COURSE CODE M115 WEEK 12-18

Problem Solving, Mathematical

COURSE DESCRIPTIONS DURATION 2 weeks
Investigation and Modeling
LESSON/TOPIC Mathematical Modelling LESSON NO. 4
1. The student can contrast and compare problem solving and mathematical investigation and
modelling;
2. The student can explain what constitutes a mathematical investigation;
LEARNING OUTCOMES 3. The student can formulate open-ended mathematical questions or problems at the start of
open investigative tasks;
4. The student can formulate and refine conjectures based on data from investigative tasks
involving searching for a pattern.
VALUE INTEGRATION Patience, Cooperation, Honesty
Camarista, G. The Art of Problem Solving, Quezon: Lorimar Publishing, Inc., (2016).
REFERENCES
Yeo, J. B. W. & Yeap, B. H. Mathematical Investigation: Task, Process and Activity, (2009)
Course Coach Dr. Shaleema A. Arriola
Due Date of Submission of January 28, 2022, Friday, via Google Classroom
Module

An Introduction to the Science of Mathematical Modelling

A. ACTIVATION OF PRIOR KNOWLEDGE
The analysis of systems of applied and natural sciences, for instance technology, economy, biology etc., needs a
constantly growing use of methods of mathematics and computer sciences. In fact, once a physical system has been observed
and phenomenological analyzed, it is often useful to use mathematical models to describe its evolution in time and space.
Indeed, the interpretation of systems and phenomena, which occasionally show complex features, is generally developed on
the basis of methods which organize their interpretation toward simulation. When simulations related to the behavior of the
real system are available and reliable, it may be possible, in most cases, to reduce time devoted to observation and
experiments.

Bearing in mind the above reasoning, one can state that there exists a strong link between applied sciences and
mathematics represented by mathematical models designed and applied, with the aid of computer sciences and devices, to
the simulation of systems of real world. The term mathematical sciences refer to various aspects of mathematics, specifically
analytic and computational methods, which both cooperate to the design of models and to the development of simulations.

The primary goal of this module is to assist the student to develop the skills necessary to effectively employ the ideas
of mathematics to solve problems. At the simplest level we seek to promote an understanding of why mathematics is useful
as a language for characterizing the interaction and relationships among quantifiable concepts, or in mathematical terms,
variables. Throughout the text we emphasize the notion of added value and why it is the driving force behind modeling. For a
given mathematical model to be deemed a success something must be learned that was not obvious without the modeling
procedure. Very often added value comes in the form of a prediction. In the absence of added value the modeling procedure
becomes an exercise not unrelated to digging a ditch simply to fill it back up again. The emphasis in this course is on learning
why certain mathematical concepts are useful for modeling. We proceed from mathematics to models rather than the popular
reverse approach and downplay interdisciplinary expertise required in many specific contexts. We firmly believe that by
focusing on mathematical concepts the ability to transfer knowledge from one setting to another will be significantly enhanced.
Hence, we emphasize the efficacy of certain mathematics for constructing models.

ACTIVITY 1
 Before going on with specific technical aspects, let us pose some preliminary questions. Use the space provided in the
Annex.
1. Based on your previous module, what do you think be the aim of having mathematical modelling, and how does
mathematical modelling related to problem solving and mathematical investigation?
2. Is there a link between models and mathematical structures?
3. Is there a correlation between models and mathematical structures?
4. Is it possible to reason about a science of mathematical modelling?
5. Can education in mathematics take some advantage of the above mentioned science of mathematical model?
How did you find the activity? Was it difficult? Do you already have sufficient knowledge about the topic? Or do you want to
learn more? If so, let us begin the lesson.

B. ENGAGEMENT IN RELEVANT CONTENT AND APPROPRIATE LEARNING ACTIVITIES

Yeo, J. B. W. & Yeap, B. H. Mathematical Investigation: Task, Process and Activity, (2009)
Camarista, G. The Art of Problem Solving, Quezon: Lorimar Publishing, Inc., (2016).
Nicola Bellomo, Elena De Angelis, Marcello Delitala, Lecture Notes on Mathematical Modelling from Applied Sciences to
Complex Systems, Vol. 8 – 2010

Introdcution

This chapter deals with Modeling and related mathematical problems within the framework of the microscopic
observation scale. Modeling at the microscopic scale means, according to the classification of models and equations
proposed, deriving an evolution equation for each element constituting the system where each element is treated as a whole.
Generally, the model is stated in terms of a system of ordinary differential equations.

