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J. Appl. Math. & Computing Vol. 21(2006), No. 1 - 2, pp.

127 - 139
Website: http://jamc.net

A NON-LINEAR POPULATION MODEL OF DIABETES


MELLITUS

A. BOUTAYEB, A. CHETOUANI, A. ACHOUYAB AND E. H. TWIZELL∗

Dedicated to David M. Bartlett and Wiam Boutayeb

Abstract. A mathematical study of the size of a population of diabetes


mellitus patients is carried out in this paper. The study also monitors the
number of patients with complications. By appropriate definition of a pa-
rameter, the mathematical model may be classified as linear or non-linear.
The non-linear case is discussed and the critical values of the population
are analysed for stability. Numerical methods are developed for solving the
model equations and the results of numerical simulations are reported.

AMS Mathematics Subject Classification : 34C35, 65C20, 92B99.


Key words and phrases : Population model, diabetes mellitus, stability of
critical points, numerical methods, stability of fixed points.

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),

Received January 21, 2005. ∗ Corresponding author.


c 2006 Korean Society for Computational & Applied Mathematics and Korean SIGCAM.
127
128 A. Boutayeb,
A non-linear
A. Chetouani,
population A.
model
Achouyab
of diabetes
and E.
mellitus
H. Twizell 128

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

Diabetes mellitus is not notifiable to the health authorities in the United


Kingdom, where estimates of the prevalence of diabetes are usually based upon
samples taken from various parts of the country, or from the small number
of diabetes registers which exist, or from population surveys (British Diabetic
Association [BDA] [6]). The 1993 Health Survey for England carried out by the
Office of Population Censuses and Surveys found that in a sample of 16569 adults
aged 16 or over, the prevalence of self-reported diabetes was 3% in men and 2%
in women (BDA [6]). Other works concerned with the monitoring of diabetes
mellitus include those by Boutayeb & Kerfati [3], BDA [5], Equilibre [7] and
Krans et al. [10]. The recent reports released by the World Health Organisation
(WHO) [14] and the International Diabetes Federation (IDF) [8] give rise for
concern. In 2003 it was estimated that the prevalence of diabetes in the world
population was still 3% (5.1% for those aged 20 to 79), showing that 194 million
people worldwide are diabetic, most of whom live in developing countries (IDF
[8]). It was noted in BBC WORLD web-pages [1, 2] that the incidence of diabetes
is increasing because people are living longer, getting fatter and leading inactive
lifestyles, placing a huge burden on health-care authorities in many countries
(see also the WHO reports [13,15] and the paper by Kenchaiah et al. [9]).
The majority of people with diabetes mellitus are non-insulin dependent
(NIDDM) and estimates of the exact proportion vary from 75% to 90% (BDA
[9]). The fairly large difference in these estimates may be due to the fact that
it is sometimes difficult to distinguish in some people between NIDDM, which,
until relatively recently, was usually diagnosed after the age of 40 and may
usually be treated by diet alone or by diet and tablets, and insulin-dependent
diabetes mellitus (IDDM), which is usually diagnosed before the age of 40 and is
treated by insulin injection and diet. Thus, people with NIDDM who are treated
with insulin may be classified wrongly as having IDDM and the overall propor-
tion of NIDDM to IDDM will be distorted. In addition NIDDM symptoms are
sometimes not evident and diabetes might not be diagnosed until complications
develop.
In this paper a mathematical model of diabetes mellitus will be analysed,
which is concerned with the evolution of diabetes to the stage of complication but
not with the consequent economic, social and medical implications. The model
will monitor the size of a population of diabetics and will give the number of
people with complications as a function of time. The case when the probability of
a diabetic developing a complication is taken to be constant classifies the model
129 A. Boutayeb,
A non-linear
A. Chetouani,
population A.
model
Achouyab
of diabetes
and E.
mellitus
H. Twizell 129

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.

2. The mathematical model

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
❄ ❄

Figure 1. The mathematical model

N 0 (t) = I − (ν + δ)C (t) − µN (t), t > 0; N (0) = N0 (2)


where the prime denotes differentiation with respect to t, θ = γ + µ + ν + δ and
C0 , N0 are the initial values of C (t) and N (t), respectively.
In the case when the probability of a diabetic person developing a complica-
tion, λ, is constant, the ODEs in (1), (2) are linear in C (t) and N (t). In §3, λ
will be assumed to depend on C (t) and N (t), giving rise to a non-linear model.

