What is a model?
Mathematical modelling Examples Conclusions
What is Mathematical Modelling?
John Stockie
CFD Research Group Meeting
[Link]
May 21, 2014
May 21, 2014 What is a Model? 1/33
What is a model? Mathematical modelling Examples Conclusions
Outline
1 What is a model?
Disciplinary differences
2 Mathematical modelling
Definition
Quotes
Modelling process
3 Examples
Example 1: Atmospheric dispersion modelling
Example 2: Maple sap exudation
4 Conclusions
May 21, 2014 What is a Model? 2/33
What is a model? Mathematical modelling Examples Conclusions
Outline
1 What is a model?
Disciplinary differences
2 Mathematical modelling
Definition
Quotes
Modelling process
3 Examples
Example 1: Atmospheric dispersion modelling
Example 2: Maple sap exudation
4 Conclusions
May 21, 2014 What is a Model? 3/33
What is a model? Mathematical modelling Examples Conclusions
What is a “model”?
The word model has many different meanings:
Even when restricted to the scientific endeavour (#3) the
number of shades of meaning is huge, which can lead to
confusion!
In the literature, the use of “model” varies greatly depending
on discipline . . .
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What is a model? Mathematical modelling Examples Conclusions
Model for an experimentalist (biologist, chemist, . . . )
conceptual or hypothesis or picture
biological or =⇒ (to explain experimental
chemical model observations)
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What is a model? Mathematical modelling Examples Conclusions
Model for (some) engineers
experimental or
device that mimics
engineering model =⇒
a more complex one
or system
May 21, 2014 What is a Model? 6/33
What is a model? Mathematical modelling Examples Conclusions
Model for a software engineer
#
system description via
modelling language,
software model =⇒
diagrams or graphs
(model theory)
" !
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What is a model? Mathematical modelling Examples Conclusions
Model for a computational scientist/engineer
numerical or computer code that
computational =⇒ simulates a real
model system
May 21, 2014 What is a Model? 8/33
What is a model? Mathematical modelling Examples Conclusions
Numerical or computational models:
Similar to mathematical models in that they are based on
mathematical equations implemented in code.
Focus is much more on expert use of code, understanding
assumptions and limitations, and fiddling with parameters.
Example (CFD modelling):
Running a commercial CFD
code involves defining problem
geometry (CAD) and selecting
physical and numerical parame-
ters. The underlying equations
are well-known.
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What is a model? Mathematical modelling Examples Conclusions
Model for a computer graphics or animation expert
mathematical
3D model or
=⇒ representation of a
graphical model
3D surface or object
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What is a model? Mathematical modelling Examples Conclusions
Model for a statistician
fitting to a curve or
statistical model =⇒ distribution, parameter
estimation
May 21, 2014 What is a Model? 11/33
What is a model? Mathematical modelling Examples Conclusions
Other uses of the word model
Theoretical model = hypothesis
Data model = data structure (in computer science)
Climate model = massive climate code (in geosciences)
Other (non-scientific) uses listed in Wikipedia:
Mental model
Metaphysical model
Logical model
Epistemlological model
etc.
May 21, 2014 What is a Model? 12/33
What is a model? Mathematical modelling Examples Conclusions
Painfully overloaded use of “model”
In a paper by McCray, Nieber, Poeter (2008), the word model is
used in so many different ways it’s confusing and even painful!
“An analytical model is a closed form mathematical solution”
(approximate solution to PDE)
“Conceptual model for the analytical solution” (a figure)
“Numerical models discretize the flow domain into subdomains of
space and time” (discretized PDE)
“The errors associated with theoretical considerations of an
analytical model described previously, however, are probably less
severe than errors associated with using incorrect values for
hydraulic conductivity in the analytical model” (yikes)
tool = solution = model ?
May 21, 2014 What is a Model? 13/33
What is a model? Mathematical modelling Examples Conclusions
Outline
1 What is a model?
Disciplinary differences
2 Mathematical modelling
Definition
Quotes
Modelling process
3 Examples
Example 1: Atmospheric dispersion modelling
Example 2: Maple sap exudation
4 Conclusions
May 21, 2014 What is a Model? 14/33
What is a model? Mathematical modelling Examples Conclusions
What is a mathematical model?
