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ORIGINAL RESEARCH article

Front. Appl. Math. Stat., 14 October 2025

Sec. Dynamical Systems

Volume 11 - 2025 | https://doi.org/10.3389/fams.2025.1687991

Dynamical behavior of a stochastic SEIQRV infectious model with an Ornstein-Uhlenbeck process and general incidence


Wen-He LiWen-He LiKe-Jia Wu
Ke-Jia Wu*
  • School of Mathematics and Statistics Northeast Petroleum University, Daqing, China

Considering the influence of quarantine and vaccination factors, this study examines an SEIQRV infectious disease model that incorporates an Ornstein-Uhlenbeck process and a general incidence function. By accounting for disease-induced mortality rates among infected individuals, the article establishes the existence and uniqueness of a global solution for any arbitrary positive initial value. An adequate condition for disease extinction is also provided. Simultaneously, by reconstructing a sequence of random Lyapunov functions, we demonstrate the existence of a unique stationary distribution indicating that the disease persists over a period of time in a biological sense. Based on these findings, the precise expression for the probability density function of the stochastic model near the quasi-equilibrium state is derived. Finally, the theoretical results are verified through a series of numerical simulations.

1 Introduction

SARS-CoV-2, a coronavirus that emerged in late 2019, causes a severe respiratory illness that can progress to fatal pneumonia [1]. The WHO has characterized the epidemic as COVID-19 [2]. SARS-CoV-2, is primarily transmitted through three routes: respiratory aerosol inhalation, immediate human exposure, and droplet transmission [3]. It is worth noting that the implementation of quarantine and vaccination measures significantly influences epidemic dynamics. To understand the transmission dynamics of infectious diseases, many scholars have proposed numerous mathematical models to predict and control the development of diseases. For instance, Tang et al. [4] developed a generalized SEIR model of the SEIR-type considering isolation and treatment, which elucidated the transmission dynamics of COVID-19 and evaluated the effect of public health interventions on disease infections. Poonia et al. [5] developed a SEIRV model incorporating vaccination rate, highlighting the critical role of social distancing and vaccination in epidemic control.

In 2020, Fosu et al. [6] proposed a SEIQRV general epidemiological model for COVID-19 as follows:

{dS=[Λ-β̄SI-(μ+δ)S+νE]dt,dE=[β̄SI-(σ2+γ+ν+μ)E]dt,dI=[γE-(σ1+ω1+μ)I]dt,dQ=[σ1I+σ2E-(ω2+μ)Q]dt,dR=[ω1I+ω2Q-μR]dt,dV=[δS-μV]dt.    (1)

where S(t), E(t), I(t), Q(t), R(t), and V(t) represent the number of susceptible, exposed, infected, quarantined, recovered, and vaccinated classes at time t, respectively, and their initial values are satisfied:

S(0)>0,E(0)>0,I(0)>0,Q(0)0,R(0)0,V(0)0.

The parameters of Equation 1 are defined as follows: β̄ denotes the transmission rate from susceptible to exposed individuals; Λ represents the recruitment rate of susceptible populations; μ is the natural death rate; δ denotes the vaccination rate among susceptibles; ν is the transfer rate from exposed back to susceptible; γ is the progression rate from exposed to infected; σ1 and σ2 represent the quarantine rates for infected and exposed individuals, respectively; ω1 and ω2 are the recovery rates of infected and quarantined individuals, respectively.

On this basis, considering that the mechanism of disease transmission may be influenced by several factors, we introduce the disease-caused mortality rate h of infected individuals and assume that this rate exceeds the natural mortality rate. The resulting deterministic Equation 2 takes the following form:

{dS=[Λ-β̄SI-(μ+δ)S+νE]dt,dE=[β̄SI-(σ2+γ+ν+μ)E]dt,dI=[γE-(σ1+ω1+μ+h)I]dt,dQ=[σ1I+σ2E-(ω2+μ)Q]dt,dR=[ω1I+ω2Q-μR]dt,dV=[δS-μV]dt.    (2)

Similar to Fosu et al. [6], here are certain conclusions about Equation 2:

(1) The basic reproduction number of Equation 2 is R0=Λβ̄γ(μ+δ)(ω1+σ1+μ+h)(γ+σ2+ν+μ).

(2) The disease-free equilibrium point is E0=(S0,E0,I0,Q0,R0,V0)=(Λμ+δ,0,0,0,0,δΛμ(μ+δ)), and the disease-free equilibrium point E0 is locally asymptotically stable for R0 < 1.

(3) The endemic equilibrium point is P* = (S*, E*, I*, Q*, R*, V*), and the endemic equilibrium point P* is globally asymptotically stable for R0 > 1, where S*=(ω1+σ1+μ+h)(γ+σ2+ν+μ)β̄γ,E*=Λ-(μ+δ)S*γ+σ2+μ,I*=γE*ω1+σ1+μ+h,Q*=σ1I*+σ2E*ω2+μ,R*=ω1I*+ω2Q*μ,V*=δ(ω1+σ1+μ+h)(γ+σ2+ν+μ)β̄γμ.

However, due to the inherent variability in real-world populations, viral transmission is subject to stochastic disturbances. Consequently, a growing body of research in infection dynamics focuses on the stochastic properties of dynamical systems. Stochastic epidemic models that incorporate environmental noise provide a more realistic representation of disease spread than traditional deterministic models [7]. For instance, Shi et al. [8] proposed a randomized COVID-19 SEIR model with an Ornstein-Uhlenbeck process, which contributes to our comprehension of the dynamic mechanisms. Su et al. [9] applied a randomized HBV infectious model having normal morbidity, cell-to-cell spread, and immunological reactions. The consequences of environmental perturbations on the mathematical model can be realized by revising the model's parameters. Two principal ways of changing the parameters are mentioned [10]. One approach is to pretend that the parameters are linear functions of Gaussian white noise. Liu et al. [11] developed an SEIR-based COVID-19 stochastic epidemic model incorporating independent standard Brownian motion to analyze transmission dynamics within infected populations. Shi et al. [12] developed a stochastic SEIRS rabies model incorporating population diffusion. The other option is to utilize the mean-reversion process to interfere with the parameters. Wei et al. [13] established the dynamic behavior of an HIV infection model featuring two transmission modes. Liu et al. [14] investigated a viral infectious disease model incorporating latent individuals and a log-OU process. Ornstein-Uhlenbeck process is notionally and biologically more relevant. It better characterizes environmental heterogeneity in biological systems than a linear function of white noise [15]. Thus, this study adopts the latter assumption. Since β̄ is biologically important as the rate of transmission between susceptible and exposed individuals, then we suppose that β̄ of Equation 2 varies arbitrarily due to environmental perturbations and it is amenable to the Ornstein–Uhlenbeck process. In this case, β̄ could be changed to the form below:

dβ(s)=α(β̄-β(s))ds+θdB(s),    (3)

where α > 0 is for the speed of reversal. θ > 0 stands for the intensity of fluctuation. B(s) is the standard Brownian motion. The solution of Equation 3 can be expressed as follows: β(s)=e-αsβ(0)+(1-e-αs)β̄+0se-α(s-x)θdB(x), and β(s)~N(β̄,θ22α) as s → ∞. By calculation, it is clear that when s → ∞, we have

𝔼(β(s))=e-αs𝔼(β(0))+(1-e-αs)β̄β̄,Var(β(s))=e-2αtVar(β(0))+(1-e-αs)θ22αθ22α.

