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OVERVIEW

The previous session introduced techniques for setting up models describing the

transmission dynamics of infections using difference equations. These use discrete time

steps, such as 1 week, 2 days, etc. to make predictions.

This session discusses some limitations of difference equations and provides an

introduction to differential equations. These are similar to difference equations, but

describe events occurring continuously, rather than at specific time points. We also

introduce a specialist software package (Berkeley Madonna) which we will use to develop

mathematical models.

OBJECTIVES

By the end of this session you should:

Understand the relationship between difference and differential equations;

Understand some limitations of difference equations;

Be able to write the differential equations for simple models describing the

transmission dynamics of an infection;

Understand how differential equations are used to make predictions;

Understand the key input parameters which are used in differential equations;

Be familiar with how models can be set up in Berkeley Madonna.

This session comprises two parts and will take 2-5 hours to complete.

Part 1 (1-2 hours) describes how differential equations are written. Part 2 (1-3 hours)

consists of an exercise in Berkeley Madonna, during which you will set up a model

describing the transmission of measles.

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During the last session we discussed the following model of the transmission dynamics of

measles (an immunising infection) in a closed population .

Figure 1. General structure of a model describing the transmission dynamics of an immunising infection in a

closed population.

S t+1 = S t - t S t

E t+1 = E t + t S t - E t

I t+1

= I t + E t - rI t

Rt+1 = Rt + rI t

where

S t , E t , I t and Rt are the numbers of susceptible, pre-infectious, infectious and

immune (recovered) individuals respectively at time t;

t is the risk that a susceptible individual is newly infected between time t and t+1;

is the proportion of pre-infectious individuals who become infectious between time

t and t+1, and

r is the proportion of infectious individuals who recover (become immune) between

time t and t+1.

The number of individuals in each category at time t+1 can be calculated using the

expression:

the number present in the category at time t

the number who exit the category between time t and t+1

+

the number who enter the category between time t and

t+1.

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These equations were successfully used in MD01 to predict the development of a measles

epidemic. Once births into and deaths out of the population had been included, the model

predicted that regular cycles in the numbers of susceptible and immune individuals would

occur. However, these predictions depend on the size of the time step that is used, as

shown in the outputs of the following exercise.

Click here

1. Change the size of the time step (cell F4) to be 0.5 days.

Q1.1 What happens to the cycles in the numbers of susceptible and immune individuals?

2. Change the size of the time step to be 5 days.

Q1.2 How does this affect the cycles?

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You should have noticed that model predictions obtained using a 0.5 day time step were

similar to those obtained using a 1 day time step, as shown in Figure 2. However, with a 5

day time step, the model predicted that the numbers of susceptible and immune persons

would not cycle at all over time. To explain these findings, we will now look closely at

model predictions for the time period when the model first starts to predict nonsense

results, which turns out to be between the 50th and 55th day.

Figure 2: Predictions of the number of susceptible and immune individuals obtained with the model using different

time steps.

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The following table and figure show model predictions of the number of susceptible,

infectious and newly infected individuals predicted by our model using a one day time step

for days 50-55, following the introduction of one infectious person into a completely

susceptible population and incorporating births into and deaths out of the population.

Day

Susceptible Infectious

current time step (St I t )

50

9.45

24,044

4.22

51

9.14

22,381

3.80

52

9.26

20,735

3.56

53

9.61

19,131

3.41

54

10.11

17,586

3.30

55

10.72

16,114

3.21

We see that on day 50, there are 9.45 susceptible individuals and 24,044 infectious

individuals. Since = 1.86 x 10-5 per day, the number of individuals that are newly infected

by the end of day 50 is 9.45 x 24,044 x 1.86 x 10-5 = 4.22.

By the 55th day, the situation hasn't changed substantially, with 10.72 susceptible

individuals, 16,114 infectious individuals and 3.21 newly infected individuals by the end of

the day.

In this case, the total number of individuals who are newly infected between days 50 and

55 was 18.29 (4.22 + 3.8 + 3.56 + 3.41 + 3.30).

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We obtain the following output if we use a five day time step instead of a one day time

step.

Day

Susceptible

Infectious

current time step (S t I t )

50

50,387

11,530

53,948

55

-3,551

24,265

-8,002

In this situation, = 9.29 x 10-5 per 5 days, and the number newly infected between day

50 and 55 is: 9.29 x 10-5 x 50,387 x 11,530 = 53,948 individuals. Because this number is

larger than the number who were initially susceptible on day 50 (50,387), the model

predicts that the number of individuals who are susceptible at the start of day 55 is less

than zero, which is clearly unrealistic.

The number who are newly infected between day 55 and 60 is then predicted to be: 9.29 x

10-5 x 24,265 x -3,551= -8,002 individuals, which is obviously impossible.

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As discussed in MD01 , when we change the step size used in difference equations we

also need to adjust the size of the parameters. For example, if the rate at which two

specific individuals come into effective contact per unit time () is 10-5 per day, the

corresponding value for 2 days is 2 x 10-5 per 2 days, the value for 3 days is 3 x 10-5 per

3 days, etc. It is appropriate to approximate the risk by (rate) x (time period) if the rate and

time period are small, but as we have seen this approximation breaks down once the time

step is too long.

As illustrated in the previous example, we cannot increase the size of the time step

indefinitely simply by multiplying the parameter by the size of the time step, because,

once the time step size becomes too large, the equations start to predict nonsense results.

Instead, we should use the more accurate formula linking rates and risks as found in

theAppendix to session MD01.