There are many, many definitions of mathematical model:
Wikipedia: “A description of a system using mathematical
concepts and language.” (too vague)
Vahid Dabbaghian (2013): “A principled activity that has
both principles behind it and methods that can be successfully
applied.” (Huh?)
Rutherford Aris (1978): “Any complete and consistent set of
mathematical equations which is thought to correspond to
some other entity, its prototype.” (fantastic book!)
Jeremy Gunawardena (2014): “A logical machine for
converting assumptions into conclusions.”
Gerda de Vries (2001, paraphrased): “The use of mathematics
to describe and explain real-world phenomena, investigate
important questions about the observed world, test ideas, and
make predictions.”
May 21, 2014 What is a Model? 15/33
What is a model? Mathematical modelling Examples Conclusions
What is a mathematical model?
There are many, many definitions of mathematical model:
Wikipedia: “A description of a system using mathematical
concepts and language.” (too vague)
Vahid Dabbaghian (2013): “A principled activity that has
both principles behind it and methods that can be successfully
applied.” (Huh?)
Rutherford Aris (1978): “Any complete and consistent set of
mathematical equations which is thought to correspond to
some other entity, its prototype.” (fantastic book!)
Jeremy Gunawardena (2014): “A logical machine for
converting assumptions into conclusions.”
Gerda de Vries (2001, paraphrased): “The use of mathematics
to describe and explain real-world phenomena, investigate
important questions about the observed world, test ideas, and
make predictions.”
May 21, 2014 What is a Model? 15/33
What is a model? Mathematical modelling Examples Conclusions
What is a mathematical model?
There are many, many definitions of mathematical model:
Wikipedia: “A description of a system using mathematical
concepts and language.” (too vague)
Vahid Dabbaghian (2013): “A principled activity that has
both principles behind it and methods that can be successfully
applied.” (Huh?)
Rutherford Aris (1978): “Any complete and consistent set of
mathematical equations which is thought to correspond to
some other entity, its prototype.” (fantastic book!)
Jeremy Gunawardena (2014): “A logical machine for
converting assumptions into conclusions.”
Gerda de Vries (2001, paraphrased): “The use of mathematics
to describe and explain real-world phenomena, investigate
important questions about the observed world, test ideas, and
make predictions.”
May 21, 2014 What is a Model? 15/33
What is a model? Mathematical modelling Examples Conclusions
What is a mathematical model?
There are many, many definitions of mathematical model:
Wikipedia: “A description of a system using mathematical
concepts and language.” (too vague)
Vahid Dabbaghian (2013): “A principled activity that has
both principles behind it and methods that can be successfully
applied.” (Huh?)
Rutherford Aris (1978): “Any complete and consistent set of
mathematical equations which is thought to correspond to
some other entity, its prototype.” (fantastic book!)
Jeremy Gunawardena (2014): “A logical machine for
converting assumptions into conclusions.”
Gerda de Vries (2001, paraphrased): “The use of mathematics
to describe and explain real-world phenomena, investigate
important questions about the observed world, test ideas, and
make predictions.”
May 21, 2014 What is a Model? 15/33
What is a model? Mathematical modelling Examples Conclusions
What is a mathematical model?
There are many, many definitions of mathematical model:
Wikipedia: “A description of a system using mathematical
concepts and language.” (too vague)
Vahid Dabbaghian (2013): “A principled activity that has
both principles behind it and methods that can be successfully
applied.” (Huh?)
Rutherford Aris (1978): “Any complete and consistent set of
mathematical equations which is thought to correspond to
some other entity, its prototype.” (fantastic book!)
Jeremy Gunawardena (2014): “A logical machine for
converting assumptions into conclusions.”
Gerda de Vries (2001, paraphrased): “The use of mathematics
to describe and explain real-world phenomena, investigate
important questions about the observed world, test ideas, and
make predictions.”
