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Dynamics of a stochastic HBV infection model with cell-to-cell transmission and immune response

  • In this paper, considering the proven role of exosomes and the inevitable randomization within-host, we establish a hepatitis B virus (HBV) model with cell-to-cell transmission and CTL immune response from a deterministic framework to a stochastic differential equation (SDE). By introducing the reproduction number R0, we prove that R0 can be used to govern the stochastic dynamics of the SDE HBV model. Under certain assumptions, if R01, the solution of the SDE model always fluctuates around the infection-free equilibrium of the deterministic model, which indicates that the HBV will eventually disappear almost surely; if R0>1, under extra conditions, the solution of the SDE model fluctuates around endemic equilibrium of the corresponding deterministic model, which leads to the stochastic persistence of the HBV with probability one. One of the most interesting findings is that the fluctuation amplitude is positively related to the intensity of the white noise, which can provide us some useful control strategies to regulate HBV infection dynamics.

    Citation: Xiaoqin Wang, Yiping Tan, Yongli Cai, Kaifa Wang, Weiming Wang. Dynamics of a stochastic HBV infection model with cell-to-cell transmission and immune response[J]. Mathematical Biosciences and Engineering, 2021, 18(1): 616-642. doi: 10.3934/mbe.2021034

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  • In this paper, considering the proven role of exosomes and the inevitable randomization within-host, we establish a hepatitis B virus (HBV) model with cell-to-cell transmission and CTL immune response from a deterministic framework to a stochastic differential equation (SDE). By introducing the reproduction number R0, we prove that R0 can be used to govern the stochastic dynamics of the SDE HBV model. Under certain assumptions, if R01, the solution of the SDE model always fluctuates around the infection-free equilibrium of the deterministic model, which indicates that the HBV will eventually disappear almost surely; if R0>1, under extra conditions, the solution of the SDE model fluctuates around endemic equilibrium of the corresponding deterministic model, which leads to the stochastic persistence of the HBV with probability one. One of the most interesting findings is that the fluctuation amplitude is positively related to the intensity of the white noise, which can provide us some useful control strategies to regulate HBV infection dynamics.


    Hepatitis B, including acute and chronic disease, is caused by the hepatitis B virus (HBV) infection and has become a major global health problem. World Health Organization (WHO) estimates that in 2019,325 million people globally live with hepatitis B and/or C, while in 2015,257 million people were living with chronic hepatitis B infection (defined as hepatitis B surface antigen positive), of them, 887,000 deaths, mostly from cirrhosis and hepatocellular carcinoma (i.e., primary liver cancer)[1].

    Generally, cellular immunopathological reaction plays an important role in controlling HBV infection. For example, cytotoxic T lymphocytes (CTLs) can specifically attack the target infected host cells [2], which will induce hepatocyte damage. And more and more attentions have been paid to the study of virus dynamics within-host, which can provide insights into virus infection and dynamics, as well as to how an infection can be reduced or even eradicated, see [3,4,5,6,7] and the references therein.

    Studies have shown that human immunodeficiency virus (HIV) and hepatitis C virus (HCV) can spread by two fundamental modes within-host, one by virus-to-cell infection through the extracellular space and the other by cell-to-cell transfer involving direct cell-to-cell contact [4,8,9,10,11,12,13,14,15,16]. Especially, Sourissea et al. [17] had reported that viral transfer in vitro via cell-to-cell contact is much more rapid and efficient than infection by free virus because it avoids several biophysical and kinetic barriers. Monel et al. [18] showed that direct cell-to-cell transmission in vivo is also more potent and more efficient. And Yang and co-authors [19] showed a previously unappreciated role of exosomes in HBV transmission and natural killer cells dysfunction during chronic hepatitis B (CHB) infection. These results showed that cell-to-cell transmission is reasonable apart from virus-to-cell mode in HBV infection because exosomes can transfer genetic material between cells. Therefore, during HBV infection, uninfected hepatocytes can be infected not only by newly released free virus, but also by contacting with infected hepatocytes. Combining with the CTLs population, to describe HBV from a single patient's point of view, we first propose the following HBV infection model:

    {dxdt=λ1d1xβ1xvβ2xy,dydt=β1xv+β2xyaypyz,dvdt=kyγv,dzdt=λ2d2z+qyz, (1)

    where x, y, v and z denote the total numbers of uninfected hepatocytes, infected hepatocytes, free virus and CTLs, respectively. It is assumed that normal hepatocytes are produced by bone marrow and other organs at a constant rate of λ1 and the natural death rate is d1x. β1 is the effective contact rate between uninfected hepatocytes and virus, β2 stands for the effective contact rate between uninfected and infected hepatocytes, a represents the natural death rate of the infected hepatocytes. Infected hepatocytes are eliminated by CTLs at rate pyz, free virus are produced from infected cells at rate ky and die at rate γv. CTLs are produced at a constant λ2 from the thymus, and at rate qyz due to the stimulation of infected cells [20], and die at rate d2z.

    Note that there are inevitably random disturbances in the process of HBV infection within-host, such as temperature fluctuation, mood fluctuation and other physiological rhythm changes, which may affect the dynamics of HBV infection. Thus, in addition to the traditional ordinary differential equations (ODEs), such as model (1), more attention has been paid to the stochastic differential equations (SDEs) which takes Brownian motion into consideration [21,22,23,24,25,26,27,28,29,30,31] and the references therein). Concretely, [31] was about HIV infection and did not consider cell-to-cell transmission. Especially, references [5,26,32] investigated the stochastic dynamics of HBV infection. After assuming the total number of hepatocytes is constant, Bertacchi et al. [5] proposed a stochastic HBV model for the infection within a patient which was treated with two drugs, either sequentially or contemporaneously, developed a two-step mutation which was resistant to both drugs, and studied the deterministic approximation of the stochastic model and gave a biological interpretation of its asymptotic behaviour. Luzyanina and Bocharov [26] considered a reduced ODEs model which only describes the interaction between the HBV and the CTL response, and Xie et al. [32] investigated the stochastic HBV dynamics. Unfortunately, these studies had not considered the CTL response and cell-to-cell transmission in their SDE HBV model.

