When Lanchester met Richardson,the outcome was stalemate: A parable for mathematical models of insurgency

Many authors have used dynamical systems to model asymmetric war. We explore this approach more broadly, first returning to the prototypical models such as Richardson’s arms race, Lanchester’s attrition models and Deitchman’s guerrilla model. We investigate combinations of these and their generalizations, understanding how they relate to assumptions about asymmetric conflict. Our main result is that the typical long-term outcome is neither annihilation nor escalation but a stable fixed point, a stalemate. The state cannot defeat the insurgency by force alone, but must alter the underlying parameters. We show how our models relate to or subsume other recent models. This paper is a self-contained introduction to 2D continuous dynamical models of war, and we intend that, by laying bare their assumptions, it should enable the reader to critically evaluate such models and serve as a reminder of their limitations.     

Mathematical modelling and analysis of temperature effects in MEMS

This article is concerned with the mathematical analysis of models for Micro-Electro-Mechanical Systems (MEMS). These models arise in the form of coupled partial differential equations with a moving boundary. Although MEMS devices are often operated in non-isothermal environments, temperature is often neglected in the mathematical investigations. In light of this finding the focus of our modelling is to incorporate temperature and the related material properties. We derive a full model for this coupling and discuss a simplified version as well. Lastly, we prove local well-posedness in time and also global well-posedness under additional assumptions on the model’s parameters.     

System dynamics and microworlds for policymakers

In the past ten years, system dynamics has become more accessible to policymakers and to the academic community. The paper reviews four major developments in the subject that have brought about this change. There have been improvements in the symbols and software used to map and model system structure. New ideas have been adopted from behavioural decision theory which help to transfer policymakers' knowledge into computer models. There have been improvements in methods of simulation analysis that enable modelers and model users to gain better insight into dynamic behaviour. Greater emphasis has been placed on small transparent models, on games and on dialogue between ‘mental models’ and computer simulations. Together these developments allow modelers to create computer-based learning environments (or microworlds) for policymakers to ‘play-with’ their knowledge of business and social systems and to debate policy and strategy change. The paper concludes with some thoughts on future research.     

A Survey of Manpower Planning Models and Their Application

Since the late 1950s, much work has been done on developing models of manpower systems which may be used for the purposes of planning. Many organizations have made successful use of such models, but in spite of these successes, manpower planning models are only gradually coming into widespread use. The aim of this paper is to review the models which have been developed, concentrating on their assumptions and applications rather than on mathematical or statistical details. A common theme of successful applications is that good presentation of results and ease of use are more important to users than theoretical sophistication.     

Two applications of Brouwer’s fixed point theorem: in insurance and in biology models

In the first part of the article, a new interesting system of difference equations is introduced. It is developed for re-rating purposes in general insurance. A nonlinear transformation φ of a d-dimensional (d ≥ 2) Euclidean space is introduced that enables us to express the system in the form f^t+1:=φ( f^t), t = 0, 1, 2,. …. Under typical actuarial assumptions, existence of solutions of that system is proven by means of Brouwer’s fixed point theorem in normed spaces. In addition, conditions that guarantee uniqueness of a solution are given. The second, smaller part of the article is about Leslie–Gower’s system of d ≥ 2 difference equations. We focus on the system that satisfies conditions consistent with weak inter-specific competition. We prove existence and uniqueness of the equilibrium of the model under surprisingly simple and very general conditions. Even though the two parts of this article have applications in two different sciences, they are connected with similar mathematics, in particular by our use of Brouwer’s fixed point theorem.     

Qualitative and quantitative combined nonlinear dynamics model and its application in analysis of price,supply–demand ratio and selling rate

The qualitative and quantitative combined nonlinear dynamics model proposed in this paper fill the gap in nonlinear dynamics model in terms of qualitative and quantitative combined methods, allowing the qualitative model and quantitative model to perfectly combine and overcome their weaknesses by learning from each other. These two types of models use their strengths to make up for the other’s deficiencies. The qualitative and quantitative combined models can surmount the weakness that the qualitative model cannot be applied and verified in a quantitative manner, and the high costs and long time of multiple construction as well as verification of the quantitative model. The combined model is more practical and efficient, which is of great significance for nonlinear dynamics. The qualitative and quantitative combined modeling and model analytical method raised in this paper is not only applied to nonlinear dynamics, but can be adopted and drawn on in the modeling and model analysis of other fields. Additionally, the analytical method of qualitative and quantitative combined nonlinear dynamics model proposed in this paper can satisfactorily resolve the problems with the price system’s existing nonlinear dynamics model analytical method. The three-dimensional dynamics model of price, supply–demand ratio and selling rate established in this paper make estimates about the best commodity prices using the model results, thereby providing a theoretical basis for the government’s macro-control of price. Meanwhile, this model also offer theoretical guidance to how to enhance people’s purchasing power and consumption levels through price regulation and hence to improve people’s living standards.     

