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60% found this document useful (5 votes)
7K viewsA First Course in Mathematical Modeling
modelado matematico
Uploaded by
Alfredo MartínezCopyright
© © All Rights Reserved
Available Formats
Download as PDF or read online on Scribd
/ 553
Frank R. Giordano, Maurice D. Weir, and William P. Fox: A First Course in Mathematical
Modeling, Third Edition (ISBN: 0-534-38428-5),
Original edition copyright © 2003 Brooks/Cole, a division of Thomson Learning, Inc.
First published by Brooks/Cole, an imprint of Thomson Learning, United States of
America,
All rights reserved
Reprinted for the People’s Republic of China by Thomson Asia Pte Ltd and China
Machine Press under the authorization of Thomson Learning. No part of this book may be
reproduced in any form without the express written permission of Thomson Learning Asia and
China Machine Press.
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‘BHIKX: A First Course in Mathematical Modeling, Third Edition
ISBN: 7-111-12154-6
Toe Fi ML SREB IV.022
PAS APRS ICIP HRA (2003 ) 98036049.
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FUWAS 5, SUVARI TL. RL WRT, HARE eT Le Dedicated to our mentors, colleagues, and students
who continue to motivate mathematical modeling
in our lives, our teaching, and our research,
especially 10
David C. Cameron
Teacher, Scholar, Soldier, Mentor, and Friend
A teacher affects eternity.
He knows not where his influence stops.
——Adams Preface
To facilitate an early initiation of the modeling experience, the first edition of thi
text was designed to be taught concurrently or immediately after an introductory
business or engineering calculus course. In the second edition, we added chap-
ters treating discrete dynamical systems, linear programming and numerical search
‘methods, and an introduction to probabilistic modeling. Additionally, we expanded
our introduction of simulation. In this edition we have included solution methods
to some simple dynamical systems to reveal their long-term behavior. We have
also added basic numerical solution methods to the chapters covering modeling
with differential equations. The text has been reorganized into two parts: Part One,
Discrete Modeling (Chapters 1-8), and Part Two, Continuous Modeling (Chapters
9-12). This organizational structure allows for teaching an entire modeling course
based on Part One and which does not require the calculus. Part Two then ad-
dresses continuous models based on optimization and differential equations which
can be presented concurrently with freshman calculus. The text gives students an
opportunity to cover all phases of the mathematical modeling process. The new
CD-ROM accompanying the text contains software, additional modeling scenarios
and projects, and a link to past problems from the Mathematical Contest in Mod-
ling. We thank Sol Garfunkel and the COMAP staff for preparing the CD and
for their support of modeling activities that we refer to under Resource Materials
below.
Goals and Orientation
‘The course continues to be a bridge between the study of mathematics and the ap-
plications of mathematics to various fields. The course affords the student an early
‘opportunity to see how the pieces of an applied problem fit together. The student
investigates meaningful and practical problems chosen from common experiences
encompassing many academic disciplines, including the mathematical sciences, op-
erations research, engineering, and the management and life sciences.
This text provides an introduction to the entire modeling process. The student
will have occasions to practice the following facets of modeling and enhance their
problem-solving capabilities:
1. Creative and Empirical Model Construction: Given a real-world scenario,
the student learns to identify a problem, make assumptions and collect data, propose
2 model, test the assumptions, refine the model as necessary, fit the model to data
if appropriate, and analyze the underlying mathematical structure of the model to
appraise the sensitivity of the conclusions when the assumptions are not precisely
met. Preface
2. Model Analysis: Given a model, the student leams to work backward to
uncover the implicit underlying assumptions, assess critically how well those as-
sumptions fit the scenario at hand, and estimate the sensitivity of the conclusions
when the assumptions are not precisely met.
3. Model Research: The student investigates a specific area to gain a deeper
understanding of some behavior and learns to use what has already been created or
discovered.
Student Background and Course Content
Because our desire is to initiate the modeling experience as early as possible in
the student's program, the only prerequisite for Chapters 9, 10, and 11 is a basic
understanding of single-variable differential and integral calculus. Although some
unfamiliar mathematical ideas are taught as part of the modeling process, the em-
phasis is on using mathematics already known by the students after completing
hhigh school. This emphasis is especially true in Part One. The modeling course
will then motivate students to study the more advanced courses such as linear alge-
bra, differential equations, optimization and linear programming, numerical analy-
sis, probability, and statistics. The power and utility of these subjects are intimated
throughout the text.
Further, the scenarios and problems in the text are not designed for the appli-
cation of a particular mathematical technique. Instead, they demand thoughtful in-
genuity in using fundamental concepts to find reasonable solutions to “open-ended”
problems. Certain mathematical techniques (such as Monte Carlo simulation, curve
fitting, and dimensional analysis) are presented because often they are not formally
covered at the undergraduate level. Instructors should find great flexibility in adapt-
ing the text to meet the particular needs of students through the problem assis
ments and student projects. We have used this material to teach courses to both
undergraduate and graduate students, and even as a basis for faculty seminars.
Organization of the Text
‘The organization of the text is best understood with the aid of Figure 1. The first
eight chapters constitute Part One and require only precalculus mathematics as a
Prerequisite. We begin with the idea of modeling change using simple finite dif-
ference equations, This approach is quite intuitive to the student and provides us
with several concrete models to support our discussion of the modeling process in
Chapter 2. There we classify models, analyze the modeling process, and construct.
several proportionality models or submodels which are then revisited in the next
‘two chapters. In Chapter 3 the student is presented with three criteria for fitting a
specific curve-type to a collected data set, with emphasis on the least-squares cri-
terion. Chapter 4 addresses the problem of capturing the trend of a collected set
of data. In this empirical construction process, we begin with fitting simple one-
term models approximating collected data sets and progress to more sophisticated
interpolating models, including polynomial smoothing models and cubic splines. Preface xi
‘Simulation models are discussed in Chapter 5. An empirical model is fit to some
collected data, and then Monte Carlo simulation is used to duplicate the behavior
being investigated. The presentation motivates the eventual study of probability and
statisties.
