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ANALYSIS OF AN EPIDEMIOLOGICAL MODEL WITH CONTINUOUS

AGE-STRUCTURE IN MULTIPLE INFECTED CLASSES

KENNETH E. ONUMA1 AND C. CONNELL MCCLUSKEY2

Department of Mathematics,
Wilfrid Laurier University,
Waterloo, Ontario, Canada

December 16, 2015

Abstract: hConnell: I will come back to this at the end.i In this paper, an SEI model with
continuous age-structure in the exposed and infectious classes is investigated. The model
is very appropriate for diseases like tuberculosis and HIV/AIDS. The basic reproduction
number is calculated. Crucial theorems such as asymptotic smoothness and uniform persis-
tence, are proved by reformulating the system as a system of Volterra integral equations.
For R0 < 1, the disease-free equilibrium is globally asymptotically stable.

1. Introduction
hConnell: I will come back to this at the end.i For some diseases, infectivity or infectious-
ness can vary greatly in time. Consider the case of HIV infection. The progression of a typical
HIV infection can take eight to ten years before the clinical syndrome (AIDS) occurs, and
the progression goes through several distinct stages, marked by drastically different CD4+
T-cell counts and viral RNA levels. HIV-infected individuals are highly infections in the first
few weeks after infection, then remain in an asymptotic stage of low infectiousness for many
years and become gradually more infectious as the immune system becomes compromised
and they progress to AIDS. The early infectivity experiment reported by Francis et al.[2]
and the measurement of HIV antigen and antibody titers [6] have supported the possibility
of an early infectivity peak (a few weeks after exposure) and late infectivity plateau (one
year or so before the onset of full blown AIDS). These findings are reason enough to study
the possible effects of variable infectivity on the transmission dynamics of certain diseases
such as HIV/AIDS.

2010 Mathematics Subject Classification. 34K20, 92D30.


Key words and phrases. Put key words here.
1
kennethonuma@yahoo.com .
2
ccmcc8@gmail.com - Contact author.
This paper was prepared while the first author was an MSc student. The second author is supported by
an NSERC Discovery Grant.
2 Onuma and McCluskey

In 2012, McCluskey [5] investigated a model of disease transmission with continuous age-
structure SEI model for latently infected individuals and for infectious individuals. The
asymptotic smoothness of the orbit generated by the system and uniform persistence were
proved by reformulating the system as a system of Volterra integral equations. The global
stability scenario depending on the basic reproduction number are obtained by constructing
a suitable Lyapunov functional.
This work is a generalization of the analysis performed by McCluskey in [5]. In that paper,
the model was studied with one infective stage. Here, we shall study a staged progression
partial differential equation model with an arbitrary number of infectious stages. We prove
that the results obtained in [5] also hold in this general case.
We begin by introducing the important definitions used throughout this project. In Sec-
tions 3 and 4, we introduce the model to be studied and define its state space. In Section
5, we introduce some of the notations which will help simplify our work. In Section 6, we
reformulate the system as a system of Volterra integral equations. In Sections 7 and 8, we in-
troduce some basic results, including equilibria, basic reproduction number and boundedness
of the solutions. In Section 9, we prove that the system is asymptotically smooth. In Section
10, we introduce the concept of attractor as it concerns our work. Section 11 discusses the
behaviour of the system when the basic reproduction number is less than one. Lastly, in
Section 12, we prove that the disease is uniformly persistent if the basic reproduction number
is greater than one.

By allowing n infectious classes, we generalize similar ODE models of staged progression,


allowing for progression rates to be non-constant and allowing infectivity to vary continu-
ously. Such a model is appropriate for HIV/AIDS.

2. Definitions
hConnell: We dont need this section for the paper, but we should leave it in for now, as
a referencei
In this section, we introduce some of the important terminologies used in this project. All
the definitions were taken from [7].

Throughout this section, X is a metric space with a metric d.

Definition 2.1 (distance from a point to a set and distance from one set to
another set). Let =
6 A, B X. Let x X. Then

(1) the distance from the point x to the set A is defined as


d(x, A) := inf {d(x, y); y A} .
Continuous age-structure in multiple infected classes 3

(2) the distance from the set A to the set B is defined as


d(A, B) := sup {d(x, B); x A} .

Definition 2.2 (diameter, bounded set). The diameter of a subset B of the metric space
X is defined as
diam B = sup {d(x, y); x, y B} .
A subset of X is called bounded if it has a finite diameter.

Definition 2.3 (Time-set). A subset [0, ) is called a time-set if it has the fol-
lowing properties:

(1) 0 and 1 .

(2) If s, t , then s + t .

(3) If s, t and s < t, then t s .

It follows from the definition that is a time-set, if and only if () is a subgroup


of (R, +) containing Z.
The two standard examples of time-sets are R+ = [0, ) itself and the nonnegative integers,
Z+ . Throughout this project, we shall take as our time-set, the set = R+ = [0, ).

Definition 2.4. (Semi-flow). Let be a time-set and let X be a non-empty set (the
state space). A map : X X is called a (global autonomous) semi-flow if:

(1) (0, x) = x for all x X.

(2) (t + s, x) = (t, (s, x)) for all t, s and x X.

For a map : X X, (t, ) is a map from X to X which is denoted by t ,


t (x) = (t, x),
for each x X.

The semi-flow property (2) can be written as t s = t+s and (1) takes the form,
0 = 1X , the identity map on X.

Definition 2.5 (Flow). A map : X X is called a flow if is a subgroup of


(R, +) containing Z and the following two properties hold:
(1) (0, x) = x for all x X.
4 Onuma and McCluskey

(2) (t + s, x) = (t, (s, x)) for all t, s and x X.

Definition 2.6 (Total trajectory). A function : () X is called a total


trajectory (of ) if (t, (s)) = (t + s) for all t , s ().

If t0 , x0 X and (t0 ) = x0 then is called a total trajectory through (t0 , x0 ).


If is induced by the solutions of x0 = f (x), then a total trajectory through (t0 , x0 ) is a
solution x on R with x(t0 ) = x0 .

Definition 2.7 (Equilibrium point of a semi-flow). A point x X is called a fixed


point or equilibrium (point) of the semi-flow if t (x ) = x for all t .

Definition 2.8 (Invariant sets) Let be a time-set and let : X X be a


semi-flow. Let K be a nonempty subset of X.

(1) K is called forward invariant (under ) if t (K) K for all t .

(2) K is called backward invariant (under ) if t (K) K for all t .

(3) K is called invariant (under ) if is both forward and backward invariant, i.e., if
t (K) = K for all t .

Definition 2.9 (Compact attractors of sets) Let be a time-set and : X X


a semi-flow.

(1) A set K X is said to attract a set M X if K 6= and d(t (M ), K) 0 as t .


In this case, we also say that M is attracted by K.

(2) K is called an attractor of M , if K is invariant and attracts M . In this situation,


we say that M has the attractor K.

K is called a compact attractor of M if K is compact in addition.

Definition 2.10 (Compact attractors of classes of sets) Let C denote a class of


subsets of X (e.g., singleton sets, compact sets, bounded sets, etc). A nonempty, compact,
invariant set K X is called a compact attractor of C if K attracts all sets in C.

Let : X X be a semi-flow such that all maps t : X X, t are continuous.


Continuous age-structure in multiple infected classes 5

Definition 2.11
(1) the map is called point-dissipative if there exists a bounded subset B of X which
attracts all points in X.

(2) is called asymptotically smooth if each forward invariant bounded closed set is at-
tracted by a nonempty compact set.

(3) is called eventually bounded on a set M X if t (r M ), r = [r, ), is


bounded for some r .

To end this section, we would need the notion of persistence. Let X be an arbitrary
nonempty metric space and : X R+ . Let : X X be a semi-flow. We define

Definition 2.12 (Persistence)


(1) is called weakly -persistent, if
lim sup ((t, x)) > 0,
t

for each x X with (x) > 0.


(2) is called strongly -persistent, if
lim inf ((t, x)) > 0,
t

for each x X with (x) > 0.


(3) is called uniformly weakly -persistent, if there exists some  > 0 such that
lim sup ((t, x)) > ,
t

for each x X with (x) > 0.


