Mathematical Modelling Techniques Explained
Mathematical Modelling Techniques Explained
This is expressed figuratively by saying that we catch hold of the real world
problem in our teeth, dive into the mathematical ocean, swim there for some
time and we come out to the surface with the solution of the real world problem
with us. Alternatively we may say that we soar high into the mathematical
atmosphere along with the problem, fly there for some time and come down to
the earth with the solution.
A real world problem, in all its generality can seldom be translated into a
mathematical problem and even if it can be so translated, it may not be possible
to solve the resulting mathematical problem. As such it is quite often necessary
to ‘idealise’ or ‘simplify’ the problem or approximate it by another problem which
is quite close to the original problem and yet it can be translated and solved
mathematically. In this idealisation, we try to retain all the essential features of
the problem, giving up those features which are not very essential or relevant to
the situation we are investigating.
Sometimes the idealisation assumptions may look quite drastic. Thus for
considering the motions of planets, we may consider the planets and Sun as
point masses and neglect their sizes and structures. Similarly for considering the
motion of a fluid, we may treat it as a continuous medium and neglect its
discreate nature in terms of its molecular structure. The justification for such
assumptions is often to be found in terms of the choseness of the agreement
between observations and predictions of the mathematical models.
This leads us to modify Figure 1.4 to the following Figure 1.5.
If the comparison is not satisfactory, we modify either the idealisation
assumptions or search for another structure for the mathematical model.
This leads to the following twelve-point procedure for solving problems through
mathematical modelling:
(i) Be clear about the real world situation to be investigated. Find all its essential
characteristics relevant to the situation and find these aspects which are
irrelevant or whose relevance is minimal. It is important to decide what aspects
must be considered and what aspects can be ignored.
(ii) Think about all the physical, chemical, biological, social, economic laws that
may be relevant to the situation. If necessary collect some data and analyse it to
get some initial insight into this situation.
(iii) Formulate the problem in Problem Language (PL).
(iv) Think about all the variables X1, X2, . . ., Xn and parameters
a1, a2, ….., am
involved. Classify these into known and unknown ones.
(v)Think of the most appropriate mathematical model and translate the problem
suitably into mathematical language (ML) in the form
(
f j x i , ah ,
∂
∂ xi )
,∫ … .. d x i ,d ≤0 (2)
(iii) Relative precision of models: Different models differ in their preci¬ sion and
their agreement with observations.
(iv) Robustness of models: A mathematical model is said to be robust if small
changes in the parameters lead to small changes in the behaviour of the model.
The decision is made by using sensitivity analysis for the models.
(v) Self-consistency of models : A mathematical model involves equations and
inequations and these must be consistent, e.g. a model cannot have both x + y
> a and x+y < a. Sometimes the inconsistency results from inconsistency of
basic assumptions. Since mathematical inconsistency is relatively easier to find
out, this gives a method of finding inconsistency in requirements which social or
biological scientists may require of their models. A well-known example of this is
provided by Arrow’s Impossibility Theorem.
(vi) Oversimplified and overambitious models: It has been said that mathematics
that is certain does not refer to reality and mathematics that refers to reality is
not certain. A model may not represent reality because it is oversimplified. A
model may also be overambitious in the sense that it may involve too many
complications and may give results accurate to ten decimal places whereas the
observations may be correct to two decimal places only.
(vii) Complexity of models: This can be increased by subdividing vari¬ ables, by
taking more variables and by considering more details. Increase of complexity
need not always lead to increase of insight as after a stage, diminishing returns
begin to set in. The art of mathematical modelling consists in stopping before
this stage.
(viii) Models can lead to new experiments, new concepts and new mathe¬
matics: Comparison of predictions with observations reveals the need for new
experiments to collect needed data. Mathematical models can also lead to
development of new concepts. If known mathematical techniques are not
adequate to deduce results from the mathematical model, new mathematical
techniques have to be developed.
(iv) A model may be good, adequate, similar to reality for one purpose and not
for another: Thus we may need different models for explaining different aspects
of the same situation or even for different ranges of the variables. Of course in
this case, search for a unified model continues.
(x) Models may lead to expected or unexpected predictions or even to non¬
sense: Usually models give predictions expected on common sense consider¬
ations, but the model predictions are more quantitative in nature. Sometimes
they give unexpected predictions and then they may lead to break-throughs or
deep thinking about assumptions. Sometimes models give prediction completely
at variance with observations and then these models have to be drastically
revised.