Chapter 6 provides an introduction to probabilistic modeling. The topics of
Markov processes, reliability, and linear regression are introduced, building on sce-
narios and analysis presented previously. Chapter 7 addresses the issue of finding
the best-fitting model using the other two criteria presented in Chapter 3. Linear
programming is the method used for finding the “best” model for one of the criteria,
and numerical search techniques can be used for the other. The chapter concludes
with an introduction to numerical search methods including the dichotomous and
golden section methods. Part One ends with Chapter 8, which is devoted to dimen-
sional analysis, atopic of great importance in the physical sciences and engineering,
@ © ®
Bxperimenat |_.| simulation |_| mensional Anais
Modeling Modeling td Model of
| Sine
Modeling
with DOS,
©
Probabilistic
Modeling
The Modeling Process
Propotionality, and
Geometric Similarity
®
Linear Programming
and Numerical
Search Methods
Part Two*
@ ® ®
Modeling witha |.| Modeling with |_| ~ continous
Diferenial Equation Systems of Opsimiation
biter Equations Model
ta
"Part Two requires single-variable calculus asa coreguisite
Figure 1
(Chapter organization and progression xii
Preface
Part Two is dedicated to the study of continuous models. Chapter 9 treats
the construction of continuous graphical models and explores the sensitivity of the
‘models constructed to the assumptions underlying them. In Chapters 10 and 11 we
‘model dynamic (time varying) scenarios. These chapters build on the discrete anal-
ysis presented in Chapter 1 by now considering situations where time is varying
Continuously. Chapter 12 is devoted to the study of continuous optimization. Stu-
dents get the opportunity to solve continuous optimization problems requiring only
the application of elementary calculus and are introduced to constrained optimiza-
tion problems as well
Student Projects
Student projects are an essential part of any modeling course. This text includes
projects in creative and empirical model construction, model analysis, and model
research. Thus we recommend a course consisting of a mixture of projects in all
three facets of modeling. These projects are most instructive if they address sce-
narios that have no unique solution. Some projects should include real data that
students are either given or can readily collect. A combination of individual and
‘group projects can also be valuable. Individual projects are appropriate in those
parts of the course in which the instructor wishes to emphasize the development
of individual modeling skills, However, the inclusion of a group project early in
the course gives students the exhilaration of a “brainstorming” session. A variety
of projects is suggested in the text, such as constructing models for various scenar-
ios, completing UMAP! modules, or researching a model presented as an example
in the text or class. It is valuable for each student to receive a mixture of projects
requiring either model construction, model analysis, or model research for variety
and confidence building throughout the course. Students might also choose to de-
velop a model in a scenario of particular interest, or analyze a model presented in
another course, We recommend five to eight short projects in a typical modeling
course. Detailed suggestions on how student projects can be assigned and used are
included in the Instructor's Manual that accompany this text.
In terms of the number of scenarios covered throughout the course, as well as
the number of homework problems and projects assigned, we have found it better to
pursue a few that are developed carefully and completely. We have provided many
‘more problems and projects than can reasonably be assigned to allow for a wide
selection covering many different application areas.
The Role of Computation
Although many chapters of the text do not require computing capability,? compu-
tation does play an important role in any realistic modeling course. We have found
" UMAP modules are developed and distributed through COMAP, Ine, 57 Bedford Steet, Suite 210,
Lexington, MA 02173,
2 Chapters 2, 6, and 8-12 do not require computing capability Preface xiii
a combination of graphing calculators and computers to be advantageous through-
out the course. The use of a spreadsheet is beneficial in Chapters 1, 5, and 7, and
the capability for graphical displays of data is enormously useful, even essential,
whenever data is provided. Students will find computers useful, too, in transform-
ing data, least-squares curve fitting, divided difference tables and cubic splines,
programming simulation models, linear programming and numerical search meth-
ods, and numerical solutions to differential equations. The CD accompanying this
text provides some basic technology tools that students and instructors can use as a
foundation for modeling with technology. Several FORTRAN executable programs
are provided to execute the methodologies presented in Chapter 4. Also included is
a tutorial on the computer algebra system MAPLE and its use for this text.
Resource Materials
We have found material provided by the Consortium for Mathematics and Its Ap-
plication (COMAP) to be outstanding and particularly well suited to the course we
propose. Individual modules for the undergraduate classroom, UMAP Modules,
‘may be used in a variety of ways. First, they may be used as instructional material
to support several lessons. In this mode a student completes the self-study module
by working through its exercises (the detailed solutions provided with the module
can be conveniently removed before itis issued). Another option is to put together
a block of instruction using one or more UMAP modules suggested in the projects
sections of the text. The modules also provide excellent sources for “model re-
search,” because they cover a wide variety of applications of mathematics in many
fields. In this mode, a student is given an appropriate module to research and is
asked to complete and report on the module. Finally, the modules are excellent re-
sources for scenarios for which students can practice model construction. In this
‘mode the instructor writes a scenario for a student project based on an application
addressed in a particular module and uses the module as background material, per-
haps having the student complete the module ata later date. The CD accompanying
the text contains most of the UMAPS referenced throughout. Information on the
availability of newly developed interdisciplinary projects can be obtained by writ-
ing COMAP at the address given previously, calling COMAP at 1-800-772-6627,
of electronically: [email protected]
A great source of student-group projects are the Mathematical Contest in
Modeling (MCM) and the Interdisciplinary Mathematical Contest in Modeling
(IMCM). These projects can be taken from the link provided on the CD and tailored
by the instructor to meet specific goals for their class. These are also good resources
to prepare teams to compete in the MCM and IMCM contests currently sponsored
by the National Security Agency (NSA) and COMAP. The contest is sponsored
by COMAP with funding support from the National Security Agency, the Society
of Industrial and Applied Mathematics, the Institute for Operations Research and
the Management Sciences, and the Mathematical Association of America. Addi-
formation concerning the contest can be obtained by contacting COMAP,
ing their website at www.comap.com, xiv
Preface
Acknowledgments
Its always a pleasure to acknowledge individuals who have played a role in the
development of a book. We are particularly grateful to B.G. (retired) Jack M. Pollin.
and Dr. Carroll Wilde for stimulating our interest in teaching modeling and for
support and guidance in our careers. We're indebted to many colleagues for reading
the first edition manuscript and suggesting modifications and problems: Rickey
Kolb, John Kenelly, Robert Schmidt, Stan Leja, Bard Mansager, and especially
Steve Maddox and Jim McNulty.