3. The non-linear case

3.1. The critical points


It will now be assumed that the probability of developing a complication, λ,
is given by
C (t)
λ = λ(t) = β , (3)
N (t)
in which β > 0 is a real constant. The IVP (1), (2) is thus non-linear and may
be written in the form
C2
C 0(t) ≡ f1 (C, N ) = (β − θ)C − β , t > 0; C (0) = C0 (4)
N
N 0 (t) ≡ f2 (C, N ) = I − (ν + δ)C − µN, t > 0; N (0) = N0 (5)
in which C = C (t) and N = N (t).
The critical points of this non-linear model arise when f1 and f2 vanish in (4)
and (5); there are two of them and they are seen to be
(1) C ∗ = 0, N ∗ = µI (the trivial critical point),

(2)
C∗ = (β − θ)I , N∗ = βI
(6)
µβ + (ν + δ)(β − θ) µβ + (ν + δ)(β − θ)

(the non-trivial critical point).


131 A. Boutayeb,
A non-linear
A. Chetouani,
population A.
model
Achouyab
of diabetes
and E.
mellitus
H. Twizell 131

It follows from (6) that


C∗ β− θ
= (7)
N∗ β
and, as C ∗ > 0, N ∗ > 0 and β > 0, it follows further that

β− θ >0 (8)

(recall from §2 that θ = γ + µ + ν + δ).

3.2. Stability properties of the critical points

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

χ1 = β − θ > 0 and χ2 = − µ < 0,


from which it may be deduced that the trivial critical point is unstable.

The Jacobian associated with the non-trivial critical point, J = J N T is given

by

JN − (β − θ) (β − θ)2 /β
T=
− (ν + δ) −µ

and its eigenvalues χ1 and χ2 are the roots of the equation


χ2 + (β − θ + µ)χ + µ(β − θ) + (ν + δ)(β − θ)2 /β = 0
which is of the form
χ2 + bχ + c = 0; b > 0, c > 0.
Hence χ1 and χ2 may be

(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

4. An unconditionally convergent discretization of the model

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

I − (ν + δ)C − µN → I − (ν + δ)Cn − µNn+1 . (12)


Substituting (10), (11), (12) into the ODEs as appropriate gives, after re-arrang-
ing, the numerical method
Method I
[1 + l(β − θ)]Cn
Cn+1 ≡ g1 (Cn , Nn ) = (13)
1 + lβCn /Nn

Nn + l[I − (ν + δ)Cn ]
Nn+1 ≡ g2 (Cn , Nn ) = 1 + lµ
(14)

for n = 0, 1, 2, · · · . It is easy to verify that (13), (14) are first-order approxima-


tions with local truncation errors
(I ) 00 C (t)C 0(t) 2
LC = 1/2C (t) + β
N (t) l + O(l3 ) as l → 0 (15)
and
h 00 0 i
LN = 1/2N (t) + µN (t) l 2 + O(l3 ) as l → 0
(I )
(16)

at any time t = tn , respectively (see [11, p. 48]).


The system (13), (14) may be regarded as a system of coupled, one-point
iteration functions and it is easy to show that this system has two fixed points
which are the same as the critical points of the ODEs in (4), (5): these are given
in (6). It remains to show that the fixed points of the discrete system have the
same stability properties as the critical points of the continuous system and will
repel or attract the solution sequence (Cn , Nn ) from initial conditions C = C0
and N = N0 .
The sufficient conditions for the sequence (Cn , Nn ) to be attracted to a fixed
point are that the eigenvalues, χ1 and χ2 , of the Jacobian of the functions
C = g1 (C, N ) and N = g2 (C, N ) (17)
133 A. Boutayeb,
A non-linear
A. Chetouani,
population A.
model
Achouyab
of diabetes
and E.
mellitus
H. Twizell 133

