Impact of Population Recruitment on the HIV Epidemics and the Effectiveness of HIV Prevention Interventions

Bull Math Biol (26) 78:257 29 DOI.7/s538-6-2-z ORIGINAL ARTICLE Impact of Population Recruitment on the HIV Epidemics and the Effectiveness of HIV Prevention Interventions Yuqin Zhao Daniel T. Wood 2 Hristo V. Kojouharov 3 Yang Kuang 4 Dobromir T. Dimitrov 2 Received: 9 February 26 / Accepted: 2 September 26 / Published online: 4 October 26 Society for Mathematical Biology 26 Abstract Mechanistic mathematical models are increasingly used to evaluate the effectiveness of different interventions for HIV prevention and to inform public health decisions. By focusing exclusively on the impact of the interventions, the importance of the demographic processes in these studies is often underestimated. In this paper, we use simple deterministic models to assess the effectiveness of pre-exposure prophylaxis in reducing the HIV transmission and to explore the influence of the recruitment mechanisms on the epidemic and effectiveness projections. We employ three commonly used formulas that correspond to constant, proportional and logistic recruitment and compare the dynamical properties of the resulting models. Our analysis exposes substantial differences in the transient and asymptotic behavior of the models which result in 47 % variation in population size and more than 6 percentage points variation in HIV prevalence over 4 years between models using different recruitment mechanisms. We outline the strong influence of recruitment assumptions on the impact of HIV prevention interventions and conclude that detailed demographic Yuqin Zhao and Daniel T. Wood have contributed equally to this work. This work is supported in part by NSF DMS-58529. DTD is partially supported by NIH-UM AI6867. B Dobromir T. Dimitrov ddimitro@scharp.org School of Mathematics, University of Minnesota, Minneapolis, MN, USA 2 Statistical Center for HIV/AIDS Research and Prevention (SCHARP), Fred Hutchinson Cancer Research Center, Seattle, WA, USA 3 Department of Mathematics, The University of Texas at Arlington, Arlington, TX, USA 4 Department of Mathematics and Statistics, Arizona State University, Tempe, AZ, USA

258 Y. Zhao et al. data should be used to inform the integration of recruitment processes in the models before HIV prevention is considered. Keywords Mathematical modeling HIV prevention Pre-exposure prophylaxis Population recruitment Mathematics Subject Classification 34K2 92C5 92D25 Introduction In the last decade, the HIV research focus moved toward development of prevention strategies and interventions. The field celebrated effective treatment options which almost eliminated mother-to-child transmission (Becquet et al. 29), proven reduction in male risk through circumcision (Gray et al. 27; Bailey et al. 27; Auvert et al. 25), as well as the advances in the treatment as prevention for serodiscordant couples (Cohen et al. 2). Recently, significant attention and hope is associated with the growing number of promising options for pre-exposure prophylaxis (PrEP) which when applied topically, in the form of gels, or taken as a daily pill (oral PrEP) substantially reduce the risk of HIV acquisition (Karim et al. 2; Grant et al. 2; Baeten et al. 22; Thigpen et al. 22; Choopanya et al. 23). Mathematical models have been extensively employed to provide insights into the effectiveness and cost-effectiveness of different prevention programs (Abbas et al. 27; Cremin et al. 23; Desai et al. 28; Dimitrov et al. 2, 2, 22; Grant et al. 2; Zhao et al. 23; Supervie et al. 2; Nichols et al. 23; Juusola et al. 22). Although focused on the intervention characteristics, such as efficacy mechanisms, roll out schedule, projected adherence and coverage, these analyses necessarily model the demographic processes in the population such as births, sexual maturation, mortality and migration. In a recent article, we argued that modeling efforts related to demographics deserve more attention (Dimitrov et al. 24). In this paper, we compare some common modeling assumptions related to population recruitment and investigate their influence on the epidemic dynamics and projected effectiveness of PrEP use. Almost, all models of HIV prevention interventions that have appeared in the scientific literature use either constant recruitment, assuming that a fixed number of individuals are joining the population per unit time (Wilson et al. 28; Supervie et al. 2; Sorensen et al. 22; Kato et al. 23; Dimitrov et al. 23b; Abbas et al. 23) or proportional recruitment, in which the number of newcomers is proportional to the population size (Vickerman et al. 26; Granich et al. 29; Bacaer et al. 2; Andrew et al. 2; Eaton and Hallett 24). In this study, we additionally consider logistic recruitment, assuming that the number of people who join the population increases with population size but saturates at specific level driven by resource limitations. We modify a model (Zhao et al. 23), previously used to project the impact of daily regimens of oral PrEP, to study the population dynamics and compare the efficacy of PrEP interventions under different recruitment assumptions. We demonstrate the impact of the recruitment assumptions using simple extensions of the classical SI model some of which have been already analyzed

Impact of Population Recruitment on the HIV Epidemics 259 (Korobeinikov 26; Hwang and Kuang 23; Berezovsky et al. 25). However, the comparison we present here is instrumental in understanding the importance of population recruitment which remains valid even when more complex models are employed. The paper is organized as follows. In the next two sections, population models in the absence and presence of PrEP intervention are formulated, their asymptotic behavior is analyzed and compared under different recruitment assumptions. In Sect. 4, the influence of the recruitment assumptions on the projected intervention impact is investigated through numerical simulations. The efficacy of the PrEP intervention is estimated by various metrics using HIV epidemics simulated in the absence of PrEP as a baseline. The paper concludes with a brief discussion. 2 Modeling HIV Epidemics in Absence of PrEP We first study the impact of three different assumptions about the recruitment rate on the population dynamics in the absence of PrEP. We consider the following model: ds di = f (N) β SI N S = β SI N ( + d)i. () with S() = ( P)N and I () = PN, where P is the initial HIV prevalence in the initial population of size N. Here, the total population N is divided into two major classes, susceptibles (S) and infected (I ). Frequency-dependent transmission is assumed and the cumulative HIV acquisition risk per year β is calculated based on the HIV risk per act (β a ) with a HIV-positive partner and the average number of sex acts per year (n): β = ( β a ) n. Individuals join the population, i.e., become sexually active, at a rate f (N). We explore the effects of the following three different recruitment types: f C (N) = Λ, f P (N) = rn and f L (N) = rn( K N ) corresponding to constant, proportional to size and logistic entrance rate, respectively. The values of the parameters have been identified from the literature or by fitting the simulated HIV dynamics to available empirical data. All model parameters are described in Table. We are primarily interested in the projections of HIV prevalence which is estimated and reported periodically in the scientific literature as statistical data. Therefore, we focus on the dynamics of the fractions of susceptible ( s = N S ) and infected ( i = I N = s ) individuals projected by Model (). The following propositions describe the asymptotic behavior of Model () without PrEP under different recruitment mechanisms. They summarize results that have been presented in published studies (Korobeinikov 26; Hwang and Kuang 23; Berezovsky et al. 25).