(xi) A model is not good or bad; it does or does not fit: Models may lead to nice
and elegant mathematical results, but only those models are accept¬ able which
can explain, predict or control situations. A model may also fit one situation very
well and may give a hopeless fit for another situation.
(xii) Modelling forces us to think clearly. Before making a mathematical model,
one has to be clear about the structure and essentials of the situation.
(xiii) Sticking to one model may prevent insight: A model helps thinking, but it
can also direct thinking in one narrow channel only. Sometimes insight is
obtained by breaking with traditional models and designing entirely new ones
with new concepts.
(xiv) Inadequate models are also useful'. Since they lead us to search for aspects
which may have been neglected at first. Failure can be prelude to successes if we
can find the reasons for these failures.
(xv) Non-feedback models are improper'. A model must include the possi¬ bility
of its improvement in the light of the experimental or observational data.
(xvi) Partial modelling for subsystems'. Before making a model for the whole
system, it may be convenient to make partial models for subsystems, test their
validity and then integrate these partial models into a complete model.
Sometimes existing models are combined to give models for bigger systems.
Often models are unified so that the general model includes the earlier models
as special cases.
(xvii) Modelling in terms of modules'. One may think of models for small modules
and by combining them in different ways, one may get models for a large
number of systems.
(xviii) Imperfections of models and cost of modelling'. No model is perfect and
every model can be improved. However each such improvement may cost time
and money. The improvement in the model must justify the invest¬ ment made
in this process.
(xix) State variables and relations: For making a mathematical model, one has
first to identify the state variables and then specify the relations between them.
The right choice of state variables is of the utmost importance.
(xx) Estimation ofparameters: Every model contains some parameters and these
have to be estimated. The model must itself suggest experiments or
observations and the method of calculation of these parameters. Without this
explicit specification, the model is incomplete.
(xxi) Validation by independent data: Sometimes parameters are estimated with
the help of same data and the same data are used to validate the model. This is
illegitimate. Independent data should be used to validate the model.
(xxii) New models to simplify existing complicated models: We start with simple
models, introduce more and more variables and more and more functions to
make the models more realistic and more complicated and with the additional
insights obtained, we should again be able to simplify the complex models.
(xxiii) Modelling => Mathematics + Discipline: For making a mathematical
models of a situation, one must know both mathematics and the discipline in
which the situation arises. Efforts to make a mathematical model without deeply
understanding the discipline concerned may lead to infructous models. Discipline
insight must both precede and follow mathematical modelling.
(xxiv) Transferability of mathematical models: A mathematical model for one
field may be equally valid for another field and may be validly transferred to
another field, but great care must be exercised in this process. A model which is
transferable to a number of fields is very useful, but no model should be thrust
on a field unless it is really applicable there.
(xxv) Prediction-validation-iteration cycle'. A mathematical model predicts
conclusions which are then compared with observations. Usually there is some
discrepancy. To remove this discrepancy, we improve the model, again predict
and again try to validate £nd this iteration is repeated till a satisfactory model is
obtained.
(xxvi) Models for strategic and tactical thinking: Models may be construc¬ ted for
determining guidelines for particular situations or they may be for determining
an overall strategy applicable to a variety of situations.
(xxvii) Constraints of additivity and normality. Models which are linear, additive
and in which the probability distribution follows the normal law are relatively
simpler, but relatively more realistic models have to be free from these
constraints.
(xxviii) Mathematical modellings and mathematical techniques: Emphasis in
applied mathematics has very often been on mathematical techniques, but the
heart of applied mathematics is mathematical modelling.
(xxix) Mathematical modelling gives new ideology and unity to applied
mathematics'. Thus operations research and fluid dynamics differ in their subject
matter as well as in techniques, but mathematical modelling is common to both.
(xxx) Non-uniqueness of models: A situation need not have only one
mathematical model and the existence of one model for it should not inhibit
search for better and different models.
(xxxi) Dictionary of mathematical models'. It is unlikely that we shall ever have a
complete dictionary of mathematical models so that our task will be only to
choose an appropriate model for a given situation. Familiarity with existing
models will always be useful, but new situations will always demand construction
of new models.
(xxxii) No prefabrication of models: Some pure mathematicians believe that
every consistent logical structure will one day model some physical situation.
This is likely to be an exception rather than the rule. There will always be a very
large number of mathematical structures without corres¬ ponding physical
models and there will always be physical situations without good mathematical
models. Search has to go on in both directions. Mathe¬ matics for modelling has
to be mainly motivated by the world around us.
(xxxiii) Mathematical modelling is an Art: It requires experience, insight and
understanding. Teaching this art is also another art.
