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Optimal vaccination program for two infectious diseases with cross immunity

Yang Ye    Qingpeng Zhang [email protected] School of Data Science, City University of Hong Kong, Hong Kong SAR, China    Zhidong Cao The State Key Laboratory of Management and Control for Complex Systems, Institute of Automation, Chinese Academy of Sciences, Beijing, China School of Artificial Intelligence, University of Chinese Academy of Sciences, Beijing, China Shenzhen Artificial Intelligence and Data Science Institute (Longhua), Shenzhen, China    Daniel Dajun Zeng The State Key Laboratory of Management and Control for Complex Systems, Institute of Automation, Chinese Academy of Sciences, Beijing, China School of Artificial Intelligence, University of Chinese Academy of Sciences, Beijing, China Shenzhen Artificial Intelligence and Data Science Institute (Longhua), Shenzhen, China
Abstract

There are often multiple diseases with cross immunity competing for vaccination resources. Here we investigate the optimal vaccination program in a two-layer Susceptible-Infected-Removed (SIR) model, where two diseases with cross immunity spread in the same population, and vaccines for both diseases are available. We identify three scenarios of the optimal vaccination program, which prevents the outbreaks of both diseases at the minimum cost. We analytically derive a criterion to specify the optimal program based on the costs for different vaccines.

Vaccination is an effective method of preventing epidemics like COVID-19, diphtheria, influenza, and measles Andre et al. (2008); Bonanni (1999); Le et al. (2020). Mathematical models have been commonly used to examine the effect of vaccination on epidemic control and prevention Wang et al. (2016); Dykman et al. (2008); Khanjanianpak et al. (2020). Vaccines help the human body’s natural defense systems to develop antibodies to pathogens. Generally, antibodies to one pathogen do not provide protection to another pathogen. However, there is increasing evidence of cross immunity between diseases, where exposure to one pathogen may help protect against other pathogens. Wu et al. (2020); Schultz-Cherry (2015); Balmer and Tanner (2011); Laurie et al. (2015, 2018). Cross immunity is a common outcome when some diseases caused by related pathogens spread in the same population. There is rich previous epidemiological research on the interactions pathogens with cross immunity from the perspectives of age, gender, and population structure Andreasen et al. (1997); Castillo-Chavez et al. (1989, 1996); Li et al. (2003); Webb et al. (2013); Leventhal et al. (2015); Darabi Sahneh and Scoglio (2014); Azimi-Tafreshi (2016). Some physical literature provides analytic calculations of the expected final epidemic sizes of multiple diseases coexisting in the same population Karrer and Newman (2011); Newman (2005). It is needed to take into account the effect of cross immunity while developing disease prevention strategies. Some studies gave simulation and optimization frameworks to identify the effective resource allocation to control several competitive diseases in the susceptible-infected-susceptible (SIS) model Watkins et al. (2016); Chen and Preciado (2014). However, the identification of the optimal vaccination programs to control competitive diseases with cross immunity in the susceptible-infected-recovered (SIR) model is under-researched and critically-needed, particularly when the world is expecting to face the challenge of allocating COVID-19 vaccines in the coming years.

In this letter, we assume that there are two vaccines for two SIR type diseases with varying cost. A vaccination program specifies the fractions of individuals that should be vaccinated for each vaccine. We define that the optimal vaccination program can control the outbreak of both diseases at the minimum cost. The microscopic Markov chain approach (MMCA) is adopted to derive the conditions guaranteeing that both diseases can be contained in the population. An optimization framework is proposed to analytically derive the optimal vaccination program. We identify three scenarios of the optimal vaccination program, and derive a criterion to specify the optimal program based on the costs for different vaccines.

