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PT1.1 MOTIVATION 11

CHAPTER 1
Mathematical Modeling and
Engineering Problem Solving

Knowledge and understanding are prerequisites for the effective implementation of any
tool. No matter how impressive your tool chest, you will be hard-pressed to repair a car if
you do not understand how it works.
This is particularly true when using computers to solve engineering problems. Al-
though they have great potential utility, computers are practically useless without a funda-
mental understanding of how engineering systems work.
This understanding is initially gained by empirical means—that is, by observation and
experiment. However, while such empirically derived information is essential, it is only
half the story. Over years and years of observation and experiment, engineers and scientists
have noticed that certain aspects of their empirical studies occur repeatedly. Such general
behavior can then be expressed as fundamental laws that essentially embody the cumula-
tive wisdom of past experience. Thus, most engineering problem solving employs the two-
pronged approach of empiricism and theoretical analysis (Fig. 1.1).
It must be stressed that the two prongs are closely coupled. As new measurements are
taken, the generalizations may be modified or new ones developed. Similarly, the general-
izations can have a strong influence on the experiments and observations. In particular,
generalizations can serve as organizing principles that can be employed to synthesize ob-
servations and experimental results into a coherent and comprehensive framework from
which conclusions can be drawn. From an engineering problem-solving perspective, such
a framework is most useful when it is expressed in the form of a mathematical model.
The primary objective of this chapter is to introduce you to mathematical modeling
and its role in engineering problem solving. We will also illustrate how numerical methods
figure in the process.

1.1 A SIMPLE MATHEMATICAL MODEL

A mathematical model can be broadly defined as a formulation or equation that expresses
the essential features of a physical system or process in mathematical terms. In a very gen-
eral sense, it can be represented as a functional relationship of the form
 
Dependent independent forcing
= f , parameters, (1.1)
variable variables functions

11
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12 MATHEMATICAL MODELING AND ENGINEERING PROBLEM SOLVING

Problem
definition

THEORY Mathematical DATA

model

Problem-solving tools:
computers, statistics,
numerical methods,
graphics, etc.

Numeric or
graphic results

Societal interfaces:
scheduling, optimization,
communication,
public interaction,
etc.

FIGURE 1.1 Implementation

The engineering problem-
solving process.

where the dependent variable is a characteristic that usually reflects the behavior or state
of the system; the independent variables are usually dimensions, such as time and space,
along which the system’s behavior is being determined; the parameters are reflective of the
system’s properties or composition; and the forcing functions are external influences acting
upon the system.
The actual mathematical expression of Eq. (1.1) can range from a simple algebraic re-
lationship to large complicated sets of differential equations. For example, on the basis of
his observations, Newton formulated his second law of motion, which states that the time
rate of change of momentum of a body is equal to the resultant force acting on it. The math-
ematical expression, or model, of the second law is the well-known equation
F = ma (1.2)

where F = net force acting on the body (N, or kg m/s2), m = mass of the object (kg), and
a = its acceleration (m/s2).
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1.1 A SIMPLE MATHEMATICAL MODEL 13

