A Mathematical Model For Chagas Disease With Infection-Age-Dependent Infectivity

Mathematical Biosciences 190 (2004) 3969
www.elsevier.com/locate/mbs
A mathematical model for Chagas disease with

infection-age-dependent infectivity
Hisashi Inaba
a
a,*
, Hisashi Sekine
Department of Mathematical Sciences, University of Tokyo, 3-8-1 Komaba Meguro-ku, Tokyo 153-8914, Japan
b
Meiji Yasuda Life Insurance Company, 2-1-1 Marunouchi Chiyoda-ku, Tokyo 100-0005, Japan
Received 26 November 2002; received in revised form 28 January 2004; accepted 25 February 2004
Available online 9 April 2004
Abstract
In this paper we develop a mathematical model for Chagas disease with infection-age-dependent
infectivity. The eects of vector and blood transfusion transmission are considered, and the infected
population is structured by the infection age (the time elapsed from infection). The authors identify the
basic reproduction ratio R0 and show that the disease can invade into the susceptible population and unique
endemic steady state exists if R0 > 1, whereas the disease dies out if R0 is small enough. We show that
depending on parameters, backward bifurcation of endemic steady state can occur, so even if R0 < 1, there
could exist endemic steady states. We also discuss local and global stability of steady states.
2004 Elsevier Inc. All rights reserved.
Keywords: Chagas disease; Epidemic model; Backward bifurcation; Infection-age-dependent infectivity
1. Introduction
Chagas disease or American trypanosomiasis is a vector transmitted, endemic disease in
Central and South America. It is the second to malaria in the continent in the number of people
infected and at risk. An estimated 1618 million person are infected with Trypanosoma cruzi, the
causative agent of Chagas disease, and 100 million people are at risk of infection, neither adequate
drugs nor a vaccine is available.
Chagas disease has three stages. The acute stage follows the invasion of the bloodstream by
the protozoan parasite Trypanosoma cruzi. This stage lasts from 1 to 2 months, and infected
*
Corresponding author. Fax: +81-3 5465 8343.

E-mail address: inaba@ms.u-tokyo.ac.jp (H. Inaba).
0025-5564/$ - see front matter 2004 Elsevier Inc. All rights reserved.
doi:10.1016/j.mbs.2004.02.004
40
H. Inaba, H. Sekine / Mathematical Biosciences 190 (2004) 3969
individuals may or may not show symptoms of the disease. After the acute phase, the infected
individual enters the chronic stage which has a variable duration that goes from 10 to 20 years. At
its end, the disease may follow three dierent paths. Individuals may develop megasyndromes;
others may present myocarditis which is the terminal form with highest mortality in the group of
20 to 50 years of age. Finally, individuals may remain asymptomatic for the rest of their lives.
Individuals in this group may live an ordinary life although some may die of sudden death
associated with heart failure produced by the parasite. The disease is transmitted by hematophagous arthroped (Homoptera: Reduviidae), and also transmitted by blood transfusion. Based
on data for 199394, prevalence rate among blood donors in Bolivia reached the level beyond
10%, but in other countries of Central and South America, prevalence rates were at most several
percent [21]. Thus the horizontal transmission risk is not so high in general, but we could not
neglect this factor in some cases.
So far some authors have developed mathematical models for Chagas disease. Busenberg and
Vargas [5] have developed an SI model that allows host population growth, on the other hand,
Velasco-Hern
andez [24,25] assumed that demographic reproduction of host population is in its
replacement level, but his model can distinguish the acute stage and the chronic stage. Since their
models are formulated by system of ordinary dierential equations, transition rates between
disease status are constant. Cohen and G
urtler [6] have developed a model for household
transmission taking into account the existence of reservoirs (domestic animals) of the protozoan
parasite.
In this paper, we formulate a structured population model for the spread of Chagas disease in a
demographically steady state host population. Dierent from those authors mentioned above, in
order to reect the dependence of disease progress on the duration since infection (disease age), we
assume that the infected population is structured by the disease age, and the infection rate and the
removed rate depends on the disease age.
2. The basic model

We divide the host population under consideration into two groups: St (uninfected, but
susceptible) and It (infected, acutely or chronically ill hosts) where t denotes time. In contrast to
the Velasco-Hern
andezs model, we do not divide the infected population into two compartments,
the acute stage and the chronic stage. Instead, we introduce infection-age s that is time since the
moment of being infected. Then the infected host population I is stratied by infection-age as
Z 1
it; s ds;
It
0
where it; denotes the infection-age density at time t. Then the total size of host population at
risk is given by
Z 1
it; s ds:
2:1
T t St
0
In fact, the acute stage is rather short (from 1 to 2 months) in comparison with the length of the
chronic stage (from 10 to 20 years), so this simplication would not aect seriously the long term
41
dynamics of Chagas disease. On the other hand, the advantage of our modeling is that the epidemiological dierence between the acute stage and the chronic stage could be reected in the
infection-age dependent infectivity, and we can take into account the infection-age dependent
removal rate. In rigorous sense there would be possibility that the removed population is alive and
bitten again by vectors, or multiple infectious bites on infected people may aect the disease
progression and the ultimate fate. But for simplicity, we assume that the removed population will
no longer be involved in the transmission process, and multiple infectious bites on infected hosts
does not play a role in the progress of the disease.
Let Mt denote the number of susceptible vectors at time t, V t the number of infected vectors
at time t and U t : Mt V t be the total number of vectors. Let b1 (b2 ) be the birth rate of
host population (vectors), l1 (l2 ) the death rate of host population (vectors). For our purpose, it is
reasonable to assume that lj > 0, bj > 0 (j 1; 2) and l1 l2 .
If we let a be the number of bites per vector per unit time and c be the proportion of infected
bites that give rise to infection, then the V vector makes acV infectious bites of which a fraction
S=T are on susceptible hosts. That is, the number of new infection of hosts per unit time by vector
transmission is given by acV S=T . In reality, the number of bites per vector per unit time would
depend on the ratio of the number of host population to the number of vectors, but here we
assume that a is a constant for simplicity.
Next let k be the average number of blood transfusion per infected host per unit time and hs
be the probability that a blood transfusion from infected hosts with infection-age s infects the
susceptible host. That is, here we assume that blood donors are randomly chosen from the total
population, and so there is no screening and the recipients of blood donations are donating blood
themselves at the same rate as anybody else. This is an unrealistic assumption, but we will use it
for simplicity.
Then the number of new infection of hosts per unit time by blood transfusion from infected
host with infection-age s is given by S=T k
hsit; s. Hence the force of infection (the probability
per unit of time for a susceptible to become infected) for the host population, denoted by k1 t, is
given by

Z 1
1
hsit; s ds ;
2:2
aV t
k1 t
T t
0
where a : ac and hs : k
hs. By using similar argument, we know that the force of infection
for the vector population, denoted by k2 t, is given by
Z 1
1
k2 t
bsit; s ds;
2:3
T t 0
and bs
denotes the proportion of bites to infected hosts with infection-age s
where bs : abs
that give rise to infection in vector. Finally we assume that infected hosts are removed from the
infected status with an infection-age dependent rate cs.
Under the above assumption, our basic model for Chagas disease can be formulated as follows:
dSt
b1 k1 tSt l1 St;
dt
2:4a
42
oit; s oit; s
l1 csit; s;
ot
os
2:4b
it; 0 Bt;
2:4c
dMt
b2 Ct l2 Mt;
dt
2:4d
dV t
2:4e
Ct l2 V t;
dt
where Bt denotes the number of newly infected hosts per unit time and Ct the the number of
newly infected vectors per unit time given by
Bt k1 tSt;
Ct k2 tMt:
2:5
In the following, we assume that c, b and h are non-negative, bounded integrable functions, and
the initial conditions are given by
S0 S0 > 0; i0; s i0 s 2 L1 R ;
M0 M0 > 0; V 0 V0 > 0:
Note that if we seek for classical solutions of the above dierential equation system, we assume
the consistency condition as