Here, we consider a two-layer network with the same topological structure, which represents the transmission channels for both diseases, i=1,2i=1,2, which propagate through different layers. Nodes represent individuals, which are susceptible (SiS_{i}), infected (IiI_{i}), or recovered (RiR_{i}) for disease ii. A susceptible node SiS_{i} can be infected by an infected node IiI_{i} with an infection rate βi\beta_{i}. An infected node IiI_{i} has a transition rate γi\gamma_{i} to become recovered and immune to disease ii. The susceptibility to disease jj (jij\neq i) of individuals recovered from disease ii is reduced by a factor αj(0,1)\alpha_{j}\in(0,1) (i.e., the actual infection rate for disease jj becomes αjβj\alpha_{j}\beta_{j}). 1αj1-\alpha_{j} quantifies the level of cross immunity. In the extreme case, αj=0\alpha_{j}=0 corresponds to complete cross immunity, and αj=1\alpha_{j}=1 corresponds to a simpler problem without cross immunity. An individual can be simultaneously infected by both diseases. Before the occurrence of the first node infected with disease ii, a fraction of vi[0,1]v_{i}\in[0,1] nodes are provided with vaccines for disease ii. We assume that vaccine-induced immunity is equivalent to the natural immunity obtained from actual infection. Thus, vaccines for disease ii directly transfer the node state from SiS_{i} to RiR_{i} without causing illness. Nodes vaccinated with vaccines for disease ii are also immune to disease ii and have a susceptibility to disease jj (jij\neq i) reduced by a factor αj\alpha_{j}. After vaccination, a small fraction of unvaccinated nodes become initially infected for both diseases.

According to this scheme, every node can be in nine different states at each time: S1S2S_{1}S_{2}, S1I2S_{1}I_{2}, S1R2S_{1}R_{2}, I1S2I_{1}S_{2}, I1I2I_{1}I_{2}, I1R2I_{1}R_{2}, R1S2R_{1}S_{2}, R1I2R_{1}I_{2}, and R1R2R_{1}R_{2}. Note that the character order does not affect the state (e.g., S1S2S_{1}S_{2} is equivalent to S2S1S_{2}S_{1}). Every node nn has a certain probability of being in one of the nine states at time tt denoted by pnS1S2(t)p^{S_{1}S_{2}}_{n}(t), pnS1I2(t)p^{S_{1}I_{2}}_{n}(t), pnS1R2(t)p^{S_{1}R_{2}}_{n}(t), pnI1S2(t)p^{I_{1}S_{2}}_{n}(t), pnI1I2(t)p^{I_{1}I_{2}}_{n}(t), pnI1R2(t)p^{I_{1}R_{2}}_{n}(t), pnR1S2(t)p^{R_{1}S_{2}}_{n}(t), pnR1I2(t)p^{R_{1}I_{2}}_{n}(t), and pnR1R2(t)p^{R_{1}R_{2}}_{n}(t). pnS1S2(t)+pnS1I2(t)+pnS1R2(t)+pnI1S2(t)+pnI1I2(t)+pnI1R2(t)+pnR1S2(t)+pnR1I2(t)+pnR1R2(t)=1p^{S_{1}S_{2}}_{n}(t)+p^{S_{1}I_{2}}_{n}(t)+p^{S_{1}R_{2}}_{n}(t)+p^{I_{1}S_{2}}_{n}(t)+p^{I_{1}I_{2}}_{n}(t)+p^{I_{1}R_{2}}_{n}(t)+p^{R_{1}S_{2}}_{n}(t)+p^{R_{1}I_{2}}_{n}(t)+p^{R_{1}R_{2}}_{n}(t)=1. For disease ii at time tt, node nn has a certain probability of being in one of three states SiS_{i}, IiI_{i}, or RiR_{i}, denoted by

pnSi(t)\displaystyle p_{n}^{S_{i}}(t) =pnSiSj(t)+pnSiIj(t)+pnSiRj(t),\displaystyle=p_{n}^{S_{i}S_{j}}(t)+p_{n}^{S_{i}I_{j}}(t)+p_{n}^{S_{i}R_{j}}(t), (1)
pnIi(t)\displaystyle p_{n}^{I_{i}}(t) =pnIiSj(t)+pnIiIj(t)+pnIiRj(t),\displaystyle=p_{n}^{I_{i}S_{j}}(t)+p_{n}^{I_{i}I_{j}}(t)+p_{n}^{I_{i}R_{j}}(t),
pnRi(t)\displaystyle p_{n}^{R_{i}}(t) =pnRiSj(t)+pnRiIj(t)+pnRiRj(t),\displaystyle=p_{n}^{R_{i}S_{j}}(t)+p_{n}^{R_{i}I_{j}}(t)+p_{n}^{R_{i}R_{j}}(t),

where iji\neq j. pnRi(0)=vip_{n}^{R_{i}}(0)=v_{i} due to the effect of vaccination. If node nn is recovered from disease jj, the probability of not being infected for disease ii (iji\neq j) is

qn,iP(t)=m(1amnpmIi(t)αiβi),q_{n,i}^{P}(t)=\prod\limits_{m}(1-a_{mn}p_{m}^{I_{i}}(t)\alpha_{i}\beta_{i}), (2)

where amna_{mn} is the adjacency matrix on both layers. If node nn is not recovered from disease jj, the probability is

qn,iU(t)=m(1amnpmIi(t)βi).q_{n,i}^{U}(t)=\prod\limits_{m}(1-a_{mn}p_{m}^{I_{i}}(t)\beta_{i}). (3)

