Mathematical Models

A mathematical model is a description of a system using mathematical concepts and

language. The process of developing a mathematical model is termed mathematical
modeling. Mathematical models are used in the natural sciences (such as physics,
biology, earth science, chemistry) and engineering disciplines (such as computer science,
electrical engineering), as well as in the social sciences (such as economics, psychology,
sociology, political science).
A model may help to explain a system and to study the effects of different components,
and to make predictions about behaviour.
Elements of a mathematical model
Mathematical models can take many forms, including dynamical systems, statistical
models, differential equations, or game theoretic models. These and other types of
models can overlap, with a given model involving a variety of abstract structures. In
general, mathematical models may include logical models. In many cases, the quality of
a scientific field depends on how well the mathematical models developed on the
theoretical side agree with results of repeatable experiments. Lack of agreement between
theoretical mathematical models and experimental measurements often leads to
important advances as better theories are developed. In the physical sciences, a
traditional mathematical model contains most of the following elements:
➢ Governing equations
➢ Supplementary sub-models
Defining equations
Constitutive equations
➢ Assumptions and constraints
Initial and boundary conditions
Classical constraints and kinematic equations
Governing equations
A mass balance, also called a material balance, is an application of conservation of mass
to the analysis of physical systems. It is the simplest governing equation, and it is simply
a budget (balance calculation) over the quantity in question:
Input + Generation = Output + Accumulation + Consumption
The law of conservation of mass or principle of mass conservation states that for any
system closed to all transfers of matter and energy, the mass of the system must remain
constant over time, as the system's mass cannot change, so quantity can neither be added
nor be removed. Therefore, the quantity of mass is conserved over time.
Sequence of states: A governing equation may also be a state equation, an equation
describing the state of the system, and thus actually be a constitutive equation that has
"stepped up the ranks" because the model in question was not meant to include a time-
dependent term in the equation. This is the case for a model of an oil production plant
which on the average operates in a steady state mode. Results from one thermodynamic
equilibrium calculation are input data to the next equilibrium calculation together with
some new state parameters, and so on. In this case the algorithm and sequence of input
data form a chain of actions, or calculations, that describes change of states from the
first state (based solely on input data) to the last state that finally comes out of the
calculation sequence.
Defining equations
Defining equations are normally formulated in terms of elementary algebra and
calculus, vector algebra and calculus, or for the most general applications tensor algebra
and calculus, depending on the level of study and presentation, complexity of topic and
scope of applicability. Functions may be incorporated into a definition, in for calculus
this is necessary. Quantities may also be complex-valued for theoretical advantage, but
for a physical measurement the real part is relevant, the imaginary part can be discarded.
For more advanced treatments the equation may have to be written in an equivalent but
alternative form using other defining equations for the definition to be useful. Often
definitions can start from elementary algebra, then modify to vectors, then in the limiting
cases calculus may be used. The various levels of maths used typically follows this
pattern. Typically definitions are explicit, meaning the defining quantity is the subject of
the equation, but sometimes the equation is not written explicitly – although the defining
quantity can be solved for to make the equation explicit. For vector equations,
sometimes the defining quantity is in a cross or dot product and cannot be solved for
explicitly as a vector, but the components can.
Constitutive equation
In physics and engineering, a constitutive equation or constitutive relation is a
relation between two physical quantities (especially kinetic quantities as related to
kinematic quantities) that is specific to a material or substance, and approximates the
response of that material to external stimuli, usually as applied fields or forces. They are
combined with other equations governing physical laws to solve physical problems; for
example in fluid mechanics the flow of a fluid in a pipe, in solid state physics the
response of a crystal to an electric field, or in structural analysis, the connection between
applied stresses or forces to strains or deformations.
Some constitutive equations are simply phenomenological; others are derived from
first principles. A common approximate constitutive equation frequently is expressed as
a simple proportionality using a parameter taken to be a property of the material, such as
electrical conductivity or a spring constant. However, it is often necessary to account for
the directional dependence of the material, and the scalar parameter is generalized to a
tensor. Constitutive relations are also modified to account for the rate of response of
materials and their non-linear behavior.