26 Y. Zhao et al. Table Model parameters Parameter Description Baseline value References N Initial population size 27, 72, 43 Africa (22) P Initial HIV prevalence 6.6 % Africa (22) Λ Constant recruitment: fixed number of individuals who become sexually active annually 6 Africa (22) r Proportional and logistic recruitment: annual rate of individuals who become sexually active as a proportion of the total population Λ N Λ N ( N K ) Calculated to ensure comparability K Population carrying capacity 9 7 Assumed β a HIV acquisition risk per act.27 % Boily et al. (29) n Average number of sexual acts per year 8 Wawer et al. (25), Kalichman et al. (29) β Annual HIV acquisition risk in partnership with infected individual Annual departure rate based on background mortality and average time to remain sexually active 9.5 % Calculated from β a and n 2.5% UNAIDS (29) d Annual rate of progression to AIDS 2.5% Morgan et al. (22), Porter and Zaba (24) k α s Proportion of the new recruits using PrEP Efficacy of PrEP in reducing susceptibility per act 2 % Assumed 5 % Karim et al. (2), Baeten et al. (22) Proposition All solutions of Model () with nonnegative initial conditions and constant recruitment { f C (N) } = Λ are nonnegative and bounded with total population size N(t) max N, Λ. If the basic reproduction number R = β +d <, then the model has a unique disease-free equilibrium E df = ( Λ,) which is globally stable (see Fig.a, Region ). When R >, the disease-free equilibrium ( (E df ) is unstable and the ) model possesses a unique endemic equilibrium E = β d Λ, (β d) (R )Λ which is globally stable (Region 2). Proposition 2 All solutions of Model () with nonnegative initial conditions and proportional recruitment f P (N) = r N are nonnegative. The unique steady state, E ext = (, ), of the model corresponds to population extinction. A solution of () either approaches E ext or the population size grows unbounded under endemic or disease-free conditions, depending on parameter values as follows (see Fig.b):

Impact of Population Recruitment on the HIV Epidemics 26 (a) Transmission rate (β) Biffurcation diagram of the model with constant recruitment 2 (b) Transmission rate (β) Biffurcation diagram of the model with proportional recruitment β=d(+d)/(+d r) 2 β=r+d 4 3 +d +d Constant recruitment (Λ) +d Recruitment rate (r) (c) Transmission rate (β) +d Biffurcation diagram of the model with logistic recruitment β=d(+d)/(+d r) 2 4 3 (d).8.6.4.2 Absolute difference in endemic HIV prevalence..2..2.3.4.5.2.3.4.5.4.7.5 +d Recruitment rate (r)..2.3.4.5 Recruitment rate (r) Fig. Bifurcation diagrams of models employing different recruitment functions in the absence of PrEP: a constant; b proportional; c logistic. Parameter regions in the plane of recruitment rate (Λ or r) and transmission rate (β) correspond to: disease-free equilibrium, 2 endemic equilibrium, 3 population extinction in the absence of HIV and 4 population extinction under the pressure of HIV. d Absolute difference in equilibrium HIV prevalence projected by models with constant/logistic and proportional recruitment when all other parameters are fixed at values in Table (Color figure online) When r <, all solutions are bounded and the population compartments (S(t), I (t)) (, ). The extinction steady state (E ext ) is stable, and the population goes extinct even in the absence of HIV (Region 3); When r >and β<r + d, the extinction steady state (E ext ) is unstable and the population size grows unbounded with population fractions (s(t),i(t)) (, ) which corresponds to a disease-free equilibrium prevalence (Region ); When <r <+ d and r + d <β< (+d)d +d r, the extinction steady state (E ext) is unstable and ( the population ) size grows unbounded with population fractions (s(t), i(t) r β d, β d r. Endemic equilibrium prevalence (Region 2); When <r <+ d and β> (+d)d +d r, all solutions are bounded, (S(t), I (t)) ( ) (, ) with population fractions (s(t),i(t) r β d, β d r. The extinction

262 Y. Zhao et al. steady state (E ext ) is stable where population extinction is caused by HIV (Region 4); When r >+ d and β>r + d, the extinction steady state (E ext ) is unstable and the population size grows unbounded with population fractions (s(t), i(t) ( r β d, r β d ). Endemic equilibrium prevalence (Region 2); Proposition 3 All solutions of Model () with nonnegative initial conditions and logistic recruitment f L (N) = rn ( K N ) are nonnegative. The model has three possible steady states: population extinction E ext = (, ), disease-free E df = ( r r K, ) ( ) and endemic E = r d R ( ) r K R, R R which exchange stability as follows (see Fig.c): When r <, the disease-free (E df ) and the endemic (E ) equilibria do not exist. The extinction steady state (E ext ) is globally stable. The population goes extinct even in the absence of HIV (Region 3); When r >and β<+ d, the endemic equilibrium (E ) does not exist. The disease-free steady state (E df ) is globally stable, while the extinction steady state (E ext ) is unstable (Region ); When <r <+ d and + d <β< (+d)d +d r, all three equilibria exist. The endemic steady state (E ) is globally stable, while the extinction (E ext ) and the disease-free (E df ) equilibria are unstable (Region 2); When <r <+ d and β> (+d)d +d r, the endemic equilibrium (E ) does not exist. The extinction steady state (E ext ) is globally stable, while the disease-free (E df ) equilibrium is unstable. The population goes extinct under the pressure of HIV (Region 4); When r >+ d and β>+ d, all three equilibria exist. The endemic steady state (E ) is globally stable, while the extinction (E ext ) and the disease-free (E df ) equilibria are unstable (Region 2); Table 2 summarizes and compares the long-term dynamics of Model () under various recruitment assumptions. It shows that different recruitment mechanisms support different epidemic outcomes. Population always survives under constant recruitment, while extinction, both independent of HIV and under HIV pressure, is possible when the proportional or the logistic recruitment is assumed. Furthermore, the shape and size of the biologically relevant regions of disease-free and endemic conditions are different for different mechanisms. Notice that even when all models stabilize at endemic equilibrium the HIV prevalence under the the logistic and the constant recruitment is greater compared to under the proportional recruitment (see Fig. d). Moreover, assuming that the endemic equilibrium is stable, the asymptotic HIV prevalence is completely independent of the recruitment rate assumed under constant/logistic mechanism, which is not case for the model with proportional recruitment. It should be noted, however, that under logistic recruitment, the existence conditinos of the endemic equilibrium are dependent on the recruitment rate. Finally, unbounded projections, implying unlimited population growth, are featured under the proportional recruitment only.