We develop the microscopic Markov chain approach to analyze the state transitions for each node nn as

pnS1S2(t+1)=qn,1U(t)qn,2U(t)pnS1S2(t),pnS1I2(t+1)=qn,1U(t)[1qn,2U(t)]pnS1S2(t)+qn,1U(t)(1γ2)pnS1I2(t),pnS1R2(t+1)=qn,1U(t)γ2pnS1I2(t)+qn,1P(t)pnS1R2(t),pnI1S2(t+1)=[1qn,1U(t)]qn,2U(t)pnS1S2(t)+(1γ1)qn,2U(t)pnI1S2(t),pnI1I2(t+1)=[1qn,1U(t)][1qn,2U(t)]pnS1S2(t)+[1qn,1U(t)](1γ2)pnS1I2(t)+(1γ1)[1qn,2U(t)]pnI1S2(t)+(1γ1)(1γ2)pnI1I2(t),pnI1R2(t+1)=[1qn,1U(t)]γ2pnS1I2(t)+[1qn,1P(t)]pnS1R2(t)+(1γ1)γ2pnI1I2(t)+(1γ1)pnI1R2(t),pnR1S2(t+1)=γ1qn,2U(t)pnI1S2(t)+qn,2P(t)pnR1S2(t),pnR1I2(t+1)=γ1[1qn,2U(t)]pnI1S2(t)+γ1(1γ2)pnI1I2(t)+(1qn,2P(t))pnR1S2(t)+(1γ2)pnR1I2(t),pnR1R2(t+1)=γ1γ2pnI1I2(t)+γ1pnI1R2(t)+γ2pnR1I2(t)+pnR1R2(t).\begin{split}p_{n}^{S_{1}S_{2}}(t+1)&=q_{n,1}^{U}(t)q_{n,2}^{U}(t)p_{n}^{S_{1}S_{2}}(t),\\ p_{n}^{S_{1}I_{2}}(t+1)&=q_{n,1}^{U}(t)[1-q_{n,2}^{U}(t)]p_{n}^{S_{1}S_{2}}(t)\\ &\quad+q_{n,1}^{U}(t)(1-\gamma_{2})p_{n}^{S_{1}I_{2}}(t),\\ p_{n}^{S_{1}R_{2}}(t+1)&=q_{n,1}^{U}(t)\gamma_{2}p_{n}^{S_{1}I_{2}}(t)+q_{n,1}^{P}(t)p_{n}^{S_{1}R_{2}}(t),\\ p_{n}^{I_{1}S_{2}}(t+1)&=[1-q_{n,1}^{U}(t)]q_{n,2}^{U}(t)p_{n}^{S_{1}S_{2}}(t)\\ &\quad+(1-\gamma_{1})q_{n,2}^{U}(t)p_{n}^{I_{1}S_{2}}(t),\\ p_{n}^{I_{1}I_{2}}(t+1)&=[1-q_{n,1}^{U}(t)][1-q_{n,2}^{U}(t)]p_{n}^{S_{1}S_{2}}(t)\\ &\quad+[1-q_{n,1}^{U}(t)](1-\gamma_{2})p_{n}^{S_{1}I_{2}}(t)\\ &\quad+(1-\gamma_{1})[1-q_{n,2}^{U}(t)]p_{n}^{I_{1}S_{2}}(t)\\ &\quad+(1-\gamma_{1})(1-\gamma_{2})p_{n}^{I_{1}I_{2}}(t),\\ p_{n}^{I_{1}R_{2}}(t+1)&=[1-q_{n,1}^{U}(t)]\gamma_{2}p_{n}^{S_{1}I_{2}}(t)\\ &\quad+[1-q_{n,1}^{P}(t)]p_{n}^{S_{1}R_{2}}(t)\\ &\quad+(1-\gamma_{1})\gamma_{2}p_{n}^{I_{1}I_{2}}(t)\\ &\quad+(1-\gamma_{1})p_{n}^{I_{1}R_{2}}(t),\\ p_{n}^{R_{1}S_{2}}(t+1)&=\gamma_{1}q_{n,2}^{U}(t)p_{n}^{I_{1}S_{2}}(t)+q_{n,2}^{P}(t)p_{n}^{R_{1}S_{2}}(t),\\ p_{n}^{R_{1}I_{2}}(t+1)&=\gamma_{1}[1-q_{n,2}^{U}(t)]p_{n}^{I_{1}S_{2}}(t)\\ &\quad+\gamma_{1}(1-\gamma_{2})p_{n}^{I_{1}I_{2}}(t)\\ &\quad+(1-q_{n,2}^{P}(t))p_{n}^{R_{1}S_{2}}(t)\\ &\quad+(1-\gamma_{2})p_{n}^{R_{1}I_{2}}(t),\\ p_{n}^{R_{1}R_{2}}(t+1)&=\gamma_{1}\gamma_{2}p_{n}^{I_{1}I_{2}}(t)+\gamma_{1}p_{n}^{I_{1}R_{2}}(t)\\ &\quad+\gamma_{2}p_{n}^{R_{1}I_{2}}(t)+p_{n}^{R_{1}R_{2}}(t).\end{split} (4)