For our measles problem, once the time step size reached 5 days, the transmission

parameter became so large that more individuals were predicted to become infected

within some time step than were susceptible at the beginning of the time step. This, in turn

led to predictions of negative numbers of susceptible individuals in the population. At this

point, it becomes sensible either to introduce corrections into the model, so that it does not

predict negative numbers of individuals, or to reduce the size of the time step.

The real problem with difference equation models

The more important issue is that in difference equation models multiple events take place

in each time step, but the risks are not updated until the next time step. For example, as

soon as one new infectious person appears then the force of infection experienced by

each susceptible person should immediately increase.

Updating the model at discrete time intervals introduces inaccuracies into the rates that the

model uses. This problem can be solved by using smaller time steps, in which fewer

events are expected to take place.

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As a general rule, the larger the time step used in the difference equations, the greater the

inaccuracy in the model predictions. The following shows the model predictions obtained

using a half day time step.

Number of individuals who are:

Day

Susceptible

Infectious

current time step ( S t I t )

50.0

13.02

20,402

2.47

50.5

12.51

19,644

2.28

51.0

12.19

18,896

2.14

51.5

12.00

18,161

2.02

52.0

11.94

17,440

1.93

52.5

11.96

16,735

1.86

53.0

12.06

16,046

1.80

53.5

12.22

15,375

1.74

54.0

12.43

14,723

1.70

54.5

12.69

14,089

1.66

55.0

12.98

13,474

1.62

In this instance, 21.22 (= 2.47 + 2.28 + ... + 1.66) individuals are estimated to become

newly infected between days 50 and 55.

In fact, the most precise description of the transmission dynamics of an infection is

obtained using the smallest possible time steps, or, extending this idea further, using time

steps that become vanishingly small. This is equivalent to modelling time flowing

continuously rather than in discrete time steps.

See section 3.2 and Panel 3.1 of the recommended course text 1 for a further discussion

of issues relating to time steps.

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between compartments continuously, we need to use so-called "differential" rather than

difference equations. Differential equation models can be thought of simply as difference

equation models with extremely small time steps.

An important distinction between difference and differential equations is that differential

equations describe the rate of change of a given quantity relative to something else, i.e.

the rate of change in the number of individuals in each category at time t. Difference

equations describe the total number of individuals in a given category at time t. Either

model can be used to describe how the system changes over time.

To describe the transmission dynamics of an immunising infection such as measles,

mumps, rubella, etc. over time using differential equations, we need to write down the

expressions for the rate of change in the number of susceptible, pre-infectious, infectious

and immune individuals.

The notation used to write down differential equations is distinct from that used to write

down difference equations, as discussed on the next page.

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To represent the rate of change in the number of susceptible individuals using differential

equations, we use the notation

.

The notation for the rate of change in the number of pre-infectious, infectious and immune

,

and

respectively. We describe the origin of this notation

individuals is

later.

The "t" in parentheses (i.e. "(t)") is included to show explicitly that the numbers of

individuals in the various categories are expected to change over time. However, for

convenience of writing it is often dropped from the notation so that, for example, the rate of

change in the number of infectious individuals would be written as .

Other notation that you might encounter for the rate of change in a given quantity, such as

the number of infectious people, I(t), is (t) (i.e. a capital I with a dot above it) or I'(t).

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When we use differential equations, the symbol for time "t" is conventionally enclosed in

brackets (t). For example, the numbers of susceptible, pre-infectious, infectious and

immune individuals at exact time t are written as S(t), E(t), I(t) and R(t) when writing

differential equations, but as S t, E t, I t, Rt when writing difference equations.

Similarly, the force of infection would be written as (t) rather than as t.

Sometimes the number of infectious persons (or another compartment in the model)

depends on something other than time, such as age ("a"). In this case, and still

considering the infectious individuals, we would use the notation I(a) for the number of

infectious individuals of age a, and we would want to calculate how I(a) changes with age.

The mathematical notation for this rate of change is

.

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Note that the key parameters used in difference equations ( t, , r) represent the risks or

proportions of individuals who move from one compartment to the next, while the

corresponding parameters in differential equations ((t),, r) describe the rate at which

individuals move between compartments.

Figure 3 compares the notation used for difference and differential equations.

Difference equations model:

Figure 3. Comparison between the notation used for difference and differential equations. The expressions above

each arrow represent the number of individuals who move from one compartment to the next per unit time.

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The following table summarises the key terms that are used in difference and differential

equations describing the transmission dynamics of an immunising infection.

Difference equations

Differential equations

St

at time t.

dS(t)

dt

susceptible individuals at time t.

Et

at time t.

dE(t)

dt

pre-infectious individuals at time t.

It

time t.

dl(t)

dt

infectious individuals at time t.

Rt

individuals at time t.

dR(t)

dt

recovered (immune) individuals at time

t.

becoming infected between time t and

t+1.

(t)

between time t and t+1.

per unit time.

recovering between time t and t+1 to

become immune.

recover (become immune) per unit time.

individuals become infected per unit

time, at time t.

In the model that we have discussed so far, only the risk (or rate) at which susceptibles are

infected,(t), depends on time.This is because it is influenced by the number of infectious

individuals in the population, which changes over time.So far, we have assumed that the

rates at which pre-infectious individuals become infectious and infectious individuals

recover to become immune are constant over time and so we do not need to include a

subscript t or (t) for the parameters f and r. However, these parameters could change

over time in some cases, for example because of an intervention. In this instance, we

would indicate the time-dependency in the rate at which pre-infectious individuals become

infectious and infectious individuals recover using the notation f(t) and r(t) respectively.