Impact of Population Recruitment on the HIV Epidemics 263 Table 2 Asymptotic behavior of the epidemic model () in the absence of PrEP under different recruitment assumptions Recruitment type Parameter conditions Epidemic outcome HIV prevalence at equilibrium Trajectory Constant β<+ d Disease free Bounded β>+ d Endemic +d β Bounded Proportional r >, β<r + d Disease free Unbounded r + d <β< (+d)d +d r Endemic β d r Unbounded β> (+d)d +d r Extinction under HIV pressure Bounded r < Extinction in the absence of HIV Bounded Logistic r >, β<+ d Disease free Bounded + d <β< (+d)d +d r Endemic +d β Bounded β> (+d)d +d r Extinction under HIV pressure Bounded r < Extinction in the absence of HIV Bounded 3 Modeling HIV Epidemics in the Presence of PrEP Next, we investigate the influence of the different recruitment mechanisms on the asymptotic dynamics of models that include PrEP interventions by considering the following system of differential equations: ds p ds di with initial conditions: = kf(n) ( α s )β S p I N = ( k) f (N) β SI N S = β SI N + ( α s)β S p I N S p ( + d)i (2) S p () = k( P)N S() = ( k)( P)N I () = PN, where P is the initial HIV prevalence, N is the initial population size and k is the coverage of PrEP among susceptible individuals. Here, the population is divided into three major classes, according to their HIV and PrEP status: susceptible individuals who do not use PrEP (S); susceptible PrEP users (S p ); and infected individuals (I ). A constant proportion k of the new recruits are assumed to start using PrEP. The same proportion of the susceptible individuals start on PrEP initially. Since PrEP provides imperfect protection against HIV, some of the PrEP users become infected. The risk of drug resistance emergence among infected PrEP users has been discussed in the

264 Y. Zhao et al. HIV prevention community (Dimitrov et al. 22, 23a; Supervie et al. 2, 2), and wide-scale PrEP interventions will likely include periodic HIV screening of all prescribed users. Therefore, we assume that PrEP users stop using the product after acquiring HIV and all infected individuals accumulate in the compartment (I ). Again, we explore the effects of the three different recruitment formulas: f C (N) = Λ, f P (N) = rn and f L (N) = rn ( K N ) corresponding to constant, proportional to size and logistic entrance rate. The basic reproduction number of Model (2) isgivenbyr = ( k)r (S) + kr (S p ) ( k) β +d + k ( α s)β +d = ( α sk)β +d. Proposition 4 All solutions of Model (2) with nonnegative initial conditions and constant recruitment f C (N) = Λ are nonnegative and ( bounded. If R <, then the model has unique disease-free equilibrium E df = k Λ, k ) Λ, which is locally +d, then E df is globally stable. If stable (see Fig. 2a, Region ). Further, if R < R >, then E df is unstable and the model possesses unique endemic equilibrium E which is locally stable (Region 2) and satisfies: ( Λ(Λ di E ) = where I is a solution of in the interval (, Λ d k Λ + (( α s )β d)i, Λ(Λ di ) F(I ) β d k Λ + (β d)i, I βi Λ di kλ ( α s )β I + Λ di = ), ). The HIV prevalence associated with E is i const = I Λ di. Proposition 5 All solutions of Model (2) with nonnegative initial conditions and proportional recruitment f P (N) = r N are nonnegative. The unique steady state E ext = (,, ) of the model implies population extinction. A solution of (2) either approaches E ext or the population size grows unbounded under endemic or disease-free conditions, depending on different parameter values as follows (see Fig.2b): When r <, all solutions are bounded and (S p (t), S(t), I (t)) (,, ). The extinction steady state (E ext ) is stable, and the population goes extinct even in the absence of HIV (Region 3); Whenr >and β< r + d α s k, the extinction steady state (E ext) is unstable and the population size grows unbounded with population fractions (p(t), i(t)) (k, ) corresponding to disease-free equilibrium prevalence (Region ); When <r <+ d and r + d α s k <β< β, the extinction steady state (E ext ) is unstable and the population size grows unbounded with population fractions (p(t), i(t)) (plin, i lin ). Endemic equilibrium prevalence (Region 2);