(xxxiv) Criteria for successful models: These include good agreement between
predictions and observations, of drawing further valid conclusions, simplicity of
the model and its precision.
(xxxv) Generality and applicability of models: Laplace equation model applies to
gravitational potential, electro-static potential, irrotational flows and a variety of
other situations. There are some models applicable to a wide variety of
situations, while there are others which are applicable to specific situations only.
(xxxvi) Unity of disciplines through mathematical modelling: When a number of
different situations are represented by the same mathematical model, it reveals
a certain identity of structures of these situations. It can lead to a certain
economy of efforts and it can reveal a certain underlying unity between different
disciplines.
(e) A fifth geometrical model is involved in the use of Fermat’s principle of least
time which states that light travels from one point to another in such a way as to
take least possible time. One immediate consequence of this is that in a
homogeneous medium, light travels in a straight line, since a straight line
corresponds to the shortest distance between two points.
If however light travels from point A to point B after being reflected from a mirror
CD, the light ray will be incident at such a point O of the mirror (Figure 1.8) so
that AO + OB is minimum or such that AO + OB' is minimum, where B' is the
mirror- image of B in CD. But TO + OB' is minimum when AOB' is a straight line.
This gives
Geometric Principle
d θ 360 d
= or a= ¿ (4)
2 πa 360 2 πθ
If the masses of the Sun and the planet are S and P respectively, we get
2
GPS P v 2 GS
2
= or v = , ¿ (5)
r r r
where G is the constant of gravitation. Further if T is the periodic time of the
planet, we have
vT =2 πr ¿ (6)
Eliminating v between (5) and (6), we get
2 3
2 4π r
T = ¿ (7)
GS
If T₁, T₂ are the time periods of two planets with orbital radii r₁, r₂, then
2 2 3 3
T 1 /T 2=r 1 /r 2 , ¿ (8)
so that the squares of the periodic times are proportional to the cubes of the
radii of the orbits.
¿
where E is the mass of the Earth, a is the radius of the Earth and h₁, h₂ are the
heights of the satellites above the Earth’s surface. Also if g is the acceleration
due to gravity at the Earth’s surface, then
GmE 2
mg= 2
or≥¿ g a ¿ (10)
a
From (9) and (10)
¿
(d)
We can solve the problem of 1.5 (e) by using algebraic method. In Figure 1.8,
¿
Simplifying
2 2 2 2
2 c k 2 k
4 x (1− 2 )−4 cx (1+ 2 )+ 4 a −(m+ ) =0 ;k 2=a2−b2−c2 ¿(13)
m m m
Since x is real, we get
2 2 2 2 2
2 k c 2 2 k
c (1+ 2
) ≥(1− 2 )(4 a −m (1+ 2 ) )
m m m
or
¿
From Figure 1.8, the second factor is positive. As such (14) gives
¿
Thus the minimum value of m is {¿and when m has this value, the two roots of
the quadratic (13) are equal and each is given by
2
k
4 c (1+ 2
)
m 2 ac
2 x= 2
or . ¿ (16)so that
c a+b
4(1− 2 )
m
x c−x
= or α =β . ¿ (17)
a b
(e)
By using the algebraic result that the arithmetic mean of n positive numbers ≥
the geometric mean of these numbers and the equality sign holds iff the
numbers are equal, we can deduce that:
(i) If the sum of n positive numbers is constant, then their product is maximum
when the numbers are equal.
(ii) If the product of n positive numbers is constant, then their sum is minimum
when the numbers are equal.
(iii) Of all rectangles with a given perimeter, the square has the maximum area.
(iv) Of all rectangles with a given area, the square has the minimum perimeter.
(v) Of all rectangular parallelepipeds with a given perimeter, the cube has the
maximum volume.
(vi) Of all rectangular parallelepipeds with a given volume, the cube has the
minimum perimeter.
(vii) The quantity x p ¿is maximum when x / p=(a−x)/q .
(f)
In the same way, we have
w1 w2 wn
w 1 x 1 +w 2 x 2+ …+w n x n ≥ x 1 x 2 … x n , ¿ (18)
∑ ❑ wi=1
i=1
( )
n qi
pi n pi
∑ qi ≥ ∑ qi
q i i=1 qi
i=1
or
n n
pi
∑ qi ln q ≤ ln ∑ p i=0 , ¿ (20)
i=1 i i=1
so that
n n
qi p
∑ qi ln p ≥ 0 , ∑ pi ln q i ≥ 0. ¿ (21)
i=1 i i=1 i
and the equality sign holds iff pi=qifor all i. The inequality (21) is known as
Shannon’s inequality and is useful in the development of maximum-entropy
models.