Z 1
S0
i0 0 B0
aV0
hsi0 s ds :
S0 ki0 kL1
0
On the other hand, as we see below if we once convert the above system to an integral equation
system (which is essentially equivalent with the dierential equation system as the epidemic
modeling) or if we adopt a semigroup setting to seek the solution in a weak sense (see [19]), we do
not need to mind the consistency.
If we add two equations (2.4d) and (2.4e) for vector population, we obtain a single equation for
the total vector population U : M V as
dU t
2:6
b2 l2 U t:
dt
It is easily seen that U : b2 =l2 is a globally stable steady state. Then in our modeling, we can assume
without loss of generality that Ut equals to the constant b2 =l2 for all t P 0 provided that
M0 V0 U b2 =l2 . Of course, this is an assumption for model simplication, in fact the seasonal variation of the density of vector would play an important role in the spread of Chagas disease.
Next by integrating (2.4b) along the characteristic line, we have

Bt sCs;
t s > 0;
it; s
2:7
Cs
; s t > 0;
i0 s t Cst
where we have used the notations:

Z s
cr dr ;
Cs : exp l1 s
0
which is the survival rate at duration s in the infected stage.
43
Then, by formal integration of (2.4a), (2.4d) and (2.4e), we obtain the following expressions:
8

b1
b1
>
S

St
el1 t 1 Bt;
>
0
>
l1
l1
<

2:8
Mt lb22 M0 lb22 el2 t 2 Ct;
>
>
>
:
V t V0 el2 t 2 Ct;
where j s : explj s j 1; 2 and the asterisk denotes the convolution operation dened by
Z t
f gt
f t rgr dr:
0
From the above argument, we know that St, T t, Mt and V t are determined if once B and
C are given. Thus for any xed t0 > 0, we can dene operators Sf , T f , Mf and V f for
f 2 C0; t0 ; R (the set of non-negative continuous functions on 0; t0 ) as

b1
b1 l1 t
1 f t;
2:9a
e
Sf t : S0
l1
l1
T f t : Sf t C f t F0 t;

b2
b2 l2 t
2 f t;
e
Mf t : M0
l2
l2
2:9b
V f t : V0 el2 t 2 f t;
2:9d
2:9c
where F0 is a given function depending on the initial data as

Z 1
Cs
F0 t :
i0 s t ds:
Cs t
t
Note that from the expression (2.7), T Bt denotes the total size of risk population with the
number of newly infected hosts per unit time B 2 C0; t0 ; R .
It follows from (2.2), (2.3) and (2.7), we obtain that

Z 1
Z t
St
Cs
Bt
hsCsBt s ds
hs
aV t
i0 s t ds ;
T t
Cs t
0
t
Z t

Z 1
St
Cs
Ct
bsCsBt s ds
bs
i0 s t ds :
T t
Cs t
0
t
By using the above operators given by (2.9), we arrive at the following system of integral equations:
Bt
SBt
aV Ct hC Bt F1 t;
T Bt
2:10a
44
Ct
MCt
bC Bt F2 t;
T Bt
where Fj are known functions given by

Z 1
Cs
F1 t :
hs
i0 s t ds;
Cs
t
t
Z 1
Cs
i0 s t ds:
bs
F2 t :
Cs t
t
2:10b
2:11a
2:11b
Although we omit the proof here, by applying standard xed-point argument to (2.10), we can
easily see that the model is well-posed, that is, the system (2.10) has a unique non-negative
solution with respect to the non-negative initial conditions for any t0 > 0. For more technical
detail, the reader may refer to [11], [20, Chapter VI, Section 2] and [23]. As is mentioned above,
the semigroup approach to (2.4) is also possible, by which the linearized stability principle used in
the following section can be proved [19,22].
3. The basic reproduction ratio

In this section, we discuss the disease initial invasion phase to show the important role of the
basic reproduction ratio. The basic reproduction ratio, 1 denoted by R0 , is dened as the expected
number of secondary cases produced in a completely susceptible population by a typical infected
individual during its entire period of infectiousness ([8] and [9, Chapter 5]).
Here it should be remarked that in traditional references for vector transmitted diseases, the
basic reproduction ratio is dened as the average number of secondary cases in the host population arising from a single primary case in the host population via vector cases ([1, Chapter 14]
and [2, p. 100]). In this sense, R0 is the growth factor for the two-generation unit (host-vectorhost), so it is also called as the two-generation factor [8, p. 367].
On the other hand, according to the denition by Diekmann et al. [8], R0 is the asymptotic pergeneration growth factor for the norm of the population vector whose components are the
densities of hosts and vectors. Therefore, R0 is calculated as the spectral radius of the next-generation operator, which transforms the population vector of primary cases into the population
vector of secondary cases.
First let us calculate the basic reproduction ratio dened as the per-generation growth factor. In
the initial invasion phase, the system is assumed to be in the disease-free steady state given by

b1
b2

; 0; ; 0 :
S ; i ; M ; V
l1
l2
In order to reduce the heterogeneity due to the disease age, we focus on the renewal process of
the population vector composed of new cases, so let us dene the population vector as
1
In tradition, R0 is often called as the basic reproduction rate or the reproductive rate, but we follow the advice by
Diekmann et al. [8] to call it number or ratio, since it does not have a dimension.
45
Pt : Bt; CtT (T denotes the transpose of the vector). At the disease-free steady state, we
can assume that St T t b1 =l1 , Mt=T t b2 l1 =b1 l2 , then it follows from (2.2), (2.3)
and (2.5) that
Z 1
Bt aV t
hsit; s ds;
3:1a
0
Ct
b2 l1
b1 l2
3:1b
bsit; s ds:
0
From (2.4e) and (2.7), we have expressions

8
R t l ts
l t
>
< RV t V0 e 2 0 e 2 RCs ds;
1
t
hsit; s ds F1 t 0 hsCsBt s ds;
0
>
: R 1 bsit; s ds F t R t bsCsBt s ds:
2
0
0
3:2
Therefore we arrive at an integral equation system as

Z t
PsPt s ds;
Pt Ft
3:3
where Ft and Ps dened by

F1 t aV0 el2 t
Ft :
;
b2 l1
F t
b1 l2

Ps :
hsCs
b2 l1
bsCs
b1 l2

a2 s
:
0
Then the next-generation operator, denoted by KS, can be calculated as

Z 1
hh; Ci
a=l2
Ps ds b2 l1 hb; Ci
:
KS
0
3:4
b1 l2
In fact, if f; gT is a given vector whose elements denote the densities of newly infected hosts and
vectors, then

hh; Cif a=l2 g
hh; Ci
a=l2
f
b2 l1
b2 l1
hb; Ci
0
hb; Cif
g
b1 l2
b1 l2
is the vector whose elements are the densities of secondary infected hosts and vectors produced by
f; gT during its entire period of infectiousness. Hence, we can calculate the per-generation
growth factor as the spectral radius, denoted by rKS, of the next-generation operator KS,
1
R0 rKS lim kKSn kn ;

n!1
3:5
where k k denotes the operator norm. From the PerronFrobenius theory for positive matrix,
we know that rKS is the unique positive dominant eigenvalue of KS if KS is primitive 2
[4, Chapter 2]. In our case, the next-generation matrix is primitive, we can calculate R0 as
A non-negative matrix A is called primitive if there exists a natural number m such that Am is positive.
46
s#
"
1
4ab2 l1 hb; Ci
hh; Ci hh; Ci
:
R0
2
b1 l22
3:6
Next let us consider the two-generation factor. 3 In (3.3), if we insert the expression of Ct into
the integral equation of Bt, we obtain a single equation as
Z t
hsCsBt s ds F1 t aV0 el2 t
Bt
0
Z s

Z
ab2 l1 t l2 ts
e
bsCsBs s ds F2 s ds:
3:7
b1 l2 0
0
By changing the order of integration and changing variables in (3.7), we have
Z t
Z t
Z s
Z s
l2 ts
l2 ts
e
bsCsBs s ds ds
e
bs sCs sBs ds ds
0
0
Z0 t
Z 0t
Bs ds
el2 ts bs sCs s ds
0
s
Z t
Z ts
Bs ds
el2 tsz bzCz dz
0