Impact of Population Recruitment on the HIV Epidemics 265 (a) Biffurcation diagram of the model with constant recruitment (b) Biffurcation diagram of the model with proportional recruitment Transmission rate (β) 2 β = + d α s k 3 4 β = β = β r + d α s k 2 Constant recruitment (Λ) + d Recruitment rate (r) (c) Biffurcation diagram of the model with logistic recruitment (d) Absolute difference in endemic HIV prevalence 3 4 β = β β = 2 + d α s k.8.6.4..2.2...3.4.2.3.5.4.3.6.5.4.6.7.5.2 + d Recruitment rate (r)..2.3.4.5 Recruitment rate (r) Fig. 2 Bifurcation diagrams of models in presence of PrEP employing different recruitment functions: a constant; b proportional; c logistic. Parameter regions in the plane of recruitment rate (Λ or r) and transmission rate (β) correspond to: disease-free equilibrium, 2 endemic equilibrium, 3 population extinction in the absence of HIV and 4 population extinction under the pressure of HIV. d Absolute difference in equilibrium HIV prevalence projected by models with constant/logistic and proportional recruitment when all other parameters are fixed at values in Table (Color figure online) When < r < + d and β > β, all solutions are bounded and (S p (t), S(t), I (t)) (,, ). The extinction steady state (E ext ) is stable where population extinction is caused by HIV (Region 4); When r >+ d and β> r + d α s k, the extinction steady state (E ext) is unstable and the population size grows unbounded with population fractions ( p(t), i(t)) (plin, i lin ). Endemic equilibrium prevalence (Region 2); Here, β is the solution of the Eq. (8) derived in Appendix. As before p = S p N and i = N I represent the fractions of susceptibles PrEP users and infected individuals projected by Model (2) and (plin, i lin ) is the corresponding endemic equilibrium of the fractional model (4) (5) derived in Appendix.

266 Y. Zhao et al. Proposition 6 All solutions of Model (2) with nonnegative initial conditions and logistic recruitment f L (N) = rn ( K N ) are nonnegative and bounded. The model has three possible equilibria corresponding to population extinction E ext = (,, ), disease-free E df = ( k r r K,( k) r r K, ) and endemic E = (S p, S, I ) = (plog N,( plog i log )N, ilog N ), where (plog, i log, N ) is the the equilibrium of the fractional model (9) derived in Appendix. These steady states exchange stability as follows (see Fig.2c): When r <, the disease-free (E df ) and the endemic (E ) equilibria do not exist. The extinction steady state (E ext ) is globally stable. The population goes extinct even in the absence of HIV (Region 3); When r >and β< + d α s k, the endemic equilibrium (E ) does not exist. The disease-free steady state (E df ) is locally stable, while the extinction steady state (E ext ) is unstable (Region ); When <r <+ d and + d α s k <β< β, the endemic steady state (E )is stable, while the extinction (E ext ) and disease-free (E df ) equilibria are unstable (Region 2); When <r <+dand β> β, the endemic equilibrium (E ) does not exist. The extinction steady state (E ext ) is stable, while the disease-free (E df ) is unstable. The population extincts under the pressure of HIV (Region 4); When r >+ d and β> + d α s k, the endemic steady state (E )isstable,while the extinction (E ext ) and disease-free (E df ) equilibria are unstable (Region 2); Moreover, the HIV prevalence associated with Model (2) under logistic and constant recruitment is the same, i.e., ilog = i const. The results on the stability of the endemic equilibrium (E ) are only verified numerically. Similar to the case without PrEP, different recruitment mechanisms yield a difference in the boundedness of the solutions and support different sets of epidemic outcomes with unequal HIV prevalence separated by different parameter conditions (Table 3). The addition of PrEP does not change the shape of the regions with alternative epidemic outcome but rather complicates their boundary conditions. Notice that if the endemic equilibria are stable for the models under logistic and constant recruitment, the asymptotic HIV prevalence projected by those two models is the same, while the HIV prevalence under the proportional recruitment is lower compared to models with constant/logistic recruitment (Fig. 2d). Our analysis shows that assuming the endemic equilibrium is stable, the asymptotic HIV prevalence under constant and logistic mechanisms is independent of the recruitment rate (for proof, see Appendix ), but not if the proportional mechanism is employed. However, the existence conditions of the endemic equilibrium under logistic recruitment is dependent on the recruitment rate.

Impact of Population Recruitment on the HIV Epidemics 267 Table 3 Asymptotic behavior of the epidemic models in the presence of PrEP (2) under different recruitment assumptions Recruitment type Parameter conditions Epidemic outcome HIV prevalence at equilibrium Trajectory Constant β< +d α s k Disease free Bounded β> +d α s k Endemic iconst Bounded Proportional r >, β< α r+d s k Disease free Unbounded r+d α s k <β< β Endemic ilin Unbounded β> β Extinction under HIV pressure Bounded r < Extinction in the absence of HIV Bounded Logistic r >, β< +d α s Disease free Bounded +d α s k <β< β Endemic ilog Bounded β> β Extinction under HIV pressure Bounded r < Extinction in the absence of HIV Bounded 4 Public Health Impact of PrEP Interventions The asymptotic behavior of the models described in the previous section is informative for the ability of the PrEP intervention to alter the course of the HIV epidemic in the long term. However, in reality the efficacy of PrEP is evaluated over specific initial period (up to 5 years) often by different quantitative metrics. We have demonstrated in previous work that the choice of evaluation method may influence the conclusions of the modeling analyses (Zhao et al. 23). Here, we quantify the impact of PrEP interventions using four indicators borrowed from published modeling studies (see Table 4) and compare the influence of the recruitment mechanisms on the impact projected with each indicator. The fractional indicator (F I ) measures the intervention efficacy as the proportion of the expected infections in the scenario without PrEP prevented when PrEP is used. The prevalence (P I ) and incidence (ai I ) indicators measure the reduction in the projected HIV prevalence and incidence due to PrEP use, respectively. The last indicator ( Fˆ I ) estimates the reduction in the number of infected individuals at any given time and correlates with the economic burden of the HIV epidemic on the public health system at community and state level since the money allocated for HIV treatment is proportional to the absolute number of infected individuals. To track the cumulative number of new infections over time, we add the following equation to Model (): d(i New = β SI N, and similarly to Model (2):