Based on Allen [15], β(s) is ergodic. Its asymptotic probability density function is π(χ)=αθπe-α(χ-β̄)2θ2. Assuming β(0)=β̄. Defining β̄(s) to be the time-averaged, we have

β̄(s)=1s0sβ(x)dx+1s0sθα(1-eα(x-s))dB(x),𝔼(β̄(s))7g5g=β̄,Var(β̄(s))=θ2s3+o(s2).

As s → 0, the variance Var(β̄(s)) tends to zero rather than infinity. This behavior indicates that the Ornstein-Uhlenbeck process is more suitable for characterizing the effects of stochastic perturbations. Because β̄ is a normal number based on its biological significance, we know that β(s) has a significant probability of being positive by the property of the normal distribution when θ becomes small. Letting β+(t) = max{β(s), 0}. Adding Ornstein–Uhlenbeck process to Equation 2, we have the stochastic model as below:

{dS=[Λ-β+(t)SI-(μ+δ)S+νE]dt,dE=[β+(t)SI-(σ2+γ+ν+μ)E]dt,dI=[γE-(σ1+ω1+μ+h)I]dt,dQ=[σ1I+σ2E-(ω2+μ)Q]dt,dR=[ω1I+ω2Q-μR]dt,dV=[δS-μV]dt,dβ(t)=α(β̄-β(t))dt+θdB(t).    (4)

Since the sixth expression in Equation 4 does not affect the dynamical analysis, we only have to investigate the stochastic model as follows:

{dS=[Λ-β+(t)SI-(μ+δ)S+νE]dt,dE=[β+(t)SI-(σ2+γ+ν+μ)E]dt,dI=[γE-(σ1+ω1+μ+h)I]dt,dQ=[σ1I+σ2E-(ω2+μ)Q]dt,dR=[ω1I+ω2Q-μR]dt,dβ(t)=α(β̄-β(t))dt+θdB(t).    (5)

The remaining parts of the article are structured according to the following description. Section 2 investigates whether a unique global solution exists for Equation 5. Section 3 gives an adequate condition for the extinction of the epidemic. Section 4 derives a stationary distribution for the Equation 5, which describes the continuation of the disorder. Section 5 derives the exact expression of the probability density function through solving the relevant six-dimensional Fokker–Planck equation. Section 6 illustrates theoretical outcomes with a few numerical simulations. Section 7 ends with several conclusions.

2 Existence of unique global solution

To analyze the dynamic behavior of Equation 5, it is necessary first to establish the existence of a global solution. This is a fundamental requirement for all subsequent proofs. Let M(t)=(S(t),E(t),I(t),Q(t),R(t),β(t)).

Theorem 2.1. For any initial value M(0)+5× , there will exist a unique global solution M(t) for Equation 5, and it will stay in +5× with probability one.

Proof. Since the coefficients of system (1.5) are locally Lipschitz continuous on ℝ5+ × ℝ for any initial value M(0)5+×, it follows that there exists a unique local solution M(t) on t ∈ [0, τe), where τe denotes the explosion time. To justify that M(t) is global, we simply prove τe = ∞ a.s..

Let k1 > 0 be large enough to ensure M(0)+5× remains inside the interval [1k1,k1]. Then, for every integer mk1, define a stopping time as follows:

τm=inf{t[0,τe]:min{S(t),E(t),I(t),Q(t),R(t),eβ(t)}1m                                    or max{S(t),E(t),I(t),Q(t),R(t),eβ(t)}m}.    (6)

Set infϕ = ∞(where ϕ represents the empty set). Obviously, τm increases monotonically with m → ∞. Define τ=limmτm, that is, τ ≤ τe. In case we demonstrate that τ = ∞, then τe = ∞, indicating that M(t) is global and M(t)+5×.

Now, assume for contradiction that there exist constants T̄>0, εm ∈ (0, 1) obeys {τT̄}>εm. Accordingly, there is an integer k2k1 such that {τT̄}εm,mk2. What's more, ∀mk1, t ≤ τm, there has

d(S+E+I+Q+R)dtΛ-μ(S+E+I+Q+R)-δSΛ-μ(S+E+I+Q+R)    (7)

then

S(t)+E(t)+I(t)+Q(t)+R(t)Λμ,    (8)

where S(0)+E(0)+I(0)+Q(0)+R(0)Λμ. Then define a non-negative C2-function U(S,E,I,Q,R,β):+5×+, as follows:

U(S,E,I,Q,R,β)=S-1-ln S+E-1-ln E+I-1                                     -ln I+Q-1-ln Q                                     +R-1-ln R+β2(t)2

Set A=supβR{(αβ̄+Λμ)β(t)-αβ(t)2}. Using Itô's formula, we obtain

LU=(1-1S)dS+(1-1E)dE+(1-1I)dI+(1-1Q)dQ            +(1-1R)dR+β(t)dβ(t)+12θ2       =Λ-μ(S+E+I+Q+R)-δS-ΛS+β+(t)I+(δ+μ)            -νES-β+(t)SIE            +(σ2+γ+ν+μ)-γEI+(σ1+ω1+μ+h)-σ1IQ            -σ2EQ+(ω2+μ)-ω1IR            -ω2QR+μ+αβ(t)(β̄-β(t))+12θ2       Λ+β+(t)Λμ+(δ+μ)+(σ2+γ+ν+μ)            +(σ1+ω1+μ+h)            +(ω2+μ)+μ+αβ(t)(β̄-β(t))+12θ2       (αβ̄+Λμ)β(t)-αβ(t)2+Λ+5μ+δ+γ            +ν+h+ω1+ω2+σ1+σ2+12θ2       A+Λ+5μ+δ+γ+ν+h+ω1+ω2+σ1+σ2+12θ2:=k~.    (9)

Here, k~ is a positive constant. Integrating inequality from 0 to t and taking the expectation on both sides

0𝔼[U(S(τmT¯),E(τmT¯),I(τmT¯),Q(τmT¯),R(τmT¯),     β(τmT¯))]     =𝔼[U((0))]+𝔼[0τmT¯LU((τ))dτ]     𝔼[U((0))]+k˜T¯.

For mk2, let Ωm=τmT̄, and there exists ℙ(Ωm) ≥ εm. Thus for any ξ ∈ Ωm, there exists at minimum one in (S(τm,ξ),E(τm,ξ),I(τm,ξ),Q(τm,ξ),R(τm,ξ),eβ(τm,ξ)) reaches either m or 1m. So

𝔼[U((0))]+k˜T¯𝔼[U(S(τmT¯),E(τmT¯),I(τmT¯),Q(τmT¯),R(τmT¯),β(τmT¯))]𝔼[1Ωm(ξ)U(S(τmT¯),E(τmT¯),I(τmT¯),Q(τmT¯),R(τmT¯),β(τmT¯))]ε[(m1lnm)(1m1+lnm)14(lnm)4].

When m → ∞, we can obtain +<𝔼[U(M(0))]+k~T̄<+. Thus, τ = +∞ a.s.; that is, τe = +∞. Hence, the Equation 5 admits a unique global solution M(t).

Remark 2.1. By Theorem 2.1, we know that Equation 5 has a unique global solution M(t)+5×. And if S(0)+E(0)+I(0)+Q(0)+R(0)Λμ, there has S(t)+E(t)+I(t)+Q(t)+R(t)Λμ. Thus, we assume that T*={(S,E,I,Q,R,β)+5×:0<S+E+I+Q+RΛμ} is the invariant set.