Infinite dimensional model of a double flexible-link manipulator: The Port-Hamiltonian approach

This paper proposes a modular and control oriented model of a double flexible-link manipulator that stems from the modelling of a spatial flexible robot. The model consists of the power preserving interconnection between two infinite dimensional systems describing the beam’s motion and deformation with a finite dimensional nonlinear system describing the dynamics of the actuated rotating joints. To derive the model, Timoshenko’s assumptions are made for the flexible beams. Using Hamilton’s principle, the dynamic equations of the system are derived and then written in the Port-Hamiltonian (PH) framework through a proper choice of the state variables. These so called energy variables allow to write the total energy as a quadratic form with respect to a state dependent energy matrix. The resulting model is shown to be a passive system, a convenient property for control design purposes.     

Looking Back in Mathematical Modeling: Classroom Observations and Instructional Strategies

Theorists often characterize modeling as a cyclic problem-solving process. One builds the model, assesses its validity with regard to the underlying problem situation, and revises accordingly. The process halts when, in the opinion of the modeler, the model generates a valid solution to the underlying problem. Recent research suggests that students, like experts, employ cyclic modeling processes. Extensive observations of university and high school students’ modeling efforts, however, suggest the use of linear rather than cyclic modeling strategies. That is, novice modelers often fail to look back or revise their initial models. This paper offers empirical evidence on behalf of the linear modeling theory and identifies five factors that promote the use of linear modeling strategies: students’ conceptions of models and the modeling process, the perceived objectives of the modeling activity, constraints on time and resources, statistical misconceptions, and an overall lack of interest. The paper concludes with several promising instructional strategies (strategies that address students’ difficulties and promote reflective modeling behavior), as well as suggestions for future research.     

Measuring ecological efficiency with data envelopment analysis (DEA)

The measurement of ecological efficiency provides some important information for the companies’ environmental management. Ecological efficiency is usually measured by comparing environmental performance indicators. Data envelopment analysis (DEA) shows a high potential to support such comparisons, as no explicit weights are needed to aggregate the indicators. In general, DEA assumes that inputs and outputs are ‘goods’, but from an ecological perspective also ‘bads’ have to be considered. In the literature, ‘bads’ are treated in different and sometimes arbitrarily chosen ways. This article aims at the systematic derivation of ecologically extended DEA models. Starting from the assumptions of DEA in production theory and activity analysis, a generalisation of basic DEA models is derived by incorporating a multi-dimensional value function f. Extended preference structures can be considered by different specifications of f, e.g. specifications for ecologically motivated applications of DEA.     

On the Performance of Managers and Controllers: A Polymatrix Game Approach for the Manager–Controller–Board of Directors’ Conflict

In this article, we focus on the conflict among the manager, the controller and the board of directors of a company. We model the problem as a three-player polymatrix game. Under a set of assumptions, we identify five potential Nash equilibria. We prove that the Nash equilibrium is unique, despite its changing structure. Next, we analyze the influence of the manager’s and controller’s bonuses and penalties on the Nash equilibria. Finally, we explain how the manager and the controller may decrease or maintain their performance, when their bonuses or penalties increase.     

Modelling lost demand in competitive facility location

In this paper, we propose a simple new approach to model lost demand (also referred to as elastic demand) in competitive facility location. A ‘dummy’ competing facility that attracts the lost demand is added to the list of competing facilities. All competitive facility location models, regardless of their complexity or assumptions, can be modified to include lost demand and be solved by the same algorithms designed for standard models once the dummy facility is added to the data as an additional competitor.     