More precisely, if m is the dimension of the state variable which defines the state of each element and n the number
of elements, then the dimension of the system is n x m. Equations are generally linked by the mutual interactions of the
elements belonging to the system and by external actions on the elements of the system.

Microscopic modeling can be developed when the number of elements is somehow small (in some sense to be
properly specified). Otherwise, when their number becomes large, the computational complexity to handle a large system of
equations may involve difficulties which cannot be technically dealt with. Actually, technical difficulties do not refer to the
derivation of the model, but to the computational treatment of a system of equations too large to be handled: specifically, the
computational time may grow exponentially with the number of equations. In this case a different way of modeling can be
developed in order to reduce complexity. This chapter deals with models and problems which do not yet generate the above
type of computational complexity. This delicate matter cannot be hidden, being aware that reducing complexity is one of the
challenging aspects of the science of mathematical modeling. However, the real complexity problem is the modelling of
nonlinear interactions rather than the approach based on assumption of linear superposition which slightly discussed in
previous module.
After the above preliminaries, the contents and organization of this chapter can be described. Specifically, after this
introduction:

1.1 Definitions and Elementary Example

This section deals with the description of simple example of mathematical models which will be a technical reference for
the definitions given in the following sections. The models are derived by an intuitive approach, while well-defined modelling
methods will be developed in the chapters which follow and applied to the design of relatively more sophisticated models.

Mathematical modeling is becoming an increasingly important subject as computers expand our ability to translate
mathematical equations and formulations into concrete conclusions concerning the world, both natural and artificial, that we
live in.

Here we do a quick tour of several examples of the mathematical process. We present the models as finished results as
opposed to attempting to develop the models.

Example 1.1.1: Modeling with Difference Equations

Consider the situation in which a variable change in discrete time steps. If the current value of the variable is a then the
predicted value of the variable will be an+1. A mathematical model for the evolution of the (still unspecified) quantity an could
take the form 𝒂𝒏+𝟏 = 𝜶𝒂𝒏 + 𝜷

In words, the new value is a scalar multiple of the old value offset by some constant ß. This model is common, e.g., it is used
for modeling bank loans. One might amend the model to make the dependence depend on more terms and to include the
possibility that every iteration the offset can change, thus,
𝒂𝒏+𝟏 = 𝜶𝟏 𝒂𝒏 + 𝜶𝟐 𝒂𝟐 𝒏 + 𝜷𝒏
This could correspond to, for example, a population model where the migration levels change every time step. In some
instances, it is clear that information required to predict a new value goes back further than the current value, e.g.,
𝒂𝒏+𝟏 = 𝒂𝒏 + 𝒂𝒏−𝟏

Note now that two initial values are required to evolve this model. Finally, it may be that the form of the difference equations
are unknown and the model must be written
𝒂𝒏+𝟏 = 𝒇(𝒂𝒏 , 𝒂𝒏−𝟏 , 𝒂𝒏−𝑴−𝟏 )

Determining the nature of f and the step M is at the heart of model formulation with difference equations. Often observed data
can be employed to assist in this effort.

Example 1.1.2: Modeling with Ordinary Differential Equations

Although modeling with ordinary differential equations shares many of the ideas of modeling with the difference equations
discussed above, there are many fundamental differences. At the center of these differences is the assumption that time is a
continuous variable.
𝑑𝑥
One of the simplest differential equations is also an extremely important model, i.e., = 𝜶𝑥
𝑑𝑡

In words, the rate of change of the quantity x depends on the amount of the quantity. If a > 0 then we have exponential growth.
If a < 0 the situation is exponential decay. Of course additional terms can be added that fundamentally alter the evolution of
𝑑𝑥
x(t). For example = 𝜶1 𝑥 + 𝜶2 𝑥 2
𝑑𝑡

The model formulation again requires the development of the appropriate right-hand side.

