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Mathematical Modeling
UAB/EdGrid
John C. Mayer
UAB/Mathematics
Graduate Assistants:
Clinton Curry
Brent Shivers
UAB 2
Mathematical Modeling
• Creates a mathematical representation of some
phenomenon to better understand it.
• Matches observation with symbolic representation.
• Informs theory and explanation.
The success of a mathematical model depends on how easily
it can be used, and how accurately it predicts and how well it
explains the phenomenon being studied.
UAB 3
Mathematical Modeling
• A mathematical model is central to most
computational scientific research.
• Other terms often used in connection with
mathematical modeling are
– Computer modeling
– Computer simulation
– Computational mathematics
– Scientific Computation
UAB 4
Mathematical Modeling and the
Scientific Method
• How do we incorporate mathematical
modeling/computational science in the
scientific method?
UAB 5
Mathematical Modeling
Problem-Solving Steps
• Identify problem area
• Conduct background
research
• State project goal
• Define relationships
• Develop mathematical
model
• Develop
computational
algorithm
• Perform test
calculations
• Interpret results
• Communicate results
Syllabus: MA
261/419/519
Spring, 2006
UAB 7
Syllabus: MA 261/419/519
Introduction to Mathematical Modeling
• Prerequisite: Calculus 1
• Goals
• Learn to build models
• Understand mathematics behind models
• Improve understanding of mathematical concepts
• Communicate mathematics
• Models may be mathematical equations,
spreadsheets, or computer simulations.
UAB 8
Contact Information
• Instructor: Dr. John Mayer - CH 490A
– mayer@math.uab.edu - 934-2154
– ??
• Assistant: Mr. Robert Cusimano - CH 478B
– rob5236@uab.edu - 934-2154
– ??MW 4:00 – 5:30 PM (computer lab CB 112)
• Assistant: Ms. Jeanine Sedjro – ??
– ??
– ??MW 6:45 – 8:00 PM (computer lab CB 112)
UAB 9
Class Meetings
• Lectures.
– Monday and
Wednesday
– 5:30 – 6:45 PM
– CB15 112.
• Computer lab.
– Monday and
Wednesday
– 4:00 – 5:30 PM
– 6:45 – 8:00 PM
– CB15 112.
UAB 10
Software Tools
• Spreadsheet:
• Microsoft EXCEL
• Compartmental Analysis and System
Dynamics programming:
• Isee Systems STELLA
UAB 11
Computer Lab
• The only computer labs that have STELLA
installed are CB15 112 and EDUC 149A.
• Always bring a formatted 3.5” diskette to the
lab.
• Label disk: “Math Modeling, Spring, 2006,
Your Name,
Math Phone Number: 934-2154”
UAB 12
Assignments
• One or two assignments every week.
• First few assignments have two due dates.
– Returned next class.
– Re-Graded for improved grade.
• Written work at most two authors.
– You may work together with a partner on the
computer.
UAB 13
Midterm Tests
• Two tests, one about every 5 weeks.
• Given in the computer lab.
• Basic building blocks relevant to the kinds of
models we are constructing.
• Mathematics and logic behind the computer
models.
UAB 14
System Dynamics Stories and
Projects
• System Dynamics Stories.
– Scenarios describing realistic situations to be modeled.
– Entirely independent work – no partners.
– Construct model and write 5-10 page technical paper
(template provided).
• Project due date to be announced.
– Begin work about middle of term.
– Preliminary evaluation three weeks prior to due date.
UAB 15
Grading
MA 261 MA 419 MA 519
Assignments 40% 30% 30%
Tests (2) 30% 30% 25%
Model 1 10% 10% 10%
Model 2 na na 10%
Paper 20% 20% 15%
Lesson Plan na 10% 10%
A Course
Sampler
UAB 17
Topics for Tools
• Spreadsheet Models
– Data analysis: curve
fitting.
– Recurrence Relations
and difference
equations.
– Cellular Automata:
nearest-neighbor
averaging.
• Compartmental
Models
– Introduction to
System Dynamics.
– Applications of
System Dynamics.
– System Dynamics
Stories (guided
projects).