268 Y. Zhao et al. Table 4 Evaluating the efficacy of PrEP intervention over a period of T years Indicator Description Formula* F I (T ) Fraction of infections prevented over the period [, T ] [I New(T )] P [I New (T )] [ ] I (T ) S P I (T ) Reduction in HIV prevalence at time t = T p (T )+S(T )+I (T ) [ ] P I (T ) S(T )+I (T ) [ ] INew (T ) I New (T ) S ai I (T ) Reduction in the HIV incidence for the period p (T )+S(T ) [ ] P INew (T ) I [T, T ] New (T ) S(T ) ˆ F I (T ) Proportion reduction in the number of infected at time t = T [I (T )] P [I (T )] * [ ]Denotes variables from the model without PrEP () while [ ] P variables from the model with PrEP (2) d(i New ) = β SI N + ( α s)β S p I N. Numerical solutions of the models are obtained under different recruitment mechanisms f (N) keeping all the remaining parameters the same. We assume that the annual influx of people in the population is,, initially which is the approximate number of 5 year olds in 2 in the Republic of South Africa. We calculate the corresponding parameter values to ensure comparable recruitment for each mechanism. As a result, Λ = 6 is used for the model with constant recruitment, r = 6 for the model with proportional recruitment and r = 6 K N (K N ) with K = 9 7 for the model with logistic recruitment, where N = 27, 72, 43 is the initial population size representative for the 5- to 49-year-old population in South Africa (see Table 5). The resulting population dynamics over 2 years under scenarios with and without PrEP are presented in Fig. 3. Note that with identical initial recruitment and using the same values for all other parameters, the population dynamics substantially diverge over the simulated period. In the absence of PrEP, the population suffers the smallest decrease in size (33 %) under the constant recruitment scenario because the diseaserelated mortality does not impact the influx of newly susceptible people (Fig. 3a, c, e). In comparison, the population loses 94 % and almost % over 2 years under the logistic and proportional recruitment scenarios. In addition to the population size, the proportion of infected individuals is affected as well. Assuming an initial HIV prevalence of 6.6 %, the models predict that the HIV prevalence will raise to 24 % with constant, 29 % with logistic and 49 % with proportional recruitment (Fig. 3g). The results do not change qualitatively if 2 % of the population use PrEP. Naturally, for all recruitment methods the projected number of susceptible individuals is larger compared to the scenario without PrEP. However, the model with constant recruitment also projects smaller number of infected individuals versus the scenario without PrEP, while the other methods show substantial increase in infected individuals due to the fact that healthier population size is preserved when PrEP is used. The relative order N

Impact of Population Recruitment on the HIV Epidemics 269 Table 5 Age-structured population for the Republic of South Africa Age/year 2 23 24 25 26 27 28 29 2 2 5 9 4982 5263 4924 4898 4938 4976 553 524 5226 575 2 24 4295 4392 4679 462 4654 4675 4784 492 59 49 25 29 3935 4 4292 42 427 4336 4367 4424 459 4598 3 34 334 3422 3696 3762 3842 3864 394 3888 436 44 35 39 372 327 285 278 2842 2972 347 3282 3465 36 4 44 269 2794 2537 2483 2428 24 239 2443 2524 263 45 49 287 2242 224 287 225 2222 224 226 223 2245 T(5 49) 24,33 25,43 25,95 24,943 25,9 25,446 25,995 26,433 27,9 27,72 P(5 49).6.62.62.62.66.65.64.64.65.66 HIV-T 3893 42 482 44 48 4994 4263 4335 4458 45 SUS-T 2,438 2,3 2,4 2,92 2,8 2,247 2,732 22,98 22,56 22,662

27 Y. Zhao et al. (a) Models in absence of PrEP 6 6 (b) 6 6 Models in presence of PrEP Infected 4 2 4 2 25 2 25 22 25 2 25 22 (c) 7 3 (d) 3 7 Susceptibles 2 2 25 2 25 22 25 2 25 22 (e) Total population (g) 7 3 2 25 2 25 22 (f) (h) 3 7 2 25 2 25 22 HIV prevalence(%) 4 2 25 2 25 22 Time (years) 4 2 25 2 25 22 Time (years) Fig. 3 Population dynamics over 2 years for models with different recruitment rates: constant (solid blue lines), proportional (dashed dot red lines) and logistic (dashed black lines). Initial recruitment and parameter values unrelated to recruitment are kept the same across the models (see Table ) (Color figure online) of the projected population size by recruitment mechanism remains the same (Fig. 3b, d, f). However, the dynamics predicted with logistic recruitment (dashed black lines) tend to stay closer to those with constant recruitment (solid blue lines) which was not the case when PrEP is not used. PrEP leads to significant reduction in HIV prevalence

Impact of Population Recruitment on the HIV Epidemics 27 Effectiveness indicators (a) (b).8.8 P I.6.4 ai I.6.4.2.2 25 2 25 22 25 2 25 22 (c) (d).8.8 F I.6.4.2 ˆFI.6.4.2 25 2 25 22 Time (years) 25 2 25 22 Time (years) Fig. 4 PrEP effectiveness over 2 years projected by models with different recruitment rates: constant (solid blue lines), proportional (dashed dot red lines), and logistic (dashed black lines). Initial recruitment and parameter values unrelated to recruitment are kept the same across the models (see Table ) (Color figure online) under all recruitment scenarios. Although the model with proportional recruitment is still most pessimistic on a long term with respect to HIV prevalence (8 %), the other two mechanisms result in comparable projections of 3 %. Note that the infected proportion under constant recruitment remains smaller for at least 5 years compared to logistic recruitment, but after that the projections reverse (Fig. 3h). The impact of the recruitment on the projected PrEP efficacy is shown in Fig. 4. The choice of recruitment mechanisms shows no substantial impact over the initial period of 2 3 years but results in up to 8 % difference in predicted reduction in HIV prevalence and incidence in longer term (Fig. 4a, b). The model using proportional recruitment is most optimistic predicting 64 % reduction in HIV prevalence and 68 % in HIV incidence, respectively, over 2 years. Conversely, the model with constant recruitment projects largest fraction of infection prevented (Fig. 4c). Interestingly, the same indicator projects negative overall PrEP impact of the models with proportional and logistic recruitment after 2 and 3 years. It is the result of the critical decline in population size under the scenario without PrEP which limits the number of HIV infections in the long term.

