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Diego Fernando Gómez Páez

Facultad de Ciencias Físico-Químicas

Escuela de Ingeniería de Petróleos

Mayo de 2010

Mathematical Modelling

1. Introduction [1]

The theoretical and scientific study of a situation focuses around a model, that is,
something that mimics relevant features of the situation being studies. For example, a
road map, a geological map, and a plant collection are all models that mimic different
aspects of a portion of The Earth’s surface.

The ultimate test is how well it performs when it is applied to the problems it was
designed to handle. (You cannot reasonably criticize a geological map if a major highway
is not marked on it; however, this would be a serious deficiency in a road map.) When a
model is used, it may lead to incorrect predictions. The model is often modified, frequently
discarded, and sometimes used anyway because it is better than nothing. This is the way
science develops.

2. Mathematical Model

A mathematical model can be broadly defined as a formulation or equation that expresses

the essential features of a physical system or process in mathematical terms.

As far as a model is concerned, the world can be divided into three parts:

1. Things whose effects are neglected.

2. Things that affect the model but whose behaviour the model is not designed to
study (constants, functions, independent variables, and so on).
[1]
3. Things the model is designed to study(dependant variables).

In a very general sense, a mathematical model can be represented as a functional

relationship of the form

(2.1)

Where the dependent variable is a characteristic that usually reflects the behaviour or
state of the system; the independent variables are usually dimensions, such as time or

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space, along which the system’s behaviour is being determined; the parameters are
reflective of the system’s properties or composition; and the forcing functions are external
influences acting upon the system.

The expression in Eq (2.1) can range from a simple algebraic relationship to large
complicated sets of differential equations. For example, on the basis of his observations,
Newton formulated his second law of motion, which states that the time rate of change of
momentum of a body is equal to the resultant force acting on it. The mathematical
expression, or model, for the second law is the well-known equation:

(2.2)

Where F=net force acting on the body (N, or kg/m s2), m= mass of the object, and a =its
acceleration (m/s2); in this case, F is the dependant variable, m is a parameter, in this
case a property of the system, and a is an independent variable. [2]

A mathematical model can also be defined as an abstract, simplified, mathematical

construct related to a part of reality and created for a particular purpose. This definition
isn’t the last word, many people can make many different definitions, think of this one as
a crude starting point around which to build your own understanding of mathematical
modelling. [1]

3. Classification of mathematical models. [3]

In fact, every branch of knowledge has two aspects, one of which is theoretical,
mathematical, statistical, and computer-based and the other of which is empirical,
experimental and observational. Mathematical modelling is essential to the first of these
two aspects.

Mathematical models may be classified according to the subject matter of the models.
Thus we have mathematical models in Physics, Chemistry, Biology, Medicine and so on.

We may also classify mathematical models according to the mathematical techniques used
in solving them. Thus we have mathematical modelling through classical algebra, through
linear algebra, through ordinary and partial differential equations and so on.

Mathematical models may also be classified according to the purpose we have for the
model. Thus we have mathematical models for Description, for Insight, for Prediction, for
Optimization, for Control and for Action.

Mathematical models may also be classified according to their nature.

Thus

a) Mathematical models may be Linear or Non-linear according as the basic equations

describing them are linear or non-linear.
b) Mathematical models may be Static or Dynamic according as the time variations in
the system are not or are taken into account.
c) Mathematical models may be Deterministic or Stochastic according as the chance
factors are not or are taken into account.

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d) Mathematical models may be Discrete or Continuous according as the variables

involved are discrete or continuous.

Linear, static and deterministic models are usually easier to handle than non-linear,
dynamic and stochastic models and in general in any discipline, these are the first to be
considered.

Continuous-variate models appear to be easier to handle than the discrete-variate models,

due to the development of calculus and differential equations. In fact in many disciplines,
these were developed first. However continuous models are simple only when analytical
solutions are available, otherwise we have to approximate a continuous model also by a
discrete model so that these can be handled numerically. [3]

For many situations presented in real life and specifically in Petroleum engineering, the
discrete models are severally used due to the complexity of the models that are
developed.

4. Some Characteristics of Mathematical models [3]

4.1 Realism of models: We want a mathematical model to be as realistic as possible and to

represent reality as closely as possible. However if a model is very realistic, it may not be
mathematically tractable. In making a mathematical model, there has to be a trade-off
between tractability and reality.

4.2 Hierarchy of models: Mathematical modelling is not one-shot affair. Models are
constantly improved to make the more realistic. Thus for every situation, we get hierarchy
of models, each more realistic than the preceding and each likely to be followed by a
better one.