UAB 18
Spreadsheet Models: Excel
• Curve fitting – introduction to
(linear) regression
• Difference Equations: modeling
growth
• Nearest-neighbor averaging
UAB 19
Morteville
by Doug Childers
• Anthrax detected in
Morteville
• Is terrorism the
source?
• Infer geographic
distribution from
measures at several
sample sites
• Build nearest
neighbor averaging
automaton in Excel
• Form hypothesis
• Get more data and
compare
• Revise hypothesis
UAB 20
Morteville View 1
0.2 0 2.1 4.1 6.3 8.4 9 9.7 11 12 13 14 14
0.3 0.9 2.2 4 6.3 10 9 9.4 10 12 13 15 14
0 0.9 1.9 3.3 5 6.7 7.4 8.6 10 11 12 13 13
0.3 0.7 1.2 2.4 3.5 4.5 5.3 7.6 10 11 12 13 12
0.3 0.3 0 1.4 2.3 2.6 1.5 6.6 12 10 11 13 11
0.3 0.3 0.3 0.8 1.6 2.2 2.9 5.1 7.2 7.8 8.2 8.6 8.5
0.2 0.2 0.2 0 1.1 1.8 2.6 3.6 4 5.3 5.5 4.9 5.5
0.1 0.1 0.2 0.4 0.9 1.4 2.1 2.9 3.5 4.1 3.6 0 3
0.1 0 0.2 0.4 0.6 0.9 1.6 2.2 3 4.1 4.8 3.4 3.6
0.1 0.1 0.2 0.3 0.3 0 1 1.6 2.2 4.3 8 5.2 4.5
0.2 0.2 0.2 0.3 0.3 0.4 0.7 0.8 0 3 5 4.8 4.6
0.2 0.2 0.3 0.3 0.4 0.5 0.7 0.9 1.2 2.8 4.1 4.5 4.5
UAB 21
Anthrax Distribution 1
UAB 22
Compartmental Modeling
• How to Build a
Stella Model
• Simple Population
Models
• Generic Processes
• Advanced
Population Models
• Drug Assimilation
• Epidemiology
• System Stories
UAB 23
Population Model
•Stella Model
Population(t) = Population(t - dt) + (Births -
Deaths) * dt
INIT Population = 100000 {people}
INFLOWS:
Births =
Population*Fraction_That_Are_Female*Reprodu
cing_Females*Births_per_Rep_Female
{people/year}
OUTFLOWS:
Deaths = Population*Death_Fraction
{people/year}
Births_per_Rep_Female = 66/1000 {people/1000
rep females/year}
Fraction_That_Are_Female = 0.5
{females/people}
Reproducing_Females = .45 {rep females/female}
Death_Fraction = GRAPH(Population)
(120000, 0.01), (125000, 0.011), (130000, 0.013),
(135000, 0.015), (140000, 0.017), (145000,
0.019), (150000, 0.02)
•Equations
•Graphical Output
UAB 24
Generic Processes
• Linear model with
external resource
Typewriters in warehouse
Typewriters made
per week
Typewriters made per employee Employees
Tem perature
Cooling
cooling rate
Weight
weight gained weight lost
weight gain
per month
weight loss rate
• Exponential
growth or decay
model
• Convergence
model
UAB 25
Calculus Example
Stock X
Flow 1
Constant a
STELLA Equations:
Stock_X(t) = Stock_X(t - dt) + (Flow_1) * dt
INIT Stock_X = 100
Flow_1 = Constant_a*Stock_X
Constant_a = .1
Flow is
proportional to X.
STELLA Diagram
UAB 26
Connecting the Discrete to the
Continuous
• Stock_X(t) = Stock_X(t - dt) + (Flow_1) * dt
• (Stock_X(t) - Stock_X(t - dt))/dt = Flow_1
• Flow_1 = Constant_a*Stock_X(t – dt)
• (X(t) - X(t - dt))/dt = a X(t - dt)
• Let dt go to 0
• dX/dt = a X(t) (a Differential Equation)
UAB 27
Solution to DE
• dX/dt = a X(t)
• dX/X(t) = a dt
• Integrate
• log (X(t)) = at + C
• X(t) = exp(C) exp(at)
• X(t) = X(0) exp(at)
System
Dynamics
Stories and
Projects
UAB 29
System Dynamics Stories and
Projects
• Scenarios describing realistic
situations to be modeled.