Differential equations
In both differential equations in continuous time and difference equations in discrete
time, initial conditions affect the value of the dynamic variables (state variables) at any
future time. In continuous time, the problem of finding a closed form solution for the
state variables as a function of time and of the initial conditions is called the initial value
problem. A corresponding problem exists for discrete time situations. While a closed
form solution is not always possible to obtain, future values of a discrete time system can
be found by iterating forward one time period per iteration, though rounding error may
make this impractical over long horizons.
In mathematics, in the field of differential equations, a boundary value problem is a
differential equation together with a set of additional constraints, called the boundary
conditions.
A solution to a boundary value problem is a solution to the differential equation which
also satisfies the boundary conditions.
Boundary value problems arise in several branches of physics as any physical
differential equation will have them. Problems involving the wave equation, such as the
determination of normal modes, are often stated as boundary value problems. A large
class of important boundary value problems are the Sturm–Liouville problems.
The analysis of these problems involves the eigenfunctions of a differential operator.
To be useful in applications, a boundary value problem should be well posed. This
means that given the input to the problem there exists a unique solution, which depends
continuously on the input.
Much theoretical work in the field of partial differential equations is devoted to proving
that boundary value problems arising from scientific and engineering applications are in
fact well-posed.
Among the earliest boundary value problems to be studied is the Dirichlet problem, of
finding the harmonic functions (solutions to Laplace's equation); the solution was given
by the Dirichlet's principle.
 Constraint
In classical mechanics, a constraint on a system is a parameter that the system must
obey. For example, a box sliding down a slope must remain on the slope. There are two
different types of constraints: holonomic and non-holonomic
Types of constraint:
• First class constraints and second class constraints
• Primary constraints, secondary constraints, tertiary constraints, quaternary
constraints.
• Holonomic constraints, also called integrable constraints, (depending on time and
the coordinates but not on the momenta) and Nonholonomic system constraints
• Scleronomic constraints (not depending on time) and rheonomic constraints
(depending on time).
• Ideal constraints: those for which the work done by the constraint forces under a
virtual displacement vanishes.
Classifications Of Mathematical Models
Mathematical models are usually composed of relationships and variables.
Relationships can be described by operators, such as algebraic operators, functions,
differential operators, etc.
Variables are abstractions of system parameters of interest, that can be quantified.
Several classification criteria can be used for mathematical models according to their
structure:
• Linear vs. nonlinear: If all the operators in a mathematical model exhibit
linearity, the resulting mathematical model is defined as linear. A model is
considered to be nonlinear otherwise. The definition of linearity and nonlinearity is
dependent on context, and linear models may have nonlinear expressions in them.
For example, in a statistical linear model, it is assumed that a relationship is linear
in the parameters, but it may be nonlinear in the predictor variables. Similarly, a
differential equation is said to be linear if it can be written with linear differential
operators, but it can still have nonlinear expressions in it. In a mathematical
programming model, if the objective functions and constraints are represented
entirely by linear equations, then the model is regarded as a linear model. If one or
more of the objective functions or constraints are represented with a nonlinear
equation, then the model is known as a nonlinear model. Nonlinearity, even in
fairly simple systems, is often associated with phenomena such as chaos and
irreversibility. Although there are exceptions, nonlinear systems and models tend to
be more difficult to study than linear ones.
• Static vs. dynamic: A dynamic model accounts for time-dependent changes in the
state of the system, while a static (or steady-state) model calculates the system in
equilibrium, and thus is time-invariant. Dynamic models typically are represented
by differential equations or difference equations.
• Explicit vs. implicit: If all of the input parameters of the overall model are
known, and the output parameters can be calculated by a finite series of
computations, the model is said to be explicit. But sometimes it is the output
parameters which are known, and the corresponding inputs must be solved for by
an iterative procedure, such as Newton's method (if the model is linear) or
Broyden's method (if non-linear). In such a case the model is said to be implicit.