3 Extinction

Having established the existence and uniqueness of the system's solution, this section presents the sufficient conditions for eradicating COVID-19, providing a theoretical basis for targeted disease control efforts. Define

R0E=R0+γθΛμ(σ2+γ+ν+μ)R0παmin{σ2+γ+ν+μ,σ1+ω1+μ+h}.

Theorem 3.1. If R0E<1 , it has

limsuptln (ω1̄σ2+γ+ν+μE+ω2̄σ1+ω1+μ+hI)tmin{σ2+γ+ν+μ,σ1+ω1+μ+h}(R0E-1)<0,

, where ω1̄=γ(σ1+ω1+μ+h)R0 , ω̄2=1.

Proof. Define

Y(E,I)=ω1̄σ2+γ+ν+μE+ω¯2σ1+ω1+μ+hI.

Then ω1̄σ2+γ+ν+μEY+ω¯2σ1+ω1+μ+hIY=1, which means IY<σ1+ω1+μ+hω¯2. Next, define the matrix M0 as follows:

(0βΛ̄μ(σ2+γ+ν+μ)γσ1+ω1+μ+h0).

By direct calculation, one can obtain Equation 10:

(ω¯1,ω¯2)(M0-𝕀2)(EI)=(R0-1)(ω¯1E+ω¯2I).    (10)

Using Itô's formula to ln Y, we have

L(lnY)=1Y(ω¯1β+(t)SI(σ2+γ+ν+μ)ω¯1E                      +ω¯2γEσ1+ω1+μ+hω¯2I)                      1Y(ω¯1β¯ΛIμ(σ2+γ+ν+μ)ω¯1E+ω¯2γEσ1+ω1+μ+h                      ω¯2I)+1Yω¯1(β+(t)β¯)ΛIμ(σ2+γ+ν+μ)                      =1Y(ω¯1,ω¯2)(M0𝕀2)(EI)+1Yω¯1(β+(t)β¯)ΛIμ(σ2+γ+ν+μ)                      1Y(R01)(ω¯1E+ω¯2I)+IYω¯1β(t)β¯Λμ(σ2+γ+ν+μ)                      ω¯1E+ω¯2Iω¯1σ2+γ+ν+μE+ω¯2σ1+ω1+μ+hI(R01)                      +σ1+ω1+μ+hω¯2ω¯1β(t)β¯Λμ(σ2+γ+ν+μ)                      min{σ2+γ+ν+μ,σ1+ω1+μ+h}(R01)                      +σ1+ω1+μ+hω¯2ω¯1β(t)β¯Λμ(σ2+γ+ν+μ)                      min{σ2+γ+ν+μ,σ1+ω1+μ+h}(R01)                      +γΛ(μ(σ2+γ+ν+μ)R0β(t)β¯.    (11)

Integrating from 0 to t and dividing by t on both sides, we obtain

ln Y(t)-ln Y(0)tmin{σ2+γ+ν+μ,σ1+ω1+μ+h}(R0-1)+γΛμ(σ2+γ+ν+μ)R01t0tβ(τ)-β̄dτ.    (12)

Taking the superior limit,

lim supt+lnY(t)tmin{σ2+γ+ν+μ,σ1+ω1+μ+h}(R01)+γΛμ(σ2+γ+ν+μ)R0θπα=min{σ2+γ+ν+μ,σ1+ω1+μ+h}(R0+γΛθμ(σ2+γ+ν+μ)R0παmin{σ2+γ+ν+μ,σ1+ω1+μ+h}1)min{σ2+γ+ν+μ,σ1+ω1+μ+h}(R0E1),    (13)

where R0E=R0+γθΛμ(σ2+γ+ν+μ)R0παmin{σ2+γ+ν+μ,σ1+ω1+μ+h}. Thus if R0E<1 , we can obtain lim supt+ln Y(t)tmin{σ2+γ+ν+μ,σ1+ω1+μ+h}(R0E-1)<0 a.s.. That means lim supt+ln E(t)t<0,lim supt+ln I(t)t<0 a.s., which is to say that limt+E(t)=0, limt+I(t)=0. This indicates that the disease ultimately becomes extinct with probability one. For COVID-19, achieving eradication requires maintaining R0E<1 over the long term. From a mathematical theory perspective, the eradication of COVID-19 is feasible. However, in the real world, achieving this goal is extremely challenging due to complex environmental factors, including population mobility, viral mutations, and animal reservoirs. It is crucial to note that R0E<1 describes the epidemic's transmission trend, not the instantaneous infection status. In the short term, residual infected individuals may persist within the population. However, due to the significantly reduced transmission efficiency of the virus, this will not trigger new large-scale outbreaks. Over time, the number of infected individuals will gradually decrease until the final infected person recovers or is eliminated, at which point the epidemic will be officially declared over.

Remark 3.1. There is R0ER0 as θ → 0, and R0E<1 can derive R0 < 1. This indicates that R0E<1 can be regarded as a unifying criterion for both deterministic and stochastic models of disease extinction.

4 Stationary distribution

Deterministic models have been effective in capturing the continuity of COVID-19 infection dynamics. However, such models do not possess a fixed equilibrium state in the stochastic sense, due to the inherent randomness in disease transmission and progression. To more accurately characterize the long-term behavior of the epidemic under uncertainty, we turn to the concept of a stationary distribution within the stochastic framework. In this section, we derive sufficient conditions for the existence and stability of a stationary distribution for the stochastic system described by Equation 5. These conditions provide theoretical insights into the circumstances under which the infection is likely to persist endemically over time.

Lemma 4.1. ([1618]) For any initial value X(0)=X0T*, assuming there is a bounded closed domain Γ∈T* with a regular boundary, if

lim inft1t0t(x,X0,Γ)dx>0,a.s.,

where ℙ(x, X0, Γ) is the transition probability of X(t). That means Equation 5 has at least one ergodic stationary distribution.

Define

R0S=β~Λγ(δ+μ)(σ1+ω1+μ+h)(σ2+γ+ν+μ+c1Λθμπα),    (14)

, where β~=(0+x14π(x)dx)4,c1=β~Λγ(δ+μ)2(σ1+ω1+μ+h).

Theorem 4.1. Assume R0S>1, the solution M(t) of Equation 5 has at least one stationary distribution π(·) on T*.

Proof. Using Itô's formula to Equation 5,

L(-ln S)=-ΛS-νES+β+(t)I+δ+μ                     -ΛS+β+(t)I+δ+μ,L(-ln E)=-β+(t)SIE+σ2+γ+ν+μ,L(-ln I)=-γEI+σ1+ω1+μ+h,L(-ln Q)=-σ1IQ-σ2EQ+ω2+μ-σ2EQ+ω2+μ,L(-ln R)=-ω1IR-ω2QR+μ,
L(ln (Λμ-S-E-I-Q-R))=-Λ+μ(S+E+I+Q+R)+δS+hIΛμ-S-E-I-Q-R=-μ+δS+hIΛμ-S-E-I-Q-R.

Define V1 = − ln Ec1 ln Sc2 ln I, where c1 will be confirmed in Equation 16.

