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On: 20 October 2013, At: 16:13 Publisher: Taylor & Francis

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Journal of Difference Equations and Applications

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On the series expansion of the spatial SIS evolution operator

José Martins ab , Maíra Aguiar cd , Alberto Pinto b & Nico Stollenwerk ce

a Departamento de Matemática , Escola Superior de Tecnologia e Gestão, Instituto Politécnico de Leiria , 2411-901, Leiria, Portugal

b Centro de Matemática da Universidade do Minho , Campus de Gualtar, 4710-057, Braga, Portugal

c Centro de Matemática e Aplicações Fundamentais, Faculdade de Ciências, Universidade de Lisboa , Av. Prof. Gama Pinto 2, 1649-003, Lisboa, Portugal

d Fundação Ezequiel Dias, Laboratório de Dengue e Febre Amarela , Rua Conde Pereira Carneiro 80, 30510-010, Belo Horizonte-MG, Brazil

e Research Center Jülich , D-52425, Jülich, Germany Published online: 21 Jul 2011.

To cite this article: José Martins , Maíra Aguiar , Alberto Pinto & Nico Stollenwerk (2011) On the series expansion of the spatial SIS evolution operator, Journal of Difference Equations and Applications, 17:7, 1107-1118, DOI: 10.1080/10236190903153884

To link to this article: http://dx.doi.org/10.1080/10236190903153884

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On the series expansion of the spatial SIS evolution operator

Jose´ Martinsab*, Maı´ra Aguiarcd, Alberto Pintoband Nico Stollenwerkce

aDepartamento de Matema´tica, Escola Superior de Tecnologia e Gesta˜o, Instituto Polite´cnico de Leiria, 2411-901 Leiria, Portugal;bCentro de Matema´tica da Universidade do Minho, Campus de Gualtar, 4710-057 Braga, Portugal;cCentro de Matema´tica e Aplicac¸o˜es Fundamentais, Faculdade

de Cieˆncias, Universidade de Lisboa, Av. Prof. Gama Pinto 2, 1649-003 Lisboa, Portugal;

dFundac¸a˜o Ezequiel Dias, Laborato´rio de Dengue e Febre Amarela, Rua Conde Pereira Carneiro 80, 30510-010 Belo Horizonte-MG, Brazil;eResearch Center Ju¨lich, D-52425 Ju¨lich, Germany

(Received 21 April 2009; final version received 23 June 2009)

For the spatial stochastic susceptible – infected – susceptible model, we consider the perturbative series expansion of the gap between the dominant and subdominant eigenvalues of the evolution operator. We compute explicitly the first terms of the series expansion of the gap with difference equations for the calculation of states.

Keywords:SIS model; contact process; evolution operator; series expansion; critical threshold

AMS Subject Classification: 92D30; 30B10

1. Introduction

The characterization of the critical thresholds in epidemic models is probably the most important feature of the mathematical epidemiology research due to the drastic change of the disease spread on the critical threshold. The simple spatial stochastic susceptible – infected – susceptible (SIS) epidemic model, also known as the contact process, has a continuous phase transition from the absorbing state devoid of infected individuals to a non-equilibrium state of infectivity. The phase transition point of the SIS model was recently characterized in pair approximation as particular case of the reinfection SIRI model [8,10], and improves the rough qualitative behaviour in mean field approximation.

In the phase transition, the dominant eigenvalue of the evolution operator for the SIS model becomes degenerate that occurs when the gap between the dominant and the subdominant eigenvalues vanishes. To study the gap value, series expansions in terms of the creation rate have been used [1,2,7]. This requires the formulation of the epidemic models in terms of creation and annihilation operators [3 – 5,9,11] starting from the master equation [6,12]. The critical values follow from the series expansion, based on a perturbation ansatz and using a Pade´ analysis [1,7].

