Computational and Mathematical Methods in Medicine

Volume 2019, Article ID 5409180, 8 pages

https://doi.org/10.1155/2019/5409180

## Numerical Study on Stochastic Diabetes Mellitus Model with Additive Noise

^{1}Fujian Center for Disease Control and Prevention, Fuzhou, Fujian 350002, China^{2}College of Computer and Information Science, Fujian Agriculture and Forestry University, Fuzhou 350002, China^{3}Department of Mathematics, Ningde Normal University, Ningde, Fujian 352100, China

Correspondence should be addressed to Zhifang Zhang; moc.361@1891fzgnahz and Qingyi Zhan; nc.ude.ufaf@7102nahz

Received 31 October 2018; Accepted 26 February 2019; Published 10 June 2019

Academic Editor: Esmaeil Ebrahimie

Copyright © 2019 Zhifang Zhang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

#### Abstract

This article focuses on the numerical analysis and simulation of the stochastic diabetes mellitus model with additive noise. The existence and uniqueness theorem of the solution under some appropriate assumptions is established. And, the mean square stability and convergence of numerical solutions are proposed, too. The practical use of these theorems is demonstrated in the numerical computations of the stochastic diabetes mellitus model and the value for the forecast of the tendency of diabetes mellitus in a given time.

#### 1. Introduction

At present, with the development of the society and the increment of the economy, diabetes mellitus is becoming more and more popular in the world. In fact, diabetes mellitus is the name given to a group of different conditions in which there is not the right amount of insulin to stabilize the amount of sugar in the body. As we know, there exist two forms of diabetes mellitus. Type I diabetes mellitus, which depends on insulin, most often occurs in young people, while type II diabetes mellitus, which does not depend on insulin, usually develops in the aged.

It is well known that there are many finished works which utilize two methods to investigate the diabetes mellitus in the view of mathematical model. One pays attention to microscopic action of the nosogenesis of diabetes mellitus and forms many mathematical models such as ordinary differential equations and partial differential equation (refer [1] and the references therein). Another takes account of the macroscopic case of the size of population of diabetes mellitus in a given time. This leads to insight into the control of diabetes mellitus, and with the current alarming increase in the incidence of the disease of a given considered region, this area has gained increased interest and importance.

However, due to many uncertainties or random influences, where these uncertainties come from the influence of diet, physical activity level, and the age dynamical distribution of population, noises should be taken into account. The existing deterministic mathematical models of diabetes mellitus [2] need to be revised so that it can simulate the fact more really. Therefore, we expand it to the case of stochastic differential equations (SDEs), whose applications describe many natural phenomena in meteorology, biology, and so on [3, 4]. As far as we know, till now, there has been little investigation of the diabetes mellitus mathematical model in the view of SDEs in the literature. Stochastic numerical analysis is still an interesting method of studying epidemic disease tendency of diabetes mellitus.

The main motivations of this work are twofold. On one side of the coin, the classical results about the deterministic mathematical model of diabetes mellitus are the base of this research. A variety of mathematical models have been used for different aspects of diabetes mellitus, and many important results, which can reveal the facts of diabetes mellitus, are obtained (refer [2, 5–9] and the references therein). On the other hand, it has been attracted by some random phenomena which often appear in the population dynamics of diabetes mellitus. These need numerical simulations to direct the control policy of diabetes mellitus. Furthermore, it is the fact that there exists our earlier work [10, 11] on stability analysis and numerical simulation of SDEs. For example, there are some work on numerical analysis of SDEs [11–15] and numerical simulation of SDEs [10]. These carry out the foundation of numerical analysis [16].

In this work, we first prove the existence and uniqueness theorem of the solution of the stochastic diabetes mellitus model under some assumptions. Then, the mean square stability and convergence are proposed. And, numerical examples are shown to illustrate the possibility of the stochastic mathematical model of diabetes mellitus and the value in the forecast of the tendency of diabetes mellitus in a given time. These results show that, under some appropriate conditions, SDEs can simulate the epidemic disease tendency of diabetes mellitus more accurately, whose value can be well estimated by the numerical approximative solution.

A more detailed outline of this paper is as follows. Section 2 shows some relevant concepts and norms which will be utilized later. Section 3 is devoted to the theoretical analysis of the stochastic diabetes mellitus model, that is, the existence of the solution, mean square stability, and convergence. Section 4 presents numerical experiments of the stochastic diabetes mellitus model in some given areas. Illustrative numerical results for the main theorem are included. Section 5 is addressed to the conclusions of this article.

#### 2. Preliminaries

##### 2.1. Generated Differential Equation Model

Here, we consider a stochastic model which can describe the dynamic behaviour of diabetes mellitus.

Let be a canonical Wiener space, be its natural normal filtration, and be a standard one-dimensional Brownian motion defined on the space . We assume that endowed with the compact-open topology. In the realization, , where , which means that the elements of can be identified with the paths of the Wiener process. Based on the conclusions of deterministic ordinary differential equations about diabetes mellitus in [1, 2], we consider a class of Itô SDEs in the form ofwhere ; the quantity of diabetes mellitus which has complications in a special research region at time *t* is written as , and ; is on behalf of the scale of the population which has diabetes mellitus in a special research region at time *t*, namely, . Here, presents the quantity of diabetes mellitus which has no complications in a special research region at time *t*; the morbidity of diabetes mellitus in a special research region at time *t* is represented as ; stands for the mortality rate, the chance of a diabetes mellitus person who is developing a complication is written as , the proportion whose complications are mended is shown as , the parameter presents the rate at which diabetic patients with complication become severely disable, the parameter shows the mortality rate due to complications, denotes the sum of the above parameters, and are functions with respect to *t*, which denote the uncertain influences [2].

