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MATHEMATICAL
MODELLING

Dr. E.O. Diemuodeke

Department of Mechanical Engineering
University of Port Harcourt
Consult:
Oko, C.O.C Mathematical Modelling and Operations
Research
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Introduction
Model is an approximate representation of a given part of
the material world.

Modelling is the process of model building and analysis

that usual culminates in a valid decision making in respect
of the modelled entity.

Physics of the material world and mathematical analysis

are involved in modelling.
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Three Main Types of Engineering Model

• Mathematical model: Is a description of a physical system
using mathematical concepts and language. The process
of developing a mathematical model is termed
mathematical modeling.
• Physical model: Is a smaller or larger physical copy of the
physical system. The object being modelled may be small
(for example, an atom) or large (for example, the Solar
System).
• Computer model: Is a computer program that is designed
to simulate a physical system.
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Physical System
Physical system is the part of the material world with
physical entity isolated for study; major attribute is cause-
and-effect relationship.
Cause-and-Effect Relationship

E S R

Problem Classification
Given: E and S to determine R => analysis problem
Given: E and R to determine S => synthesis problem
Given: S and R to determine E => control problem
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Mathematical Modelling Sequence

• Identification of problem
• Understanding the physics of the problem
• Translating the physics into mathematical form
• Approximation of the mathematics
• Mathematical analysis
• Solution generation
• Verification
• Validation
• Simulation
• Interpretation
• Monitoring and maintenance
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Modelling Methodology
Separability: It involves isolation of the physical
system from the surrounding with boundary.
Selectivity: This involves the selection of
significant parameters that describe the physical
system.
Causality: It involves the identification of the
cause-and-effect relationship between input and
output. Input and output are fundamentally related.
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Information for Building MM

• Physical laws governing the physical system
(deduction)

• Structure of the physical system (boundary

conditions imposed on the system)

• Parameters influencing the physical system —

Experimental data from constructed physical
observation of the physical system (induction)
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Three Classes of MM
1) Distributed Parameter (or micro) models:
Relevant independent variables are maintained
in continuous form (i.e. PDE).
2) Lump Parameter (or macro) models: All space
variables are discretised, whereas time
variable appears continuous (ODE).
3) Discretise Time (or meta) models: All space
and time variables are discretised; they usually
yield algebraic equations (normally
encountered in operations research).
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Building Mathematical Model

𝑣
Conservation of mass

y
𝑢

𝑤
dy
In: 𝜌𝑢 𝑑𝑦𝑑𝑧 𝜕 𝜌𝑢
Out: 𝜌𝑢 + 𝑑𝑥 𝑑𝑦𝑑𝑧
𝜕𝑥
x
dz
dx

z
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Same for y and z directions; hence, net mass flow out of CV must
equal time rate of decrease of mass in the CV.

𝜕 𝜌𝑢 𝜕 𝜌𝑣 𝜕 𝜌𝑤 𝜕𝜌
+ + 𝑑𝑥𝑑𝑦𝑑𝑧 = − 𝑑𝑥𝑑𝑦𝑑𝑧
𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑡

Therefore, the conservation of mass can be expressed

mathematically

𝜕𝜌 𝜕 𝜌𝑢 𝜕 𝜌𝑣 𝜕 𝜌𝑤
+ + + =0
𝜕𝑡 𝜕𝑥 𝜕𝑦 𝜕𝑧
This is also known as the CONTINUITY equation
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Momentum Equation
Newton 2nd law of motion: if the momentum of a
fluid changes it must be a result of a net force
acting on the fluid.
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Doing same for y and z directions, considering the CONTINUITY equation,

thus,
𝜕(𝜌𝑢) 𝜕 𝜌𝑢𝑢 𝜕 𝜌𝑣𝑢 𝜕 𝜌𝑤𝑢 𝜕𝑝 𝜕𝜏𝑥𝑥 𝜕𝜏𝑦𝑥 𝜕𝜏𝑧𝑥
+ + + =− + + + + 𝜌𝑓𝑥
𝜕𝑡 𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑧

𝜕(𝜌𝑣) 𝜕 𝜌𝑢𝑣 𝜕 𝜌𝑣𝑣 𝜕 𝜌𝑤𝑣 𝜕𝑝 𝜕𝜏𝑥𝑦 𝜕𝜏𝑦𝑦 𝜕𝜏𝑧𝑦

+ + + =− + + + + 𝜌𝑓𝑦
𝜕𝑡 𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑦 𝜕𝑥 𝜕𝑦 𝜕𝑧

𝜕(𝜌𝑤) 𝜕 𝜌𝑢𝑤 𝜕 𝜌𝑣𝑤 𝜕 𝜌𝑤𝑤 𝜕𝑝 𝜕𝜏𝑥𝑧 𝜕𝜏𝑦𝑧 𝜕𝜏𝑧𝑧

+ + + =− + + + + 𝜌𝑓𝑧
𝜕𝑡 𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑦 𝜕𝑧

convective change in
Viscous
momentum
net change body
local time
rate of pressure force
change of force
momentum  These are the NAVIER-STOKES EQUATIONS
 They are a VECTOR equation for the three components of
momentum
 They are in CONSERVATION form
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Classification of PDEs
General PDE
𝜕2𝑢 𝜕2𝑢 𝜕2𝑢 𝜕𝑢 𝜕𝑢
𝐴 2 + 2B +C 2 =𝐷 +𝐸 + 𝐹𝑢 + 𝐺
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦 𝜕𝑥 𝜕𝑦
x and y may be both space coordinates, or space and time. The relative
magnitudes of A, B, and C determine the nature of the equation

Let the discriminant be defined as ∆≡ 𝐵2 − 𝐴𝐶

o If 𝐴𝐶 > 𝐵2 (∆< 0): elliptic PDE

o If 𝐴𝐶 + 𝐵2 (∆= 0): parabolic PDE
o If 𝐴𝐶 < 𝐵2 (∆> 0): hyperbolic PDE
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Uniqueness (or Boundary) Conditions

 First kind boundary condition (or the Dirichlet B.C): In this kind
of B.C the potential is specified for the boundary surface.
Namely 𝑢 = 𝜑𝑖 𝑥, 𝑦, 𝑧, 𝑡 ;on 𝑆𝑖 , 𝑖 = 1,2, … , 𝑛

 Second kind boundary condition (or the Neuman B.C): The

normal derivative of the potential (flux) is prescribed at the
boundary.
𝜕𝑢
Namely, = 𝜑𝑖 𝑟, 𝑡 ; 𝑟 ⊂ 𝑆𝑖
𝜕𝑛

 Third kind boundary condition (or Mixed B.C or Dirichlet-

Neuman B.C): Here the flux and potential are linked and
prescribed at the surface.
𝜕𝑢
Namely, 𝛼𝑖 + 𝛽𝑖 𝑢 = 𝜑𝑖 𝑟, 𝑡 ; 𝑟 ⊂ 𝑆𝑖
𝜕𝑛
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Types of PDE

• Homogenous, e.g. 𝛻 2𝑇 = 𝛼1 𝜕𝑇
𝜕𝑡

• Non-homogeneous, e.g. 𝛻 2
𝑇+
𝑑
𝑘
𝑔(𝑟, 𝑡) =
1 𝜕𝑇
𝛼 𝜕𝑡

𝜕2 𝑇
• Linear, e.g. 𝜕𝑥 2
=
1 𝜕𝑇
𝛼 𝜕𝑡

• Non-linear, e.g. 𝜕
𝜕𝑥
𝑘(𝑇)
𝜕
𝜕𝑥
𝑇= 𝜌𝑐
𝜕𝑇
𝜕𝑡
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Linear Operator
𝜕 𝜕2 𝜕2 𝜕2 𝜕𝑢 𝜕2 𝑢 𝜕2 𝑢 𝜕2 𝑢
∟≡ + + + ; ∟[𝑢] ≡ + + + 2
𝜕𝑡 𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦 2 𝜕𝑡 𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦

Linear operator satisfies the following relations:

∟ 𝑎𝑢 = 𝑎∟[𝑢]
∟ 𝑢+𝑣 =∟ 𝑢 +∟ 𝑣
∟ 𝑎𝑢 + 𝑏𝑣 = 𝑎∟ 𝑢 + 𝑏∟ 𝑣
Example
𝜕2 𝑇 1 𝜕𝑇
= , let 𝑇1 and 𝑇2 be solutions. What of 𝑇3 ?
𝜕𝑥 2 𝛼 𝜕𝑡
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Mathematical Analysis Schemes

Mathematical Analysis
Numerical Analytical
Examples Examples
Finite difference method Separation of variables
Finite element method Perturbation method
Finite volume method Superposition principle
Volume of fluid method Integral transform
Method of lines Change of variables
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Method of Separation of Variable

Examples 1
𝜕2 𝑇 1 𝜕𝑇
Separate = (1)
𝜕𝑥 2 𝛼 𝜕𝑡

Let 𝑇(𝑥, 𝑡) = 𝜃(𝑥)𝜗(𝑡), therefore, Eq.(1) becomes

𝑑2 𝜃 𝜃(𝑥) 𝑑𝜗 1 𝑑2 𝜃 1 𝑑𝜗
𝜗(𝑡) 2 = ⟹ = (2)
𝑑𝑥 𝛼 𝑑𝑡 𝜃(𝑥) 𝑑𝑥 2 𝛼𝜗(𝑡) 𝑑𝑡

1 𝑑2 𝜃 1 𝑑𝜗
Let = = −𝛽2 (3)
𝜃(𝑥) 𝑑𝑥 2 𝛼𝜗(𝑡) 𝑑𝑡

𝑑𝜗 𝑑2 𝜃
Thus + 𝛼𝛽2 𝜗(𝑡) = 0 and + 𝛼𝛽2 𝜃 𝑥 = 0
𝑑𝑡 𝑑𝑥 2
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Examples 2
𝜕2 𝑇 𝜕2 𝑇 1 𝜕𝑇
+ = (1)
𝜕𝑥 2 𝜕𝑦 2 𝛼 𝜕𝑡

Let 𝑇(𝑥, 𝑦, 𝑡) = 𝜃(𝑥)𝜑(𝑦)𝜗(𝑡), therefore, Eq.(1) becomes

𝑑2 𝜃 𝑑2 𝜑 𝜃(𝑥)𝜑(𝑦) 𝑑𝜗
𝜗 𝑡 𝜑 𝑦 +𝜗 𝑡 𝜃(𝑥) 2 = (2)
𝑑𝑥 2 𝑑𝑦 𝛼 𝑑𝑡

Divide through Eq. (2) by 𝜃(𝑥)𝜑(𝑦)𝜗(𝑡) to obtain

1 𝑑2 𝜃 1 𝑑2 𝜑 1 𝑑𝜗 2
+ = = −𝛽 (3)
𝜃(𝑥) 𝑑𝑥 2 𝜑(𝑦) 𝑑𝑦 2 𝛼𝜗(𝑡) 𝑑𝑡
𝑑𝜗 2 1 𝑑2 𝜃 2 1 𝑑2 𝜑
Thus + 𝛼𝛽 𝜗(𝑡) = 0; hence = −𝛾 and = −𝜇2
𝑑𝑡 𝜃 𝑑𝑥 2 𝜑 𝑑𝑦 2
2 2 2
where 𝛾 + 𝜇 = 𝛽

𝑑2 𝜃 2 𝑑2 𝜑
⇒ and + 𝛾 𝜃 𝑥 = 0 and + 𝜇2 𝜑 𝑦 = 0
𝑑𝑥 2 𝑑𝑦 2