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The differential equations for the rate of change in the number of individuals in a given

compartment can be obtained either using an intuitive approach, i.e. by considering the

definition of the rate of change in a given quantity, or by using a more formal mathematical

approach.

We first describe the intuitive approach using a model of the transmission dynamics of an

immunising infection (an SEIR model), such as measles, mumps, or rubella, as an

example.

We begin by recalling that differential equations describe the rate of change in a given

quantity relative to something else.

The rate of change in the number of individuals in a given category per unit time is

provided by the difference between the number of individuals entering the category per unit

time and the number of individuals leaving the category per unit time, i.e.:

the number who enter the category per unit time

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individuals

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From the above diagram we see that as no one enters the susceptible category. The rate

of change in the number of susceptible individuals at time t is given by the expression:

dS(t)

=

dt

infected (or become pre-infectious) per unit time

As mentioned in MD01 , the number of susceptible individuals who are newly infected

per unit time is given by the product of the force of infection, (t), and the number of

susceptible individuals at time t (i.e. (t)S(t)). The rate of change in the number of

susceptible individuals would therefore be written as:

dS(t)

= (t)S(t)

dt

If we assume that individuals contact each other randomly, then (t) can be replaced by

I(t), where is the rate at which two specific individuals come into effective contact per

unit time and I(t) is the number of infectious individuals at time t (see also MD01 ).

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Considering the pre-infectious individuals in the above diagram, we can see that newly

infected individuals enter the pre-infectious compartment from the susceptible

compartment, while individuals who have just become infectious exit the pre-infectious

compartment.

The rate of change in the number of pre-infectious individuals over time is given by the

expression:

the number of susceptible

dE(t)

= + individuals who are newly infected

dt

per unit time

individuals who become infectious per

unit time

The number of pre-infectious individuals who become infectious per unit time is given by

the expression fE(t), where f is the rate at which pre-infectious individuals become

infectious. The expression for the rate of change in the number of pre-infectious individuals

at time t is therefore given by the following:

dE(t)

=+ (t)S(t)- fE(t)

dt

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immune individuals

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Considering the infectious category, individuals become infectious from the pre-infectious

stage and exit the infectious stage when they recover, as follows:

Individuals enter the immune ("recovered") category from the infectious compartment, as

follows:

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and immune individuals

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Click the show button to see the original model diagram again.

Show

EXERCISE

Q1.3 Select the missing terms (provided in the drop down menu) to complete the

expressions correctly for the rate of change for the number of infectious and immune

individuals

Choose...

Choose...

Choose...

Choose...

=

Answer

Choose...

Choose...

. Not all terms will be used and each term can only be used once.

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and immune individuals

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Click the show button to see the original model diagram again.

Show

EXERCISE

Q1.4 Use your answer to the last question to select the correct notation for the

differential equations describing the rate of change in the number of infectious and immune

individuals (

a) fE(t) - rI(t)

=

b) + rI(t) + fE(t)

c) -rI(t) + fE(t)

c) + rI(t)

d) (t)S(t) + rI(t)

d) + fE(t)

a) - rI(t)

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transmission dynamics of an immunising infection in a closed

population

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We can now summarise the differential equations for our model of the transmission

dynamics of an immunising infection as follows:

dS(t)

= (t)S(t)

dt

dE(t)

=(t)S(t) - fE(t)

dt

dl(t)

=fE(t) -rl(t)

dt

dR(t)

=rl(t)

dt

You may notice that these equations share strong similarities with those for our difference

equations model, as summarised in Table 1.

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transmission dynamics of Haemophilus influenzae type B

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Haemophilus Influenzae type B. The letters above the arrows represent the rate at which

individuals move between the compartments which are linked by the arrows, per unit time.

Q1.5 Using pen and paper, write down the differential equations for this model.

dS(t)

dt

Answer

dC(t)

dt

Answer

dD(t)

dt

Answer

dR(t)

dt

Answer

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We will now illustrate how the differential equations for a model can be obtainedusing

another approach that considers the mathematical definition of the rate of change.

We begin by noting that if we plot how a quantity changes over time, the rate of change in

that quantity at a given time is simply the gradient at that point on the plot. Considering

Figure 4, which shows the number of susceptible individuals over time t (written as S(t)),

the gradient at point C (which has co-ordinates (t, S(t))) is the slope of the line which just

touches the curve at point C.

a line is the ratio between

the amount by which the

line goes up vertically

and the amount by which

the line goes across

horizontally.

Figure 4: Illustration of the rate of change of the number of susceptible individuals, S(t), over time.

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Consider another point A a short horizontal distance "t" away from C, with co-ordinates

(t+t, S(t+ t)) . If we draw a line between points A and C on Figure 5 (as indicated by the

orange dashed line), then the slope of this line equals the ratio between the lengths of the

). The slope of line AC, as it is currently drawn, would

lines AB and BC (i.e.

overestimate the gradient at point C.

However, if we were to move point A

closer to point C, reducing t, then the

slope of line AC would eventually equal

the gradient at point C.

This leads to the mathematical definition

of the rate of change in the number of

susceptible individuals, namely as the

value of the expression

as t

becomes infinitesimally small (or tends to

zero).

This is written as:

of susceptible individuals S(t) over time.

We will now use this expression to derive an equation for the rate of change in the number

of susceptible individuals.