Z0 t Z s
l2 sz
e
bzCz dz Bt s ds:
0
Therefore the system (3.3) can be reduced to a scalar Volterra integral equation describing the
renewal process of newly infected host population:
Z t
WsBt s ds;
3:8
Bt Gt
0
where
Z
ab2 l1 t l2 ts
e
F2 s ds;
Gt : F1 t aV0 e
b1 l2 0
Z
ab2 l1 s l2 sz
e
bzCz dz:
Ws : hsCs
b1 l2 0
l2 t
Then it is easily seen that the following estimate holds:

jGtj 6 khk1 ki0 kL1 el1 ct ajV0 jel2 t kbk1 ki0 kL1
el1 ct el2 t
;
l2 l1 c
3:9
where k k1 denotes L1 norm, k kL1 denotes L1 norm and c : inf s P 0 cs. Moreover we have
kWkL1 hh; Ci
ab2 l1
hb; Ci;
b1 l22
where we have used the notation as hf ; gi :
3:10
R1
0
f xgx dx.
3
The pure vector transmission case with constant transmission rates is already considered in [16], where R0 is used to
denote the two-generation factor.
47
Since it follows from (3.9) that limt!1 Gt 0, we know that if the resolvent kernel of (3.8) is
integrable, we have limt!1 Bt 0, that is, the solution of (3.8) is asymptotically stable. The
PaleyWiener theorem tells us that the resolvent kernel of (3.8) is integrable if and only if
Z 1
ezs Ws ds 6 0
3:11
1
0
for all z 2 fz 2 C : Rz P 0g [10,13]. From the standard argument about the renewal equation with
positive kernel like (3.8), the condition (3.11) holds if and only if
Z 1
kWkL1
Ws ds < 1:
3:12
0
That is, (3.12) is a necessary and sucient condition for the asymptotic stability of the solution
Bt.
In (3.10), hh; Ci is the basic reproduction ratio for the blood transfusion, that is, the number of
secondary cases in the host population produced by an infected host via blood transfusion during
its entire period of infectiousness. On the other hand, b2 =l2 l1 =b1 hb; Ci denotes the number of
infected vectors produced by an infected host during its entire period of infectiousness and a=l2
denotes the number of infectious bites per an infected vector during its entire period of infectiousness, that is, the second term of the right-hand side of (3.10) is the two-generation factor for
the vector transmission. Thus we could expect that kWkL1 acts as the reproduction ratio from host
to host. In fact, we can see that
Proposition 3.1. Let R0 rKS. If R0 > 1, then kWkL1 > 1; if R0 1, then kWkL1 1; if R0 < 1,
then kWkL1 < 1.
Proof. Let f x 0 be the characteristic equation of the next-generation operator given by (3.4).
Then we have
f x : detxL KS x2 hh; Cix
ab2 l1 hb; Ci
:
b1 l22
Observe that
f 0 < 0;
f 1 1 kWkL1 ;
f R0 0:
Then from graphic consideration, it is easy to see that R0 > 1 if and only if kWkL1 > 1, and so on.
This completes our proof. h
From the above proposition, instead of rKS we can equivalently use kWkL1 as the threshold
criterion. Since the expression (3.10) is much more convenient for our purpose, we will treat kWkL1
as the basic reproduction ratio R0 for Chagas disease. That is, in the following, R0 always refer to
kWkL1 .
Finally let us combine R0 with the dynamical behavior of the basic system (2.4). It is easy to see
that the linearization of the basic system at the disease-free steady state leads to the following
system:
48
oit; s oit; s
l1 csit; s;
ot
os
Z 1
it; 0 aV t
hsit; s ds;
3:13a
3:13b
dV t b2 l1
dt
b1 l2
bsit; s ds l2 V t;
3:13c
where we omit the equations for St and Mt, since they are determined from it; s and V t.
From the previous argument, it is clear that the linearized system (3.13) can be reduced to the
integral equation system (3.3) or the equation (3.8). Thus the stability result for the renewal
equation (3.8) shows that if R0 < 1, the zero solution (trivial steady state) of the linearized system
(3.13) is asymptotically stable, and it is unstable if R0 > 1. Moreover since it can be proved that
the principle of linearized stability holds for PDE system as (2.4) by using the semigroup approach
(see Appendix of [19]), the stability and instability of the zero solution in the linearized system
(3.13) implies the local stability and instability of the disease-free steady state in the original
system (2.4). That is, we can conclude that:
Proposition 3.2. Let R0 kWkL1 . If R0 < 1, the disease-free steady state of the basic system (2.4) is
locally asymptotically stable, and if R0 > 1 it is unstable.
In general, the threshold criterion in epidemiology states that the disease can invade into the
totally susceptible host population if R0 > 1, whereas it cannot if R0 < 1. For our system (2.4), the
above proposition tells that the threshold criteria holds if the size of infected invading population
is small enough. On the other hand, as we see below, the condition R0 < 1 may be not necessarily
sucient to guarantee the global stability for the disease-free steady state.
It follows from (2.1) and (2.4) that
Z 1
dT t
b1 l1 T t
csit; s ds P b1 l1 cT t;
dt
0
where c : sups P 0 cs. Then we obtain
!
b1
b1
el1 ct :
T t P
T 0
l1 c
l1 c
3:14
Hence if T 0 P b1 =l1 c, it follows that

T t P
b1
l1 c
8t P 0:
3:15
Even if T 0 < b1 =l1 c, it follows from (3.14) that the condition T t P b1 =l1 c will be
satised as time goes to innity, so without loss of generality, we can assume that
T 0 P b1 =l1 c holds in advance. In this case, we have the following global stability result:
49
Proposition 3.3. Let R be the number dened by

R : hh; Ci
ab2 l1 c
hb; Ci:
b1 l22
3:16
Then if T 0 P b1 =l1 c and R < 1, the disease-free steady state is globally asymptotically stable.
Proof. From the above argument, if we assume that T 0 P b1 =l1 c, then it follows from
(2.10b) that
Ct 6
l1 cb2
bC Bt F2 t:
l2 b1
3:17
On the other hand, it follows from (2.10a) that

Bt 6 aV Ct hC Bt F1 t:
3:18
By substituting (3.17) into (3.18) and using (2.9d), we obtain the following inequality as
!
!
l1 cab2
hC
2 bC B t;
3:19
Bt 6 F3 t
l2 b1
where
F3 t : F1 t aV0 el2 t
l1 cab2
2 F2 t:
l2 b1
Under the assumption that l1 < l2 , it is easy to show that there exists a number g > 0 such that
jF3 tj 6 gel1 t :
3:20
In fact, we can observe from (2.11) that

0 k 1 el1 t ;
jF1 tj 6
hki0 kL1 el1 t ; jF2 tj 6 bki
L

where b : sups P 0 bs. Moreover we have
Z t
Z t
l2 ts
0 k 1 el1 s ds
j2 F2 tj 6
e
jF2 sj ds 6
el2 ts bki
L
0
0 l l t
0k 1
2
1
bki
L
0k 1 1 e
el1 t :
el1 t 6
bki
L
l2 l1
l2 l1
3:21
Therefore we arrive at the following estimate:

"
#
0k 1

l
c
ab
bki
2
1
L
el1 t :
jF3 tj 6
hki0 kL1 aV0
l2 b1
l2 l1
Then we know that there exists a g > 0 such that (3.20) holds. Finally let Bt be the solution of
integral equation as
Z t
Bt F3 t
KsBt s ds;
0
50
where
Ks : hsCs
l1 cab2
2 bCs;
l2 b1
then Rwe have that Bt 6 Bt. Hence again using the PaleyWiener theorem, we know that if
1
R 0 Ks ds < 1, then it follows that limt!1 Bt ! 0, hence Bt ! 0 as t ! 1. This completes our proof. h
Of course, R < 1 is a sucient condition to the threshold condition R0 < 1, since R > R0 . In
other words, we can say that if the basic reproduction ratio is suciently smaller than the unity,
the disease will be naturally eradicated from the host population regardless of its prevalence.
4. Endemic steady states

Let us denote S , i s, M and V as the stationary states of St, it; s, Mt and V t
respectively, and let kj j 1; 2 be the force of infection corresponding to the stationary state.
Then we have
8
0 b1 k1 S l1 S ;
>
>
>
>
di s

