A Note on Mathematical Modeling

Ren Victor Valqui Vidal (http://www2.imm.dtu.dk/~vvv) Informatics and Mathematical Modeling, Technical University of Denmark Why mathematical modeling? Mathematical modeling is the art of translating real life problems into tractable mathematical formulations that theoretical and numerical analysis provides insight and answers useful for the solution of the problem. Mathematical modeling is important because: it is necessary in many applications, it is successful in many situations, it gives guidance for problem solution, it enables insights and it allows the efficient use of modern computing capabilities. For What Mathematical Modeling? In the following, I give a list of real life applications whose modeling I understand. This list of applications is based on my own experience; therefore it is incomplete. Anthropology y y Modeling, classifying and reconstructing skulls Classification and standardization Fussy sets Arts Computer animation Web design Interactive art Astronomy Detection of planetary systems Correcting the Hubble telescope Origin of the universe Evolution of stars Simulation Biology Protein folding Humane genome project Population dynamics Morphogenesis Evolutionary pedigrees Spreading of infectious diseases Animal and plant breeding 1

Archeology Reconstruction of objects from preserved fragments Classifying ancient artifices Exploring sites Pattern recognition Architecture Virtual reality Artificial intelligence Computer vision Image interpretation Robotics Speech recognition Optical character recognition Reasoning under uncertainty

Chemical engineering Chemical equilibrium Planning of production units Scheduling of production Chemistry Chemical reaction dynamics Molecular modeling Electronic structure calculations Computer science Image processing Realistic computer graphics Optimization Criminalist science Finger print/face recognition Economics Labor data analysis Economical models Electrical engineering Stability of electric circuits Microchip analysis Power supply network optimization Finance Risk analysis Value estimation of options Forecast Portfolio design Fluid mechanics Wind channel Turbulence Geosciences Prediction of oil or ore deposits Map production Earth quake prediction 2

Internet Web search Optimal routing Linguistics Automatic translation Materials Science Microchip production Microstructures Semiconductor modeling Mechanical engineering Stability of structures (high rise buildings, bridges, etc) Structural optimization Crash simulation Medicine Radiation therapy planning Computer-aided tomography Blood circulation models Meteorology Weather prediction Climate prediction (global warming, What caused the ozone hole?) Music Analysis and synthesis of sounds Neuroscience Neural networks Signal transmission in nerves Production Management y y y y y y Production planning Stock control Forecast Scheduling Advertising Purchasing

Pharmacology Docking of molecules to proteins Screening of new compounds Physics Elementary particle tracking Quantum field theory predictions Political Sciences Analysis of elections Psychology Formalizing diaries of therapy sessions Which tools?

Space Sciences Trajectory planning Flight simulation Shuttle reentry Optimal control Transport Science Air traffic scheduling Taxi for handicapped people Automatic pilot for cars and airplanes Logistics

The following is a list of categories containing the basic algorithmic toolkit needed for extracting numerical information from mathematical models. Numerical linear algebra Linear systems of equations Eigenvalue problems Linear programming (linear optimization) Techniques for large, sparse problems Graph and networks analysis Discrete mathematics Standard software Numerical analysis Function evaluation Automatic and numerical differentiation Interpolation Approximation (Pad, least squares, radial basis functions) Integration (univariate, multivariate, Fourier transform) Special functions Nonlinear systems of equations Continuous optimization Optimization Nonlinear programming Techniques for large, sparse problems Optimal control methods Dynamic Programming Simulation Integer Programming Stochastic Programming Metaheuristics Simulation Multicriteria optimization Location Models Layout tools Numerical statistics Visualization (2D and 3D computational geometry) Parameter estimation (least squares,

maximum likelihood) Prediction Classification Time series analysis (signal processing, filtering, time correlations, spectral analysis) Categorical time series (hidden Markov models) Random numbers and Monte Carlo methods Simulation software Techniques for large, sparse problems Numerical functional analysis

Ordinary differential equations Techniques for large problems Partial differential equations Stochastic differential equations Integral equations (and regularization) Non-numerical algorithms Symbolic methods (computer algebra) Sorting Compression Cryptography Error correcting codes

How is the Modeling Process? The design of mathematical models for real life problem solving follows a six-stage process. Each process should be following a creative path: First diverge to create several options and then converge to choose the most promising ones. Although the six-stage process is linear, at each step there is the possibility of feedback and feed-forward. 1. Problem Statement Wishes of problem holders Often ambiguous/incomplete The criteria are sometimes incompatible 2. Mathematical Model Concepts/Variables Relations Restrictions Goals Priorities/Quality assignments Hard/soft aspects 3. Theory Of Application Of Mathematics Literature search Special advisors 4. Numerical Methods Software libraries Free software from WWW 5. Programs Flow diagrams Implementation User interface Documentation 6. Report Description Analysis Results Validation Visualization and Recommendations

How to create divergent and convergent processes? It is a good idea that at each step in a creative problem solving process to start with divergent thinking in a group to produce as many ideas or solutions as possible and thereafter to switch to convergent thinking to select the few most promising ideas. Some of the rules for divergent thinking are: y y y y y y y y Image, reframe and see issues from different perspectives Defer judgment, be open to new experiences Quantity breeds quality, to have good ideas you need lots of ideas Hitchhiking is permitted, in this way a synergetic effect can be achieved Combine and modify ideas, in this way you can create many ideas Think in pictures, to create future scenarios you can even simulate potential solutions Stretch the ideas, imagine ideas beyond normal limits, and Do not be afraid to break paradigms, avoid destructive criticism, and to add value to the challenged concept.

Some of the rules of convergent thinking are: y y y y y y Be systematic, find structure and patterns in the set of produced ideas Develop ways to evaluate ideas, assess qualitative and quantitative measures of ideas Do not be afraid of using intuition, this is the way most important decisions are taken Avoid quickly ruling out an area of consideration, take your time or better sleep on it Avoid idea-killer views, try the impossible Satisfy, do not expend too much time in looking for the optimal solution of an illstructured multi-criteria problem y Use heuristics, use common sense and experience based rules, and y Do not avoid but assess risk, this does not mean being blind to risks, for serious consequences be sure to have a contingency plan.
Where to learn more? Mesterton-Gibbons, M., 1995, Wiley/Interscience, Chichester. A Concrete Approach to Mathematical Modelling,

Pidd M, 2003, Tools for Thinking: Modelling in Management Science, John Wiley and Sons Ltd, Chichester. Vidal R. V. V., Dealing with problematic situations, Economic Analysis Working Papers, vol. 7(7), pp. 25, 2005. Vidal R. V. V., The art and science of problem solving, Investigacao Operacional, vol. 25, pp. 157178, Association Portuguese of Operational Research, 2007, pp. 157-178