FU The second law can be recast in the format of Eq. (1.1) by merely dividing both sides
by m to give
F
a= (1.3)
m
where a = the dependent variable reflecting the system’s behavior, F = the forcing func-
tion, and m = a parameter representing a property of the system. Note that for this simple
case there is no independent variable because we are not yet predicting how acceleration
varies in time or space.
Equation (1.3) has several characteristics that are typical of mathematical models of
the physical world:
1. It describes a natural process or system in mathematical terms.
2. It represents an idealization and simplification of reality. That is, the model ignores
FD negligible details of the natural process and focuses on its essential manifestations.
Thus, the second law does not include the effects of relativity that are of minimal im-
FIGURE 1.2
portance when applied to objects and forces that interact on or about the earth’s surface
Schematic diagram of the
forces acting on a falling
at velocities and on scales visible to humans.
parachutist. FD is the downward 3. Finally, it yields reproducible results and, consequently, can be used for predictive
force due to gravity. FU is the purposes. For example, if the force on an object and the mass of an object are known,
upward force due to air Eq. (1.3) can be used to compute acceleration.
resistance.
Because of its simple algebraic form, the solution of Eq. (1.2) can be obtained easily.
However, other mathematical models of physical phenomena may be much more complex,
and either cannot be solved exactly or require more sophisticated mathematical techniques
than simple algebra for their solution. To illustrate a more complex model of this kind,
Newton’s second law can be used to determine the terminal velocity of a free-falling body
near the earth’s surface. Our falling body will be a parachutist (Fig. 1.2). A model for this
case can be derived by expressing the acceleration as the time rate of change of the veloc-
ity (dv/dt ) and substituting it into Eq. (1.3) to yield
dv F
= (1.4)
dt m
where v is velocity (m/s) and t is time (s). Thus, the mass multiplied by the rate of change
of the velocity is equal to the net force acting on the body. If the net force is positive, the
object will accelerate. If it is negative, the object will decelerate. If the net force is zero, the
object’s velocity will remain at a constant level.
Next, we will express the net force in terms of measurable variables and parameters.
For a body falling within the vicinity of the earth (Fig. 1.2), the net force is composed of two
opposing forces: the downward pull of gravity FD and the upward force of air resistance FU :
F = FD + FU (1.5)
If the downward force is assigned a positive sign, the second law can be used to for-
mulate the force due to gravity, as
FD = mg (1.6)
where g = the gravitational constant, or the acceleration due to gravity, which is approxi-
mately equal to 9.8 m/s2.
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14 MATHEMATICAL MODELING AND ENGINEERING PROBLEM SOLVING

Air resistance can be formulated in a variety of ways. A simple approach is to assume

that it is linearly proportional to velocity1 and acts in an upward direction, as in
FU = −cv (1.7)

where c = a proportionality constant called the drag coefficient (kg/s). Thus, the greater
the fall velocity, the greater the upward force due to air resistance. The parameter c ac-
counts for properties of the falling object, such as shape or surface roughness, that affect air
resistance. For the present case, c might be a function of the type of jumpsuit or the orien-
tation used by the parachutist during free-fall.
The net force is the difference between the downward and upward force. Therefore,
Eqs. (1.4) through (1.7) can be combined to yield
dv mg − cv
= (1.8)
dt m
or simplifying the right side,
dv c
=g− v (1.9)
dt m
Equation (1.9) is a model that relates the acceleration of a falling object to the forces act-
ing on it. It is a differential equation because it is written in terms of the differential rate of
change (dv/dt ) of the variable that we are interested in predicting. However, in contrast to
the solution of Newton’s second law in Eq. (1.3), the exact solution of Eq. (1.9) for the ve-
locity of the falling parachutist cannot be obtained using simple algebraic manipulation.
Rather, more advanced techniques such as those of calculus, must be applied to obtain an
exact or analytical solution. For example, if the parachutist is initially at rest (v = 0 at
t = 0), calculus can be used to solve Eq. (1.9) for
gm  
v(t) = 1 − e−(c/m)t (1.10)
c
Note that Eq. (1.10) is cast in the general form of Eq. (1.1), where v(t) = the depen-
dent variable, t = the independent variable, c and m = parameters, and g = the forcing
function.

EXAMPLE 1.1 Analytical Solution to the Falling Parachutist Problem

Problem Statement. A parachutist of mass 68.1 kg jumps out of a stationary hot air bal-
loon. Use Eq. (1.10) to compute velocity prior to opening the chute. The drag coefficient is
equal to 12.5 kg/s.
Solution. Inserting the parameters into Eq. (1.10) yields
9.8(68.1)    
v(t) = 1 − e−(12.5/68.1)t = 53.39 1 − e−0.18355t
12.5
which can be used to compute