Using Itô's formula to V1, we have

LV1β+(t)SIE+σ2+γ+ν+μc1ΛS+c1β+(t)I                 +c1(δ+μ)c2γEI+c2(σ1+ω1+μ+h),         3β+(t)c1c2Λγ3+c1β+(t)I+c1(δ+μ)                 +c2(σ1+ω1+μ+h)+σ2+γ+ν+μ,         =3β˜c1c2Λγ3+c1β+(t)I+c1(δ+μ)                 +c2(σ1+ω1+μ+h)+σ2+γ+ν+μ                 +3(β˜c1c2Λγ3β+(t)c1c2Λγ3),         =3β˜c1c2Λγ3+c1(δ+μ)+c2(σ1+ω1+μ+h)                 +σ2+γ+ν+μ+c1β¯I+c1Iβ+(t)β¯                 +3(β˜c1c2Λγ3β+(t)c1c2Λγ3),         3β˜c1c2Λγ3+c1(δ+μ)+c2(σ1+ω1+μ+h)                 +σ2+γ+ν+μ+c1β¯I+c1Λμβ+(t)β¯                 +c1Λθμπαc1Λθμπα+3(β˜c1c2Λγ3                 β+(t)c1c2Λγ3).    (15)

Let c1 and c2 satisfy the following equalities

c1(δ+μ)=c2(σ1+ω1+μ+h)=β~Λγ(δ+μ)(σ1+ω1+μ+h),

and note

H(β(t))=c1Λμβ+(t)β¯c1Λθμπα+3(β˜c1c2Λγ3β+(t)c1c2Λγ3),

then

LV1-β~Λγ(δ+μ)(σ1+ω1+μ+h)+σ2+γ+ν+μ+c1β̄I+c1Λθμπα+H(β(t)).    (16)

Define V2=V1+c1β̄σ1+ω1+μ+hI. Applying Itô's formula to V2,

LV2-β~Λγ(δ+μ)(σ1+ω1+μ+h)+σ2+γ+ν+μ        +c1Λθμπα+c1β̄γσ1+ω1+μ+hE+H(β(t)),        =-(σ2+γ+ν+μ+c1Λθμπα)(R0S-1)        +c1β̄γσ1+ω1+μ+hE+H(β(t)),    (17)

where R0S=β~Λγ(δ+μ)(σ1+ω1+μ+h)(σ2+γ+ν+μ+c1Λθμπα). Denote

W̄=MV2-ln S-ln I-ln Q-ln R-ln (Λμ-S-I-E-Q-R)+β2(t)2,

and

        B=supβ(t)R{5μ+δ+h+σ1+ω1+ω2+(αβ¯+Λμ)β(t)12αβ(t)2+12θ2},

where M is a sufficiently large positive constant satisfying the inequality -M(σ2+γ+ν+μ+c1Λθμπα)(R0S-1)+B-2. It has been observed that W̄+ as (S, E, I, Q, R, β) toward the boundary of T*. Thus, it is essential that it has a minimum value W̄min. Finally, we obtain a C2-function W: W(S,E,I,Q,R,β)=W̄(S,E,I,Q,R,β)-W̄min. Using Itô's formula to W(S, E, I, Q, R, β), we obtain

LW-M(σ2+γ+ν+μ+c1Λθμπα)(R0S-1)             +Mc1β̄γσ1+ω1+μ+hE+MH(β(t))-ΛS             +β+(t)I+δ+5μ-γEI+σ1+ω1+h-σ2EQ             +ω2+-ω1IR-ω2QR             -δS+hIΛμ-S-E-I-Q-R+αβ(t)(β̄-β(t))+12θ2        -M(σ2+γ+ν+μ+c1Λθμπα)(R0S-1)             +5μ+δ+h+σ1+ω1+ω2+(αβ̄+Λμ)β(t)             -12αβ(t)2+12θ2+Mc1β̄γσ1+ω1+μ+hE             -ΛS-γEI-σ2EQ-ω1IR-ω2QR             -δSΛμ-S-E-I-Q-R-12αβ(t)2+MH(β(t)):=G(S,E,I,Q,R,β(t))+MH(β(t)).    (18)

Then we define a closed subset of Dε as follows: Dε={(S,E,I,Q,R,β(t)T*)|Sε,Eε,Iε2,Qε2,Rε3,S+E+I+Q+RΛμ-ε2,εβ1ε}. Suppose that ε is a minimal positive constant sufficient to satisfy the inequalities below.

-2+Mc1β̄γσ1+ω1+μ+hε-1,-2+Mc1β̄γΛ(σ1+ω1+μ+h)μ-Λε-1,-2+Mc1β̄γΛ(σ1+ω1+μ+h)μ-γε-1,-2+Mc1β̄γΛ(σ1+ω1+μ+h)μ-ω1ε-1,-2+Mc1β̄γΛ(σ1+ω1+μ+h)μ-ω2ε-1,-2+Mc1β̄γΛ(σ1+ω1+μ+h)μ-σ2ε-1,-2+Mc1β̄γΛ(σ1+ω1+μ+h)μ-δε-1,-2+Mc1β̄γΛ(σ1+ω1+μ+h)μ-α2ε2-1.    (19)

The complement of Dε can be divided into eight domains below:

D1,εc={(S,E,I,Q,R,β(t))T*|E<ε},D2,εc={(S,E,I,Q,R,β(t))T*|S<ε},D3,εc={(S,E,I,Q,R,β(t))T*|Eε,I<ε2},D4,εc={(S,E,I,Q,R,β(t))T*|Iε2,R<ε3},D5,εc={(S,E,I,Q,R,β(t))T*|Qε2,R<ε3},D6,εc={(S,E,I,Q,R,β(t))T*|Eε,Q<ε2},D7,εc={(S,E,I,Q,R,β(t))T*|Sε,S+E+I+Q+R>Λμε2},D8,εc={(S,E,I,Q,R,β(t))T*||β(t)|>1ε}.

Then, we can obtain the following result from the inequalities

Case 1:(S,E,I,Q,R,β(t))D1,εc,G(S,E,I,Q,R,β(t))                -2+Mc1β̄γσ1+ω1+μ+hε-1.Case 2:(S,E,I,Q,R,β(t))D2,εc,G(S,E,I,Q,R,β(t))                -2+Mc1β̄γΛ(σ1+ω1+μ+h)μ-Λε-1.Case 3:(S,E,I,Q,R,β(t))D3,εc,G(S,E,I,Q,R,β(t))                -2+Mc1β̄γΛ(σ1+ω1+μ+h)μ-γε-1.Case 4:(S,E,I,Q,R,β(t))D4,εc,G(S,E,I,Q,R,β(t))                -2+Mc1β̄γΛ(σ1+ω1+μ+h)μ-ω1ε-1.Case 5:(S,E,I,Q,R,β(t))D5,εc,G(S,E,I,Q,R,β(t))                -2+Mc1β̄γΛ(σ1+ω1+μ+h)μ-ω2ε-1.Case 6:(S,E,I,Q,R,β(t))D6,εc,G(S,E,I,Q,R,β(t))                -2+Mc1β̄γΛ(σ1+ω1+μ+h)μ-σ2ε-1.Case 7:(S,E,I,Q,R,β(t))D7,εc,G(S,E,I,Q,R,β(t))                -2+Mc1β̄γΛ(σ1+ω1+μ+h)μ-δε-1.Case 8:(S,E,I,Q,R,β(t))D8,εc,G(S,E,I,Q,R,β(t))                -2+Mc1β̄γΛ(σ1+ω1+μ+h)μ-α2ε2-1.