‘We are indebted to a number of individuals who authored or co-authored
UMAP materials that support the text: David Cameron, Brindell Horelick, Michael
Jaye, Sinan Koont, Stan Leja, Michael Wells, and Carroll Wilde. In addition, we
thank Solomon Garfunkel and the entire COMAP staff for their cooperation on this
project, especially Roland Cheyney for his help with the production of the CD that
accompanies the text. We also thank Tom O'Neil and his students for their contri-
butions to the CD and Tom’s helpful suggestions in support of modeling activities.
‘The production of any mathematics text is a complex process and we have
been especially fortunate in having a superb and creative production staff at
Brooks/Cole. In particular, we express our thanks to Craig Barth, our editor for
the first edition, Gary Ostedt, the second edition, and Gary Ostedt and Bob Pir-
tle, our editors for this edition. For this edition we are especially grateful to Tom
Ziolkowski, our marketing manager; Tom Novack, our production editor; Merrill
Peterson and Matrix Productions for production service; and Amy Moellering for
her superb copyediting and typesetting. We are especially grateful to Wendy Fox
for providing her drawing of the Cadet Chapel at West Point for the dedication
age.
Finally, we are grateful to our wives—Judi Giordano, Gale Weir, and Wendy
Fox—for their inspiration and support.
Frank R. Giordano
Maurice D. Weir
William P. Fox Contents
__cuapter 1 Modeling Change
1
1.2
13
14
Introduction 1
Example 1: Testing for Proportionality 2
Modeling Change with Difference Equations 4
Example 1: A Savings Certificate 5
Example 2: Mortgaging a Home 6
Approximating Change with Difference Equations 9
Example 1: Growth of a Yeast Culture 9
Example 2: Growth of a Yeast Culture Revisited 10
Example 3: Spread of a Contagious Disease 12
Example 4: Decay of Digoxin in the Bloodstream 13
Example 5: Heating of a Cooled Object 14
Solutions to Dynamical Systems 18
Example 1: A Savings Certificate Revisited 18
Example 2: Sewage Treatment 21
Example 3: Prescription for Digoxin 25
Example 4: An Investment Annuity 26
Example 5: A Checking Account 28
Example 6: An Investment Annuity Revisited 30
Systems of Difference Equations 35
Example 1: A Car Rental Company 35
Example 2: The Battle of Trafalgar 38
Example 3: Competitive Hunter Model—Sported Owls and Hawks 41.
Example 4: Voting Tendencies of the Political Parties. 44
___cuarten The Modeling Process, Proportionality, and
Geometric Si
24
2.2
23
arity 52
Introduction 52
Mathematical Models 54
Example I: Vehicular Stopping Distance 59
Modeling Using Proportionality 65
Example I: Kepler's Third Law 67
Modeling Using Geometric Similarity 75
Example 1: Raindrops from a Motionless Cloud 77
Example 2: Modeling a Bass Fishing Derby 79 iv Contents
2.4 Automobile Gasoline Mileage 88
2.5 Body Weight and Height, Strength and Agility 91
__cuatern B Model Fitting 97
Introduction 97
3.1. Fitting Models to Data Graphically 101
3.2. Analytic Methods of Model Fitting 107
3.3 Applying the Least-Squares Criterion 114
3.4 Choosing a Best Model 119
Example 1; Vehicular Stopping Distance 4122
__cuaren & Experimental Modeling — 126
Introduction 126
4.1 Harvesting in the Chesapeake Bay and Other
One-Term Models 127
Example 1: Harvesting Bluefish 130
Example 2: Harvesting Blue Crabs 131
42 High-Order Polynomial Models 138
Example 1: Elapsed Time of a Tape Recorder 140
4.3 Smoothing: Low-Order Polynomial Models 146
Example 1: Elapsed Time of a Tape Recorder Revisited 147
Example 2: Elapsed Time of a Tape Recorder Revisited Again 151
Example 3: Vehicle Stopping Distance 153
Example 4: Growth of a Yeast Culture 155
4.4 Cubic Spline Models 159
Example 1: Vehicle Stopping Distance Revisited 167
__cuaerer 5 Simulation Modeling 175
Introduction 175
5.1 Simulating Deterministic Behavior: Area Under a Curve 177
5.2 Generating Random Numbers 182
5.3 Simulating Probabilistic Behavior 186
5.4 Inventory Model: Gasoline and Consumer Demand 194
5.5 Queuing Models 205
Example 1: A Harbor System — 205
Example 2: Morning Rush Hour 213 Contents
___cuaerer & Discrete Probabilistic Modeling = 217
6.1
62
63
Introduction 217
Probabilistic Modeling with Discrete Systems 217
Example 1: Rental Car Company Revisited 217
Example 2: Voting Tendencies 219
Modeling Component and System Reliability 223
Example 1: Series Systems 224
Example 2: Parallel Systems 224
Example 3: Series and Parallel Combinations 224
Linear Regression 227
Example 1: Ponderosa Pines 229
Example 2: The Bass Fishing Derby Revisited 231
CHAPTER 7 Discrete Optimization Modeling 236
72
73
74
75
76
___cuaerer 8 Dimensional Analysis and Si
8.1
8.2
‘An Overview of Discrete Optimization Modeling 237
Example 1: Determining a Production Schedule 237
Example 2: Space Shuttle Cargo 240
Example 3: Approximation by a Piecewise Linear Function 241
Linear Programming |: Geometric Solutions 250
Example 1: The Carpenter's Problem 251
Example 2: A Data-Fitting Problem 252
Linear Programming lI: Algebraic Solutions 259
Example 1: Solving the Carpenter's Problem Algebraically 261
Linear Programming Ill: The Simplex Method 263
Example 1: The Carpenter's Problem Revisited 268
Example 2: Using the Tableau Format 271
Linear Programming IV: Sensitivity Analysis 273
Numerical Search Methods 279
Example 1: Using the Dichotomous Search Method 282
Example 2: Using the Golden Section Search Method 285
Example 3: Model-Fitting Criterion Revisited 287
Example 4: Optimizing Industrial Flow 288
ude — 292
Introduction 292
Dimensions as Products 295
Example 1: A Simple Pendulum — 298
Example 2: Wind Force ona Van 301
The Process of Dimensional Analysis 304
Example 1; Terminal Velocity of a Raindrop 309
Example 2: Automobile Gas Mileage Revisited 3 vi Contents
8&3 ADamped Pendulum 313
8.4 Examples Illustrating Dimensional Analysis 319
Example I: Explosion Analysis 319
Example 2: How Long Should You Roast a Turkey? 324
85 Similitude 330
Example 1: Drag Force ona Submarine 331.
