Advances in Mathematical Physics
Volume 2018 (2018), Article ID 5398768, 9 pages
https://doi.org/10.1155/2018/5398768

Research Article

Stability and Energy-Casimir Mapping for Integrable Deformations of the Kermack-McKendrick System

Cristian Lăzureanu and Camelia Petrişor

Politehnica University of Timişoara, Department of Mathematics, Piaƫa Victoriei No. 2, 300006 Timişoara, Romania

Correspondence should be addressed to Cristian Lăzureanu; cristian.lazureanu@upt.ro

Received 30 March 2018; Accepted 7 May 2018; Published 3 June 2018

Academic Editor: Alkesh Punjabi

Copyright © 2018 Cristian Lăzureanu and Camelia Petrişor. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract.

Integrable deformations of a Hamilton-Poisson system can be obtained altering its constants of motion. These deformations are integrable systems that can have various dynamical properties. In this paper, we give integrable deformations of the Kermack-McKendrick model for epidemics, and we analyze a particular integrable deformation. More precisely, we point out two Poisson structures that lead to infinitely many Hamilton-Poisson realizations of the considered system. Furthermore, we study the stability of the equilibrium points, we give the image of the energy-Casimir mapping, and we point out some of its properties.

1. Introduction

Evolution equations represent models for describing phenomena that appear in physics, biology, chemistry, economy, and engineering. In many situations these evolution equations can be analyzed in the frame of the Lagrangian mechanics or the Hamiltonian mechanics. Furthermore, there are phenomena that are modeled by three-dimensional systems of differential equations, particularly Hamilton-Poisson systems. Such systems can be perturbed in order to obtain a desired behavior. A way to perturb a three-dimensional Hamilton-Poisson systems consists in alteration of its constants of motion. This method leads to integrable deformations of the initial system.

In recent papers, integrable deformations of some particular Hamilton-Poisson systems were analyzed. In [1], observing that the constants of motion of the Euler top determine its equations, integrable deformations of the Euler top were given. In [2], integrable deformations of the three-dimensional real valued Maxwell-Bloch equations were obtained by altering the constants of motion of the considered system. In the same manner, in [3], integrable deformations of the Rikitake system were constructed. These integrable deformations can be viewed as controlled systems and, in consequence, a study of modifications in their dynamics can be performed. Moreover, the integrable deformations of the above systems are also Hamilton-Poisson systems. Consequently, they can be analyzed from some standard and nonstandard Poisson geometry points of view [4].

The study of a three-dimensional Hamilton-Poisson system from some standard and nonstandard Poisson geometry points of view tries to answer the following open problem formulated by Tudoran et al. [4]: “Is there any connection between the dynamical properties of a given dynamical system and the geometry of the image of the energy-Casimir mapping, and if yes, how can one detect as many as possible dynamical elements (e.g., equilibria, periodic orbits, homoclinic and heteroclinic connections) and dynamical behavior (e.g., stability, bifurcation phenomena for equilibria, periodic orbits, homoclinic and heteroclinic connections) by just looking at the image of this mapping?” Affirmative answers were given for some particular systems [5–9]. In these cases the image of the energy-Casimir mapping , where is the Hamiltonian and is a Casimir function, is a closed subset of , namely, the convex hull of the images of the stable equilibrium points through . Furthermore, the images of the equilibrium points through the energy-Casimir mapping give an algebraic partition of the set , and the orbits of these systems are bounded. On the other hand, the image of the energy-Casimir mapping can be ([10, 11]), and other connections were observed (for example, there are unbounded orbits). In [12], taking into account these facts, some questions regarding the connections between the dynamics of a Hamilton-Poisson systems and the associated energy-Casimir mapping were asked. We recall some of them: “are the observed properties in every case when true?” or “can be a nonconvex set? If yes, do the observed properties remain true?” One of the goals of this paper is to give some answers to these questions.

