Proceedings of the 9th Vienna International Conference on

Proceedings
Mathematical
MathematicalofModelling
the 9th Vienna International Conference on
Modelling
Proceedings
Mathematical
Vienna, ofModelling
the 9th Vienna International Conference on
Vienna, Austria, February
Austria, February 21-23,
21-23, 2018
2018 Available online at www.sciencedirect.com
Mathematical Modelling
Vienna, Austria, February 21-23, 2018
Vienna, Austria, February 21-23, 2018
ScienceDirect
IFAC PapersOnLine 51-2 (2018) 499–504
A
A mathematical model of modelling –
A mathematical
mathematical model model of of modelling
modelling –
–
epistemology
Aepistemology
mathematicaland and model natural
natural sciences
of modelling
sciences –
epistemology and natural sciences
epistemology and natural sciences
Dirk Langemann ∗∗ Cordula Reisch ∗∗ Janina Dierkes ∗∗
Dirk Langemann ∗ Cordula Reisch ∗ Janina Dierkes ∗
Dirk Langemann Cordula Reisch Janina Dierkes
Dirk
∗ Langemann ∗ Cordula Reisch ∗ Janina Dierkes ∗
∗ Inst. Computational Mathematics, Technische Universität
∗ Inst. Computational
Inst.
Computational
Mathematics, Technische Universität
Mathematics, Technische Universität
Braunschweig, Germany (e-mail: d.langemann@tu-bs.de).
∗Braunschweig, Germany (e-mail: d.langemann@tu-bs.de).
Inst. Computational
Braunschweig, Germany Mathematics, Technische Universität
(e-mail: d.langemann@tu-bs.de).
Braunschweig, Germany (e-mail: d.langemann@tu-bs.de).
Abstract:
Abstract: Here, Here, a a theoretical
theoretical framework
framework is is proposed
proposed whichwhich enables
enables us us to
to formalize
formalize the the process
process
Abstract:
of mathematical Here, modelling
a theoretical andframework
to discuss is the
proposed which
recurrent enableswhether
question us to formalize
a chosen themodel
process is
of mathematical
Abstract: Here, modelling
a theoretical and to
frameworkdiscuss the
is the recurrent
proposed which question
enables whether a
us to formalize chosen model
themodel
process is
of mathematical
appropriate, accuratemodelling and
or comprehensiveto discuss
comprehensive with recurrent
respect to a question
certain whether
application. a chosen
Thereto, episte- is
appropriate,
of mathematical accuratemodellingor and to discusswith the respect to
recurrent a certain
question application.
whether a Thereto,
chosen episte-
model is
appropriate,
mological accurate
problems in or comprehensive
philosophy are with respect
separated from to a certain
modelling application.
questions in the Thereto,sciences.
natural episte-
mological problems
appropriate, accurate in philosophy
or are separated
comprehensive with from modelling
respect to a certainquestions in the natural
application. Thereto, sciences.
episte-
mological
The problems in philosophy are separated from modelling questions in the natural sciences.
The background
background
mological problems
of
of inthe
the investigations
investigations lies
lies in
in life-science
life-science applications,
applications, their
their inherent
inherent qualitative
qualitative
The
and background
quantitative of thephilosophy
investigations
uncertainties and aretheir
separated from unclear
liesoftentimes
in life-science modelling questions
applications,
hierarchy their
of in
the the natural
inherent
mechanisms sciences.
qualitative
under
and quantitative
The background uncertainties
of the and their
investigations liesoftentimes
in unclear
life-science hierarchy their
applications, of theinherent
mechanisms under
qualitative
and quantitative
consideration. The uncertainties
The resulting and
resulting description their
description of oftentimes
of mathematical unclear
mathematical modelling hierarchy
modelling as of the
as aa general mechanisms
general approximation
approximationunder
consideration.
and quantitative uncertainties and their oftentimes unclear hierarchy of the mechanisms under
consideration.
problem is still The resultingrich
sufficiently description
to study of mathematical
model families, modelling as
inheritance of amodel
general approximation
properties, model
problem is stillThe
consideration. sufficiently
resulting rich to study of
description model families, inheritance
mathematical modelling of amodel
as general properties, model
approximation
problem is stillminimal
identification, sufficiently richand
models to study
the model families, inheritance of model properties, model
identification,
problem minimal
is stillminimal
sufficiently models and
richand the optimality
to study optimality of
of models
model families, models under
under different
inheritance different
of model
objective
objective
properties,
functions.
functions.
model
identification, models the optimality of models under different objective functions.
© 2018, IFAC (International
identification, minimal models Federation
and the of Automatic
optimality Control)
of modelsHostingunder by Elsevier
different Ltd. All rightsfunctions.
objective reserved.
Keywords:
Keywords: Model Model selection,
selection, model model families,
families, reduction
reduction of of complexity,
complexity, optimality,
optimality, sensitivity,
sensitivity,
Keywords:
approximate Model
analysis,selection, model families,
epistemology, reduction
life-science of complexity, optimality, sensitivity,
applications.
approximate
Keywords: Model analysis, epistemology,
selection, life-science
model families, applications.
reduction of complexity, optimality, sensitivity,
approximate analysis, epistemology, life-science applications.
approximate analysis, epistemology, life-science applications.
1.