• Fully independent work.
• Construct model.
• Write 5-10 page technical paper
(template provided).
UAB 30
Modeling a
Dam 2
• Boysen Dam has several
purposes: It "provides
regulation of the streamflow for
power generation, irrigation,
flood control, sediment
retention, fish propagation, and
recreation development." The
United States Bureau of
Reclamation, the government
agency that runs the dam,
would like to have some way of
predicting how much power
will be generated by this dam
under certain conditions.
– Clinton Curry
Boysen Dam
UAB 31
Tailwater
Elim ination
Water Volume
Dam Capacity
Percent full
~
height of
headwater
~
Ten Year Average
?
River flow
~
Turbine multiplier
Minim um Height
Target Water Height
Spillway Release Capacity
Turbine Flow
Tailwater
Spillway Flow
Turbine Flow
Turbine Capacity
Minim um Head
~
height of
tailwater
~
Initial Water
Volume Percent
~
height of
headwater
~
height of
tailwater
Power Generated
Initial Water Height
~
Spill m odifier
~
Spill m odifier
?
River flow
Water Volume
Dam Capacity
~
Target Water
Volume Percent
Maximum Height
~
Target Water
Volume Percent
Initial values
Power Gene…
Calculating Spill …
UAB 32
Boysen Dam
UAB 33
Modeling a Smallpox Epidemic
• One infected
terrorist comes
to town
• How does the
system handle
the epidemic
under different
assumptions?
– Alicia Wilson
unv
accinat ed
suscept ible
Unv
accinat ed
hav
e smallpox
unv
accinat ed
gett ing s
mallpox
Totalnev
er
inf ect ed people
exposur e
probabilit y
curr ent
populat ion
unv
accinat ed
deat hs
unv
accinat ed
mort alit y
new expos
ur es
Totaldeaths
new expos
ur es
per unv
accinat ed
sick per s
on
unv
accinat ed pr obabilit y
of cat ching smallpox
unv
accinat ed
sur v
iv
ors
unv
accinat ed
sur v
iv
al
unv
accinat ed
deat h rat e
Recently
vaccinated
r ecently
vaccinated
hav
e smallpox
immune s
uppres
sed
mort alit y
Totalpeople
wit h s
mallpox
exposur e
probabilit y
r ecently vaccinated
gett ing s
mallpox
Recently
vaccinated
deat hs
r ecently vaccinated
mort alit y
r ecently vaccinated
sur v
iv
ors
r ecently
vaccinated
sur v
iv
al
vaccinations
Recent v
accinat ion
probabilit yof
catching s
mallpox
Vaccination
r at e
r ecently
vaccinated
deat h rat e
exposur e
probabilit y
mult iple expos
ur e
corr ect ion
older vaccinated
mort alit y
immune
suppress
ed
immune s
uppres
sed
hav
e smallpox
immune s
uppres
sed
deat hs
immune s
uppres
sed
gett ing s
mallpox
Totaldeaths
older
vaccinated
older vaccinated
hav
e smallpox
older vaccinated
gett ing s
mallpox
older vaccinated
deat hs
older vaccinated
sur v
iv
ors
older vaccinated
sur v
iv
al older
vaccinated
deat h rat e
older vaccinated
suscept ibilit y
Rev
accinat ions
r evaccination
r at e
unv
accinat ed
deat hs
Recently
vaccinated
deat hs
older vaccinated
deat hs
Unv
accinat ed
hav
e smallpox
r ecently
vaccinated
hav
e smallpox
older vaccinated
hav
e smallpox
Totalpeople
wit h s
mallpox
unv
accinat ed
suscept ible
Recently
vaccinated
older
vaccinated
Totalnev
er
inf ect ed people
Totalor iginal
populat ion
new es
pos
ures
per vaccinated
sick per s
on
Unv
accinat ed
hav
e smallpox
r ecently
vaccinated
hav
e smallpox
older vaccinated
hav
e smallpox
new expos
ur es
per older v
accinat ed
sick per s
on
immune s
uppres
sed
sur v
iv
ors
immune s
uppres
sed
sur v
iv
al
immune s
uppres
sed
mort alit yr ate
immune s
uppres
sed
probabilit yof
catching s
mallpox
immune
suppress
ed
immune s
uppres
sed
hav
e smallpox
immune s
uppres
sed
deat hs
immune s
uppres
sed
hav
e smallpox
new expos
ur es
per immune suppress
ed
sick per s
on

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MathModels.ppt

  • 1. Mathematical Modeling UAB/EdGrid John C. Mayer UAB/Mathematics Graduate Assistants: Clinton Curry Brent Shivers
  • 2. UAB 2 Mathematical Modeling • Creates a mathematical representation of some phenomenon to better understand it. • Matches observation with symbolic representation. • Informs theory and explanation. The success of a mathematical model depends on how easily it can be used, and how accurately it predicts and how well it explains the phenomenon being studied.