Note

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The rate of change in the number of susceptibles over time can be derived using a similar

logic to that which was used previously to derive the difference equations for the number of

susceptible individuals at time t+1.

Applying the logic that we used when writing down the difference equations for the number

of susceptible persons at time t+1 in terms of the number at time t (see MD01 ), we see

that the number of susceptible individuals at time t+t is given by:

the number of

S(t+t) = susceptibles at time t,

S(t)

infected between time t and t+t

Equation

1

When the size of the time interval t is sufficiently small, the number of susceptibles who

become infected between time t and t+t equals the number of individuals that are newly

infected per unit time at time t, (t)S(t), multiplied by the size of the time interval t. This is

written as (t)S(t)t. For example, if 10 individuals are infected per day, then you would

expect 10 x 1/24 0.417 individuals to be newly infected per hour.

Substituting the expression (t)S(t)t into Equation 1 gives the following equation for the

number of susceptible individuals at time t+t.

S(t+t) = S(t) (t)S(t)t Equation 2

After subtracting the number of susceptibles at time t, S(t), from both sides of the

equation, we see that:

S(t+t) S(t) = (t)S(t)t Equation 3

We can then divide both sides of the equation by t to obtain:

S(t+t) - S(t)

= (t)S(t) Equation 4

t

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Taking t to be "infinitesimally" small, then based on the formal definition of the rate of

change , the left side of the equation is equal to

. Therefore,

dS(t)

dt

S(t+t)S(t)

= (t)S(t)

t

as t 0

Therefore, the rate of change in the number of susceptible individuals at time t is equal to

(minus) the product of the force of infection at time t and the number of susceptibles at

time t, i.e.

dS(t)

= (t)S(t)

dt

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We can use a similar logic to derive the expression for the rate of change in the number of

,

,

).

pre-infectious, infectious and immune individuals (

EXERCISE

Q1.6 Fill in the missing terms (provided in the drop down menus) to complete the

expression correctly for the number of pre-infectious individuals at time t+t. Not all terms

will be used and each term can only be used once. Click here if you would like to remind

yourself of the model diagram.

E(t+t) =

Choose...

Choose...

Choose...

Choose...

Choose...

Choose...

Answer

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EXERCISE CTD.

As before, when the time interval t is sufficiently small, the number of pre-infectious

individuals who become infectious between time t and t+t is given by fE(t)t.

Q1.7 Use this term and others in the drop down menus to complete the expression for

E(t+t). Note that each term can be used only once. Not all terms will be used.

E(t+t) =

Choose...

Choose...

Choose...

Choose...

Choose...

Choose...

Equation 6

Answer

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EXERCISE CTD.

Q1.8 Now, on paper, subtract the number of pre-infectious individuals at time t, E(t), from

both sides of Equation 6 .

Answer

Answer

As before, taking t to be infinitesimally small, then the left hand side of the equation is

, leaving us with:

equivalent to

dE(t)

= (t)S(t)E(t)

dt

You should recognise this equation as being identical to the one we obtained on page 16

, i.e. the rate of change in the number of pre-infectious individuals at time t is equal to the

product of the force of infection at time t and the number of susceptibles at time t minus

the number of pre-infectious individuals who become infectious between time t and t+t.

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Once we have written down the differential equations for our model, it is important to check

that they are consistent with our understanding of the system that we are trying to model.

One useful way to check our equations is to draw a model diagram corresponding to the

differential equations.

If the differential equations have been written correctly, the number of terms that make up

the differential equation for a given compartment should equal the number of arrows that

enter or exit the compartment in the model diagram. The direction of the arrow determines

whether the term represented by the arrow has a + or - sign in the differential equation for

the compartment in question.

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The following are differential equations for a model describing the transmission dynamics

of a non-immunising sexually transmitted infection (STI), such as gonorrhoea. STI models

will be discussed further in session MD08 .

dS(t) = (t)S(t)+r l(t)

s

dt

dl(t) = r l(t)+(t)S(t)

s

dt

Below is the diagram corresponding to these equations. Note that the symbols used for the

parameters are arbitrary - we chose to use the notation rs rather than r in this model to

reflect the fact that infectious individuals return to the susceptible compartment once

recovered.

As there are two equations, there are two compartments in this model. As each equation

has two terms (one preceded by a minus sign and the other preceded by a plus sign),

each compartment has one arrow exiting and one arrow entering it. The direction of the

arrow matches the sign preceding the term.

For example, since there is a minus sign in front of the term (t)S(t) in the differential

equation for the rate of change in the number of susceptible individuals, the arrow

represented by this term is leaving the susceptible compartment in the model diagram.

Likewise, since there is a + sign in front of the term (t)S(t) in the differential equation for

the rate of change in the number of infectious individuals, the arrow represented by this

term is entering the infectious compartment in the model diagram.

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EXERCISE

Hookworm is a parasitic infection found frequently in tropical climates that causes

diarrhoea and abdominal pain. Transmission occurs by direct contact with contaminated

soil, primarily by walking barefoot, or through accidental ingestion.

Q1.10 Draw a diagram corresponding to the following differential equations describing the

transmission dynamics of hookworm. Individuals are either susceptible (S(t)), infected (I(t))

or recovered (R(t)).

dS(t) =r l(t)(t)S(t)

1

dt

dl(t) =(t)S(t)r l(t)r l(t)

1

2

dt

dR(t) =r l(t)

2

dt

Answer

Answer

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EXERCISE

Q1.12 Try to draw a model diagram corresponding to the following equations. What do you

conclude about these equations?

dS(t) =(t)S(t)+r R(t)

s

dt

dl(t) =(t)S(t)r l(t)

r

dt

dR(t) =r l(t)

r

dt

Answer

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EXERCISE CTD.