For example, a jet engine's physical properties such as turbine and nozzle throat
areas can be explicitly calculated given a design thermodynamic cycle (air and fuel
flow rates, pressures, and temperatures) at a specific flight condition and power
setting, but the engine's operating cycles at other flight conditions and power
settings cannot be explicitly calculated from the constant physical properties.
• Discrete vs. continuous: A discrete model treats objects as discrete, such as the
particles in a molecular model or the states in a statistical model; while a
continuous model represents the objects in a continuous manner, such as the
velocity field of fluid in pipe flows, temperatures and stresses in a solid, and electric
field that applies continuously over the entire model due to a point charge.
• Deterministic vs. probabilistic (stochastic): A deterministic model is one in
which every set of variable states is uniquely determined by parameters in the
model and by sets of previous states of these variables; therefore, a deterministic
model always performs the same way for a given set of initial conditions.
Conversely, in a stochastic model—usually called a "statistical model"—
randomness is present, and variable states are not described by unique values, but
rather by probability distributions.
• Deductive, inductive, or floating: A deductive model is a logical structure based
on a theory. An inductive model arises from empirical findings and generalization
from them. The floating model rests on neither theory nor observation, but is
merely the invocation of expected structure. Application of mathematics in social
sciences outside of economics has been criticized for unfounded models.[1]
Application of catastrophe theory in science has been characterized as a floating
model.
Construction of Mathematical Model
In business and engineering, mathematical models may be used to maximize a certain
output. The system under consideration will require certain inputs.
The system relating inputs to outputs depends on other variables too: decision variables,
state variables, exogenous variables, and random variables.
Decision variables are sometimes known as independent variables.
Exogenous variables are sometimes known as parameters or constants.
The variables are not independent of each other as the state variables are dependent on
the decision, input, random, and exogenous variables.
Furthermore, the output variables are dependent on the state of the system (represented y
the state variables).
Objectives and constraints of the system and its users can be represented as functions
of the output variables or state variables. The objective functions will depend on the
perspective of the model's user. Depending on the context, an objective function is also
known as an index of performance, as it is some measure of interest to the user.
Although there is no limit to the number of objective functions and constraints a model
can have, using or optimizing the model becomes more involved (computationally) as the
number increases.
For example, economists often apply linear algebra when using input-output models.
Complicated mathematical models that have many variables may be consolidated by use
of vectors where one symbol represents several variables.
Mathematical modeling problems are often classified into black box or white box
models, according to how much a priori information on the system is available.
A black-box model is a system of which there is no a priori information available.
A white-box model (also called glass box or clear box) is a system where all necessary
information is available.
Priori information
Practically all systems are somewhere between the black-box and white-box models, so
this concept is useful only as an intuitive guide for deciding which approach to take.
Usually it is preferable to use as much a priori information as possible to make the
model more accurate. Therefore, the white-box models are usually considered easier,
because if you have used the information correctly, then the model will behave correctly.
Often the a priori information comes in forms of knowing the type of functions relating
different variables. For example, if we make a model of how a medicine works in a
human system, we know that usually the amount of medicine in the blood is an
exponentially decaying function.
But we are still left with several unknown parameters; how rapidly does the medicine
amount decay, and what is the initial amount of medicine in blood? This example is
therefore not a completely white-box model. These parameters have to be estimated
through some means before one can use the model.
In black-box models one tries to estimate both the functional form of relations between
variables and the numerical parameters in those functions. Using a priori information we
could end up, for example, with a set of functions that probably could describe the
system adequately. If there is no a priori information we would try to use functions as
general as possible to cover all different models.
