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Introduction to Mathematical Modeling V63.0251 Spring 2005

Lectures: Mon/Wed 3:30:4:45pm, Room 813 WWH

Office hours: Hours 3:30-3:30 Mon/2:30-3:30 Wed (Room 713 WWH) or by appointment (childress@cims.nyu.edu).

This course will treat various examples of mathematical modeling taken from

various scientific and industrial disciplines.

Both linear and nonlinear problems will be considered. Specific applications will be selected based upon

the interests of the class. Homework will be assigned, collected, and graded, and there will be a final examination.

The course will be largely self-contained. The calculus through Calculus III makes up the prerequisite, and some linear algebra will be needed. The necessary mathematics, physics, and biology will be developed as needed.

Textbooks and Software

The lecture notes will provide the main basis of the course, to be supplemented by a textbook and handouts and reserve books.

One text has been ordered for the course:

Richard Haberman Mathematical Models. S.I.A.M.,
Philadelphia (1998).

Reserve books: TBA

Although it is not going to be required for the course, students may want to have MATLAB
on their computers. This is a good course for starting to use the program. The student version is available at the campus Computer Store. A primer for MATLAB is available here.

Tentative syllabus: Population dynamics and mathematical ecology. Introduction to traffic flow. A selection of models from operations research, financial mathematics, and biology. Nonlinear oscillators and models of clocks.

Week 1
Introduction to mathematical modeling. The modeling process. The mothball problem. A friction-driven oscillator. Reading: 3-20 of text. Problems (These are not to be handed in.) 2.1,5.2,5.7,7.2.

Week 2
Begin population dynamics and mathematical ecology. Exponential growth, discrete and
continuous, in a one-species population model. Density-dependent growth. Begin the continuous logistic equation.

Reading: Sections 30-34, 37 of text. Problems (to be handed in Monday Jan. 31): 32.2,32.3 (Hint for part b: Try N_m=A+B alpha^m), 33.3, 34.5(parts a,c,d,)

Note: problems 37.2, 37.5 moved to week 3, alonq with reading of sections 38,39

Week 3

The continuous logistic equation. Phase plane and solution by quadrature. Stability of equilibria. The discrete logistic equation. Period doubling
as a route to chaos. The butterfly effect.

Reading: Sections 38,39. Problems due February 7: Get pdf-file.

Week 4

Discrete one species model with age distribution. US census data and modeling by age groups. Continuous and discrete logistic models with time delay. Begin study of two species models.

Reading: Sections 35,40 (pp. 162-165),41,43. Problems due February 14: Get pdf-file.

US census data for use with this problem set: Get it here.

NOTE: The problem session will meet Thursday's 5-6pm in room 407 of the Silver Building (formerly Main building). The first session will be February 10. Frederic will schedule an office hour which we hope be available to students not able to make the problem session.

Week 5

Two species models. The Lotka-Volterra model of host-parasite and prey-predator interaction. Analysis in
the phase plane. Equilibria and linearization around equilibria Discrete analogs.

Reading: Sections 43,44, 45,48, 49, beginning of 50. Problems due February 23: Get pdf-file.

Note: Owing to the holiday Monday, Feb. 21 Homework 5 is due Feb. 23. The TA's office hours
will be 2-3pm Tuesday and Wednesday, room 807 WWH. In addition I will try to have office hours
10:30-12 Tuesday mornings.

Week 6 (one class)

Two species models cintinued. Analysis pf 2X2 linear systems with constant coefficient. Application to stability of equilibria. The Lotka-Volterra model of two-species competition. Competitive exclusion and stable coexistence.

Reading: Sections 45,46,54. Optional: 47 (some of this material will be discussed in class). Sketch of the four cases of species competition in the phase plane (note- there are two pages, but second page is repeated in this file): get pdf-file .
Problems due March 2: Get pdf-file.

Note: Problem set 6 due Wednesday, March 2. From now on problem sets will be collected Wednesday
instead of Monday. I will try to get new problem sets online by Monday nevertheless.

Week 7

Finsh analysis of two-species competition in the phase plane, determining the four cases. Case study 1: The bucket-brigade production line.