Q1.13 Think of two ways in which you could correct these equations so that they reflect

movement of individuals through a series of compartments.

dS(t) = (t)S(t)+r R(t)

s

dt

dl(t) = (t)S(t)r l(t)

r

dt

dR(t) =r l(t)

r

dt

Answer

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for population size

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Adding up the differential equations is useful for confirming that the demographic

assumptions have been incorporated into the model correctly.

For example, below we see the result of adding up the differential equations for the model

described on page 20 . The sum of these differential equations is zero (i.e.

= 0).

Click here to see how the term - (t)S(t) in the

differential equation for S(t) cancels out with the

term (t)S(t) in the equation for

.

Click here to see how the term - fE(t) in the

differential equation for E(t) cancels out with the

term fE(t) in the equation for

.

Click here to see how the term - rI(t) in the

differential equation for I(t) cancels with the term

rI(t) in the equation for

.

Since

size, the result that the sum of these terms equals zero implies that the population in the

model remains unchanged over time. This is consistent with the assumption that we

intended to make, namely that the population is closed.

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EXAMPLE

The following is the possible structure of a model that we might use to track how the

number of susceptible individuals in a cohort changes over time, assuming that they

become infected at a constant rate .

Assuming that no individuals die, the differential equations for this model are:

dS(t)

=S(t)

dt

and

dZ(t)

= S(t)

dt

This model belongs to a special category of models for which the number of individuals in

a given compartment can be expressed in terms of the mathematical constant, e,

approximately equal to 2.718. The definition of e is provided in page 11 of the maths

refresher or the Basic maths section B.3 of the recommended course text 1 .

In this instance, S(t) is given by the expression:

S(t) = S(0)e -t

Equation 1

where S(0) is the number of susceptible individuals in the cohort at the start. Since in this

model no individuals die, the number of individuals at time t who have ever been infected

is given by the difference between the number present at the start, S(0), and the number

susceptible at time t, i.e.

Z(t) = S(0) - S(0)e -t

Equation 2

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For many purposes, difference equations that are set up with small time steps in a

spreadsheet, such as Excel, can be used to produce a reasonable description of the

transmission dynamics of an infection. However, the spreadsheet can become large and

unmanageable if detailed long-term predictions are required (e.g. the number of infections

occurring daily over a period of hundreds of years).

In this situation, it is practical to set up the difference equations using a programming

language such as C, C++, Visual Basic, FORTRAN, etc. Alternatively, one could use a

specialist modelling package such as Berkeley Madonna, ModelMaker, Matlab,

Mathematica, Maple, or R that is designed to manipulate differential equations. Each

package converts the differential equations to difference equations using various

techniques (e.g. Euler, Runge-Kutta, Bulirsch-Stoer, etc.) to correct for possible errors

introduced at each time step. For this reason, differential equations are often preferred to

difference equations.

The practical component of this session introduces Berkeley Madonna, which we will use

throughout the rest of this course. Before describing this package, we first discuss a model

that is frequently encountered in natural sciences and which we will use in later sessions,

for which we do not need to use any software in order to make predictions of the number

of individuals in a given compartment.

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We can check that the equation S(t) = S(0)e -t is consistent with the differential equations

on the last page by differentiating this equation and checking that the resulting equation for

is consistent with the equation that we started with.

If we apply the rules for differentiation (see pages 14-16 of the maths refresher ) to

and then use the mathematical expression for e -t, we obtain the equation:

Equation 1

dS(t)

= S(0)e -t

dt

Equation 3

Since S(t)=S(0)e -t, we obtain our intended result. See the recommended course text,

Appendix A.1.2 1 , for a further elaboration.

Note that if we divide Equations 1 and 2 by the size of the cohort, S(0), we obtain the

following expressions for the proportion of individuals in the cohort that are susceptible or

who have ever been infected, denoted by s(t) and z(t), respectively:

s(t) = e -t

Equation 4

z(t) = 1 - e -t

Equation 5

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The equations described in this session do not account for changes in the age of

individuals, and they do not describe the transmission dynamics of an infection in a

population stratified by age. When susceptible, pre-infectious, infectious and immune

individuals are stratified by age, we also need to account for the fact that the ages of

individuals also changes over time. We could do so using so-called "partial differential

equations".

The equations for our model of the transmission dynamics of an immunising infection

would then be written as follows:

S(a,t) S(a,t)

+

= (t)S(a,t)

a

t

E(a,t) E(a,t)

+

= (t)S(a,t) E(a,t)

a

t

l(a,t) l(a,t)

+

=E(a,t) rl(a,t)

a

t

R(a,t) R(a,t)

+

= rl(a,t)

a

t

The expressions on the left side of the equations denote the fact that the number of

individuals in a given category changes both according to age (a) and over time (t). These

equations are more difficult to solve than ordinary differential equations and generally

require the use of a programming language, since few software packages are designed to

solve them.

An alternative, more straightforward, method of overcoming this problem is to adapt the

model to stratifyindividuals into age groups, rather than including age as a continuous

value. The transmission dynamics within annual birth cohorts, for instance, can be

described using ordinary differential equations. An example of this kind of model is

provided later in the module.

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The rest of this session (the practical component) is likely to take 1-3 hours.

