Modules in Applied Mathematics: Volume 1

Edited by William F. Lucas

Modules in Applied Mathematics

Volume I
Differential Equation Models
Martin Braun, Courtney S. Coleman, and Donald A. Drew, Editors

Volume 2
Political and Related Models
Steven J. Brams, William F. Lucas, and Philip D. Straffin, Jr., Editors

Volume 3
Discrete and System Models
William F. Lucas, Fred S. Roberts, and Robert M. Thrall, Editors

Volume 4
Life Science Models
Helen Marcus-Roberts and Maynard Thompson, Editors
Differential Equation Models

Edited by
Martin Braun, Courtney S. Coleman,
and Donald A. Drew

With 166 Illustrations

Springer-Verlag
New York Heidelberg Berlin
Martin Braun Courtney S. Coleman Donald A. Drew
Department of Mathematics Department of Mathematics Department of Mathematical
Queens College Harvey Mudd College Sciences
Flushing, NY 11367 Claremont, CA 91711 Rensselaer Polytechnic
USA USA Institute
Troy, NY 12181
USA

AMS Subject Classifications: OOA69, 34AOI, 35A02

Library of Congress Cataloging in Publication Data

Modules in applied mathematics.

Includes bibliographies.
Contents: v. I. Differential equation models / edited by Martin Braun, Courtney
S. Coleman, and Donald A. Drew. - v. 2. Political and related models / edited by
Steven J. Brams, William F. Lucas, and Philip D. Straffin, Jr.
I. Mathematics-I 961- .2. Mathematical models. I. Lucas, William F., 1933- .
QA37.2.M6 1982 510 82-10439

This book was prepared with the support of NSF grants Nos. SED77-07482, SED75-
00713, and SED72-07370. However, any opinions, findings, conclusions, and/or
recommendations herein are those of the authors and do not necessarily reflect the
views of NSF.

© 1978 by the Mathematical Association of America; © 1983 by Springer-Verlag

New York Inc.
Softcover reprint of the hardcover I st edition 1983
All rights reserved. No part of this book may be translated or reproduced in any form
without permission from Springer-Verlag New York, 175 Fifth Avenue, New York,
New York 10010, USA.

Typeset by Asco Trade Typesetting Ltd., Hong Kong.

9 8 7 6 5 4 3 2 I

ISBN-13: 978-1-4612-5429-4 e-ISBN-13: 978-1-4612-5427-0

DOl: 10.1007/978-1-4612-5427-0
Preface

The purpose of this four volume series is to make available for college
teachers and students samples of important and realistic applications of
mathematics which can be covered in undergraduate programs. The goal is
to provide illustrations of how modem mathematics is actually employed
to solve relevant contemporary problems. Although these independent
chapters were prepared primarily for teachers in the general mathematical
sciences, they should prove valuable to students, teachers, and research
scientists in many of the fields of application as well. Prerequisites for each
chapter and suggestions for the teacher are provided. Several of these
chapters have been tested in a variety of classroom settings, and all have
undergone extensive peer review and revision. Illustrations and exercises
are included in most chapters. Some units can be covered in one class,
whereas others provide sufficient material for a few weeks of class time.
Volume 1 contains 23 chapters and deals with differential equations and,
in the last four chapters, problems leading to partial differential equations.
Applications are taken from medicine, biology, traffic systems and several
other fields. The 14 chapters in Volume 2 are devoted mostly to problems
arising in political science, but they also address questions appearing in
sociology and ecology. Topics covered include voting systems, weighted
voting, proportional representation, coalitional values, and committees.
The 14 chapters in Volume 3 emphasize discrete mathematical methods
such as those which arise in graph theory, combinatorics, and networks.
These techniques are used to study problems in economics, traffic theory,
operations research, decision theory, and other fields. Volume 4 has 12
chapters concerned with mathematical models in the life sciences. These
include aspects of population growth and behavior, biomedicine (epidemics,
genetics and bio-engineering), and ecology.
VI Preface