Here, we consider the spatial stochastic SIS epidemic model formulated via creation and annihilation operators. For the SIS model in 1D lattices, we deduce the perturbative series expansion of the gap between the dominant and subdominant eigenvalues of the evolution operator. The first terms of the series expansion of the gap are computed

ISSN 1023-6198 print/ISSN 1563-5120 online q2011 Taylor & Francis

DOI: 10.1080/10236190903153884 http://www.informaworld.com

*Corresponding author. Email: [email protected] Journal of Difference Equations and Applications Vol. 17, No. 7, July 2011, 1107–1118

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explicitly. Here, we do not assume the translation invariance of the lattice in contrast to the study made in [1].

2. The spatial stochastic SIS model

The stochastic SIS model is one of the best-known epidemic models and one of the simplest. It describes the evolution of an infectious disease through a population of N individuals, which can be either infected or susceptible. This epidemic model is also known as the contact process because it describes an interacting-particle system on a regular lattice, where the particles are annihilated spontaneously and created catalytically.

We consider that a particle is annihilated with a ratea, usuallya¼1, and created with a rate b times the fraction of the nearest neighbours occupied sites. We use the state variables

j0l¼ 0 1 !

; j1l¼ 1

0 !

ð1Þ

to represent the siteiwhenever it is empty or occupied or, in an epidemic context, when the individual i is susceptible or infected. The configuration of the lattice can be represented by

jhl¼ jh1h2. . .hNl¼ jh1l^jh2l^· · ·^jhNl; ð2Þ where^represents the usual tensor product,jhil¼ j0lorjhil¼ j1lrepresents the state of each siteiandN denotes the total number of the sites.

2.1 The creation and annihilation operators

To describe the SIS epidemic model using the creation and annihilation operators, we define the following operators to act on each site of the lattice.

Definition2.1.The creation operator cþand the annihilation operator c, for a single site are given by

cþ¼ 0 1 0 0

!

and c¼ 0 0 1 0

!

: ð3Þ

It is obvious that these local operators applied to the state variables give

cþj0l¼ j1l and cj1l¼ j0l: ð4Þ

LetJi;j[{0;1} be the elements of theN£N adjacency matrixJthat describes the neighbouring structure of the N individuals. We consider that the individuals live on a regular lattice, where each corner has the same numberQof edges. The time evolution of the probabilitypðh;tÞ ¼pðh1;. . .;hN;tÞis given by the master equation

d

dtpðh;tÞ ¼XN

i¼1

whi;12hipðh1;. . .;12hi;. . .;hN;tÞ2XN

i¼1

w12hi;hipðh1;. . .;hi;. . .;hN;tÞ;

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forhi[{0;1} and with the transition rates

whi;12hi ¼b X

N

j¼1

Jijhj

!

hiþað12hiÞ and w12hi;hi ¼b X

N

j¼1

Jijhj

!

ð12hiÞ þahi:

Now, we will use the vector representation given by jcðtÞl¼X1

h1¼0

X1

h2¼0

· · ·X1

hN¼0

pðh1;. . .;hN;tÞ cþ1 h1. . . cþN hNjOl

¼X

h

pðh;tÞYN

i¼1

cþi hijOl¼X

h

pðh;tÞjhl;

ð5Þ

wherejOlrepresents the vacuum state andjhlrepresents the configuration of the lattice.

Hence, the time evolution of the state vectorjcðtÞlis given by d

dtjcðtÞl¼LjcðtÞl; ð6Þ

where the evolution operatorL can be written in terms of the creation and annihilation operators, after some calculations from the master equation, as

L¼aX

N

i¼1

ð1i2cþi ÞciþbQXN

i¼1

ð1i2ciÞ 1 Q

XN

j¼1

Jijcþj cj

!

cþi ¼aW0þlV; ð7Þ

withl¼bQ, 1i being the identity matrix at site i and zero elsewhere, andW0 andV abbreviating the single-site and multi-site operator expressions, respectively. Changing the time scale tot¼t=a, the new rates becomea¼1 andl¼bQ=a, and the evolution operatorLis given by

L¼W0þlV: ð8Þ

From now on, we will consider only 1D lattices. Hence, each individual has Q¼2 neighbours.

Definition2.2.Let1be the2D identity matrix and letB,^ Q and^ n be the local operators^ given by

B^ ¼ ð12cþÞc; ð9Þ

Q^ ¼1

2ð12cÞcþ; ð10Þ

^

n¼cþc: ð11Þ

The operatorn^is called the number operator. In the following lemma, we observe the result of applying these operators to the state variables.