The finding of some counterexamples assumes the study of many Hamilton-Poisson systems, and how we have already seen such systems can be obtained using integrable deformations of known integrable systems. Moreover, because the constants of motion and of the above-mentioned systems are polynomials, it is a good idea to analyze systems that have nonpolynomials constants of motion. Such a system is the well-known system introduced in 1927 by Kermack and McKendrick [13] and brought back in attention by Anderson and May, in 1979 [14]. The Kermack-McKendrick system and its generalizations were widely investigated. We mention a very short list of works [15–17]. We also notice the applications of such type of systems in health, networks, informatics, economics, and finance (see, for example, [18] and references therein).

The paper is organized as follows. In Section 2, we recall the Kermack-McKendrick model and we give integrable deformations of this system. In Section 3, we analyze a particular integrable deformation of the Kermack-McKendrick system. More precisely, we point out two Poisson structures and, in consequence, we obtain two Hamilton-Poisson realizations of the considered system. In addition, using these structures, we construct infinitely many Hamilton-Poisson realizations of our system. Furthermore, we study the stability of the equilibrium points, we give the image of the energy-Casimir mapping, and we point out some of its properties. The conclusions are presented in the last section.

2. Integrable Deformations of the Kermack-McKendrick System

Following [1], in this section, we give integrable deformations of the Kermack-McKendrick system. First, we recall the epidemic model introduced by Kermack and McKendrick [13] (for details, see also [19]).

In the mathematical theory of epidemics, a basic model is given by the Kermack-McKendrick system. This model intends to describe the spread of the infection within the population as a function of time. It is considered that the total population is constant, and it is divided into three distinct groups. First group is formed by individuals who can catch the disease, named the susceptibles. At a moment their number is . The second group, the infected population, consists in individuals who have the disease and can transmit it. Their number is . Finally, the group of the removed subjects, in number of , formed by those who had the disease, cannot be reinfected and cannot infect other individuals. In order to obtain the evolution equations, some assumptions were made. Firstly, the gain in the infective group is at a rate proportional to the number of infected subjects and susceptibles, that is, , where is the infection rate. The susceptibles are lost at the same rate. Furthermore, the rate of removal of the infected subjects to the removed group is proportional to the number of the infected subjects, that is, , where is the removal rate of the infected subjects. In addition, the incubation period is negligible, and every pair of individuals has equal probability of coming into contact with one another. Therefore, the following equations were deduced:

We denote . Then the Kermack-McKendrick system is written as follows:

where are positive constants.

It is obvious that a constant of motion is given by the total number of individuals; namely,

We recall the second constant of motion

Differentiating the above constants of motion we obtain

and considering , we get system (2). Therefore the constants of motion (3), (4) generate system (2). This property allows us to obtain integrable deformations of system (2) by alteration of its constants of motion [1].

Consider as constants of motion the functions

where are arbitrary differentiable functions. As above, we obtain that these functions generate the following system:

where . If and are constant functions, then (7) reduces to (2). Therefore, for any differential functions and , system (7) is an integrable deformation of the Kermack-McKendrick system.

Remark 1. In order to maintain constant the total population, the function vanishes. In this case system (7) becomes

3. Dynamical Properties of an Integrable Deformation of the Kermack-McKendrick System

In this section, we consider some particular deformation functions, and we give some dynamical properties of the corresponding integrable deformation of the Kermack-McKendrick system. First, we give Hamilton-Poisson realizations of this system that provides the geometric framework of our study. Furthermore, we study the stability of the equilibrium points. We also give some properties of the energy-Casimir mapping associated with the considered system.

We consider the following deformation functions:

where is the deformation parameter. Then system (7) becomes

and its constants of motion are given by (6); namely,

In what follows we need constants of motion defined on . We immediately get that the function ,

is a constant of motion of system (10).

3.1. Hamilton-Poisson Realizations

We recall that the dynamical system generated by the vector field on a manifold ,

has the Hamilton-Poisson realization , if it can be put in the form

where is the Hamiltonian function, and is a Poisson bracket on .

Considering a smooth function on , a Poisson structure on is generated by the Poisson bracket

for every . In addition, see, for example, [20], using any smooth function on , a new Poisson bracket is given by

In both cases, the function is a Casimir of the Poisson structure; that is, for every . In coordinates, the Poisson structure is given in matrix notation

Moreover, if there is a smooth function such that system (13) takes the form , then (13) is a Hamilton-Poisson system.