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

It is easy to show that, at the trivial fixed point C + = 0 and N + = 1/µ,


the eigenvalues of the Jacobian associated with (13), (14) and (17) are
given by
χ1 = 1 + l(β − θ) and χ2 = 1/(1 + lµ)
and, as β − θ > 0, it follows that χ1 > 1 and the trivial fixed point is
unstable for all l > 0 and will repel the solution sequence (Cn , Nn ).
ii) the non-trivial fixed point
in the case of the non-trivial fixed point, it may be shown, using (7),
that the characteristic polynomial, Φ(χ), of the Jacobian of (13), (14)
and (17) has the form
Φ(χ) = χ2 − pχ + q
where
1 1
p= + ,
1 + l(β − θ) 1 + lµ

so that p < 2 for all l > 0 since β − θ > 0, and


2 2
β + l (β − θ) (ν + δ)
q= .
β(1 + lµ)[1 + l(β − θ)]
Clearly, Φ(0) = q > 0 since β − θ > 0 and, after some algebraic manip-
ulation, it may be shown that
l2 (β − θ)[βµ + (β − θ)(ν + δ)]
Φ(1) = 1 − p + q =
β(1 + lµ)[1 + l(β − θ)]

so that Φ(1) > 0, too. Furthermore, dΦ/dχ = 0 when χ = (1/2)p < 1


so that Φ(χ) achieves its minimum value χ = χmin with χmin ∈ (0, 1).
It follows that, since Φ(0) > 0, Φ(1) > 0 and 0 < χmin < 1, neither root
of the equation Φ(χ) = 0 lies outside the interval (0, 1) for any l < 0
and so, from (18), the non-trivial fixed point is stable and will attract
the solution sequence (Cn , Nn ) for any arbitrarily large time step.

5. Conditionally stable methods

It is useful to compare the previous first-order, unconditionally stable method


developed in §4 with other methods. To this end, two methods will be used. The
first of these is the Euler method, Method II, given by
Method II
Cn+1 = [1 + l(β − θ) − lβCn /Nn ]Cn (19)
134 A. Boutayeb,
A non-linear
A. Chetouani,
population A.
model
Achouyab
of diabetes
and E.
mellitus
H. Twizell 134

Nn+1 = lI − l(ν + δ)Cn + (1 − lµ)Nn , (20)


with n = 0, 1, 2, · · · , which is known to be conditionally stable. The local trun-
cation errors associated with (19), (20) are easily shown to be
(II ) 00
LC = 1/2lC (t) + O(l2 ) as l → 0
and 00
(II )
LN = 1/2lN
at some point t = tn . (t) + O(l2 ) as l → 0

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

− l(ν + δ)[1 + (1/2)l(β − θ − µ)]Cn + l[1 − (1/2)lµ]I,


h i
1 + (1/2)l(β − θ) + (1/2)lβCn (N −1 − N n−1 ) Cn
n+1
Cn+1 = . (22)
1 − (1/2)l(β − θ) + lβCn Nn−1
with n = 0, 1, 2, ..... The development of this second-order method, which is also
conditionally stable, is given in Twizell et al. [12].
It is easy to check that the fixed points of Methods II and III coincide with
the critical points of the ODEs of the model, but both methods are stable only
for restricted values of l.

6. Numerical results

Taking I = 60000 yr−1 , β = 1 and the parameter values given in Table 1


(γ = 0.08), the trivial critical point of the non-linear model is given by C ∗ = 0,
N ∗ = 3000000. The non-trivial critical point may be calculated from (6): it is
C ∗ = 480000, N ∗ = 600000 (23)

Table 1. Parameter values used in numerical experiments


Parameter Value (yr−1 )
ν 0.05
δ 0.05
µ 0.02
γ 0.08 or 0

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)

Figure 2. Profiles of C (t) using Methods I, II and III with


l = 1/12 yr.

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)

Figure 3. Profiles of N (t) using Methods I, II and III with


l = 1/12 yr.

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)

Figure 4. Profiles of C (t) using Methods I, II and III with


l = 1/2 yr.

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)

Figure 5. Profiles of N (t) using Methods I, II and III with


l = 1/2 yr.

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)

Figure 6. Profiles of C (t) using Methods I, II and III with


l = 1 yr.

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)

Figure 7. Profiles of N (t) using Methods I, II and III with


l = 1 yr.

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

A non-linear population model of diabetology has been analysed in this pa-


per. Numerical methods were used to monitor the numbers of patients in the
population and, separately, those with complications. One of the numerical
methods, though only first-order accurate, was seen to converge monotonically
to the steady state for an arbitrarily large value of the time step.

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.

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A non-linear
A. Chetouani,
population A.
model
Achouyab
of diabetes
and E.
mellitus
H. Twizell 139

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Technical Report TR/04/01, Brunel University, 2001.
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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

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