Journal of Difference Equations and Applications 1109

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Lemma2.3.The local operators presented in Definition2.2applied to the state variables j0landj1lgive

Bj0l^ ¼0 and Bj1l^ ¼ j0l2j1l; ð12Þ

Qj0l^ ¼1

2ðj1l2j0lÞ and Qj1l^ ¼0; ð13Þ

nj0l^ ¼0 and nj1l^ ¼ j1l: ð14Þ

The proof of this lemma is trivial and it will not be presented here.

2.2 Thesrepresentation

We start to observe that the operatorB^has eigenvalues 0 and21, associated with the right eigenvectorsj0landj1l2j0l. So, it is convenient to change the coordinated system to these right eigenvectors that we define by

j0l~ ¼ j0l¼ 0 1 !

and j1l~ ¼ j1l2j0l¼ 1 21

!

: ð15Þ

The left eigenvectors of B^ are k0j ¼~ k0j þk1j and k1j ¼~ k1j, associated with the eigenvalues 0 and21, respectively.

Lemma2.4.The local operators presented in Definition2.2applied to the state variables j0l~ andj1l~ give

Bj^ 0l~ ¼0 and Bj^ 1l~ ¼2j1l;~ ð16Þ

Qj^ 0l~ ¼1

2j1l~ and Qj^ 1l~ ¼21

2j1l;~ ð17Þ

nj^ 0l~ ¼0 and nj^ 1l~ ¼ j1l~ þ j0l:~ ð18Þ Once again, the proof of this lemma is trivial. Let the state of two sites of the lattice be denoted by e.g.

j0~0l~ ¼ j0l~ ^j0l~ ¼ 0 1 !

^ 0 1 !

¼ 0 0 0 1 0 BB BB B@

1 CC CC CA

: ð19Þ

Similarly, we define the two sites statesj0~1l,~ j1~0l~ andj1~1l. The operators that act on~ these two sites are given by, e.g. B1þB2, where B1¼B^^1 acts on the first site and

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B2¼1^B^ acts on the second site. Therefore,B1þB2 acts, e.g. on the pairj0~1l~ giving ðB1þB2Þj0~1l~ ¼ ðB^^1Þðj0l~ ^j1lÞ þ ð1~ ^BÞðj^ 0l~ ^j1lÞ~

¼ ðBj^ 0lÞ~ ^ð1j1lÞ þ ð1j~ 0lÞ~ ^ðBj^ 1lÞ ¼~ 0^j1l~ þ j0l~ ^ð2j1lÞ ¼~ 2j0~1l:~ ð20Þ In the same way, we obtain that

ðB1þB2Þj0~0l~ ¼0; ð21Þ ðB1þB2Þj1~0l~ ¼2j1~0l;~ ð22Þ ðB1þB2Þj1~1l~ ¼22j1~1l:~ ð23Þ This representation can be generalized for all the sites in the lattice by

jsl¼ js1s2. . .sNl; si[{0;~ 1};~ ð24Þ which we call thesrepresentation. To act on thejslvector, we define the operator

W0¼XN

i¼1

Bi; ð25Þ

where Bi¼1^ði21Þ^B^^1^ðN2iÞ, with B^ being the operator defined in equation (9), Definition 2.2. Hence, generalizing the calculations presented in equation (20), we have that

W0jsl¼XN

i¼1

Bijs1s2. . .sNl¼2XN

i¼1

sijs1s2. . .sNl: ð26Þ

Therefore, the operatorW0¼PN

i¼1Bihas eigenvalues given by LðsÞ ¼2XN

i¼1

si: ð27Þ

To operate on the two sites states, we define the operators

Q1¼Q^^1; Q2¼1^Q;^ n1¼n^^1 and n2¼1^n;^ ð28Þ whereQ^ andn^are the operators defined in equations (10) and (11), Definition 2.2.