Given the above derivations, it is clear that it has a sufficiently small constant ε and a closed set Dε such that G(S,E,I,Q,R,β(t))-1,(S,E,I,Q,R,β(t))T*\Dε.

For any (S, E, I, Q, R, β(t)) ∈ T*, denote X = sup{G(S, E, I, Q, R, β(t)) + MH(β(t))}. Then G(S, E, I, Q, R, β(t)) ≤ X < +∞, ∀(S, E, I, Q, R, β(t)) ∈ T*.

For any initial value M(0)T*, integrating and applying mathematical expectation, we obtain

0𝔼[W(M(t))]t=𝔼[LW(M(0))]t+1t0t𝔼[W(M(τ))]dτ𝔼[LW(M(0))]t+1t0t𝔼[G(M(τ))]dτ      +3Mc1c2Λγ31t0t𝔼[(β~3-β+(t)3)]dτ      +Mc1Λμt0t𝔼[(β(τ)-β̄-θπα)]dτ.    (20)

According to Cai et al. [19] and Zhang and Yuan [20], β(t) has ergodic property, so

limt+1t0t|β(ζ)-β̄|dζ=-+|x-β̄|π(x)dζ=θπα,limt+1t0tβ+(ζ)dζ=(0+x14π(x)dx)2.    (21)

We can derive from that

0lim inft+1t0t𝔼[G(M(τ))]dτ     =lim inft+1t0t𝔼[G(M(τ))IM(τ)Dε]dτ          +lim inft+1t0t𝔼[G(M(τ))IM(τ)Ω*\Dε]dτ     Xlim inft+1t0t(M(τ))Dεdτ          -lim inft+1t0t{(M(τ))Ω*\Dε}dτ     -1+(X+1)lim inft+1t0t{(M(τ))Dε}dτ.    (22)

Hence, we obtain lim inft+1t0t{(M(τ))Dε}dτ1X+1>0 a.s.. Therefore (M(0))T*, lim inft+1t0t{τ,(M(τ)),Dε}dτ1X+1>0.

According to Lemma 4.1, Equation 5 has a stationary distribution π(·) on T*. Thus, the proof of Theorem 2.3 is completed.

Furthermore, in order to observe the influence of the stochastic perturbation on R0S for numerical simulation, we need to evaluate the value of β~. Let β~0β~β~1,the calculations for β~0 and β~1 are provided below.

For easier computation, define ρ=θ22α, then π(χ)=12πρe-(χ-β̄)22ρ2. Let F(χ)=12πe-χ22 be the probability density function of the standard normal distribution and Φ(χ)=-χF(s)ds, then Φ(+∞) = 1,Φ(−a) = 1 − Φ(a). Take Γ(χ)=0+sχ-1e-sds(χ > 0), then Γ(χ + 1) = χΓ(χ), Γ(12)=π. Let K=0+χ14π(χ)dχ. Combining the above definitions and letting x=χ-β̄ρ, we have

K=0+χ14π(χ)dχ=-β̄ρ+(β̄+ρx)1412πe-x22dx=β̄14-β̄ρ+(1+ρxβ̄)1412πe-x22dx.    (23)

Since (1+a)x1+x(x-1)2a2(0<x<1), the Equation 23 can be expressed as

K=β̄14-β̄ρ+(1+ρxβ̄)1412πe-x22dxβ̄14   -β̄ρ+(1-3ρ2x232β̄2)12πe-x22dx   β̄14[-β̄ρ+12πe-x22dx-3ρ232β̄22π-+x2e-x22dx]   =β̄14[Φ(+)-Φ(-β̄ρ)]-3ρ216β̄-742π0+x2e-x22dx   =β̄14Φ(β̄ρ)-3ρ216β̄-742π0+2s12e-sds   =β̄14Φ(β̄ρ)-3ρ216β̄-742πΓ(32)=β̄14[Φ(β̄ρ)-3ρ232β̄2]   :=(β~0)14.    (24)

Similarly, since (1+a)x ≤ 1+xa(0 < x < 1), the Equation 23 can be also expressed as follows:

K=β̄14-β̄ρ+(1+ρxβ̄)1412πe-x22dxβ̄14   -β̄ρ+(1+ρx4β̄)12πe-x22dx   β̄14-+12πe-x22dx+-β̄ρ+ρx4β̄12πe-x22dx   =β̄14[1+ρ42πβ̄-β̄ρ+xe-x22dx]   =β̄14[1+ρ42πβ̄eβ̄22ρ2]:=(β~1)14.

It follows that β~0β~β~1 when θ → 0 from the expressions for β~0 and β~1, β~0=β̄[Φ(β̄ρ)-3ρ232β̄2]4,β~1=β̄[1+ρ42πβ̄eβ̄22ρ2]4. Define

R00S=β~0Λγ(δ+μ)(σ1+ω1+μ+h)(σ2+γ+ν+μ+c1S0θπα),    (25)

It is clear that R00SR0S and there is R00SR0S when θ → 0. Therefore, if R00S>1, then R0S>1. Moreover, we can observe

R00S=β~0Λγ(δ+μ)(σ1+ω1+μ+h)(σ2+γ+ν+μ+c1S0θπα)       β̄Λγ(μ+δ)(ω1+σ1+μ+h)(γ+σ2+ν+μ)=R0,

which indicates that if R00S>1, then R0>1. Consequently, when R00S>1, the endemic equilibrium point P* of Equation 2 is stable and Equation 5 has a stationary distribution π(·). This suggests that R00S>1 can be viewed as a harmonized threshold for COVID-19 prevalence for both deterministic and stochastic systems. Similar to R0E, the essence of R0S lies in the average number of healthy individuals that a single infected person can transmit the disease to within a susceptible population. It does not directly represent the actual number of infections occurring during an outbreak but serves as a core metric for measuring the strength of an infectious disease's transmission potential. For COVID-19, sustained epidemic circulation requires the basic reproduction number R0S to remain stably above 1 over the long term. Thus, when the virus's baseline transmissibility β̄ is sufficiently high (the numerator is sufficiently large) and can offset the effects of control measures (represented by interventions such as δ, σ1, σ2, and h) through mutation or waning immunity (reflected in the dynamics of parameters ν and S*), R0S can stabilize above 1 over the long term. transforming the outbreak from a transient event into sustained endemicity.

5 Probability density function

Section 4 demonstrates the existence of a stationary distribution, indicating that the disease will persist. To better elucidate the dynamics and statistical properties of the stochastic system, we will provide an exact expression for the probability density function of the steady-state distribution in this section. When R0>1 , there will exist a quasi-equilibrium P~*=(S*,E*,I*,Q*,R*,β*), which satisfies the equations below:

{Λ-β*S*I*-(μ+δ)S*+νE*=0,β*S*I*-(σ2+γ+ν+μ)E*=0,γE*-(σ1+ω1+μ+h)I*=0,σ1I*+σ2E*-(ω2+μ)Q*=0,ω1I*+ω2Q*-μR*=0,α(β̄-β*)=0.    (26)

Taking C1=S-S*,C2=E-E*,C3=I-I*,C4=Q-Q*,C5=R-R*,C6=β-β*, the corresponding linearized system for Equation 5 is

{dC1=(-m11C1+m12C2-m13C3-m16C6)dt,dC2=(m21C1-m22C2+m23C3+m26C6)dt,dC3=(m32C2-m33C3)dt,dC4=(-m42C2+m43C3-m44C4)dt,dC5=(m53C3-m54C4-m55C5)dt,dC6=-m66C6dt+θdB(t).    (27)

where

m11=β̄I*+(δ+μ),m12=ν,m13=β̄S*=m23,m16=S*I*         =m26,m21=β̄I*,m22=σ2+γ+ν+μ,m32=γ,m33=σ1+ω1+μ+h,m42         =σ2,m43=σ1,m44=ω2+μ,m53=ω1,m54=ω2,m55=μ,m66=α.