1. INTRODUCTION
INTRODUCTION fulfilling
fulfilling thethe hypothesis,
hypothesis, cf. cf. Grimm
Grimm (1994),
(1994), and and of of course,
course,
1. INTRODUCTION fulfilling
unsuccessful
unsuccessful the hypothesis,
models
models are
are cf.
seldom
seldom Grimm (1994),
published.
published. and of course,
Hypothesis-free
Hypothesis-free
While 1. INTRODUCTIONmodelling from a unsuccessful fulfilling the hypothesis,
models arelikecf.inGrimm
seldom (1994),
published. and of course,
Hypothesis-free
While thinking
thinking aboutabout mathematical
mathematical modelling from a modelling modelling approaches
approaches like in proteomics
proteomics or genomics
genomics lead
orHypothesis-free lead
While
rather thinking
abstract about mathematical
viewpoint, the community modelling
of researchers unsuccessful
from a modelling
to very models
approaches
large systems. are seldom
like
The in published.
proteomics
restriction or
to genomics
these systems lead
rather abstract
While thinking viewpoint,
about the community
mathematical of researchers
modelling from a to very large systems. The restriction to these systems
rather abstractsciences
viewpoint, theto of researchers modelling approaches like in proteomics or genomics lead
in
in the
the natural
rather natural
abstractlikesciences
viewpoint,
seems
seems thetotocommunity
be
be convinced
convinced
community
that
that theo-
of researcherstheo- to very large
contains
contains systems.too.
aa hypothesis,
hypothesis, TheThey
too. restriction
They use
use rather
ratherto these
strongsystems
strong simpli-
simpli-
in
riesthe
in natural
physics sciences
classical seems mechanics be convinced
or that theo- contains
thermodynamics to very large
fications a
like systems.too.
hypothesis,
a Boolean TheThey restriction
description. useIn ratherto these
general, strong
they systems
simpli-
are
ries
in in
the physics
natural like classical
sciences mechanics or thermodynamics fications like a Boolean description. In general, they are ex-
ex-
ries in physics
describe
describe the
the like
reality
reality in seems
classical
in a good
a good tomanner
mechanics be convinced
manner or and
and thatantheo-
thermodynamics
that
that an ap-
contains
ap- fications
tremely a hypothesis,
like a Boolean
expensive, and too.
the They
description. use
distinctionInrather
general,
between strong
they simpli-
are ex-
causation
ries in physics like classical mechanics or thermodynamics tremely
fications expensive,
like a Boolean and the distinction between causation
describe
propriatethe
propriate reality
choice
choice of in a good
of model
model manner generates
components
components and that aaangood
generates ap- tremely
good expensive,
and correlation
and correlation anddescription.
remains
remains the distinction
problematic,
problematic,
In cf.
general,
cf.between
Leonelli
Leonelli
they are ex-
causation
(2014).
(2014).
describe
propriate
approximationthe reality
choice of of
the inreality.
model a good manner
components
The parallel and that aangood
generates
development ap-
of tremely
and expensive,
correlation and the
remains distinctioncf.
problematic, between
Leonelli causation
(2014).
approximation
propriate choice of themodelreality. The parallel development of The mathematical model of modelling presented here,
approximation
physics
physics and
and of of
the reality.
mathematics
mathematics
components
over
overThe parallel
centuries
centuries
generates
development
has
has tought
tought
a good of and
the
the The correlation
mathematical remainsmodel problematic,
of modelling cf. Leonelli
presented (2014).
here,
approximation
physics
researchers’ of the reality.
and community
mathematics over
about The parallel
centuries
the development
has
hierarchy tought
of of The
the
mecha- mathematical
provides
provides a conceptual
a conceptual model
framework
frameworkof modelling
to discuss
to discuss presented
the here,
the occurring
occurring
researchers’ community about the hierarchy of mecha- The
the provides mathematical model of modelling presented here,
physics
researchers’
nisms
nisms under
and mathematics
under community
consideration
consideration
over
about
in centuries
the hierarchy
in general
general and
and in
has atought
in a of mecha-
particular
particular questionsaa like
questions
provides
conceptual
like model
conceptual
frameworkaccuracy
model selection,
selection,
framework
to discuss
accuracy and
and
to consideration
discuss
thesensitivity,
occurring
sensitivity,
thesensitivity,
occurring
researchers’
nisms under
mathematical community
consideration
model, cf. about
in
Wigner the
general hierarchy
(1960). and in a of mecha-
particular questions
the hierarchy
the hierarchy like ofmodel
ofmodel selection,
mechanisms
mechanisms under
underaccuracy and
consideration and
and thethe
mathematical model,
nisms under consideration cf. Wigner
in general(1960). and in a particular optimality questions
the hierarchy like
of of selection,
mechanisms
models under underaccuracy
different and
consideration
objective sensitivity,
and the
functions.
mathematical model, cf. Wigner (1960). optimality
the hierarchy of models under
of mechanisms different objective
under consideration functions.
and the
Already
Already in
mathematical in life sciences
life model, like
sciencescf.like biology
Wigner
biology and medicine
(1960).
and medicine with with the
the optimality of models under different objective functions.
Already
growing in
use life
of sciences
mathematical like biology
and and medicine methods
computational Until
with the optimality
Until now,
now, most
of
most work
models
work on
under
on the
the modelling
different
modelling process
objective
process originates
functions.
originates
growing in
Already use of sciences
mathematical and computational methods the Until now, most work studies on the modelling process originates
growing
in the
in uselife
the recent
recent of years, it like
mathematical
years, it is not
is
biology
not andclear
clear
and medicine
computational
whether
whether the
with
themethods
present
present
from
from epistemological
Until epistemological
now, most work studies
on the
with
with aa philosophical
modelling philosophical
process
focus,
focus,
originates
growing
in the use
recent of mathematical
years, it is not andclear computational
whether the methods
present from
cf. epistemological
Godfrey-Smith studies
(2003) and with a
Machamer philosophical
and focus,
Silberstein
modelling
modelling techniques
techniques are
are appropriate
appropriate for
for a
a description
description of
of cf.
from Godfrey-Smith
epistemological (2003)
studies and Machamer
with a and
philosophical Silberstein
focus,
in the recent
modelling
systems
systems related
related
years,
techniques
to
to life.
itOn
life.are
is the
not clear
Onappropriate
the oneone hand,
whether
hand,forthere the
a description
there is
is a
present
a consid-
consid-of cf. Godfrey-Smith
(2002).
(2002).
cf.