An often used approach for black-box models are neural networks which usually do
not make assumptions about incoming data. Alternatively the NARMAX (Nonlinear
AutoRegressive Moving Average model with exogenous inputs) algorithms which were
developed as part of nonlinear system identification can be used to select the model
terms, determine the model structure, and estimate the unknown parameters in the
presence of correlated and nonlinear noise.
The advantage of NARMAX models compared to neural networks is that NARMAX
produces models that can be written down and related to the underlying process, whereas
neural networks produce an approximation that is opaque.
Subjective information
Sometimes it is useful to incorporate subjective information into a mathematical model.
This can be done based on intuition, experience, or expert opinion, or based on
convenience of mathematical form. Bayesian statistics provides a theoretical framework
for incorporating such subjectivity into a rigorous analysis: we specify a prior probability
distribution (which can be subjective), and then update this distribution based on
empirical data.
An example of when such approach would be necessary is a situation in which an
experimenter bends a coin slightly and tosses it once, recording whether it comes up
heads, and is then given the task of predicting the probability that the next flip comes up
heads.
After bending the coin, the true probability that the coin will come up heads is unknown;
so the experimenter would need to make a decision (perhaps by looking at the shape of
the coin) about what prior distribution to use.
Incorporation of such subjective information might be important to get an accurate
estimate of the probability.
Training and tuning Of a Mathematical Model
Any model which is not pure white-box contains some parameters that can be used to fit
the model to the system it is intended to describe. If the modeling is done by an artificial
neural network or other machine learning, the optimization of parameters is called
training, while the optimization of model hyperparameters is called tuning and often uses
cross-validation. In more conventional modeling through explicitly given mathematical
functions, parameters are often determined by curve fitting[citation needed].
Model evaluation: A crucial part of the modeling process is the evaluation of whether
or not a given mathematical model describes a system accurately. This question can be
difficult to answer as it involves several different types of evaluation.
Fit to empirical data : Usually, the easiest part of model evaluation is checking whether a
model fits experimental measurements or other empirical data. In models with
parameters, a common approach to test this fit is to split the data into two disjoint
subsets: training data and verification data. The training data are used to estimate the
model parameters. An accurate model will closely match the verification data even
though these data were not used to set the model's parameters. This practice is referred
to as cross-validation in statistics. Defining a metric to measure distances between
observed and predicted data is a useful tool for assessing model fit. In statistics, decision
theory, and some economic models, a loss function plays a similar role. While it is rather
straightforward to test the appropriateness of parameters, it can be more difficult to test
the validity of the general mathematical form of a model. In general, more mathematical
tools have been developed to test the fit of statistical models than models involving
differential equations. Tools from nonparametric statistics can sometimes be used to
evaluate how well the data fit a known distribution or to come up with a general model
that makes only minimal assumptions about the model's mathematical form.
Scope of the model: Assessing the scope of a model, that is, determining what
situations the model is applicable to, can be less straightforward. If the model was
constructed based on a set of data, one must determine for which systems or situations
the known data is a "typical" set of data. The question of whether the model describes
well the properties of the system between data points is called interpolation, and the
same question for events or data points outside the observed data is called extrapolation.
As an example of the typical limitations of the scope of a model, in evaluating
Newtonian classical mechanics, we can note that Newton made his measurements
without advanced equipment, so he could not measure properties of particles traveling at
speeds close to the speed of light. Likewise, he did not measure the movements of
molecules and other small particles, but macro particles only.
 Elementary Mathematical Models
It is impossible to imagine modern science without the wide application of mathematical
modeling. The essence of this methodology is the replacement of an initial object by its
“image” - the mathematical model - and the further study of model with the help of
computing-logical algorithms.
This “third method” of research, construction and design, combines many advantages
both theoretical, and experimental. Working not with the object itself, but with its model
enables one to investigate cheaply, easily and quickly its properties and behavior in any
conceivable situation (this is the advantage of the theory). At the same time, and thanks
to the power of modern computing methods, the numerical experiments with models of
objects using computations, simulations and imitation allow detailed and deep study of
objects which was not possible using pure theoretical approaches (this is the advantage
of the experiment). It is not surprising that the methodology of mathematical modeling
has developed intensely, covering new spheres from the development of technological
systems and their control up to the analysis of complex economic and social processes.
