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Mathematical Modeling

Mathematical modeling can be used for developing scientific understanding, testing the effect of changes in a system, and aiding decision making. The document discusses different types of mathematical modeling including difference equations, ordinary differential equations, partial differential equations, optimization, and simulation. It also covers building, studying, testing, and using mathematical models.

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Isma Ollshop
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30 views33 pages

Mathematical Modeling

Mathematical modeling can be used for developing scientific understanding, testing the effect of changes in a system, and aiding decision making. The document discusses different types of mathematical modeling including difference equations, ordinary differential equations, partial differential equations, optimization, and simulation. It also covers building, studying, testing, and using mathematical models.

Uploaded by

Isma Ollshop
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Mathematical Modeling

Oleh:
Nuzla Af’idatur Robbaniyyah, S.Si., M.Sc.
What objectives can be modeling?

Mathematical modeling can be used


for a number of different reasons.
How well any particular objective is
achieved depends on both the state
of knowledge about a system and
how well the modeling is done.
Examples of the range of objectives
1. Developing scientific understanding - through
quantitative expression of current knowledge of
a system.

2. Test the effect of changes in a system.

3. Aid decision making, including


(i) Tactical decisions by managers
(ii) Strategic decisions by planners.
Examples of Mathematical Modeling

 Modeling with Difference Equations


𝑎𝑛+1 = 𝑓(𝑎𝑛 , 𝑎𝑛−1 , 𝑎𝑛−𝑀−1 )
𝑎𝑛+1 = 𝑎𝑛 + 𝑎𝑛−1

 Modeling with Ordinary Diferential Equations


𝑑𝑥
= 𝛼𝑥
𝑑𝑡
𝑑𝑥
= 𝑓 𝑥(𝑡) + 𝑔(𝑥 𝑡 − 𝜏 )
𝑑𝑡
Example of Mathematical Modeling

 Modeling with Partial Differential Equations


𝜕𝑓 𝜕2𝑓
=𝛼 2
𝜕𝑡 𝜕𝑥
 Optimization
Now one may allow x ∈ R n and require that

𝑥 ∗ = arg min f(𝑥)


Example of Mathematical Modeling

 Modeling with Simulation


Numerical Simulation: Euler Method, Runge-Kutta Method, Adam-
Bashforth Method, Milne-Simpson Method, dll.

 Function Fitting: Data Modeling


Often data is available from a process to assist in the modeling.
How can functions be computed that reflect the relationships
between variables in the data. Produce a model
𝒚 = 𝒇(𝒙; 𝒘)
Algorithm for Modeling
BUILDING MODELS
-Getting Started
-System Analysis
(i) Making Assumptions
(ii) Flow diagrams
-Choosing Mathematical Equations
(i) Equations from literature
(ii) Analogies from physics
Local migration of organisms is often considered to be
equivalent to a diffusion process. Diffusion of large numbers
of tiny particles has been well studied, and is described by
the equation.

𝜕𝐶(𝑥, 𝑡) 𝜕 2 𝐶(𝑥, 𝑡)
=𝐷
𝜕𝑡 𝜕𝑥 2
where 𝐶(𝑥, 𝑡) is the concentration of particles at location x
at time t.
-Data Exploration
(i) Characteristics of data
(ii) Classification of data
-Solving Equations

(i) Analytically

(ii) Numerically
STUDYING MODELS
Dimensionless Form

One way of breaking away from the quantitative


features of a particular model is to re-write the
equation in terms of dimensionless quantities. Having
dimensionless quantities also makes direct sense of
statements about ”small” or ”large” values.
Asymptotic Behavior
Sensitivity Analysis

The aim of sensitivity analysis is to vary


model parameters and assess the associated
changes in model outcomes. This method is
particularly useful for identifying weak
points of the model. These can then be
strengthened by experimentation, or simply
noted and caution taken in any application.
Sensitivity Analysis

The Advantages of Sensitivity Analysis:


 Aid better decision
 More reliable prediction
 Highlight areas for improvement
 Provides a higher level of credibility
Modeling model output
Evaluating complex models can often take a great deal of
computer time.
TESTING MODELS
Once e we have studied our model and
are satisfied with its performance, it is
time to begin testing the model
against observations from the physical
system which it represents.
This process is usually called
validation.
Testing The Assumption

 We should check that we have made the correct


assumptions when translating from a verbal model
into a mathematical model.

 Assumptions can usually be tested with empirical


data as they often are models themselves.

 If there are unwarranted assumptions made in the


mathematical model, they should be relaxed and
the resulting change in model fit checked.
Model Structure

 Testing the model structure is usually the most difficult


part of testing.

 It often requires a change of methodology.


for example: a rewrite of the code, or need to back
analytical work with numerical results.
It is important to check that the observed features
are not ‘spurious’ because you chose a bad model.
Prediction of Previously Unused Data

The most convincing way of testing a model


is to use it to predict data which has no
connection with the data used to estimate
model parameters.
In this way, we reduce to a minimum our
chance of obtaining a spuriously good match
between model predictions and data.
Reasons for Prediction Errors

What are the reasons for imperfect predictions? If


we can understand why prediction errors occur,
then we have a basis for deciding how to react to
them.
 there is natural variability in the system and its
environment
 there is the effect of factors which we have
ignored
 some proportion of the errors are attributable to
mis-specification of the model
Estimating Model Parameters
 Estimation of model parameters clearly comes
before assessing model performance.

 In the case of stochastic models a more


statistically well founded method of parameter
estimation is available since in principle it is
possible to construct the likelihood L(D|p) which
is simply the probability that the model with
parameters p generated the observed data D. The
likelihood is a function of the model parameters
(and the observed data) and may therefore be
considered to define the probability of the
parameters given the data.
Comparing Two Models for the Same
System
USING MODELS
CLASSIFICATION OF MATHEMATICAL
MODELING

 Discrete Model vs Continue Model (Odd


number)

 Deterministic
Model vs Stochastic Model
(even number)

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