The modelling
The
Godfrey-Smith
modelling(2003)
(2003)
and Machamer
process
process itself is
itself
and Machamer
and Silberstein
is rarely
rarely discussed
discussed
and Silberstein
modelling
systems
erate techniques
related
qualitative to life.
and are
On appropriate
the
quantitative one hand,for a
there
uncertainty description
is a
about consid-of
sys- (2002).
from
from a
a The
natural
natural modelling
scientific
scientific process
viewpoint.
viewpoint. itself Of
Ofis rarely
course,
course, discussed
there
there areare
erate qualitative
systems related toand
life. quantitative
On the one uncertainty
hand, there about
is a sys- from
consid- (2002).
numerous The
a natural modelling
scientific
collections of process
viewpoint.
mathematicalitselfOfismodels
rarely and
course, discussed
theremod-are
erate qualitative
tems from
from life-science and quantitative
life-science applications.
applications. They uncertainty
They areare less about
less accessiblesys-
accessible from numerous collections of mathematical models and mod-
tems sys- numerous a natural scientific
collections viewpoint.
of mathematical Of course, and theremod-are
erate
tems
for qualitative
from
for experiments
experiments
and quantitative
life-science
than applications.
than systems
systems from fromThey
uncertainty lessabout
are and
physics
physics and
accessible
engineer-
engineer- elling
elling
elling techniques
numeroustechniques like
like Murray
collections Murray (2008). models
(2008).
of mathematical models and mod-
tems
for from life-science
than applications.
systems They
from physics are less accessible
andquantified. techniques like Murray (2008).
engineer- The paper is organized as follows: Sec. 2 separates philo-
ing.experiments
ing.
for
Most
Most of of the
experiments
system
the than
system parameters
parameters
systems from
are
are rarely
rarely
physics quantified.
engineer- elling
anddescription techniques
The paper like Murray
is organized (2008).
as follows: Sec. 2 separates philo-
ing.
The Most
conceptsof the andsystem parameters
quantities in the aresystem
rarely quantified. The paper
sophical is organized
problems from as follows: questions
modelling Sec. 2 separatesbefore philo-3
The
ing.
The
concepts
Most
concepts
are formed
formed forof theand
and
quantities
system parameters
quantities
for requirements
requirements of
in
in
of the
the
the
system
are rarely
system
the particular
particular life
description
quantified.
description
life science, sophical
The
science, sophical paper problems
is from
organized modelling
as follows: questions
Sec. before Sec.
2 aseparates Sec.
philo- 3
are formalizes problems
the from
concepts modelling
of a system questions
and beforefor
model Sec. 3
this
The concepts and quantities in the system description formalizes the concepts of a system and a model for this
are
and formed
and
are usuallyfor
usually
formed
requirements
they
they
for
are
are not
requirements
of the particular
not approved
approved for
for a
of the particular simple math- sophical
life science,
a simple math-
life science,
formalizes
system. problems
system. General
the concepts
General
from modelling
model of a system
model properties
properties
questions beforefor
andreducibility,
like
like
a model
reducibility,
Sec.this3
sepa-
sepa-
and usually
ematical they
description. are not
The approved
hierarchy for
of a
the simple
mechanisms math- formalizes
system.
rability the
General concepts
model of a system
properties and
like a model
reducibility, for this
sepa-
ematical
and
ematical
under usuallydescription.
they arewith
description.
consideration
The hierarchy for
not respect
The approved
hierarchy to
of the
their
mechanisms
a importance
of the simple
mechanisms math-or rability and
system. and
General
causal
causal
model
dependences
dependences
properties
are
arelike
discussed
discussed
reducibility,
in
in Sec.
Sec.
sepa-
4,
4,
under consideration with respect to their importance or rability
where
where a
a and causal
transport
transport dependences
equation
equation is
is are discussed
constructed
constructed as
as in
a
a Sec.
model-
model- 4,
ematical
under description.
consideration
sensitivity is oftentimes Theunknown.
with hierarchy
respect to of theimportance
their
Furthermore, mechanisms
we or where
are rability and causal dependences are discussed in Sec. 4,
sensitivity is oftentimes unknown. Furthermore, we are a transport
system-link
system-link for
for exact
exactequation
models.
models. is Then
constructed
Then Sec. 55as
Sec. a model-
deals
deals with
with
under
sensitivity
faced consideration
to theis occurence
oftentimeswith of respect
unknown.
several toFurthermore,
their importance
redundant we are
mechanisms or system-link
where a transport
for exact equation
models. is Then
constructed asdeals
Sec. 5models a model-
with
faced to
sensitivity theis occurence
oftentimes of several
unknown. redundant
Furthermore, mechanisms
we are the
the determination
determination of
of parameters
parameters in
in inexact
inexact models from
from
faced
and to the occurence
and feedback loops
loops in of several
in living systems, redundant
cf.
cf. Lazebnikmechanisms
(2002).
(2002). the system-link
determination
an abstract
abstract for exact
point models.
of view.
of parameters Then
Finally, in Sec. Sec.
inexact 5models
deals some
with
from
faced
and
On
feedback
toother
the occurence
feedback
the loops
hand, in
living
living
there
systems,
of isseveral
systems,
an redundant
enormous cf.
Lazebnik
mechanisms
Lazebnik
amount of(2002).
data, an
the determination point of
of view.
parametersFinally, in Sec.
inexact 66 presents
presents
models some
from
On the other hand, there is an enormous amount of an abstract
extensions to point of
experiments view.
data, extensions to experiments and random influence. Finally,
and random Sec. 6 presents
influence. some
and
On
a feedback
the loops
other hand, in living
there systems,
is an enormous cf. Lazebnik
amount of(2002). an abstracttopoint
data, extensions of view.and Finally, Sec.influence.