1
In fact, the relationship is actually nonlinear and might better be represented by a power relationship such as
FU = −cv 2 . We will explore how such nonlinearities affect the model in a problem at the end of this chapter.
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1.1 A SIMPLE MATHEMATICAL MODEL 15

t, s v, m/s

0 0.00
2 16.40
4 27.77
6 35.64
8 41.10
10 44.87
12 47.49
 53.39

According to the model, the parachutist accelerates rapidly (Fig. 1.3). A velocity of
44.87 m/s (100.4 mi/h) is attained after 10 s. Note also that after a sufficiently long time, a
constant velocity, called the terminal velocity, of 53.39 m/s (119.4 mi/h) is reached. This
velocity is constant because, eventually, the force of gravity will be in balance with the air
resistance. Thus, the net force is zero and acceleration has ceased.

Equation (1.10) is called an analytical, or exact, solution because it exactly satisfies

the original differential equation. Unfortunately, there are many mathematical models that
cannot be solved exactly. In many of these cases, the only alternative is to develop a nu-
merical solution that approximates the exact solution.
As mentioned previously, numerical methods are those in which the mathematical
problem is reformulated so it can be solved by arithmetic operations. This can be illustrated

FIGURE 1.3
The analytical solution to the
falling parachutist problem as Terminal velocity
computed in Example 1.1.
Velocity increases with time and
asymptotically approaches a
terminal velocity. 40
v, m/s

20

0
0 4 8 12
t, s
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16 MATHEMATICAL MODELING AND ENGINEERING PROBLEM SOLVING

v(ti +1)

True slope
dv/dt

v

Approximate slope
v(ti ) v v(ti +1) – v(ti )
= t –t
t i +1 i

FIGURE 1.4
ti ti +1 t
The use of a finite difference to
approximate the first derivative t
of v with respect to t.

for Newton’s second law by realizing that the time rate of change of velocity can be ap-
proximated by (Fig. 1.4):
dv ∼ v v(ti+1 ) − v(ti )
= = (1.11)
dt t ti+1 − ti
where v and t = differences in velocity and time, respectively, computed over finite in-
tervals, v(ti ) = velocity at an initial time ti , and v(ti+1 ) = velocity at some later time ti +1 .
Note that dv/dt ∼ = v/t is approximate because t is finite. Remember from calculus that
dv v
= lim
dt t→0 t

Equation (1.11) represents the reverse process.

Equation (1.11) is called a finite divided difference approximation of the derivative at
time ti . It can be substituted into Eq. (1.9) to give
v(ti+1 ) − v(ti ) c
= g − v(ti )
ti+1 − ti m
This equation can then be rearranged to yield
 c 
v(ti+1 ) = v(ti ) + g − v(ti ) (ti+1 − ti ) (1.12)
m
Notice that the term in brackets is the right-hand side of the differential equation itself
[Eq. (1.9)]. That is, it provides a means to compute the rate of change or slope of v. Thus,
the differential equation has been transformed into an equation that can be used to deter-
mine the velocity algebraically at ti+1 using the slope and previous values of v and t. If you
are given an initial value for velocity at some time ti , you can easily compute velocity at a
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20 MATHEMATICAL MODELING AND ENGINEERING PROBLEM SOLVING

TABLE 1.1 Devices and types of balances that are commonly used in the four major areas of engineering.
For each case, the conservation law upon which the balance is based is specified.
Field Device Organizing Principle Mathematical Expression

Chemical engineering Conservation of mass Mass balance:

Reactors Input Output

Over a unit of time period

mass = inputs – outputs
Civil engineering Conservation of Force balance:
momentum + FV
Structure

– FH + FH

– FV

At each node
 horizontal forces (FH ) = 0
 vertical forces (FV ) = 0
Mechanical engineering Machine Conservation of Force balance: Upward force
momentum
x=0
Downward force

2
m d x2 = downward force – upward force
dt
Electrical engineering Conservation of charge Current balance:
+ i1 – i3
+ For each node
 current (i ) = 0
– + i2

Circuit
Conservation of energy Voltage balance: i1R1

i2R2 ␰

i3R3
Around each loop
 emf’s –  voltage drops for resistors = 0
  –  iR = 0