Theorem2.5.With the operators defined in equation(28), the following rules are satisfied:

ðQ1n2þn1Q2Þj0~0l~ ¼0; ð29Þ ðQ1n2þn1Q2Þj0~1l~ ¼1

2j1~0l~ þ1

2j1~1l;~ ð30Þ

Journal of Difference Equations and Applications 1111

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ðQ1n2þn1Q2Þj1~0l~ ¼1

2j0~1l~ þ1

2j1~1l;~ ð31Þ

ðQ1n2þn1Q2Þj1~1l~ ¼21

2j0~1l~ 21

2j1~0l~ 2j1~1l:~ ð32Þ Proof. Due to the similarity of the calculations, here, we prove only the second rule of the theorem. We start to observe that

Q1n2¼ ðQ^^1Þð1^nÞ ¼ ð^ Q1Þ^ ^ð1nÞ ¼^ Q^^n;^ ð33Þ and, in the same way, we haven1Q2¼n^^Q. Hence, applying Lemma 2.4, we find that^

Q1n2j0~1l~ ¼ ðQ^^nÞðj^ 0l~ ^j1lÞ ¼ ð~ Qj^ 0lÞ~ ^ðnj^1lÞ ¼~ 1

2j1l~ ^ðj1l~ þ j0lÞ ¼~ 1

2j1~1l~ þ1 2j1~0l~

ð34Þ and

n1Q2j0~1l~ ¼ ð^n^QÞðj^ 0l~ ^j1lÞ ¼ ð^~ nj0lÞ~ ^ðQj^ 1lÞ ¼~ 0^ 21 2j1l~

¼0: ð35Þ Therefore, when summing equations (34) and (35), it follows immediately that we obtain ðQ1n2þn1Q2Þj0~1l~ ¼12j1~0l~ þ12j1~1l.~ A 3. Series expansion

We observe that the annihilation and creation operators that appear in the evolution operatorLpresented in equation (8) are given (see [4,11]) by the expressions

W0¼XN

i¼1

Bi and V¼XN

i¼1

Qiðni21þniþ1Þ; ð36Þ where theVoperator can be reorganized and written in the form

V ¼XN

i¼1

ðQiniþ1þniQiþ1Þ: ð37Þ

From equation (26), we observe that XN

i¼1

BijOl¼XN

i¼1

Bij0~. . . ~0l¼2XN

i¼1

0j0~. . . ~0l¼0; ð38Þ

and from equation (29), we also observe that XN

i¼1

ðQiniþ1þniQiþ1ÞjOl¼0: ð39Þ Therefore, we conclude thatjOl¼ j0~. . . ~0lis an eigenvector ofLfor the zero eigenvalue LjOl¼a0þl0¼0. From equation (26), we also observe that the subdominant

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eigenvalue ofW0 is21 and the correspondent eigenvector isjc0l¼ j:1:l, where the two~ dots mean that all sites at the right and the left of1 are~ 0,~

W0jc0l¼XN

i¼1

Bij:1:l~ ¼2j:1:l~ ¼2jc0l: ð40Þ Now, we are interested in determining the subdominant eigenvalue of the evolution operator L. Let jcl denote the subdominant eigenvector and A the correspondent eigenvalue

Ljcl¼Ajcl: ð41Þ

Hence, the gap between the dominant and the subdominant eigenvalues ofLis given by G¼02A¼2A: ð42Þ We assume thatjclandAcan be expanded in powers of the creation ratel

jcl¼ jc0lþljc1lþl2jc2lþ· · ·¼X1

n¼0

lnjcnl; ð43Þ

A¼A0þlA1þl2A2þ· · ·¼X1

n¼0

Anln; ð44Þ

where jc0l¼ j:1:l~ and A0¼21. Therefore, the expansion of the gap between the dominant and the subdominant eigenvaluesGis given by

G¼12lA12l2A22· · ·: ð45Þ We choose the vectorsjcnlto be orthogonal to the vectorjc0l

kc0jcnl¼0; ;n$1: ð46Þ

We show how to obtain An and jcnl in the following computations. Inserting the expanded expressions ofjclandAin equation (41), we obtain

ðW0þlVÞX1

n¼0

lnjcnl¼ X1

m¼0

Amlm

! X1

n¼0

lnjcnl

!