6 presents some
a huge
On huge
the
number
number
other
of
of experimental
hand, experimental
there is an
outputs
outputs and
enormous and a
a widespread
amount widespread
of data,
experiments random
aexpert
huge
expert number
knowledge
knowledge of experimental
about diverse
about diverseoutputs outputs and
sub-systems,
sub-systems, a widespread
which
which wait wait extensions
2. to experiments
2. EPISTEMOLOGICAL QUESTIONS AND
EPISTEMOLOGICAL and random
QUESTIONS influence. AND
a huge
expert
for number
knowledge
mathematical of modeling
experimental
about diverse and for the and a widespread
sub-systems,
extraction which of wait
more 2. EPISTEMOLOGICAL
NATURAL QUESTIONS AND
SCIENCES
for
expertmathematical
knowledge modeling
aboutsystems, and
diverse for the extraction
sub-systems, which of more
wait 2. EPISTEMOLOGICALNATURAL SCIENCES
QUESTIONS AND
for mathematical
structure
structure in modeling
in life-science
life-science and for
systems, cf. the
cf. extraction
Ingalls
Ingalls (2013).of
(2013). more
There-
There- NATURAL SCIENCES
for
fore,mathematical
structure in
hypothesis modeling
life-science
driven and for
systems,
modeling cf.
is the extraction
Ingalls
oftentimes (2013). ofThere-
more If we accept thatNATURAL
confronted SCIENCES
fore, hypothesis
structure driven modeling
in life-science systems, is oftentimes
cf. Ingalls confronted
(2013). There- If we accept that there is something outside
there is something outside ourselves
ourselves or or
fore,
with hypothesis
the critique driven
that themodeling
particular is oftentimes
model is confronted
built just for If we
outside accept
our that there
consciousness, is something
then we outside
call this ourselves
exterior or
the
with the
fore, the critique
hypothesis that the particular model is built just for outside our consciousness, then we call this exterior the
with critique driven
that the modeling
particular is oftentimes
model is built confronted If we accept
just for outside that there is something
our consciousness, then we call outside ourselvesthe
this exterior or
with the critique that the particular model is built just for outside our consciousness, then we call this exterior the
Copyright
Copyright © 2018
2018 IFAC
© 2018, IFAC 1
1 Hosting by Elsevier Ltd. All rights reserved.
2405-8963 ©
Copyright IFAC (International Federation of Automatic Control)
© 2018 IFAC 1
Peer review under responsibility
Copyright © 2018 IFAC of International Federation of Automatic
1 Control.
10.1016/j.ifacol.2018.03.084
Proceedings of the 9th MATHMOD
500
Vienna, Austria, February 21-23, 2018 Dirk Langemann et al. / IFAC PapersOnLine 51-2 (2018) 499–504
reality. The first difficulty in making any assertation about
the reality lies in the analytic statement that we do not
know any thing what is not real – at least in the sense that
we have a notation and an imagination of that thing.
Nevertheless, the natural sciences describe the world by
theories. These theories are the a-priori knowledge to de-
velope models on their base. Theories theirselves consist
of widely accepted models which are connected to each
other by common structures and additionally of idealiza-
tions and abstractions of these models. We hope that our
theories and models describe the reality, but there is no
answer whether they do so or not, cf. BonJour (1988).
Since the question for the relation between the reality and
our theories and models cannot be answered, the natural
sciences investigate rather a construction of the reality
than the reality itself. This constructed reality contains
some very fundamental assumptions which defy any prov-
ability: The constructed reality is deterministic (even if
it is sometimes appropriately described by stochastics),
it obeys superordinate laws, and it is quantifiable if ap-
propriate concepts are chosen. Furthermore, we assume
that causality holds true in the constructed world (as a
whole, not necessarily in a sub-system with exogeneous in-
fluences), and that temporal inductivity allows us to make
predictions about future states of the constructed reality.
We resume the basic assumption of science that reality
can be described by science. Of course, this assumption,
already due to its reflexity, cannot be proven by exper-
iments like no experiments are imaginable which would
support or disprove the single fundamental assumptions.
The denomination of the constructed reality separates
two completely different questions. The first philosophical
question is whether it is possible to make any statement for
the relation between the reality and our constructed real-
ity, and if so, what kind of statements. The second question
is how the natural sciences describe the reality under the
assumption that the reality and the constructed reality
are conformable or at least closely related. Since nearly
ever, the natural sciences consider their how-question in
a manner if the answer to the philosophical whether-
question would be yes.
Example: The radio in Lazebnik (2002) is an example for
a constructed reality or a part of it. It is built by engineers
and its functionality is deterministic and detectable. It
fulfils all above assumptions. But, the models presented
there are absolutely unhelpful to detect the superordinate
electrical laws and the functionality of the radio.
Example: A beaker glass with chemical reagents contains a
variety of intermediate reaction products. The description
of the chemical reactions selects certain known reagents
and forms concepts which include similar sub-forms. There
is the belief that the reactions obey some kinetic laws and
that models using the formed concepts can say something
about the reality inside the glass.
Fig. 1 gives a scheme of the interactions between reality,
constructed reality, theories and models. Additionally to
the named concepts, the ideas of observations and mea-
surements are affiliated. Both, observations and measure-
ments are strongly affected by our theories and the selected
concepts. Therefore in epistemology, it is critical whether
2
theories
”real” reality
model
hope Ẏ = G(Y )
Ẋ = F (X) constructed
reality
Ẋ = F (X) concept
selection
concept
formation
observations and measurements
ϕ : X �→ Y, ψ : X �→ Z ≈ χ(Y )
Fig. 1. Reality, constructed reality, theory and model. The
relation between reality and constructed reality seems
to be a genuinely philosophical problem (dashed lines)
whereas the relation between model, theory and con-
structed reality (solid lines) is still sufficiently rich.
observations and measurements say anything about the
reality or only about the constructed reality. Using their
basic assumptions, the natural sciences act as if the obser-
vations and measurements would be real. Therefore, Fig. 1
shows two ways how models are linked with observations,
which conform if the coincidence of reality and constructed
reality is assumed.
Finally, the generation of knowledge in the natural sciences
can be regarded as the seek for consistency within a
feedback loop between the constructed reality, theories and
their concepts and models. Let us see, that the remaining
how-questions of modelling are still sufficiently numerous
to form a rich and interesting theory.
3. FORMALIZATION OF THE MODELLING
PROCESS
The time-dependent states of the constructed reality as
described in Sec. 2 may be quantified in an object X.
In general, the system state X = X(t) ∈ U from a
vector space U may contain scalar variables, functions
or random variables belonging to the different concepts
of the constructed reality. Conditions like positivity may
limit the admissible system states to X ∈ Uadm ⊆ U.
Due to shortness, here we restrict ourselves to vectors
X ∈ Rn = U , and each component Xi ∈ R quantifies a
certain but maybe unknown concept.