272 Y. Zhao et al. Models in absence of PrEP (data fit) (a) 6 5 (b) 5 Infected 4 3 2 data HIV prevalence(%) 4 3 2 25 2 25 22 25 2 25 22 (c) 7 2 (d) 7 2.5 Susceptibles.5.5 Total population 2.5.5 25 2 25 22 Time (years) 25 2 25 22 Time (years) Fig. 5 Population dynamics for models with different recruitment rates: constant (solid blue lines), proportional (dashed dot red lines) and logistic (dashed black lines). Initial recruitment and parameter values unrelated to recruitment are generated from data fitting (see Table 6) (Color figure online) Finally, we simulated the HIV epidemics by fitting the models with different recruitment rates to -year demographic and epidemic data representative for the Republic of South Africa (Africa 22). Parameters values (Table 6) were determined to minimize a least square error between projected population and data (the number of susceptible and infected individuals) in the absence of PrEP following the approach proposed in a previous study (Zhao et al. 23). The relative short duration of the fitted period did not allow for significant difference in the best fit parameters across models. As a result, the predictions of HIV dynamics and PrEP effectiveness with that best fit parameter sets (see Figs. 5 and 6) were qualitatively similar to the simulations with fixed parameter sets (Figs. 3 and 4). 5 Discussion Mathematical models are frequently used to estimate the expected efficacy of different interventions for HIV prevention under various epidemic settings. In this study,

Impact of Population Recruitment on the HIV Epidemics 273 Effectiveness indicators, fitted epidemic (a) (b).8.8.6.6 (c) (d).8.8.6.6 F I ˆFI P I ai I.4.4.2.2 25 2 25 22 25 2 25 22.4.4.2.2 25 2 25 22 Time (years) 25 2 25 22 Time (years) Fig. 6 PrEP effectiveness over 2 years for models with different recruitment rates: constant (solid blue lines), proportional (dashed dot red lines) and logistic (dashed black lines). Initial recruitment and parameter values unrelated to recruitment are generated from data fitting (see Table 6) (Color figure online) we demonstrated that the modeling assumptions regarding population recruitment can have a strong influence on the projected course of the HIV epidemic and as a result can impact the projected success of any planned interventions. We considered models equipped with three distinct recruitment mechanisms (constant, proportional and logistic) and studied their behavior. Our analysis showed that the three models possess qualitatively different dynamic characteristics. The susceptible and infected populations stabilize in size to their respective equilibria under any feasible combination of parameters when constant recruitment is assumed. This model supports only two long-term outcomes corresponding to a disease-free and an endemic equilibrium, respectively. In comparison, the proportional and the logistic recruitment support four long-term outcomes including a disease-free equilibrium, an endemic equilibrium, an equilibrium corresponding to population extinction under the pressure of HIV and an equilibrium corresponding to population extinction in the absence of HIV. The parameter conditions where the transitions between asymptotic states occur (i.e., the bifurcation points) are the same for these two models but different from those for the model with the constant recruitment. On the other hand, the constant and the logistic model share an endemic fractional equilibrium which is different from the proportional model, i.e., they project different HIV prevalence in the long term. Somewhat

274 Y. Zhao et al. unexpected, the recruitment rate has no influence on the asymptotic HIV prevalence when endemic equilibrium is reached under the constant and the logistic mechanisms while being of importance if the proportional mechanism is employed. As a result, the simulations of HIV epidemics with the three models over 2 years show large discrepancies in the population size and HIV prevalence under identical initial conditions and forces of infection. The projected HIV prevalence varies from 24 %, under constant recruitment, to 49 %, under proportional recruitment. In addition, a significant difference in the reduction in HIV prevalence and incidence (almost 2 %) is predicted when 5 % effective PrEP is used by 2 % of the population. Over the entire simulated period, the proportional recruitment provides the most optimistic estimates of the PrEP effectiveness in terms of a prevalence reduction, while the constant recruitment predicts a larger fraction of infections prevented. The models that we used to illustrate the importance of the recruitment mechanisms were purposely simple as to allow us for a more comprehensive analytical work. However, we believe that the same or even stronger impact of the choice of a recruitment treatment exists for compartmental models with higher level of complexity because the integration of the demographic processes such as births, sexual maturation and immigration remains the same. As a result, the differences in population size and distribution, which arise from the decision regarding recruitment, propagate into the epidemic dynamics and affect the intervention effectiveness. It can be argued that regardless of the differences in the dynamic behavior, all three models agree in their efficacy projections over 2 3 years, which is the usual period over which the interventions are evaluated. However, often the models are run for extended periods (till endemic equilibrium is reached) in order to simulate mature epidemics and the intervention is introduced afterward (Boily et al. 24; Abbas et al. 27). The key message of this analysis is that the way the recruitment is incorporated in the models impacts the HIV epidemic and may have a significant effect on the projected efficacy of different HIV interventions. Demographic data, including statistics on births and age-specific mortality, should be used to inform the modeling mechanisms before HIV prevention is considered. Our future research plans include exploring the importance of population recruitment and departure within both, compartmental- and individual-based, modeling frameworks. Appendix : Proofs of Main Results Proof of Proposition Positivity and boundedness of the solutions can be easily proved. Then, periodic solutions can be excluded by Dulac s criteria. Let P(S, I ) := ds and Q(S, I ) := di, then S SI P + Q I SI = Λ S 2 I <. ( Model () with constant ( recruitment f C (N) ) has two possible steady states E df = Λ,) and E = β d Λ, β d (R )Λ, where R = β +d. Notice that E (positive steady state) exists if and only if R >.

Impact of Population Recruitment on the HIV Epidemics 275 The eigenvalues of the Jacobian evaluated at E df are λ = <and λ 2 = ( + d)(r ) which implies that E df is locally stable when R < and unstable when R >. For the eigenvalues of the Jacobian evaluated at E,itistruethatλ + λ 2 = (+d) ( R +d ) < and λ λ 2 = (+d)[β(r ) 2 +R (R )] > which implies that E is locally stable when exists. Finally by the Poincaré Bendixson theorem, we have the following results: when R <, E df is globally stable and E does not exist; when R >, E is globally stable and E df is unstable. Proof of Proposition 2 The positivity of the solutions of Model () with proportional recruitment f P (N) can be easily proved. The equation for the total population size dn = ds + di = rn S (+d)i = (r )N di (r )N implies that N(t) extinction if r <. It is clear that the extinction occurs even in the absence of HIV (I = ) when the first equation of Model () becomes ds = (r )S. Next, we study the case when r >. We analyze the following fractional form of Model () with proportional recruitment f P (N): ds =[r (β d)s]( s) dn =[r d( s)]n i = s. Notice that the first equation is independent of N which allow us to study s(t) directly in the biologically feasible region { s }. Since s() (, ), then lim s(t) = (and lim i(t) = ) if: t t β<dor β>dand β d r. Combined, these two cases imply that if β<r +d, then each solution of the fractional model approaches disease-free equilibrium. Under this condition, the population size grows unbounded. Alternatively, if β>r + d, all solutions of the fractional model approach the endemic equilibrium with lim s(t) = r t β d and lim i(t) = r t β d. The equation for the population size N(t) implies that in this case, the population extinction under HIV pressure will be caused if ( + d r)β > ( + d)d. Therefore, the population is endangered only if r <+ d and β< (+d)d +d r. Proof of Proposition 3 The region {S, I, S + I K } is positive invariant under Model () with logistic recruitment which can be checked by determining the sign of the derivatives