__caerer 9 Graphs of Functions as Models —336
9.1 An Arms Race 336
Example 1: Civil Defense 345
Example 2: Mobile Launching Pads 346
Example 3: Multiple Warheads 347
Example 4: MIRVs Revisited: Counting Warheads 348
9.2 Modeling an Arms Race in Stages 350
9.3 Managing Nonrenewable Resources: The Energy Crisis 355
9.4 Effects of Taxation on the Energy Crisis 359
9.5 A Gasoline Shortage and Taxation 364
_cuarrer 10 Modeling with a Differential Equation —_ 368
Introduction 368
10.1. Population Growth 371
10.2 Prescribing Drug Dosage 382
10.3 Braking Distance Revisited 391
10.4 Graphical Solutions of Autonomous Differential Equations 395
Example 1: Drawing a Phase Line and Sketching
Solution Curves 396
Example 2: Cooling Soup 399
Example 3: Logistic Growth Revisited 400
10.5 Numerical Approximation Methods 404
Example 1; Using Euler's Method 406
Example 2: A Savings Certificate Revisited 407
—cuarrer 11 Modeling with Systems of
Differential Equations 412
Introduction 412
11.1. Graphical Solutions of Autonomous Systems of First-Order
Differential Equations 413
Example 1: A Linear Autonomous System 414
Example 2: A Nonlinear Autonomous System 415
11.2, A Competitive Hunter Model 419 —arewnix C
Contents vii
11.3 APredator-Prey Model 427
11.4 Two Military Examples 437
Example 1: Lanchester Combat Models 437
Example 2: Economic Aspects of an Arms Race 444
11.5 Euler’s Method for Systems of Differential Equations 450
Example I: Using Euler's Method for Systems 451
Example 2: A Trajectory and Solution Curves 452
Continuous Optimization Modeling 458
Introduction 458
12.1. An Inventory Problem: Minimizing the Cost of Delivery and
Storage 459
12.2_A Manufacturing Problem: Maximizing Profit in Producing
Competing Products 468
12.3 Constrained Continuous Optimization 474
Example 1: An il Transfer Company 474
Example 2: A Space Shuttle Water Container 476
12.4 Managing Renewable Resources: The Fishing Industry 480
Problems from the Mathematics Contest in
Modeling, 1985-2002 490
An Elevator Simulation Algorithm —_ 523
The Revised Simplex Method _532
Index 535 TEFEPERR TEE SPE PR
Introduction
Figure 1.1
A flow of the modeling
process beginning with an
‘examination of real-world
data
“To help us better understand our world, we often describe a particular phenomenon
‘mathematically (by means of a function or an equation, for instance), Such a math-
ematical model is an idealization of the real-world phenomenon and never a com-
pletely accurate representation. Although any model has its limitations, a good one
can provide valuable results and conclusions, In this chapter we direct our attention
to modeling change.
Mathematical Models
In modeling our world, we are often interested in predicting the value of a variable
at some time in the future. Perhaps it is a population, a real estate value, or the
number of people with a communicative disease. Often a mathematical mode! can
help us understand a behavior better or aid us in planning for the future. Let’s
think of a mathematical model as a mathematical construct designed to study a
particular real-world system or behavior of interest. The model allows us to reach
mathematical conclusions about the behavior, as illustrated in Figure 1.1. These
conclusions can be interpreted to help a decision maker plan for the future.
Simplification
‘Most models simplify reality. Generally, models can only approximate real-world
behavior. One very powerful simplifying relationship is proportionality.
Real-world Simplification
“we Model
Verification Analysis
Mathematical
Interpretation conclusions 2 CHAPTER 1 Modeling Change
DEFINITION
EXAMPLE 1
Table 1.1
Spring-mass
system
Mass Elong
30 1.000)
100 1.875
150-2750
200 3.250
2504375
3004875
350 5.675
400-6500
450 7.250
500 8.000
380 _8.750
Figure 1.2
‘Spring-mass system
“Two variables y and x are proportional (to each other) if one is always a constant
multiple of the other; that is, if
yoke
for some nonzero constant k. We write y x.
The definition means that the graph of y versus x lies along a straight line
through the origin. This graphical observation is useful in testing whether a given
data collection reasonably assumes a proportionality relationship. If 2 proportion-
ality is reasonable, a plot of one variable against the other should approximate a
straight line through the origin, Here is an example.