In our case, let and let

We obtain the rescaling function and the Poisson structure generated by :

Due to its linearity, the above Poisson structure is a Lie-Poisson structure on the dual vector space of a Lie algebra, namely, . Indeed, consider the special Euclidean Lie group of all orientation-preserving isometries (see, for example, [21]), given by

The corresponding Lie algebra of is

with the commutator bracket

As vector space, has the basis , where

We obtain the following bracket relations:

We consider the bilinear form given by the matrix , , , and . By straightforward computations we obtain that satisfies condition

for every triplet of elements in Therefore is a symplectic cocycle of the Lie algebra . Moreover, it is not a coboundary since , for every linear map Following [22], the modified Lie-Poisson structure is defined on the dual space .

The following result gives a Hamilton-Poisson realization of the considered system.

Proposition 2. Let be the rescaling function given by

If is the Poisson structure generated by the Casimir function ,

given by

then system (10) has the Hamilton-Poisson realization

where for any , and is the Hamiltonian function given by

Proof. An easy computation shows that system (10) takes the form ; hence the conclusion follows.

Using the same notations as in Proposition 2, we similarly obtain the following results.

Proposition 3. Let be the rescaling function given by and let be a Casimir function. If is the Poisson structure generated by and , given in matrix notation by

then system (10) has the Hamilton-Poisson realization

where is the Hamiltonian function.

Remark 4. The above Poisson structures are compatible and

and hence (10) is a bi-Hamiltonian system. Moreover, this pair of Hamilton-Poisson realizations gives rise to infinitely many Hamilton-Poisson realizations of system (10) (see Proposition 5).

Proposition 5. Let such that , and let be the rescaling function. There exists infinitely many Hamilton-Poisson realizations of system (10) given by , where the Hamiltonian is given by

the Poisson structure is defined by

and a Casimir function of the above Poisson structure is given by

Proof. It is clear that . Therefore is the Poisson structure generated by the Casimir function and the rescaling function . Using the Hamilton-Poisson realizations given in Propositions 2 and 3, we immediately obtain , which finishes the proof.

3.2. Stability of the Equilibrium Points

The equilibrium points of system (10) are given by the following families:

We remark that the second family represents the set of all equilibrium points of Kermack-McKendrick system (2). Therefore, the existence of another family of equilibrium points produces changes in the dynamics of initial system (2). We are concerned with the study of these new equilibrium points.

Proposition 6. Let and let be an equilibrium point of system (10).
(i) If , then is an unstable equilibrium point.
(ii) If , then is a nonlinearly stable equilibrium point.

Proof. (i) Let be the matrix of the linear part of our system; that is,

The characteristic roots of are given by

Considering such that , we conclude that the equilibrium point is unstable.
(ii) Now, let be such that . We use the energy-Casimir method [23]. Let be the energy-Casimir function:

where is a smooth real valued function defined on .
The first variation of is given by

where . We have

which vanishes if and only if

The second variation of is given by

Taking into account relation (42), we obtain

If , then we choose a function such that relation (42) holds and

For example, let

We get that is positive definite. Therefore the equilibrium point is nonlinearly stable.
If , then the same function has the property

We obtain that is negative definite, and, in consequence, the equilibrium point is nonlinearly stable.

Remark 7. Let . The eigenvalues of the characteristic polynomial associated with the linearization of system (10) at are given by Therefore the equilibrium point is unstable in the case .

3.3. Energy-Casimir Mapping

We consider the Hamilton-Poisson realization of system (10) given in Proposition 3. The corresponding energy-Casimir mapping is given by

The set

is called the image of the energy-Casimir mapping.

We denote by the set of images of the equilibrium points through the energy-Casimir mapping; namely,

We also consider the subsets

For , we deduce that is the graph of a function , . Also, for , we have that is the graph of a function , . We define the sets

The set is described in the next result.

Proposition 8. (i) Let . The image of the energy-Casimir mapping (48) is given by

where and are given by (51) and (53), respectively (Figure 1).
(ii) Let . The image of the energy-Casimir mapping (48) is given by

where and are given by (52) and (54), respectively (Figure 2).

Figure 1: The image of the energy-Casimir mapping ().

Figure 2: The image of the energy-Casimir mapping ().