The fractions of susceptible, infected, and recovered nodes at time tt for disease ii is denoted by ρSi(t)\rho^{S_{i}}(t), ρIi(t)\rho^{I_{i}}(t), and ρRi(t)\rho^{R_{i}}(t), respectively.

ρSi(t)=1NnpnSi(t),\displaystyle\rho^{S_{i}}(t)=\frac{1}{N}\sum\limits_{n}p_{n}^{S_{i}}(t), (5)
ρIi(t)=1NnpnIi(t),\displaystyle\rho^{I_{i}}(t)=\frac{1}{N}\sum\limits_{n}p_{n}^{I_{i}}(t),
ρRi(t)=1NnpnRi(t).\displaystyle\rho^{R_{i}}(t)=\frac{1}{N}\sum\limits_{n}p_{n}^{R_{i}}(t).

Here NN is the number of nodes on the network. The fraction of uninfected nodes at the stationary state (when tt\rightarrow\infty) is ρRi(0)+ρSi()=vi+ρSi()\rho^{R_{i}}(0)+\rho^{S_{i}}(\infty)=v_{i}+\rho^{S_{i}}(\infty) for disease ii. We perform extensive Monte Carlo simulations (MC) to validate the MMCA results obtained by Eqs. (4). We adopt the synchronous updating method in MC simulations. All nodes update their states simultaneously in each time step, which is set as 1. We consider a network of 2000 nodes with a Poisson degree distribution, where the mean degree is 20. The initial fraction of infected nodes is 1N=0.0005\frac{1}{N}=0.0005 for diseases ii if vi1v_{i}\neq 1. Each point in Fig. 1 is obtained by averaging 1000 MC simulations. The average R2R^{2} is 0.96, indicating a high agreement between MMCA and MC simulation results.

Refer to caption
Figure 1: Comparison of the fraction of uninfected nodes at the stationary state [vi+ρSi()v_{i}+\rho^{S_{i}}(\infty), i=1,2i=1,2] using MC simulations and MMCA. We consider a network of 2000 nodes with a Poisson degree distribution, where the mean degree is 20. Results are obtained by averaging 1000 MC simulations. (a) v2=0.5v_{2}=0.5 while changing the values of v1v_{1} and (b) v1=0.5v_{1}=0.5 while changing the values of v2v_{2}. Parameter values β1=0.4\beta_{1}=0.4, γ1=0.8\gamma_{1}=0.8, α1=0.1\alpha_{1}=0.1, β2=0.5\beta_{2}=0.5, γ2=0.6\gamma_{2}=0.6, and α2=0.1\alpha_{2}=0.1.

Next, we explore the conditions preventing the outbreaks of both diseases. Specifically, the outbreak of disease ii can be prevented when

dρIi(t)dt|t=0<0,\left.\dfrac{d\rho^{I_{i}}(t)}{dt}\right|_{t=0}<0, (6)
dρIi(t)dt|t=0=ρIi(1)ρIi(0)=npnIi(1)pnIi(0)N.\begin{split}\left.\dfrac{d\rho^{I_{i}}(t)}{dt}\right|_{t=0}=\rho^{I_{i}}(1)-\rho^{I_{i}}(0)=\frac{\sum\limits_{n}p_{n}^{I_{i}}(1)-p_{n}^{I_{i}}(0)}{N}.\end{split} (7)