Next, we denote

G=(-m11m12-m1300-m16m21-m22m1300m160m32-m330000-m42m43-m440000m53-m54-m55000000-m66),Ψ=diag(0,0,0,0,0,θ),

C(t)=(C1,C2,C3,C4,C5,C6)T,B(t)=(0,0,0,0,0,B(t))T. Then, the Equation 5 can be expressed by a matrix as follows:

dC(t)=GC(t)dt+ΨdB(t).

Theorem 5.1. If R0S>1, a2 ≠0, a5 ≠ 0 and a7 ≠ 0, the solution M(t) of Equation 5 around the quasi-stationary equilibrium P~* follows a normal probability density function Φ(S, E, I, Q, R, β) :

Φ(S,E,I,Q,R,β)=(2π)-3|Σ|-12exp[-12(C1,C2,C3,C4,C5,C6)Σ-1(C1,C2,C3,C4,C5,C6)T],

where

Σ=b12θ2(J6J5J4J3J2J1)-1Σ*[(J6J5J4J3J2J1)T]-1,Σ*=(c110c130c1500-c130-c150c26c130c150-c2600-c150c260c46c150-c260-c4600c260c460c66),J1=(000001010000001000000100000010100000),
J2=(100000010000001000000100000010010001),J3=(10000001000000100000m42m3210000001000a1001),J4=(100000010000001000000100000-a3a210000-a4a201),J5=(1000000100000010000001000000100000-a6a51),J6=(b1b2b3b4b5b60a2a5a7m32b7b8b9(m11-m21)400a2a5a7b10b11-(m11-m21)3000a5a7a7(-m11+m21-m55)(m11-m21)20000a7-m11+m21000001).

Proof. For the proof of Theorem 5.1, we proceed in two steps. Step 1: We prove that the eigenvalues of matrix G all contain negative real parts. Step 2: We demonstrate that Σ is a positive definite matrix.

Step 1. Defining the characteristic polynomial of a matrix G to be φG(λ), we have the following:

φG(λ)=(λ+m66)(λ+m55)(λ4+q1λ3+q2λ2+q3λ+q4),

where

q1=m11+m22+m33+m44>0,q2=(m11m22m12m21)+m11m33+m11m44           +(m22m33m23m32)+m22m44+m33m44>0,q3=m11m22m33m11m23m32m12m21m33+m13m21m32           +(m11m22m44m12m21m44)+m11m33m44           +(m22m33m44m23m32m44)       =(m11m21)(m22m33m32m23)           +(m21m22m33m12m21m33)           +(m11m22m44m12m21m44)+m11m33m44           +(m22m33m44m23m32m44)>0,q4=m11m22m33m44m11m23m32m44m12m21m33m44           +m13m21m32m44      =m44[(m11m21)(m22m33m32m23)           +m21m33(m22m12)]>0.

By calculation, we can obtain q1q2-q3>0,q1q2q3-q32-q12q4>0. Therefore, according to the Hurwitz criterion, the eigenvalues of the matrix G all contain negative real parts.

Step 2. Based on Markov theory [21], the probability density function Φ(S, E, I, Q, R, β) of the Equation 5 can be expressed by the following Fokker–Planck equation,

θ222C62Φ+β[(m66C6)Φ]+C1[(m11C1+m12C2m13C3m16C6)Φ]+C2[(m21C1m22C2+m23C3+m26C6)Φ]+C3[(m32C2m33C3)Φ]+C4[(m42C2+m43C3m44C4)Φ]+C5[(m53C3m54C4m55C5)Φ]=0.    (28)

The equation can be expressed as a Gaussian distribution Φ(C)=cexp{-12CϒCT}, where c is a constant and ϒ satisfies ϒΨ2ϒ + GTϒ + ϒG = 0. Then if ϒ is a positive definite matrix, denote ϒ−1 = Σ , we obtain Ψ2 + GΣ + ΣGT = 0. Through the calculations in the Appendix 1, we obtain the transition matrix G6 as follows:

G6=(-d1-d2-d3-d4-d5-d6100000010000001000000100000010),

where d1 = m66 + m55 + q1, d2 = (m55 + q1)m66 + m55q1 + q2, d3 = (m55q1 + q2)m66 + m55q2 + q3, d4 = (m55q2 + q3)m66 + m55q3 + q4, d5 = (m55q3 + q4)m66 + m55q4, d6 = m66m55q4. Next, we can transform the equation into the following form:

J6J5J4J3J2J1Ψ2(J6J5J4J3J2J1)T+G6[J6J5J4J3J2J1Σ2(J6J5J4J3J2J1)T]+6J5J4J3J2J1Σ2(J6J5J4J3J2J1)T]G6T=0.    (29)

Assuming Σ*=1b12θ2J6J5J4J3J2J1Σ2(J6J5J4J3J2J1)T , then Θ2+G6Σ*+Σ*G6T=0,

where Θ = diag(1, 0, 0, 0, 0, 0), Σ*=(c110c130c1500-c130-c150c26c130c150-c2600-c150c260c46c150-c260-c4600c260c460c66),

c11=(d1d6d2d5)2+(d4d5d3d6)(d2d3+d5d1d4)c00,c13=d2d52+d32d6d1d5d6d3d4d5c00,c15=d1d3d6d1d4d5+d52c00,c26=d12d6d1d2d5+d3d5c00,c46=d12d4+d32d1d2d3d1d5c00,c66=(d1d4d5)2+(d1d2d3)(d2d5d3d4d1d6)c00,c00=2d6[d5((d1d4d5)2(d1d2d3)(d3d4d2d5))           +d6(d1(d12d6d1d2d5+d3d5)d3(d12d4+d32           d1d2d3d1d5)           d1d5(d1d2d3))].

Σ* is a positive definite matrix, which means that Σ=b12θ2(J6J5J4J3J2J1)-1Σ*[(J6J5J4J3J2J1)T]-1 is a positive definite matrix. Therefore, the normal probability density function around the quasi-stationary equilibrium P~* can be expressed by

Φ(S,E,I,Q,R,β)=(2π)3|Σ|12exp[12(SS*,EE*,II*,QQ*,RR*,ββ*)Σ1(SS*,EE*,II*,QQ*,RR*,ββ*)T].

Remark 5.1. By Theorem 5.1 it follows that the solution M(t) of Equation 5 satisfies the normal density function ℕ((S*, E*, I*, Q*, R*, β*), Σ) around P~*. If R0S=β~Λγ(δ+μ)(σ1+ω1+μ+h)(σ2+γ+ν+μ+c1Λθμπα)>1, then (S(t), E(t), I(t), Q(t), R(t)) has a unique normal density function

Φ(S,E,I,Q,R)=(2π)52|(5)|12exp[12(C1,C2,C3,C4,C5)(5)1(C1,C2,C3,C4,C5)T],

where we define Σ(5) as the fifth-order principal subform of Σ. Therefore S(t), E(t), I(t), Q(t) and R(t) will converge to the marginal density function ΦS, ΦE , ΦI, ΦQ and ΦR, respectively:

ΦS(S)=12πφ1e-(S-S*)22φ12,ΦE(E)=12πφ2e-(E-E*)22φ22,ΦI(I)=12πφ3e-(I-I*)22φ32,ΦQ(Q)=12πφ4e-(Q-Q*)22φ42,ΦR(R)=12πφ5e-(R-R*)22φ52,

where φi2 is the i-th element on the main diagonal of Σ, respectively.