The very formulation of the problem of mathematical modeling an object leads to a
precise plan of actions. It can be conditionally split into three stages: model - algorithm -
code (see the diagram).
At the first stage, the “equivalent” of the object is chosen (or constructed), reflecting its
major properties in a mathematical form - the laws, controlling it, connections peculiar
to the components, and so on. The mathematical model (or its fragments) is investigated
using theoretical methods, enabling one to obtain important preliminary knowledge
about the object.
The second stage is the choice or development of the algorithm for the realization of a
model on the computer. The model is represented in a form convenient for the
application of numerical methods. The sequence of computing and logic operations are
defined, enabling us to find out the sought quantities with required accuracy. The
computing algorithms should not distort the basic properties of the model and, hence, of
the initial object; they should be economical and convenient for the considered problems
and the computers used.
At the third stage the codes are created, “translating” the model and algorithm into a
language accessible to the computer. They also have to fulfill the economy and
convenience criteria. One can call them the “electronic” equivalents of the investigated
object, already suitable for direct tests on “the experimental facility” - the computer.
By creating a triad “model - algorithm - code”, the researcher gets a universal, flexible
and inexpensive tool, which first has to be debugged and tested in computer experiments.
When the adequacy of the triad with respect to the initial object is confirmed, detailed
and diverse tests are performed revealing the qualitative and quantitative properties and
characteristics of the object.
The process of modeling is accompanied by the improvement and specification, as far
as is possible, of all parts of the triad.
Being a methodology, mathematical modeling is not the substitute for mathematics,
physics, biology and other scientific disciplines; it does not compete with them. On the
contrary, it is difficult to overestimate its synthesizing role. The creation and application
of a triad is impossible without relying on the different methods and approaches - from
qualitative analysis of nonlinear models to modern programming languages. It gives
additional stimulus to quite different areas of science.
Let us consider some approaches to the construction of elementary mathematical
models, illustrating the application of the fundamental laws of nature, variational
principles, analogies and hierarchical chains.
1. Fundamental laws of nature. The most widespread method of constructing of
models is by applying the fundamental laws of nature to a particular situation. These
laws are conventional, repeatedly confirmed by experience, and are the basis of scientific
and technical achievements. Therefore their validity is doubtless, which besides
everything, provides a powerful psychological support to the researcher.
The main questions are: which laws should be applied in any given case ? and how
should they be applied?.
a) Conservation of energy. This law has been known for almost two hundred years and
occupies perhaps the most honorable place among the great laws of nature.
b) Conservation of matter. This law is used, say, by a schoolboy while solving the
problem of filling of a pool with water, in-flowing and out-flowing from two pipes.
Certainly, the area of application of this law is incomparably wider.
c) Conservation of momentum. A motionless boat in a lake in windless weather will
begin to move forward if one steps from bow to the stern. This displays the law of
conservation of momentum: the total a momentum of a system not undergoing actions of
external forces is preserved. The boat reacts to the movement by displacement in the
opposite direction.
2. Variational principles. One more approach to the construction of models,
comparable by its breadth and universality with the opportunities provided by the
fundamental laws, concerns the application of so-called variational principles. They
represent rather general statements on the considered object (system, phenomenon),
namely, among all possible variants of the behavior (movement, evolution), only those
are chosen which satisfy a certain condition. Usually, according to this condition, certain
quantities associated with the object achieve extreme values while in transition from one
state to another.
Formulated for a certain class of phenomena, the variational principles allow us to build
the appropriate mathematical models uniformly. Their universality is expressed also by
the fact that their application enables in certain degree to neglect the specific nature of
the process.