According to Eq. (1) and Eq. (4),

pnIi(1)=pnIiSj(1)+pnIiIj(1)+pnIiRj(1)=[pnSiSj(0)+pnSiIj(0)][1qn,iU(0)]+pnSiRj(0)[1qn,iP(0)]+(1γi)pnIi(0).\begin{split}p_{n}^{I_{i}}(1)&=p_{n}^{I_{i}S_{j}}(1)+p_{n}^{I_{i}I_{j}}(1)+p_{n}^{I_{i}R_{j}}(1)\\ &=[p_{n}^{S_{i}S_{j}}(0)+p_{n}^{S_{i}I_{j}}(0)][1-q_{n,i}^{U}(0)]\\ &\quad+p_{n}^{S_{i}R_{j}}(0)[1-q_{n,i}^{P}(0)]+(1-\gamma_{i})p_{n}^{I_{i}}(0).\end{split} (8)

Thus,

dρIi(t)dt|t=0=1Nn{[1qn,iU(0)][pnSiSj(0)+pnSiIj(0))]+[1qn,iP(0)]pnSiRj(0)γipnIi(0)}.\begin{split}\left.\dfrac{d\rho^{I_{i}}(t)}{dt}\right|_{t=0}&=\frac{1}{N}\sum\limits_{n}\{[1-q_{n,i}^{U}(0)][p_{n}^{S_{i}S_{j}}(0)\\ &\quad+p_{n}^{S_{i}I_{j}}(0))]+[1-q_{n,i}^{P}(0)]p_{n}^{S_{i}R_{j}}(0)\\ &\quad-\gamma_{i}p_{n}^{I_{i}}(0)\}.\end{split} (9)

If 0vi<10\leq v_{i}<1, pnIi(0)=1Np_{n}^{I_{i}}(0)=\frac{1}{N}, pnSi(0)=1vi1Np_{n}^{S_{i}}(0)=1-v_{i}-\frac{1}{N}, and pnRi(0)=0p_{n}^{R_{i}}(0)=0. Thus, pnSiSj=(1vi1N)(1vj1N)p_{n}^{S_{i}S_{j}}=(1-v_{i}-\frac{1}{N})(1-v_{j}-\frac{1}{N}), pnSiIj=(1vi1N)1Np_{n}^{S_{i}I_{j}}=(1-v_{i}-\frac{1}{N})\frac{1}{N}, and pnSiRj=(1vi1N)vjp_{n}^{S_{i}R_{j}}=(1-v_{i}-\frac{1}{N})v_{j}. If NN is large enough, pnIi(0)=1N0p_{n}^{I_{i}}(0)=\frac{1}{N}\rightarrow 0, consequently, from Eq. (2) and Eq. (3), we obtain

qn,iP(0)1αiβiNmamn=1αiβiNkn,qn,iU(0)1βiNmamn=1βiNkn,\begin{split}q_{n,i}^{P}(0)&\approx 1-\frac{\alpha_{i}\beta_{i}}{N}\sum\limits_{m}a_{mn}=1-\frac{\alpha_{i}\beta_{i}}{N}k_{n},\\ q_{n,i}^{U}(0)&\approx 1-\frac{\beta_{i}}{N}\sum\limits_{m}a_{mn}=1-\frac{\beta_{i}}{N}k_{n},\end{split} (10)

where knk_{n} is the degree of node nn. Thus,

dρIi(t)dt|t=0k¯βiN(1vi)[(1vj)+αivj]γiN,\begin{split}\left.\dfrac{d\rho^{I_{i}}(t)}{dt}\right|_{t=0}&\approx\frac{\overline{k}\beta_{i}}{N}(1-v_{i})[(1-v_{j})+\alpha_{i}v_{j}]\\ &\quad-\frac{\gamma_{i}}{N},\end{split} (11)

where k¯\overline{k} is the mean degree of the network. To ensure the failure of outbreaks for both diseases, the right-hand side of Eq. (11) should be less or equal to 0, because it is slightly larger than the left-hand side. Therefore, the following conditions should be met