,X1

n¼0

W0jcnllnþX1

n¼0

Vjcnllnþ1¼X1

n¼0

X1

m¼0

Amjcnllmþn

,X1

n¼0

W0jcnllnþX1

n¼1

Vjcn21lln¼X1

n¼0

Xn

m¼0

Amjcn2mlln

,W0jc0lþX1

n¼1

ðW0jcnlþVjcn21lÞln¼A0jc0lþX1

n¼1

Xn

m¼0

Amjcn2mlln: ð47Þ Journal of Difference Equations and Applications 1113

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Comparing coefficients of the same powers oflin both sides of equation (47), we verify that

W0jc0l¼A0jc0l; ð48Þ for the term independent ofland for the other terms

W0jcnlþVjcn21l¼Xn

m¼0

Amjcn2ml: ð49Þ

Multiplying bykc0jand using the orthogonalitykc0jcnl,;n–0, we obtain kc0jW0jcnlþkc0jVjcn21l¼Xn

m¼0

Amkc0jcn2ml

,A0kc0jcnlþkc0jVjcn21l¼Xn

m¼0

Amd0;n2m,A00þkc0jVjcn21l¼An: ð50Þ

Hence, the coefficientsAnof the expansion of the subdominant eigenvalue ofL can be computed recursively by the formula

An¼kc0jVjcn21l;; n$1; and A0¼21: ð51Þ Now, we have to determine the vectors jcnl. Since W0 has eigenvalues given by LðsÞ ¼2PN

i¼1si (see equations (26) and (27)), this operator can be written by the expression

W0¼ X~1

s1¼0~

. . .X1~

sN¼0~

|fflfflfflfflfflfflfflffl{zfflfflfflfflfflfflfflffl}

s1þ· · ·þsN–0

js1. . .sNlLðs1. . .sNÞks1. . .sNj ¼ X

LðsÞ–0

jslLðsÞksj: ð52Þ

LetRbe the operator given by R¼ X1~

s1¼0~

· · ·X~1

sN¼0~

|fflfflfflfflfflfflfflffl{zfflfflfflfflfflfflfflffl}

s1þ· · ·þsN{0;21}

js1. . .sNl 1 Lðs1. . .sNÞ2A0

ks1. . .sNj

¼ X

LðsÞ{0;21}

jsl 1 LðsÞ2A0

ksj:

ð53Þ

From equation (49), we observe that

W0jcnlþVjcn21l¼A0jcnlþXn

m¼1

Amjcn2ml

, ðW02A0Þjcnl¼2Vjcn21lþXn

m¼1

Amjcn2ml;

ð54Þ

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and applyingR, we obtain

RðW02A0Þjcnl¼2RVjcn21lþXn

m¼1

AmRjcn2ml: ð55Þ

But

RðW02A0Þ ¼ X

LðsÞ{0;21}

jsl 1 LðsÞ2A0

ksjðW02A0Þ

¼ X

LðsÞ{0;21}

jsl 1 LðsÞ2A0

ðLðsÞksj2A0ksjÞ

¼ X

LðsÞ{0;21}

jsl ksj;

ð56Þ

and joining to this sum the terms for the cases s1þ· · ·þsN ¼0 and s1þ· · ·þsN ¼21, we complete the eigenbasisP

sjsl ksj ¼1. Hence, RðW02A0Þ ¼X

s

jsl ksj2jOl kOj2jc0l kc0j; ð57Þ

and therefore,

RðW02A0Þjcnl¼1jcnl2jOl kOjcnl2jc0l kc0jcnl¼ jcnl: ð58Þ Hence, from equation (55), we obtain for the calculation of the statejcnlthe difference equation

jcnl¼2RVjcn21lþXn21

m¼1

AmRjcn2ml;;n$2: ð59Þ

3.1 Explicit calculation of the series expansion

We will now compute explicitly some coefficients of the expansion of the gap between the dominant and the subdominant eigenvectors of the evolution operator for the SIS model.