6 Numerical simulations

We will use Milstein's higher-order method for numerical simulations. Then, transform the Equation 5 into the following discrete system:

{Si+1=Si+[Λ-xiSiIi-β̄SiIi-(μ+δ)Si+νEi]Δt,Ei+1=Ei+[xiSiIi+β̄SiIi-(σ2+γ+ν+μ)Ei]Δt,Ii+1=Ii+[γEi-(σ1+ω1+μ+h)Ii]Δt,Qi+1=Qi+[σ1I+σ2Ei-(ω2+μ)Qi]Δt,Ri+1=Ri+[ω1Ii+ω2Qi-μRi]Δt,xi+1=xi-αxiΔt+θΔtξi+θ22(ξi2-1)Δt.    (30)

where Δt > 0 represents the time increment, (Si, Ei, Ii, Qi, Ri, xi) is the corresponding value of the ith iteration of Equation 5. In addition, ξi denotes the random variables that satisfy the standard normal distribution.

Example 6.1 Let β̄=0.4, α = 0.6, θ = 0.01, Λ = 1.5, μ = 0.15, δ = 0.04, ν = 0.11, γ = 0.2, σ1 = 0.013, σ2 = 0.055, ω1 = 0.03, ω2 = 0.068 and h = 0.3, then we can calculate β~=(0.7952)4, R0 = 2.4876 > 1, R0S=1.2732>1 and (S*, E*, I*, Q*, R*, β*) = (3.1737, 2.2148, 0.8985, 0.6124, 0.4573, 0.4). Moreover, the solution M(t) obeys the following normal density function:

Φ(S,E,I,Q,R,β)~((3.1737,2.2148,0.8985,0.6124,0.4573,0.4)T,Σ),

where

Σ=[1.8315-1.0907-0.38040.1646-0.0645-0.2256-1.09070.74310.2119-0.08060.02010.1773-0.38040.21190.0860-0.03750.01420.03250.1646-0.0806-0.03750.0181-0.0089-0.0114-0.06450.02010.0142-0.00890.00690.0023-0.22560.17730.0325-0.01140.00230.0833]×10-3.

We obtain the marginal functions of S(t), E(t), I(t), Q(t) and R(t):

ΦS=9.3219e-273.0002(S-3.1737)2,ΦE=14.6345e-672.8268(E-2.2148)2,ΦI=43.0292e-5816.7079(I-0.8985)2,ΦQ=93.7587e-27616.7741(Q-0.6124)2,ΦR=152.0486e-72629.7551(R-0.4573)2.

The dynamical behavior of the solutions is illustrated on the left-hand side of Figure 1, which shows that the disease exhibits significant persistence over time. The right-hand side of Figure 1 gives the frequency histogram and marginal density function of Equation 5, which indicates that the Equation 5 has a stationary distribution. Figure 2 presents the frequency fitted-density function and marginal density function for S(t), E(t), I(t), Q(t), and R(t). From Figure 2, it can be observed that the density function image is almost identical to the corresponding frequency histogram fitting curves, which demonstrates that the probability density function of the stationary distribution follows a Gaussian distribution.

Figure 1
Five graphs showing population distributions labeled S(t), E(t), I(t), O(t), and R(t). Each graph includes a blue line for the frequency histogram fitting curve and a red dashed line for the marginal density function. The graphs display data distributions with varying peaks and ranges, reflecting statistical analysis of different population metrics.

Figure 1. The left column shows persistent variations of S(t), E(t), I(t), Q(t), R(t) on deterministic Equation 2 and stochastic Equation 5, respectively. The right diagram gives the frequency histogram and marginal density function of the Equation 5.

Figure 2
Time series and histograms for variables S(t), E(t), I(t), Q(t), and R(t) are shown. The left column displays stochastic and deterministic system plots over time. The right column illustrates corresponding frequency histograms with marginal density functions overlaying the bars. Each variable's behavior is depicted sequentially from top to bottom.

Figure 2. The figure shows the fitting curves of the frequency histogram and margin density function in the Equation 5.

Example 6.2 Choosing β̄=0.24, α = 0.6, θ = 0.25, Λ = 0.6, δ = 0.16, ν = 0.28, γ = 0.2, σ1 = 0.15, σ2 = 0.032, ω1 = 0.045, ω2 = 0.06 and other parameters referring to Example 6.1, then we can calculate R0 = 0.1617 < 1, R0E=0.9512<1 and there exists a disease-free equilibrium E0 = (0.216, 0, 0, 0, 0) that is locally asymptotically stable. It is clearly shown in Figure 3 that the disease will become extinct over time.

Figure 3
Five line graphs show the dynamics of an epidemiological model over time for different compartments: Susceptible, Exposed, Infected, Quarantined, and Recovered. Each graph compares the Ornstein-Uhlenbeck process results with a deterministic model, both showing a decreasing trend over 400 time units. The Ornstein-Uhlenbeck process is represented by a blue dashed line, while the deterministic model is shown with a red solid line. All graphs exhibit similar alignment between the two model types.

Figure 3. The trajectories of S(t), E(t), I(t), Q(t), R(t) in Equation 5 during the period of COVID-19 extinction.

Example 6.3 Taking three different values for the influence of volatility intensity θ:

θ=0.005,θ=0.01,θ=0.02.

Let reversion speed α = 1.2, other parameters refer to Example 6.1. We can see that the smaller θ is, the smaller the fluctuation of the sample's trajectory is, and the more stable the disease is after observing the trajectories of S, E, I, Q, R in Figure 4.

Figure 4
Five line charts display different variables over time, showing the behavior of variables S, E, I, Q, and R from an unspecified model. Each chart includes lines representing three scenarios with parameters Θ = 0.005, Θ = 0.01, and Θ = 0.02. The S(t) graph shows a steep drop then stabilizes; E(t) and I(t) fluctuate slightly; Q(t) and R(t) rise sharply before leveling off. All charts share a consistent horizontal axis labeled “Time t” and vertical axes labeled with their respective variables. The legend indicates line colors for each scenario.

Figure 4. The trajectories of S(t), E(t), I(t), Q(t), R(t) in Equation 5 with different values for volatility intensity θ.

Example 6.4 To investigate the effect of reversion speed α on COVID-19 disease, take θ = 0.01 and other parameters refer to Example 6.1. Then, we choose three different values for reversion speed α:

α=0.5,α=0.8,α=1.3.

From the sample trajectories of S, E, I, Q, R in Figure 5, the larger α is, the smaller the vibration of the sample motion trajectory is, and the more stable the disease is.

Figure 5
Five line graphs display data over time for three different values of alpha (0.5, 0.8, 1.3). The graphs are labeled S(t), E(t), I(t), Q(t), and R(t). Each graph shows the time variable on the x-axis and different functions of t on the y-axis. The graphs illustrate variations in the data with distinct trajectories for each alpha value, plotted with different colored lines.

