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Nomenclature
t : time,
l : increment in t (the time step),
C (t) : number of diabetics with complications,
D(t) : number of diabetics without complications,
N (t) : number of diabetics (N = C + D),
I : incidence of diabetes mellitus,
J : Jacobian,
µ : natural mortality rate,
λ : probability of developing a complication,
γ : rate at which complications are cured,
ν : rate at which patients with complications become severely disabled,
δ : mortality rate due to complications,
θ = µ + δ + γ + ν,
β : parameter used in definition of λ (non-linear model),
χ1 , χ2 : eigenvalues,
C0 , N0 : initial values of C and N ,
C ∗ , N ∗ : critical-point values of C and N (continuous system) ,
C + , N + : fixed-point values of C and N (discrete system),
L : local truncation error.
1. Introduction
as linear (Boutayeb et al. [4]) and the case when this probability is allowed
to vary at a rate proportional to the fraction of diabetics with complications
classifies the model as non-linear. The paper will concentrate on the non-linear
model, the critical points of which will be analysed for stability. Numerical
methods will be used to integrate the model equations; one of these methods is
first order and unconditionally convergent. The results obtained estimate the
size of the population of diabetics and the numbers with complications as the
computation proceeds. The fixed points of the numerical methods will be seen
to be the same as the critical points of the mathematical model (non-linear case)
and to have the same stability properties.
Suppose that C = C (t) and D = D(t) represent the numbers of diabetics with
and without complications, respectively, and let N = N (t) = C (t) + D(t) denote
the size of the population of diabetics at time t (see Nomenclature). Then, as
was noted in §1, N (t) = 3% of the entire population. Let I denote the inci-
dence of diabetes mellitus (assumed constant); there are approximately 60000
new cases diagnosed every year in the U.K., 3000 of whom are children. The
model parameters to be incorporated are µ (the natural mortality rate), λ (the
probability of a diabetic person developing a complication), γ (the rate at which
complications are cured), ν (the rate at which diabetic patients with complica-
tions become severely disabled) and δ (the mortality rate due to complications).
Patients who already have complications upon diagnosis with diabetes mellitus
are placed immediately in class C .
A schematic representation of the model is shown in Figure 1. The diagram
shows that I cases are diagnosed in a time interval of length t and are assumed
to have no complications upon diagnosis. In that same time interval, the number
of sufferers without complications, D = D(t), is seen to decrease by the amounts
µD (natural mortality) and λD (sufferers who develop complications and who
have complications at diagnosis), and to increase by the amount γD (sufferers
whose complications are cured). During this time interval, the number of dia-
betics with complications is increased by the afore-mentioned amount λD ; it is
decreased by the afore-mentioned amount γC and by the amounts µC (natural
mortality), νC (patients who become severely disabled and whose disabilities
cannot be cured) and δC (those who die from their complications).
These rates of change are formalized by the ordinary differential equations
(ODEs)
D 0 (t) = I − (λ + µ)D(t) + γC (t),
C 0 (t) = λD(t) − (γ + µ + ν + δ)C (t),
which, since N (t) = D(t) + C (t), give rise to the initial-value problem (IVP)
C 0 (t) = − (λ + θ)C (t) + λN (t), t > 0; C (0) = C0 (1)
130 A. Boutayeb,
A non-linear
A. Chetouani,
population A.
model
Achouyab
of diabetes
and E.
mellitus
H. Twizell 130
✻
δC
I ✛γC νC ✲
Total population ✲ D(t) λD ✲ C (t)
µD µC
❄ ❄
(2)
C∗ = (β − θ)I , N∗ = βI
(6)
µβ + (ν + δ)(β − θ) µβ + (ν + δ)(β − θ)
β− θ >0 (8)
The Jacobian, J , associated with f1 and f2 , given in (4) and (5), is the matrix
β − θ − 2βC/N βC 2 /N 2
J= .
− (ν + δ) −µ
and at the trivial critical point the Jacobian, J = J ∗ , is given by
T
JT∗ = β− θ 0 . (9)
− (ν + δ) −µ
The eigenvalues of J ∗ given by (9) are the roots χ1 and χ2 of the characteristic
T
equation
χ2 + (µ + θ − β)χ + (θ − β)µ = 0
so that
by
∗
JN − (β − θ) (β − θ)2 /β
T=
− (ν + δ) −µ
(a) both real and negative, so that the non-trivial critical point given in (6)
is a stable node,
(b) complex conjugates with negative real parts, so that the non-trivial crit-
ical point is a stable spiral and the solution of the ODE system in (4),
(5) spirals into the critical point given by (6).
132 A. Boutayeb,
A non-linear
A. Chetouani,
population A.
model
Achouyab
of diabetes
and E.
mellitus
H. Twizell 132
In computing a numerical solution to the IVP (4), (5) the time interval t ≥ 0
will be divided into equal time steps of length l, giving rise to the grid t = tn = nl
(n = 0, 1, 2, · · · ). The numerical solutions of (4) and (5) at the time point t = tn
will be denoted by Cn and Nn to distinguish them from the theoretical solutions
C (tn ) and N (tn ), respectively.