(4) is called uniformly (strongly) -persistent, if there exists some  > 0 such that
lim inf ((t, x)) > ,
t

for each x X with (x) > 0.

3. Model equations
The number of susceptibles at time t is denoted by S(t). Infected individuals pass through
a sequence of compartments x1 , . . . , xn . For each of these infected groups, the duration (or
age-in-class) that an individual have been in that specific compartment is given by a, so that
the density of individuals in xj at time t that have been there for duration a is xj (t, a), for
j = 1, . . . , n.
This allows parameters associated with xj to be functions of the age-in-class. Individuals
who have been in class xj for duration a progress to xj+1 at rate j (a), infect the susceptibles
with mass action-coefficient j (a) and are removed from the population at rate j (a). Upon
infection, susceptible individuals move into class x1 . All recruitment into the population is
6 Onuma and McCluskey

into the susceptible class and occurs with constant flux . Susceptibles are removed from
the population at rate S .
The model is described by the following system of differential equations:
n Z
dS(t) X
= S S(t) S(t) j (a)xj (t, a)da
dt j=1 0

(3.1)
xj (t, a) xj (t, a)
+ = (j (a) + j (a)) xj (t, a) for j = 1, . . . , n
t a

with boundary conditions


n Z
X
x1 (t, 0) = S(t) j (a)xj (t, a)da
j=1 0
(3.2)
Z
xj (t, 0) = j1 (a)xj1 (t, a)da, 2 j n,
0
for all t > 0.
In order to simplify many statements throughout the paper, including the second line of
(3.1), we use j with j = n even though there is no progression out of xn , but we take n 0.
We make the following hypotheses about the parameters of the above system.

(H1) , S > 0.

(H2) j , j , j L
0 with respective essential upper bounds j , j , j , for j = 1, . . . , n.

(H3) j and j are Lipschitz continuous on R0 with Lipschitz coefficients Mj and Mj ,


respectively, for j = 1, . . . , n.

(H4) For j = 1, . . . , n, given any a > 0, there exists aj , aj > a such that j is positive
in some neighbourhood of aj and j is positive in some neighbourhood of aj .

(H5) There exists 0 (0, S ] such that j (a) 0 for all a > 0 and all j {1, 2...n}.
Continuous age-structure in multiple infected classes 7

4. State Space
Following [5, 8], the phase space for Equation (3.1) is
Yn
Y = R0 L10 , (4.1)
j=1

where L10 is the space of non-negative functions defined on (0, ) that are Lebesgue inte-
grable. The norm on Y is defined by
n Z
X
k(y, 1 , 2 , ..., n )kY = |y| + |j (a)|da. (4.2)
j=1 0

and gives the total population size.


The initial condition for the system defined by Equations (3.1) and (3.2) is
X0 = (S(0), x1 (0, ), x2 (0, ), , xn (0, )) = (S0 , 1 (), 2 (), , n ()) Y.
Standard existence, uniqueness and continuability results hold for Equations (3.1) and (3.2),
and the system defines a continuous semi-flow t : R0 Y Y given by
t (X0 ) = (S(t), x1 (t, ), x2 (t, ), , xn (t, )) Y, t 0.
Furthermore, solutions of this system have compact closure, and therefore have non-empty
omega limit sets; see [8].
hConnell: This next definition relates to the section on boundedness. If it is needed, then
maybe it should move there.i We define the state space for system (3.1) and (3.2) as
 

:= X Y : 0 kXkY , (4.3)
0
which is the positive invariant set for system (3.1) and (3.2).
8 Onuma and McCluskey

5. Notations
We now introduce some notation in anticipation of the calculations to come.
If X(t) is the solution to equations (3.1) and (3.2) which satisfies the initial condition
X(0) = X0 Y then for any a 0, we shall write
X(t) = (t, X0 ) = t (X0 ) := (S(t), x1 (t, ), x2 (t, .), , xn (t, )) Y. (5.1)
It follows from (4.2) that
n Z
X
kX(t)k = kt (X0 )k = S(t) + xj (t, a)da. (5.2)
j=1 0

For any a 0, and for each j {1, 2, ..., n}, let


Ra
j (a) = e 0 (j ()+j ())d
. (5.3)
It follows from (H2) and (H5) that
Ra Ra
0 < j (a) = e 0 (j ()+j ())d
e 0 0 d
= e0 a , (5.4)
for any a 0 and for all j {1, 2, ..., n}.

Since j , j lie in L
+ , the equations

0 0j (a) = (j (a) + j (a))j (a),

hold for almost all a 0 and for all j {1, 2, ..., n}. Next, for each j {1, 2, ..., n} we
denote
Z Z Xn
Bj = j (a)j (a)da, Jj (t) = j (a)xj (t, a)da and J(t) = Jj (t). (5.5)
0 0 j=1

Finally, for each j {1, 2, ..., n 1}, we write


Z Z
Aj = j (a)j (a)da, and Lj (t) = j (a)xj (t, a)da. (5.6)
0 0

It follows from (H2) and equation (5.4) that Bj is positive for each j {1, 2, ..., n} . Simi-
larly, Aj is positive for each j {1, 2, ..., n 1} .
Following the above notations, we can then re-write the boundary conditions of equation
(3.2) as
x1 (t, 0) = S(t)J(t)
Continuous age-structure in multiple infected classes 9

and for each j {2, ..., n},


xj (t, 0) = Lj1 (t), (5.7)
for all t > 0.
10 Onuma and McCluskey

6. Volterra formulations
Let us begin by solving the PDE part of system (3.1) and (3.2). We follow [8] closely. We
show the case j = 1. The method is similar for j = 2, ..., n.
We are interested in the IBVP:
x1 (t, a) x1 (t, a)
+ = (1 (a) + 1 (a)) x1 (t, a) (6.1)
t a

n Z
X
x1 (t, 0) = S(t) j (a)xj (t, a)da (6.2)
j=1 0

x1 (0, a) = 1 (a), (6.3)

for t 0. The problem is a linear first order hyperbolic partial differential equation with
initial and boundary conditions. It is easily solved by the method of characteristics. The
main idea is to convert the problem to a Volterra integral equation involving the birth rate
x1 (t, 0). The problem is thus transformed from linear differential equation in two indepen-
dent variables a and t (with initial and boundary conditions) to a linear Volterra integral
equation in the single independent variable t. The method proceeds as follows:

Suppose that a solution, x1 (t, a) of (6.1), (6.2) and (6.3) is known. The characteristic
curves of (6.1) are the lines at = c, where c is a constant. Let c R and let tc =max{0, c}.
Define
c (t) := x1 (t, c + t), (6.4)
where t tc . The function wc is the so-called cohort function corresponding to age c. It
keeps track of those members of the population who are initially of age c as time evolves.
Since x1 (t, a) satisfies (6.1), we obtain
d
c (t) = (1 (t + c) + 1 (t + c)) x1 (t, t + c)
dt
= (1 (t + c) + 1 (t + c)) c (t).

It follows that Rt
c (t) = c (tc )e tc (1 (s+c)+1 (s+c))ds . (6.5)
Suppose now that a t. Then c = a t > 0. This implies that tc =0. Thus, equation (6.5)
becomes,
Rt
c (t) = c (0)e 0 (1 (s+c)+1 (s+c))ds ,
Continuous age-structure in multiple infected classes 11

which yields
x1 (t, a) = x1 (t, t + c)
= c (t)
Rt
= c (0)e 0 (1 (s+c)+1 (s+c))ds

Rt
= x1 (0, c)e 0 (1 (s+c)+1 (s+c))ds

Rt
= x1 (0, a t)e 0 (1 (s+c)+1 (s+c))ds .
It follows that if a t, then
Ra
x1 (t, a) = x1 (0, a t)e at (1 ()+1 ())d . (6.6)
If on the other hand, we set a t = c < 0, then tc =max{0, c} =c > 0 . Thus, equation
(6.5) becomes
Rt
c (t) = c (c)e c (1 (s+c)+1 (s+c))ds
,
which yields
Rt
c (t) = x1 (t a, 0)e ta 1 (s+c)+1 (s+c)ds
.
It follows that if a < t, then
Rt
x1 (t, a) = x1 (t a, 0)e 0 (1 ()+1 ())d . (6.7)
Combining (6.2), (6.3), (6.5), (6.6) and (6.7), we obtain
!
n R
0a (1 ()+1 ())d
P R
S(t a) ()x (t a, )d e for 0 a < t,



