Chapter 1

Introduction

Mathematical methods and modelling I is a course that will introduce you to the processes
of modelling simple real-life problems presented from different fields of study such as
Biology, Physics and Finance and mathematical methods of how to solve them.

Definition 1.0.1 (Model) A model is a conceptual representation of a given object or process

that captures some collection of aspects of that object or process.

Definition 1.0.2 (System) A system is an assemblage of objects with some interaction or

interdependence.

The modeller is interested in understanding how a particular system works, which

features cause changes in the system, and how sensitive the system is to certain changes.
They are also interested in predicting what changes might occur and when they occur.

Remark 1 Physical systems can be very complicated, with subtle intricacies that are either not
well understood, or difficult to describe mathematically. Therefore, the aim of mathematical
modelling is to produce an approximation that is sufficient to describe the important parts
of the system. This means that the domain of applicability of a model can be very narrow
compared to the conceptually perfect mathematical representation of such a system.

There are two types of models:

• Deterministic models (these models always yield the same results when variables and
parameters are unchanged)

• Stochastic models (these models account for variability in the probability of certain
events occurring and therefore given the same variables, the same models can yield
different results)

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 The content presented in this course will focus on the former type of models which can
be categorized into:

• Discrete models which are modelled using difference equations (sometimes referred
to as recurrence relations)

• Continuous models which are modelled using differential equations

• Hybrid models which have a combination of non-standard rules

In semester 1, you will learn mainly learn how to: formulate discrete models where
appropriate, identify the appropriate methods of solution; correctly apply the correct
methods of solution to the formulated models and interpret the results.

A powerful paradigm to use in modelling discrete change is

future value = present value + change.

Often, we wish to predict the future on the basis of 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.

Modelling discrete change is very important in the process of formulating recurrence

relations that describe the dynamics of the problem and consequently the behaviour of the
solution.

1.1 Notation
The Independent variables will be presented by a discrete symbol, eg: k = 0, 1, 2, 3, 4, .... and
the dependent variables will be presented by x(k) or equivalently in subscript notation, x k .

Remark 2 The symbol chosen in this section are dummy variables such that it is possible to
have different symbols in a problem representing the same variables. What is important is
that you are able to identify in a given problem which specified symbol represents the
independent variable and which symbol represents the dependent variable.

Since now we have clearly defined the notation that will be used, we can formaly describe
the concept of change, expressed byt eh symbol ∆, in difference equations mathematically:

∆(a n ) = a n+1 − a n , (1.1)

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where a n+1 is the future value while a n is the present value. While the first change is the
most vital and the most used, ∆ can also be used as an operator where higher order changes
can be determined, ie: ∆m (a n ). For example, the second change of a n is:

∆2 (a n ) = a n+2 − 2a n+1 + a n . (1.2)

Parameters in a problem are often represented by symbols that can potentially admit
different values. In some problems they can give some information about the behaviour of
the problem, eg: say you find that there is a mathematical problem that has a parameter b,
which when varied between values zero and one, change the behaviour of the solution. In
the example made, you may also find that the solution does not make any physical sence
when the parameter value b 6∈ (0, 1).

1.2 Preliminary mathematical knowledge for semester 1

You need to revise and know how to:

• Perform basic mathematical operations

• Factorise and Expand algebraic expressions

• Solve simple sequences and series problems

1.3 The Modelling Process

To gain an understanding of the processes involved in mathematical modelling, consider
two worlds which can be depicted with the properties below,

• Real-world system:

– Observed behaviour

• Mathematical World:

– Models

– Mathematical operations and rules

– Mathematical conclusions

Suppose we want to understand some behaviour or phenomenon in the real world. We may
wish to make predictions about that behaviour in the future and analyse the effects that
various situations have on it.

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 For example, when studying the populations of two interacting species, we may wish to
know if the species can coexist within their environment or if one species will eventually
dominate and drive the other to extinction. In the case of the administration of a drug to a
person, it is important to know the correct dosage and the time between doses to maintain
a safe and effective level of the drug in the bloodstream.

In order to construct and use models in the mathematical world to help us better
understand real-world systems, it is important to gain an understanding of how we link the
two worlds together.

Suppose the goal is to draw conclusions about an observed phenomenon in the

real-world. One approach would be to conduct some experiments or real-world behaviour
trials to observe the effects thereof. This would be the process of drawing conclusions from
the real-world behaviour. However, this is not always a viable method. In many cases there
may be prohibitive financial or social costs which inhibit our ability to run such
experiments. For example, determining the concentration level at which a drug would be
fatal, or studying the effects of a failure in a nuclear power plant. It may even be the case
where it is not possible to carry out such experiments, for example, investigating a specific
change in composition of the ionosphere and its corresponding effect on the polar ice caps.
We may also be interested in expanding our conclusions beyond that of the very specific
trial we have run. For example, we may have run a trial in Johannesburg with a temperature
of 32◦ C, humidity 42%, and other very specific conditions. Even if we do succeed in
drawing a conclusion from the real-world behaviour under these very specific conditions,
we may not have necessarily explained why the particular behaviour has occurred. This
gives us motivation to derive indirect methods of studying real-world behaviour.