  • 3. UAB 3 Mathematical Modeling • A mathematical model is central to most computational scientific research. • Other terms often used in connection with mathematical modeling are – Computer modeling – Computer simulation – Computational mathematics – Scientific Computation
  • 4. UAB 4 Mathematical Modeling and the Scientific Method • How do we incorporate mathematical modeling/computational science in the scientific method?
  • 5. UAB 5 Mathematical Modeling Problem-Solving Steps • Identify problem area • Conduct background research • State project goal • Define relationships • Develop mathematical model • Develop computational algorithm • Perform test calculations • Interpret results • Communicate results
  • 7. UAB 7 Syllabus: MA 261/419/519 Introduction to Mathematical Modeling • Prerequisite: Calculus 1 • Goals • Learn to build models • Understand mathematics behind models • Improve understanding of mathematical concepts • Communicate mathematics • Models may be mathematical equations, spreadsheets, or computer simulations.
  • 8. UAB 8 Contact Information • Instructor: Dr. John Mayer - CH 490A – mayer@math.uab.edu - 934-2154 – ?? • Assistant: Mr. Robert Cusimano - CH 478B – rob5236@uab.edu - 934-2154 – ??MW 4:00 – 5:30 PM (computer lab CB 112) • Assistant: Ms. Jeanine Sedjro – ?? – ?? – ??MW 6:45 – 8:00 PM (computer lab CB 112)
  • 9. UAB 9 Class Meetings • Lectures. – Monday and Wednesday – 5:30 – 6:45 PM – CB15 112. • Computer lab. – Monday and Wednesday – 4:00 – 5:30 PM – 6:45 – 8:00 PM – CB15 112.
  • 10. UAB 10 Software Tools • Spreadsheet: • Microsoft EXCEL • Compartmental Analysis and System Dynamics programming: • Isee Systems STELLA
  • 11. UAB 11 Computer Lab • The only computer labs that have STELLA installed are CB15 112 and EDUC 149A. • Always bring a formatted 3.5” diskette to the lab. • Label disk: “Math Modeling, Spring, 2006, Your Name, Math Phone Number: 934-2154”
  • 12. UAB 12 Assignments • One or two assignments every week. • First few assignments have two due dates. – Returned next class. – Re-Graded for improved grade. • Written work at most two authors. – You may work together with a partner on the computer.
  • 13. UAB 13 Midterm Tests • Two tests, one about every 5 weeks. • Given in the computer lab. • Basic building blocks relevant to the kinds of models we are constructing. • Mathematics and logic behind the computer models.
  • 14. UAB 14 System Dynamics Stories and Projects • System Dynamics Stories. – Scenarios describing realistic situations to be modeled. – Entirely independent work – no partners. – Construct model and write 5-10 page technical paper (template provided). • Project due date to be announced. – Begin work about middle of term. – Preliminary evaluation three weeks prior to due date.