These four volumes are the result of two educational projects sponsored
by The Mathematical Association of America (MAA) and supported in
part by the National Science Foundation (NSF). The objective was to
produce needed material for the undergraduate curriculum. The first pro-
ject was undertaken by the MAA's Committee on the Undergraduate Pro-
gram in Mathematics (CUPM). It was entitled Case Studies and Resource
Materials for the Teaching of Applied Mathematics at the Advanced Under-
graduate Level, and it received financial support from NSF grant SED72-
07370 between September 1, 1972 and May 31, 1977. This project was
completed under the direction of Donald Bushaw. Bushaw and William
Lucas served as chairmen of CUPM during this effort, and George Pedrick
was involved as the executive director of CUPM. The resulting report,
which appeared in late 1976, was entitled Case Studies in Applied Mathe-
matics, and it was edited by Maynard Thompson. It contained nine chapters
by eleven authors, plus an introductory chapter and a report on classroom
trials of the material.
The second project was initiated by the MAA's Committee on Institutes
and Workshops (CIW). It was a summer workshop of four weeks duration
entitled Modules in Applied Mathematics which was held at Cornell Uni-
versity in 1976. It was funded in part by NSF grant SED75-00713 and a
small supplemental grant SED77-07482 between May 1,1975 and September
30, 1978. William F. Lucas served as chairman of CIW at the time of the
workshop and as director of this project. This activity lead to the produc-
tion of 60 educational modules by 37 authors.
These four volumes contain revised versions of 9 of the II chapters from
the report Case Studies in Applied Mathematics, 52 of the 60 modules from
the workshop Modules in Applied Mathematics, plus two contributions
which were added later (Volume 2, Chapters 7 and 14), for a total of 63
chapters. A preliminary version of the chapter by Steven Brams (Volume 2,
Chapter 3), entitled "One Man, N Votes," was written in connection with
the 1976 MAA Workshop. The expanded version presented here was pre-
pared in conjunction with the American Political Science Association's
project Innovation in Instructional Materials which was supported by
NSF grant SED77-18486 under the direction of Sheilah K. Mann. The unit
was published originally as a monograph entitled Comparison Voting, and
was distributed to teachers and students for classroom field tests. This
chapter was copyrighted by the APSA in 1978 and has been reproduced
here with its permission.
An ad hoc committee of the MAA consisting of Edwin Beckenbach,
Leonard Gillman, William Lucas, David Roselle, and Alfred Willcox was
responsible for supervising the arrangements for publication and some of
the extensive efforts that were necessary to obtain NSF approval of publica-
tion in this format. The significant contribution of Dr. Willcox throughout
should be noted. George Springer also intervened in a crucial way at one
point. It should be stressed, however, that any opinions or recommendations
Preface Vll

are those of the particular authors, and do not necessarily reflect the views
of NSF, MAA, the editors, or any others involved in these project activities.
There are many other individuals who contributed in some way to the
realization of these four volumes, and it is impossible to acknowledge all
of them here. However, there are two individuals in addition to the authors,
editors and people named above who should receive substantial credit for
the ultimate appearance of this publication. Katherine B. Magann, who had
provided many years of dedicated service to CUPM prior to the closing of
the CUPM office, accomplished the production of the report Case Studies
in Applied Mathematics. Carolyn D. Lucas assisted in the running of the
1976 MAA Workshop, supervised the production of the resulting sixty
modules, and served as managing editor for the publication of these four
volumes. Without her efforts and perseverance the final product of this
major project might not have been realized.

July 1982 W. F. LUCAS

Preface for Volume 1

Volume 1 consists of twenty-three chapters concerned with mathematical

modeling and problem solving using differential equations. The chapters
in Part I deal with the very beginning, and often the most important part
of the modeling process: how to translate the given problem into a
mathematical problem. The first chapter by Henderson West shows how
to translate various word problems into differential equations, while
Chapter 3 by Frauenthal deals with the special case of population growth
models, a subject of much current interest. The second chapter, also by
Henderson West, describes how to analyze a differential equation, and how
to draw qualitative conclusions from it. These three chapters were written
with a clarity and painstaking attention to detail that is not often found
in textbooks, and thus are "must reading" for the beginning student of
modeling.
The three chapters by Braun in Part II deal with three diverse and
important problems that can be modeled, and completely solved, by first
order differential equations. It is interesting to note that the work described
in these units (and indeed, many of the modules in this volume) was originally
done not by mathematicians, but by chemists, biologists and sociologists.
Part III is essentially a continuation of Part II, the difference being that
the problems in this section are modeled by higher order linear equations
and by solvable systems of first order equations. Systems of differential
equations can be used to model very complex and even esoteric problems,
and the results obtained are often very exciting, as seen in the three modules
by Braun, Coleman, and Powers.
The five chapters by Baker and Drew in Part IV describe some applica-
tions of mathematics to problems in traffic theory, another popular
source of interesting modeling problems. The results obtained are not
Preface for Volume 1 x

as powerful and spectacular as the results obtained in the previous chapters.

