Some simple mathematical models

Some simple mathematical models

July 1, 2011

Some simple mathematical models

Some simple mathematical models

The birth of modern science

Philosophy is written in this grand book the universe, which stands

continually open to our gaze. But the book cannot be understood
unless one rst learns to comprehend the language and to read the
alphabet in which it is composed. It is written in the language of
mathematics, and its characters are triangles, circles and other
geometric gures, without which it is humanly impossible to
understand a single word of it; without these, one wanders about in
a dark labyrinth.

Some simple mathematical models

Some simple mathematical models

Galileo's falling stone

Galileo's assumption/hypothesis

When ... I observe a stone initially at rest falling from an elevated

position and continually acquiring new increments of speed, why
should I not believe that such increases take place in a manner
which is exceedingly simple? ...
A motion is said to be uniformly accelerated when starting from
rest, it acquires, during equal increments of time, equal increments
of speed. That is the concept of accelerated motion that is most
simple and easy, and it is conrmed to be that actually occurring in
Nature, by exact correspondence with experimental results based
upon it.

Some simple mathematical models

Some simple mathematical models

Galileo's falling stone

Galileo's deduction/prediction:

Distances are to each other as the squares of the times.

Some simple mathematical models

Some simple mathematical models

Galileo's falling stone

Galileo's experiment:

The ball and the inclined plane ...

time t 1 2 3 4 5

distance y 1 4 9 16 25

Some simple mathematical models

Some simple mathematical models

Galileo's falling stone

Galileo's other assumption:

In order to handle this matter in a scientic way, it is necessary to

cut loose from such irksome diculties [as friction or air
resistance], otherwise it is not possible to give any exact
description. Once we have discovered our theorems about the
stone, assuming there is no resistance, we can correct them or
apply them with limitations as experience will teach. I can show by
experiments that these external and incidental resistances are
scarcely observable for bodies travelling over short distances.

Some simple mathematical models

Some simple mathematical models

Galileo's falling stone

Our modern version of Galileo's simple mathematical model:

d 2y
Acceleration a(t ) = = g,
dt 2 Z
dy
so velocity v (t ) = = g dt = gt ,
dt
Z
1
hence distance y (t ) = gt dt = gt 2 .
2

Some simple mathematical models

Some simple mathematical models

Galileo's falling stone

Ball rolling on an inclined plane:

N
F



mg sin θ

mg cos θ
θ

Some simple mathematical models

Some simple mathematical models

Galileo's falling stone

Falling stone with air resistance:

Taking into account the air resistance −kmv should improve our
real-life modelling.

mass × accel. = force,

d 2y dy
so ma = m = mg − km ,
d t
2 dt
dv
hence ma = m = mg − kmv ,
dt
dv
and therefore a (t ) = = g − kv .
dt

Some simple mathematical models

Some simple mathematical models

Galileo's falling stone

Separating variables and integrating:

dv
Z Z
= dt ,
g − kv
1
hence − ln( g − kv ) = t + c1 ,
k
so that g − kv ) = −kt + c2 .
ln(

Taking exponentials, g − kv = c3 e −kt ,

g
so v (t ) = − c4 e −kt ,
k
g
→ as t → ∞.
k
This equation tells us that in the long run the velocity will approach
a constant limiting value g /k , called the terminal velocity. But we
could have found the terminal velocity much more easily. How?
Some simple mathematical models
Some simple mathematical models

Galileo's falling stone

How can we test our model?

What were our assumptions?

When might it be necessary to improve our model?

How could we do this?

Some simple mathematical models

Some simple mathematical models

Galileo's and Huygens' simple pendulum

Galileo's rst observation

One must observe that each pendulum has its own time of
vibration so denite and determinate that it is not possible to make
it move with any other period than that which nature has given it.
For let any one take in his hand the cord to which the weight is
attached and try, as much as he pleases, to increase or decrease the
frequency of its vibrations; it will be time wasted.