You may wish to take a short break before starting it.

next

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OVERVIEW

We now begin the practical component (part 2) of this session, in which you will learn how

to set up, run and manipulate a simple model of the transmission of an immunising

infection in Berkeley Madonna.

OBJECTIVES

By the end of this part of the session, you should:

Understand the methods for setting up models using Berkeley Madonna.

Understand the relationship between the different input parameters for the model.

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differential equations. Models can be built using either a flowchart or an equation editor.

The flowchart approach involves drawing a flowchart of the model and provides a quick

way of setting up models while minimising the use of equations. Models built using the

flowchart provide a visual summary of all the equations and how the components are

linked together.

The equation editor requires users to type in the differential equations directly.

Both methods produce identical results, and it is useful to understand both. That way, if

one model gives unexpected results, it can be checked against a model built using the

other approach.

While either method can be used, many people find the flowchart editor to be fiddly to set

up and hard to edit. The equation editor is easier to work with and more transparent, and

is the approach we recommend.

The practical exercises in this module are set up using both methods, and you will usually

be able to choose which approach to use.

are NOT expected to set up the model whilst you are reading

these pages. You will get the chance to set up the model when

you reach page 47.

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The following diagram shows the flowchart that we would construct in Berkeley Madonna

for a model describing the transmission dynamics of an immunising infection, assuming

that we did not want to account for the time lag between infection and onset of

infectiousness (i.e. an SIR model).

Berkeley Madonna refers to the blue cylinders as "reservoirs", and these represent the

number of individuals in each category (i.e. Susceptible, Infectious or Immune) at a given

time t.

If we were to double click on the Susceptible

reservoir of this model in Berkeley Madonna,

we would see a window which is similar to the

one on the right. This is where we specify the

number of individuals that are susceptible

at the start. In a similar way, we can set the

initial values for the other compartments.

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Notice that there are two types of arrows in the flow diagram.

contains the

the middle

expression for the number of

individuals who move from one

category to the next.

tell Berkeley

Madonna which components

in the model are used in the

expression.

For example, the expression for the number of new infections per unit time is given by:

*Susceptible*Infectious

Therefore, since the numbers of susceptible and infectious individuals are used in this

expression, there are thin arrows going from the susceptible and the infectious

compartments to the new infections arrow.

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If we were to double click on the circle of the flow arrow labelled "new infections", we

would see the window below. This is where we edit the equations for the number of

individuals who move between categories per unit time.

which can be used in

the expressions for the

flow arrows.

for the number of individuals who move

from one category to the next per unit

time, or, in this case, the number of new

infections.

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we were to click on the "globals" button on the

right side of the toolbar we would see the

window to the right. This is where we set up

the input parameters in our model.

Note that there is a space on either side of the

equals sign in these equations in this window.

Berkeley Madonna requires these spaces to be

inserted as otherwise, the equations are

ignored.

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approach

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The image on the right shows the same model set up using the equation editor approach.

As you can see, this approach requires far fewer steps to set up a model than the

flowchart editor does. Curly brackets, {}, are used to enclose "comments" that are ignored

by Berkeley Madonna but can be useful for the modeller.

This is called the equations

window.Note the different

components of the window:

1. The differential equations

for the Susceptible, Infectious

and Immune compartments.

2. The initial numbers of

individuals in each

compartment.

3. The flows providing

expressions for the number

of individuals who move from

one category to the next.The

expressions on the right hand

side of the equals sign are

identical to those that go into

the corresponding flow

arrows of the flow diagram.

4. The input parameters.

These equations are identical

to the ones that go into the

globals window of the

flowchart.

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We will now describe both approaches for setting up models in Berkeley Madonna in

detail.

Download the pdf documents from the links below and work through the instructions in

these documents to set up your model using either the flowchart or equation editor

approaches.

Click here for instructions for setting up a model describing the transmission dynamics

of measles using flowcharts.

Click here for instructions for setting up a model describing the transmission dynamics

of measles using the equation editor.

The files mentioned in these pdfs are available from the following drop-down menu:

Show

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You have now had the chance to try at least one approach for setting up models in

Berkeley Madonna. If you have only tried one approach, you can return to the previous

page and try the other approach. Alternatively, you can continue working with the

model that you have set up so far, and return to try the other approach once you have

finished this session.

The next page summarises the advantages and disadvantages of the two approaches for

setting up models.

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The flowchart editor provides a way of setting up models without worrying too much about

the equations. Models set up using this approach provide a visual summary of the

equations and the ways that the components are linked. A disadvantage to this approach

is that a model requires many different elements to be generated - reservoirs, flow arrows,

arc arrows, globals - before it can be used. Furthermore, the differential equations cannot

be edited directly - they must be modified in the flow arrows and the globals window.

If you have already set up the model using the flowchart but would prefer to work with

differential equations instead, you can " discard the flowchart ". Once discarded, the

flowchart is irrecoverable, and the model can only be further developed using the equation

editor.

The equation editor allows you to work with the differential equations. The equations can

be typed directly into the equations window(orwritten in any word processing software or

text editor and then copied and pasted into the equations window). All the information

defining the model - the differential equations, the initial conditions, and the parameters - is

contained within a single text file. However, no model diagram is provided with this

method.

The method that you should use depends on your personal preference - some people

prefer to visualise their model and are happiest using the flowchart, whereas others prefer

to work directly with the equations. For transparency, speed of use, and ease of editing,

we recommend the equation editor.

Remember that either approach will provide the same results, and using both methods can

be helpful, as you can then check the predictions from one approach against those from

the other. In any case, whatever approach you choose, you should always check your

model carefully and make sure that you understand and agree with the equations.

