The novel coronavirus disease (COVID-19) pneumonia has posed a great threat to the world recent months by causing many deaths and enormous economic damage worldwide. The first case of COVID-19 in Morocco was reported on 2 March 2020, and the number of reported cases has increased day by day. In this work, we extend the well-known SIR compartmental model to deterministic and stochastic time-delayed models in order to predict the epidemiological trend of COVID-19 in Morocco and to assess the potential role of multiple preventive measures and strategies imposed by Moroccan authorities. The main features of the work include the well-posedness of the models and conditions under which the COVID-19 may become extinct or persist in the population. Parameter values have been estimated from real data and numerical simulations are presented for forecasting the COVID-19 spreading as well as verification of theoretical results.
11 November 2020 in Mathematical Modelling of Natural Phenomena
Coronavirus disease 2019 (COVID-19) poses a great threat to public health and the economy worldwide. Currently, COVID-19 evolves in many countries to a second stage, characterized by the need for the liberation of the economy and relaxation of the human psychological effects. To this end, numerous countries decided to implement adequate deconfinement strategies. After the first prolongation of the established confinement, Morocco moves to the deconfinement stage on May 20, 2020. The relevant question concerns the impact on the COVID-19 propagation by considering an additional degree of realism related to stochastic noises due to the effectiveness level of the adapted measures. In this paper, we propose a delayed stochastic mathematical model to predict the epidemiological trend of COVID-19 in Morocco after the deconfinement. To ensure the well-posedness of the model, we prove the existence and uniqueness of a positive solution. Based on the large number theorem for martingales, we discuss the extinction of the disease under an appropriate threshold parameter. Moreover, numerical simulations are performed in order to test the efficiency of the deconfinement strategies chosen by the Moroccan authorities to help the policy makers and public health administration to make suitable decisions in the near future.
Using the Laplace transform method and the convolution theorem, we introduce new and more general definitions for fractional operators with non-singular kernels, extending well-known concepts existing in the literature. The new operators are based on a generalization of the Mittag–Leffler function, characterized by the presence of a key parameter p. This power parameter p is important to enable researchers to choose an adequate notion of the derivative that properly represents the reality under study, to provide good mathematical models, and to predict future dynamic behaviors. The fundamental properties of the new operators are investigated and rigorously proved. As an application, we solve a Caputo and a Riemann–Liouville fractional differential equation.
We introduce a stochastic fractional calculus. As an application, we present a stochastic fractional calculus of variations, which generalizes the fractional calculus of variations to stochastic processes. A stochastic fractional Euler–Lagrange equation is obtained, extending those available in the literature for the classical, fractional, and stochastic calculus of variations. To illustrate our main theoretical result, we discuss two examples: one derived from quantum mechanics, the second validated by an adequate numerical simulation.
We prove a new Taylor’s theorem for generalized weighted fractional calculus with nonsingular kernels. The proof is based on the establishment of new relations for nth-weighted generalized fractional integrals and derivatives. As an application, new mean value theorems for generalized weighted fractional operators are obtained. Direct corollaries allow one to obtain the recent Taylor’s and mean value theorems for Caputo–Fabrizio, Atangana–Baleanu–Caputo (ABC) and weighted ABC derivatives.