The proposed numerical methods are developed by replacing the derivatives
in (4), (5) by their first-order, forward-difference approximants
C 0 (t) ' (Cn+1 − Cn )/l and N 0 (t) ' (Nn+1 − Nn )/l (10)
and by replacing the right-hand sides of the ODEs in (4), (5) as follows
C2 C C
(β − θ)C − β → (β − θ)Cn − β n+1 n (11)
N Nn
Nn + l[I − (ν + δ)Cn ]
Nn+1 ≡ g2 (Cn , Nn ) = 1 + lµ
(14)
associated with (13) and (14), evaluated at that fixed point, should satisfy the
inequalities
|χi | < 1; i = 1, 2. (18)
i) the trivial fixed point
The second method to be used for comparison purpose, Method III of the
paper, is given by
Method III
h i
2 2 −2
Nn+1 = 1 − l(µ − (1/2)lµ − (1/2)lβ(ν + δ)C N Nn (21)
n n
6. Numerical results
The initial conditions C0 = N0 = 500 were chosen; both initial values are far
from the critical-point values given in (23) and, in fact, C0 is reasonably close
135 A. Boutayeb,
A non-linear
A. Chetouani,
population A.
model
Achouyab
of diabetes
and E.
mellitus
H. Twizell 135
5
x 10
6
4
N(t)
3
method I
method II
method III
2
0
0 10 20 30 40 50 60 70 80 90
time, t(years)
5
x 10
5
4.5
3.5
3
C(t)
2.5
1.5
method I
0.5 method II
method III
0
0 10 20 30 40 50 60 70 80 90
time, t(years)
to the trivial critical value C ∗ = 0. The time step was taken to be l=1/12 yr,
so that the population values C (t) and N (t) could be monitored monthly.
The profiles for C and N , using Methods I, II (Euler) and III (second order),
are depicted in Figures 2 and 3, respectively. It was found that the fixed-point
values to which all methods converged were those given in (23). The steady state
had been reached by time t = 50yr. Evidence of the slightly different profiles
136 A. Boutayeb,
A non-linear
A. Chetouani,
population A.
model
Achouyab
of diabetes
and E.
mellitus
H. Twizell 136
produced by the three methods in the transient stage of the computation, can
be seen in both Figures 2 and 3.
x 10 5
5
4.5
3.5
3
C(t)
2.5
method I
2 method II
method III
1.5
0.5
0
0 10 20 30 40 50 60 70 80 90
time, t(years)
x 10 5
7
4
N(t)
3
method I
method II
method III
2
0
0 10 20 30 40 50 60 70 80 90
time, t(years)
Further simulations using the same parameter values were run with l=1/2,
1 and 2 yr so that the populations were monitored biannually, annually and
biennially. The C (t) and N (t) profiles for l=1/2yr are depicted in Figures 4 and
5, respectively, where it can be seen that all three methods converge to the same
fixed-point values (see (23)). The curves for Methods II (Euler) approach the
137 A. Boutayeb,
A non-linear
A. Chetouani,
population A.
model
Achouyab
of diabetes
and E.
mellitus
H. Twizell 137
steady-state values from above and Method I is seen to reach the steady state
after 21 years, while Methods II and III do not do so until 50 years have passed.
x 10 5
6
4
C(t)
2
method I
method II
method III
1
0
0 10 20 30 40 50 60 70 80 90
time, t(years)
x 10 5
7
4
N(t)
method I
3 method II
method III
0
0 10 20 30 40 50 60 70 80 90
time, t(years)
In Figures 6 and 7, for which l= 1yr, the profiles for C (t) and N (t) converge
to the steady state (see (23)) from above using both Methods I and II while for
Method III they converge from below. Similar behaviour patterns were observed
for l = 2yr.
As l was increased further, oscillations began to appear in the profiles for
both C (t) and N (t) using Methods II and III: at l = 2.6yr in the case of Method
138 A. Boutayeb,
A non-linear
A. Chetouani,
population A.
model
Achouyab
of diabetes
and E.
mellitus
H. Twizell 138
II and at l= 3.6yr in the case of Method III. These oscillations did not occur
using Method I which continued to converge monotonically. Method II (Euler)
diverged with l= 3.9yr.
In a second series of numerical experiments the rate of recovery from compli-
cations was given the value γ = 0, which models the situation that complications
are not cured. The non-trivial critical values are thus
C ∗ = 488889, N ∗ = 555556 (24)
(see (6)). The same initial conditions C0 = N0 = 500, and time steps were used.
The profiles for C and N using the three numerical methods exhibited similar
patterns of behaviour as with γ = 0.08. Oscillations appeared in the profiles
generated by Methods II and III with l = 2.6yr and l= 3.6yr, respectively, (as
before) but Method II (Euler) diverged when l = 3.1yr was used, a smaller value
than previously.
7. Summary
Acknowledgements
The authors are grateful to Miss Katy Griggs of the Information Science
Department, British Diabetic Association, for supplying much useful data and
to the late Ms M.E. Demmar, Mrs A. Wilkes and Dr S.A. Matar of Brunel
University for help in preparing the typescript. One of the authors (A.B.) is
grateful to UNESCO for financial support during the period of research.
References
A. Boutayeb received his Ph.D.(1990) from Brunel University, U.K. His research in-
terests lie in mathematical modelling . He is currently Professor of Mathematics at the
University Mohamed Ier, Oujda, Morocco.
A. Chetouani received his Ph.D (2003) from the University Mohamed Ier, Oujda, Mo-
rocco. His research interests centre on Numerical Analysis and related topics.
K. Achouyab received her 3eme cycle doctorate (1997) from the University Mohamed
Ier, Oujda, Morocco. Her research interests lie in mathematical modelling.
E. H. Twizell received his Ph. D. in 1977. His research interests lie in the numerical
solution of differential equations with applications in chemistry and the bio-medical sci-
ences. He is currently an Emeritus Professor of Mathematics at Brunel University in the
U.K.
School of Information Systems, Computing and Mathematics, Brunel University,
Uxbridge, Middlesex, U.K., UB8 3PH
e-mail: masteht@brunel.ac.uk