In the above model the value x on the right hand side is implicitly assumed to be evaluated at the time t. It may be that there
is evidence that the instantaneous rate of change at time t is actually a function of a previous time, i.e.,
𝑑𝑥
= 𝑓(𝑥 (𝑡)) + 𝒈(𝒙(𝒕 − 𝝉))
𝑑𝑡

This is referred to as a delay differential equation.

Example 1.1.3: Modeling with Partial Differential Equation

In the previous sections on modeling the behavior of a variable as a function of time we assumed that there was only one
independent variable. Many situations arise in practice where the number of independent variables is larger than two. For
spatio-temporal models we might have time and space (hence the name!), e.g.,

Example 1.1.4: Optimization

In many modeling problems the goal is to compute the” best” solution. This may correspond to maximizing profit in a company,
or minimizing loss in a conflict. It is no surprise that optimization techniques take a central seat in the mathematical modeling
literature.

Now one may allow x ∈ Rn and require that xn = arg min f(x)

The quantity f(x) is referred to as the objective function while the vector x consists of decision variables. Because x sits in R n
the problem is referred to as unconstrained.

Alternatively, one might require that the solution x have all positive components. If we refer to this set as S then the optimization
problem is constrained xn = arg minx∈S f(x)

If the objective function as well as the equations that define the constraint set are linear, then the optimization problem is
called a linear programming problem. Otherwise, the problem is referred to as a nonlinear programming problem. As we
shall see, solution methods for linear and nonlinear programming problems are very different.

Example 1.1.5: Modeling with Simulations

Many problems may afford a mathematical formulation yet be analytically intractable. In these situations, a computer can
implement the mathematics literally and repetitively often times to extreme advantage.
Simulating Games.
• What is the probability that you can win a game of solitaire?
• What is the best strategy for playing blackjack?
• Given a baseball team consisting of certain players, in what order should they hit?

On the other hand, computer simulations can be employed to model evolution equations. Applications in the realm of fluid
dynamics and weather prediction are well established. A striking new example of such simulation modeling is attempting to
model electrical activity in the brain.

Example 1.1.6: 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)
and using the set of input output pairs compute the parameters w. In some cases the form of f may be guessed. In other
cases, a model free approach can be used.

Example 1.1.7: Nonlinear Heat Diffusion Model

Nonlinearity may be related to the modelling of the heat flux phenomenon. For instance, if the heat flux coefficient depends
on the temperature, say h = h(u), the same balance equation generates the following model:

The reader with a basic knowledge of elementary theory of differential equations will be soon aware that the above simple
model generates interesting mathematical problem.

The solution of the above mathematical problems ends up with simulations which visualize the behavior of the real
system according to the description of the mathematical model.

The goal in all modeling problems is added value. Something novel must be learned from the modeling process or one has
completed an exercise in futility, or mathematical wheel spinning, depending on your perspective. There are many obvious
questions the answers to which have inherent added value. For example:
• Should a stock be bought or sold?
• Is the earth becoming warmer?
• Does creating a law have a positive or negative societal effect?
• What is the most valuable property in monopoly?
Clearly this is a very small start to an extremely long list.

ACTIVITY 2

Use the space provided in the Annex.

1. Name three problems that might be modeled mathematically. Why do you think mathematics may provide a key to
each solution? What is the added value in each case?
𝑑𝑥
2. Consider the differential equation ., = 𝑥
𝑑𝑡
Translate this model to a difference equation. Compare the solutions and discuss.

After the above example, a definition of mathematical model can be introduced. This concept needs some preliminary
definitions referring to:

 Independent variables, generally time and space.

 State variables which are the dependent variables, that take values corresponding to the independent variables.

Then the following concept can be introduced:

  Mathematical model, that is a set of equations which define the evolution of the state variable over the dependent
variables.

The general idea is to observe the phenomenology of a real system in order to extract its main features and to provide a
model suitable to describe the evolution in time and space of its relevant aspects. Bearing this in mind, the following definitions
are proposed:

Independent variables

The evolution of the real system is referred to the independent variables which, unless differently specified, are
time t, defined in an interval (t Є [t0 ; T]), which refers the observation period; and space x, related to the volume V, (x
Є V) which contains the system.

State variable

The state variable is the finite dimensional vector variable

is deemed as sufficient to describe the evolution of the physical state of the real system in terms of the independent
variables.