Here, we do not consider the translation invariance of the lattice, in contrast to de Oliveira [1]. For the initial state

jc0l¼ j0~1~0l~ ð60Þ

and unperturbed eigenvalueA0¼21, we obtain

A1¼kc0jVjc0l¼0: ð61Þ This value results from

Vjc0l¼ ððQ1n2þn1Q2Þ þ ðQ2n3þn2Q3Þ þ ðQ3n1þn3Q1ÞÞj0~1~0l~

¼1

2ðj1~0~0l~ þ j1~1~0l~ þ j0~0~1l~ þ j0~1~1lÞ~ ð62Þ Journal of Difference Equations and Applications 1115

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and therefore,

A1 ¼k0~1~0jV~ jc0l¼0 ð63Þ sincek0~1~0j~ 1~1~0l~ ¼0, etc., due to the orthonormality of the states. The state vector of the first order in the series expansion is given by

jc1l¼2RVjc0l¼2 X

LðsÞ{0;21}

jsl 1 LðsÞ2A0

ksjVjc0l: ð64Þ

Since X

LðsÞ{0;21}

jsl 1 LðsÞ2A0

ksj ¼ j1~1~0l~ 1

22þ1k1~1~0j þ j~ 1~0~1l~ 1

22þ1k1~0~1j~ þ j0~1~1l~ 1

22þ1k0~1~1j þ j~ 1~1~1l~ 1

23þ1k1~1~1j;~ we find from equation (64)

jc1l¼21 2

1

22þ1j1~1~0l~ þ 1

22þ1j0~1~1l~

¼1

2ðj1~1~0l~ þ j0~1~1lÞ:~ ð65Þ For the next terms in the expansion, we have to start with system sizeN¼5, hence starting with the state

jc0l¼ j0~0~1~0~0l~ ð66Þ then, because ofðQ^in^iþ1þn^iQ^iþ1Þj0~0l~ ¼0, we obtain as before

A1¼0; jc1l¼1

2ðj0~1~1~0~0l~ þ j0~0~1~1~0lÞ;~ ð67Þ and computingVjc1las in equation (62), we obtain now

A2¼kc0jVjc1l¼21

2: ð68Þ

The second statejc2lof the series expansion

jc2l¼2RVjc1lþA1Rjc0l; ð69Þ gives, withA1¼0, explicitly

jc2l¼1

4j1~0~1~0~0l~ þ1

8j1~1~1~0~0l~ 21

2j0~1~1~0~0l~ þ1

2j0~1~0~1~0l~ þ1

4j0~1~1~1~0l~ 21 2j0~0~1~1~0l~ þ1

4j0~0~1~0~1l~ þ1

8j0~0~1~1~1l;~ ð70Þ

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and the third coefficient gives

A3¼kc0jVjc2l¼1

2: ð71Þ

With the previous coefficientsAiand the vectorsjcil, we obtain for

jc3l¼2RVjc2lþA2Rjc1l; ð72Þ the explicit expression given by

c3

j l¼1

4j1~0~0~1~0~0~0l~ þ 1

16j1~1~0~1~0~0~0l~ þ15

16j0~0~1~1~0~0~0l~ 21

8j0~1~1~1~0~0~0l~ þ 1

16j0~1~1~0~0~0~0l~ þ3

8j0~1~0~0~1~0~0l~ þ1

8j0~1~0~1~1~0~0l~ þ 1

32j1~0~1~1~0~0~0l~ þ 1

48j1~1~1~1~0~0~0l~ 23

8j0~1~0~1~0~0~0l~ þ 5

32j0~1~1~0~1~0~0l~ þ 1

16j0~1~1~1~1~0~0l~ 23

4j0~0~1~0~1~0~0l~ 21

4j0~0~1~1~1~0~0l~ þ15

16j0~0~0~1~1~0~0l~ þ3

8j0~0~1~0~0~1~0l~ þ 5

32j0~0~1~0~1~1~0l~ þ1

8j0~0~1~1~0~1~0l~ þ 1

16j0~0~1~1~1~1~0l~ 23

8j0~0~0~1~0~1~0l~ 21

8j0~0~0~1~1~1~0l~ þ 1

16j0~0~0~0~1~1~0l~ þ1

8j0~0~0~1~0~0~1l~ þ 1

16j0~0~0~1~0~1~1l~ þ 1

32j0~0~0~1~1~0~1l~ þ 1

48j0~0~0~1~1~1~1l:~

Then, for theA4 coefficient, we obtain

A4¼kc0jVjc3l¼215

16; ð73Þ

which can serve as a test value for numeric programs.