    Thanks to the insightful work of Luzyanina and Bocharov [26], we know that the variations can affect either the replication of the virus or its elimination kinetics, e.g., via parameters β2, γ and d2, respectively. And we can explore their impacts on the dynamics of HBV infection could be the extension of the deterministic description of the virus—CTL interaction to include the stochastic forcing in a multiplicative way.

    To investigate the influence of fluctuating (vs. constant) rates β2, γ and d2 on the model solutions, following [26], we randomize these parameters as follows.

    Let p[p1,p2] be a parameter being randomized and p1,p2 are its low and upper bounds. We assume that p varies randomly according to p(t)=˜p+σpξ(t), where ˜p is the value of p around which we randomize, ξ(t) is a standard Gaussian random variable for each t and σp>0 is the intensity of the noise. We adopt σp as

    σp=min(˜pp1,p2˜p)3

    to ensure that p remains in the interval [p1,p2] with probability 0.997. This implies that about 99.7% of values drawn from a normal distribution are within three standard deviations σp away from the mean.

    More precisely, let

    β2β2+σ1dB1(t),γγ+σ2dB2(t),d2d2+σ3dB3(t),

    then, corresponding to the deterministic model (1), we can further derive the following SDE HBV model:

    {dx=(λ1d1xβ1xvβ2xy)dtσ1xydB1(t),dy=(β1xv+β2xyaypyz)dt+σ1xydB1(t),dv=(kyγv)dtσ2vdB2(t),dz=(λ2d2z+qyz)dtσ3zdB3(t), (2)

    where σi(i=1,2,3) represent the intensities of the white noises, and Bi(t)(i=1,2,3) are independent standard Brownian motions.

    It is worthy to note that, if the number of individuals in the population gets very large, Kurtz [33,34] proved that if there is a density-dependent stochastic jump process (such as the number of viral particles, the infected/uninfected hepatocytes etc..), then the process that we obtain when rescaling by a constant and large quantity can be approximated by the solution of the corresponding ODE.

    The purpose of the present study is to elaborate the virus infection dynamics to random perturbations in the virus replication and immune responses parameters. In the next section, we give the global dynamics of the deterministic HBV model (1), including the basic reproduction number and global stability of infection-free equilibrium and infection equilibrium. In Section 3, we show the existence and uniqueness of the global positive solutions of the SDE HBV model (2). In Section 4, we give the asymptotic property of the positive solution of model (2) around infection-free equilibrium. And in Section 5, the dynamics of the stochastic model around infection equilibrium is obtained. In Section 6, numerical simulations of model (2) illustrate the correctness of the theoretical results and the correlation between fluctuation amplitude and intensity of the white noise is further studied. In Section 7, we discuss our new findings in the view of epidemiological implications.

    We are interested in the dynamics of viral infection rather than the initial processes of infection. The initial condition of model (1) is assumed as the form x(0)>0,y(0)>0,v(0)>0 and z(0)>0. Based on the initial conditions, it is clear that the solutions of model (1) are non-negative and ultimately bounded.

    Model (1) always has an infection-free equilibrium E0=(x0,0,0,z0), where x0=λ1d1,z0=λ2d2. According to the definition and algorithm of the basic reproduction number of virus in [35], we can obtain the basic reproduction number of model (1) as follows:

    R0:=λ1d2(kβ1γ+β2)d1(ad2+λ2p). (3)

    Obviously, R0 increases as β1 and β2 increasing.

    After some algebraic operations, it is easy to know that, if R0>1, model (1) has an infection equilibrium E=(x,y,v,z), where

    x=λ1d1+βy,v=kyγ,z=λ1βp(d1+βy)ap,

    and y is the positive root of Eq (4) in (0,(R01)d1β):

    aβqy2=[β(λ2p+ad2)+q(λ1βad1)]yd1(ad2+λ2p)(R01). (4)

    On the global stability of the equilibria of model (1), we have the following results.

    Theorem 2.1. For model (1), if R01, E0 is globally asymptotically stable. If R0>1, E is globally asymptotically stable and E0 is unstable.

    Proof. We first prove the global stability of the disease-free equilibrium E0.

    Define a Lyapunov function

    L1(x,y,v,z)=xx0x0lnxx0+y+mv+pq(zz0z0lnzz0),

    where m will be determined below.

    Taking the time derivative of L1(x,y,v,z) with respect to the solution of model (1), we can obtain:

    L1|(1)=xx0x(λ1d1xβ1xvβ2xy)+β1xv+β2xyaypyz+m(kyγv)+p(zz0)qz(λ2d2z+qyz)=(xx0)(λ1(1x1x0)β1vβ2y)+pλ2q(zz0)(1z1z0)+m(kyγv)+py(zz0)+(β1(xx0)v+β2(xx0)ypy(zz0)+(β2x0apz0)y)+β1x0v=λ1(1x1x0)(xx0)+pλ2q(zz0)(1z1z0)+(β2x0apz0+mk)y+(β1x0mγ)v.

    When R01, we obtain β1x0γa+pz0β2x0k, so there exists m satisfying

    β1x0γma+pz0β2x0k,

    such that

    β2x0apz0+mk0,β1x0mγ0.

    Then

    L1|(1)λ1(1x1x0)(xx0)+pλ2q(zz0)(1z1z0)0.

    Let M1={(x,y,v,z)L1|(1)}. We can know that L1|(1)=0 if and only if x=x0, y=0, v=0, z=z0. Hence, M1={E0}. Therefore it follows from Lyapunov-Lasalle invariance principle that E0 is globally asymptotically stable when R01.

    Next, we prove the global stability of the positive equilibrium E.

    Consider the following Lyapunov function:

    L2(x,y,v,z)=xxxlnxx+(yyylnyy)+β1xvky(vvvlnvv)+pq(zzzlnzz).