(g)
1
Putting q i= in (21), we get
n
n n n
∑ pi ln pi +∑ pi ln n ≥ 0 or ∑ pi ln p i ≥−ln n
i=1 i=1 i=1
or
n n
1 1
−∑ pi ln pi ≤ ln n=−∑ ln ¿ (22)
i=1 i=1 n n
The expression
n
S=−∑ p i ln p i
i=1
If d is the distance of the centre of the Moon’s disc from the centre of Earth,
Figure 1.11 gives
d a d a
= , = ¿ (23)
sin θ1 sin (θ1−ψ 1 ) sinθ 2 sin (θ2−ψ 2 )
Also
ψ 1 +ψ 2=α =φ 1+ φ2 ¿ (24)
Due to the daily rotation of the Earth about its axis OP, the Sun
appears to move in a plane perpendicular to OP (Figure 1.13). The Sun
rises above the horizon at A, reaches its highest position at B, sets at the point C
and remains invisible during its motion on arc CDA.
The length of the day is determined by the movement of the Sun across
the sky from A to B and from B to C. This movement is determined by
the angle H, measured in radians. One hour corresponds to a movement
π
of radians.
12
Let us now consider the spherical triangle ZPA, where:
π π
ZP= −ϕ , ZA=
2 2
Z is the pole of the horizon
ϕ is the latitude of the observer
π
PA= −δ , where δ is the declination of the Sun
2
Using equation (26) in the spherical triangle ZPA:
24 H
¿2 H x =24
2π π
Solar Declination Values Throughout the Year
∘ ∘
δ=−23.5 on 23rd December, δ=0 on 21st March
∘ ∘
δ=23.5 on 23st June, δ=0 on 21st September
In the morning, twilight starts when the Sun is at point E, where:
∘ '
∠ ZE=108 , ∠ ZPE=H
Using triangle ZPE and equation (26):
∘ '
cos 108 =sinφ sin δ+cosφ cos δ cos H ¿(28)
From equations (27) and (28), we can find H and H', and therefore:
'
H −H =total length of twilight in morning or evening
So, the total twilight duration is: 24 (H ' −H )π hours
¿
so that
¿
¿
So that m is minimum when, using figure 1.8,
x c−x
=
√ a + x √ b2 +¿ ¿ ¿
2 2
¿
Then,
¿
¿
Thus, T is minimum when:
x (c−x)
=μ ⋅ orsin α=μ sin β ¿ (36)
√ a2 + x 2
√ b2 +¿ ¿ ¿
(c) EOQ Model for Inventory Control
Let the total demand for a commodity be D units in a year and let orders of q units
be placed D/q times in a year. Let the cost of ordering be C 1per order so that the
total cost of ordering is:
D
C1⋅
q
In each order interval of duration q / D, the quantity in stock falls uniformly from q
to 0, so the average stock in this period is q /2. Let the cost of storing be C 2per
unit per unit time, so that the total storage cost is:
q D q
C 2 ⋅ ⋅ =C 2 ⋅
2 q 2
Thus, the total cost of ordering and storing is:
D q
f (q)=C 1 ⋅ +C 2 ⋅ ¿ (37)
q 2
Differentiating:
' D 1 '' 2 C1 D
f (q)=−C 1 ⋅ 2
+C 2 ⋅ , f (q)= 3
>0 ¿ (38)
q 2 q
So the total cost is minimum when:
q=
√ 2C 1 D D
C2
, =
q
D C2
2C 1
¿ (39)
√
(d) Triangle of Given Perimeter with Maximum Area
2 s=a+b+ c ¿ (41)
Using Lagrange's method:
2 2 2
s a+sbc s b + sca s c + sab
= =
1 1 1
2 2 2
s a +abc s b + abc s c +abc
= =
a b c
2 2 2 2
s (a +b ) s (b + c )
=
a−b b−c
Or a+b=b+c or a=c
Similarly, b = c so that a = b = c
(e) Parallelepiped with Given Perimeter and Maximum Volume
V =xy ( 3 a−x− y ) ,
∂V 2 ∂V 2
=3 ay−2 xy− y , =3 ax−x −2 xy ¿(46)
∂x ∂y
1. Volume Maximization via Second Partial Derivatives
2 2 2
∂V ∂ V ∂ V
2
=−2 a , 2
=−2 a , =3 a−2 x−2 y ¿ (47)
∂x ∂y ∂x∂y
Putting the first derivatives equal to zero, we get x= y =a, and at this point:
2 2
∂V ∂V
2
=−2 a<0 , 2 =−2 a< 0 ,
∂x ∂y
2 2 2 2
∂V ∂V ∂ V 2
2
⋅ 2 −( ) =a > 0 ¿ (48)
∂x ∂ y ∂ x ∂ y
So the volume is maximum when x= y =z=a , i.e., when the rectangular
parallelepiped is a cube.