0 j j
j=1
x1 (t, a) =


Ra
(a t)e( at
(1 ()+1 ())d )
for t a.
1
(6.8)

Similarly, for each j {2, . . . , n}, we obtain


Ra
at (j ()+j ())d

x j (0, a t)e for t a
xj (t, a) =
x (t a)e R0a (j ()+j ())d

for a < t,
j

R (6.9)
0a (j ()+j ())d
R

0 j1 ()x j1 (t a, )d e for 0 a t
=
a
(a t)e Rat
(j ()+j ())d
for t < a.
j
12 Onuma and McCluskey

We can now re-write system (3.1) and (3.2) as the following Volterra type equations:
n Z
dS(t) X
= S S(t) S(t) j (a)xj (t, a)da (6.10)
dt j=1 0
(
S(t a)J(t a)1 (a) for 0 a t
x1 (t, a) = (6.11)
1 (a t) 1 (at)
1 (a)
for t < a,

and for j {2, . . . , n},


(
Lj (t a)j (a) for 0 a t
xj (t, a) = j (a) (6.12)
j (a t) j (at) for t < a.

For later use, it is useful to note that for each j {1, . . . , n},
xj (t, a) = xj (t a, 0)j (a), for 0 a t. (6.13)
Continuous age-structure in multiple infected classes 13

7. Equilibria and the basic reproduction number


Consider a general equilibrium
   
E = S, x1 (a), , xn (a) = S, x1 (), , xn () Y.

It must satisfy the following equations:


n Z
!
X
S S S j (a)xj (a)da =0
j=1 0

dxj (a)
= (j (a) + j (a))xj (a)
da (7.1)

n Z
!
X
x1 (0) = S j (a)xj (a)da ,
j=1 0

and for each j {2, . . . , n} ,


Z
xj (0) = j1 (a)xj1 (a)da.
0

It follows from the second equation of (7.1) that


Ra
(j (a)+j (a))da
xj (a) = xj (0)e 0

(7.2)
= xj (0)j (a) for 1 j n.

Substituting them into the boundary conditions, we get


n Z
!
X
x1 (0) = S j (a)j (a)xj (0)da
j=1 0

(7.3)
n
X
= S Bj xj (0),
j=1
14 Onuma and McCluskey

and for each j {2, . . . , n},


Z
xj (0) = j1 (a)xj1 (a)j1 (a)da,
0
(7.4)
= Aj1 xj1 (0).

Equation (7.4) shows that if xj (0) = 0 for any j, then xj (0) = 0 for all j {1, . . . , n}. That
is, they are all zero or they are all non-zero.
 
Suppose S, x1 (), , xn () is a disease-free equilibrium. Then we can take xj (0) = 0
L1+ is the zero function. Let the disease-free equilib-
for all j {1, . . . , n} andso, xj = 0 
rium be denoted by E = S, 0, . . . , 0 Y. From equation (7.1), we see that

S S = 0.

This implies that S = S
. It follows that
 

E = , 0, , 0 . (7.5)
S

Thus, it follows that the disease-free equilibrium is unique.


In order to find any endemic equilibria, we first find the basic reproduction number R0 using
the next generation operator approach.(see[1]). We calculate
n
" j1 Z ! Z #
X Y
R0 = k (a)k (a)da j (a)j (a)da , (7.6)
S j=1 k=1 0 0

R
where j (a) gives the probability of staying in xj until age a. Qj = j1
Q
k=1 R0 k (a)k (a)da

gives the probability that a newly infected individual progress to xj and 0 k (a)k (a)da
gives the probability that an individual entering xk progress to xk+1 . Following our previous
notations, we can write

j1
n
!
X Y
R0 = Ak Bj , (7.7)
S j=1 k=1
Qj1
where we note that k=1 Ak = 1 when j = 1. From now on, we shall use equation (7.7)
whenever we wish to refer to the basic reproduction number.
Denote the endemic equilibrium by E = (S , x1 (a), , xn (a)). Then similar to our previ-
ous calculations,
Continuous age-structure in multiple infected classes 15

n Z
!
X
x1 (0) =S
j (a)xj (0)da
j=1 0

(7.8)

X
= S Bj xj (0),
j=1

and for each j {2, . . . , n},


Z
xj (0) = j1 (a)xj1 (a)da
0
(7.9)
= Aj1 xj1 (0).
From equation (7.9), we obtain
j1
!
Y
xj (0) = Ak x1 (0) for 2 j n. (7.10)
k=1

It follows from equation (7.8) that


j1
" n
! #
X Y
x1 (0) = S Ak Bj x1 (0) (7.11)
j=1 k=1

For endemic equilibrium, we can divide by x1 (0). Then (7.11) leads to


" n j1 ! #
X Y
1 = S Ak Bj .
j=1 k=1

It follows that #1
j1
" n
!
X Y S
S = Ak Bj = . (7.12)
j=1 k=1
R0

Next, using the first equation of (7.1) together with the second equation of (7.2), we ob-
tain 0 = S S x1 (0).

Therefore, we have
x1 (0) = S S
(7.13)
= [R0 1] ,
R0
16 Onuma and McCluskey

Pn Q 
j1
where R0 = S j=1 k=1 Ak Bj .

It follows that
x1 (a) = x1 (0)1 (a)
(7.14)
 

= R0 1 1 (a).
R0
Similarly,
x2 (a) = x1 (0)2 (a)
= A1 x1 (0)2 (a)
  (7.15)

= A1 R0 1 2 (a).
R0

It follows that for each j {2, , n},


 

xj (a) = (A1 A2 ...Aj1 ) R0 1 j (a).
R0
We conclude that
E = (S , x1 (a), , xn (a))

      !
S
= , R0 1 1 (a), A1 R0 1 2 (a), . . . , (A1 A2 ...An1 ) R0 1 n (a) .
R0 R0 R0 R0
(7.16)

Theorem 7.1. If R0 1, then the only equilibrium in Y is E. If R0 > 1, then there are
two equilibria, namely, E and E which lie in Y.
Continuous age-structure in multiple infected classes 17

8. Boundedness
The following proposition implies the boundedness of system (3.1) and (3.2).
Proposition 8.1. Let X0 in Y. Then

1. dktdt(X0 )k 0 kt (X0 )k for all t 0,


 
2.kt (X0 )k max{ 0 , 0 + e0 t kX0 k 0 } max{ 0 , kX0 k} for all t 0,

3.lim supt kt (X0 )k 0
,

4. is point dissipative; that is, there is a bounded set that attracts all points in Y.
Proof. We follow the approach in [5]. First, from equation (5.2), we observe that
n Z
!
dkt (X0 )k dS(t) d X
= + xj (t, a)da . (8.1)
dt dt dt j=1 0

We start with the case j = 1. From equation (6.11),


d d t d
Z Z Z
1 (a)
x1 (t, a)da = S(t a)J1 (t a)1 (a)da + 1 (a t) da. (8.2)
dt 0 dt 0 dt t 1 (a t)
Now on the right side of equation (8.2), we set t a = in the first integral and a t =
in the second integral. Then
d d t d
Z Z Z
1 (t + )
x1 (t, a)da = S()J1 ()1 (t )d + 1 ( ) d. (8.3)
dt 0 dt 0 dt 0 1 ( )
Using [4, Theorem 3.2] equation (8.3) becomes
d
Z t Z
01 (t + )
Z
0
x1 (t, a)da = S()J1 ()1 (t )d + S(t)J(t)1 (0) + 1 ( ) . (8.4)
dt 0 0 0 1 ( )

Next we convert the two integrals above to integrals in terms of a. Noting that 1 (0) = 1
and 01 (a) = (1 (a) + 1 (a)) 1 (a) almost everywhere, and combining the two integrals
into one, we obtain that
Z Z
d
x1 (t, a)da = S(t)J(t) (1 (a) + 1 (a)) x1 (t, a)da
dt 0 0
n Z
X
! Z
(8.5)
= S(t) j (a)xj (t, a)da (1 (a) + 1 (a)) x1 (t, a)da.
j=1 0 0
18 Onuma and McCluskey

Similarly, for each j in {2, . . . , n}, we have

d
Z Z Z
xj (t, a)da = j1 (a)xj1 (t, a)da (j (a) + j (a)) xj (t, a)da. (8.6)
dt 0 0 0
We now combine equations (8.5), (8.6) and the expression for dS(t) dt
given in equation (3.1).
It then follows from (8.1) that
n Z
!
dkt (X0 )k X
= S S(t) S(t) j (a)xj (t, a)da
dt j=1 0
n Z
! Z
X
+ S(t) j (a)xj (t, a)da (1 (a) + 1 (a)) x1 (t, a)da
j=1 0 0
n Z n Z
(8.7)
X X
+ j1 (a)xj1 (t, a)da (j (a) + j (a))xj (t, a)da
j=2 0 j=2 0
n Z
X
= S S(t) j (a)xj (t, a)da,
j=1 0

where we have used the fact that n 0 to obtain the last equality above.