  • 15. UAB 15 Grading MA 261 MA 419 MA 519 Assignments 40% 30% 30% Tests (2) 30% 30% 25% Model 1 10% 10% 10% Model 2 na na 10% Paper 20% 20% 15% Lesson Plan na 10% 10%
  • 17. UAB 17 Topics for Tools • Spreadsheet Models – Data analysis: curve fitting. – Recurrence Relations and difference equations. – Cellular Automata: nearest-neighbor averaging. • Compartmental Models – Introduction to System Dynamics. – Applications of System Dynamics. – System Dynamics Stories (guided projects).
  • 18. UAB 18 Spreadsheet Models: Excel • Curve fitting – introduction to (linear) regression • Difference Equations: modeling growth • Nearest-neighbor averaging
  • 19. UAB 19 Morteville by Doug Childers • Anthrax detected in Morteville • Is terrorism the source? • Infer geographic distribution from measures at several sample sites • Build nearest neighbor averaging automaton in Excel • Form hypothesis • Get more data and compare • Revise hypothesis
  • 20. UAB 20 Morteville View 1 0.2 0 2.1 4.1 6.3 8.4 9 9.7 11 12 13 14 14 0.3 0.9 2.2 4 6.3 10 9 9.4 10 12 13 15 14 0 0.9 1.9 3.3 5 6.7 7.4 8.6 10 11 12 13 13 0.3 0.7 1.2 2.4 3.5 4.5 5.3 7.6 10 11 12 13 12 0.3 0.3 0 1.4 2.3 2.6 1.5 6.6 12 10 11 13 11 0.3 0.3 0.3 0.8 1.6 2.2 2.9 5.1 7.2 7.8 8.2 8.6 8.5 0.2 0.2 0.2 0 1.1 1.8 2.6 3.6 4 5.3 5.5 4.9 5.5 0.1 0.1 0.2 0.4 0.9 1.4 2.1 2.9 3.5 4.1 3.6 0 3 0.1 0 0.2 0.4 0.6 0.9 1.6 2.2 3 4.1 4.8 3.4 3.6 0.1 0.1 0.2 0.3 0.3 0 1 1.6 2.2 4.3 8 5.2 4.5 0.2 0.2 0.2 0.3 0.3 0.4 0.7 0.8 0 3 5 4.8 4.6 0.2 0.2 0.3 0.3 0.4 0.5 0.7 0.9 1.2 2.8 4.1 4.5 4.5
  • 22. UAB 22 Compartmental Modeling • How to Build a Stella Model • Simple Population Models • Generic Processes • Advanced Population Models • Drug Assimilation • Epidemiology • System Stories
  • 23. UAB 23 Population Model •Stella Model Population(t) = Population(t - dt) + (Births - Deaths) * dt INIT Population = 100000 {people} INFLOWS: Births = Population*Fraction_That_Are_Female*Reprodu cing_Females*Births_per_Rep_Female {people/year} OUTFLOWS: Deaths = Population*Death_Fraction {people/year} Births_per_Rep_Female = 66/1000 {people/1000 rep females/year} Fraction_That_Are_Female = 0.5 {females/people} Reproducing_Females = .45 {rep females/female} Death_Fraction = GRAPH(Population) (120000, 0.01), (125000, 0.011), (130000, 0.013), (135000, 0.015), (140000, 0.017), (145000, 0.019), (150000, 0.02) •Equations •Graphical Output
  • 24. UAB 24 Generic Processes • Linear model with external resource Typewriters in warehouse Typewriters made per week Typewriters made per employee Employees Tem perature Cooling cooling rate Weight weight gained weight lost weight gain per month weight loss rate • Exponential growth or decay model • Convergence model
  • 25. UAB 25 Calculus Example Stock X Flow 1 Constant a STELLA Equations: Stock_X(t) = Stock_X(t - dt) + (Flow_1) * dt INIT Stock_X = 100 Flow_1 = Constant_a*Stock_X Constant_a = .1 Flow is proportional to X. STELLA Diagram
  • 26. UAB 26 Connecting the Discrete to the Continuous • Stock_X(t) = Stock_X(t - dt) + (Flow_1) * dt • (Stock_X(t) - Stock_X(t - dt))/dt = Flow_1 • Flow_1 = Constant_a*Stock_X(t – dt) • (X(t) - X(t - dt))/dt = a X(t - dt) • Let dt go to 0 • dX/dt = a X(t) (a Differential Equation)
  • 27. UAB 27 Solution to DE • dX/dt = a X(t) • dX/X(t) = a dt • Integrate • log (X(t)) = at + C • X(t) = exp(C) exp(at) • X(t) = X(0) exp(at)
  • 29. UAB 29 System Dynamics Stories and Projects • Scenarios describing realistic situations to be modeled. • Fully independent work. • Construct model. • Write 5-10 page technical paper (template provided).