Mathematical model

A mathematical model of a real physical system is an evolution equation suitable to define the evolution of the state
variable u in charge to describe the physical state of the system itself.

In other words, a mathematical model is a representation of a system that allows for investigation of the properties of the
system and, in some cases, prediction of future outcomes. It always requires simplification. Thus, Mathematical model
uses mathematical equations to describe a system

In order to handle properly a mathematical model, the number of equations and the dimension of the state variable
must be the same. In this case the model is defined consistent:

Consistency

The mathematical model is said to be consistent if the number of unknown dependent variables is equal to the number
of independent equations. This means that one has to verify whether an equation belonging to the model can be
obtained combining the remaining ones. If this is the case, that equation must be eliminated. The space variable may
be referred to a suitable system of orthogonal axes, 0(x; y; z) with unit vectors i, j, k, so that a point P is identified by
its coordinates

The real physical system may be interacting with the outer environment or may be isolated. In the first case the
interactions have to be modelled.

Closed and Open Systems

A real physical system is closed if it does not interact with the outer environment, while it is open if it does.

The above definitions can be applied to real systems in all fields of applied sciences: engineering, natural sciences,
economy, and so on. Actually, almost all systems have a continuous distribution in space. Therefore, their discretization, that
amounts to the fact that u is a finite dimensional vector, can be regarded as an approximation of physical reality.

In principle, one can always hope to develop a model which can reproduce exactly physical reality. On the other hand,
this idealistic program cannot be practically obtained considering that real systems are characterized by an enormous number
of physical variables. This reasoning applies to Example 1, where it is plain that translational dynamics in absence of frictional
forces are only a crude approximation of reality. The observation of the real behavior of the system will definitively bring to
identify a gap between the observed values of u1 and u2 and those predicted by the model.
 Uncertainty may be related also to the mathematical problem. Referring again to the above example, it was shown
that the statement of mathematical problems need u10 and u20, i.e. the initial position and velocity of P, respectively. Their
measurements are affected by errors so that their knowledge may be uncertain.

In some cases, this aspect can be dealt with by using in the model and/or in the mathematical problems randomness
modelled by suitable stochastic variables. The solution of the problem will also be represented by random variables, and
methods of probability theory will have to be used.

As we have seen, mathematical models are stated in terms of evolution equations. Example have been given for
ordinary and partial differential equations. The above equations cannot be solved without complementing them with suitable
information on the behavior of the system corresponding to some values of the independent variables. In other words, the
solution refers to the mathematical problem obtained linking the model to the above mentioned conditions. Once a problem
is stated suitable mathematical methods have to be developed to obtain solutions and simulations, which are the prediction
provided by the model.

1.2 Modelling Scales and Representation

As we have seen by the examples and definitions proposed in Section 1.1, the design of a mathematical model consists
in deriving an evolution equation for the dependent variable, which may be called state variable, which describes the physical
state of the real system, that is the object of the modelling process.

The selection of the state variable and the derivation of the evolution equation starts from the phenomenological and
experimental observation of the real system. This means that the first stage of the whole modelling method is the selection of
the observation scale. For instance, one may look at the system by distinguishing all its microscopic components, or averaging
locally the dynamics of all microscopic components, or even looking at the system as a whole by averaging their dynamics in
the whole space occupied by the system.

For instance, if the system is a gas of particles inside a container, one may either model the dynamics of each single
particle, or consider some macroscopic quantities, such as mass density, momentum and energy, obtained averaging locally
(in a small volume to be properly defined: possibly an infinitesimal volume) the behavior of the particles. Moreover, one may
average the physical variables related to the microscopic state of the particles and/or the local macroscopic variables over
the whole domain of the container thus obtaining gross quantities which represent the system as a whole.

Specifically, let us concentrate the attention to the energy and let us assume that energy may be related to temperature.
In the first case one has to study the dynamics of the particles and then obtain the temperature by a suitable averaging locally
or globally. On the other hand, in the other two cases the averaging is developed before deriving a model, then the model
should provide the evolution of already averaged quantities. It is plain that the above different way of observing the system
generates different models corresponding to different choices of the state variable. Discussing the validity of one approach
with respect to the other is definitively a difficult, however crucial, problem to deal with. The above approaches will be
called, respectively, microscopic modelling and macroscopic modelling.