The rate of change of the system states is denoted by
Ẋ which can be regarded as time derivative. In more
general settings an appropriate definition for the change
rate of system states is needed. The superordinated laws
in the deterministic constructed reality are collected in
the function F : Uadm → Uch where Uch is a suitable
space for the changes. In the discrete case U = Rn , we can
use Uch = Rn . Together with initial conditions, we note
the governing equation of the constructed reality, which is
hereinafter called the system, by
Ẋ = F (X), X(0) = X ini . (1)
 Proceedings of the 9th MATHMOD
Vienna, Austria, February 21-23, 2018 Dirk Langemann et al. / IFAC PapersOnLine 51-2 (2018) 499–504 501
In the case U = Rn , Eq. (1) is a system of ordinary
differential equations. Possible algebraic constraints can
be differentiated, comp. index of differential algebraic
equations. Strong causality of the system in Eq. (1) is
assured by the Lipschitz continuity of the function F , cf.
Perko (2000). Due to the temporal inductivity, the solution
of Eq. (1) would allow predictions if F and X ini would be
known. In the following, we regard system (1) as existent
but unknown. The modelling task consists in finding
models providing good approximations of the system. The
modelling task can be seen as abstract modelling goal,
cf. Sira-Ramı́rez et al. (2014), althought the concept of a
modelling goal is at least debatable on an abstract level.
A model is given by a vector Y = Y (t) ∈ Vadm ⊆ V
quantifying the model states and by a function G :
Vadm → Vch mapping the model states to their changes.
We get the model equation
Ẏ = G(Y ), Y (0) = Y ini . (2)
Let us remark that there is no need for the assumption
that the concepts describing the model state in Y have
anything to do with the concepts in the system states X.
In fact, it is thinkable that a model uses concepts which
are completely unrelated to concepts from the constructed
reality. By the way, similar notations are used in control
theory, cf. Sontag (1998), but here, no control is included.
The relation between the model to the system is a link-
function ϕ : Uadm → Vadm with ϕ : X → Y . If Vadm
is assumed to be a domain of validity of the model, we
use the same notation Uadm for related admissible system
states without loss of generality. In the case U = Rn , we
use V = Rm with m ≤ n.
ini
We introduce the fluxes Φ(t) : X → X(t) and Γ(t) :
Y ini → Y (t) for system (1) and model (2), respectively.
Usually, we know the flux Γ by solving the model equation
and use Γ for making predictions, and we do not know the
flux Φ. The modelling task is now formulated to find a pair
(ϕ, G) so that the diagramme
Φ(t)
U: X ini −−−−−−−−→ X(t)
↓ϕ ↓ϕ
Γ(t)
V: Y ini −−−→ Y (t) ≈ ϕ(X(t))
is approximately commutative. Let us mention that the
modelling task becomes an approximation problem to an
unknown system equation. The use of the constructed
world allows us to study the modelling task while we
presume some knowledge about the system (1). Without
the system which represents the constructed reality, it is
impossible to discuss the relation of the model in Eq. (2)
to something real simply because there would not be any
information about anything real.
We distinguish the concepts occurring in the model from
the quantities which can be measured because oftentimes
only derived quantities Z = χ(Y ) ∈ W = χ(V) are
accessible for measurements. Again, in the discrete case,
the vector space of the measured values is W = Rr with
r ≤ m. Now, a measurement or an observation method is
a map ψ : Uadm → W. Consequently, we cannot check
the approximation Y (t) ≈ ϕ(X(t)) in Eq. (3) but only the
proximity of the measurements χ(Y (t)) ≈ ψ(X(t)) can be
achieved.
We note this situation for a model depending on param-
eters collected in a. The idea is that the structure of the
model equation is fixed in the function G and that the pa-
rameters a still have to be adapted. Again, in the discrete
case, we simply use a ∈ Rq , and the function G = Ga as
well as the flux Γ = Γa depend on the parameter a. We
note the modelling task in finding a tuple (ϕ, Ga , a) so that
Φ(t)
U: X ini −−−−−−−−→ X(t)
↓ϕ 
Γa (t) 
V: Y ini −→ Y (t) ψ (4)

↓χ
W: Z(t) ≈ ψ(X(t))
is approximately commutative after an identification of the
parameter a. This situation will be particularly discussed
in Sec. 5 under the aspect of parameter and model identi-
fication.
4. NON-PARAMETRIC MODELS
Here, we discuss the consequences of the above formaliza-
tion of the modelling process. We restrict ourselves to the
case U = Rn which implies V = Rm and W = Rr with
r ≤ m ≤ n. Then Eq. (1) is a system of ordinary differ-
ential equations and we can apply the related theory. The
extension of the following investigations to more general
states X requires an extension of the used concepts like
the change Ẋ and the gradient ∇F etc. but it works with
analogous ideas.
First, we consider the adjacency structure of the gradient
A = ∇F ∈ Rn×n which depends on X in general. The
introduction of Eq. (1) as constructed reality allows us
to define a causal dependence of the component Xi on
the component Xj by a non-vanishing entry Aij (X) =
0, because that means that a change of Xj implies a
change of Ẋi . Thus, it is possible to distinguish causation
from correlation which would not be possible if we would
consider the “real” reality only.
(3)
The adjacency structure of the gradient ∇F depends on
the choice of the concepts in the state X. A coordinate
transformation, i. e. a bijective σ : X → X  with X  = σX
and X = σ −1 X  , which coincides with a transformation of
the concepts in the system states, gives
Ẋ  = ∇σ(X)Ẋ = ∇σ(σ −1 X  )F (σ −1 X  ) = F  (X  ). (5)
Now, the same system as in Eq. (1) is described by another
function F  and in different concepts in X  . Eq. (5) is
already a model (σ, F  ) of system (1) with Y = X  and
G = F  . Of course, this is a model without any reduction
of complexity.
The changed adjacency structure of ∇F  compared to
∇F reminds us to theories where separated concepts and
single-cause explanation are preferred. We can say that
theories try to choose concepts so that the mechanisms
have separated causes and effects and therefore the gradi-
ent ∇F  has a simple adjacency structure.
Let us note the choice of k components described by a
tuple K = {i1 , . . . , ik } ⊆ {1, . . . , n} from the state X by
the projection π ∈ Rk×n : X → (Xi1 , . . . , Xik )T .