The alternative approach to draw conclusions about an observed phenomenon in the

real-world can be outlined as follows. The first step would be to make observations of the
system we are attempting to model. When making observations about real-world
behaviour we will usually not be able to identify or consider all the factors associated with
the phenomenon. As such we would make simplifying assumptions that eliminate some of
the factors. Take for example a situation such as the effects of a failure in a nuclear power
plant near a city such as Cape Town. Initially it might be found that we do not need
information about the humidity levels and we would neglect this factor in our model. Our
next step would then be to conjecture tentative relationships among the factors to create a
model. After this, we would construct a model using these relationships. After having
constructed a model we would move to the next step of applying a comprehensive
mathematical analysis to the resultant model. We must be careful at this step to note that
any conclusions we obtain from this model are strictly to do with the model and not the
real-world behaviour, since we have made simplifications to the model, and our
observations on which we have based our model could contain errors. In summary, we

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have a rough outline of the procedure:

Figure 1.1: Schematic representation of the mathematical modelling process

You will learn to:

1. clearly define a problem;

2. make reasonable assumptions;

3. identify important variables and parameters in the problem;

4. formulate simple models that describe simple real-life phenomena;

5. analyse and evaluate these models;

6. solve these models using appropriate methods of solution;

7. interpret the solution in the real world context and

8. assess the validity and robustness of the solution and check if it agrees with
observations made in the real-life problem (such as real-life data).

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If the resulting solution deviates greatly from experiments or real-life data or observations
made in practice, then you will need to adjust assumptions where appropriate and repeat
the outlined process until a satisfactory solution is obtained. A schematic diagram of the
outlined mathematical process is presented in Figure 1.1.

1.4 Examples of select problems that can be formulated as

discrete models

1.4.1 Problem 1: Loan repayments

You loan money from a financial institution ABC in order to buy a car. Your profile is rated by
company ABC and your loan is approved. The car costs R600000. You are charged an interest
rate of 20%per annum compo unded each month. After how long will you have repayed the
loan?

1.4.2 Problem 2: Cell formation

You would like to investigate how cells increase over time. A biologist explains a process
called mitosis to you, in which one cell divides into two identical daughter cells through a
chemical process. If you initially have one cell, after how many mitosis chemical processes
will you have just over a million cells if none of the existing cells are destroyed?

1.4.3 Problem 3: A Peak into Difference equations - Sequences and

Series

Figure 1.2: A snapshot of the room’s ariel view showing blue tiles

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 You are an interior designer and are required to count tiles in a specified area to replace
them all. This will assist you to ultimately determine how much money to spend on
obtaining new tiles.

Exercise 1.4

After counting blue tiles in the first five rows in the room, attempt to answer the following
questions using the knowledge you have on sequences and series:

1. What type of sequence is produced by each row from the top to the bottom of Figure
1.2?

2. The first number in the sequence is

3. The number specified in Question 2 is important and is referred to as the initial

condition. Another important value is the

i. common difference

ii. common ratio

iii. none of the provided solutions

4. The value determined in Question 3 is important because

5. How many tiles will the nth row have?

6. If the area of tiles ends at the 20th row, how many tiles do you need to replace?

7. If each tile costs R20, how much money will you need to spend on replacing all the
blue tiles?

1.5 Graphical presentation

Once the discrete mathematical model is solved, it is often useful to present the solution
graphically to easily evaluate the results and analyse the behaviour of the solution.
Consider the recurrence relation:

x n+1 = −0.4x n , x(0) = 1. (1.3)

The solution x n = (−0.4)n when plotted gives Figure 1.3.

Now consider the difference equation:

a n+1 = 0.3a n , a(0) = 7. (1.4)

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 xn
1.0

0.5

1 2 3 4 5 6
n

-0.5

-1.0

Figure 1.3: A graph of the solution x n plotted against the discrete variable n = 0, 1, 2, ...

an
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1 2 3 4 5 6
n

Figure 1.4: A graph of the solution a n plotted against the discrete variable n = 0, 1, 2, ...

The solution a n = 7 · (0.3n ) when plotted gives Figure 1.4.

From Figures 1.3 and 1.4, it is clear that solutions are defined and tracked at discrete
intervals n. This results in graphs that are visually defined as points in teh solution space
instead of curves.
Activity 1.5

1. How does the solution x n behave as n increases?

2. How does the solution a n behave as n increases?