As an alternative, one may consider the microscopic state of each microscopic component and then model the evolution
of the statistical distribution over each microscopic description. Then one deals with the kinetic type (mesoscopic) modelling
which will be introduced in this chapter and then properly dealt with later. Modelling by methods of the mathematical kinetic
theory requires a detailed analysis of microscopic models for the dynamics of the interacting components of the system, while
macroscopic quantities are obtained, as we shall see, by suitable moments weighted by the above distribution function.

This section deals with a preliminary derivation of mathematical framework related to the scaling process which has been
described above. This process will end up with a classification both of state variables and mathematical equations. Simple
examples will be given for each class of observation scales and models. The whole topic will be specialized in the following
chapters with the aim of a deeper understanding on the aforementioned structures.

Both observation and simulation of system of real world need the definition of suitable observation and modelling scales.
Different models and descriptions may correspond to different scales. For instance, if the motion of a fluid in a duct is observed
at a microscopic scale, each particle is singularly observed. Consequently, the motion can be described within the framework
of Newtonian mechanics, namely by ordinary differential equations which relate the force applied to each particle to its mass
times acceleration. Applied forces are generated by the external field and by interactions with the other particles.

On the other hand, the same system can be observed and described at a larger scale considering suitable averages of
the mechanical quantities linked to a large number of particles, and the model refers to macroscopic quantities such as mass
density and velocity of the fluid. A similar definition can be given for the mass velocity, namely the ratio between the momentum
of the particles in the reference volume and their mass. Both quantities can be measured by suitable experimental devices
operating at a scale of a greater order than the one of the single particle. This class of models is generally stated by partial
differential equations.

Actually, the definition of small or large scale has a meaning which has to be related to the size of the object and of the
volume containing them. For instance, a planet observed as a rigid homogeneous whole is a single object which is small with
respect to the galaxy containing the planet, but large with respect to the particles constituting its matter. So that the galaxy
can be regarded as a system of a large number of planets, or as a fluid where distances between planets are neglected with
respect to the size of the galaxy. Bearing all above in mind, the following definitions are given:

Microscopic scale

A real system can be observed, measured, and modelled at the microscopic scale if all single objects composing the
system are individually considered, each as a whole.

Macroscopic scale

A real system can be observed, measured, and modelled at the macroscopic scale if suitable averaged quantities
related to the physical state of the objects composing the system are considered.

Mesoscopic scale

A real system can be observed, measured, and modelled at the mesoscopic (kinetic) scale if it is composed by a
large number of interacting objects and the macroscopic observable quantities related to the system can be recovered
from moments weighted by the distribution function of the state of the system.

As already mentioned, microscopic models are generally stated in terms of ordinary differential equations, while
macroscopic models are generally stated in terms of partial differential equations. This is the case of the first two examples
proposed in the section which follows. The contents will generally be developed, unless otherwise specified, within the
framework of deterministic causality principles. This means that once a cause is given, the effect is deterministically identified,
however, even in the case of deterministic behavior, the measurement of quantities needed to assess the model or the
mathematical problem may be affected by errors and uncertainty.

The above reasoning and definitions can be referred to some simple examples of models, this also anticipating a few
additional concepts which will be dealt in a relatively deeper way in the chapters which follow.

ACTIVITY 3

Use the space provided in the Annex.

1. Use Venn Diagram to show the similarities and difference of Macroscopic modelling and Microscopic Modelling.
2. Give Examples where macroscopic, microscopic modelling are used.

1.3 Why do we need models?

• Models provide a framework for conceptualizing our ideas about the behavior of a particular system
• Models allow us to find structure in complex systems and to investigate how different factors interact

• Models can play an important role in informing policies:

 By providing understanding of underlying causes for a complex phenomenon
 By predicting the future
 By predicting the impact of interventions

Mathematical models synthesize results from many experiments

 Experimental studies concentrate on specific aspects of a system
 Fragmented understanding of the system
 Often hard to infer how the system functions as a whole
Mathematical models can unravel the unobservable. Often the traits that we can measure are not the most informative
traits. Mathematical models are not bound by physical constraints, Powerful tool to explore ‘what if scenarios’ or it may be
extremely useful in the context of infectious disease where experimental constraints are strong.