Reading-Description of Case Study 1: pdf file. Handout on the bucket brigade problems: pdf file. (1995 paper by Bartholdi et al.): pdf file.
Problems due March 9: Get pdf-file.

Week 8

The modeling of vehicle traffic. The continuum model. The velocity field. Traffic density and flux. Conservation of vehicles. The velocity-density relation. Linearization and traffic waves.

Reading-Sections 56 through 61. My notes on Traffic Flow: pdf file. There will be no problems assigned this week . However you should carefully read the handout notes which contain some answered problems to study.

Student paper: homework 6 get pdf file.

Week 9

The modeling of vehicle traffic continued. The linear and nonlinear traffic wave. Characteristics and their use in solving first-order PDEs. Solution of the initial-value problem for the nonlinear traffic flow equation. Traffic flow when a red light turns green. The expansion fan. Motion of a car in the pack.

Reading- The material discussed this week appears in section Sections 62 through 72. My updated notes on Traffic Flow: pdf file. NOTE: An online monograph on traffic flow: go to pdf files of chapters. Problems due March 30: pdf file.

Student paper: homework 7 get pdf file.

Week 10

The modeling of vehicle traffic continued. Motioon of cars in a fan. Discontinuous traffic and the shock wave. Calculation of shock velocity from the global conservation law. Example of shock formation.

The green-red-green traffic light problem. Modification of shock velocity by an expansion fan. The effect of a change of road conditions.

Reading- Some material discussed this week appears in section Sections 77 and 82. My updated notes on Traffic Flow: pdf file. Problems due April 6: pdf file.

Student paper: homework 8 get pdf file.

NOTE: TWO CORRECTION TO PROBLEM SET 9: IN PROBLEM 2 FIRST LINE, THE DENSITY IN X < 0 SHOULD BE 50 CARS/MILE. IN PROBLEM 3, LAST LINE, THE FLOW RATE (NOT DENSITY) IS 6000 CARS/MILE.

Week 11

Case Study 2: Turing's model of chemical morphogenesis. Outline of the ideas. The ODEs of chemical reactions. The isolated cell and its linear stability. The model of tissue and diffusive communication between cells. Analysis of the diffusive, pattern forming instability in the case of a ring of cells. The conditions needed for pattern formation.

Reading- My notes on the problem pdf file. Problems due April 13 : pdf file.

Student paper: homework 9 get pdf file.

Week 12

Mechanical vibrations: Newton's second law. The linear spring and simple harmonic motion. Phase plane analysis of the oscillation. Kinetic energy and work. Oscillation of two coupled masses. Nonlinear oscillators and E-V analysis. The simple pendulum and its phase plane. The effect of friction. Qualitative description of a limit cycle and application to clocks.

Reading- My notes on mechanical vibrations pdf file. Problems due April 20 : pdf file.

Student paper: homework 10 get pdf file.

Week 13

Mechanical vibrations continued: Newton's second law. The effect of wall friction on a simple harmonic oscillator. The simple pendulum, equation and phase plane. How to make a pendulum's period be independent of amplitude. Charcteristics of a good clock. The limit cycle and the Poincaré-Bendixson theorem.

Reading- Second part of my notes on mechanical vibrations pdf file. NOTE: The final examination will be Wednesday, May 4, 4:00-5:50 pm, room to be announced.
Review problems for the final will eventually be obtainable here. I will be adding to them so check every so often: Get the pdf file.

I will be posting here eventually the answers to the review problems. answers pdf file.

NOTE: Although the final exam is closed book you may bring an 81/2x11 page of notes (both sides may be used).

Student paper: homework 11 get pdf file.

Week 14

Case study 3: Waiting in line: A simple deterministic flow model of a server. The need for a stochastic model. The Poisson process. The M/M/1 queuing model, single server and line. Analysis of the ODE model. The steady starte queue.

Reading- My notes on queuing theory pdf file. NOTE: The final examination will be Wednesday, May 4, 4:00-5:50 pm, room to be announced.
Additional review problems: Get the pdf file.