Nevertheless, they are still extremely important as they illustrate how
mathematical modeling can often aid in our understanding of complex and
even uncontrollable and unsolvable problems.
The five chapters by Braun and Coleman in Part V deal with systems
of non-linear equations and their application to important problems in
biology and ecology. Powerful results are obtained via the methods of the
qualitative theory of differential equations. It is interesting to note that
the qualitative theory of differential equations evolved, originally, from
problems in physics and astronomy. These same techniques have had
important applications to problems in the biological sciences. Indeed,
the existence of such a powerful and polished theory has motivated many
mathematicians to undertake the study of several outstanding problems
in biology and ecology.
The chapters in Part VI deal with systems that can be modelled by partial
differential equations, one of the more difficult areas of mathematical
analysis. The unit by Borrelli is basic in that it carefully describes the theory
and the actual modeling. The remaining three chapters by Drew, Meyer
and Porsching deal with concrete and important real life applications.

July 1982 MARTIN BRAUN

COURTNEY S. COLEMAN
DONALD A. DREW
Contents

Part I. Differential Equations, Models, and What To Do with Them

Chapter 1. Setting Up First-Order Differential Equations from Word

Problems 3
Beverly Henderson West
1. Introduction 3
2. Guidelines 5
3. Examples 8
Exercises IS
Solutions 18
Notes for the Instructor 26

Chapter 2. Qualitative Solution Sketching for First-Order

Differential Equations 28
Beverly Henderson West
1. Introduction 28
2. Direction Field 29
3. Relevance of Uniqueness Theorems 31
4. Sketching of Solutions 32
5. Discussion of Equilibria and Stability 37
6. A More Difficult Example 38
Exercises 42
Solutions to Exercises 45
Notes for the Instructor 52
xii Contents

Chapter 3. Difference and Differential Equation Population Growth

Models 53
James C. Frauenthal
1. Introduction 53
2. Solution of the Difference Equation 54
3. Solution of the Differential Equation 55
4. Linearized Stability Analysis 56
5. Interpretation of Results 60
6. Concluding Remarks 61
7. Appendix: The Basic Model 62
Exercises 64
Solutions 65
References 67
Notes for the Instructor 68

Part II. Growth and Decay Models: First-Order Differential Equations

Chapter 4. The Van Meegeren Art Forgeries 71

Martin Braun
Exercises 77
References 79
Notes for the Instructor 80

Chapter 5. Single Species Population Models 81

Martin Braun
Exercises 88
References 90
Notes for the Instructor 90

Chapter 6. The Spread of Technological Innovations 91

Martin Braun
Exercises 97
References 97
Notes for the Instructor 97

Part III. Higher Order Linear Models

Chapter 7. A Model for the Detection of Diabetes 101

Martin Braun
Exercises 107
References 108
Notes for the Instructor 108
Contents xiii

Chapter 8. Combat Models 109

Courtney S. Coleman
I. Introduction 109
2. Three Lanchester Combat Models 109
3. Conventional Combat: The Square Law 113
4. Guerrilla Combat: The Linear Law 115
5. Vietnam: The Parabolic Law 117
6. The Battle of Iwo Jima 121
7. Mathematical Models of Combat: The Dark Side of Modeling 126
Exercises 127
Project 127
References 129
Notes for the Instructor 130

Chapter 9. Modeling Linear Systems by Frequency Response 132

Methods
William F. Powers
1. Introduction 132
2. Modeling the Human Operator 134
3. Properties and Techniques of Frequency Response Modeling 136
4. Project Human Operator Experimental Data 148
5. Further Topics 151
References 152
Notes for the Instructor 153