Testing for Proportionality
‘Consider a spring-mass system, such asthe one shown in Figure 1.2, We conduct an
‘experiment to measure the stretch of the spring as a function of the mass (measured
as weight) placed on the spring. Consider the data collected for this experiment,
displayed in Table 1.1. A scatterplot graph of the stretch or elongation of the spring
versus the mass or weight placed on it reveals an approximate straight line passing
through the origin. (Figure 1.3).
‘The data appear to follow the proportionality rule that elongation ¢ is pro-
portional to the mass m, or symbolically, ¢ 0 m. The straight line appears 10 pass
through the origin. This geometric understanding allows us to look at the data to
ddetermine if proportionality is a reasonable simplifying assumption and, if so, to
estimate the slope k. In this case, the assumption appears valid, so we estimate the
constant of proportionality by picking the two points (200, 3.25) and (300, 4.875)
as lying along the straight line. We calculate the slope of the line joining these
points as
— 4875 - 3.25
~ 300200
2
= 0.01625
wn Figure 1.3
Data from spring-mass
system
Figure 1.4
Data from spring-mass
system with proportionality
line
1.0 introduction 3
90
Mass
010020030045
‘Thus the constant of proportionality is approximately 0.0163 and we estimate our
model as,
e = 0.0163m
We then examine how close our model fits the data by plotting the line it
represents superimposed on the scatterplot (Figure 1.4). The graph reveals that the
simplifying proportionality model is reasonable .
90
Elongation (e)
Modeling Change
{A powerful paradigm to use in modeling change is
future value = present value + change
Often, we wish to predict the future on what we know now, in the present, and add
the change that has been carefully observed. In such cases, we begin by studying
the change itself according to the formula
change = future value — present value
By collecting data over a period of time and plotting that data, we often can
discern patterns to model that capture the trend of the change. If the behavior is tak-
ing place over discrete time periods, the preceding construct leads to a difference 4 CHAPTER 1 Modeling Change
equation, which we study in this chapter. If the behavior is taking place contin-
uously with respect to time, then the construct leads to a differential equation
studied in Chapter 10. Both are powerful methodologies for studying change to
explain and predict behavior.
1.41 Modeling Change with Difference Equations
In this section we build mathematical models to describe change in an observed
behavior. When we observe change, we are often interested in understanding why
the change occurs in the way it does, perhaps to analyze the effects of different con-
ditions on the behavior or to predict what will happen in the future. A mathematical
‘model helps us better understand a behavior while allowing us to experiment math-
ematically with different conditions affecting it.
DEFINITION
Figure 1.5
‘The first difference of a
Sequence isthe rise in the
raph during onetime
period
For a sequence of numbers A = ap, a), d,s, ...) the fist differences are
ao = a, — a9
a; =a — a
Aa? = a3 — a7
‘May = a4 —a3
For each positive integer n, the nth first difference is
ay = Ont ~ On
Note from Figure 1.5 that the first difference represents the rise or fall be-
‘tween consecutive values of the sequence; that i, the vertical change in the graph
of the sequence during one time period. EXAMPLE 1
1.1. Modeling Change with Difference Equations 5
A Savings Certificate
Consider the value of a savings certificate initially worth $1000 that accumulates
interest paid each month at 1% per month. The following sequence of numbers
represent the value of the certificate month by month:
A = (1000, 1010, 1020.10, 1030.30, ...)
The first differences are as follows:
‘Aap = ay ~ ao = 1010 — 1000 = 10
‘Aay = a2 — a; = 1020.10 — 1010 = 10.10
‘Aap = a3 ~ a2 = 1030.30 — 1020.10 = 10.20
Note that the first differences represent the change in the sequence during one
time period, or the interest earned in the case of the savings certificate example.
‘The first difference is useful for modeling change taking place in discrete
intervals. In this example, the change in the value of the certificate from one month
to the next is merely the interest paid during that month. If n is the number of
‘months and a, the value of the certificate after n months, then the change or interest
growth in each month is represented by the nth difference
Ady = G41 ~ dn = 0.01aq
This expression can be rewritten as the difference equation
G41 = On + 0.01aq
‘We also know the initial deposit (initial value) that then gives the dynamical
system model
n41 = 1.01ay,
a = 1000
0,1,2,3, (1.4)
where a, represents the amount accrued after n months. Because n represents the
nonnegative integers (0, 1, 2,3, ...}, Equation (1.1) represents an infinite set of
algebraic equations, called a dynamical system. Dynamical systems allow us to
describe the change from one period to the next. The difference equation formula
computes the next term knowing the immediately previous term in the sequence,
but itdoes not compute the value of a specific term directly (e.g, the savings after
100 periods).
Because itis change we often observe, we can construct a difference equation
by representing or approximating the change from one period to the next. To modify
Our example, if we were to withdraw $50 from the account each month, the change
during a period would be the interest earned during that period minus the monthly
withdrawal, or
Aan = an ~ dy = 0.01, — 50 . CHAPTER 1 Modeling Change
EXAMPLE 2
In most examples, mathematically describing the change is not going to be
as precise a procedure as illustrated here. Often it is necessary to plor the change,
observe a pattern, and then describe the change in mathematical terms, That is, we
will be trying to find
change = Aa, = some function f
‘The change may be a function of previous terms in the sequence (as was the
cease with no monthly withdrawals), or it may also involve some external terms
(such as the amount of money withdrawn in the current example or an expression
involving the period n). Thus, in constructing models representing change in this
chapter we will be modeling change in discrete intervals, where
change = Nay = dns — dn = f(terms in the sequence, external terms)
Modeling change in this way becomes the art of determining or approximating a
function f that represents the change.
Consider a second example in which a difference equation exactly models a
behavior in the real world.