    At the infection equilibrium E, we can get:

    λ1=d1x+β1xv+β2xy,a=β1xvy+β2xpz,γ=kyv,d2=λ2z+qy. (5)

    Taking the time derivation of L2(x,y,v,z) along with the solution of model (1), and considering Eq (5), we can obtain:

    L2|(1)=(1xx)(d1(xx)β1(xvxv)β2(xyxy))+(yy)(β1(xvyxvy)+β2(xx)p(zz))+β1xvy(vv)(yvyv)+pq(zz)(λ2(1z1z)+q(yy)).

    Let x1=xx,y1=yy,v1=vv,z1=zz, then

    L2|(1)=d1x(x11)(11x1)β1xv(x1v11)(11x1)β2xy(x1y11)(11x1)+β1xv(y11)(x1v1y11)+β1xv(v11)(y1v11)+β2xy(y11)(x11)+pλ2q(z11)(1z11)=(β2xy+d1x)(2x11x1)+pλ2q(2z11z1)+β1xv(31x1x1v1y1y1v1).

    Since the arithmetical mean m+n2 of m and n is greater than or equal to their geometrical mean mn, it follows that L2|(1)0. Let M={(x,y,v,z)L2|(1)=0}. We note that L2|(1)=0 if and only if x1=1, y1=v1, z1=1, i.e., x=x, yy=vv, z=z. Easy to know, y=y, v=v. So the largest invariant set of model (1) on the set M is the singleton {E}. By the Lasalle principle, when R0>1, the infection equilibrium E is globally asymptotically stable.

    The proof is completed.

    Remark 1. From Theorem 2.1, we know that R0 can be used to govern the threshold dynamics of deterministic HBV model (1). That is, if R01, the HBV infection will go to extinction; while if R0>1, the HBV infection will persist.

    Theorem 3.1. For any initial value X(0)=(x(0),y(0),v(0),z(0))R4+, there exist positive constants N1 and N2 such that the set Ω is almost surely positively invariant of the SDE HBV model (2), where

    Ω={X(t)R4+:0<x(t)+y(t)Λ,0<v(t)N1,0<x(t)+y(t)+pqz(t)N2}

    and

    Λ:=λ1min{a,d1}.

    Proof. It is clear that all solutions of model (2) starting from R4+={(x,y,v,z):x(0)>0,y(0)>0,v(0)>0,z(0)>0} are non-negative. From the first two equations of model (2), we have

    d(x+y)(λ1d1xay)dt(λ1min{a,d1}(x+y))dt,

    which implies

    lim supt+(x(t)+y(t))λ1min{a,d1}:=Λ.

    From the third equation of model (2), we have

    dv(kΛγv)dtσ2vdB2(t).

    It follows that

    v(t)kΛγ+(v(0)kΛγ)eγtσ2t0eγ(ts)v(s)dB2(s):=X1(t),

    where

    X1(t)=v(0)+A1(t)C1(t)+ˆM1(t),

    and

    A1(t)=kΛγ(1eγt),C1(t)=v(0)(1eγt),ˆM1(t)=σ2t0eγ(ts)v(s)dB2(s).

    Clearly, A1(t) and C1(t) are continuous adapted increasing process on t0 with A1(0)=C1(0)=0. By [36,Theorem 1.3.9,p.14], we can obtain

    limt+X1(t)<a.s.

    That is, limt+v(t)<a.s., which means that there is a positive constant N1 such that

    v(t)N1,t0a.s.

    From the first two and the fourth equations, we have

    d(x+y+pqz)=(λ1d1xay+pλ2qpd2qz)dtpσ3qzdB3(t)(λ1+pλ2qmin{a,d1,d2}(x+y+pqz))dtpσ3qzdB3(t).

    It follows that

    x(t)+y(t)+pqz(t)λ1+pλ2qmin{a,d1,d2}+(x(0)+y(0)+pqz(0)λ1+pλ2qmin{a,d1,d2})emin{a,d1,d2}tpσ3qt0emin{a,d1,d2}(ts)z(s)dB3(s):=X2(t),

    where

    X2(t)=x(0)+y(0)+pqz(0)+A2(t)C2(t)+ˆM2(t),

    and

    A2(t)=λ1+pλ2qmin{a,d1,d2}(1emin{a,d1,d2}t),C2(t)=(x(0)+y(0)+pqz(0))(1emin{a,d1,d2}t),ˆM2(t)=pσ3qt0emin{a,d1,d2}(ts)z(s)dB3(s).

    Clearly, A2(t) and C2(t) are continuous adapted increasing process on t0 with A2(0)=C2(0)=0. By [36,Theorem 1.3.9,p.14], we can obtain

    limt+X2(t)<a.s.

    That is, limt+(x(t)+y(t)+pqz(t))<a.s., which means that there is a positive constant N2 such that

    x(t)+y(t)+pqz(t)N2,t0a.s.

    Summarize the discussions above, we can conclude that the invariant set of model (2) is given as follows:

    Ω={X(t)R4+:0<x(t)+y(t)Λ,0<v(t)N1,0<x(t)+y(t)+pqz(t)N2}. (6)

    The proof is completed.

    Theorem 3.2. For any initial value X(0)=(x(0),y(0),v(0),z(0))R4+, model (2) has a unique globally positive solution X(t)=(x(t),y(t),v(t),z(t)),t0, and the solution will remain in R4+ with probability one.

    Proof. It is obvious that the coefficients of model (2) satisfy the local Lipschitz conditions. Then, there is a unique local solution X(t) on (t[0,τe)) for any given initial value X(0)R4+, where τe is the explosion time. In order to show this solution is global, we next prove τe=a.s.

    Set n0>0 large enough for any initial value (x(0),y(0),v(0),z(0)) lying within the interval [1n0,n0]. Define the following stopping time

    τk=inf{t[0,τe):x(t)(1/n,n),y(t)(1/n,n),v(t)(1/n,n),z(t)(1/n,n)},

    where nn0. Set infϕ=, clearly, when n, τk is increasing. Let τ=limkτk, we can get ττea.s. If there is τ=a.s., we can complete the proof at τe=a.s. Let us put it in another way, we can prove (x(t),y(t),v(t),z(t))R4+,(t0)a.s.