Part IV. Traffic Models

Chapter to. How Long Should a Traffic Light Remain Amber? 157
Donald A. Drew
I. The Problem and the Model 157
2. The Solution 158
Exercises 160
References 161
Notes for the Instructor 161

Chapter 11. Queue Length at a Traffic Light via Flow Theory 162
Donald A. Drew
1. The Problem: A Simple Model 162
2. A Better Model 164
Exercises 166
References 167
Notes for the Instructor 167
XIV Contents

Chapter 12. Car-Following Models 168

Robert L. Baker, Jr.
I. Introduction 168
2. Complexity of Actual Car-Following: Simplicity of Car-Following
Models 169
3. Pipes' Model 170
4. Linear Car-Following with Delays 175
5. Incorporation of Pipes' Model into Linear Car-Following 178
6. Stability of Linear Car-Following Theory 179
7. Nonlinear Car-Following Laws 181
8. Steady-State Flow 182
9. Conclusion 183
lO. Appendices 185
Exercises 193
References 196
Notes for the Instructor 197

Chapter 13. Equilibrium Speed Distributions 198

Donald A. Drew
I. Speed Distributions 198
2. Overtaking 200
3. Passing 202
4. Equilibrium Distributions 203
Exercises 205
References 205
Notes for the Instructor 206

Chapter 14. Traffic Flow Theory 207

Donald A. Drew
I. Basic Equations 207
2. Propagation of a Disturbance 210
3. Shocks 212
Exercises 215
References 216
Notes for the Instructor 216

Part V. Interacting Species: Steady States of Nonlinear Systems

Chapter 15. Why the Percentage of Sharks Caught in the

Mediterranean Sea Rose Dramatically During World War I 222
Martin Braun
Exercises 227
References 228
Notes for the Instructor 228
Contents XV

Chapter 16. Quadratic Population Models: Almost Never Any

C~~ m
Courtney S. Coleman
1. Quadratic Population Models 229
2. Equilibrium Populations: No Cycles 232
3. The D'Ancona-Volterra Model: All Cycles 235
4. Stability 236
5. Which Model? 238
Exercises 239
References 240
Notes for the Instructor 242

Chapter 17. The Principle of Competitive Exclusion in Population

Biology 243
Martin Braun
Exercises 248
References 250
Notes for the Instructor 250

Chapter 18. Biological Cycles and the Fivefold Way 251

Courtney S. Coleman
I. Prologue 251
2. The Canadian Lynx Cycle 252
3. The Canadian Lynx-Snowshoe Hare Cycle 255
4. A Two-Species Population Model 256
5. Differential Systems-Solutions, Orbits, Equilibria 258
6. The Fivefold Way 263
7. Predator-Prey Models: Kolmogoro\>'s Theorem 268
8. Epilogue: Do Hares Eat the Lynx? 273
Exercises 274
Annotated Bibliography References 276
Notes for the Instructor 278

Chapter 19. Hilbert's 16th Problem: How Many Cycles? 279

Courtney S. Coleman
I. Introduction 279
2. Cycles 281
3. Hilbert's 16th Problem 286
4. An Ecological Interpretation 289
5. Three Almost Impossible Projects 293
Exercises 293
References 295
Notes for the Instructor 297
xvi Contents

Part VI. Models Leading to Partial Differential Equations

Chapter 20. Surge Tank Analysis 301
Donald A. Drew
1. Surge Tanks 301
2. Equations of Flow 301
3. Stability of Steady State 303
Appendix 305
Exercises 309
References 309
Notes for the Instructor

Chapter 21. Shaking a Piece of String to Rest 310

Robert L. Borrelli
1. Introduction 310
2. Linear Model for the Vibrating String 311
3. Conditions at the End of the String 313
4. The Mixed Initial/Boundary Value Problem for the Vibrating String 314
5. Characteristics 314
6. The Cauchy Problem for the Wave Equation 315
7. Properties of Solutions of the Wave Equation 318
8. Solution of the Mixed Initial/Boundary Problem 320
9. Shaking a String to Rest 324
Exercises 328
References 329
Notes for the Instructor 329