4.3 Relative precision of models: Different models differ in their precision and their
agreement with observations.

4.4 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
using sensitivity analysis for the models.

4.5 Self-consistency of models: A mathematical model involves equations and in equations

and these must be consistent. 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.

4.6 Oversimplified and overambitious models: It has been said that mathematics that is
certain does not refer to reality and mathematics that refer 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 many give
results accurate to ten decimal places whereas the observations may be correct to two
decimal places only.

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4.7 Complexity of models: This can be increased by subdividing variables, by taking more
variables and by considering more details. Increase of complexity need not always lead to
increase of insight as after stage, diminishing returns begin to set in. The art of
mathematical modelling consists in stopping before this stage.

4.8 Models can lead to new experiments, new concepts and new mathematics:
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.

4.9 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.

4.10 Models may lead to expected or unexpected predictions or even non-sense: Usually
models give predictions expected on common sense considerations, but the model
predictions are more quantitative in nature. Sometimes they give unexpected predictions
and they may lead to break-through or deep thinking about assumptions. Sometimes
models give prediction completely at variance with observations and then these models
have to be drastically revised.

4.11 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 acceptable which can explain,
predict or control simulations. A model may also fit one situation very well and may give
hopeless fit for another situation.

4.12 Modelling forces us to think clearly: Before making a mathematical model, one has to
clear about the structure and essentials of the situation.

4.13 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.

4.14 Inadequate models are also useful: Since they lead us to search for aspects which
may be been neglected at first. Failures can be prelude to successes if we can find the
reasons of these failures.

4.15 Non-feedback models are improper: A model must include the possibility of its
improvement in the light of the experimental or observational data.

4.16 Partial modelling for subsystems: Before making a model for the whole system, it
may be convenient to make partial models of 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 and special cases.

4.17 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.

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4.18 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 investment made in this process.

4.19 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
is of the most importance.

4.20 Estimation of parameters: Every model contains some parameters and these have to
be estimated. The model must itself suggest experiments or observations and the
methods of calculation of these parameters. Without this explicit specification, the model
is incomplete.

4.21 Validation by independent data: Sometimes parameters are estimated with the help
of some data and the same data are used to validate the model. This is illegitimate.
Independent data should be used to validate the model.

4.22 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.

4.23 Modelling = Mathematics + Discipline: For making a mathematical model of a

situation, one must know 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.

4.24 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 trust on a field unless it is really applicable there.

4.25 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 and this
iteration is repeated till a satisfactory model is obtained.

5. Building a Model [1]

Model building involves imagination and skill. Giving rules for doing it is like listing rules for
being an artist; at best this provides a framework around which to build skills and develop
imagination. It may be impossible to teach imagination. But here are a general steps for
building a model.

5.1 Formulate the problem: What is what you wish to know? The nature of the model you
choose depends very much on you want it to do.

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5.2 Outline the model: At this stage you must separate the various parts of the universe
into unimportant, exogenous (independent variables) and endogenous (dependant
variables). The interrelations among the variables must also be specified.

5.3 Is it useful? : Now stand back and look what you have. Can you obtain the needed
data and then use it in the model to make the predictions you want? If the answer is no,
then you must reformulate the model and perhaps even the problem. Note that “useful”
does not mean reasonable or accurate, it means if the model fits the situation.

5.4 Test the model: Use the model to make predictions that can be checked against data
or common sense. It is not advisable to rely entirely on common sense, because it may
well be wrong. Start out with easy predictions, don’t waste time on involved calculations
with a model that may not be good. If these predictions are bad and there are no
mathematical errors, return to step 2 or step 1. If these predictions are acceptable, they
should give you some feeling for the accuracy and range of applicability of the model. If
they are less accurate than you anticipated, it is a good idea to try to understand why,
since this may uncover implicit or false assumptions.

At this point the model is ready to be used. Don’t go too far; it is dangerous to apply the
model blindly to problems that differ greatly from those on which it was tested. Every
application should be viewed as a test of the model.

6. References

[1]EDWARD A. BENDER. An Introduction to Mathematical Modelling. 2nd edition. New

York: Dover Publications. 1942.

[2]STEVEN C. CHAPRA, RAYMOND P. CANALE. Numerical Methods for Engineers. 5th

edition. New York: Mc Grawn Hill. 2006.

[3]J. N. KAPUR. Mathematical Modelling. 1st edition. New Delhi: New Age International (P)
limited, Publishers. 1998

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