MATHEMATICAL M ODELLING TECHNIQUES Rutherford Aris DOVER BOOKS ON MATHEMATICS Theory of Linear Operators in Hilbert Space, N.I. Akheizer & I.M. Glazman. (67748-6) $10.95 Number Theory, George E. Andrews. (68252-8) $7.95 Mathematical Modelling Techniques, Rutherford Aris. (68131-9) $8.95 Modern Elementary Differential Equations, Richard Bellman & Kenneth L. Cooke. (68643-4) $8.95 Representation Theory of Finite Groups, Martin Burrow. (67487-8) $6.95 A History of Mathematical Notations, Florian Cajori. (67766-4) $19.95 Ars Magna, or The Rules of Algebra, Girolamo Cardano. (67811-3) $8.95 Elementary Theory of Analytic Functions of One or Several Complex Variables, Henri Cartan. (68543-8) $8.95 Introduction to the Construction of Class Fields, Harvey Cohn. (68346-X) $7.95 A History of Vector Analysis, Michael J. Crowe. (67910-1) $7.95 Abstract Algebra, W.E. Deskins. (68888-7) $15.95 Advanced Calculus of Several Variables, C.H. Edwards, Jr. (68336-2) $13.95 Functional Analysis, R.E. Edwards. (68143-2) $19.95 Partial Differential Equations for Scientists and Engineers, Stanley J. Farlow. (67620-X) $12.95 Introduction to Probability, John E. Freund. (67549-1) $7.95 Variational Methods for Eigenvalue Problems, S.H. Gould. (68712-0) $7.95 Partial Differential Equations of Mathematical Physics and Integral Equations, Ronald B. Guenther & John W. Lee. (68889-5) $17.95 A Combinatorial Introduction to Topology, Michael Henle. (67966-7) $9.95 Character Theory of Finite Groups, I. Martin Isaacs. (68014-2) $8.95 Analysis of Numerical Methods, Eugene Isaacson & Robert Bishop Keller. (68029-0) $14.95 Topology, Donald W. Kahn. (68609-4) $7.95 Introduction to Statistical Inference, E.S. Keeping. (68502-0) $15.95 The Ancient Tradition of Geometric Problems, Wilbur Richard Knorr. (67532-7) $12.95 Fundamentals of Number Theory, William J. LeVeque. (68906-9) $8.95 A Survey of Finite Mathematics, Marvin Marcus. (67553-X) $12.95 Mathematics for Operations Research, W.H. Marlow. (67723-0) $12.95 Applied Algebra and Functional Analysis, Anthony N. Michel & Charles J. Herget. (67598-X) $10.95 Matrdc-Geometric Solutions in Stochastic Models, Marcel F. Neuts. (68342-7) $9.95 An Introduction to Information Theory, Fazlollah M. Reza. (68210-2) $12.95 (continued on back flap) Mathematical Modelling Techniques Mathematical Modelling Techniques Rutherford Aris University of Minnesota DOVER PUBLICATIONS, INC. New York Acknowledgments The material on pages 193-269 of this Dover edition originally appeared in the following sources: —“Re, k and /tt: A Conversation on Some Aspects of Mathematical Modelling,“ Appl. Math. Modelling, Vol. 1 (1977), pp. 386-394. Reprinted with the permission of the publisher. —“The Jail of Shape,” Chem. Eng. Commun., Vol. 24 (1983), pp. 167-181. Copyright © 1983 by Gordon and Breach, Science Publishers, Inc. Reprinted with the permission of the publisher. —“The Mere Notion of a Model,” Mathematical Modelling, Vol. 1 (1980), pp. 1-12. Copyright © 1980 Pergamon Press Ltd. Reprinted with kind permission from Pergamon Press Ltd, Headington Hill Hall, Oxford 0X3 OBW, United Kingdom. —“Ut Simulacrum, Poesis,” New Literary History, Vol. 20 (1988-89), pp. 323-340. Reprinted with the permission of the publisher. —“Manners Makyth Modellers,” Chemical Engineering Science, Vol. 46, No. 7 (1991), pp. 1535-1544. Copyright © 1991 Pergamon Press pic. Reprinted with kind permission from Pergamon Press Ltd, Headington Hill Hall, Oxford OX3 OBW, United Kingdom. —“How to Get the Most Out of an Equation without Really Trying,” Chemical Engineering Education, Vol. 10 (1976), pp. 114-124. Reprinted with the permission of the publisher. Copyright Copyright © 1978, 1994 by Rutherford Aris. All rights reserved under Pan American and International Copyright Conventions. Published in Canada by General Publishing Company, Ltd., 30 Lesmill Road, Don Mills, Toronto, Ontario. Published in the United Kingdom by Constable and Company, Ltd., 3 The Lanchesters, 162-164 Fulham Palace Road, London W6 9ER. Bibliographical Note This Dover edition, first published in 1994, is an unabridged, slightly corrected republication of the work originally published by Pitman Publishing Limited, London, in 1978. The Dover