Chapter 22. Heat Transfer in Frozen Soil 330

Gunter H. Meyer
I. Description of the Problem 330
2. The Model 332
3. A Solution Algorithm 337
4. An Application 345
5. Convergence 348
Exercises 349
References 351
Notes for the Instructor 351

Chapter 23. Network Analysis of Steam Generator Flow 352

T. A. Porsching
1. Origin of the Problem 352
2. Some Elements of Network Theory 356
3. Modeling the Flow Problem 364
4. Numerical Solution of the Network Equations 371
5. Illustrative Problem 375
References 376
Notes for the Instructor 377
Contents for the Companion Volumes

VOLUME 2. POLITICAL AND RELATED MODELS

1 The Process of Applied Mathematics Maynard Thompson

2 Proportional Representation Edward Bolger

3 Comparison Voting Steven J. Brams

4 Modeling Coalitional Values William F. Lucas and Louis J. Billera

5 Urban Wastewater Management Planning James P. Heaney

6 An Everyday Approach to Matrix Operations Robert M. Thrall and
E. L. Perry

7 Sources of Applications of Mathematics in Ecological and

Environmental Subject Areas, Suitable for Classroom Use
Homer T. Hayslett, Jr.

8 How To Ask Sensitive Questions without Getting Punched in the Nose

John C. Maceli

9 Measuring Power in Weig4ted Voting Systems William F. Lucas

10 To the (Minimal Winning) Victors Go the (Equally Divided) Spoils:

A New Power Index for Simple n-Person Games John Deegan, Jr. and
Edward W. Packel

11 Power Indices in Politics Philip D. Straffin, Jr.

xviii Contents for the Companion Volumes

12 Committee Decision Making Peter Rice

13 Stochastic Difference Equations with Sociological Applications
Loren Cobb

14 The Apportionment Problem William F. Lucas

VOLUME 3. DISCRETE AND SYSTEM MODELS

Foresight-Insight-Hindsight James C. Frauenthal and

Thomas L. Saaty

2 Five Nautical Models Robert L. Baker, Jr.

3 An Optimal Inventory Policy Model Oswaldo Marrero

4 An Arithmetic Model of Gravity Donald Greenspan

5 Four-Way Stop or Traffic Lights? An Illustration of the Modeling

Process Edward E. Packel

6 A Model for Municipal Street Sweeping Operations A. C. Tucker and

L. Bodin

7 Finite Covering Problems Ronald E. Prather

8 A Pulse Process Model of Athletic Financing E. L. Perry

9 Traffic Equilibria on a Roadway Network Elmor L. Peterson

10 An Optimal Mix Problem: Capacity Expansion in a Power Field

Jacob Zahavi

11 Hierarchies, Reciprocal Matrices, and Ratio Scales Thomas L. Saaty

12 Multiple Choice Testing Robert J. Weber

13 Computing Fixed Points, with Applications to Economic Equilibrium

Models Michael T. Todd

14 Production Costing and Reliability Assessment of Electrical Power

Generation Systems under Supply and Demand Uncertainty
Jacob Zahavi
Contents for the Companion Volumes xix

VOLUME 4. LIFE SCIENCE MODELS

Part I. Population Models

1 Population Mathematics Frank Hoppensteadt

2 Population Growth-An Age Structure Model Robert Fennell

3 A Comparison of Some Deterministic and Stochastic Models of

Population Growth Helen Marcus-Roberts

4 Some Examples of Mathematical Models for the Dynamics of Several-

Species Ecosystems H. R. van der Vaart

Part /I. Biomedicine: Epidemics, Genetics, and Bioengineering

5 Malaria Helen Marcus-Roberts and Fred Roberts

6 MacDonald's Work on Helminth Infections Donald Ludwig and

Benjamin Haytock

7 A Model for the Spread of Gonorrhea Martin Braun

8 DNA, RNA, and Random Mating: Simple Applications of the

Multiplication Rule Helen Marcus-Roberts

9 Cigarette Filtration Donald Drew

Part III. Ecology

10 Efficiency of Energy Use in Obtaining Food, I: Humans

Fred Roberts

II Efficiency of Energy Use in Obtaining Food, II: Animals

Fred Roberts and Helen Marcus-Roberts

12 The Spatial Distribution of Cabbage Butterfly Eggs Daniel Solomon