Mathematical Modeling and Simulations

LECTURE-1
“It’s one small step for man, one
giant leap for mankind.”

- NEIL ARMSTRONG
What is Mathematical Modeling

Mathematical modelling is the process of describing

a real world problem in mathematical terms, usually

in the form of equations, and then using these

equations both to help understand the original

problem, and also to discover new features about the

problem.
Mathematical Modeling (cont.)
A modern weather forecast is an application of mathematical modeling which is based on the
following steps:
•Start with the laws of physics
•Encode these as (differential) equations, in particular the Navier-Stokes equations.
•Take data from satellites and weather stations to determine today’s weather accurately.
•Using this as an initial condition, (using a super computer) solve the equations for 24 hours to
give us the weather tomorrow.
•Continuously update the forecast.
•Present the results in a way that all can understand.
Why Mathematical Modeling ?
Mathematical modeling is a powerful tool used in various fields to understand,
analyze, and predict complex real-world phenomena. There are several reasons
why mathematical modeling is crucial:

Understanding complex systems: Mathematical models help us understand the

underlying principles governing complex systems. They allow us to represent
these systems in a simplified form, making it easier to grasp their essential
features and behavior.
Why Mathematical Modeling ? (cont.)
Prediction and forecasting: Models enable us to make predictions about the
future behavior of a system based on the current understanding of its dynamics.
This is valuable in various fields such as economics, meteorology, and
epidemiology, where accurate predictions are crucial.

Optimization: Mathematical models are used to optimize systems and processes

by identifying the best possible solutions. This is particularly important in fields
like engineering, logistics, and operations research, where finding the most
efficient and effective solutions is essential.
Why Mathematical Modeling ? (cont.)
Decision-making support: Models provide a framework for decision-making by
simulating different scenarios and their potential outcomes. This helps decision-makers
to evaluate the consequences of different choices and make informed decisions.

Policy formulation and analysis: Mathematical models are used in policy analysis to
assess the potential impacts of different policies on complex systems. This aids
policymakers in designing effective and efficient policies for various domains such as
public health, economics, and environmental management.
Why Mathematical Modeling ? (cont.)
Risk assessment and management: Models help in assessing and managing risks
associated with complex systems. By quantifying the risks and analyzing their potential
impacts, decision-makers can take necessary precautions and make informed choices to
mitigate adverse consequences.

Scientific exploration and hypothesis testing: Mathematical models provide a

platform for testing scientific hypotheses and exploring the implications of theoretical
frameworks. They allow researchers to simulate various scenarios and compare the
results with empirical data, thus validating or refining existing theories.
Simulation of a Model

Simulation of a model involves creating a computer-based representation or

imitation of a real-world process or system. It allows researchers, engineers, and

decision-makers to observe the behavior of a model under different conditions,

without having to physically implement the system. This process is vital in various

fields, including science, engineering, economics, and social sciences.

Simulation of a Model (cont.)

The difference between a simulation and a model is that in a simulation we are

concerned to try to get all of the details as right as possible so that the conclusions
are as accurate as possible. Using such simulations we can, for example, determine
in advance whether a bridge will stay up after it has been built. We can also test the
bridge to destruction without ever having to build it in the first place simply by
varying the parameters in the computer simulation.
Flight Simulator

Another important use of simulation is in the training

of pilots in aircraft simulators, which are designed to

be as close to reality as possible. Using these, a pilot

can be trained to fly an aircraft and to deal with

dangerous situations, long before they have to enter

the cockpit.
 Modeling Process

Mathematical modelling is a process by which we derive a model to describe a

phenomenon that may or may not be observable. For example, the movement of

a pendulum is an observable phenomenon, but the transmission of a disease in

the population may not be observable. In the latter case, the outcomes of

infection and illness indicate that the epidemic phenomenon may be taking place

and the disease is being transmitted among individuals.

Modeling Process (Cont.)

The process of modelling consists of several important steps. In general,

the model represents a framework that includes simplification,

assumptions, and approximation to describe the phenomenon under

investigation. This framework can be expressed by mathematical equations

and analyzed using the theory of dynamical systems and computational

tools for model validation and comparison with available data.

Modeling Process (Cont.)

A mathematical model is a living process, that if

looked after well will continue to give insights into

the system. The best models are ones which give

us excellent insight into the system which allow us

to make useful future predictions. Quantitative

agreement with actual data is often a bonus.

Real World Examples of Mathematical Modelling

Mathematical modeling serves as a bridge between theoretical understanding and

practical application, enabling us to tackle complex real-world problems in a

systematic and structured manner.