  • 30. UAB 30 Modeling a Dam 2 • Boysen Dam has several purposes: It "provides regulation of the streamflow for power generation, irrigation, flood control, sediment retention, fish propagation, and recreation development." The United States Bureau of Reclamation, the government agency that runs the dam, would like to have some way of predicting how much power will be generated by this dam under certain conditions. – Clinton Curry Boysen Dam
  • 31. UAB 31 Tailwater Elim ination Water Volume Dam Capacity Percent full ~ height of headwater ~ Ten Year Average ? River flow ~ Turbine multiplier Minim um Height Target Water Height Spillway Release Capacity Turbine Flow Tailwater Spillway Flow Turbine Flow Turbine Capacity Minim um Head ~ height of tailwater ~ Initial Water Volume Percent ~ height of headwater ~ height of tailwater Power Generated Initial Water Height ~ Spill m odifier ~ Spill m odifier ? River flow Water Volume Dam Capacity ~ Target Water Volume Percent Maximum Height ~ Target Water Volume Percent Initial values Power Gene… Calculating Spill …
  • 33. UAB 33 Modeling a Smallpox Epidemic • One infected terrorist comes to town • How does the system handle the epidemic under different assumptions? – Alicia Wilson unv accinat ed suscept ible Unv accinat ed hav e smallpox unv accinat ed gett ing s mallpox Totalnev er inf ect ed people exposur e probabilit y curr ent populat ion unv accinat ed deat hs unv accinat ed mort alit y new expos ur es Totaldeaths new expos ur es per unv accinat ed sick per s on unv accinat ed pr obabilit y of cat ching smallpox unv accinat ed sur v iv ors unv accinat ed sur v iv al unv accinat ed deat h rat e Recently vaccinated r ecently vaccinated hav e smallpox immune s uppres sed mort alit y Totalpeople wit h s mallpox exposur e probabilit y r ecently vaccinated gett ing s mallpox Recently vaccinated deat hs r ecently vaccinated mort alit y r ecently vaccinated sur v iv ors r ecently vaccinated sur v iv al vaccinations Recent v accinat ion probabilit yof catching s mallpox Vaccination r at e r ecently vaccinated deat h rat e exposur e probabilit y mult iple expos ur e corr ect ion older vaccinated mort alit y immune suppress ed immune s uppres sed hav e smallpox immune s uppres sed deat hs immune s uppres sed gett ing s mallpox Totaldeaths older vaccinated older vaccinated hav e smallpox older vaccinated gett ing s mallpox older vaccinated deat hs older vaccinated sur v iv ors older vaccinated sur v iv al older vaccinated deat h rat e older vaccinated suscept ibilit y Rev accinat ions r evaccination r at e unv accinat ed deat hs Recently vaccinated deat hs older vaccinated deat hs Unv accinat ed hav e smallpox r ecently vaccinated hav e smallpox older vaccinated hav e smallpox Totalpeople wit h s mallpox unv accinat ed suscept ible Recently vaccinated older vaccinated Totalnev er inf ect ed people Totalor iginal populat ion new es pos ures per vaccinated sick per s on Unv accinat ed hav e smallpox r ecently vaccinated hav e smallpox older vaccinated hav e smallpox new expos ur es per older v accinat ed sick per s on immune s uppres sed sur v iv ors immune s uppres sed sur v iv al immune s uppres sed mort alit yr ate immune s uppres sed probabilit yof catching s mallpox immune suppress ed immune s uppres sed hav e smallpox immune s uppres sed deat hs immune s uppres sed hav e smallpox new expos ur es per immune suppress ed sick per s on