Rv,1\displaystyle R_{v,1} =R0,1(1v1)[1(1α1)v2]1,\displaystyle=R_{0,1}(1-v_{1})[1-(1-\alpha_{1})v_{2}]\leq 1, (12)
Rv,2\displaystyle R_{v,2} =R0,2(1v2)[1(1α2)v1]1,\displaystyle=R_{0,2}(1-v_{2})[1-(1-\alpha_{2})v_{1}]\leq 1,

where R0,1=β1k¯γ1R_{0,1}=\frac{\beta_{1}\overline{k}}{\gamma_{1}} and R0,2=β2k¯γ2R_{0,2}=\frac{\beta_{2}\overline{k}}{\gamma_{2}}. R0,1R_{0,1} and R0,2R_{0,2} are the basic reproduction numbers for disease 1 and disease 2, respectively. If vi=1v_{i}=1, ρnIi(0)=ρnSi(0)=ρnRi(0)=0\rho_{n}^{I_{i}}(0)=\rho_{n}^{S_{i}}(0)=\rho_{n}^{R_{i}}(0)=0, disease ii can never spread out and Eqs. (12) still hold. Here Rv,iR_{v,i} is the expected number of infections caused by an individual infected with disease ii when the fractions of vaccinated individuals are v1v_{1} and v2v_{2} at the beginning. Note that this corresponds to Rv,i=R0,iR_{v,i}=R_{0,i} for v1=v2=0v_{1}=v_{2}=0. According to Eqs. (12), in order to prevent the outbreaks of both diseases, the following conditions should be met

v1\displaystyle v_{1} 11R0,1[1(1α1)v2],\displaystyle\geq 1-\frac{1}{R_{0,1}[1-(1-\alpha_{1})v_{2}]}, (13)
v2\displaystyle v_{2} 11R0,2[1(1α2)v1],\displaystyle\geq 1-\frac{1}{R_{0,2}[1-(1-\alpha_{2})v_{1}]},

From Eqs. (13), we observe that fewer vaccines for disease ii are needed to prevent the outbreak of disease ii if more nodes are vaccinated for disease jj (jij\neq i). When vj=1v_{j}=1 (all nodes are vaccinated for disease jj), vi11R0,iαiv_{i}\geq 1-\frac{1}{R_{0,i}\alpha_{i}}, indicating that the minimum fraction of nodes that should be vaccinated for disease ii to prevent the outbreak of disease ii is 11R0,iαi1-\frac{1}{R_{0,i}\alpha_{i}}. We define this value as

v~i=11R0,iαi.\tilde{v}_{i}=1-\frac{1}{R_{0,i}\alpha_{i}}. (14)

In the following, we consider the common scenario when R0,i>1R_{0,i}>1 and v~i0\tilde{v}_{i}\geq 0. The results can be easily extended to other scenarios.

Now we plot the full v2v1v_{2}-v_{1} phase diagram of the outbreak conditions for both diseases in Fig. 2. We adopt the same two-layer network setting as Fig. 1. As illustrated in Fig. 2, only points of (v1,v2v_{1},v_{2}) in region II can prevent the outbreaks of both diseases. The intersection (v^1,v^2)(\hat{v}_{1},\hat{v}_{2}) satisfies that

Refer to caption
Figure 2: Full v2v1v_{2}-v_{1} phase diagram for the same multiplex in Fig. 1. Region I: both diseases can outbreak; Region II: both diseases cannot outbreak; Region III: disease 1 cannot outbreak, while disease 2 can outbreak; Region IV: disease 2 cannot outbreak, while disease 1 can outbreak. The transition lines are computed from Eqs. (13). The intersection (v^1,v^2)(\hat{v}_{1},\hat{v}_{2}) is computed from Eqs. (16). Parameters are as in Fig. 1.
v^1\displaystyle\hat{v}_{1} =11R0,1[1(1α1)v^2],\displaystyle=1-\frac{1}{R_{0,1}[1-(1-\alpha_{1})\hat{v}_{2}]}, (15)
v^2\displaystyle\hat{v}_{2} =11R0,2[1(1α2)v^1].\displaystyle=1-\frac{1}{R_{0,2}[1-(1-\alpha_{2})\hat{v}_{1}]}.