Mathematical Modelling impacts every aspect of our lives, and here we will look

at a series of real world examples which show just how important it is.
 Physical Sciences
It is worth considering an example, which show the real predictive power of this
process. After Newton had written down the laws of motion for the solar system they
were found to be very accurate in predicting the paths of then known planets. However,
on 13th March 1781 the planet Uranus was discovered by William Herschel. When its
orbit was plotted it was found that whilst it nearly agreed with the predictions of
Newtonian mechanics, there were small discrepancies. At this stage the trust in the
accuracy of the underlying model was such that even these small discrepancies caused a
large amount of concern.
Physical Sciences (Cont.)

It was postulated that there must be a cause, and one explanation was that there was
another planet, which was disturbing the orbit of Uranus. Using the Newtonian
model for the solar system it was possible to calculate the location of this planet.
This calculation was carried out independently, by John Couch Adams at
Cambridge, and by Urbain Le Verrier in Paris. Both obtained very similar answers,
and in response to Le Verrier’s calculations, Johan Galle discovered the planet in
1846. We now call this planet Neptune, and it is illustrated below with Uranus on
the left.
 Physical Sciences (Cont.)
The key lesson from this example was
that a mathematical model was able
to predict something completely new,
which was not built into the model in the
first place. It became clear at this point
that mathematical models had potentially
extraordinary predictive powers.
Climate Sciences

This example comes from climate science. In general, climate models (or really
simulations) are far too complex to be used to make analytical predictions. The best
that we can do is to run them many times on different scenarios of, for example,
Carbon Dioxide production and solar variability. However, a simple climate model
which assumes that the energy arriving from the Sun balances the energy radiated
from the Earth gives us an equation for the average temperature of the Earth T in
form:
 Climate Sciences (Cont.)

Here S(t) is the average energy from the Sun, a is the the amount of sunlight (solar radiation) reflected
by of the Earth, e is the effective emissivity of the Earth’s atmosphere and sigma is Boltzman’s
constant. This is a true model. It is a complete simplification of a very complex system. However it is
predictive, and allows us to see how the temperature of the Earth will change if the energy from the
Sun changes (varying S), the polar ice caps melt (varying a) or if Carbon Dioxide changes (varying e).
It is also a good model in the sense that these predictions can be tested against experimental data.
Biological Sciences
It has taken longer for mathematical modelling to make an impact in the biological sciences.
This is mainly because biological systems are inherently much more complex than physical
ones (consider modelling a cell or the brain for example). It is also generally harder to make,
repeat, and quantitatively assess, experiments on biological systems. However, by a lot of
careful study, significant progress has been made in recent years, starting with pioneering
work by Alan Turing just after the Second World War. Mathematical models are now used to
help understand changing animal populations, the evolution of biological patterns, the spread
of disease and the functioning of the nervous system.
Social Sciences

Modelling is both useful and important here, but is complicated by the fact that

we have to take human behavior into account. Given the complexities of the way

that humans think and behave, this is generally hard, if not impossible. However,

the mathematics of game theory can be used to describe how economies behave,

and how competition and (possibly) altruism can evolve.

 How Did the Mathematician Cross the Road?

In advanced countries there are crossings where you press a button and wait for the
pedestrian light to go green, accompanied by a lot of beeping. One can noticed that when the
button is pressed there is a delay D before the light goes green. The reason for this delay is
to make sure that the traffic isn’t blocked by a constant flow of pedestrians. But the question
is: how long should the delay be? Too short and the traffic is blocked. Too long and the
pedestrians give up waiting and chance it by running across the road. To answer this
question we can have a go at using a simple mathematical model for the crossing process.
 Crossing the Road (Cont.)

We start by thinking about what the

ingredients of the model. A picture

always helps.
Crossing the Road (Cont.)
A simple set of initial assumptions are as follows:
Pedestrians arrive at a steady rate at the crossing ( say ‘a’)
Traffic arrives at a steady rate (say ‘b’)
It takes the pedestrians a time (say) T to cross the road
The ideal delay time is the one that maximizes the average total flow (say) F of
both the pedestrians and the traffic.
 Crossing the Road (Cont.)
By a steady rate we will assume that in any time interval of length ‘t’, pedestrian and
will arrive. We will also assume that all of the pedestrians waiting at the lights cross at
once when the lights turn green.
Once the lights go red again we will wait a time . The lights then have a delay D during
which cars can cross before they go again.
In mean time:
Number of pedestrians arrived
Number of cars crossed
 Crossing the Road (Cont.)
Now the pedestrian light turned green and ‘a’ pedestrian crossed the road in time
‘T’. Therefore in one complete cycle:
Total number of pedestrians and cars crossed +
Total time taken for a complete cycle
The average total flow of pedestrians and cars is then given by:
Crossing the Road (Cont.)
If we take (for example) a = ½, b = 10, T = 1 then a plot of F as a function of D is given below:
 Crossing the Road (Cont.)
We conclude from this simple model that it is best to make the delay D as long as possible.
However there will be an upper limit. This depends on the patience of the pedestrians. This
is beyond the subject of mathematical modelling.