3
Proceedings of the 9th MATHMOD
502
Vienna, Austria, February 21-23, 2018 Dirk Langemann et al. / IFAC PapersOnLine 51-2 (2018) 499–504
We call system Eq. (1) reducible if there is a set K with
k < n and a function F π so that
F π (πX) = π Ẋ, (6)
i. e. the components πX form a sub-system of Eq. (1)
which is independent from the other components. We
call a system separable if there is a set K so that the
system is reducible with respect to K and with respect
to {1, . . . , n}\K. A separable system decomposes into two
completely independent sub-systems.
A system which is reducible after the application of a
coordinate transformation σ is called σ-reducible, and
respectively σ-separable systems are separable after the
application of σ.
The concept formation in theories can be seen as an ap-
propriate choice of the transformation σ. Let us remark
that many classical theories in physics have ordered the
concepts. Physical laws and relations are oftentimes ba-
sically mono-causal. Life-science applications mainly use
concepts which have approved for biological or medical
considerations, and they frequently lead to multi-causal
dependencies in mathematical models of these applica-
tions.
Definition. The model (ϕ, G) is called exact if it makes
the diagramme in Eq. (3) commutative by Y (t) = ϕ(X(t)).
There is a formulation with the fluxes, too. An exact model
obeys Γ(t)Y ini = ϕ(Φ(t)X ini ) for all admissible initial
states X ini . We get the commutativity Γ ◦ ϕ = ϕ ◦ Φ.
Theorem 1. An exact model fulfils the transport equation
∇ϕ(X)F (X) = G(ϕ(X)) for all X ∈ Uadm . (7)
Proof. The proof consists in the application of the chain
rule to Y = ϕ(X), namely Ẏ = ∇ϕ(X)Ẋ = ∇ϕ(X)F (X)
and Ẏ = G(Y ) = G(ϕ(X)).
Let us remark that exact models are rare in practical
applications. Limit cases are the null model ϕ : X →
0 = Y ∈ R1 with every function G with G(0) = 0 and
the full model ϕ = id. with X = Y . Also, every bijective
map ϕ = σ generates an exact model with G = F  , comp.
Eq. (5).
An interesting class of exact models with m = 1 are
conservation laws, comp. Noether’s theorem, cf. Scheck
(2010). Then Y is the conserved quantity and it holds
true G(Y ) = 0 for all feasible values of Y ∈ Vadm . Also
reducible systems have exact models:
Theorem 2. A σ-reducible system with respect to the
component set K has an exact model with the composition
ϕ = π ◦ σ of the map σ and the projection π.
Proof. Then Y = πσX = πX  obeys the model equation
(2) with G = F π with F  from Eq. (5) and its projection
defined in Eq. (6).
Theorem 2 expresses the attempt to develope theories
which seperate causes. A choice of concepts σ which allows
the projection π to give an exact model, separates all
concepts in Y and their relation to each other from other
influences.
The partial differential equation (7) is a standard trans-
port equation in ϕ if the function G is given. But in
4
modelling, we are usually seeking for a pair (ϕ, G) fulfilling
Eq. (7).
We prove an interesting fact about the characteristics of
the transport equation (7) for given G.
Theorem 3. The characteristics of Eq. (7) are the trajec-
tories of system (1). In particular, a solution ϕ of Eq. (7)
exists as long as the trajectories do not intersect to each
other in the phase space.
Proof. With f (∇ϕ, ϕ, X) = ∇ϕ · F (X) − G(ϕ) = 0, we
find the characteristics ξ = ξ(s) ∈ Rn by
∂f (∇ϕ, ϕ, ξ)
ξ  (s) = = F (ξ(s)),
∂(∇ϕ)
cf. Evans (2010), what is just the system in Eq. (1).
That means that any model function G belongs to a –
possibly rather crazy – link-function ϕ in some initial time
interval. For example, a harmonic oscillator has the time
t as exact model Y = t with G(Y ) = 1 for all Y as long
as t is smaller than a period of the oscillator, because the
map ϕ from the system states X(t) ∈ R2 at the particular
trajectory to the time t is bijective. Okay, this seems to be
a rather useless model. But by a similar argument, we see
that every one-dimensional system (1) has exact models
(ϕ, G) with an arbitrary bijective ϕ : R1 → R1 because
Eq. (7) transforms into an ordinary differential equation
which can be solved by separation of variables. Similarly,
we see that every Eq. (2) with m = 1 is a model for every
one-dimensional system in Eq. (1).
Linear case. In the case F (X) = AX with A ∈
Rn×n , the spectral decomposition A = SΛS −1 grounds
a transformation σ : X → X  = S −1 X. If the matrix
A is diagonalizable, then the system Ẋ = AX is σ-
separable, and it separates into the spectral components
by Ẋ  = ΛX  , i. e. Y = π{i} σX ∈ R1 with ϕ = π{i} ◦ σ
provides an exact model for every projection π{i} to a
single component i ∈ {1, . . . , n}. If A is a single Jordan
box, then Λ is reducible by cutting off the lower right sub-
matrix, and every Y = π{i,...,n} σX ∈ Rn−i+1 generates an
exact model. Of course, linear combinations of these linear
exact models are linear exact models, too.
If the link-function ϕ is also linear, i. e. it is a projection
π = P ∈ Rm×n , then the model is also linear, namely
G(Y ) = BX with BP X = P AX. This condition assures
the commutativity of the diagramme in Eq. (3).
Let us remark that linear models can have exact models
with non-linear link-functions ϕ, e. g. the harmonic oscil-
lator has the total energy as an exact model.
Example. The harmonic oscillator with the state X ∈ R2
and Ẋ1 = X2 and Ẋ2 = −X1 has one-dimensional linear
models with Ẏ = iY and Ẏ = −iY thanks to the
spectral decomposition in C but not in R. Furthermore,
the conservation of energy provides the real exact model
Y = c(X12 + X22 ) for every c ∈ R.