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We are now ready to use our model to make predictions (i.e. "run the model"). There are

several methods for running models (i.e. using the model to predict the numbers of

individuals in different components). These methods are the same irrespective of whether

the model has been set up using the flowchart or the equation editor.

We first illustrate the method for running models using the parameters window. If you have

already closed your models, click measles1 - flowchart_solnd.mmd or measles equations_solnd.mmd to open up files containing the models that you should have

developed by now.

1. Select the "Parameters" option from the main menu and choose the "Parameter

Window" option.

You should see a window that resembles the one below. This window summarises all the

parameters in the model. This allows you to change the values of parameters and settings

for running the model. The different characteristics are highlighted below.

The box next to the "Run" button

shows the method Berkeley Madonna

uses to convert differential equations to

difference equations. For most models,

the default setting is appropriate.

The numbers next to "STARTTIME"

and "STOPTIME" specify the time period

over which the model makes predictions

of the number of individuals in each

compartment. By default the start and

stop times are set to 0 and 10,

respectively. The time units are

determined by the units of the parameters

used in the model equations. If these are

in daily units, then the predictions are also

in daily units.

The number next to "DT" specifies the

time step used by Berkeley Madonna to

solve the difference equations. By default

this is set to 0.02 time units.

The number next to DTOUT , which

indicates the frequency at which output

from the model is plotted or tabulated.

Please see the guide to Berkeley

Madonna for further information.

The remaining rows in this window show

the current values for all the parameters

in the model.

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2. Click on the STOPTIME line and then change it to equal 150 by typing in 150 in the

box alongside the Reset button. Do not press the reset button, as this will reset the

value of STOPTIME back to 10. Note that since our parameters are in daily units, the

STOPTIME is also in daily units.

3. Now click on the Run button. This opens up a window showing predictions of the

numbers of susceptible and pre-infectious individuals in the population over time.

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4. To view the numbers of susceptible and immune individuals and the daily number of

new infectious people over time, click on the "Preinfectious" button on the bottom of

this window to remove this plot from the figure and click on the "Immune" and

"new_infectious" buttons.

Time (t) is plotted along the x-axis. You should see a figure which is similar to

one of the following, depending on whether "new_infectious" is plotted along

the right or left y-axis. The axis on which a variable is plotted can be changed

by double clicking in the middle of the figure, selecting the variable from the list

on the right hand side, clicking on it and clicking on the "Right Axis" box.

5. The buttons along the top of this window allow you to change the display. You may

wish to refer back to the guide to Berkeley Madonna guide for further

explanation of these buttons later.

6. Click on the "Legend" button

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If needed, you can check your model against file measles1 flowchart_solne.mmd

measles1 equations_solne.mmd , which contains the model you should have

developed by this point in the practical.

next

or

Q2.1 What do you notice about the daily number of new infectious people? According to

the graph, how long does the epidemic last?

Note: To see the coordinates of a point, click on the "readout"

toolbar. A cross in a circle will appear. If you click anywhere on the figure, the coordinates

of the cross will appear in the upper right hand corner of the window next to the toolbar.

The readout function has some potentially confusing properties.

Answer

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7. Open the parameter window, select the pre-infectious period, change it to 5 days

(rather than 8 days) and run the model.

Q2.2 How does this change affect the graph of the number of susceptible, immune and

daily number of new infectious people?

Note: Click on the overlay button

both runs simultaneously. To see only the most recent run, deselect the overlay button and

run the model.

Answer

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The effect of modifying parameter values can also be explored using "sliders", as follows:

8. Select the parameters option from the main menu and choose the "Define Sliders"

option. This will open up the "Sliders" window.

9. Select preinfectious_period from the list of parameters on the left by double-clicking

on it. Specify that it should range between a minimum of 0 and a maximum of 20

days, using increments of 0.2. Click OK to continue.

You should now see the following slider:

You can change the value of the parameter by clicking on the bar, holding down the left

mouse button and dragging the bar from side to side. You can also change the value by

selecting the bar and using the left and right arrow keys on the keyboard.

Q2.3 What happens to the size of the epidemic (as reflected in the number of immune

people at the end) as the pre-infectious period increases? What happens if it decreases?

Note on changing parameters: Parameters must always be changed using either the

sliders or in the parameters window. Unfortunately, changes to parameter values in either

the globals window (flowchart version) or in the equation editor are not always recognised.

Answer

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10. Before continuing, return to the Parameters window and reset any parameters you

have changed (apart from the STOPTIME) to their initial value (i.e.

preinfectious_period = 8, infectious_period = 7, R0 = 13) by clicking on the parameter

and then clicking the Reset button. Any parameter that has changed since it was

initially set in the model has an asterisk to the left of its value in the parameter list.

Please save your Berkeley Madonna file before continuing.

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We will now use the model to make long-term predictions (e.g. spanning decades). To do

this, we need to incorporate births into and deaths out of the population. The following

shows the final output that we should achieve after doing so.

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We will begin by thinking about the equations for the numbers of births into and deaths out

of the population. Use pen and paper for now.

1. Write down the expression for the number of births into the population per unit time,

in terms of the per capita birth rate per unit time (b_rate) and total_popn.

Answer

2. The daily mortality rate depends on the life-expectancy. Write down the expression

for the daily mortality rate (m_rate) given a life expectancy of 70 years, in terms of

the average life expectancy in years (life_expectancy_yrs).

Answer

3. Write down the expressions for the number of susceptible, pre-infectious, infectious

and immune individuals who die per day using the daily mortality rate.