Mortgaging a Home
Six years ago your parents purchased a home by financing $80,000 for 20 years,
paying monthly payments of $880.87 with a monthly interest of 1%. They have
made 72 payments and wish to know how much they owe on the mortgage, which
they are considering paying off with an inheritance they received. Or they could be
considering refinancing the mortgage with several interest rate options, depending
cn the length of the payback period. The change in the amount owed each period
increases by the amount of interest and decreases by the amount of the payment:
Aby = bri — by = 0.01b, ~ 880.87
Solving for b, + and incorporating the initial condition gives the dynamical system
mode!
basi = by + 0.01by — 880.87
bo = 80000
where by represents the amount owed after n months. Thus,
+b, = 80000 + 0.01(80000) — 880.87 = 7919.13
‘by = 79919.13 + 0.01(79919.13) — 880.87 = 79837.45
yielding the sequence
B = (80000, 7919.13, 79837.45, ...)
‘The sequence is graphed in Figure 1.6. . Figure 1.6
The sequence and graph
for Example 2
1.1. Modeling Change with Difference Equations 7
Months | Amount Owed
a by a Home morgage
| s0000.00
o
t 7919.13 tad
a
3 | 1975496 sooo
4 | mone
5 | 7958748 i ua
& | zs02a9 30000]
7 | yoa664 20000
8 | 7932904
9 7924237 10000)
0 | ris302 0
1 | 068 5 021 4263 84 105 126 147 168 189 210 231
| 797437 Months
Let's summarize the important ideas introduced in Examples 1 and 2.
DEFINITIONS
1.1 Problems
A sequence is a function whose domain is the set of all nonnegative integers and
whose range is a subset of the real numbers. A dynamical system is a relationship
among terms in a sequence. A numerical solution is a table of values satisfying
the dynamical system,
In the problems for this section we discuss other behaviors in the world that
can be modeled exactly by difference equations. In the next section, we use dif-
ference equations to approximate observed change. After collecting data for the
‘change and discerning patterns of the behavior, we will use the concept of propor-
tionality to test and fit models that we propose.
Sequences
1, Write out the first five terms ag~ag of the following sequences:
(@) ap41 = 3a, ay =
©) ans = 2an +6, ay =0
(©) ant = 2a (On +3), ag = 4
@ anys = a5, a9 =1
2. Find a formula for the nth term of the sequence.
(@) (3,3,3,3,3,...)
(b) {1, 4, 16, 64, 256,
ria a
© Gibb ieee
(@) (1, 3,7, 15,31,.. (CHAPTER 1
Modeling Change
Difference Equations
3. By examining the following sequences, write a difference equation to represent
the change during the nth interval as a function of the previous term in the
sequence.
(a) (2.4.6.8, 10,...]
(b) (2.4.16, 256, ...}
(©) (1.2.5,11,23,.0.)
(4) (1.8.29, 92...)
Write out the first five terms of the sequence satisfying the follo
equations:
difference
(@) Aan = Jon. a=!
(b) Aby = 0.015b,, bg = 1000
0.001(500— pp). po = 10
(@) ty = 1.5100 =m). t0 = 200
Dynamical Systems
5. By substituting n = 0, 1,2, 3, write out the first four algebraic equations rep-
resented by the following dynamical systems:
(@) ani = 3aq, ay = 1
(D) dnt) = 2d, +6, ao =O
(©) an¢1 = 2an(aq +3), a = 4
@) any = a3, a
6, Name several behaviors you think can be modeled by dynamical systems,
Modeling Change Exactly
For Problems 7-10, formulate a dynamical system that models change exactly for
the described situation.
7. You currently have $5000 in a savings account that pays 0.5% interest each
month, You add another $200 each month.
8 You owe $500 on a credit card that charges 1.5% interest each month. You pay
$50 cach month and you make no new charges.
9. Your parents are considering a 30-year, $100,000 mortgage that charges 0.5%
interest each month. Formulate a model in terms of a monthly payment p that
allows the mortgage (loan) to be paid off afier 360 payments. Hint: If an rep-
resents the amount owed after n months, what are ag and a3?
10. Your grandparents have an annuity. The value of the annuity increases each
month by an automatic deposit of 1% interest on the previous month's balance.
Your grandparents withdraw $1000 at the beginning of each month for living
expenses. Currently, they have $50,000 in the annuity. Model the annuity with 1.1 Project
1.2. Aporoximating Change with Difference Equations 9
a dynamical system. Will the annuity run out of money’? When? Hint: What
value will a, have when the annuity is depleted?
1, You wish to buy a new car and narrow your choices to a Saturn, Cavalier, and
Hyundai. Each company offers you its best deal:
Satu $13,990 $1000down 3.5% interest for up to 60 months
Cavalier $13,550 $1500 down 4.5% interest for up to 60 months
Hyundai $12,400 $500down 6.5% interest for up to 48 months
You are able to spend at most $475 a month on a car payment. Use a dynamical
system to determine which car to buy.
“42 Approximating Change with Difference Equations
EXAMPLE 1
In most examples, describing the change mathematically will not be as precise a
procedure as in the cases of the savings certificate and mortgage examples pre-
sented in the previous section. Typically, we must plot the change, observe a pat-
tem, and then approximate the change in mathematical terms. In this section we
approximate some observed change to complete the expression
change = Ady = some function f
‘We begin by distinguishing between change that takes place continuously and that
which occurs in diserete time intervals.
Discrete Versus Continuous Change
When constructing models involving change, an important distinction is that some
change takes place in discrete time intervals (such as the depositing of interest in
an account); in other cases, the change happens continuously (such as the change
in the temperature of a cold can of soda on a warm day). Difference equations
represent change in the case of discrete time intervals. Later we will see the rela-
tionship between discrete change and continuous change (for which calculus was
developed). For now, in the several models that follow, we approximate a contin-
uuous change by examining data taken at discrete time intervals. Approximating a
continuous change by difference equations is an example of model simplification.