Denote Δ=[1α2R0,11α1R0,2]2+α12α22+2α1α2[1α2R0,1+1α1R0,2]\Delta=[\frac{1-\alpha_{2}}{R_{0,1}}-\frac{1-\alpha_{1}}{R_{0,2}}]^{2}+\alpha_{1}^{2}\alpha_{2}^{2}+2\alpha_{1}\alpha_{2}[\frac{1-\alpha_{2}}{R_{0,1}}+\frac{1-\alpha_{1}}{R_{0,2}}],

v^1=12+α1Δ2α1(1α2)+1α12R0,2α1(1α2)12R0,1α1,v^2=12+α2Δ2α2(1α1)+1α22R0,1α2(1α1)12R0,2α2.\begin{split}\hat{v}_{1}&=\frac{1}{2}+\frac{\alpha_{1}-\sqrt{\Delta}}{2\alpha_{1}(1-\alpha_{2})}+\frac{1-\alpha_{1}}{2R_{0,2}\alpha_{1}(1-\alpha_{2})}\\ &\quad-\frac{1}{2R_{0,1}\alpha_{1}},\\ \hat{v}_{2}&=\frac{1}{2}+\frac{\alpha_{2}-\sqrt{\Delta}}{2\alpha_{2}(1-\alpha_{1})}+\frac{1-\alpha_{2}}{2R_{0,1}\alpha_{2}(1-\alpha_{1})}\\ &\quad-\frac{1}{2R_{0,2}\alpha_{2}}.\end{split} (16)

Next, we aim to identify the minimum vaccination cost that can prevent the outbreaks of both diseases. Denote C1C_{1} and C2C_{2} as the costs of vaccination per capita for disease 1 and disease 2, respectively. C1C_{1} and C2C_{2} are positive. The total vaccination cost is V=C1v1N+C2v2NV=C_{1}v_{1}N+C_{2}v_{2}N. Then, we formulate the following optimization problem

minimize V\displaystyle V (17)
subject to v111R0,1[1(1α1)v2],\displaystyle v_{1}\geq 1-\frac{1}{R_{0,1}[1-(1-\alpha_{1})v_{2}]},
v211R0,2[1(1α2)v1],\displaystyle v_{2}\geq 1-\frac{1}{R_{0,2}[1-(1-\alpha_{2})v_{1}]},
0v11,\displaystyle 0\leq v_{1}\leq 1,
0v21.\displaystyle 0\leq v_{2}\leq 1.

Since the slopes for v1v_{1} and v2v_{2} are both positive, the optimal vaccination program (v1v_{1}^{*}, v2v_{2}^{*}) is on the boundary of region II in Fig. 2.

On the solid line (the boundary between region II and region IV),

v1=11R0,1[1(1α1)v2]v_{1}=1-\frac{1}{R_{0,1}[1-(1-\alpha_{1})v_{2}]}

and v2[v^2,1]v_{2}\in[\hat{v}_{2},1], thus,

V=C1{11R0,1[1(1α1)v2]}N+C2v2N,V=C_{1}\{1-\frac{1}{R_{0,1}[1-(1-\alpha_{1})v_{2}]}\}N+C_{2}v_{2}N, (18)
d2Vdv22=2C1(1α1)2NR0,1[1(1α1)v2]3<0,\frac{\mathrm{d}^{2}V}{\mathrm{d}v_{2}^{2}}=-\frac{2C_{1}(1-\alpha_{1})^{2}N}{R_{0,1}[1-(1-\alpha_{1})v_{2}]^{3}}<0, (19)

Therefore, VV is a concave function of v2v_{2}. The optimal vaccination program (v1v_{1}^{*}, v2v_{2}^{*}) is either (v^1,v^2)(\hat{v}_{1},\hat{v}_{2}) or (v~1,1)(\tilde{v}_{1},1). Similarly, on the dotted line (the boundary between region II and region III), the optimal vaccination program (v1v_{1}^{*}, v2v_{2}^{*}) is either (v^1,v^2)(\hat{v}_{1},\hat{v}_{2}) or (1,v~2)(1,\tilde{v}_{2}). Overall, there are three potential scenarios of the optimal vaccination program: (1, v~2\tilde{v}_{2}), (v~1\tilde{v}_{1}, 1), and (v^1,v^2\hat{v}_{1},\hat{v}_{2}).