##### 2.2. Basic Notations and Assumptions

We make use of the following notations which is similar to [11]:(i)Let be the space of all square-integrable random variables .(ii)The norm of a random variable is defined as(iii)The norm of a stochastic process is defined as where and .(iv)We define the norm of random matrix where *A* is a random matrix and is the operator norm.(v)Unless otherwise stated, the norms and are usually denoted as in sequels.

In this paper, we also make the following assumptions which are used for the theoretical analysis [11].

*Hypothesis 2.1. *(i)The initial values and are bounded; that is, for (ii)Assume that the function is continuous, measurable function and the function is continuous, too(iii)The functions *λ* and *θ* are globally bounded with respect to *t*. That is, there exists a positive constant *J* such that holds for (iv)The functions and are globally bounded. That is, there exists a constant such that holds for

##### 2.3. Equivalent Form

SDE (1) can be rewritten in the matrix-vector form as follows:where

We defineand By the conclusions in [3], SDE (1) generates a stochastic flow when the solution of SDE (1) exists uniquely, which is usually written as on the metric dynamical systems . The stochastic flow *φ* is given by

#### 3. Theoretical Results

##### 3.1. Existence of Equation (1)’s Solutions

The following result guarantees the existence of solutions for SDEs and is a direct consequence of Theorem 3.2.4 in [17].

Lemma 3.1. *Suppose that and are continuous and satisfy the following conditions for some constant L:*(i)

*for all and*(ii)

*for all and*(iii)

*Let be any -valued random variable such that and is independent of*

*Then, there exists a unique solution of the stochastic differential equation:**By the conclusions of Lemmas 3.1, we obtain the following theorem:**Theorem 3.2. Suppose that SDE (1) satisfies Hypothesis 2.1 and the initial conditions are given in Section 2.1.Then, SDE (1) has a uniqueness solution for all .*

*Proof. *In order to utilize Lemma 3.1 to this problem, we only need to check that the conditions of this theorem satisfy its three hypotheses.

First and foremost, Hypothesis (iii) obviously holds.

Secondly, by the assumptions of SDE (1), we obtain thatwhereIt follows from the definition of random matrix and Hypothesis 2.1(ii) that we obtainwhereBy the similar way, we can prove thatIt follows from the definition of random matrix and Hypothesis 2.1 (iii) that we obtainThis completes the check of the first hypothesis. Last but not least, it follows from Hypothesis 2.1 (iv) thatBy the same way, we can obtain that This completes the check of the second hypothesis.

Therefore, the conclusion of Theorem 3.2 follows from Lemma 3.1. The proof is finished.

*3.2. Mean-Square Asymptotical Stability*

*In this section, we investigate the mean-square uniformly asymptotic stability of the solution of SDE (1). The pullback method is a powerful tool to the proof of uniformly asymptotic stability. To be precise, let us introduce some related definition [18].*

*Definition 3.1. *The solution of SDE (1) is said to be mean-square asymptotically stable if, for any given , every other solution of SDE (1) satisfiesfor any bounded -measurable bounded initial values and , respectively, where .

*Theorem 3.3. Assume that for any initial values and , the coefficients of SDE (1) satisfy Theorem 3.2, then the solution of SDE (1) is mean-square asymptotically stable.*

* Proof. *First and foremost, let be another solution of SDE (1) and be an arbitrary constant. If , it follows from (9) and the method which is used to estimate [10] thatIt follows from the Cauchy–Schwarz inequality and the Lipschitz condition of the function

*b*that we haveThe Itô isometry and the global Lipschitz condition of the function

*B*imply thatBy the Gronwall inequality, there exists a number such thatwhereTherefore, by the fact that as , we obtain thatThen, by Definition 3.1, it is mean-square asymptotically stable.

This completes the proof.

*3.3. Mean-Square Convergence*

*The finite time interval is divided into N subintervals with the length . The exact solution of SDE (1) in has the form*

*The Euler–Maruyama scheme is applied to SDE (6), and we have the following formwhere and .*

*The Milstein scheme is applied to SDE (6), and we have the following form*

*The following result shows that the numerical approximation to the solution of SDE (1) is mean-square convergent to the exact solution of SDE (1) under some conditions.*

*Theorem 3.4. Assume that, for any initial value , the coefficients of SDE (1) satisfy Theorem 3.3; then, the numerical approximation to the solution of SDE (1) by Euler–Maruyama scheme and Milstein scheme is mean-square convergent, and the convergence order is 0.5.*

*Proof. *We are interested in the mean square convergence to zero of the errorwhere denotes the theoretical solution of SDE (1) at the time . From the expression of , we obtainThen, it implies thatwhereWe notice from the Cauchy–Schwarz inequality and the global Lipschitz condition of function *b* that we can obtainThen, the Itô isometry and the global Lipschitz condition of the function *B* imply thatIt follows from the Gronwall inequality that there exists a number such thatwhereBy the fact that tends to zero as , that is,we obtainTherefore, it is mean-square convergent, and the convergence order is 0.5. We have established the theorem.

*4. Numerical Experiments*

*4.1. Experimental Preparation*

*Based on the sampling statistical data from Fujian Province, PR China, shown in Table 1, we consider the following stochastic differential equations of diabetes mellitus:That is,which are obtained by the fitting method in a one-dimensional space of real numbers. And, due to the randomness of sampling data and the periodic property of the considered noise, the sine and cosine functions are used to control the intensity of the added noise.*