May 21, 2014 What is a Model? 15/33
What is a model? Mathematical modelling Examples Conclusions
What is a mathematical model?
There is no perfect definition of “mathematical model” but . . .
My choice:
“A well-posed system of equations that describes a real system.”
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What is a model? Mathematical modelling Examples Conclusions
Quotes
George Box (1987): “The fact that [the model] is an approximation
does not necessarily detract from its usefulness because models are
approximations. All models are wrong, but some are useful.”
J.R. Philip (1966): “A model is a useful (and often indispensible)
framework on which to organize our knowledge about a
phenomenon . . . It must not be overlooked that the quantitative
consequences of any model can be no more reliable than the a priori
agreement between the assumptions of the model and the known
facts about the real phenomenon. When the model is known to
diverge significantly from the facts, it is self-deceiving to claim
quantitative usefulness for it by appeal to agreement between a
prediction of the model and observation.”
David Levermore (PIMS-CSC seminar, 2014): “A model can be
viewed as a form of data compression, and simulation is a method
for decompressing or unpacking the data.”
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What is a model? Mathematical modelling Examples Conclusions
More quotes
Gerda de Vries (2001): “A modeller undertakes experiments on
mathematical representations of the real world.”
Howard Emmons: The challenge in mathematical modelling is “not
to produce the most comprehensive descriptive model but to
produce the simplest possible model that incorporates the major
features of the phenomenon of interest.” (see Gunawardena)
Reinhard Illner et al. (2005): “Mathematical modelling is a subject
without boundaries in every conceivable sense.”
Andrew Fowler (1997): “Mathematical modelling is a subject that is
difficult to teach . . . one learns it by practice: There are no set
rules, and an understanding of the ‘right’ way to model can only be
reached by familiarity with a wealth of examples.”
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What is a model? Mathematical modelling Examples Conclusions
Fowler’s modelling process
1 Problem identification
2 Model formulation
3 Analysis
4 Computation
5 Model validation
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What is a model? Mathematical modelling Examples Conclusions
Source: de Vries (2001)
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What is a model? Mathematical modelling Examples Conclusions
A better process diagram
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What is a model? Mathematical modelling Examples Conclusions
A more philosophical view of modelling
A mathematical model is the mathematical structure that ties
the specific situation back into a more general theory
Its validity as an “explanation” of what is going on in the
given situation rests on the tripod of:
1 the adequacy of its representation of the situation
2 its internal correctness
3 the acceptability of the general theory which is involved
Source: Aris and Penn, “The mere notion of a model”
Mathematical Modelling, 1:1-12, 1980.
May 21, 2014 What is a Model? 22/33
What is a model? Mathematical modelling Examples Conclusions
Outline
1 What is a model?
Disciplinary differences
2 Mathematical modelling
Definition
Quotes
Modelling process
3 Examples
Example 1: Atmospheric dispersion modelling
Example 2: Maple sap exudation
4 Conclusions
May 21, 2014 What is a Model? 23/33
What is a model? Mathematical modelling Examples Conclusions
Example 1: Atmospheric dispersion modelling
Transport of a contaminant by advection and diffusion.
Governing equations are very well-understood:
~u · ∇C = ∇ · (K ∇C ) + Q δ(x) δ(y ) δ(z − H)
Gaussian plume solution:
" #
y2 (z − H)2 (z + H)2
Q
C (x, y , z) = exp − 2 exp − + exp −
2πUσy σz 2σy 2σz2 2σz2
wind
speed U
plume centerline
z=H
z effective
height
x
z=0
y
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What is a model? Mathematical modelling Examples Conclusions
Example 1: Atmospheric dispersion modelling
Aim: Given measurements of C , find Q.
We used the Gaussian plume solution to develop a very
efficient inverse solver.
Most effort was expended initially in fitting parameters.
Our results were in excellent agreement with current emission
estimates.
Currently developing a much more accurate and robust
inversion approach (Bamdad).