    Suppose there are constants T>0 and ε(0,1) such that P{τT}>ε. So, if n1n0 exists, when nn1, we have P{τnT}ε.

    Define a C2-function V: R4+R+:

    V(x,y,v,z)=(xa1a1lnxa1)+(ya2a2lnya2)+c1(v1lnv)+c2(z1lnz),

    where a1,a2,c1,c2 are positive constants to be determined.

    Using the Itô's formula, we get:

    dV(x,y,v,z)=LV(x,y,v,z)dtσ1y(xa1)dB1(t)+σ1x(ya2)dB1(t)c1σ2(v1)dB2(t)c2σ3(z1)dB3(t),

    where

    LV(x,y,v,z)=(1a1x)(λ1d1xβ1xvβ2xy)+(1a2y)(β1xv+β2xyaypyz)+c1(11v)(kyγv)+12σ22c1+12σ23c2+c2(11z)(λ2d2z+qyz)+12σ21a1y2+12σ21a2x2=λ1d1xβ1xvβ2xya1λ1x+a1d1+a1β1v+a1β2y+β1xv+β2xyaypyza2β1xvya2β2x+aa2+a2pz+c1kyc1γvc1kyv+c1γ+c2λ2c2d2z+c2qyzc2λ2z+c2d2c2qy+12σ22c1+12σ23c2+12σ21a1y2+12σ21a2x2(λ1+a1d1+aa2+c1γ+c2λ2+c2d2+12σ22c1+12σ23c2)+(d1a2β2)xa1λ1x+(a1β2a+c1kc2q)ya2β1xvy+(a1β1c1γ)vc1kyv+(a2pc2d2)zc2λ2z+(c2qp)yz+12σ21a1Λ2+12σ21a2Λ2.

    Choose a1=(a+p)γβ2γ+β1k,a2=d2q,c1=(a+p)β1β2γ+β1k and c2=pq such that

    a1β2a+c1kc2q=0,a1β1c1γ=0,a2pc2d2=0,c2qp=0.

    Then,

    LV(x,y,v,z)(λ1+a1d1+aa2+c1γ+c2λ2+c2d2+12σ22c1+12σ23c2+12σ21a1Λ2+12σ21a2Λ2)(d1+a2β2)xa1λ1xa2β1xvyc1kyvc2λ2zλ1+a1d1+aa2+c1γ+c2λ2+c2d2+12σ22c1+12σ23c2+12σ21a1Λ2+12σ21a2Λ2K.

    where K is a positive constant. Therefore, we have

    dV(x,y,v,z)Kdtσ1y(xa1)dB1(t)+σ1x(ya2)dB1(t)c1σ2(v1)dB2(t)c2σ3(z1)dB3(t).

    Thus,

    τnT0dV(x,y,v,z)τnT0KdtτnT0σ1y(xa1)dB1(t)+τnT0σ1x(ya2)dB1(t)τnT0c1σ2(v1)dB2(t)τnT0c2σ3(z1)dB3(t).

    Then taking the expectation on both sides, we obtain

    E[V(x(τnT),y(τnT),v(τnT),z(τnT))]V(x(0),y(0),v(0),z(0))+KE(τnT)V(x(0),y(0),v(0),z(0))+KT.

    Let Ωn={τnT}, where nn1, then P(Ωn)ε. Note that ωΩn. By the definition of stopping time, there is at least one of (x(τn,ω), y(τn,ω), v(τn,ω) and z(τn,ω)) equal to n or 1n. Therefore,

    V(x(τn,ω),y(τn,ω),v(τn,ω),z(τn,ω))(na1a1lnna1)(1na1+a1ln(a1n))(na2a2lnna2)(1na2+a2ln(a2n))c1(n1lnn)c1(1n1+lnn)c2(n1lnn)c2(1n1+lnn):=h(n).

    It then follows that

    V(x(0),y(0),v(0),z(0))+KTE[V(x(τnT),y(τnT),v(τnT),z(τnT))]E[1Ωn(ω)V(x(τn),y(τn),v(τn),z(τn))]εh(n),

    where 1Ωn(ω) is the indicator function of Ωn. Letting n leads to the contradiction >V(x(0),y(0),v(0),z(0))+KT=, so we can conclude that τ=, which completes the proof.

    In this section, in order to investigate whether the HBV infection is stochastically extinct, we study the dynamics around E0.

    Theorem 4.1. For any given initial value X(0)=(x(0),y(0),v(0),z(0))Ω, if σ21<2d14Λ2+Λ22(d1λ1+1Λ)(1+λ1d1),σ22<2γ,σ23<d2, and R01, then the solution of model (2) has the following property:

    lim supt+1tEt0((xλ1d1)2+y2+v2+(zλ2d2)2)drM1ξ, (7)

    where

    M1:=4λ21σ21Λ2d21+2σ23λ22p2q2d22+12d1(d1λ1+1Λ)Λ2σ21λ1+12d21(d1λ1+1Λ)Λ2σ21λ21,ξ:=min{2d1(Λ2σ212(d1λ1+1Λ)(1+λ1d1)+4σ21Λ2),aΛ,a2k2(2γσ22),2p2q2(d2σ23)}. (8)

    Proof. Set ω=xλ1d1,Q=zλ2d2, then model (2) can be rewritten as:

    {dω=(d1ωβ1v(ω+λ1d1)β2y(ω+λ1d1))dtσ1y(ω+λ1d1)dB1(t),dy=(β1v(ω+λ1d1)+β2y(ω+λ1d1)aypy(Q+λ2d2))dt+σ1y(ω+λ1d1)dB1(t),dv=(kyγv)dtσ2vdB2(t),dQ=(d2Q+qy(Q+λ2d2))dtσ3(Q+λ2d2)dB3(t). (9)

    Let

    V1(ω,y,v,Q)=(ω+y+akv+pqQ)2.