276 Y. Zhao et al. on the boundary. Given S + I > K in {S, I },wehave dn = rn ( K N ) N d I N, and thus, the total population will decrease below carrying capicity. Therefore, we consider only the region {S, I, S + I K }. Periodic solutions in the region {S, I, S + I K } can be excluded by Dulac s criteria. Let P(S, I ) := ds and Q(S, I ) := di, then ( PSI ) ( ) S + Q I SI = K r ( S + ) ( ) I r S S+I 2 K <. The model has three possible steady states:. Extinction equilibrium Eext = (, ) which always exist; 2. Disease-free equilibrium E df = ( r r K, ) which exists for r >and ( ) 3. Endemic equilibrium E = r d R ( ) r K R, R R, where R = β +d ).It exist if R > β>+dand r >+d (. The later is equivalent R to β( + d r) <(+ d)d which is true if: r >+ d or r <+ d and β< (+d)d +d r Similar to Proposition 2, we can show that if r <, then the population go extinct (N(t) ) and all solutions approach the extinction equilibrium Eext. Next, we assume that r >. Eigenvalues of the Jacobian matrix at E df are (r ) < and β ( + d). It implies that when exists E df is stable when R < β<+ d and unstable otherwise. [ )] Eigenvalues of the Jacobian matrix at E satisfy λ +λ 2 = r d ( R ) [ )] ( (β d) < and λ R λ 2 = r d ( [β ( + d)] >. It R implies that E is stable when exists. The proof will be completed when the local stability of the extinction equilibrium Eext is analyzed. We follow an approach similar to one often used in the analysis of ratio-dependent population models (Hews et al. 2). To avoid singularity at (, ), it is studied through the modified model in terms of the fraction of susceptibles s = N S and total population size N (note that infected fraction satisfies i = N I = s): ds [r( = NK ] ) + (d β)s ( s) dn = [r( NK ] ) d( s) N. (3) It possesses two steady states E = (, ), E 2 = ( r β d, ) corresponding to Eext. The Jacobian matrix at E has an eigenvalue r > which implies that E is unstable. Eigenvalues of the Jacobian matrix at E 2 are λ = d + r β and λ 2 = +d β d (β d R r). ItimpliesthatE 2 is stable if β>d + r and β>d + R r.as a result, Eext is stable if β>max{d + r, d + R r} and unstable otherwise. Then, when R < (β<+d), Eext is unstable since β<d +r. In this case, endemic (E ) equilibrium does not exist, while the disease-free (E df ) steady state is stable;

Impact of Population Recruitment on the HIV Epidemics 277 when R > (β>+ d), E is stable if β>d + R r,i.e., when endemic (E ) equilibrium does not exist. In this case, the disease-free (E df ) steady state is unstable; Finally the global stability results in the Proposition follow by Poincaré Bendixson theorem. Proof of Proposition 4 Positivity and boundedness of solutions can be easily proved. Then, dsp implies lim sup S p kλ ds and t dn = dsp + ds kλ S p ( k)λ S implies lim sup S ( k)λ. t = Λ N di Λ ( + d)n Therefore, implies lim inf N Λ t +d. Then, in the long term we have N S ( k)(+d), and [ ] S p N k(+d), which implies di I β ( k)(+d) + ( α s )β k(+d) ( + d) = [ ] ( ) I (+d)2 β +d k + ( α s)β +d k +d = I (+d)2 R +d.nowifr < +d, then because of the positivity of the solution, we know lim I =. Then, t + di combining this result with the equations in Model (2), implies that lim S p = kλ t and lim S = ( k)λ t. Thus, global stability of the infection-free steady state E df = ( kλ, ( k)λ, ) under condition R < +d is proved. For local stability of E, we consider the corresponding eigenvalues λ = <, λ 2 = <and λ 3 = ( + d)(r ). Therefore, E df is stable when R < and unstable when R >. Now we consider E. By setting F(I ) = and dividing by Λ 2 ( + d), we obtain that I is a root of: ( ˆF(I ) (R ) + (d ( α s )β) ( + d ( α s )β) I Λ (d β)(d ( α s)β) I 2 Λ 2 ) β + d d(r ) Substituting in in where i := N I, and N = also a root of: Λ +di into ˆF(I ) = we notice that I is F(iN) ( + d)( R ) + β ( + dα s k (β d)( α s )) i + ( α s )β 2 i 2 Now substituting back in for I and N = Λ di, we notice that I is a root of:

278 Y. Zhao et al. F(I ) = ( + d)( R ) + β ( + dα s k (β d)( α s )) I N + ( α s )β 2 I 2 N 2 Now we have ˆF() = (R ) and ˆF( Λ d ) = ( α s)β 2 d 2 <. ( + d) Assume R >, then ˆF() > and also β>d. Since ˆF() >, ˆF( Λ )<and d ˆF is a second-order polynomial, we have existence of a unique endemic equilibrium. Assume R <. Since ( ) αs + dα s k (β d)( α s ) + dα s k α s k( + d) ( α s k α s k( + d) α ) s >, α s k we have that F(I )>for all I (, Λ d ), and therefore, we have no solution I. Therefore, when R <, there is only the disease-free equilibrium, E df, and whenever R > there is both the disease-free equilibrium, E df, and the endemic equilibrium, E. Now, we analyze the stability of the endemic equilibrium, E. Because of the complexity of the expressions, we will not express the positive steady state explicitly. Now assume that R = ( α sk)β +d >. The Jacobian of the system is: (I + S)( α s) N 2 β I ( α s) N 2 βs p I (S p + S)( α s ) N 2 βs p J = N 2 βsi S p + I N 2 β I S p + S N 2 βs. I (I + S)α s I + S p α s (S p + S)(S + S p ( α s )) N 2 β I N 2 β I N 2 β ( + d) Using P =, we see that the Jacobian is similar to H = P JP = d N 2 βsi N β I N βs I (I + S)α s N 2 β I α s N β I (S p I )( α s ) + S N. β ( + d)