It follows that !
n Z
dkt (X0 )k X
0 S(t) + xj (t, a)da
dt j=1 0 (8.8)
= 0 kt (X0 )k.
This completes the proof for the first statement in Proposition 8.1. For the second statement
of Proposition 8.1, we solve the differential inequality (8.8) to obtain
d
kt (X0 )ke0 t e0 t .

dt
Integrating both sides gives
Z t  Z t 
d 0 s 0 s
ks (X0 )ke e ds ,
0 ds 0
which shows that
0 t
kX(t)ke0 t kX(0)k

e 1 .
0
Thus,

1 e0 t + kX0 ke0 t

kX(t)k = kt (X0 )k

 0  (8.9)
0 t
= +e kX0 k .
0 0
Continuous age-structure in multiple infected classes 19

It follows that
    
0 t
kt (X0 )k max , +e kX0 k max , kX0 k . (8.10)
0 0 0 0
This proves the second statement of Proposition 8.1 and leads directly to the third statement
which implies the fourth.
The following two propositions are direct consequences of the previous one (see [5]).

Proposition 8.2. If X0 is in Y and kX0 k K for some K 0
, then the following hold
for all t 0.
R
1. S(t), 0
xj (t, a)da K for all j in {1, . . . , n},

2. J(t) ( nj=1 j )K,


P

3. x1 (t, 0) = S(t)J(t) ( nj=1 j )K 2 and for each j in {2, . . . , n} , xj (t, a) j1 K.


P

Proposition 8.3. Let B Y be bounded. Then

1. (R+ , B) is bounded,

2. is eventually bounded on B,

3. If B is bounded by K > 0
, then (R+ , B) is also bounded by K,

4.Given any K > 0
, there exists T = T (B, K) such that k(t, B)k K for all t T .
dS(t)
Similar to the proof of Proposition 8.1, the differential inequality dt
S S(t) yields
the following result.

Proposition 8.4. Let X0 in Y. Then lim supt S(t) S
.
20 Onuma and McCluskey

9. Asymptotic smoothness
Recall that a semi-flow is called asymptotically smooth if each forward invariant bounded
closed set is attracted by a nonempty compact set. In order to prove that the semi-flow
is asymptotically smooth, we use the following result which is a special case of [7, Theorem
2.46] (which is based on [3, Lemma 3.2.3]).
Theorem 9.1. The semi-flow : R+ Y Y is asymptotically smooth if there are maps
, : R+ Y Y such that (t, X) = (t, X) + (t, X), and the following hold for any
bounded closed subset C Y that is forward invariant under :
i.limt diam (t, C) = 0,
ii.there exists tC 0 such that (t, C) has compact closure for each t tC .
We now give Theorem B.2 from [7], as it applies to L1+ .
Theorem 9.2. A set E L1+ has compact closure if and only if the following conditions hold:
R
1.supf E 0
f (a)da < ,
R
2.limr r
f (a)da 0 unif ormly in f E,
R
3.limh0+ 0
|f (a + h) f (a)|da 0 unif ormly in f E,
Rh
4.limh0+ 0
f (a)da 0 unif ormly in f E.

The following sum rule will be useful shortly. We omit the proof.
Proposition 9.3. Suppose that f1 , f2 , ..., fn are Lipschitz continuous on an interval I R
with Lipschitz coefficients D1 , D2 , , Dn respectively. Then, the linear combination c1 f1 +
c2 f2 + + cn fn is Lipschitz continuous on I with Lipschitz coefficient |c1 |D1 + + |cn |Dn .
In order to apply Theorems 7.1 and 7.2 to the model, we first prove the following result.

Proposition 9.4. i). Jj (t) is Lipschitz continuous on R+ for each j {1, . . . , n}.

ii). Lj1 is Lipschitz continuous on R+ for each j in {2, . . . , n}.


For the first part of the Proposition, we show the case j = 1. The other cases (including
the second part of the Proposition) are similar. The approach proceeds exactly as in [5].
R
Proof. Recall from (5.5) that J1 (t) = 0 1 (a)x1 (t, a)da.
n o
Let K max 0 , kX0 k . Then by Proposition 8.1, kX(t)k K for all t 0. Let
Continuous age-structure in multiple infected classes 21

t 0 and h > 0. Then,


Z Z
J1 (t + h) J1 (t) = 1 (a)x1 (t + h, a)da 1 (a)x1 (t, a)da
0 0
Z h Z
= 1 (a)x1 (t + h a, 0)1 (a)da + 1 (a)x1 (t + h, a)da
0 h
Z
1 (a)x1 (t, a)da.
0
P 

For the first integral, we use the bounds 1 (a) 1 , x1 (t + h a, 0) n 2
j=1 j K and
1 (a) 1; for the second integral, we make the substitution = a h, obtaining
P 
J1 (t + h) J1 (t) 1 n j K 2 h + 1 ( + h)x1 (t + h, + h)d 1 (a)x1 (t, a)da.
R R
j=1 0 0

From equation (6.13), we note that x1 (t + h, + h) = x1 (t, ) 1 (+h)


1 ()
. Combining the inte-
grals, we obtain
n
! Z  
X
2 1 (a + h)
J1 (t + h) J1 (t) 1 j K h + 1 (a + h) 1 (a) x1 (t, a)da
j=1 0 1 (a)
n
! Z h
X R a+h i
= 1 2
j K h + 1 (a + h)e a (1 ()+1 ())d 1 (a) x1 (t, a)da
j=1 0

n
!
X Z h R a+h i
2 (1 ()+1 ())d
= 1 j K h+ 1 (a + h) e a 1 x1 (t, a)da
j=1 0
Z
+ [1 (a + h) 1 (a)] x1 (t, a)da.
0
(9.1)
By (H2),
Z a+h
0 (1 () + 1 ()) d
a
Z a+h
(1 + 1 ) d
a
= (1 + 1 ) h.

Thus,
R a+h
1 e a (1 ()+1 ())d

e(1 +1 )h
1 (1 + 1 ) h,
22 Onuma and McCluskey

where the last inequality follows from the fact that ex lies above its tangent at zero.
Therefore,
R a+h
0 1 (a + h)|e a (1 ()+1 ())d 1| 1 (1 + 1 ) h.
R
Recalling also that 0
x1 (t, a)da kX(t)k K, we see that
n
! Z
X
2
|J1 (t + h) J1 (t)| 1 j K h + 1 (1 + 1 ) Kh + |1 (a + h) 1 (a)|x1 (t, a)da.
j=1 0
(9.2)
Next, we show that the remaining integral in (9.2) is of order h. Indeed: using (H3), we have
Z Z
|1 (a + h) 1 (a)|x1 (t, a)da M1 h x1 (t, a)da M1 Kh.
0 0
Combining this with (9.2), we obtain the following
" n
! #
X
|J1 (t + h) J1 (t)| 1 j K + 1 (1 + 1 ) + M1 Kh. (9.3)
j=1
R
It follows that J1 (t) = 0
1 (a)x1 (t, a)da is Lipschitz continuous with Lipschitz coefficient
" n
! #
X
MJ1 = 1 j K + 1 (1 + 1 ) + M1 K.
j=1
R
By the same token, for each j in {2, . . . , n}, one shows that Jj (t) = 0
j (a)xj (t, a)da is
Lipschitz continuous with Lipschitz coefficient
 
MJj = j j1 + j (j + j ) + Mj K.
This completes the proof of Proposition 9.4
Proposition 9.5. The function J(t) is Lipschitz continuous.
Proof. By Propositions 9.3 and 9.4, we see that J(t) is Lipschitz continuous with Lipschitz
coefficient
Xn
MJ = MJ1 + ... + MJn = MJj .
j=1

The following product rule will be used in the proof of Theorem 9.7. We omit the proof.
Proposition 9.6. [5] Let D R. For j = 1, 2, , n, suppose fj : D R are bounded
Lipschitz continuous functions with bounds Kj and Lipschitz coefficients Mj respectively.
Then the product function f1 f2 fn is Lipschitz with coefficient K1 M1 + + Kn Mn .
Continuous age-structure in multiple infected classes 23

The following Theorem is the main result of this section.