May 21, 2014 What is a Model? 25/33
What is a model? Mathematical modelling Examples Conclusions
Example 2: Maple sap exudation
Mystery: Maple trees exude sap in
winter with no leaves or root uptake.
Leading hypothesis due to
Milburn-O’Malley assumes a
combination of:
multiphase flow of liquid and gas
freezing and thawing sap (Stefan
problem)
dissolving gas (Henry’s law)
porous flow through cell walls
(Darcy’s Law)
osmotic pressure across
selectively permeable membranes
May 21, 2014 What is a Model? 26/33
What is a model? Mathematical modelling Examples Conclusions
Example 2: Maple sap exudation
Writing down a consistent set of equations for the freezing
process alone took Maurizio and I almost a full year!
Tyree’s challenge (1983): “There is insufficient quantitative
information to set up a system of physical equations.” (wrong)
Indeed, we had to introduce several corrections/additions to
the Milburn-O’Malley hypothesis to get things to work
=⇒ this is the real value of a mathematical model!
May 21, 2014 What is a Model? 27/33
What is a model? Mathematical modelling Examples Conclusions
Outline
1 What is a model?
Disciplinary differences
2 Mathematical modelling
Definition
Quotes
Modelling process
3 Examples
Example 1: Atmospheric dispersion modelling
Example 2: Maple sap exudation
4 Conclusions
May 21, 2014 What is a Model? 28/33
What is a model? Mathematical modelling Examples Conclusions
Conclusions
Be careful how you use the word model, paying attention to
your audience.
If you want to succeed at modelling, then you should:
1 absorb as much mathematics as you can;
2 step outside your comfort zone and become an expert on
non-math subject(s), or at least collaborate with such an
expert.
Being a mathematical generalist affords you valuable
opportunities to study an enormous variety of physical and
biological problems.
Remember that no model is perfect, so always be critical of
your assumptions and carefully validate them.
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What is a model? Mathematical modelling Examples Conclusions
What next?
In a few weeks, I’ll get deeper into the topic of mathematical
modelling with
Challenges and Opportunities in
“Mathematics For Industry”
(lecture at CAIMS meeting)
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What is a model? Mathematical modelling Examples Conclusions
Closing remarks
Aris and Penn (1980) on modelling as craftsmanship:
What goes on in the modeller’s head is not purely formalizable . . .
Nor is it purely subjective . . . It has structure, it has techniques
that can be taught and learned, but involves also a personal touch,
not only in trivialities (such as the choice of notation) but in
deeper considerations of skill and suitability. It also involves an
element of risk, since a wrong turn in the development of a model
may lead to its complete stultification. Like the furniture maker,
the mathematical modeller shapes the several parts of his work and
fits them together. If one is marred or misshapen it must be
reworked or even discarded and replaced.”
Aris was a true master of
the English language, and
is a real joy to read!
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What is a model? Mathematical modelling Examples Conclusions
References I
R. Aris.
Mathematical Modelling Techniques.
Dover, New York, 1994.
Republished from Pitman, 1978.
R. Aris and M. Penn.
The mere notion of a model.
Mathematical Modelling, 1:1–12, 1980.
M. Bakker.
Are all models wrong? Absolutely not.
Groundwater, 51(3):313, 2013.
A. C. Fowler.
Mathematical Models in the Applied Sciences.
Cambridge Texts in Applied Mathematics. Cambridge University Press, 1997.
J. Gunawardena.
Models in biology: ‘accurate descriptions of our pathetic thinking’.
BMC Biology, 12:29, 2014.
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What is a model? Mathematical modelling Examples Conclusions
References II
R. Illner, C. S. Bohun, S. McCollum, and T. van Roode.
Mathematical Modelling: A Case Studies Approach, volume 27 of Student
Mathematical Library.
American Mathematical Society, 2005.
J. E. McCray, J. Nieber, and E. P. Poeter.
Groundwater mounding in the vadose zone from on-site wastewater systems:
Analytical and numerical tools.
Journal of Hydrologic Engineering, 13(8):710–719, 2008.
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