Impact of Population Recruitment on the HIV Epidemics 279 Rewriting H evaluated at the endemic equilibrium using p i := I N, N = +di Λ and i + p + s =, we obtain: := S p N, s := S N, d H = βs i βi βs ((s + i )( α s ) s )βi i ( α s )βi where s = ( + d ( i )( α s )β). We have the characteristic polynomial: where f (λ) = λ 3 + Aλ 2 + Bλ + C A = (2 α s )βi + 2, B = ( α s )(βi + di + 2)βi + (βi + ) + α s (β d)βs i C = (( α s )(dβi 2 + di + (βi + )) + α s (β d)s )βi. Clearly if R >, then β>d, which implies that A >, B > and C >. Also we have that AB C = 3 2 βi + 2 3 + α 2 s β2 i 2 + α s (β d)βi s + α s (2 α s )(β d)β 2 i 2 s + ( α s )(di + β 2 i 2 + 6βi + 4 2 )βi + ( α s ) 2 ( + (β + d)i )β 2 i 2 >. Therefore by the Routh Hurwitz criteria, the endemic equilibria, E is locally stable. Proof of Proposition 5 We analyze the fractional model associated with proportional recruitment: dp = kr rp [( α s )β d]pi X (p, i) (4) di =[β (d + r) α sβp (β d)i]i Y (p, i) (5) s = p i (6) dn =[r di]n. (7) Notice that the first two equations of the system (4) (7) are decoupled from the rest which allow us to study the reduced system (4) and (5).

28 Y. Zhao et al. Positivity of solutions for the fractional system can be easily checked. Further, dp + di = kr rp βpi + α s pi + dpi + (β d)i ri pi (β d)i 2 = kr r(p + i) βpi (β d)pi + (β d)i (β d)i 2 = kr r(p + i) βpi + (β d)i[ (p + i)]. Then at p + i =, d(p+i) = r + kr βpi = r( k) βpi < implies that (p + i)(t) fort > given that (p + i)(). The periodic solutions for the reduced system, and therefore for the transformed system, can be excluded by Dulac s criteria: p ( pi X ) + i ( pi Y ) = kr β d p 2 i p <, when given β d >. For the reduced system, there are possibly several steady states: E = (k, ) (always exists) and E 2 = (plin, i lin ) := (p, i ) (positive steady state, existence depends on parameter values). For E, we have eigenvalues λ = r < and λ 2 = ( α s k)β (d + r). Therefore, if ( α s k)β < (d +r), then E is locally stable; if ( α s k)β > (d +r), then E is unstable. For E 2,wehaveAp 2 + Bp + C = and i = α sβp +r β d, with A = [( α s )β d], B = {(β d r)[( α s )β d]+(β d)r} and C = (β d)kr. If further < p < and ( < i < ), then (p,( i ) exists as ) a positive steady state. Notice that p, β (d+r) and i, β (d+r) β d.soweassumethatβ> ( d +r. Denote) F(p) = Ap 2 + Bp+C, then we have ( the following ) results for F(p) over, β (d+r) : F() = (β d)kr >, and F β (d+r) = (β d)r [( kα s)β ( ) (d + r)].nowif( kα s )β > d + r, then F() > and F β (d+r) < implies a ( ) unique solution of F(p) = over, β (d+r), because F( p) is a parabolic function. Now consider the case when ( ( kα s )β < ) d + r ( ( α s )β d < r). If ( α s )β d, then F() > and F β (d+r) > implies no solution of F(p) = ( ) over, β (d+r), because F(p) is linear or concave down. If ( α s )β > d, then F(p) is concave up and attains its minimum at ˆp = β (d+r) (β d)r β (d+r) 2 + (β d)r ( ) 2r F β (d+r) > β (d+r) 2 + 2[( α s )β d] >. Therefore, if ( α s )β > d, then F() > and ( ) > implies no solution of F(p) = over, β (d+r), because F(p) ( ) is decreasing over, β (d+r). ( ) Therefore, if β d +r, we have a unique solution of F(p) = over, β (d+r) when ( kα s )β > d +r and no solution over (, β (d+r) ) when ( kα s )β < d +r. Next, we can show that E 2 is stable when it exists. Notice that the existence of E 2 requires ( α s k)β > (d + r), when E is unstable. Also, we have

Impact of Population Recruitment on the HIV Epidemics 28 kr rp [( α s )β d]p i = r [( α s )β d]i = kr p ; [( α s )β d]p kr rp = i, and β (d + r) p (β d)i =. And we have the following Jacobian matrix for E 2 : J(E 2 ) = r [( α s)β d]i [( α s )β d]p i (β d)i +β (d +r) p (β d)i. Then J(E 2 ) = kr p kr rp i i (β d)i. and The corresponding eigenvalues satisfy λ + λ 2 = kr p (β d)i <, λ λ 2 = kr p (β d)i (kr rp ). Furthermore, λ λ 2 = kr ( (β d) α sβp ) + r α p s β(kr rp ) β d = r [ k(β d αs p βp r) (k p )p ] = r ] [α p s β p 2 2kp + k(β d r). Therefore, λ λ 2 > since f (p ) = p 2 2kp + k(β d r) >. We know that f (p ) attains the minimum value f (k) at p = k. Now it is sufficient to show that f (k) >. Since ( α s k)β > (d + r) β d r >α s kβ, then f (k) = k 2 2k 2 + k(β d r) = k(β d r) k 2 > kα s kβ k 2 =.