Theorem 9.7. The flow is asymptotically smooth.



Proof. Let C Y be bounded with bound K > 0
. Let X0 C. We divide the semi-flow
into two parts namely: for t 0, let

(t, X0 ) = (S(t), x1 (t, .), . . . , xn (t, .)) ,

and
(t, X0 ) = (0, 1 (t, .), . . . , n (t, .)) ,

where
(
x1 (t, a) for 0 a t
x1 (t, a) =
0 for 0 < t < a,

(
S(t a)J(t a)1 )(a) for 0 a t
=
0 for 0 < t < a,

(
0 for 0 a t
1 (t, a) =
x1 (t, a) for 0 < t < a,

(
0, for 0 a t
=
1 (a t) 1 (at)
1 (a)
for 0 < t < a.

For each j in {2, . . . , n}, we set


xj (t, a)
for 0 a t
xj (t, a) =

0 for 0 < t < a,


Lj (t a)j (a)
for 0 a t
=

0 for 0 < t < a,
24 Onuma and McCluskey

and
0
for 0 a t
j (t, a) =

x (t, a)
j for 0 < t < a,


0
for 0 a t
=
(a t) j (a)

for 0 < t < a.
j j (at)

It follows that
=+
for all t 0.

Let the standard norm on L1 be denoted by k.k1 . Then for each j {1, . . . , n},
Z
kj (t, .)k1 = |j (t, a)|da
0
Z
j (a)
= j (a t) da
t j (a t)
Z
j ( + t)
= j () d
0 j ()
Z R +t
= j ()e (j ( )+j ( ))d d
0
Z
0 t
e j ()d
0
0 t
Ke ,
which tends to zero as t goes to . This shows that (t, X0 ) approaches 0 Y with uniform
exponential speed, and therefore limt diam(t, C) = 0 as required.
It remains to show that there exists tC 0 such that (t, C) Y has compact closure for
each t tC . We do this with tC = 0. By part 3 of Proposition 8.3, we know that S(t)
remains in the compact set [0, K]. Next, we show that xj remains in a pre-compact subset
of L1+ that is independent of X0 . This is done by verifying conditions 1-4 of Theorem 9.2.
Recall that (
S(t a)J(t a)1 (a) for 0 a t,
x1 (t, a) =
0 for t < a.
Hence by Proposition 8.2 and equation 5.4 we have 0 x1 (t, a) ( nj=1 j )K 2 e0 a , from
P
which conditions 1,2 and 4 of Theorem 9.2 follow directly. Now, we show that condition 3
also holds.
Continuous age-structure in multiple infected classes 25

Since we are interested in the limit as h tends to 0+ we shall consider h (0, t).
Note that
R
0
|x1 (t, a + h) x1 (t, a)|da

Z th
= |S(t a h)J(t a h)1 (a + h) S(t a)J(t a)1 (a)|da
0
Z t
|0 S(t a)J(t a)1 (a)|da.
th

Thus
R
0
|x1 (t, a + h) x1 (t, a)|da

n
!
X Z th
j 2
K h+ |S(t a h)J(t a h)1 (a + h) S(t a)J(t a)1 (a)|da
j=1 0

n
!
X Z th
j 2
K h+ |S(t a h)J(t a h)1 (a + h) S(t a)J(t a)1 (a)
j=1 0

+ S(t a h)J(t a h)1 (a) S(t a h)J(t a h)1 (a)|da


n
! Z th
X
j 2
K h+ S(t a h)J(t a h)|1 (a + h) 1 (a)|da
j=1 0
Z th
+ |S(t a h)J(t a h) S(t a)J(t a)|1 (a)da
0

It follows that
R
0
|x1 (t, a + h) x1 (t, a)|da

n
! n
!
X X Z th
j K h+ 2
j K 2
|1 (a + h) 1 (a)|da
j=1 j=1 0
(9.4)
Z th
+ |S(t a h)J(t a h) S(t a)J(t a)|1 (a)da.
0
26 Onuma and McCluskey

From equations (5.3) and (5.4) and the fact that 1 is a decreasing function which takes
values in the unit interval, we have
Z th Z th
|1 (a + h) 1 (a)|da = (1 (a) 1 (a + h))da
0 0
Z th Z t
= 1 (a)da 1 (a)da
0 h
Z th Z th Z t
= 1 (a)da 1 (a)da 1 (a)da
0 h th
Z th Z h Z t
= 1 (a)da 1 (a)da 1 (a)da
0 th th
Z h Z t
= 1 (a)da 1 (a)da
0 th
Z h
1 (a)da
0
h.
Combining this with equation (9.4) we find
R
0
|x1 (t, a + h) x1 (t, a)|da
n
! Z th
X
2 2
j K h + |S(t a h)J(t a h) S(t a)J(t a)| 1 (a)da. (9.5)
j=1 0

Finally, we determine a bound for the integral on the right side of (9.5). Combining Propo-
sition 8.2 and the expression for dS(t)
dt
given in equation (3.1) we obtain

n Z
dS(t) X
= S S(t) S(t) j (a)x j (t, a)da

dt
j=1 0
Xn Z
+ S S(t) + S(t) j (a)xj (t, a)da
j=1 0

n
!
X
+ S K + j K 2.
j=1

Therefore, S() is Lipschitz on [0, ) with Lipschitz coefficient


n
!
X
MS = + S K + j K 2 .
j=1
Continuous age-structure in multiple infected classes 27

By Proposition 9.5, there exists a Lipschitz coefficient MJ for J : [0, ) R. Thus, Propo-
sition 9.6 implies that S()J() is Lipschitz on [0, ) with Lipschitz coefficient

n
!
X
MSJ = KMJ + j KMS .
j=1
Therefore, for a [0, ) we have
|S(t a h)J(t a h) S(t a)J(t a)|1 (a) MSJ h1 (a)
MSJ he0 a .
It follows from equation (9.5) that
Z n
!
X Z
|x1 (t, a + h) x1 (t, a)|da 2 2
j K h + MSJ h e0 a da
0 j=1 0

n
!
X MSJ
2 j K 2h +
h
j=1
0

n
!
X
2 MSJ
= 2( j )K + h.
j=1
0
We note MSJ depends on K, which depends on the set C, but not on X0 . Therefore, this
inequality holds for any X0 C, and so condition 3 of Theorem 9.2 is satisfied. Thus x1
1
remains in a precompact subset CK of L1+ .
j
Similarly, xj remains in a precompact subset CK of L1+ for each j in {2, . . . , n}.
It follows that n
Y j
(t, C) [0, K] CK ,
j=1
which has compact closure in Y. Thus, (t, C) has compact closure for each t 0. Therefore,
condition 2 of Theorem 9.1 is satisfied, and consequently, is asymptotically smooth. This
completes the proof of Theorem 9.7.
28 Onuma and McCluskey

10. Attractor
Remember that a total trajectory of is a function X : R Y such that s (X(t)) =
X(t + s) for all t in R and all s 0. For a total trajectory, xj (t, a) = xj (t a, 0)j (a) for all
t in R and a 0. It is worth noting that total trajectories often have nice properties. For
example:
Proposition 10.1. If X : R Y is a total trajectory, then the corresponding functions J(t)
and Lj (t) are Lipschitz on [0, ) for any t in R and for any j {1, . . . , n 1}
Proof. Let X0 =Y (t). Then the result follows from Propositions 9.4 and 9.5.
A non-empty set A is a compact attractor of a class C of sets if A is invariant under and
d(t (C), A) 0 for each C in C. Such a set consists of total trajectories; that is, for each
X0 in A, there exists a total trajectory X such that X(0) = X0 and X(t) A for all t R.
Theorem 10.2. There exists a set A, which is a compact attractor of bounded sets.
Proof. Propositions 8.1 and 8.2 and Theorem 9.7 show that is point dissipative, eventu-
ally bounded on bounded sets, and asymptotically smooth. Thus, the result follows from
Theorem 2.33 of [7].
The following corollary follows from Propositions 8.1 and 8.4.