1.4 What do we use mathematical models for?

 Combine fragmented information into a comprehensive framework (e.g. combine results from in-vitro and in-vivo
experiments)
 Determine the relationship between underlying biological traits and observable traits
 Test hypotheses that are difficult to test in empirical studies
 Make predictions & generate new hypotheses for future testing
 Assist with decision making by exploring ‘what if’ scenarios

1.5 Limitations of mathematical models

1. Lack of quantifiable knowledge

• Models that encompass mechanisms (e.g. infection process) require quantitative understanding of these
mechanisms in order to make reliable predictions.

2. Lack of available data / methods for estimating model parameters

• E.g. how to estimate e.g. individual susceptibility & infectivity?
• Much improvement to be expected over the next years due to recent advances in statistical inference and
data explosion
3. Inherent stochasticity of the biological system
• Infection is a stochastic process
• It is impossible to make accurate predictions for infection spread on the individual level.

1.6 The 4 stages of modelling

2. Generate data
3. Analyze experimental data
4. Validate experimental findings
5. Apply results in practice
But modelling can be much more elaborate
 C. REFLECT/ RESPONSE/ ACTION

We are now on the next step where you, my students can enhance more on your understanding about the topic. This is the
moment where you can showcase your creativity and ability in synthesizing. Have fun in doing the activity and take your time.
I know, it’s kind of challenging but there is no need to rush and do your best as always.
Students, use the activity sheet provided in the Annex and do not write anything on the module. Thank you. Do your
activity with utmost sincerity.

ACTIVITY 4

1. Relate Mathemating modelling to problem solving and mathematical investigation thru Venn diagram. Which
among them is universal.
2. Use the 4 stages of Modelling to solve the following problems
a. A square bottom box without cover is made from a material that costs $ 0.75 per square meter for the sides and
$ 0.95 per square meter for the bottom. Express the total cost of the material required to construct the box in
function of its width and height.

b. The three phases of a project must be undertaken sequentially, which means that one phase cannot begin
before the previous phase is finished. We know that the cost of each of the phased breaks down into a fixed
cost, independent of its duration, and a variable cost, which depends on the duration. The following table
summarizes the situation:
PHASE 1 2 3
FIXED COST 318 000 $ 212 000 $ 220 000 $
VARIABLE COST 15 000 $ / day 14 000 $ / day 16 000 $ / day

The designer of the project must propose a price for the project. He would like to set a price that ensures a
profit margin of at least 10%. Express the total cost of the project and the price of the designer should have
proposed in function to the duration of each phase.

c. Items at the grocery store typically come in various sizes and the cost per unit is generally smaller for larger
items. Model the cost per unit weight by considering the superposition of proportions due to the costs of
• production
• packaging
• shipping
the product. What predictions can you make from this model.

d. Go to your nearest supermarket and collect data on the cost of items as a function of size. Do these data behave
in a fashion predicted by your model in the previous problem?

FEEDBACK

3 things I learned from this module

2 things I will do to apply what I learned

1 suggestion I have about the lesson

 FINAL ACTIVITY

Journal Critiques

For your final Activity, Students are expected to submit a critique (1) education-related research studies (research articles
published in peer reviewed/indexed/abstracted education journals) focusing on the mathematical investigation and
modeling.

GUIDE QUESTIONS: EVALUATING A RESEARCH ARTICLE (CRITIQUE PAPERS)

1. Is the problem clearly stated?

2. Does the problem have a theoretical rationale?
3. How significant is the problem?
4. Is there a review of the literature? If so, is it relevant?
5. How clearly are the hypotheses stated?
6. Are operational definitions provided?
7. Is the procedure (or methodology) used to answer the problem fully and completely described? Was a sample
used?
8. Are there any probable sources of error that might influence the results of the study? If so, have they been
controlled?
9. Were statistical techniques used to analyze the data? If so, were they appropriate?
10. How clearly are the results presented?
11. Are the conclusions presented clearly? Do the data support the conclusions? Did the researcher over
generalize his findings?
12. What are the limitations of the study? Are they stated?

FEEDBACK

3 things I learned from this module

2 things I will do to apply what I learned

1 suggestion I have about the lesson