>
>
< ds l1 csi s;
4:1
i 0 k1 S ;
>
>

>

>
0 b2 k2 M l2 M ;
>
>
:
0 k2 M l2 V :
Then it is easy to obtain the expression for steady states as follows:

b1
b1 k1 Cs

;
;
S ; i s
l1 k1 l1 k1

b2
k2 b2

;
M ; V
;
l2 k2 l2 l2 k2
T 1 ek1
b1
;
l1 k1
4:2a
4:2b
4:2c
where e : h1; Ci is the total duration in the infected status of host population, and the force of
infection at the steady state are given by

l1 k1
ak2 b2
b1

k1 hh; Ci
;
4:3a
k1
b1 1 ek1 l2 l2 k2
l1 k1
k2
k1 hb; Ci
:
1 ek1
4:3b
From (4.3a) and (4.3b), we can derive an equation satised by k1 as

k1
ab2
l1 k1 hb; Ci
hh;
Ci
:
k1
1 ek1 l2 b1 k1 hb; Ci l2 e l2
If k1 0, we obtain the disease-free steady state as

b1
b2

; 0; ; 0 :
S ; i ; M ; V
l1
l2
51
4:3c
4:3d
On the other hand, if there exists non-trivial steady state, the corresponding force of infection
6 0 must satisfy the characteristic equation as
k1

1
ab2
l1 k1 hb; Ci

hh; Ci 1:
4:4
Rk1 :
1 ek1 l2 b1 k1 hb; Ci el2 l2
By using (4.2), Rk1 can be expressed as follows:

S a M

hb; Ci hh; Ci :
Rk1
l2 T
T
This decomposition shows that for a given force of infection k, Rk is the sum of the average
number of newly infected hosts infected by infectious vectors produced by an infected host during
its infective period and the average number of newly infected hosts produced by horizontal
transmission from an infected individual during its infective period. Then Eq. (4.4) shows that at
equilibrium, the eective reproductive number of the disease is Rk1 1, that is, at the endemic
steady state, each infection will on average produce exactly one secondary infection [1, Chapter 2].
As is often observed for common childhood diseases, if the eective reproductive number is
decreasing with respect to k, there exists at most one endemic steady state, so the bifurcation of
endemic steady state from the disease-free steady state is always supercritical. However, for our
model we have another possibility.
Again observe that Rk is written as
Rk R1 k R2 k;
where
ab2 hb; Ci
R1 k :
l2 b1 1 ek
R2 k :
!
l2
l1 hb;Ciel
1
2
;
hb; Ci el2 khb; Ci el2 l2
hh; Ci
;
1 ek
where R1 is the eective reproductive number for vector transmission and R2 is the eective
reproductive number for blood transfusion. Then it is easy to see that R2 k is a decreasing
function, but R1 k is also a decreasing function if
E : l1
l2
P 0:
hb; Ci el2
4:5
52
Then we can conclude that if the condition (4.5) holds, the equation Rk 1 has at most one
positive solution, since Rk is a monotone decreasing function. Then it is easy to see that the
following threshold property holds:
Proposition 4.1. Suppose that E P 0. Then if R0 6 1, there is no endemic steady state and if R0 > 1,
there is a unique endemic steady state.
Corollary 4.2. The bifurcation of endemic steady state at R0 1 is supercritical if cs, s 2 0; s0 , is
small enough for sufficiently large s0 . In particular, the backward bifurcation does not occur if c 0.
Proof. Observe that
l2
l1
E l1
l1
:
hb; Ci el2
l1 hb; Ci=l2 el1
If cs 6 for 0 6 s 6 s0 , we have
l1
1 el1 s0
1 P el1 P
l1
l1 s
Rs
s0
crdr
ds:
s0
The right-hand side of the above inequality goes to one if ! 0 and s0 ! 1, then we have E > 0.
This completes our proof. h
On the other hand, if E < 0, then it would be possible that Rk has a unimodal pattern, hence
Rk 1 could have two positive roots when R0 < 1, that is, the bifurcation of the endemic steady
state at R0 1 could be subcritical. Biologically speaking, E < 0 means that as the prevalence
rises, the susceptible vectors more and more encounter the infected hosts and the infected vectors
may be more eciently produced by an infected host, since we assume that a (the number of bites
per vector per unit time) is constant. If the additional eort of the vector to nd hosts is negligible
as the size of host population decreases, our assumption would be reasonable. On the other hand,
if a depends on the size of host population, for example, it is more and more dicult for vectors to
bite host population as the size of hosts decreases, our results will be altered. This latter case will
be more appropriate in a sparsely populated area.
Now let us go back to our model analysis. More precisely analyzing the behavior of the
reproduction number Rk, we can formulate conditions for subcritical bifurcation to occur.
Proposition 4.3. Let us dene numbers G and D as
G : el22 A1 A3 EA2 el2 ;
D : e2 A1 l2 A3 E2 eA1 G A1 A3 Eehb; Ci A23 E2 e2 ;
where E is given by (4.5) and Aj (j 1; 2; 3) are all positive numbers given by
A1 :
ab2
hb; Ci
hh; Ci;
l2 b1 hb; Ci l2 e
A2 : hb; Ci l2 e;
A3 :
53
ab2
hb; Ci:
l2 b1
If G P 0, then there exists

p a unique endemic steady state if and only if R0 > 1. If G < 0, then
n : A1 l2 A3 Ee D=eA1 A2 > 0, R0 < Rn and the following holds:
1.
2.
3.
4.
If
If
If
If
1 6 R0 , there exists only one endemic steady state.

R0 < 1 < Rn, then there exists two endemic steady state.
Rn 1, then there exists only one endemic steady state.
Rn < 1, then there is no endemic steady state.
Proof. Observe that

R0 k
e
1 ek

A1
2

A3 E
1
A2 A3 E
f k

;
A2 k l2
1 ek A2 k l2 2
1 ek2 A2 k l2 2
where
f k : eA1 A22 k2 2eA2 A1 l2 A3 Ek G:
Then we know that if f k P 0 for k P 0, Rk is monotone decreasing function and R1 0,
hence Rk 1 has only one positive root if and only if R0 R0 > 1. It is easy to see that f k
has a positive root if and only if f 0 G < 0, since eA1 A22 > 0 and
l2 A1 A3 E l2 hh; Ci
ab2 l1
hb; Ci > 0:
b1 l2
Then if G P 0, f k P 0 for all k P 0, then Rk is monotone decreasing function. On the other

hand, if G < 0, we have D > 0 and
R0 k
eA1 A2 k nk g
1 ek2 A2 k l2 2
where n > 0 and

A1 l2 A3 Ee
g :
eA1 A2
p
D
Then we know that Rk attains its maximum for k P 0 at k n and R0 R0 < Rn. Therefore
if R0 < 1, Rk 1 has two positive root if Rn > 1, it has only one positive root if Rn 1 and it
has no positive root if Rn < 1. This completes our proof. h
Note that if we assume that h 0 and b and c are constant, we have

ab2 bl2 b
l2 c
l1
G
:
l2 b
l2 b1 l1 c2
In this case, the backward bifurcation condition G < 0 is equivalent to a simple condition
l1 l2 c=l2 b < 0, which is already given in [16].
54
The above argument shows that the reason of occurring a backward bifurcation is the unimodal pattern of the eective reproductive number as a function of the force of mortality, but it is
still unclear whether there is a parameter set realizing the backward bifurcation, since R0 and G
cannot be given independently. In order to see this possibility, let us introduce another characterization of endemic steady states, since to calculate Rn is not easy task.
From (4.4) we know that if k1 is the force of infection corresponding to the endemic steady
state, it must be a positive solution of the quadratic equation as

2

Q
Q2
1
4:6
Px2 Qx 1 R0 P x
R0 0;
2P
4P
where

hb; Ci
e ;
P : e
l2

hb; Ci
ab2 hb; Ci
:
Q : e 1 hh; Ci
e
l2
l22 b1
Though we omit the proof, it is easy to see from graphic consideration that we can rephrase
Proposition 4.3 as follows:
Proposition 4.4. If Q P 0, there exists a unique endemic steady state if and only if R0 > 1. If Q < 0,
the following holds:
1.
2.
3.
4.
If
If
If
If
R0 P 1, there exists a unique endemic steady state.