Corollary 10.3. If X0 = (x, 1 , . . . , n ) in A, then kX0 k 0
and 0 x S
.
Continuous age-structure in multiple infected classes 29

11. Behaviour for R0 < 1


Let X0 A and let X(t) be a total trajectory in A which passes through X0 at time zero.
Then
P n R P n R

J(t) (a)x (t, a)da (a)x (t a, 0) (a)da

j j
0 Rj=1 0 j j j
L1 (t) Rj=1


R0 1 (a)x1 (t a, 0)1 (a)da

(a)x1 (t, a)da
L2 (t) = R0 1

=
0 2 (a)x2 (t, a)da 0 2 (a)x2 (t a, 0)2 (a)da

.
.. . .
.. ..
Ln1 (t) R R
0
n1 (a)xn1 (t, a)da 0
n1 (a)xn1 (t a, 0)n1 (a)da

!
R n
P R
0
1 (a)S(t a) Jj (t a) 1 (a)da + 0 2 (a)L1 (t a)2 (a)da+
j=1
R
+ 0 n (a)Ln1 (t a)n (a)da



!

R n
= (11.1)
P
0
1 (a)S(t a) Jj (t a) 1 (a)da

j=1

R
2 (a)L1 (t a)2 (a)da

0

..

R .
0
n1 (a)Ln1 (t a)n1 (a)da.

Now let
n
X
J = sup J(t) = sup Jj (t),
tR tR
j=1

and for each j {1, . . . , n 1} let


Lj = sup Lj (t).
tR

Then the first row of equation (11.1) and Corrolary 10.3 above imply that

J(t) JB1 + L1 B2 + L2 B3 + + Ln1 Bn ,
S

for all t R. Taking supremum of the left side we obtain



J JB1 + L1 B2 + L2 B3 + + Ln1 Bn . (11.2)
S
30 Onuma and McCluskey

Now we estimate Lj for each j {1, . . . , n 1}. We start with j = 1. From the second row
of (11.1), we have
Z n
!
X
L1 (t) = 1 (a)S(t a) Jj (t a) 1 (a)da.
0 j=1
Taking supremum of both sides, and using corollary 10.3, we obtain

L1 JA1 .
S
Similarly, Z
L2 (t) = 2 (a)x2 (t a, 0)2 (a)da
0
Z Z 
= 2 (a)2 (a) 1 ()x1 (t a, )d da
0 0
= L1 (t a)A2 .
We take supremum of both sides and use inequality for L1 above to obtain

L2 JA1 A2 .
S
It follows that for each j {1, . . . , n 1},

Lj JA1 A2 ...Aj .
S
We now plug all these results into equation (9.2) to obtain

J J (B1 + A1 B2 + A1 A2 B3 + + A1 A2 A3 ...An1 Bn )
S
j1
n
!
X Y (11.3)
= J Ak Bj
S j=1 k=1
0.
= JR
Then since J is non-negative and R0 < 1, it follows that J=0.

If J=0, then the calculation
preceeding equation (11.3) implies that L = 0 for all j {1, .Q
. . , n 1}. Thus, the attractor
is a compact invariant subset of the disease-free space R nj=1 {0}. The only such set is
the singleton containing the disease-free equilibrium, and so we have proved the following.
Theorem 11.1. If R0 < 1, then the compact attractor of bounded sets is A = {E}.

Remark 1. Using the linearisation method described in [8, section 4.5] one can show that
the disease-free equilibrium is locally asymptotically stable for R0 < 1.
Continuous age-structure in multiple infected classes 31

12. Uniform persistence for R0 > 1


We begin by showing that the system is uniformly weakly -persistent by using a Laplace
transform approach, with persistence function (X(t)) = J(t). We then show that the
system is uniformly (strongly) -persistent. We will follow the approach in [7, Chapter 9]
and [5, Section 8].
Proposition 12.1. Either j 0 L+ 1 for all j and therefore xj (t, .) = 0 for all j and
t > 0, or J(t) takes on positive values for arbitrarily large values of t.
Proof. Write
n Z
X
J(t) = j (a)xj (t, a)da
j=1 0
n Z t n Z
X X j (a)
= j (a)xj (t a, 0)j (a)da + j (a)j (a t) da (12.1)
j=1 0 j=1 t j (a t)
n Z
X j (a)
j (a)j (a t) da.
j=1 t j (a t)

Let T 0. Assume that j 6 0 for some j. Then there exist a j and a set C R+ of
positive measure such that j > 0 on C. Let = essinf C . By (H4) there exists , > 0
and a > T + such that j (a) > for a [a, a + ]. Let t = a > T , and recall that
j (a)
j (at)
e(j +j )t . Then
Z
j (a)
J(t) j (a)j (a t) da.
t j (a t)
Z a+
j (a)j (a t)e(j +j )t da
a
Z a+ (12.2)
(j +j )t
e j (a t)da
a
Z +
(j +j )t
=e j ()d.

Recalling that = essinf C and j > 0 on C, it follows that J(t) > 0.

For the remainder of this section, we assume that the disease is initially present; that is,
the support of at least one of j has a positive measure, and therefore J(t) takes positive
values for arbitrarily large values of t. Recalling that J(t) is Lipschitz (see Proposition 9.5,
it follows that J is positive on a set of positive measure.

We now obtain an inequality involving J(t) which will be useful in the proof of Theorems
32 Onuma and McCluskey

12.2 and 12.4. Recall that

n
X
J(t) = Jj (t).
j=1

Consider now the case j = 1.

Z
J1 (t) = 1 (a)x1 (t, a)da
0
Z t Z
= 1 (a)x1 (t, a)da +
1 (a)x1 (t, a)da
0 t
Z t Z (12.3)
= 1 (a)x1 (t a, 0)1 (a)da + 1 (a)x1 (t, a)da
0 t
Z t
= 1 (a)1 (a)S(t a)J(t a)da + K1 (t),
0

R
where K1 (t) = t
1 (a)x1 (t, a)da.

For ease of notations, we set gj (a) = j (a)j (a) and fj (a) = j (a)j (a), for each
j {1, . . . , n}. Then we can write

Z t
J1 (t) = g1 (a)S(t a)J(t a)da + K1 (t). (12.4)
0

In order to get the general pattern, consider the case where j 2, say j = 4.
R
Let K4 (t) = t
4 (a)x4 (t, a)da.
Continuous age-structure in multiple infected classes 33

Then by repeated use of the boundary conditions and equation (6.13), we obtain
Z t
J4 (t) = 4 (a)x4 (t, a)da + K4 (t)
0
Z t
= 4 (a)4 (a)x4 (t a, 0)da + K4 (t)
0
Z t Z 
= 4 (a)4 (a) 3 (1 )x3 (t a, 1 )d1 da + K4 (t)
0 0
Z t Z ta Z 
= 4 (a)4 (a) 3 (1 )x3 (t a, 1 )d1 + 3 (1 )x3 (t a, 1 )d1 da + K4 (t)
0 0 ta
Z t Z ta 
4 (a)4 (a) 3 (1 )x3 (t a, 1 )d1 da + K4 (t)
0 0
Z t Z ta
= 4 (a)4 (a)3 (1 )x3 (t a, 1 )d1 da + K4 (t)
0 0
Z t Z ta
= 4 (a)4 (a)3 (1 )3 (1 )x3 (t a 1 , 0)d1 da + K4 (t)
0 0
Z t Z ta Z 
= 4 (a)4 (a)3 (1 )3 (1 ) 2 (2 )x2 (t a 1 , 2 )d2 d1 da + K4 (t)
0 0 0
Z t Z ta Z ta1  
4 (a)4 (a)3 (1 )3 (1 )2 (2 )2 (2 )x2 (t a 1 2 , 0)d2 d1 da
0 0 0
+ K4 (t).