Aligning simulation models: A case study and results

This paper develops the concepts and methods of a process we will call “alignment of computational models” or “docking” for short. Alignment is needed to determine whether two models can produce the same results, which in turn is the basis for critical experiments and for tests of whether one model can subsume another. We illustrate our concepts and methods using as a target a model of cultural transmission built by Axelrod. For comparison we use the Sugarscape model developed by Epstein and Axtell. The two models differ in many ways and, to date, have been employed with quite different aims. The Axelrod model has been used principally for intensive experimentation with parameter variation, and includes only one mechanism. In contrast, the Sugarscape model has been used primarily to generate rich “artificial histories”, scenarios that display stylized facts of interest, such as cultural differentiation driven by many different mechansims including resource availability, migration, trade, and combat. The Sugarscape model was modified so as to reproduce the results of the Axelrod cultural model. Among the questions we address are: what does it mean for two models to be equivalent, how can different standards of equivalence be statistically evaluated, and how do subtle differences in model design affect the results? After attaining a “docking” of the two models, the richer set of mechanisms of the Sugarscape model is used to provide two experiments in sensitivity analysis for the cultural rule of Axelrod's model. Our generally positive experience in this enterprise has suggested that it could be beneficial if alignment and equivalence testing were more widely practiced among computational modelers.     

Transportation systems and residential location

An optimization model for the spatial allocation of residents in an urban region is presented. The model allocates an exogenously given population on the basis of travel time (to workplaces) and population density criteria and subject to local and subregional capacity constraints. A way of calibrating the ‘value’ parameters of the model on a short-term plan proposal is outlined. Some applications of the model to planning problems of the Stockholm region are reported. These include sensitivity analyses of the population distribution of an adopted plan with respect to its exogenous assumptions (particularly those describing the transportation system). When evaluating investments with long life times, there is a strong need for long-term land use scenarios. Some long-range applications in the field of traffic and energy planning are reported. They can be seen as ‘prolongations’ of the adopted regional plan based on the preferences ‘revealed’ by the calibration procedure. Further extensions of the model to cover cost and energy considerations of urban developments are also outlined.     

Differential forms and nuclear structure

The solution of a set of Schrodinger’s equation can be considered from the point of view of integration of differential forms over simplices in higher dimensional differentiable manifolds. In this way, the problems of nuclear structure are transferred from conjecturing potential wells and nuclear models to one of integration using the appropriate simplices. Using this approach, it is shown that without any reference to physical models it is possible to obtain the neutron-proton ratio of stable spinless nuclei their coulomb and binding energies, which is in good agreement with that obtained by experiment. It is also shown from the nature of the solution that a nucleus consists of only two types of particles, one having an energy of the coulomb type and the other neutral. Possible extension to the theory for nuclear systems having spin is also discussed.     

Propagation effects of model-calculated probability values in Bayesian networks

Probabilistic causal interaction models have become quite popular among Bayesian-network engineers as elicitation of all probabilities required often proves the main bottleneck in building a real-world network with domain experts. The best-known interaction models are the noisy-OR model and its generalisations. These models in essence are parameterised conditional probability tables for which just a limited number of parameter probabilities are required. The models assume specific properties of intercausal interaction and cannot be applied uncritically. Given their clear engineering advantages however, they are subject to ill-considered use. This paper demonstrates that such ill-considered use can result in poorly calibrated output probabilities from a Bayesian network. By studying, in an analytical way, the propagation effects of noisy-OR calculated probability values, we identify conditions under which use of the model can be harmful for a network's performance. These conditions demonstrate that use of the noisy-OR model for mere pragmatic reasons is sometimes warranted, even when the model's underlying assumptions are not met in reality.     

Asset prices in an ambiguous economy

Models with ambiguity averse preferences have the potential to explain some pricing anomalies on financial markets. However, the models used in applications make additional assumptions, beyond ambiguity aversion, on the structure of the investor’s preferences. Therefore, it is not clear how to disentangle the effect of ambiguity aversion from other features of preferences on equilibrium prices. This paper offers a general theory of asset pricing assuming only ambiguity aversion. Price indeterminacy may result in equilibrium when preferences are not smooth. A set of priors, which is identifiable in all the models used in applications, contains the relevant information to price assets. Ambiguity enriches the standard pricing formula by an additional stochastic discount factor and we calculate its explicit form for various models.     

多元技术创新扩散的系统动力学模型及仿真

本文力图放宽模型的假设,考虑创新技术市场间的非独立性、扩散过程中潜在采用-等待采用-已采用三阶段中时间延迟性,建立多元技术创新扩散的系统动力学模型,并用Vensim进行模拟仿真研究.仿真结果表明该模型比较符合实际,可为多元技术创新扩散的理论研究和实际实施提供理论指导.     