Some simple mathematical models

Some simple mathematical models

Galileo's and Huygens' simple pendulum

Galileo's assumptions:

That the angle of swing is small, and that friction/resistance may

be ignored.

Galileo's experimental conclusion:

As to the times of vibration of bodies suspended by threads of

dierent lengths, they bear to each other the same proportion as
the square roots of the lengths of the thread; or one might say that
the lengths are to each other as the squares of the times....

Some simple mathematical models

Some simple mathematical models

Galileo's and Huygens' simple pendulum

θ
L

M y sS
F
Our modern modelling of the pendulum: mg
From the geometry, y ≈ arc MS = Lθ.
mg
Force towards centre F = mg sin θ ≈ mg θ ≈ y
L
Some simple mathematical models
Some simple mathematical models

Galileo's and Huygens' simple pendulum

Force = mass × acceleration,

mg d 2y
so that − y = F =m 2,
L dt
d y
2 g
giving = − y.
dt 2 L
g
q 
General solution: y (t ) = A sin L t +α ,

g
q
where A is the amplitude, α is the phase, L is the frequency.

L
q
The period of this function is 2π , in harmony with Galileo's
g
experimental conclusion.

Some simple mathematical models

Some simple mathematical models

Galileo's and Huygens' simple pendulum

How can we test our model?

What assumptions have we made in this model?

When might it fail to model vibrations accurately?

How could we improve it?

Some simple mathematical models

Some simple mathematical models

Fibonacci's rabbits
Liber Abbaci (Book of Counting), 1202, by Leonardo of Pisa, also
called Leonardo Fibonacci  son of Bonacci.

Problem: A certain person places one pair of rabbits in a certain

place surrounded on all sides by a wall. We want to know how
many pairs can be bred from that pair in one year, assuming that it
is in their nature that each month they give birth to another pair,
and in the second month after birth each new pair can also breed.

1, 2, 3, 5, 8, 13, 21, 34, 55, 89, 144, 233, 377, · · ·

Fibonacci's answer is 377 pairs of rabbits, and his sequence of

numbers is now known as the Fibonacci sequence.

Some simple mathematical models

Some simple mathematical models

Fibonacci's rabbits
Leonardo's solution:

After the rst month there will be two pairs, after the second,
three. In the third month, two pairs will produce, so at the end of
that month there will be ve pairs. In the fourth month, three pairs
will produce, so there will be eight pairs. Continuing thus, in the
sixth month there will be ve plus eight equals thirteen, in the
seventh month, eight plus thirteen equals twenty-one, etc. There
will be 377 pairs at the end of the twelfth month. For the sequence
of numbers is as follows, where each is the sum of the two
predecessors, and thus you can do it in order for an innite number
of months.

Some simple mathematical models

Some simple mathematical models

Fibonacci's rabbits

( B , Y , A) Total

B (1, 0, 0) 1

Y
?
(0, 1, 0) 1

A -B
?
(1, 0, 1) 2

A -B Y
? R
(1, 1, 1) 3

A -B Y A - B
? R R
(2, 1, 2) 5

(3, 2, 3) 8

Some simple mathematical models

Some simple mathematical models

Fibonacci's rabbits
After n months, let there be (Bn , Yn , An ) pairs of babies, young
rabbits and adults, respectively. Then

An + 1 = An + Yn
Bn+1 = An + Yn
Yn + 1 = Bn
so that An + 1 = Bn+1 = Yn+2 .
Let the total number of (pairs of ) rabbits at n months be given by

Fn = An + Bn + Yn .
Then we deduce that

Fn+2 = Fn+1 + Fn , for n ≥ 0, F0 = F1 = 1.

Some simple mathematical models

Some simple mathematical models

Fibonacci's rabbits
1, 1, 2, 3, 5, 8, 13, 21, 34, 55, 89, 144, 233, 377, · · ·

The number of pairs of rabbits after Fibonacci's 12th month is F13 ,

as he starts with F1 , not F0 , with a pair of young rabbits, not
babies. We have F13 = 377. In the next month after that,
F11 = 233 pairs will produce;
and in the 100th month, F98 pairs will produce.