R0 < 1 and H : Q2 4P 1 R0 > 0, there exist two endemic steady states.
R0 < 1 and H 0, there is a unique endemic steady state.
R0 < 1 and H < 0, there is no endemic steady state.
From Proposition 4.4, we know that Q plays an important rule because it determines whether
the bifurcation of steady states at R0 1 is subcritical or supercritical. In particular, the condition
Q < 0 is necessary for the occurrence of backward bifurcation.
If we dene Rc : 1 Q2 =4P , then H 4P R0 Rc . If H > 0 and R0 < 1, the force of infection
corresponding to two endemic steady states are calculated as
p
H

;
4:7
k1 kc
2P
where
kc :
Q
l2 Q

2P
2ehb; Ci el2
is the force of infection corresponding to the unique endemic steady state if R0 Rc . The situation
is sketched in Fig. 1.
It is clear that if the transmission rate by blood transfusion h is larger, Q tends to become
negative. The quantity Q is decomposed into two parts:
55
(a)
R0
*c
u
(b)
Rc
R0
Fig. 1. (a) Bifurcation diagram for the forward (supercritical) bifurcation, Q P 0. (b) Bifurcation diagram for the
backward (subcritical) bifurcation, Q < 0.
Q Q1 Q2 ;
where

1
ab2

hb; Ci;
Q1 : 2e
l2 l22 b1

hb; Ci
Q2 hh; Ci
e :
l2
Q2 is a contribution from the transmission by blood transfusion, and it is always negative or zero.
On the other hand, the sign of Q1 mainly depends on the quantity
1
ab2
1
a l1 b2 1

;
l2 l22 b1 l2 l2 l2 b1 l1
where 1=l1 is the life span of the host population, 1=l2 the life span of the vector population, a=l2
is the number of infectious bites per an infected vector during its entire period of infectiousness,
56
and l1 b2 =l2 b1 is the ratio of the total size of vector population to the total size of host population.
Since l2 is much larger than l1 , it may be possible that for realistic value of parameters, Q1 is
negative. In such a case, the endemic steady state could appear, even if the basic reproduction
number is less than one.
In Proposition 4.4, it is still not very clear to us whether the backward bifurcation really can
occur or not, since we do not know whether there exists a parameter set which guarantees the
condition R0 < 1, Q < 0 and H > 0 simultaneously.
Then in order to illustrate a possibility of backward bifurcation, we rewrite (4.4) as follows:

ab2
l1 k1 hb0 ; Ci
hh0 ; Ci 1;
4:8
1 ek1 l2 b1 k1 hb0 ; Ci el2 l2
where is a bifurcation parameter and b0 s, h0 s and other parameters are normalized as
1
ab2 l1
hb ; Ci hh0 ; Ci:
b1 l22 0
4:9
The above situation could be realized if we assume that the rates of infection between susceptibles
(humans or vectors) and infected human population are mainly controlled by the infectivity level
of human infecteds, hence both b b0 and h h0 could be proportionally changing. In such a
case, is no other than the basic reproduction ratio R0 .
Now let us dene a function U; k1 by

ab2
l1 k1 hb0 ; Ci

U; k1 :
hh0 ; Ci 1:
4:10
1 ek1 l2 b1 k1 hb0 ; Ci el2 l2
From our assumption (4.8) and (4.9), we have U1; 0 0, hence from the Implicit Function
Theorem the equation U 0 denes locally a function k1 k1 with k1 1 0 such that
U; k1 0 if

oU
ab2
e E 3 hb0 ; Cihb0 ; Ci el2 6 0;
4:11

ok1 ;k 1;0
l2 b1
1
where E is given in (4.5) and we have used the condition (4.9).

If we assume (4.11), it also follows from the Implicit Function Theorem that

dk1
U 1; 0
1

;
d
U 1; 0
U 1; 0
1
k1
4:12
k1
where U oU=o and Uk1 oU=ok1 . If dk1 1=d > 0, we know that the bifurcation at 1 is
forward, while dk1 1=d < 0, the bifurcation at 1 is backward. Then we obtain the following
conclusion:
Proposition 4.5. Suppose that the assumptions (4.8) and (4.9) hold. If Uk1 1; 0 < 0, the bifurcation
at 1 is forward, and if Uk1 1; 0 > 0, the bifurcation at 1 is backward.
It is not dicult to nd parameter values satisfying (4.9) and Uk1 1; 0 > 0. For example, if we
set
e 20;
a 0:1;
bh
1
;
40
l1 b2
10;
l2 b1
l1
1
;
70
57
l2 1;
then (4.9) is satised and Uk1 1; 0 > 0 holds. It seems that those parameter values would not be
far from reality. Of course, if possible, we should more carefully examine by using real data
whether the multiple endemic steady states could occur in the real.
5. Local stability of endemic steady states

In this section, we consider the local stability of the endemic steady state. To this end, let us
introduce new variables as
St S X t;
Mt M Y t;
k1 t k1 ft;
it; s i s jt; s;
V t V Zt;
k2 t k2 gt;
T t T W t;
where S ; i s; M ; V denotes the endemic steady state and k1 ; k2 ; T denotes the value of
k1 ; k2 ; T at the endemic steady state. Then we can derive the linearized equation at the endemic
steady state S ; i ; M ; V as follows:
dX t
k1 l1 X t S ft;
dt
5:1a
ojt; s ojt; s
l1 csjt; s;
ot
os
5:1b
jt; 0 k1 X t S ft;
5:1c
dY t
k2 l2 Y t M gt;
dt
5:1d
dZt
k2 Y t M gt l2 Zt;
dt
5:1e
ft
1
aZt hh; jt; i k1 W t;
T
5:1f
gt
1
hb; jt; i k2 W t;
T
5:1g
dW t
l1 W t hc; jt; i:
dt
5:1h
58
By formal integration, we can arrive at the following expressions:

Z t

k1 lt

X t X0 e
S
ek1 lts fs ds;
5:2a

jt; s
Y t Y0 e
jt s; 0Cs;
Cs
;
j0 s t Cst
k2 l2 t
M
0 6 s 6 t;
s > t;
t
ek2 l2 ts gs ds;
5:2b
5:2c
Zt Y0 Z0 el2 t Y t;
Z t
W t W0 el1 t
el1 ts hc; js; i ds;
5:2d
5:2e
where X0 ; j0 s; Y0 ; Z0 is a given initial data and

Z 1
W0 : X0
j0 s ds:
0
After a long calculation, from (5.1f) and (5.2b), we obtain

Z t

S ft F1 t
K1 sjt s; 0 ds;
5:3
where F1 s and K1 s are given by
Z
Z
aS
aS M t k l2 ts 1
l2 t
k2 l2 t
2
fY
Z
e

Y
e
g
e
bs
0
0
0
T
T 2 0
s

Z
Cs
aS M k2 t k l2 ts
j0 s s ds ds
e 2
W0 el1 s ds

2
Cs s
T
0

Z s
Z 1
Z
Cs
S 1
Cs
l1 sz

e
cs
hs
j0 s z ds dz ds
j0 s s ds ds
T t
Cs z
Cs s
0
z

Z 1
Z t
S k1
Cs
l1 t
l1 ts
W0 e
e
cs
5:4
j0 s s ds ds ;
T
Cs s
0
s
Z
S
S k1 s l1 sx
e
cxCx dx
K1 s : hsCs
T
T
0
Z s

Z s
Z s
M Sa

k2 l2 sx
k2 l2 ss
l1 sz
e
bxCx
dx
k
e
e
czCz
dz
ds
:
2
T 2
0
0
0
F1 t :
5:5
On the other hand, it follows from (5.2a) that we have