It follows that
Z tZ ta Z ta1 Z ta1 2 
J4 (t) 4 (a)4 (a)3 (1 )3 (1 )2 (2 )2 (2 )1 (3 )
0 0 0 0

x1 (t a 1 2 , 3 )d3 d2 d1 da + K4 (t).
(12.5)
Using equation (6.11), we can write equation (12.5) as

J4 (t)
Z tZ ta Z ta1 Z ta1 2 
4 (a)4 (a)3 (1 )3 (1 )2 (2 )2 (2 )1 (3 )1 (3 )
0 0 0 0

S(t a 1 2 3 )J(t a 1 2 3 )d3 d2 d1 da

+ K4 (t).
(12.6)
34 Onuma and McCluskey

We now make the substitutions


1 = 1 a, 2 = 2 a 1 , 3 = 3 a 1 2 obtaining:

J4 (t)
Z t Z t Z t Z t
4 (a)4 (a)3 (1 a)3 (1 a)2 (2 1 )2 (2 1 )1 (3 2 )1 (3 2 )
0 a 1 2

S(t 3 )J(t 3 )d3 d2 d1 da + K4 (t).

Next we change the order of integration to obtain

J4 (t)
Z tZ 3 Z 2 Z 3 
4 (a)4 (a)3 (1 a)3 (1 a)2 (2 1 )2 (2 1 )1 (3 2 )1 (3 2 )
0 0 0 0

S(t 3 )J(t 3 )d3 d2 d1 da + K4 (t).
(12.7)
Again, using the notations on page 36 , we can write equation (12.7) as

Z tZ 3 Z 2 Z 1  
J4 (t) g4 (a)f3 (1 a)f2 (2 1 )f1 (3 2 )S(t3 )J(t3 )dad1 d2 d3 +K4 (t).
0 0 0 0
(12.8)

The plot is now clear: for each j {2, . . . , n},

Z tZ j1 Z j2 Z 2 Z 1 
Jj (t) ... gj (a)fj1 (1 a)fj2 (2 1 )...f1 (j1 j2 )
0 0 0 0 0

S(t j1 )J(t j1 )dad1 ...dj2 dj1 + Kj (t),
(12.9)
R
where Kj (t) = t
j (a)xj (t, a)da.
Continuous age-structure in multiple infected classes 35
Pn
Since J(t) = j=1 Jj (t), by combining (12.4) and (12.9), we obtain the important inequal-
ity:
n
X
J(t) = J1 (t) + Jj (t)
j=2
Z t
g1 (a)S(t a)J(t a)da
0
n Z tZ
X j1 Z j2 Z 2 Z 1 
+ ... gj (a)fj1 (1 a)fj2 (2 1 )...f1 (j1 j2 )
j=2 0 0 0 0 0

S(t j1 )J(t j1 )dad1 ...dj2 dj1
n
X
+ Kj (t),
j=1

R (12.10)
Kj (t) = t j (a)xj (t, a)da.
where P
Since nj=1 Kj (t) is positive, we can drop it and still maintain the inequality. That is,
Z t
J(t) g1 (a)S(t a)J(t a)da
0
n Z tZ
X j1 Z j2 Z 2 Z 1 
+ ... gj (a)fj1 (1 a)fj2 (2 1 )...f1 (j1 j2 )
j=2 0 0 0 0 0

S(t j1 )J(t j1 ) dad1 ...dj2 dj1 .
(12.11)

Now let
J = lim sup J(t),
and
S = lim inf S(t).

Let  > 0. Then, there exist T1 0 such that J(t) J + 2 for all t T1 . Then it follows
from the expression for dS(t)
dt
that S S +J +  . Thus, there exist T2 T1 such that
2


S(t) (12.12)
S + J + 
for all t T2 . We now perform a time-shift of T2 on the solution being studied; that is,
we replace the initial condition X0 by X1 = T2 (X0 ). The solution passing through X1 at
36 Onuma and McCluskey

time t = 0 satisfies equation (12.10) and also satisfies (12.11) for all t 0. Furthermore, the
bound J is valid for the new solution. Thus equation (12.10) leads to

Z t

J(t) g1 (a)J(t a)da
S + J +  0
Xn Z tZ j1 Z j2 Z 2 Z 1
+ ... gj (a)fj1 (1 a)fj2 (2 1 )...f1 (j1 j2 )
j=2 0 0 0 0 0

J(t j1 )dad1 ...dj2 dj1 .
(12.13)

For later use, for each j {2, . . . , n}, let

Z j1 Z j2 Z 2 Z 1
lj (j1 ) = ... gj (a)fj1 (1 a)fj2 (2 1 )...f1 (j1 j2 )dad1 dj2 .
0 0 0 0
(12.14)
Using the definition of convolution, equation (12.13) can be written as

" n
#
X
J(t) (g1 J) + (gj fj1 ... f1 J) (t). (12.15)
S + J +  j=2

Recall that given aRfunction f (t), t 0, its Laplace transform f() = L {f (t)} is defined as

f() = L {f (t)} = 0 et f (t)dt. nR o
t
For a convolution, (f g)(t), we have L {(f g)(t)} = L 0 f (s)g(t s)ds = f()g().
It follows that L {(f1 f2 fn ) (t)} = f1 ()f2 () fn ().

Now we take the Laplace transform of both sides of eqaution (12.15). This converts the
sum of convolutions on the right to sum of products:

" n
#
X

J() g1 () + gj ()fj1 ()...f1 () J().
(12.16)
S + J +  j=2


J is positive on a set of positive measure and therefore J() is strictly positive.
Continuous age-structure in multiple infected classes 37

Thus we can divide both sides of equation (12.16) by J(). It follows that
" n
#
X
1 g1 () + gj ()fj1 ()...f1 ()
S + J +  j=2
Z

= ea g1 (a)da
S + J +  0
Xn Z Z Z 
a j1 1
+ e gj (a)da e fj1 (j1 )da... e f1 (1 )da .
j=2 0 0 0
(12.17)
We take limits as both  and tend to zero and use the notations on page 34. This leads to
Z

1 1 (a)1 (a)da
S + J 0
Xn Z Z Z 
+ j (a)j (a)da j1 (j1 )j1 (j1 )dj1 ... 1 (1 )1 (1 )d1 .
j=2 0 0 0
(12.18)
R R
Recall that Bj = 0
j (a)j (a)da for j {1, 
. . . , n} and
 Aj = 0
j (a)j (a)da for
n j1
j {1, . . . , n 1}. Recall also that R0 = S j=1
P Q
k=1 Ak Bj .
Equation (12.18) becomes
" n
#
X
1 B1 + Bj Aj1 A1
S + J j=2
" n j1 ! # (12.19)
X Y
= Ak Bj .
S + J j=1 k=1
It follows that
j1
" n
! #
X Y
J Ak Bj S
j=1 k=1
j1
n
" ! # !
X Y (12.20)
= S Ak Bj 1
S j=1 k=1
= S (R0 1) ,

which is positive for R0 > 1.


38 Onuma and McCluskey

Now define : Y R+ by
n Z
X
(x1 , 1 , . . . , n ) = j (a)j (a)da. (12.21)
j=1 0

Then for t 0,
n Z
X
(t (X0 )) = j (a)j (a)da
j=1 0
(12.22)

= J(t).
Consequently, if the disease is initially present, then lim sup (t (X0 )) = J S (R0 1).
We have proved the following.
Theorem 12.2. If R0 > 1, then the semi-flow is uniformly weakly -persistent.
In order to move from uniform weak persistence to uniform persistence, we follow the
approach in [7, Lemma 9.12]. To this end, we prove the following.
Proposition 12.3. For a total trajectory X() in Y, S(t) is strictly positive and either J is
identically zero or J is strictly positive.
Proof. Let X() be a total trajectory in Y, with X(t) = (S(t), x1 (t, ), . . . , xn (t, )). For any
T R, the function XT : R+ Y defined by XT (t) = X(T + t) is a semi-trajectory of
equation (3.1) with initial condition XT (0) = X(T ) Y.
If S(t) = 0 for some t, then equation (3.1) implies that dS dt
(t) > 0. Then, for sufficiently
small  > 0, we would have S(t ) < 0, contradicting the fact that the total trajectory X
lies in Y for all t R. Therefore, S() is strictly positive.