Leonardo got there without much fuss. But our notation and
technique is very powerful and can be applied to a host of other
problems.

Is there a quick way of arriving at this number F13 , or higher

Fibonacci numbers like F100 ?
Some simple mathematical models
Some simple mathematical models

Fibonacci's rabbits

Fn+2 Fn+1
    
1 1
= , for n ≥ 0.
Fn+1 1 0 Fn
Hence

F2 F1
    
1 1
=
F1 1 0 F0
  
1 1 1
= ,
1 0 1
2 
F3
   
1 1 1
= ,
F2 1 0 1
12 
F13
     
1 1 1 377
= = .
F12 1 0 1 233

Some simple mathematical models

Some simple mathematical models

Fibonacci's rabbits
This same model for population growth can be applied to other
situations. Assuming that each branch of a tree gives rise to a new
branch, but only after skipping a season's maturation period, we
obtain a visually very plausible model:

8
5
3
2

Some simple mathematical models

Some simple mathematical models

Fibonacci's rabbits
In certain species of bee, the forebears follow a Fibonacci law.
Female bees are born from the mating of male and female, male
bees are born asexually to single females.

M M F 3 great grandparents

F M 2 grandparents

F 1 parent

M 1 male bee

Exercise: Prove that the number Bn of bee ancestors in the nth

generation backward, satises the Fibonacci generating equation.
(Let Bn = Mn + Fn , the sum of the number of males and females,
and write down the equations connecting Mn , Fn , Mn+1 , Fn+1 .)
Some simple mathematical models
Some simple mathematical models

Fibonacci's rabbits
Fibonacci numbers also arise from the following problem. Why?

Problem: Taking either one or two steps at a time, how many

dierent ways are there to climb n steps?

Some simple mathematical models

Some simple mathematical models

Fibonacci's rabbits
How accurate is the Fibonacci model for the biological
situations we are modelling?

What were the assumptions we made?

What could be done to improve the model?

Some simple mathematical models

Some simple mathematical models

Red blood cells

These give your blood its red colour.
Their function is to carry oxygen around the body.
When there are too few in your body you suer from anaemia.
They are manufactured in your bone marrow, and each cell lives for
about 4 months before dying, probably in your kidney or spleen.

You should normally have about 2 × 1013 red blood cells in your
body at any moment, unless you live in Lesotho. Why?

Your bone marrow produces about 2 × 106 red blood cells per
8
second, or 1728 × 10 per day.

Some simple mathematical models

Some simple mathematical models

Red blood cells

Assume that a xed number b of cells are produced every day, and
that a xed proportion m of existing cells die each day.

Problem 1: What percentage of cells normally survive each day in

the equilibrium situation?

Problem 2: Is this equilibrium stable? On our assumptions above,

what will happen if the red blood cell count is suddenly dierent
from normal?

Some simple mathematical models

Some simple mathematical models

Red blood cells

Let Cn be the number of red blood cells present at day n.
Let m be the proportion of red blood cells that die each day.
Let b be the number of red blood cells produced each day in the
bone marrow.
Then
Cn+1 = (1 − m)Cn + b.
For equilibrium, Cn = C , say, for all n. Substituting in the equation
we have
C = (1 − m)C + b, hence mC = b,
b 1728 × 108
m= = = 0.00864.
C 2 × 1013
Thus, the percentage of red blood cells that die each day is
0.864%, so that 99.136% of them survive each day.

Some simple mathematical models

Some simple mathematical models

Red blood cells

Next, suppose Cn 6= C , and let Dn = Cn − C , so Dn is the
deviation from the normal. Then

Dn+1 = Cn+1 − C
= (1 − m)Cn + b − C
= (1 − m)Cn + mC − C
= (1 − m)(Cn − C )
= (1 − m)Dn .
Hence Dn = (1 − m)n D0 → 0, so Cn → C .
The equilibrium situation is a stable one: after a small deviation
the system will return to the equilibrium.