Answer

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Q2.4 Considering the following flowchart, what arrows would we need to add to the

diagram to reflect:

a) individuals being born into the population (ignoring the effects of maternal

immunity for now); and

b) susceptible, pre-infectious, infectious and immune people dying?

Answer

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The following are the differential equations for our model without accounting for births and

deaths:

dS(t)

= (t)S(t)

dt

dE(t)

=(t)S(t) E(t)

dt

dl(t)

= E(t) rl(t)

dt

dR(t)

= rl(t)

dt

4. Change these equations using the expressions on page 58

deaths.

Answer

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We will now incorporate births and deaths in our Berkeley Madonna models. If you wish to

make these changes yourself, click on the corresponding link below.

Click here

Click here

for instructions for updating the model using the flowchart editor.

for instructions for updating the model using the equation editor.

Alternatively, you can use the final models, in which these changes have already been

made.

Click here to link to the final model set up using the flowchart editor.

Click here to link to the final model set up using the equation editor.

The files mentioned in these pdfs are available from the following drop-down menu:

Show

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The revised flowchart should resemble the following after including births and deaths in the

population:

If you used the equation editor method, the final model should be similar to that shown

below. The order of the parameters and equations may differ in your model - this is not a

problem.

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5. Open the parameters window and change the STOPTIME to 36500 (i.e. the model

will make predictions for 365*100 days = 100 years) and click on the Run button.

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new_infectious is plotted on the right or left y-axis).

Refer to measles1 flowchart_solni_mmd

you wish to check your model.

or measles1 equations_solni_mmd

if

Q2.5 How do the general patterns in the numbers of susceptibles and immune individuals

differ from those predicted using the difference equations model in Excel during the

last practical?

Answer

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You should notice that while the number of new infectious persons and the numbers of

susceptible and immune individuals oscillate over time, these oscillations become smaller

and eventually appear to disappear entirely. This pattern is not completely realistic. In

many populations without measles vaccination, epidemics occur every two years. This

discrepancy between the model's predictions and the observed data suggests that other

factors help sustain the epidemic cycles.

Q2.6 What other factors might influence the regular epidemic cycles?

Answer

If you have set up a model using only one of the two approaches for setting up models in

Berkeley Madonna, return to page 47 and set up the model using the other approach.

The next session will explore the factors determining these cycles in more detail. Please

save your model before closing Berkeley Madonna.

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This session has discussed some limitations of difference equations and has explored how

we can use differential equations to describe the transmission dynamics of infections.

1. Differential equations assume that individuals move between categories continuously

(i.e. from the susceptible to the pre-infectious category), rather than at discrete time

intervals.

2. The expressions for differential equations can be obtained by considering how many

individuals move into and out of each compartment per unit time or by using the

mathematical definition of the rate of change.

3. The notation used to write differential equations differs from that used to write

difference equations. For example, if we are considering events occurring

continuously (as we would when using differential equations), the number of

susceptible individuals at time t would be written using the notation S(t). If we are

considering events occurring at discrete time intervals (as we would when using

difference equations), the number of susceptible individuals at time t would be

written using the notation S t.

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16.1: Summary

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4. The following diagram and equations show the notation used to write differential

equations describing the transmission dynamics of an immunising infection:

dS(t)

= (t)S(t)

dt

dE(t)

=(t)S(t) - fE(t)

dt

dl(t)

=fE(t) -rl(t)

dt

dR(t)

=rl(t)

dt

where

S(t), E(t), I(t) and R(t) are the numbers of susceptible, pre-infectious, infectious

and immune (recovered) individuals at time t.

(t) is the rate at which susceptible individuals are infected per unit time (i.e.

the force of infection).

f is the rate at which pre-infectious individuals become infectious (and equal to

1/average pre-infectious period).

r is the rate at which infectious individuals recover from being infectious to

become immune (and equal to 1/infectious period).

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16.2: Summary

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generate predictions. Predictions obtained from these packages will be similar to

those obtained using difference equations with very small time steps.

6. For the following simple model,

whereby a

of susceptible individuals at time t is given by the expression S(t)=S(0)e -t, where

S(0) is the size of the cohort at the start.

7. The practical part of this session has illustrated how Berkeley Madonna can be used

to set up models describing the transmission dynamics of an immunising infection

(measles) using differential equations.

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16.3: Summary

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8. Models can be set up using the flowchart or the equation editor in Berkeley

Madonna.

9. Models can be set up using the flowchart without worrying too much about the

equations. The flowchart gives a visual summary of the equations and the links

between the components; however the differential equations cannot be edited

directly in the model - they must be modified in the flow arrows and the globals

window.

10. Models set up using the equation editor allow you to work directly with the differential

equations. The equations can be written in any word processing software or text

editor and then copied and pasted to the equations window. However, no visual

representation of the model is provided using this method.

11. Although we recommend the equation editor, both approaches provide the same

results. Familiarity with both methods can be helpful, as you can check the outputs

of a model set up using one approach against one set up using the other approach.

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Chapter 3 of the recommended course text 1 , discusses the aspects covered in this

session in further detail.

You will also find it helpful to try the exercises at the end of that chapter, together with the

online exercises that are associated with the chapter (available at

www.anintroductiontoinfectiousdiseasemodelling.com ).

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References

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University Press, Oxford. 2010

2. Anderson, R.M. and R.M. May, Infectious diseases of humans. Dynamics and control.

1991, Oxford University Press, Oxford.

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