    By the Itô's formula, we get:

    LV1=2(ω+y+akv+pqQ)(d1ωβ1v(ω+λ1d1)β2y(ω+λ1d1)+β1v(ω+λ1d1)+β2y(ω+λ1d1)aypy(Q+λ2d2)+ayaγkvpd2qQ+py(Q+λ2d2))+a2σ22k2v2+p2σ23q2(Q+λ2d2)2+2σ21y2(ω+λ1d1)22(ω+y+akv+pqQ)(d1ωaγkvpd2qQ)+a2σ22k2v2+p2σ23q2(Q2+2λ2d2Q+λ22d22)+2σ21Λ2(ω2+2λ1d1ω+λ21d21)2d1ω22p2d2q2Q22a2γk2v2+a2σ22k2v2+p2σ23q2Q2+2λ2p2σ23d2q2Q+σ23p2λ22q2d22+2Λ2σ21ω2+4Λ2λ1σ21d1ω+2λ21Λ2d21σ21(2σ21Λ22d1)ω2+p2q2(σ232d2)Q2+a2k2(σ222γ)v2+2λ2σ23p2d2q2Q+σ23p2λ22q2d22+4Λ2λ1σ21d1ω+2λ21Λ2d21σ21.

    Noting that

    4σ21λ1Λ2d1ω=4σ21Λ2(ωλ1d1)2σ21ω2Λ2+2λ21σ21Λ2d21,2σ23λ2p2d2q2Q=2σ23p2q2(Qλ2d2)σ23p2q2Q2+λ22σ23p2q2d22,

    then we can obtain:

    LV1(4σ21Λ22d1)ω2+2p2q2(σ23d2)Q2+a2k2(σ222γ)v2+2σ23λ22p2q2d22+4σ21λ21Λ2d21.

    Consider a new Lyapunov function

    V2(ω,y,v,Q)=ω+y+nv+d12λ1ω2+12Λy2,

    where n is positive constant, we compute

    LV2=d1ωβ1v(ω+λ1d1)β2y(ω+λ1d1)+(β1v(ω+λ1d1)+β2y(ω+λ1d1)aypy(Q+λ2d2))+n(kyγv)+d1ωλ1(d1ωβ1v(ω+λ1d1)β2y(ω+λ1d1))+yΛ(β1v(ω+λ1d1)+β2y(ω+λ1d1)aypy(Q+λ2d2))+12(d1λ1+1Λ)σ21y2(ω+λ1d1)2(β2λ1d1apλ2d2+nk)y+(β1λ1d1nγ)vaΛy2+12(d1λ1+1Λ)Λ2σ21ω2+12d1(d1λ1+1Λ)Λ2σ21λ1ω2+12d1(d1λ1+1Λ)Λ2σ21λ1+12d21(d1λ1+1Λ)Λ2σ21λ21.

    When R01, we get

    β1λ1d1γa+pλ2d2β2λ1d1k.

    We choose n satisfying

    β1λ1d1γna+pλ2d2β2λ1d1k.

    Then,

    LV2aΛy2+12(d1λ1+1Λ)Λ2σ21ω2+12d1(d1λ1+1Λ)Λ2σ21λ1ω2+12d1(d1λ1+1Λ)Λ2σ21λ1+12d21(d1λ1+1Λ)Λ2σ21λ21.

    Define V=V1+V2, then

    LV(12(d1λ1+1Λ)Λ2σ21(1+λ1d1)+4σ21Λ22d1)ω2+2p2q2(σ23d2)Q2aΛy2+4λ21σ21Λ2d21+a2k2(σ222γ)v2+2σ23λ22p2q2d22+12d1(d1λ1+1Λ)Λ2σ21λ1+12d21(d1λ1+1Λ)Λ2σ21λ21.

    Let

    M1=4λ21σ21Λ2d21+2σ23λ22p2q2d22+12d1(d1λ1+1Λ)Λ2σ21λ1+12d21(d1λ1+1Λ)Λ2σ21λ21.

    Consequently,

    0E(V(ω(t),y(t),v(t),Q(t)))V(ω(0),y(0),v(0),Q(0))+Et0(aΛy2+(12(d1λ1+1Λ)Λ2σ21(1+λ1d1)+4σ21Λ22d1)ω2+2p2q2(σ23d2)Q2+a2k2(σ222γ)v2+M1)dr.

    Then

    0Et0((2d1(12(d1λ1+1Λ)Λ2σ21(1+λ1d1)+4σ21Λ2))ω2+aΛy2+a2k2(2γσ22)v2+2p2q2(d2σ23)Q2)drV(ω(0),y(0),v(0),Q(0))+M1t.

    So we obtain

    lim supt+1tEt0((2d1(12(d1λ1+1Λ)Λ2σ21(1+λ1d1)+4σ21Λ2))ω2+aΛy2+a2k2(2γσ22)v2+2p2q2(d2σ23)Q2)drM1.

    Considering the definition of ξ in Eq (8), we obtain the conclusion (7). This ends the proof.

    Remark 2. From Theorem 4.1, we know that, when R01, if the white noise intensity is small and satisfies

    σ21<2d14Λ2+Λ22(d1λ1+1Λ)(1+λ1d1),σ22<2γ,σ23<d2,

    the solution of the stochastic model (2) is fluctuating around the disease-free equilibrium point E0 of model (1). Epidemiologically speaking, the HBV infection dies out with probability one.

    In this section, we discuss the stochastic dynamics around the positive equilibrium E of the ODE HBV model (1) when R0>1.

    Theorem 5.1. For any given initial value X(0)=(x(0),y(0),v(0),z(0))Ω, if σ21<d12Λ2, σ22<γ, σ23<d22 and R0>1, then the solution of model (2) has the following property:

    lim supt+1tEt0((xx)2+(yy)2+(vv)2+(zz)2)dsM2η,

    where

    M2:=2σ21(x)2Λ2+a(γσ22)2k2σ22(v)2+p2q2σ23(z)2+p(a+d2)2q2zσ23+h(12σ21xΛ2+12σ21yΛ2+σ22β1x(v)22ky+σ23pz2q),h:=Λd1((a+d1)2a+(d1+d2)22d2),η:=min{d12σ21Λ2,a2,a(γσ22)24k2,p2q2(d22σ23)}.