We finish this section by mentioning that models can be
regarded as systems having sub-models. We get a model
family. For instance, in the simplest case of a system
Ẋ = ΛX with a real diagonal matrix Λ ∈ Rn×n , every
projection πK to a set of components K ⊆ {1, . . . , n}
 Proceedings of the 9th MATHMOD
Vienna, Austria, February 21-23, 2018 Dirk Langemann et al. / IFAC PapersOnLine 51-2 (2018) 499–504 503
generates an exact models. All these models – possibly
together with some non-linear models – form a model
family.
5. MODELS WITH PARAMETERS TO DETERMINE
The formalism presented in Sec. 4 can be used to dis-
cuss models with parameters to determine, like shown in
Eq. (4). Now, we regard models Ẏ = Ga (Y ) with the
parameter a ∈ Rq . We get the set of possible solutions
Ya (t) = Γa (t)Y ini depending on a. We denote the propa-
gation matrix, cf. Perko (2000), by
∂Ya ∂Ga ∂Ga
U= ∈ Rm×q with U̇ = U+ . (8)
∂a ∂Y ∂a
The propagation matrix expresses the sensitivity of the
value Ya (t) with respect to changes of the parameter a.
Parameter identification now aims in minimizing an error
between the measurements ψ(X(t)) for a set T of time
instants t ∈ T . In many realistic applications, T is a set
of discrete time instants, but theoretically, we can think
about a continuous time interval, too. An error functional
J : W × W → R+ is of the form
a Ga (Y ) = a1 G1 (Y ) + . . . + aq Gq (Y ), (11)
J(a) = J({χ(Γa (t)Y ini )}t∈T , {ψ(X(t))}t∈T ) −→ min .
(9)
Often used error functionals are the squared sum of the
differences between the model output χ(Γa (t)Y ini ) and the
measurements ψ(X(t)), sometimes with weights w(t) > 0.
If T is a continuous interval, the integral over the squared
difference is the continuous analogue.
Eq. (9) simplifies in the case χ = id., when all model com-
ponents are measurable, and it holds ϕ = ψ. Then in every
optimum aopt with ∇J(aopt ) = 0 ∈ Rq , the sensitivity of
the objective function J(a) against parameter changes is

∇∇J(a) = 2 U T U + ∇a ∇a Ya · [Yaopt − ψ(X)] dt, (10)
T g0 , g1 , g2 and a strictly monotonous dependence f (as )
where · denotes the tensor contraction with respect to
the direction of Ya ∈ Rm . Near the optimum aopt , the
objective function J is well approximated by a paraboloid
with the Hessian ∇∇J(aopt ). Its half-axes say something
about the sensitivity of the optimal parameter to changes
of the measurements. A short half-axis means that every
change in that direction is penalized by a considerate
increase of the error functional J, and a rather long half-
axis means that the error J does not depend to strongly
on changes in that direction. We regard such less sensitive
direction as hierarchically subordinated. So, a coordinate
transformation σ can be applied locally to separate the
differently sensitive directions of the half-axes.
Unfortunately, J is not a paraboloid in general, even not
if the optimal parameter aopt makes the model to be an
exact one by Yaopt − ψ(X) = 0 ∈ Rm for ψ = ϕ.
Example. An infection in a population may obey the
system Ẋ = F (X) and may be modelled by hands of the
epidemic SIR-model, cf. Murray (2008), i. e. Y = G(Y )
with Y (t) = (S(t), I(t), R(t))T ∈ R3 where S denotes
the amount of susceptible individuals, I the amount of
infected ones and R the amount of removed individuals.
The equations of the SIR-model are
Ṡ = −αSI, I˙ = αSI − I and Ṙ = I
5
with the infection rate α and the immunization rate .
The model has the form G(Y ) = αG1 (Y ) + G2 (Y )
with the parameter vector a = (α, )T ∈ R2 . Oftentimes
observations are available only for the sum I + R and
not for the single quantities, i. e. χ : Y → Y2 + Y3 .
So, the measurement function ψ maps to Z = I + R =
ψ(X). Parameter identifications means the determination
of the optimal parameter aopt with respect to an objective
function J based on the measurements. Here, the objective
function J typically has a long smooth valley with steep
flanks, it reacts sensitively to a change of the immunization
rate and less sensitively to a change of the infection
rate α. The smallest sensitivity is found along a linear
combination of both of them, expressing a pay-off. This
linear combination directs parallel to the eigenvector of
∇∇J(aopt ) with the smaller eigenvalue.
The sensitivity ∇∇J(a) depends namely on the propa-
gation matrix U in Eq. (10). But again unfortunately, a
simple propagation matrix U for t = 0 does not remain
simple, see Eq. (8). That is the reason, why we discuss
a particular objective function J which will give simple
sensitivity matrices at least in the case
i. e. in the case when the model can be stated as a linear
combination of several mechanisms G1 , . . . , Gq . We find
this situation in models with chemical standard reaction
kinetics, in predator-prey models etc. Let us remark that
the solutions Y (t) = Γa (t)Y ini may depend on the param-
eter a in a much more complicated manner even if the
model function Ga can be written as linear combination
of mechanisms G1 , . . . , Gq like in Eq. (11)
A large variety of models can be written in the form given
in Eq. (11), and particulary, all models, the equations
of which are a combination and composition of terms
g2 (g0 (Y )+f (as )g1 (Y )) with strictly monotonous functions
on a single component of the parameter vector a. The
idea is simply introducing a new model component Yn
for this term and differentiating the resulting algebraic
condition to (g2−1 ) (Yn )Ẏn = ∇g0 (Y )Ẏ + as ∇g1 (Y )Ẏ with
the transformed parameter as = f (as ). Replacing the
derivative Ẏ by the existing model equations including the
new component Yn yields the form in Eq. (11).
After the application of the transformation sketched
above, we get an extended model in form of Eq. (11) with
a longer state vector. Nevertheless, the minization of an
error functional compares the same measurements ψ(X)
with χ(Y ) or derived quantities of them.
Now, we formulate an error functional JD = JD (a), s.