Growth of a Yeast Culture
‘The data in Figure 1.7 was collected from an experiment measuring the growth of
yeast culture. The graph represents the assumption that the change in population
is proportional to the current size of the population. That is, Ap = (Pin41 ~ Pn) =
pa. where py represents the size of the population biomass after m hours, and k is
8 positive constant. The value of k depends on the time measurement. 10 CHAPTER 1
Figure 1.7
culture versus time
in hours; data from
R. Pearl, “The Growth
of Population,” Quart.
Rev: Biol. (1927)
532-548
EXAMPLE 2
Time
ywth of a yeast in
Growth of a y a
Modeling Change
aT
veut | Change Chane inbiomas tomas
een ree
ad eee
50 100 150, 200 ty
a
Although the graph of the data does not lie precisely along a straight
passing exactly through the origin, it can be approximated by such a straight line.
Placing a ruler over the data to approximate a straight line through the origin, we
estimate the slope of the line to be about 0.5. Using the estimate k = 0.5 for the
slope of the line, we hypothesize the proportionality model,
Pn = Pati ~ Pn = 05D
yielding the prediction p,41 = 1.5p,. This model predicts a population that in-
creases forever, which is questionable, .
Model Refinement: Modeling Births,
Deaths, and Resources
If both births and deaths during a period are proportional to the population, then the
change in population should be proportional to the population, as was illustrated in
Example 1. However, certain resources (¢.g., food) can support only a maximum
population level rather than one that increases indefinitely. As these maximum lev-
els are approached, growth should slow.
Growth of a Yeast Culture Revisited
Finding a Model The data in Figure 1.8 show what actually happens to the yeast
culture growing in a restricted area as time increases beyond the eight observations
given in Figure 1.7.
From the third column of the data table in Figure 1.8 note that the change
in population per hour becomes smaller as the resources become more limited or
constrained, From the graph of population versus time, the population appears to
be approaching a limiting value or carrying capacity. Based on our graph we es-
timate the carrying capacity to be 665. (Actually, the graph does not precisely tell
us the correct number is 665 and not 664 or 666, for example). Nevertheless, 28 py
approaches 665, the change does slow considerably. Because 665 — pa gets smaller
8 pn approaches 665, we propose the model
APn = Pati ~ Pn = k(665 — Pn) Pn 1.2 Approximating Change with Difference Equations "
Figure 1. Time
‘Yeast biomass : in
approaches a limiting"
population level
Yeast | Change!
biomass | hour
Pa | Pao
96 a7
183 | 107
wo | 182
2 | 239 bl
na | a0 po
noi | 555 4
rae | 27 z 40
asta | 934 =
3807 | 903 = 300
ao | 3 é
5133 | 464 * 200)
3807 | 351
5048 | 346 by
oa | ia hee
e408 | 103 0 5 10 15 En)
6511 48 ‘Time in hours
oss9 | 37
o96 | 22
oon
Which causes the change Ap, to become increasingly small as p, approaches 665.
Mathematically, this hypothesized model states that the change Ap, is proportional
tothe product (665~ p,)pn. To test the model, plot (Px+1— Px) Versus (665— Pa) Pn
to see if there is a reasonable proportionality. Then estimate the proportionality
constant k
Examining Figure 1.9, we see that the plot does reasonably approximate a
straight line projected through the origin, We estimate the slope of the line approx-
imating the data to be about k * 0.00082, which gives the model
Pasi ~ Pn = 0.00082(665 ~ px)pn (1.2)
Figure 1.9
Testing the constrained
‘growth model Growth constrained by resources
100
80
480 | 4222629
55.5 65,016.69 <0
327 85,623.84 ro
a | eeu fe
[meni a
m3 |g dg
| emmy
ma | Bane sina fa
37 5968.69
22 3561.84 12
CHAPTER 1 Modeling Change
Time
inhours
EXAMPLE 3
Observations
Solving the Model Numerically Solving Equation (1.2) for pn gives
Pasi = Px + 0.00082(665 — Pn) Pn (1.3)
‘The right side of this equation is a quadratic in p,. Such dynamical systems
are classified as nonlinear and generally cannot be solved for analytical solutions
That is, usually we cannot find a formula expressing p, in terms of n, However, if
given that pp = 9.6, we can substitute in the expression to compute py
Po + 0.00082(665 — po) po = 9.6 + 0.00082(665 — 9.6)9.6
py 4.76
Ina similar manner, we can substitute py = 14.76 into Equation (1.3) to
compute p2 = 22.63, Iterating in this way, we compute a table of values to provide
a numerical solution to the model. This numerical solution of model predictions
is presented in Figure 1.10. The predictions and observations are plotted together
versus time on the same graph, Note that the model captures fairly well the trend
of the observed data .
Predictions Pn
Growth ina yeast culture
70
4
2 500)
5 “5 © Observations
od © Predictions
=
Tiame in hours
Figure 1.10
Model predictions and observations
Spread of a Contagious Disease
‘Suppose there are 400 students in a college dormitory and that one or more students
has a severe case of the flu. Let ig represent the number of infected students afier
nx time periods. Assume some interaction between those infected and those not
infected is required to pass on the disease. If all are susceptible to the disease, then
(400 — i,) represents those susceptible but not yet infected. If those infected remain EXAMPLE 4
1.2 Approximating Change with Difference Equations 13
contagious, we can model the change of those infected as a proportionality to the
product of those infected by those susceptible but not yet infected, or
Min = int) ~ in = kin(400 ~ in) (1.4)
In this model the product j,(400 — i,) represents the number of possible interac-
tions between those infected and those not infected at time n. A fraction k of these
interactions would cause additional infections, represented by Ain
Equation (1.4) has the same form as Equation (1.2), but in the absence of any
data we cannot determine a value for the proportionality constant k. Nevertheless,
a graph of the predictions determined by Equation (1.4) would have the same S
shape as the graph of the yeast population in Figure 1.10.