Z t

k1 X t F2 t
K2 sjt s; 0 ds;
0
5:6
59
where
F2 t : k1 X0 ek1 l1 t k1
ek1 l1 ts F1 s ds;
5:7
K2 s :
k1
ek1 l1 ss K1 s ds:
5:8
Let Bt : jt; 0 be the number of newly produced infecteds per unit time. Then it follows from
(5.1c), (5.3) and (5.6) that we arrive at the renewal integral equation as
Z t
KsBt s ds;
5:9
Bt Gt
0
where Gt : F1 t F2 t and
Ks : K1 s K2 s K1 s
k1
ek1 l1 ss K1 s ds:
5:10
Then it is easy to see that the integral kernel Ks is integrable on 0; 1, and the following holds,
though we omit the proof:
Lemma 5.1. If l2 > l1 , then there exists a number MF > 0 and MK > 0 such that
jF tj 6 MF el1 t ;
jKsj 6 MK el1 s :
5:11
Again it follows from the PaleyWiener Theorem that limt!1 Bt 0 if and only if the
characteristic equation
Z 1
z l1 ^
^
K1 z 1; z 2 C;
ezs Ks ds
5:12
Kz :
z
k1 l1
0
^ and K
^ 1 denote the Laplace transformation of K
has no root in the right half plane of C, where K
and K1 respectively. From the principle of linearized stability for the evolution equation as (2.4)
(see [7], [19, Appendix], [22, Corollary 4.3] and [26, Theorem 4.13]), we can state the following:
Proposition 5.2. If the characteristic equation (5.12) has no root in fz 2 C : Rz P 0g, then the endemic steady state S ; i s; M ; V is locally asymptotically stable, whereas it is unstable if (5.12)
has a root with positive real part.
In general, we could expect that subcritically bifurcating solutions will be unstable and supercritically bifurcating solution will be stable (The Factorization Theorem, [15, II.8]). First we
show this conjecture is valid for small endemic steady state which bifurcates from the disease-free
steady state.
We again assume that (4.8) and (4.9) hold, so the force of infection k1 corresponding to the
endemic steady state is locally given by k1 k1 at the neighborhood of 1. Now we dene a
function F z; , z 2 C, as follows:
60
Wz; :
z l1
^ 1 z; 1;
K
z k1 l1
5:13
^ 1 z; is dened as the Laplace transform of K1 s with k k , bs b0 s and

where K
1
1
hs h0 s. Then the equation W 0 is the characteristic equation at the endemic steady state
with the force of infection k1 . Now we should remember that S , T and M depend on k1 , so
they also depend on .
From our assumption (4.9) and the Implicit Function Theorem, it follows that W0; 1 0,
hence the equation W 0 denes locally a function z z such that z1 0 and Wz; 0
if

oW
6 0:
5:14
oz
z;0;1
The above condition (5.14) is satised because

Z 1
oW

sK1 sjk 0 ds < 0:
1
oz
0
z;0;1
Therefore we can calculate z0 1 as follows:

z0 1
W 0; 1
W 0; 1
R1
;
Wz 0; 1
sK1 sjk 0 ds
0
5:15
where W oW=o is calculated as follows:

oW
dk1 1 oU
2
1; 0 1 1:
o z;0;1
d ok1
5:16
(5.16) can be proved as follows: First we observe from (4.3b) that k2 is also a function of and it is
easy to see that
dk2 1 dk1 1
hb; Ci:
d
d
5:17
By dierentiating W with respect to , we obtain

oW
dk1 1 1
o ^
K1 z;
:
0; 1
o
d l1 o
z;0;1
Observe that

^ 1 z
oK

o
z;0;1
e
0
zs

oK1 s
ds
o z;0;1

dk1 1
1
ab2
l l1 l2 e hb; Cil1 1;
2e 2hb; Ci
d
l1
b1 l32 2
where we have used (4.9), (5.17) and the following integrals:
5:18
1
1
hc; Ci e;
l1
l1
el2 sx bxCx dx ds
1
hb; Ci;
l2
s
0
el1 sx cxCx dx ds

0
0
1
s xel2 sx bxCx dx ds
0
s
e
0
l2 sx
61
1
hb; Ci;
l22
el1 sz czCz dz ds ds

0
1 l1 e
:
l1 l2
Therefore, from (4.11), (4.12), (5.17) and (5.18) we can conclude that

oW
dk 1
ab2
dk1 1 oU
0; 1 2 1
e hb; Ci
Ehb;
Ci
el
2
1; 0 1 1:
2
o
d
d ok1
b1 l32
Then we conclude that (5.16) holds.
Now it follows from (5.15) and (5.16) that
z0 1
W 0; 1
1
R1
< 0:
Wz 0; 1
sK
sj
1
k 0 ds
0
5:19
(5.19) means that z z goes to the right half plane if < 1, while it goes to the left half plane if
> 1. Since z1 0 is the dominant, isolated root of the characteristic equation, it follows from
the above observation that suciently near the trivial steady state the backwardly bifurcating
solution is unstable, while the forwardly bifurcating solution is locally stable.
Proposition 5.3. Suppose that (4.8) and (4.9) hold. For sufficiently small endemic steady states
bifurcating from the disease-free steady state, the subcritically bifurcating steady states are unstable,
while the supercritically bifurcating steady states are locally stable.
Proof. First let us observe that W can be decomposed as follows:
Wz; f^ z 1 gz; ;
5:20
where f^ denotes the Laplace transform of a function f dened by
Z
ab2 l1 s l2 sz
e
b0 zCz dz;
f s : h0 sCs
b1 l2 0
and gz; : Wz; f^ z 1. Then we can see that there exists a number minl1 ; l2 > g > 0
such that for all z 2 C with Rz P g, g satises the estimate as
gz; Oj 1j:
5:21
^
If 1, it follows from (4.9) that the unperturbed characteristic equation Wz; 1 f z 1 has a
unique real root z 0 and it is strictly dominant, that is, any other complex root has a real part
strictly less than zero, and for any real f, W 0 has at most nitely many roots in the half plane as
Rz > f. Now we can apply the argument given in [13, Chapter IV, Section 4, p. 71] to conclude
62
that as long as j 1j is suciently small, there exists a number g > f > 0 such that z is a
unique characteristic root in the half plane Rz P g and characteristic roots other than the
dominant root z stay in the left half plane Rz < g. Therefore as long as j 1j is suciently
small, the endemic steady state bifurcating from the disease-free steady state is locally asymptotically stable in case of a forward bifurcation, and it is unstable in case of a backward bifurcation. h
Though the above result is only applied to the local solution near the bifurcating point, in fact
we can prove the following instability result for the global branch:
Proposition 5.4. Suppose that there exists an endemic steady state with the force of infection k1 > 0.
If kc > k1 , then the endemic steady state with the force of infection k1 is unstable.
Proof. Under the assumption there exists an endemic steady state whose force of infection k1 is
less than kc . From (5.5) and (5.8), the characteristic equation is given by
z l1 ^
^
Kz
K1 z 1;
5:22
z k1 l1
and it follows from (4.2) that
l hh; Ci k1 hc; Ci ab2 k2 hc; Ci l1 hb; Ci
^
:
5:23
K0
1
1 ek1 k1 l1
b1 1 ek1 2 k2 l2 2
^
^
0, it is easily seen that
Since Kz
is a positive continuous function for z P 0 and limz!1 Kz
^
^
(5.22) has a positive root if K0
> 1. Therefore it is sucient to show that K0
> 1 at the en
demic steady state with the force of infection k1 . We can dene a function Gk1 by
^
1, because k2 is a function of k1 as is seen in (4.3b). Then we have
Gk1 : K0
Gk1
l1 hh; Ci k1 hc; Ci ab2 k2 hc; Ci l1 hb; Ci
1:
1 ek1 k1 l1
b1 1 ek1 2 k2 l2 2
By using (4.3b) and hc; Ci 1 el1 , we can calculate as

k
k1 l11 e hh; Ci l ab hb; Ci
1 l11
2

1

Gk

2 1:
k
l22 b1
hb;Ci

1 ek1 1 l11
1 ek1 1 k1 e
l2
If we use the fact that k1 is a positive root of (4.4), we obtain

k1 l11 e hh; Ci
1 ek1 hh; Ci

1
Gk1
k
1 ek1 1 l11
1 ek1 1 k1 e hb;Ci

l2
hb;Ci
hb;Ci

2 e

0
k1 k1 l1 e l2 2ek1 e l2 1R

Q
l

1
:
k1
hb;Ci

1 ek1 1 l1 1 k1 e l2
63
Moreover if we use the relation (4.6), then

1
1
hb; Ci
:
1 R0
k1 Q k1 2 e e
l1
l1
l2
Therefore we conclude that

k1
hb;Ci

k1 k1 2 l2e1 e hb;Ci
e

2ek

1
Q
1
l1
l
l2
2

Gk1
k
1 ek1 1 l11 1 k e hb;Ci
l2

hb;Ci

2e e l2 k1 k1 kc

:

1 ek1 1 k1 e hb;Ci
l2
5:24
^
1 Gk1 > 1. This completes our proof. h
Therefore we know that if k1 < kc , then K0
Of course, the above proposition is meaningless if Q P 0, and it follows from (4.7) that kc > k1
implies that there exist two endemic steady states and k1 corresponds to the smaller endemic
steady state. That is, in the above proposition we implicitly assume that Q < 0, R0 < 1 and H > 0.
Subsequently if for some parameter value the integral kernel K is non-negative in (5.9), it is
easily seen from the standard argument for the renewal integral equation that the solution Bt
goes to zero as t ! 1 if and only if
Z 1
^
Ks ds K0
1 Gk1 < 1:
0
Then we obtain the following conditions immediately:

Proposition 5.5. Suppose that one of the following inequalities holds:
Z s

K1 s k1
ek1 l1 ss K1 s ds P 0;
5:25
K1 s k1 el1 s P 0:
Then the endemic steady state corresponding to the force of infection
stable if k1 > kc , whereas it is unstable if k1 < kc .
5:26
k1
is locally asymptotically
Proof. If the integral kernel Ks is non-negative in (5.9), it is easily seen from the standard
argument for the renewal integral equation that the solution Bt goes to zero as t ! 1 if and
only if
Z 1
^
Ks ds K0
1 Gk1 < 1:
0
Since Gk1 > 0 if k1 < kc and Gk1 < 0 if k1 > kc , we can arrive at the conclusion under the
condition (5.25). Next observe that the characteristic equation (5.12) is equivalent to
^ 1 z
K
k1
1:
z l1
5:27
64
Moreover (5.27) is written as follows:

Z 1
ezs /s ds 1;
5:28
where
/s : K1 s k1 el1 s :
Then under the condition of (5.26), the dominant characteristic root of (5.22) is located in the left
half plane if and only if

^
^ 1 0 k1 1 1 k1 Gk < 1;
/0
K
1
l1
l1
which is equivalent to the condition k1 > kc . This complete our proof. h
Again the instability part of the above proposition assumes implicitly that Q < 0, R0 < 1 and
H > 0. On the other hand, the stability part can have a sense even if Q P 0.
The above conclusion is not so informative as long as we do not know the conditions for
parameters under which (5.25) or (5.26) is satised. So we give a simple example to guarantee the
condition (5.26):
5.6. The condition (5.26) is satised for sufficiently small k1 if h : inf hs > 0 and
RProposition
1
cr dr < 1.
0
Proof. Observe that
Z s
1
k1
hsCs
el1 sx cxCx dx

1 ek1
1 ek1 0
Rs
Rs

i
el1 s h

cr dr

cr dr

0
k1 1 e 0
:
hse
1 ek1
K1 s P
Moreover it follows that

Rs
Rs

crdr

crdr
k1 1 e 0
hse 0
P hs k1 1 s h k1 s k1 ;
where s : exp
/s P el1 s
Rs
0
cr dr and h : inf s P 0 hs. Then we know that if h > k1 ,
h k1 1 ek1 2
:
1 ek1
Hence under the condition h > 0 and 1 > 0, it follows that /s > 0 if k1 is suciently
small. h
For the case of supercritical bifurcation, we can raise another conditions that guarantee the
local stability of the endemic steady state:
65
Proposition 5.7. Suppose that Q > 0 and R0 > 1. If k1 is small enough and Q > 1=l1 , then the
endemic steady state with the force of infection k1 is locally asymptotically stable.
Proof. Suppose that the characteristic equation (5.12) has a root z0 with Rz0 P 0. Then we have
Z

z 0 l1 1

16
K1 s; k1 ds;
5:29
z l k
0
K1 s; k1
is given by (5.5). That is, here instead of K1 s, we write as K1 s; k1 to clear the
where
dependence on k1 . For k1 > 0, we obtain

z0 l1

5:30
z l k < 1:
0
Let us dene a real function f x, x P 0, by
f x :
K1 s; x ds
x
l1

1

2e e hb;Ci
xx

k
c
l
@1
2
A:
hb;Ci
1 ex 1 x e l2
0
Then we have f 0 1 and f 0 0 l11 Q, where Q is given in (4.6). If Q > 1=l1 , then f 0 0 < 0
and we can conclude that f k1 < 1 for suciently small k1 > 0. In such a case, it follows from
(5.30) that (5.29) does not hold, so we arrive at a contradiction. That is, there is no characteristic
root with non-negative real part. This completes our proof. h
6. Blood transfusion transmission

In this section, we consider a special case such that the Chagas disease is transmitted only by
blood transfusion. As is pointed out in Section 1, we could expect that in many countries the
prevalence rate among blood donors is not so high and the accuracy of blood screening has been
improved, hence we should not overestimate the risk of horizontal transmission of Chagas disease.
Therefore though we here analyze a purely horizontal transmission model for Chagas disease, it
should not be understood as a realistic model for Chagas disease. However, from theoretical point
of view, it would be interesting to see the dierence between vector transmission and horizontal
transmission. We also remark that the following model has been already studied by several authors as a model for HIV/AIDS epidemic in drug users or homosexual populations under more
general formula for the force of infection [14,23], but our calculation in the previous section will
be able to provide some new insights for this type of models.
If we neglect the transmission by vector, we can take a 0 in the model (2.4), so the dynamics
of host population is separated from the vector dynamics and we obtain a simplied model as
follows:
Z
dSt
St 1
b1 l1 St
hsit; s ds;
6:1a
dt
T t 0
66
oit; s oit; s
l1 csit; s;
ot
os
Z
St 1
it; 0
hsit; s ds:
T t 0
6:1b
6:1c
For the above model, it is easy to see that the basic reproduction ratio is given by
Z 1
R0 hh; Ci
hsCs ds;
0
and the subcritical bifurcation of the endemic steady state does not occur. That is, it is easy to see
that the following holds, though we omit the proof:
Proposition 6.1. If R0 6 1, there exists only disease-free steady state and it is globally stable. If
R0 > 1, there is a unique endemic steady state.
From the above observation, we know that the bifurcation at R0 1 for the blood transfusion
transmission model is always supercritical. Then we can prove the following:
Proposition 6.2. If R0 > 1 and jR0 1j is small enough, the endemic steady state is locally
asymptotically stable.
Proof. We assume that the rate of transmission h can be written as hs R0 h0 s, where h0 is a
normalized transmission rate satisfying hh0 ; Ci 1. Then it follows from (4.3a) that
k1 e1 R0 1:
Therefore K1 s can be rewritten as follows:
Z
R0 1 s l1 sx
K1 s h0 sCs
e
cxCx dx:
eR0
0
Next note that the characteristic equation (5.12) can be written as
^ 1 z
K
k1
1:
z l1
6:2
Let us introduce a new parameter by : R0 1. Then we have a characteristic equation with a

parameter as
^ 0 z F z; 1;
K
6:3
where K0 s : hsCs and

Z 1
Z
Z s

1 zl1 s
zs
l1 sx
e
e
cxCx dx ds
e
ds:
F z; :
e1 0
e 0
0
In the following, we adopt the argument by Iannelli [13, Chapter 4]. In the half plain Rz > l1 ,
the function F is continuously dierentiable with respect to z; , F z; 0 0 and it is easily seen
that there exists M > 0 and 0 < g < l1 such that jF z; j < jjM for Rz > g and P 0. From the
67
^ 0 z 1 has a
standard argument for Lotkas renewal equation, the unperturbed equation K
dominant real root 0, which is the unique one in the half plain Rz P g1 for some g1 2 g; 0.
Let us dene a number m such that
^ 0 g1 iyj:
m : inf j1 K
y2R
Then we can assume that m > 0, since there exists at most nite number of characteristic roots in
the neighbourhood of the line Rz g1 . Moreover, we can take a large L > 0 such that
^ 0 zj > 1=2 for jzj > L and Rz P g1 . Then if jj is so small that jj < M 1 m ^ 1=2, we
j1 K
^ 0 zj on the boundary of any domain such that fz : Rz > g1 g \
obtain jF z; j < j1 K
fz : jzj < qg with q > L. By the Rouche Theorem, we can conclude that the characteristic equation
(6.3) has one and only one root in the half plane Rz P g1 , which we denote as z. From our
assumption, z0 0 and it follows from the Implicit Function Theorem that
Z 1
1
oF
0; 0
dz
1
o
sK0 s ds
< 0:

R1
d
el1 0
sK0 s ds
0
Therefore, the dierentiable path z starting from z0 0 goes to the left of the imaginary axis
as increases from zero. Thus we conclude that for suciently small > 0, all the root of (6.3)
have negative real part. This completes our proof. h
7. Discussion
In this paper, we develop a structured population model for the spread of Chagas disease in a
demographically steady state host population. In order to reect the dependence of disease
progress on the duration since infection (disease age), we assume that the infected population is
structured by the disease age, and the infection rate and the removed rate depend on the disease
age. The eects of vector and blood transfusion transmission are considered. We have calculated
the basic reproduction ratio R0 to show that the disease can invade into the susceptible population
and unique endemic steady state exists if R0 > 1, whereas the disease dies out if R0 is small enough.
We also proved that depending on parameters, the backward bifurcation of endemic steady state
can occur, so even if R0 < 1, there could exist endemic steady states. Our analysis shows that
under our assumption of vector transmission mechanism, the backward bifurcation occurs due to
the regulation of the host population by the disease-induced death rate.
The presence of a backward bifurcation has practically important consequences for the control
of infectious diseases. If the bifurcation of endemic state at R0 1 is forward one, the size of
infected population will be approximately proportional to the dierence jR0 1j. On the other
hand, in a system with a backward bifurcation, the endemic steady state that exists for R0 just
above one could have a large infectious population, so the result of R0 rising above one would be a
drastic change in the number of infecteds. Conversely, reducing R0 back below one would not
eradicate the disease, as long as its reduction is not sucient. That is, if the disease is already
endemic, in order to eradicate the disease, we have to reduce the basic reproduction number so far
that it enters the region where the disease-free steady state is globally asymptotically stable and
there is no endemic steady state. Though our Proposition 3.3 shows a sucient condition to
68
eradication of the disease, to nd a necessary and sucient condition for the disease eradication is
still an open problem. The reader may refer to [12,1719] for other epidemic models showing the
subcritical bifurcation.
For the practical prevention purpose, our analysis suggests that to reduce the ratio of the
density of vectors to the density of hosts will be most eective to control the vector transmission,
because if this ratio is decreasing, the backward bifurcation is more dicult to occur and the basic
reproduction ratio becomes smaller.
As a disease-age dependent model for Chagas disease, our system is formulated as simple as
possible, but our mathematical analysis is still incomplete. In particular, we do not know what will
happen in the region that the force of infection is not small, and the system is far from the diseasefree steady state. On the other hand, from realistic point of view, there remains many factors
neglected in our basic model which should be considered in future modeling. For example, we
have neglected the (chronological) age structure of human hosts, but it is an essential factor to
take into account demographic change of host population. Moreover, the population dynamics of
vector would be much more complex. Its birth and death process would depend on seasonal
variation of environments, and existence of reservoir host animals living around humans would
play a very important role to spread the disease. In fact, in the United States, the disease exists
almost exclusively as a zoonosis [3]. These animals, as blood source, will contribute to maintain
population densities of vectors, but conversely some of these animals, as predator, could suppress
the vector population. Animals also serve as vehicles to disperse the vector bugs to other region.
To construct and analyze more realistic models for Chagas disease is a future challenge to us.
Acknowledgements
We are grateful to the handling editor and two reviewers for their kind comments to our
previous manuscript, which were most helpful to improve it. We also thank Katumi Kamioka for
his help to make gures.
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A Mathematical Model For Chagas Disease With Infection-Age-Dependent Infectivity

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Mathematical Biosciences 190 (2004) 3969

A mathematical model for Chagas disease with

Corresponding author. Fax: +81-3 5465 8343.

H. Inaba, H. Sekine / Mathematical Biosciences 190 (2004) 3969

2. The basic model

H. Inaba, H. Sekine / Mathematical Biosciences 190 (2004) 3969

H. Inaba, H. Sekine / Mathematical Biosciences 190 (2004) 3969

which is the survival rate at duration s in the infected stage.

H. Inaba, H. Sekine / Mathematical Biosciences 190 (2004) 3969

where F0 is a given function depending on the initial data as

H. Inaba, H. Sekine / Mathematical Biosciences 190 (2004) 3969

where Fj are known functions given by

3. The basic reproduction ratio

H. Inaba, H. Sekine / Mathematical Biosciences 190 (2004) 3969

From (2.4e) and (2.7), we have expressions

Therefore we arrive at an integral equation system as

where Ft and Ps dened by

Then the next-generation operator, denoted by KS, can be calculated as

R0 rKS lim kKSn kn ;

H. Inaba, H. Sekine / Mathematical Biosciences 190 (2004) 3969

Then it is easily seen that the following estimate holds:

where we have used the notation as hf ; gi :

H. Inaba, H. Sekine / Mathematical Biosciences 190 (2004) 3969

H. Inaba, H. Sekine / Mathematical Biosciences 190 (2004) 3969

Hence if T 0 P b1 =l1 c, it follows that

H. Inaba, H. Sekine / Mathematical Biosciences 190 (2004) 3969

Proposition 3.3. Let R be the number dened by

On the other hand, it follows from (2.10a) that

In fact, we can observe from (2.11) that

Therefore we arrive at the following estimate:

H. Inaba, H. Sekine / Mathematical Biosciences 190 (2004) 3969

4. Endemic steady states

H. Inaba, H. Sekine / Mathematical Biosciences 190 (2004) 3969

From (4.3a) and (4.3b), we can derive an equation satised by k1 as

H. Inaba, H. Sekine / Mathematical Biosciences 190 (2004) 3969

H. Inaba, H. Sekine / Mathematical Biosciences 190 (2004) 3969

If G P 0, then there exists

1 6 R0 , there exists only one endemic steady state.

Proof. Observe that

Then if G P 0, f k P 0 for all k P 0, then Rk is monotone decreasing function. On the other

where n > 0 and

H. Inaba, H. Sekine / Mathematical Biosciences 190 (2004) 3969

R0 P 1, there exists a unique endemic steady state.

H. Inaba, H. Sekine / Mathematical Biosciences 190 (2004) 3969

H. Inaba, H. Sekine / Mathematical Biosciences 190 (2004) 3969

where E is given in (4.5) and we have used the condition (4.9).

H. Inaba, H. Sekine / Mathematical Biosciences 190 (2004) 3969

5. Local stability of endemic steady states

jt; 0 k1 X t S ft;

H. Inaba, H. Sekine / Mathematical Biosciences 190 (2004) 3969

By formal integration, we can arrive at the following expressions:

ek2 l2 ts gs ds;

where X0 ; j0 s; Y0 ; Z0 is a given initial data and

After a long calculation, from (5.1f) and (5.2b), we obtain

where F1 s and K1 s are given by

On the other hand, it follows from (5.2a) that we have

H. Inaba, H. Sekine / Mathematical Biosciences 190 (2004) 3969

F2 t : k1 X0 ek1 l1 t k1

ek1 l1 ts F1 s ds;

ek1 l1 ss K1 s ds:

ek1 l1 ss K1 s ds:

H. Inaba, H. Sekine / Mathematical Biosciences 190 (2004) 3969

^ 1 z; is dened as the Laplace transform of K1 s with k k , bs b0 s and