(f) Mathematics of Business
(i) Let the revenue obtained by selling a commodity at price pbe given by:
2
R( p)=ap−b p ¿ (49)
So that:
' ''
R ( p)=a−2 bp , R ( p)=−2 b ¿ (50)
a
Thus, the profit is maximum when the price is .
2b
(ii) The revenue on selling x items is R(x ), and the cost of x items is C (x). Then
the profit function P(x )is given by:
(iii) If the total cost of producing q items is a+ bq+c q 2, then the average cost per
item is:
a
φ (q)= +b +cq ¿ (53)
q
' −a '' 2a
So that:φ (q)= 2
+c , φ (q)= 3 ¿ (54)
q q
(vi) The demands for two related products sold by a company are given by:
Purpose: Predict pollutant concentrations (PM₂.₅, NOx, O₃, VOCs), source contributions,
and human exposure.
Eulerian chemistry–transport: ∂ C /∂ t+∇ ⋅(u C)=∇ ⋅(K ∇ C)+ R(C , T , rad )+ S−L
(advection, turbulent diffusion, chemical reactions, sources/sinks)
Lagrangian/Plume for near-source (AERMOD, CALPUFF).
CFD (LES/RANS) for street canyons, indoor/outdoor coupling.
Data & tools: Emission inventories, meteorology (WRF), land use, chemistry mechanisms
(CB6, SAPRC), monitors/low-cost sensors. Tools: CMAQ/WRF-Chem, CAMx, AERMOD,
OpenFOAM.
Pitfalls: Bad emission factors, ignoring secondary aerosols, coarse urban canopy
representation.
Advection–dispersion–reaction:
∂ C /∂ t+ v ⋅ ∇ C=∇ ⋅(D ∇ C)+ R(C , T , light )+S with Monod/first-order kinetics,
light/temperature limitation.
1D river chains (QUAL2K), 2D/long-and-deep (CE-QUAL-W2), 3D
(WASP/Delft3D-WAQ).
Data & tools: Discharge, temperatures, loads from WWTP/CSO, point & non-point sources,
bathymetry, meteorology.
Pitfalls: Calibrating only on DO, ignoring residence-time changes and heat budget.
Data & tools: Heads, pumping, lithology, hydraulic tests; chemistry, sorption isotherms.
Pitfalls: Using uniform K, Peclet violations (numerical dispersion), calibrating only to heads
(add fluxes).
Outputs: Node surcharge, overflow volumes, event mean concentrations, LID performance.
Pitfalls: Ignoring backwater, calibrating only on volumes not peaks, wrong impervious
connectivity.
5) Solid Waste & Landfill Process Modeling
Purpose: Gas (CH₄/CO₂) generation and collection, leachate quantity/quality, liner integrity.
Purpose: Predict effluent BOD, NH₄⁺, NO₃⁻, PO₄³⁻, sludge; optimize aeration and
chemicals.
Advanced: Plant-wide models, soft sensors, MPC for DO/air valves, energy–effluent Pareto
optimization, ML anomaly detection.
Outputs: Time series of effluent, energy use, sludge age, carbon/nutrient removal.
Advanced: Bayesian updating with new sampling, source identification inversion, value-of-
information to plan new wells.
Outputs: Excess lifetime cancer risk, HQ, cleanup volumes & costs.
Advanced: 2D/3D models (Delft3D/TELEMAC), cohesive sediment & floc dynamics, bank
erosion, habitat coupling.
Pitfalls: Using wrong transport law for grain size/regime; neglecting cohesive behavior.
Pitfalls: Treating one GCM as “truth”; not propagating uncertainty through chains.
Pitfalls: Static habitat curves in morphing channels; no validation with biotic data.
Pitfalls: Uncorrected sensor bias; filter divergence with wrong error covariances.
Outputs: Pareto fronts (cost vs risk vs ecology), ranked alternatives, robustness charts.
Purpose: Real-time “living” models for WWTPs, rivers, stormwater networks, or aquifers.
Advanced: Drift monitoring, active learning (acquire new data where uncertainty is high),
anomaly detection.