Suppose there exists T R such that xj (T, ) = 0 for all j {1, . . . , n}. Then by
Proposition 12.1, J(t) = 0 for all t T . Additionally, for any t < T , we have
0 = x1 (T, T t)
= x1 (t, 0)1 (T t)
= S(t)J(t)1 (T t).
By equation (5.4), both S(t) and 1 (T t) are positive. Thus, J(t) = 0 for all t < T , and
so J(t) is identically zero.
We now assume that at least one xj (T, .) is non-zero for each T R.
If there exists T0 such that x1 (T, .) 0 for all T T0 , then for any a > 0, and for each
j {2, . . . , n}, we would have that for any T T0 ,
xj (T, a) = xj (T a, 0)j (a)
Z
(12.23)
= j1 ()xj1 (T a, )j (a)d.
0
Continuous age-structure in multiple infected classes 39

For j = 2, this shows that if x1 (T, ) 0 for all T T0 , then x2 (T, ) 0 for all T T0 too.
Continue (using the boundary condition) until xn (T, ) 0 for all T T0 . It follows that
xj (T, ) 0 for all T T0 and for all j {1, . . . , n}, which is a contradiction. Thus, there
exists a sequence Tm tending to such that x1 (Tm , am ) is non-zero for each m. That is,
for each m, there exists am > 0 such that 0 6= x1 (Tm , am ) = x1 (Tm am , 0)1 (am ). Thus we
have S(Tm )J(Tm ) = x1 (Tm , 0) 6= 0 where Tm := Tm am tends to . Since J is Lipschitz,
x1 (Tm + t, 0) > 0 in some neighbourhood of t and so x1 (Tm , a) > 0 in a neighbourhood of
a = am . So, there exist m , m > 0 such that x1 (Tm , a) m for a [am m , am + m ].

Next, for each m N, let J m (t) = J(Tm + t). Then, it follows from equations (12.10) and
(12.12) that for each m N,
Z t
m
J (t)
g1 (a)J m (t a)da
S + J +  0
n Z t Z j1 Z j2
X Z 2 Z 1
+ ... gj (a)fj1 (1 a)fj2 (2 1 )...f1 (j1 j2 )
j=2 0 0 0 0 0

m
J (t j1 )dad1 ...dj2 dj1 + K m (t),
(12.24)
P R
where K m (t) = nj=1 t j (a)xj (Tm + t, a)da for all t 0. Using our previous notations
(see equation (12.14)), we can write the inequality (12.24) as follows:
 
m
J (t) g1 + l2 + l3 + lm J m (t) + K m (t), (12.25)
S + J + 
P R
where K m (t) = nj=1 t j (a)xj (Tm + t, a)da.
We want to show that K m (t) is strictly greater than zero. Indeed:
n Z
X
m
K (t) = j (a)xj (Tm + t, a)da
j=1 t
n Z
X j (a)
= j (a)xj (Tm , a t) da
j=1 t j (a t)
n Z
(12.26)
X
(j +j )t
e j (a)xj (Tm , a t)da
j=1 t

Xn Z
 j ( + t)xj (Tm , )d,
j=1 0
40 Onuma and McCluskey

where = a t and  = minj=1,...,n e(j +j )t . We re-write the last inequality in terms of



a obtaining
Xn Z
m
K (t)  j (a + t)xj (Tm , a)da. (12.27)
j=1 0

It follows that Z
m
K (t)  1 (a + t)x1 (Tm , a)da
0
Z am +M
(12.28)
m 1 (a + t)da
am m
>0
for sufficiently small t. We mention that the last inequality in (12.28) follows from the fact
that 1 (am ) > 0 and 1 is Lipschitz.
Thus, for each m N, we have the inequality
 
m
J (t) g1 + l2 + l3 + lm J m (t) + K m (t),
S + J + 
where K m (t) > 0 on some interval [0, m ]. The support of lj has positive measure, (see
equation (12.14)).
Therefore, [7, Corollary B.6] implies that there exists b > 0 such that J m (t) is positive for
all t > b. Furthermore, b depends only on lj ; thus, the same b works for each J m . Since
each J m is a shift of J by Tm , and Tm tends to , it follows that J(t) > 0 for all t R,
completing the proof.
Theorem 12.4. If R0 > 1, then the semi-flow is uniformly -persistent.
Proof. The result follows from Proposition 9.5 (which implies that J is continuous), Theorem
10.2, Theorem 12.2, Proposition 12.3 and[7, Theorem 5.2].
Continuous age-structure in multiple infected classes 41

Let Y0 = {X0 Y : (t (X0 ) = 0 for all t R+ }, where is given in equation (12.21).


Then Y0 is the disease-free space and is non-empty. Let A0 = A Y0 . Let A1 A be the
compact attractor of compact sets in Y \ Y0 . Let C A be the set consisting of points
X0 A such that there exists a total trajectory X() through X0 with X(t) approaching A0
as t and approaching A1 as t .
The following result follows from Proposition 9.5, Theorem 12.2, Proposition 12.3 and [7,
Theorem 5.7].

Theorem 12.5. If R0 > 1, then the attractor A is the disjoint union A = A0 C A1 ,


where
i) A0 and A1 are compact and invariant,

ii) A0 = A Y0 is the compact attractor of all bounded sets in Y0 .

iii) is bounded away from 0 on A1 ,

iv) A1 attracts all bounded sets in Y \ Y0 on which is eventually uniformly positive,

v) A1 is stable,

vi) C is invariant and consists of total trajectories with alpha limit sets in A0 and omega
limit sets in A1 .

The sets A1 and A0 are called the extinction attractor and the persistence attractor,
respectively.
Corollary 12.6. Suppose R0 > 1. Let X(t) = (S(t), x1 (t, .), . . . , xn (t, .)) be a total trajectory
in A1 . Then there exists  > 0 such that S(t), x1 (t, 0), , xn (t, 0) > , for all t R.
Proof. We know that S(t) S +J + so this provides a positive lower bound 1 for the
S-coordinate for any point in A A1 . By part (iii) of Theorem 12.5, there exists 2 > 0
such that 2 (X(t)) = J(t) for all t R. Thus, x1 (t, 0) = S(t)J(t) > 1 2 for all t R.
Next, for each j {2, . . . , n}, we have
Z
xj (t, 0) = j1 (a)xj1 (t, a)da
0
Z
= j1 (a)xj1 (t a, 0)j1 (a)da.
0

R
This shows that x2 (t, 0) 1 2 0
1 (a)1 (t, a)da = 1 2 A1 .
42 Onuma and McCluskey

Similarly, Z
x3 (t, 0) 1 2 2 (a)2 (a)x2 (t a, 0)da
0
= 1 2 A2 A1 .

It follows that for each j {2, , n},

xj (t, 0) 1 2 Aj1 A1 ,
where Aj was shown to be positive previously (see equation (5.6)).
Now let
 = min {1 , 1 2 , 1 2 A1 , ..., 1 2 A1 A2 ..An1 } > 0.
It follows that S(t), x1 (t, 0), , xn (t, 0) >  for all t R, as required.

This completes the proof of Corollary 12.6.


Continuous age-structure in multiple infected classes 43

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[3] J. K. Hale. Asymptotic Behavior of Dissipative Systems. Amer. Math. Soc., Providence, 1988.
[4] S. Lang. Undergraduate Analysis. Springer-Verlag, New York, 1997.
[5] C. C. McCluskey. Global stability for an SEI epidemiological model with continuous age-structure in the
exposed and infectious classes. Math. Biosci. and Eng., 9:819841, 2012.
[6] S.Z. Salahuddin et al. HTLV-III in symptom-free seronegative persons. Lancet, 2:14181420, 1984.
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