    Proof. Let

    V1(x,y,v,z)=12(xx+yy+pq(zz))2+p(a+d2)q2(zzzlnzz).

    By using Itô's formula, we can obtain:

    LV1=(xx+yy+pq(zz))(λ1d1xay+pλ2qpd2qz)+p2σ232q2z2+p(a+d2)q2(zz)(λ2zd2+qy)+p(a+d2)2q2zσ23+σ21x2y2=(xx+yy+pq(zz))(d1x+ay+pd2qzd1xaypd2qz)+p2σ232q2z2+p(a+d2)q2(zz)(λ2(1z1z)+q(yy))+p(a+d2)2q2zσ23+σ21x2y2=(xx+yy+pq(zz))(d1(xx)a(yy)pd2q(zz))+p2σ232q2z2+p(a+d2)q2λ2(2zzzz)+p(a+d2)q(yy)(zz)+p(a+d2)2q2zσ23+σ21x2y2d1(xx)2a(yy)2p2d2q2(zz)2(a+d1)(xx)(yy)pq(d1+d2)(xx)(zz)+p2σ232q2z2+p(a+d2)2q2zσ23+σ21x2y2.

    Consider the following Lyapunov function

    V2(x,y,v,z)=12(vv)2.

    By Itô's formula, when σ22<γ, we can obtain:

    LV2=(vv)(kyγv)+12σ22v2=(vv)(kyγvky+γv)+12σ22v2(vv)(k(yy)γ(vv))+σ22(vv)2+σ22(v)2γσ222(vv)2+k22(γσ22)(yy)2(γσ22)(vv)2+σ22(v)2k22(γσ22)(yy)2γσ222(vv)2+σ22(v)2

    Define W1=V1+a(γσ22)2k2V2, then

    LW1d1(xx)2a(yy)2a(γσ22)24k2(vv)2p2d2q2(zz)2+a4(yy)2(a+d1)(xx)(yy)+a(γσ22)2k2σ22(v)2pq(d1+d2)(xx)(zz)+p22q2σ23z2+p(a+d2)2q2zσ23+σ21x2y2d1(xx)2a(yy)2a(γσ22)24k2(vv)2p2d2q2(zz)2+a4(yy)2+(a+d1)2a(xx)2+a4(yy)2+(d1+d2)22d2(xx)2+p2d22q2(zz)2+a(γσ22)2k2σ22(v)2+p22q2σ23z2+p(a+d2)2q2zσ23+σ21x2y2((a+d1)2a+(d1+d2)22d2d1)(xx)2a2(yy)2+p22q2σ23z2a(γσ22)24k2(vv)2p2d22q2(zz)2+a(γσ22)2k2σ22(v)2+p(a+d2)2q2zσ23+σ21x2y2.

    Consider a new Lyapunov function

    V3(x,y,v,z)=xxxlnxx+(yyylnyy)+β1xvky(vvvlnvv)+pq(zzzlnzz).

    Applying Itô's formula, we get:

    dV3(x,y,v,z)=LV3(x,y,v,z)dtσ1y(xx)dB1(t)+σ1x(yy)dB1(t)σ2β1xvky(vv)dB2(t)pσ3q(zz)dB3(t),

    where

    LV3=(1xx)(λ1d1xβ1xvβ2xy)+(1yy)(β1xv+β2xyaypyz)+β1xvky(1vv)(kyγv)+pq(1zz)(λ2d2z+qyz)+σ22β1x(v)22ky+σ23pz2q+12σ21xy2+12σ21yx2=(1xx)(d1(xx)β1(xvxv)β2(xyxy))+σ23pz2q+β1xvy(vv)(yvyv)+(yy)(β1(xvyxvy)+β2(xx)p(zz))+σ22β1x(v)22ky+pq(zz)(λ2(1z1z)+q(yy))+12σ21xy2+12σ21yx2=d1x(xx+xx2)+pλ2q(2zzzz)β2xy(xx+xx2)+β1xv(3xxvyyvyxvxvy)+σ22β1x(v)22ky+σ23pz2q+12σ21xy2+12σ21yx2d1x(xx+xx2)pλ2q(zz+zz2)+σ22β1x(v)22ky+σ23pz2q+12σ21xy2+12σ21yx2d1Λ(xx)2+σ22β1x(v)22ky+σ23pz2q+12σ21xΛ2+12σ21yΛ2.

    Define W2=W1+hV3, then

    LW2((a+d1)2a+(d1+d2)22d2d1hΛd1)(xx)2a2(yy)2a(γσ22)24k2(vv)2p2d22q2(zz)2+a(γσ22)2k2σ22(v)2+p22q2σ23z2+h(12σ21xΛ2+12σ21yΛ2+σ22β1x(v)22ky+σ23pz2q)+p(a+d2)2q2zσ23+σ21x2y2.

    Choosing

    h=Λd1((a+d1)2a+(d1+d2)22d2)

    such that (a+d1)2a+(d1+d2)22d2=d1hΛ, we have:

    LW2d1(xx)2a2(yy)2a(γσ22)24k2(vv)2p2d22q2(zz)2+a(γσ22)2k2σ22(v)2+p22q2σ23z2+σ21Λ2x2+p(a+d2)2q2zσ23+h(12σ21xΛ2+12σ21yΛ2+σ22β1x(v)22ky+σ23pz2q).

    Because a22(ab)2+2b2, we can get:

    LW2(2σ21Λ2d1)(xx)2a2(yy)2a(γσ22)24k2(vv)2+p2q2(σ23d22)(zz)2+2σ21(x)2Λ2+a(γσ22)2k2σ22(v)2+p2q2σ23(z)2+h(12σ21xΛ2+12σ21yΛ2+σ22β1x(v)22ky+σ23pz2q)+p(a+d2)2q2zσ23.