Peoples might like to consider whether they agree with this model, the assumptions made to
get it, or the conclusions that we have drawn from it. Indeed, how might the model be
improved, and does it affect the conclusion? For example, is the assumption that the best
delay time is one which maximizes the flow, or is it better to minimize the average waiting
time of the pedestrians/cars? Left these as a matter of your thinking process.
An Example

let us present another example of developing a simple mathematical model. In

this example, we wish to calculate the volume of sand that falls from the top half
to the bottom half of a conical hourglass within a period of time (Figure 1.2).
Suppose that the sand flows at the rate of per second from the top half to bottom
half of the hourglass. We remember from calculus that the volume of a cone with
height and radius is given by
Example (Cont.)
Volume of the sand in the bottom half of the conical hourglass is given by:

Putting
Example (Cont.)
Putting

the change in the height of sand in the bottom-half of the conical hourglass
with respect to time is:
 Example (Cont.)
After simplification we get

Substituting into the equation for , we can calculate the amount of sand that falls from the top half to
the bottom half of the conical hourglass within a certain time period. For example, between

t = 0 and t = 36𝜋, the bottom half of the hourglass will be filled, that is, V (36 𝜋)=144 𝜋. This simple
example shows how a model can be used to describe the outcomes of a process that changes with time.
 An Other Example
Mathematical models are often used to explore the dynamics of a system over time. Let us
present another example from classical mechanics. A simple mechanical oscillating system
can be illustrated by a weight attached to a linear spring subject to only weight and tension,
representing a harmonic oscillator. In mechanics and physics, simple harmonic motion is a
type of oscillation where the restoring force is proportional to the displacement and acts in
the direction opposite to that of displacement. Ignoring the damping behavior, the restoring
force (given by the product of mass and acceleration according to Newton’s second law of
motion for a constant mass) in a linear spring can be modelled by:
Example (Cont.)
Example (Cont.)
 Modeling Types
Mathematical models can be classified based on
three major characteristics that may depend on
the nature of the phenomenon:

(i) deterministic or stochastic;

(ii) dynamic or static; and

(iii) discrete or continuous

 Common Mistakes in Mathematical Modelling

Don’t Eat the Menu

All models, even complex simulations, are approximations of reality. They are not
reality itself. This should always be born in mind when making predictions. Far better
to say ‘that my model for climate change predicts a rise of three degrees in
temperature’, than to say that there will be a three degree rise. When using a model
always be aware of the limitations, uncertainties and approximations that go into them.
The best models have a quantification of their uncertainty.
 Common Mistakes (Cont.)

Wishful Thinking
It is a very common mistake in mathematics (and indeed in most things) to
change a problem to something that we can solve, rather than solving the original
problem because it is too hard. A side effect of this is that we might end up using
overly sophisticated maths (or indeed the wrong sort of maths altogether) to
solve what is in effect the wrong problem.
 Common Mistakes (Cont.)
The Curse of the Formula

The examples of models that I have shown above have led to simple

formulae. But don’t assume that this will always be the case, and certainly

don’t over simplify the problem to get to an exact formula.

 “A model should be as simple as possible, and no simpler”
Albert Einstein

For further reading:

S.M. Moghadas, M.J. Douraki. Mathematical Modeling, A Graduate Textbook. John Wiley & Sons Inc,
2019.

What Is Mathematical Modelling?

https://www.mathscareers.org.uk/what-is-mathematical-modelling/ What Is Mathematical
Modelling?

Real World Examples of Mathematical Modelling

https://www.mathscareers.org.uk/real-world-examples-of-mathematical-modelling/hematical Modelling?
Problem-1

A population of insects in a region will grow at a rate that is proportional to their

current population. In the absence of any outside factors the population will
triple in two weeks time. On any given day there is a net migration into the area
of 15 insects and 16 are eaten by the local bird population and 7 die of natural
causes. If there are initially 100 insects in the area will the population survive? If
not, when do they die out?
 Problem-2
The big pot of soup as part of Jim’s summer job at a restaurant, Jim learned to cook up a
big pot of soup late at night, just before closing time, so that there would be plenty of soup
to feed customers the next day. He also found out that , while refrigerate ration was
essential to preserve the soup over night, the soup is to hot to be put directly into the fridge
when it was ready (The soup had just boiled at 100 degree centigrade , and the fridge was
not powerful enough to accommodate a big pot to soup if it was any warmer than C) Jim
discovered that by cooling the pot in a sink full of cold water , (kept running , so that its
temperature was roughly constant at C ) and stirring occasionally, he could bring the
temperature of the soup to C in 10 minutes. How long before closing time should the soup
be ready so that Jim could put it in the fridge and leave on time?
Hint: Use Newton’s Law of Cooling