Eq. (10), which is a strict paraboloid in the parameter
a ∈ Rq whenever the model function G has the form in
Eq. (11). The idea is to compare the derivatives of the
model output and the measurements. Then, we get
JD (a) = JD ({∇χ(Y )Ga (Y )}t∈T , {Dψ(X)}t∈T ) (12)
with an approximation D of the derivative of ψ(X). This
might be a difference quotient if T is a set of discrete time
instants. If the measured quantities χ(Y ) depend linearly
on the model concepts in Y , then ∇χ is independent of
the particular solution Y = Ya (t), and the structure of
Ga , e. g. from Eq. (11), is refound in the first argument in
Proceedings of the 9th MATHMOD
504
Vienna, Austria, February 21-23, 2018 Dirk Langemann et al. / IFAC PapersOnLine 51-2 (2018) 499–504
Eq. (12). Again, let us specify JD to be the usual squared
sum of the differences. Then for a fixed parameter a, e. g.
a = aopt , the functional JD is a q-dimensional paraboloid
JD (a) = JD (aopt ) + (a − aopt )T H(a − aopt ) with a positive
definite symmetric matrix H ∈ Rq×q .
The eigenvectors of H define a coordinate transformation
a → a ∈ Rq of the parameter, and the related mechanisms
G1 , . . . , Gq in G(Y ) = a1 G1 (Y ) + . . . + aq Gq (Y ) separate
from each other. Then the transformed sensitivity matrix
a
H  is diagonal, and the minimization JD (a) −→ min
separates into q independent one-dimensional optimization
problems. The eigenvalues of H in relation to their charac-
teristic scales give a hierarchical order of the mechanisms
G1 , . . . , Gq .
A considerate drawback of transforming the model states is
that fact that the objective function J is not invariant un-
der coordinate transformations. A coordinate transforma-
tion of the model concepts can be expressed by a bijective
function χ : Y → Z which need not to be linear. Then,
weights w containing the factor proportional to ∇χT ∇χ,
enter the objective function J with respect to Z. There-
fore, different concepts lead to different computations of
optimal parameters aopt . Of course, the replacement of an
error functional J by JD changes the optimal parameter.
A separable model provides the advantage that every
separated sub-system has an independent contribution
to the error functional and can be handled separately.
This property is widely – and oftentimes unmentionedly –
used when different influences are separately discussed in
models in physics and engineering. Otherwise, life science
applications with a lot of multi-causal explanations suffer
of a lack of separated mechanisms until now.
6. EXPERIMENTS, RANDOM INFLUENCES AND
MEASUREMENT ERRORS
An experiment in this formalism is the initiation of a
parallel system Ẋ = F (X) with initial values planned by
the experimentator. But, we do not have any access to the
system itself but only to the concepts Z we are able to
measure.
If the measurement Z ini is fixed, the system may start in
any state X ini ∈ ψ −1 ({Z ini }) ⊆ U in the preimage of the
fixed value. This uncontrolled influences can be regarded
as hidden states which are not recognizable within the
present theory, model and measurement. The experiment
generates a trajectory Φ(t)X ini with one of these possible
initial values, and we would measure ψ(Φ(t)X ini ). The
variability of the initial value X ini leads to variable mea-
surements and is one source of measurement errors.
The variability of the initial state X ini is mostly unwanted
in an experimental setup. Concepts which diminish the
influence of hidden states to our measurements, separate
the mechanisms and allow quite accurate experimental
measurements like found in physics and engineering. Op-
positely, life-science systems on higher levels include a lot
of quantitatively and qualitatively unknown mechanisms,
redundant mechanisms, feedback loops and multi-causal
cross influences, and the researchers’ community is faced
to uncertain and unclear measurements.
7. MODEL IDENTIFICATION VERSUS
PARAMETER IDENTIFICATION
A parameter identification in a model of the form Eq. (11)
is a model identification at the same time because a
vanashing parameter component ak coincides with the
neglection of the mechanism Gk in the model. So, every
selection L ⊆ {1, . . . , q} stands for a model, and they all
form a hierarchically model family. This setting fits to
our procedure of constructing models because we choose
mechanisms to be considered in a model.
The introduction of the constructed reality in form of an
unknown system, which is equipped with basic properties
however, in Eq. (1), gives us a conceptual frame to study
the modelling process. It would be desirable to communi-
cate this selection process together with the models.
The proposed framework may serve in developing concepts
for models in life-science which separate the effects and
mechanisms and make some progress on the way to clarify
multi-causal explanations of observations about living sys-
tems. Furthermore, the proposed framework can be used
to formalize other model and system properties like e. g.
emergent behaviour.
REFERENCES
BonJour, L. (1988). The Structure of Empirical Knowl-
edge. Harvard Univ. Press, Cambridge.
Evans, L. (2010). Partial Differential Equations. AMS,
Providence.
Godfrey-Smith, P. (2003). Theory and Reality: An Intro-
duction to the Philosophy of Sciences. Univ. Chicago
Press, Chicago.
Grimm, V. (1994). Mathematical models and understand-
ing in ecology. Ecol. Model., 74/75, 641–651.
Ingalls, B. (2013). Mathematical Modeling in Systems
Biology. MIT-Press, Cambridge.
Lazebnik, Y. (2002). Can a biologist fix a radio? – or,
what i learned while studying apoptosis. Cancer Cell,
2, 179–182.
Leonelli, S. (2014). What difference does quantity make?
On the epistemology of big data in biology. Big Data &
Society, I-II, doi 10.1177/2053951714534395.
Machamer, P. and Silberstein, M. (2002). The Blackwell
Guide to the Philosophy of Science. Wiley-Blackwell,
Malden.
Murray, J. (2008). Mathematical Biology. Springer, New
York.
Perko, L. (2000). Differential Equations and Dynamical
Systems. Springer, New York.
Scheck, F. (2010). Mechanics. Springer, Berlin.
Sira-Ramı́rez, H., Rodrı́guez, C.G., Romero, J.C., and
Juárez, A.L. (2014). Algebraic Identification and Es-
timation Methods in Feedback Control Systems. Wiley,
Chichester.
Sontag, E. (1998). Mathematical Control Theory. Springer,
New York.
Wigner, E. (1960). The unreasonable effectiveness of
mathematics in the natural sciences. Comm. Pure Appl.
Math., 13 No. 1, 1–14.