In Table 1, we present a few more coefficientsAncomputed in an elementary computer.

We observe that the computation of the coefficientcninvolves a square matrix of size 22nþ1.

Table 1. The coefficientsAnof the expansion of the gapG¼P1

n¼02Anlnare given here for the first nine terms numerically. Of special interest is the fourth term, for which 215/16 could be obtained analytically.

n An

0 21

1 0

2 20.5

3 0.5

4 20.9375

5 1.8125

6 23.94010416666667

7 8.79687500000000

8 220.45668764467593

9 48.49340518904322

Journal of Difference Equations and Applications 1117

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(14)

Hence, the next coefficients can be computed only on more sophisticated computers, with a higher memory capacity. Using many more coefficients, we could apply a Pade´ analysis and obtain probably better critical threshold and critical exponent values of the SIS model than previously achieved. There have been still systematical numerical discrepancies reported between series expansions and direct stochastic simulations [1]. In summary, we have demonstrated an interesting application of difference equations to an epidemiological problem on the front line of research. Future extensions to more complicated epidemiological models are possible [11], but with even more computational effort.

Acknowledgements

We thank Calouste Gulbenkian Foundation, FEDER, Programs POCTI and POCI by FCT and Ministe´rio da Cieˆncia, Tecnologia e Ensino Superior and Centro de Matema´tica da Universidade do Minho and Centro de Matema´tica e Aplicac¸o˜es Fundamentais da Universidade de Lisboa for their financial support. Jose´ Martins and Maı´ra Aguiar also acknowledge the financial support from the FCT grants with references SFRW/BD/37433/2007 and SFRH/BD/43236/2008, respectively.

References

[1] M.J. de Oliveira,Perturbative series expansion for the gap of the evolution operator associated with the contact process, Phys. Rev. E 74 (2006), p. 041121.

[2] R. Dickman,Nonequilibrium lattice models: Series analysis of steady states, J. Stat. Phys. 55 (1989), pp. 997 – 1026.

[3] M. Doi, Stochastic theory of diffusion-controlled reactions, J. Phys. A 9 (1976), pp. 1479 – 1495.

[4] P. Grassberger and A. de la Torre,Reggeon field theory (Schlo¨gel’s first model) on a lattice:

Monte Carlo calculations of critical behaviour, Ann. Phys. 122 (1979), pp. 373 – 396.

[5] P. Grassberger and M. Scheunert, Fock-space methods for identical classical objects, Fortschritte der Physik 28 (1980), pp. 547 – 578.

[6] H. Hinrichsen,Nonequilibrium critical phenomena and phase transitions into absorbing states, Adv. Phys. 49 (2000), pp. 815 – 958 (also available in arxiv: cond-mat/0001070v2).

[7] I. Jensen and R. Dickman, Time-dependent perturbation theory for nonequilibrium lattice models, J. Stat. Phys. 71 (1993), pp. 89 – 127.

[8] J. Martins, A. Pinto, and N. Stollenwerk,A scaling analysis in the SIRI epidemiological model, J. Biol. Dynam. (2009), pp. 1 – 21. Available at http://www.informaworld.com/10.1080/

17513750802601058.

[9] L. Peliti,Path integral approach to birth-death processes on a lattice, J. Physique 46 (1985), pp. 1469 – 1483.

[10] N. Stollenwerk, J. Martins, and A. Pinto,The phase transition lines in pair approximation for the basic reinfection model SIRI, Phys. Lett. A 371 (2007), pp. 379 – 388.

[11] N. Stollenwerk and M. Aguiar, The SIRI stochastic model with creation and annihilation operators, arXiv:0806.4565v1 (2008), pp. 1 – 10.

[12] N.G. van Kampen, Stochastic Processes in Physics and Chemistry, North-Holland, Amsterdam, 1992.

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