Some simple mathematical models

Some simple mathematical models

Red blood cells

How can we test our model?

What assumptions have we made in this model?

When might it fail to model blood cell count accurately?

How could we improve it?

Some simple mathematical models

Some simple mathematical models

Crop yields and bacteria cultures

In the Chinese classic Jiu zhang suan shu (The Nine Chapters of
the Mathematical Art), written over 2000 years ago, the following
problem is solved on the Chinese counting board:

Problem: Now there are 3 classes of paddy: top, medium and

low grade. Given 3 bundles of top grade paddy, 2 bundles of
medium grade paddy and 1 bundle of low grade paddy, the yield is
39 dou. For 2 bundles of top grade, 3 bundles of medium grade and
1 bundle of low grade, the yield is 34 dou. And for 1 bundle of top
grade, 2 bundles of medium grade and 3 bundles of low grade, the
yield is 26 dou. How much does one bundle of each grade yield?
Answer: Top grade paddy yields nine and a quarter dou per
bundle; medium grade paddy four and a quarter dou; and low grade
paddy two and three quarters dou.
Some simple mathematical models
Some simple mathematical models

Crop yields and bacteria cultures

high grade 1 2 3
medium grade 2 3 2
low grade 3 1 1
yield 26 34 39

3x+2y+z = 39 (1)
2x+3y+z = 34 (2)
x+2y+3z = 26 (3)

Exercise: Solve the Chinese problem by doing row operations on

the matrix of coecients.

Some simple mathematical models

Some simple mathematical models

Crop yields and bacteria cultures

In the 21st century, three species of bacteria B1 , B2 , B3 are mixed
together in the same culture in a laboratory. It is known that each
requires three types of food, F1 , F2 , F3 , and:
B1 consumes F1 , F2 , F3 at the rates (1, 2, 2);
B2 consumes F1 , F2 , F3 at the rates (3, 2, 1);
B3 consumes F1 , F2 , F3 at the rates (8, 4, 1).

It is found experimentally that when 2750 units of F1 , 1500 units of

F1 , and 500 units of F3 are supplied per day, a constant situation is
reached in which all food is consumed.

Problem 1: Find the amounts of bacteria present.

Problem 2: Which set of constant states is possible, and which is
not, regardless of the food supply?
Some simple mathematical models
Some simple mathematical models

Crop yields and bacteria cultures

Solution: Suppose that there are amounts X1 , X2 , X3 ,
respectively, of the three bacteria present. Then

X1
    
1 3 8 2750
 2 2 4   X2  =  1500 , or AX = F .
2 1 1 X3 500

Since det (A) = 0, so there are many possible solutions:

(X1 , X2 , X3 ) = (t − 250, 1000 − 3t , t ), t ∈ R.

Notice that for positive values of the Xi we must have

1000
250 ≤t≤ 3 .

Some simple mathematical models

Some simple mathematical models

Crop yields and bacteria cultures

For the second question, consider the map

f : R3 → R3 , f (X ) = AX .
dened by

The rank is easily found to be 2, so the kernel of f has dimension 1

(it's a line) and the range is the 2-dimensional plane through the
origin, spanned by the two image vectors:
       
1 1 0 3
f 0 = 2 , f 1 = 2 .
0 2 0 1

Taking the vector product of these two, we get a vector in direction

(−2, 5, −4) perpendicular to the required plane, hence the equation
of the plane is
2 x − 5y + 4z = 0.

Some simple mathematical models

Some simple mathematical models

Crop yields and bacteria cultures

The range of f is the plane

2 x − 5y + 4z = 0.
One point on this plane is that experimentally discovered
equilibrium state (2750, 1500, 500).

