population collapse. We investigate this in an…

Populations and Evolution · Quantitative Biology 2026-01-13 Luis F. Gordillo , Priscilla E. Greenwood

Global pandemics, such as the recent COVID-19 crisis, highlight the need for stochastic epidemic models that can capture the randomness inherent in the spread of disease. Such models must be accompanied by methods for estimating parameters…

Quantitative Methods · Quantitative Biology 2026-04-13 Vincent Wieland , Nils Wassmuth , Lorenzo Contento , Martin Kühn , Jan Hasenauer
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