Book Review

An Introduction to Difference Equations. Second Edition by Saber N. Elaydi, New York: Springer—Verlag, 1999. ISBN 0-387-98830-0. $54.95. Gone are the days when difference equations arose mainly in the context of sections of flows or as finite difference approximations to PDE's. Today difference equations have come into their own, both as objects of intrinsic mathematical interest and as dynamical models in their own right. Discrete models form an important part of dynamical systems theory independently from their continuous cousins. In Saber Elaydi's book dynamicists have the long awaited discrete counterpart to standard textbooks such as Hirsch and Smale (“Differential Equations, Dynamical Systems, and Linear Algebra”). The first edition of this book appeared in 1996. The second edition includes substantial new material including appendices on global stability and periodic solutions, a section on applications to mathematical biology, and a new chapter entitled “Applications to Continued Fractions and Orthogonal Polynomials”. Additional material on Birkhoff's theory now appears in the chapter on asymptotic behavior. The initial chapter covers first order equations, including equilibria, cobwebbing, stability, cycles, and the bifurcations of the discrete logistic equation. Chapter 2 moves on to higher order linear equations and briefly treats the difference calculus (for an in—depth treatment, see “Difference Equations: Theory and Applications. Second Edition” by Ronald E. Mickens, New York: Van Nostrand Reinhold, 1990). The subsequent chapters include systems of difference equations, stability theory, Z—transforms, control theory, oscillation theory, asymptotic behavior, and applications to continued fractions and orthogonal polynomials.

The chapters are composed of short sections, each of which ends with a nice selection of exercises. Answers to the odd—numbered problems appear in the back of the book. The core chapters include sections of applications to various fields such as population biology, economics, and physics. Several famous examples and topics are treated in the applications, including Gambler's Ruin, the Nicholson—Bailey host/parasitoid model, the heat equation, and Markov chains. Many discrete models are noninvertible, yet as many frustrated modelers know, most of the old standard treatments of linearization and the Stable Manifold Theorem., coming as they do from the context of sections of flows, require invertibility. Commendably, Elaydi avoids the needless assumption of invertibility in his stability theorems, and also in the Stable Manifold Theorem. However, invertibility is assumed in the Hartman—Grobman Theorem, where indeed it is necessary to establish conjugacy between the map and its linearization (see “An Introduction to Structured Population Dynamics”, CBMS—NSF Regional Conference Series in Applied Mathematics, Vol. 71, SIAM, Philadelphia, 1998 by J. M. Gushing, for an example of a noninvertible map for which the conjugacy fails. Readers may be interested to know that in this reference a weaker version of the Hartman—Grobman Theorem is proved that does not require invertibility but does establish the desired correspondence between types of hyperbolic equilibria in maps and their linearizations.)

This book is in Springer's Undergraduate Texts in Mathematics series and is indeed a very readable and appropriate text for advanced undergraduates or beginning graduate students. According to the author, the main prerequisites for such a course are calculus and linear algebra, with basic advanced calculus and complex analysis needed only for some topics in the later chapters. This is true; however in most situations the book would be best appreciated by students with a bit more mathematical maturity than is engendered by today's calculus and beginning linear algebra courses.Elaydi's book is a valuable reference for anyone who models discrete systems. It is so well written and well designed, and the content is so interesting to me, that I had a difficult time putting it down. I am pleased to own a copy for reference purposes, and am looking forward to using it to teach a senior topics course in difference equations.     

Bayesian Variable Selection via Particle Stochastic Search

We focus on Bayesian variable selection in regression models. One challenge is to search the huge model space adequately, while identifying high posterior probability regions. In the past decades, the main focus has been on the use of Markov chain Monte Carlo (MCMC) algorithms for these purposes. In this article, we propose a new computational approach based on sequential Monte Carlo (SMC), which we refer to as particle stochastic search (PSS). We illustrate PSS through applications to linear regression and probit models.     

Theoretical and fuzzy modelling of a pharmaceutical batch reactor

This paper deals with the development of a batch-reactor model with a theoretical and a locally affine fuzzy model. The batch reactor is used in the pharmaceutical industry for the production of drugs, where a rapid and precise temperature control is necessary. The model has to be built to include all the main features necessary for the purposes of modelling. The development of the model for the reactor is designed for further control development and simulation purposes, without doing any further experiments on the real process. In our case we use the model for simulating the reactor’s jacket temperature and the reactor’s core temperature. The theoretical model describes all the nonlinearities of the process of heating and cooling the content of the batch reactor. The main contribution of the theoretical model is in the modelling of the heat transfer between the reactor’s jacket and the reactor’s core, mainly caused by the change in the overall heat transfer, which also covers the main nonlinearity. Because of the complexity of the theoretical model a locally affine fuzzy model is also developed.