Proof. (i) Let , arbitrary. Consider . The conditions from (49) become

We deduce that the image of the function is ; hence the above system has solution for every and . Therefore .
The condition implies ; hence the equation has solution if and only if ; that is, .
It is clear that . It only remains to prove and other pairs do not belong to .
Consider the functions

We deduce that there is such that and for all . Moreover, .
Now, we fix an arbitrary pair , where , We show that for every and for every .
With the above notations, for a pair the system given by (49) becomes

and hence

Because we obtain that there is such that for any . Consequently, (60) has solution; that is, for every . Therefore .
On the other hand, we get that (60) does not have solutions for . Therefore for every , which finishes the proof of (i).
(ii) The conclusion follows using the same arguments as in the first case.

Remark 9. The image of the energy-Casimir mapping is a nonconvex subset of . Moreover, it is not a closed set, and, clearly, it is not the convex hull of the set of the images of the stable equilibrium points of the system through the map .
Taking into account the results that have been reported in the papers [5–9], we notice that our example shows there is no a general result regarding the properties of the image of the energy-Casimir mapping. Furthermore, the answer to the question “can be a nonconvex set?” is affirmative.
Because one of the constants of motion is not a polynomial function, it remains an open problem to establish that the results observed in the above-mentioned papers are true in the cases when the constants of motion are polynomials.

Remark 10. Another property that has been reported is the following. As a closed set, the set has the boundary given by images of some stable equilibrium points of the system through the energy-Casimir mapping. In our case, this property is partially true, in the sense that only a part of the boundary of , namely, the set (51), is formed by the images of stable equilibrium points through (, see Figure 1). If , a similar result is obtained for the set (52) (see Figure 2).

Remark 11. It is easy to see that the image through the energy-Casimir mapping of a family of equilibrium points that has the form , , is a curve included in Im. In our case, for , we have (Figure 1), where the superscripts and mean stable and unstable, respectively. On the other hand, the second family of equilibrium points depends of two parameters. It is natural to ask about the image of this family through the energy-Casimir mapping.

In the next result we give the set of all images of the equilibrium points that belong to through the energy-Casimir mapping.

Proposition 12. (i) Let .
(a) For all , , there is an equilibrium point such that .
(b) For every , let such that (see Figure 3). Then for every there is an equilibrium point such that .
(ii) Let .
(a) For all , , there is an equilibrium point such that .
(b) For every , let such that . Then for every there is an equilibrium point such that .

Figure 3: The images of the equilibrium points through the energy-Casimir mapping: ().

Proof. (i) We have

and hence

We denote

(a) If , then the image of the function is . Therefore there is such that . Consequently, there is an equilibrium point such that .
(b) For each , let ; that is, , . If , then the function (63) becomes

We obtain Im, where Therefore the equation has solutions if and only if , and conclusion follows.
(ii) It is analogous.

Remark 13. Because , from the above Proposition we deduce that if , then , where contains all the points situated within , that is, , , and , , that is, (see Figure 3). A similar result is obtained in the case .

4. Conclusions

In [4], Tudoran et al. have considered the energy-Casimir mapping associated with a Hamilton-Poisson system and have proposed an open problem regarding the connections between dynamical properties of a Hamilton-Poisson system and the corresponding energy-Casimir mapping. The observed properties remain true for some particular systems [5–9]. It was natural to ask if there are other cases [12]. In our paper, we have considered such a case, obtained by using integrable deformations of the Kermack-McKendrick model. We have given Hamilton-Poisson realizations of the considered system. We have also studied the stability of the new family of equilibrium points that has developed in the considered dynamics. Furthermore, we have pointed out some properties of the energy-Casimir mapping associated with the considered system.

In our case, the image of the energy-Casimir mapping has other properties than those reported for other systems, which leaves room for further studies such as the existence of the periodic orbits of the considered system around some nonlinearly stable equilibrium points that belong to the first family, as well as homoclinic and heteroclinic orbits.

Data Availability

No data were used to support this study.

Conflicts of Interest

The authors declare that there are no conflicts of interest regarding the publication of this paper.

Acknowledgments

This work was supported by Research Grant PCD-TC-2017.

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