But all possible equilibrium states must lie on this plane!

Some simple mathematical models

Some simple mathematical models

Age-stratied populations & a buttery's life cycle

Consider a population of individuals each of which gives birth, lives
for a while, then dies. Assume there is a maximum life span, and
divide the population into k age-groups, numbering
a1 (n), a2 (n), . . . , ak (n) individuals at time n, measured in years or
breeding seasons. Suppose that

1 everyone in stage k dies at the end of the year/season;

2 the probability that an individual in class j survives another

year/season is pj ;
3 the probability that an individual in class j gives birth to
exactly one individual is fj (the fertility rate).

Some simple mathematical models

Some simple mathematical models

Age-stratied populations & a buttery's life cycle

For example, take k = 4. The numbers in the next season are given
by the Leslie matrix:

a1 (n + 1 ) f1 f2 f3 f4 a1 (n )
    
 a2 (n + 1)   p1 0 0 0   a2 (n) 
 a3 (n + 1)  =  0 p2 0 0   a3 (n)  .
    

a4 (n + 1 ) 0 0 p3 0 a4 (n )
After N years we will have

N 
a1 (N ) f1 f2 f3 f4 a1 (0)
   
 a2 (N )   p1 0 0 0   a2 (0) 
 a3 (N )  =  0 p2 0 0   a3 (0)  .
     

a4 (N ) 0 0 p3 0 a4 (0)
Some simple mathematical models
Some simple mathematical models

A buttery's life cycle

Consider the four stages of a buttery's life cycle: egg, caterpillar,
pupa (or chrysalis) and adult buttery.
EGG
f > p
~
BUTTERFLY CATERPILLAR

r q
o

/
PUPA
(CHRYSALIS)

Clearly f1 = f2 = f3 = 0. Assume that a buttery succeeds in

surviving to lay eggs with probabilityf , and then always lays N
eggs. Then f4 must be replaced by fN . Let the respective
probabilities of an egg, caterpillar and pupa surviving to move into
the next class be p, q, r .
Some simple mathematical models
Some simple mathematical models

A buttery's life cycle

Let En , Cn , Pn , Bn be the numbers of individual eggs, caterpillars,
pupa, and butteries, in a population after the nth season. Then
the numbers for the next season will be

En+1 fNBn 0 0 0 fN En
      
 Cn+1   pEn   p 0 0 0   Cn 
 Pn+1  =  qCn  =  0 q 0 0   Pn  .
      

Bn+1 rPn 0 0 r 0 Bn

Some simple mathematical models

Some simple mathematical models

A buttery's life cycle

The parameters f , p, q, r could be estimated from experimental
data. The long term fate of the population will depend on their
values, and that of N. To see how, we look at powers of the matrix:

4
fN
  
0 0 0 1 0 0 0
 p 0 0 0 0 1 0 0
 = fNpqr 
  
 0 q
 
0 0   0 0 1 0 
0 0 r 0 0 0 0 1

En+4 En
   
 Cn+4  Cn 
 Pn+4  = fNpqr 

Pn 
   

Bn+4 Bn

Some simple mathematical models

Some simple mathematical models

A buttery's life cycle

It's easy to check that matrix equation, but how do we arrive at it
in the rst place? When powers of a matrix are in view, it is natural
to nd the eigenvalues.

The Cayley-Hamilton theorem says that the matrix will satisfy its
characteristic equation, and the eigenvalues of this Leslie matrix are
easily seen to be the solutions of the cubic

λ3 = fNpqr

Some simple mathematical models

Some simple mathematical models

A buttery's life cycle

Thus we conclude:

if fNpqr < 1, ultimate extinction occurs;

if fNpqr = 1, there is unstable equilibrium;

if fNpqr > 1, there is unsustainable expansion.

How realistic is this model?

What were our assumptions?

How can we test the model?

How can we improve it?

What can we learn from it anyway?

Some simple mathematical models