3. Use of analogies in the construction of models. In plenty of cases where one is
attempting to construct a model of a given object it is either impossible to specify
directly the sought fundamental laws or variational principles, or, from the point of view
of our present knowledge, there is no confidence in the existence of such laws admitting
mathematical formulation. One of the fruitful approaches to such objects is to use
analogies with already investigated phenomena.
4. Hierarchical approach to the construction of models. Only in rare cases it is
convenient and justified to construct complete mathematical models at once, even of
quite simple objects, in view of all the factors essential for their behavior. Therefore it is
natural to proceed in accordance to the principle “from the simple to the complex”, when
the following step is made after the detailed study of models which are not too complex.
Then, a chain (hierarchy) of more and more complete models is appearing, each of
which generalizes the previous ones, including the former as a particular case.
5. On the non-linearity of mathematical models. The simplicity of the considered
above models in many respects is connected with their linearity. From the mathematical
point of view this important concept means that the principle of superposition is valid,
i.e. any linear combination of the solutions (for example, their sum) is also a solution of
the problem. Using the principle of superposition it is not difficult, finding out the
solution in any special case, to construct the solution for a more general situation.
Therefore it is possible to judge the qualitative properties of the general case based on
the properties of the particular ones - the difference between two solutions is of purely
quantitative character. For example, the doubling of the speed of the gases escaping
from a rocket doubles the speed of the rocket, the reduction of the angle of fall of a light
beam to the reflecting surface leads to the same change of the reflection angle and so on.
In other words, in case of linear models the response of object to change of any
conditions is proportional to the value of this change. For nonlinear phenomena - with
mathematical models not satisfying the principle of superposition, the knowledge of
behavior of a part of the object does not guarantee the knowledge of behavior of the
whole object, and its response to change of conditions can depend qualitatively on the
values of those changes. Thus, the reduction of the fall angle of a light beam to the
boundary of two media results in the reduction of the angle of refraction, but only up to
a certain limit. If the fall angle becomes less than critical, a qualitative change occurs -
the light fails to penetrate to the second medium, if it is less dense than the first one.
Thus, the refraction of light is an example of a nonlinear process. The majority of real
processes and their corresponding mathematical models are nonlinear. Linear models
correspond to rather special cases and, as a rule, serve only first as a approximation to
reality.
6. Preliminary conclusions. The process of constructing models can be conditionally
split into the following stages.
1. The construction of the model starts from the semantic description of an object or
phenomenon. Besides general data on the nature of the object and the purposes of its
study, this stage can also contain some assumptions (weightless axis, thick layer of
matter, propagation of light beams via straight -lines, etc.). We can call this step the
formulation of the premodel.
2. The following stage is the end of the idealization of the object. All the factors and
effects which are not too crucial for its behavior are abandoned.
3. After the performance of the first two stages one can move to the choice or
formulation of a law (variational principle, analogy and so forth) governing the object,
and its record in the mathematical form. The additional data on the object are used if
necessary and are again given in mathematical form
One should take into account that even for simple objects the choice of the appropriate
law is by no means trivial.
4. The formulation of the model is completed by looking at its “equipment” . For
example, it is necessary to give the data on the initial conditions of the object (speed of a
rocket and its weight at the moment t — 0) or its other characteristics, without
knowledge of which it is impossible to determine the behavior of the object. And finally,
the aim of studying model is formulated (to find out the law of refraction of light, to
understand the laws of variation of population, to determine the requirements for the
design of a rocket launching a sputnik, etc.).
5. The constructed model is studied by all methods accessible to the researcher,
including the mutually checking the various approaches. As distinct from elementary
cases, the majority of models cannot be treated purely theoretically, and consequently
one has to widely use computational methods. This circumstance is especially important
because the study of nonlinear objects, as with their qualitative behavior, is generally
unknown.
6. As a result of studying a model not only is the aim achieved, but also its adequacy -
correspondence with the object and formulated assumptions - has to be established. A
non-adequate model can give results too far from the true ones, and should be either
rejected, or modified correspondingly.