edition has been expanded by the addition of six journal articles not included in the original edition. Library of Congress Cataloging-in-Publication Data Aris, Rutherford. Mathematical modelling techniques / Rutherford Aris. p. cm. Originally published: London : Pitman, 1978. “The Dover edition has been expanded by the addition of six journal articles not included in the original edition”—T.p. verso. Includes bibliographical references and indexes. ISBN 0-486-68131-9 (pbk.) 1. Mathematical models. I. Title. QA401.A68 1994 5 IP. 8—dc20 94-23196 CIP Manufactured in the United States of America Dover Publications, Inc., 31 East 2nd Street, Mineola, N.Y. 11501 ”yf%, 4> , f f t i H % % - Preface "Par ma foi! il y a plus de quarante ans que je dis de la prose sans que jfen susse rien, et je vous suis le plus oblige du monde de m1avoir appris cela." M. Jourdain in Moliere's "Le Bourgeois Gentilhomme" (Act. II Sc. IV) The original title under which these notes were written— "Notes toward the definition of the craft of mathematical modelling"— was somewhat long-winded and perhaps, by reason of its allusion, a shade pretentious. It had however the merit of greater precision and conveyed the tentative spirit in which these notes are put forward for the criticism of a larger public. The whole activity of mathematical modelling has blossomed forth into such a multitude of areas in the last few years (witness a 1st International Conference with 2646 pages of Proceedings [199]) that there is indeed a need to define it in the sense of seeking out its boundary and exploring its interior as well as of discovering its structure and essential nature. The time is not yet ripe for a magisterial survey, which would in any case demand an abler pen than mine, but I believe it can be approached from the angle of craftsmanship. It is a commonplace in educational circles that it is comparatively easy to teach the method of solution of a standard mathematical equations, but much harder to communicate the ability to formulate the equations adequately and economi cally. With the notable exception of Lin and Segelfs [223], and Haberman's book [213] and the papers of Hammersley [80,81,82] few publications pay much x Mathematical Modelling Techniques attention to the little things that the experienced mathematical modeller does, almost by instinct. It would therefore seem to be worthwhile to try and set down some of these notions in the interests of the craft and with the hope that it will stimulate further discussion and development. There is manifestly a danger here, for it may be only the MM. Jourdains who will be vastly excited to learn that they have been talking prose all their lives. Nevertheless I hope that some of my peers and betters will find the subject worthy of their attention. Later iterations of this effort will demand a wealth of examples drawn from all branches of the physical and social sciences. In this first attempt I have chosen three physical examples to serve the illustration of many points. These examples— the packed bed, the chromatographic column and the stirred tank— are given in detail in the appendices. They are in some sense fold-out maps to the text though they cannot be presented as such. (Each has its own nomenclature which is listed at the end of its discussion; the nomenclature for other examples is introduced in situ.) These examples and those introduced at various points of the text are often connected with the mathematical theory of chemical reactors. I make no apology for this; the field is a rich one that has stimulated some of the work of the best applied mathematicians who have used a reactor like a stalking-horse under cover of which to shoot their wit. Its problems are challenging, yet from the modelling point of view they do not demand any great knowledge of chemistry or of engineering and so are accessible to all. Many of the notions I have advanced here and the order I have tried to impose on the subject are quite tentative and I shall appreciate any comments and criticism. I have already benefitted from interaction with colleagues, both faculty and students, at Caltech and it is one of the virtues of
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