    Let

    M2=2σ21(x)2Λ2+a(γσ22)2k2σ22(v)2+p2q2σ23(z)2+p(a+d2)2q2zσ23+h(12σ21xΛ2+12σ21yΛ2+σ22β1x(v)22ky+σ23pz2q),

    and we can derive that

    LW2(2σ21Λ2d1)(xx)2a2(yy)2a(γσ22)24k2(vv)2+p2q2(σ23d22)(zz)2+M2.

    As a result,

    dW2LW2dtpq(xx+yy+pq(zz))σ3zdB3(t)a(γσ22)2k2(vv)σ2vdB2(t)hβ1xvky(vv)σ2dB2(t)hpq(zz)σ3dB3(t)pσ3(a+d2)q2(zz)dB3(t)h(xx)σ1ydB1(t)+h(yy)σ1xdB1(t).

    By integrating both sides from 0 to t and then taking the expectation on both sides, it yields

    0E(W2(x(t),y(t),v(t),z(t)))W2(x(0),y(0),v(0),z(0))+Et0((2σ21Λ2d1)(xx)2a2(yy)2a(γσ22)24k2(vv)2+p2q2(σ23d22)(zz)2+M2)ds.

    Then, we can get

    Et0((d12σ21Λ2)(xx)2+a2(yy)2+a(γσ22)24k2(vv)2+p2q2(d22σ23)(zz)2)dsW2(x(0),y(0),v(0),z(0))+M2t.

    And hence, there is

    lim supt+1tEt0((d12σ21Λ2)(xx)2+a2(yy)2+a(γσ22)24k2(vv)2+p2q2(d22σ23)(zz)2)dsM2.

    Let

    η=min{d12σ21Λ2,a2,a(γσ22)24k2,p2q2(d22σ23)},

    then

    lim supt+1tEt0((xx)2+(yy)2+(vv)2+(zz)2)dsM2η.

    Remark 3. From Theorem 5.1, we know that, when R0>1, if the noise intensity is small and satisfies

    σ21<d12Λ2,σ22<γ,σ23<d22, (10)

    then the solution of the stochastic model (2) fluctuates around the infection equilibrium E of the deterministic model (1). Epidemiologically, the HBV infection persist with probability one.

    In this section, we continue to study the SDE model (2) through a numerical approach. We aim to investigate how environmental fluctuations affect disease spreading on the HBV dynamics.

    We employ the Milstein's method [37] to simulate the SDE model (2), whose numerical scheme for the SDE model (2) is given by

    {xi+1=xi+(λ1d1xiβ1xiviβ2xiyi)Δtσ1xiyiΔtςiσ212xiyi(Δtς2iΔt),yi+1=yi+(β1xivi+β2xiyiayipyizi)Δt+σ1xiyiΔtςi+σ212xiyi(Δtς2iΔt),vi+1=vi+(kyiγvi)Δtσ2viΔtζiσ222vi(Δtζ2iΔt),zi+1=zi+(λ2d2zi+qyizi)Δtσ3ziΔtϑiσ232zi(Δtϑ2iΔt),

    where ςi,ζi,ϑi,i=1,2,...,n are Gaussian random variables. We choose Δt=0.01.

    As an example, the parameters are taken as follows:

    λ1=0.3,d1=0.25,β1=0.4,a=0.2,p=0.2,k=0.06,γ=0.1,q=0.15,d2=0.1,β2=0.3,λ2=0.2. (11)

    Then we obtain

    R0=λ1d2(kβ1γ+β2)d1(ad2+λ2p)=1.08>1,

    and the corresponding deterministic model (1) has a disease-free equilibrium E0=(1.2,0,0,2.0) and a unique epidemic equilibrium E=(1.140,0.025,0.015,2.077), which is globally asymptotically stable according to Theorem 2.1.

    Next, we use different values of σi(i=1,2,3) to understand the role of the noise strength in the resulting HBV dynamics for the SDE model (2).

    Example 1: We adopt (σ1,σ2,σ3)=(0.15,0.08,0.1) and (0.2,0.1,0.15), respectively, then simple computations show that σ21<0.056,σ22<0.100,σ23<0.050, hence the conditions in Theorem 5.1 hold. From Theorem 5.1, we know that the HBV persist with probability one. The numerical results are shown in Figures 1 and 2, we know that, after some initial transients the solutions x(t),y(t),v(t),z(t) of the SDE model (2) fluctuation around the endemic equilibrium E=(1.140,0.025,0.015,2.077) of the deterministic model (1). Comparing Figures 1 and 2, we can see that, if the noise is lower, the amplitude of fluctuation is small (Figure 1); while if the noise is higher, the amplitude of fluctuation is big (Figure 2).

    Figure 1.  The paths of x(t),y(t),v(t),z(t) for the stochastic model (2) when σ1=0.15,σ2=0.08,σ3=0.1 and R0>1.
    Figure 2.  The paths of x(t),y(t),v(t),z(t) for the stochastic model (2) when σ1=0.2,σ2=0.1,σ3=0.15 and R0>1.

    For the sake of learning the impact of random perturbation on the HBV disease dynamics, we have repeated the simulation 10000 times keeping all parameters fixed and never observed any extinction scenario up to t=100. And we give the histogram of the approximate stationary distributions of x(t) (a), y(t) (b), v(t) (c) and z(t) (d) at t=100 for the stochastic model (2) with σ1=0.15,σ2=0.08 and σ3=0.1 (Figure 3) and σ1=0.2,σ2=0.1 and σ3=0.15 (Figure 4), respectively (the numerical method can be found in [23]). One can find that x(t),y(t),v(t) and z(t) distributes normally, and also the solution to the SDE model (2) suggests for lower σi(i=1,2,3), the amplitude of fluctuation is slight and the oscillations are more symmetrically distributed (Figure 3); while for higher σi that the amplitude of fluctuation is remarkable and the distribution of the solution is skewed (Figure 4).