Figure 5. The trajectories of S(t), E(t), I(t), Q(t), R(t) in Equation 5 with different values for reversion speed α.

Example 6.5 In the following, we examine the impact of the Ornstein-Uhlenbeck process on the COVID-19 disease by modifying the parameter values of volatility intensity θ and reversion speed α in R0S and R0E. For R0S, we choose θ ∈ [0.01, 0.3] and α ∈ [0.1, 1.5] and other parameters refer to example 6.1. For R0E, we choose θ ∈ [0.001, 0.04] and α ∈ [0.1, 2] and other parameters refer to example 6.2. As shown in Figure 6, as θ decreases and α increases, R0S exhibits an increasing trend, which suggests that the disease will continue to exist in the future, while R0E displays a decreasing trend, which indicates that the disease will tend to become extinct after a long time.

Figure 6
Two 3D surface plots illustrate the impact of the OU process on different variables. The left plot shows R_0^S with axes labeled α, θ, and R_0^S, using a color gradient from purple to yellow. The right plot represents R_0^E, similarly structured with axes for α, θ, and R_0^E, using a matching color gradient. Both graphs indicate changes in R_0 values based on varying α and θ.

Figure 6. The graph on the left represents the trend of R0S over the range (θ, α) ∈ [0.01, 0.3] × [0.1, 1.5]. The graph on the right side shows the trend of R0E over the range (θ, α) ∈ [0.001, 0.04] × [0.1, 2].

7 Conclusion

This study investigates the dynamics of COVID-19 transmission with Ornstein-Uhlenbeck processes. Compared with the common linear combination of white noise, this study assumes that the transmission rate parameter β of the susceptible and exposed satisfies a mean-reversion process. This approach avoids the unbounded variance of β as the time step decreases and offers greater biological realism. In addition, taking into account the effect of transmission mechanisms, we introduced disease-caused mortality for I(t) and assumed that the disease-caused mortality rate h was greater than the natural mortality rate μ. For Equation 5, we first establish the existence and uniqueness of a global positive solution and prove its boundedness via the construction of a nonnegative Lyapunov-type function. On this basis we analyze the dynamical behavior of Equation 5 and derive the following key results:

(1) we fully utilize the ergodicity of the Ornstein-Uhlenbeck process to derive two critical values R0S and R0E related to disease persistence and extinction, where

R0S=β~Λγ(δ+μ)(σ1+ω1+μ+h)(σ2+γ+ν+μ+c1Λθμπα),R0E=R0+γθΛμ(σ2+γ+ν+μ)R0παmin{σ2+γ+ν+μ,σ1+ω1+μ+h}.

When R0S>1, it indicates that the stochastic system has a stationary distribution, meaning that the disease will persist over time. To further determine the size relationship between R0S and R0, we define an R00S such that R00SR0S and R00SR0. It follows that when R00S>1 there is R0S>1 and R0>1. This suggests that R00S>1 can be considered as a harmonized threshold for disease prevalence for both deterministic and stochastic systems.

When R0E<1 indicates that the disease will become extinct over time. And R0E<1 can derive R0 < 1. This shows that R0E<1 can be regarded as a unifying condition for deterministic and stochastic models of disease extinction.

(2) To further investigate the dynamical behavior of the disease, a display expression for the probability density function in the quasi-equilibrium nearby was derived by solving the sixth-order Fokker–Planck Equation 28. And we draw an image of the probability density function as shown in Figure 1.

(3) We verify our theoretical results with numerical simulations and find that both larger fluctuation intensity and smaller speed of regression may lead to extinction of the disease.

This study proposes a stochastic SEIRQV model incorporating an Ornstein-Uhlenbeck process. By introducing a quarantine compartment, the model comprehensively accounts for the combined effects of vaccination and quarantine measures on the transmission of infectious diseases. To evaluate model performance and the effectiveness of isolation measures, we conducted a comparative analysis of simulation results against an existing stochastic SEIV model [22]. Our findings suggest that integrating natural mortality rates with artificial isolation policies enhances our model's precision in estimating disease extinction probabilities and steady-state distributions. The interaction between isolation and other compartments generates a modified critical threshold condition, more accurately reflecting the impact of combined intervention measures. Compared with existing stochastic SEIR models [23], this model captures richer covariance structures across all compartments. Moreover, the variance and covariance terms explicitly depend on isolation and vaccination rates, which provides a stronger theoretical basis for evaluating the variability and potential outcomes of disease control strategies.

In summary, our study presents a more realistic stochastic model that overcomes the limitations of the white noise model in simulating the dynamics of COVID-19 infection. Although we have made a breakthrough in this aspect, we still need to exploit other valid approaches to compensate for the limitations of the study. For example, further explore harmonized thresholds for disease persistence and extinction, find a more suitable method and theory to determine the uniqueness of the stationary distribution, consider incorporating more compartmental models into COVID-19 infectious disease research, and integrate age structures to study differences in susceptibility and contact patterns across age groups.

Data availability statement

The original contributions presented in the study are included in the article/supplementary material, further inquiries can be directed to the corresponding author.

Author contributions

W-HL: Writing – review & editing. K-JW: Writing – original draft, Writing – review & editing.

Funding

The author(s) declare that financial support was received for the research and/or publication of this article. This work was supported by the National Natural Science Foundation of China (Grant No.:52474035) and the Heilongjiang Provincial Postdoctoral Science Foundation (LBH-Z23259).

Acknowledgments

The authors gratefully acknowledge the Heilongjiang Provincial Postdoctoral Science Foundation (LBH-Z23259).

Conflict of interest

The authors declare that the research was conducted in the absence of any commercial or financial relationships that could be construed as a potential conflict of interest.

Generative AI statement

The author(s) declare that no Gen AI was used in the creation of this manuscript.

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Supplementary material

The Supplementary Material for this article can be found online at: https://www.frontiersin.org/articles/10.3389/fams.2025.1687991/full#supplementary-material

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Keywords: SEIQRV model, Ornstein-Uhlenbeck process, extinction, stationary distribution, density function

Citation: Li W-H and Wu K-J (2025) Dynamical behavior of a stochastic SEIQRV infectious model with an Ornstein-Uhlenbeck process and general incidence. Front. Appl. Math. Stat. 11:1687991. doi: 10.3389/fams.2025.1687991

Received: 18 August 2025; Accepted: 24 September 2025;
Published: 14 October 2025.

Edited by:

Gilberto Gonzalez-Parra, New Mexico Tech, United States

Reviewed by:

Udhayakumar Ramalingam, VIT University, India
Leon Valencia, University of Antioquia, Colombia

Copyright © 2025 Li and Wu. This is an open-access article distributed under the terms of the Creative Commons Attribution License (CC BY). The use, distribution or reproduction in other forums is permitted, provided the original author(s) and the copyright owner(s) are credited and that the original publication in this journal is cited, in accordance with accepted academic practice. No use, distribution or reproduction is permitted which does not comply with these terms.

*Correspondence: Ke-Jia Wu, d2tqMTI1MTI1MTI1QDE2My5jb20=

Disclaimer: All claims expressed in this article are solely those of the authors and do not necessarily represent those of their affiliated organizations, or those of the publisher, the editors and the reviewers. Any product that may be evaluated in this article or claim that may be made by its manufacturer is not guaranteed or endorsed by the publisher.