Comparing the values of VV on these points, we find that the value of (v1,v2)(v_{1}^{*},v_{2}^{*}) is determined by the following four nonnegative parameters:

L1\displaystyle L_{1} =1v^1,\displaystyle=1-\hat{v}_{1}, L2\displaystyle L_{2} =1v^2,\displaystyle=1-\hat{v}_{2}, (20)
L3\displaystyle L_{3} =v^1v~1,\displaystyle=\hat{v}_{1}-\tilde{v}_{1}, L4\displaystyle L_{4} =v^2v~2.\displaystyle=\hat{v}_{2}-\tilde{v}_{2}. (21)

If L1L2L3L4L_{1}L_{2}\geq L_{3}L_{4}, we have

L4L1L2+L4L1+L3L2L3,\frac{L_{4}}{L_{1}}\leq\frac{L_{2}+L_{4}}{L_{1}+L_{3}}\leq\frac{L_{2}}{L_{3}},

thus,

(v1,v2)={(1,v~2)C1C2<L4L1,(v^1,v^2)L4L1C1C2L2L3,(v~1,1)C1C2>L2L3.(v_{1}^{*},v_{2}^{*})=\left\{\begin{aligned} (1,\tilde{v}_{2})\quad&\frac{C_{1}}{C_{2}}<\frac{L_{4}}{L_{1}},\\ (\hat{v}_{1},\hat{v}_{2})\quad&\frac{L_{4}}{L_{1}}\leq\frac{C_{1}}{C_{2}}\leq\frac{L_{2}}{L_{3}},\\ (\tilde{v}_{1},1)\quad&\frac{C_{1}}{C_{2}}>\frac{L_{2}}{L_{3}}.\end{aligned}\right. (22)

If L1L2<L3L4L_{1}L_{2}<L_{3}L_{4}, we have

L4L1>L2+L4L1+L3>L2L3,\frac{L_{4}}{L_{1}}>\frac{L_{2}+L_{4}}{L_{1}+L_{3}}>\frac{L_{2}}{L_{3}},

thus,

(v1,v2)={(1,v~2)C1C2L2+L4L1+L3,(v~1,1)otherwise.(v_{1}^{*},v_{2}^{*})=\left\{\begin{aligned} (1,\tilde{v}_{2})\quad&\frac{C_{1}}{C_{2}}\leq\frac{L_{2}+L_{4}}{L_{1}+L_{3}},\\ (\tilde{v}_{1},1)\quad&\text{otherwise}.\end{aligned}\right. (23)

According to the criterion above, we can analytically derive the optimal vaccination program by substituting (v^1,v^2)(\hat{v}_{1},\hat{v}_{2}) and v~i\tilde{v}_{i} to Eq. (22) and Eq. (23). In Fig. 3, the optimal vaccination programs derived by analytical results are compared with the grid search with respect to different vaccine cost ratios C1C2\frac{C_{1}}{C_{2}} for different diseases. The agreement is high. In Fig. 3(a), R0,1=10R_{0,1}=10, R0,2=8R_{0,2}=8, α1=0.4\alpha_{1}=0.4, α2=0.2\alpha_{2}=0.2, so L1L2=0.0607>L3L4=0.0221L_{1}L_{2}=0.0607>L_{3}L_{4}=0.0221. As a result, there are three scenarios according to the vaccine cost ratio. In Fig. 3(b), R0,1=10R_{0,1}=10, R0,2=5R_{0,2}=5, α1=0.1\alpha_{1}=0.1, α2=0.2\alpha_{2}=0.2, so L1L2=0.0943<L3L4=0.3201L_{1}L_{2}=0.0943<L_{3}L_{4}=0.3201. As a result, there are two scenarios according to the vaccine cost ratio.

Refer to caption
Figure 3: Comparison of the optimal vaccination programs derived by analytical results and grid search with respect to different vaccine cost ratios C1C2\frac{C_{1}}{C_{2}} for different diseases. Here, analytical results are calculated based on Eq. (22) and Eq. (23). Parameters values (a) R0,1=10R_{0,1}=10, R0,2=8R_{0,2}=8, α1=0.4\alpha_{1}=0.4, α2=0.2\alpha_{2}=0.2; (b) R0,1=10R_{0,1}=10, R0,2=5R_{0,2}=5, α1=0.1\alpha_{1}=0.1, α2=0.2\alpha_{2}=0.2.

In summary, we investigate the optimal vaccination program that can prevent the outbreaks of two SIR type diseases with cross immunity at the minimum cost. We adopt MMCA to develop an optimization framework to identify the optimal vaccination programs in various epidemiological parameter settings. We analytically derive the optimal solutions and validate the results with MC simulations and grid search. This study provides clues to design effective and efficient vaccination programs where the cross immunity between multiple diseases exists. In particular, the world is facing critical challenges in confronting the coexistence of both the novel coronavirus (COVID-19) pandemic and other major infectious diseases Mateus et al. (2020). With limited resources, it is important to inform the model-driven vaccination programs that can contain multiple epidemics efficiently.

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