There are many refinements to this model. For example, we might assume
that a segment of the population is not susceptible to the disease, that the infection
period is limited, or that infected students are removed from the dorm to prevent
interaction with the uninfected. More sophisticated models might even treat the
infected and susceptible populations separately. .
Decay of Digoxin in the Bloodstream
Digoxin is used in the treatment of heart disease. Doctors must prescribe an amount
of medicine that keeps the concentration of digoxin in the bloodstream above an
effective level without exceeding a safe level (there is variation among patients),
For an initial dosage of 0.5 mg in the bloodstream, Table 1.2 shows the amount
of digoxin a, remaining in the bloodstream of a particular patient after n days,
together with the change Aa, each day.
Table 1.2 The change ay in digoxin in a patient's bloodstream
o 1 Ee ee
4 0500 06S 0.238 0.164 0.113 0078 0054 0037 0.026
Aan -0.159 -0.107 0.074 -0.051 -0.035 -0.024 0.017 0011
A scatterplot of Ady versus dy from Table 1.2 is shown in Figure 1.11. The
graph shows that the change Ady during a time interval is approximately propor-
tional to the amount of digoxin a, present in the bloodstream at the beginning of
the time interval. The slope of the proportionality line through the origin is approx-
imately k © ~0.107/0.345 © —0.310. Since the graph in Figure 1.11 shows the
change Aa, as linear function of a, with slope ~0.31, we have Aa, = —0.31dy.
The Model From Figure 1.11,
‘Ady = —0.31ay
One — On = 0.31
O41 = 0.694 14
Figure 1.11
CHAPTER 1 Modeling Change
A plot of Aag versus an
from Table 1
2 suggests @
straight line through the
origin
EXAMPLE 5
or 02
~0102
008
= 0106
-008
0.10
012
0.14
- 0.16
-018
aa,
AA difference equation model for the decay of digoxin in the bloodstream given an
initial dosage of 0.5 mg is,
Gn41 = Gy ~ 031d = 0.694n,
a9 = 0.5 .
Heating of a Cooled Object
Now we examine a behavior that is taking place continuously. Suppose a cold can
of soda is taken from a refrigerator and placed in a warm classroom and we measure
the temperature periodically. The temperature of the soda is initially 40°F and the
room temperature is 72°F. Temperature is a measure of energy per unit volume.
Because the volume of soda is small relative to the volume of the room, we would
expect the room temperature to remain constant. Furthermore, we assume the entire
can of soda is the same temperature, neglecting variation within the can. We might
expect the change in temperature per time period to be greater when the difference
in temperatures between the soda and room is large and the change in temperature
per unit time to be less when the difference in temperatures is small. Letting t,
represent the temperature of the soda after n time periods and k a positive constant
of proportionality, we propose
An = tnt — tn = KT2— tn)
= 40
Many refinements are possible for this model. Although we have assumed k
is constant, it actually depends on the shape and conductivity properties of the con-
tainer, the length of the time period between the measurements, and so on. Also, the
temperature of the environment may not be constant in many instances, and it may
be necessary to take into account that the temperature is not uniform throughout
the can of soda. The temperature of an object may vary in one dimension (as inthe
case of a thin wire), in two dimensions (such as for a flat plate), or three dimensions
(as in the case of a space capsule reentering the earth's atmosphere), . 1.2 Problems
1.2. Approximating Change with Difference Equations 15
We have presented only a glimpse of the power of difference equations to
model change in the world around us. In the next section, we build numerical
solutions to some of these models and observe the pattems they exhibit. Having
observed certain patterns for various types of difference equations, we will then
classify them by their mathematical structures. This will help to determine the long-
term behavior of a dynamical system under study.
1. The following data were obtained for the growth of a sheep population intro-
duced into a new environment on the island of Tasmania.!
Year | 1814 18241834 184418541864
ation | 125 275-830-1200 17501650
Plot the data. Is there a trend? Plot the change in population versus years
elapsed after 1814. Formulate a discrete dynamical system that reasonably ap-
proximates the change you have observed.
2. The following data represent the U.S. population from 1790 to 2000:
Year Population
1790 3,929,000
1800 5,308,000
1810 7,240,000
1820 9,638,000
1830 12,866,000
1840 17,069,000
1850 23,192,000
1860 31,443,000
1870 38,558,000
1880 50,156,000
1890 62,948,000
1900 75,995,000
1910 91,972,000
1920 105,711,000
1930 122,755,000
1940 131,669,000
1950 150,697,000
1960 179,323,000
1970 203,212,000
1980 226,505,000
1990 248,710,000
2000 281,416,000
"Adapted ftom J. Davidson, “On the Growth of the Sheep Population in Tasmania,” Trans. R. Soc.
Australia 62(1938): 342-346, 16
CHAPTER 1
Modeling Change
3.
4.
Find a dynamical system model that fits the data fairly well. Test your model
by plotting the predictions of the model against the data
Sociologists recognize a phenomenon called social diffusion, which is the
spreading of a piece of information, a technological innovation, or a cultural
fad among a population, The members of the population can be divided into
‘two classes: those who have the information and those who do not. In a fixed
population whose size is known, it is reasonable to assume that the rate of
1, as in Example |, then the sequence a, = réag, which solves the
linear dynamical system, grows without bound. This growth was illustrated in Fig-
ure 1.12.
‘What happens if r is negative? If we replace 1.01 with —1.01 in Example 1,
we obtain the graph in Figure 1.14. Note the oscillation between both positive and
negative values. Because the negative sign causes the next term in the sequence to
be of opposite sign from the previous term, we conclude that, in general, negative
values of r cause oscillations in the linear form a4.1 = rap.
‘What happens if |r| < 1? We know what happens if r = 0, if r > 1, if
1 < ~I, and if r is negative in general. If 0