    Figure 3.  Histogram of the probability density function for x(t) (a), y(t) (b), v(t) (c) and z(t) (d) population at t=100 for the stochastic model (2) with σ1=0.15,σ2=0.08,σ3=0.1.
    Figure 4.  Histogram of the probability density function for x(t) (a), y(t) (b), v(t) (c) and z(t) (d) population at t=100 for the stochastic model (2) with σ1=0.2,σ2=0.1,σ3=0.15.

    Example 2: If we adopt (σ1,σ2,σ3)=(0.8,0.65,0.6), then σ21>0.056,σ22>0.100,σ23>0.050, obviously, the conditions of Theorem 5.1 are not satisfied. The numerical results are shown in Figure 5, which suggest that {the HBV infection dies out} with probability one. That is, in the case of R0>1, if the environmental forcing intensity σi(i=1,2,3) is so large that the conditions of Theorem 5.1 are not satisfied, the HBV could die out with probability one. Obviously, the extinction of the HBV is induced by the noise.

    Figure 5.  The paths of x(t),y(t),v(t),z(t) for the stochastic model (2) when σ1=0.8,σ2=0.65,σ3=0.6 and R0>1.

    Form Example 2, we know that in the case of R0>1, there exists extinction of the HBV infection in the SDE model (2). Next, we will focus on the extinction time of the HBV infection in the stochastic model (2).

    Example 3: We adopt (σ2,σ3)=(0.65,0.6), then σ22γ=0.32, σ23d22=0.31. Obviously, the conditions of Theorem 5.1 are not satisfied. And we repeat 10,000 simulations with the same parameters as in Figure 5, we can calculate the average extinction time of y(t) with σ1, and the results are shown in Figure 6. For example, when σ1=0.4, the average extinction time for y(t) is 196.6; when σ1=0.8, it is 79.6. We can conclude that the average extinction time decreases with the increase of noise intensity σ1.

    Figure 6.  The average extinction time for y(t) in the SDE model (2) with respect to σ1.

    Finally, we will investigate the effect of the effective contact rate β2 on the HBV dynamics of the SDE HBV model (2) with fixed forcing intensity.

    Example 4: We fix (σ1,σ2,σ3)=(0.1,0.1,0.1), and choose β2=0.15,0.2,0.25,0.35,0.4,0.45, other parameters are taken as in parameter set (11). In this case, we can obtain

    σ212d14Λ2+Λ22(d1λ1+1Λ)(1+λ1d1)=0.03<0,σ222γ=0.19<0,σ23d2=0.09<0,σ21d12Λ2=0.05<0,σ22γ=0.09<0,σ23d22=0.04<0

    and the values of R0 are given in Table 1. Obviously, the cases of β2=0.15,0.2,0.25 satisfy the conditions of Theorem 4.1, and the cases of β2=0.35,0.4,0.45 satisfy the conditions of Theorem 5.1. The numerical results of the stochastic extinction and persistence of model (2) are shown in Figure 7.

    Table 1.  The values of R0 with different values of β2.
    parameter values
    β2 0.15 0.2 0.25 0.35 0.4 0.45
    R0 0.78 0.88 0.98 1.18 1.28 1.38

     | Show Table
    DownLoad: CSV
    Figure 7.  The path of y(t) for the stochastic model (2) when σ1=0.1,σ2=0.1,σ3=0.1.

    For the study of an HBV infection model, much attention is usually paid to the persistence and extinction of HBV infection. In the deterministic HBV model, the value of the basic reproductive number is usually the key to determining the persistent and extinction of the HBV. When R01, the HBV will die out; when R0>1, the HBV will persist (see Theorem 2.1). But the SDE HBV model, such as model (2), does not have any equilibrium, so we have to study the asymptotic behavior of the solution of the SDE model around the equilibrium of the deterministic HBV model to reflect the trend of the HBV infection to some extent.

    In the present paper, we investigate the stochastic dynamics of an HBV infection model with cell-to-cell transmission and CTL immune response, and analyze the stochastic fluctuation of positive solutions of SDE model (2) around the infection-free equilibrium E0 (Figures 7(a)–7(c)) and the infection equilibrium E (Figures 1, 2 and Figure 7(d)–7(f)) of the deterministic model (1), respectively, which reveals that the influence of the white noise on HBV dynamics. More precisely, when the deterministic model (1) is disturbed by small white noise σi(i=1,2,3), the {HBV infection} is extinct (see Theorem 4.1 and Remark 2) or persist (see Theorem 5.1 and Remark 3), and the solutions of model (2) will fluctuate around the infection equilibrium E of the deterministic model (1). Furthermore, via numerical simulations, we find that the fluctuation amplitude is positively related to the intensity of the white noise, which means, epidemiologically, as the intensity of white noise decreases, the fluctuation of the solution of model (2) around the equilibrium of the corresponding deterministic model (1) becomes smaller and smaller (Figures 14). In these cases, to a great extent, we can ignore the noise and use the deterministic model (2) to describe the HBV infection dynamics. However, when the noise σi(i=1,2,3) is sufficiently large, the infected hepatocytes y(t) on relatively large disturbance of white noise goes to extinction, and the uninfected hepatocytes x(t) generates persistence (Figure 5). In these cases, we cannot ignore the effect of noise, that is, we should use the stochastic HBV model (2) rather than the deterministic model (1) to describe the HBV infection dynamics. In addition, it should be pointed out that the increase in β2 results in the corresponding increase in R0. From the biological point of view, one can find that under certain forcing intensity, reducing the value of the effective contact rate β2 so that the value of R0 is less than unity could lead to the stochastically extinction of the HBV infection. These results can provide us with some useful control strategies to regulate HBV infection dynamics.

    The authors would like to thank the anonymous referees for very helpful suggestions and comments which led to improvements of our original manuscript. This research was supported by the National Natural Science Foundation of China (Grant numbers 61672013, 11601179 and 12071173), and the Huaian Key Laboratory for Infectious Diseases Control and Prevention (HAP201704). K.F. Wang was supported by the National Natural Science Foundation of China (Grant number 11771448).

    The authors declare that they have no competing interests.



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