Calculation of Epidemic First Passage and Peak Time Probability Distributions

SIAM/ASA Journal on Uncertainty Quantification, Volume 12, Issue 2, Page 242-261, June 2024.
Abstract. Understanding the timing of the peak of a disease outbreak forms an important part of epidemic forecasting. In many cases, such information is essential for planning increased hospital bed demand and for designing of public health interventions. The time taken for an outbreak to become large is inherently stochastic and, therefore, uncertain, but after a sufficient number of infections has been reached the subsequent dynamics can be modeled accurately using ordinary differential equations. Here, we present analytical and numerical methods for approximating the time at which a stochastic model of a disease outbreak reaches a large number of cases and for quantifying the uncertainty arising from demographic stochasticity around that time. We then project this uncertainty forwards in time using an ordinary differential equation model in order to obtain a distribution for the peak timing of the epidemic that agrees closely with large simulations but that, for error tolerances relevant to most realistic applications, requires a fraction of the computational cost of full Monte Carlo approaches.