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org/terms-privacy

Mathematical Models
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9
Mathematical Models
Mechanica) Vibrations, Population Dynamics,
and Traffic Flow
An Introduction to Applied Mathematics
b d
Richard Haberman
Department of Mathematics
Southern Methodist University
Dallas, Texas

Society for Industrial and Applied Mathematics

Philadelphia
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Books in the Classics in Applied Mathematics series are monographs and textbooks declared out
of print by their original publishers, though they are of continued importance and interest to the
mathematical community. SIAM publishes this series to ensure that the information presented in
these texts is not lost to today's students and researchers.

Editor-in-Chief
Robert E. O'Malley, Jr., University of Washington

Editorial Board
John Boyd, University of Michigan
Leah Edelstein-Keshet, University of British Columbia
William G. Faris, University of Arizona
Nicholas J. Higham, University of Manchester
Peter Hoff, University of Washington
Mark Kot, University of Washington
Hilary Ockendon, University of Oxford
Peter Olver, University of Minnesota
Philip Protter, Cornell University
Gerhard Wanner, L'Université de Genève

Classics in Applied Mathematics

C. C. Lin and L. A. Segel, Mathematics Applied to Deterministic Problems in the Natural Sciences
Johan G. F. Belinfante and Bernard Kolman, A Survey of Lie Groups and Lie Alge bras with Applications
and Computational Methods
James M. Ortega, Numerical Analysis: A Second Course
Anthony V. Fiacco and Garth P. McCormick, Nonlinear Programming: Sequential Unconstrained
Minimization Techniques
E. H. Clarke, Optimization and Nonsmooth Analysis
George F. Carrier and Carl E. Pearson, Ordinary Differential Equations
Leo Breiman, Probability
R. Bellman and G. M. Wing, An Introduction to Invariant Inbedding
Abraham Berman and Robert J. Plemmons, Nonnegative Matrices in the Mathematical Sciences
Olvi L. Mangasarian, Nonlinear Programming
*Carl Friedrich Gauss, Theory of the Combination of Observations Least Subject to Errors: Part One,
Part Two, Supplement. Translated by G. W. Stewart
Richard Bellman, Introduction to Matrix Analysis
U. M. Ascher, R. M. M. Mattheij, and R. D. Russell, Numerical Solution of Boundary Value Problems
for Ordinary Differential Equations
K. E. Brenan, S. L. Campbell, and L. R. Petzold, Numerical Solution of Initial-Value Problems
in Differential-Algebraic Equations
Charles L. Lawson and Richard J. Hanson, Solving Least Squares Problems
J. E. Dennis, Jr. and Robert B. Schnabel, Numerical Methods for Unconstrained Optimization and
Nonlinear Equations
Richard E. Barlow and Frank Proschan, Mathematical Theory of Reliability
Cornelius Lanczos, Linear Differential Operators
Richard Bellman, Introduction to Matrix Analysis, Second Edition

*First time in print.

m
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Classics in Applied Mathematics (continued)

Beresford N. Parlett, The Symmetric Eigenvalue Problem

Richard Haberman, Mathematical Models: Mechanical Vibrations, Population Dynamics, and Traffic Flow
Peter W. M. John, Statistical Design and Analysis of Experiments
Tamer Basar and Geert Jan Olsder, Dynamic Noncooperative Game Theory, Second Edition
Emanuel Parzen, Stochastic Processes
Petar Kokotovie, Hassan K. Khalil, and John O'Reilly, Singular Perturbation Methods in Control: Analysis
and Design
Jean Dickinson Gibbons, Ingram Olkin, and Milton Sobel, Selecting and Ordering Populations: A New
Statistical Methodology
James A. Murdock, Perturbations: Theory and Methods
Ivar Ekeland and Roger Témam, Convex Analysis and Variational Problems
Ivar Stakgold, Boundary Value Problems of Mathematical Physics, Volumes I and II
J. M. Ortega and W. C. Rheinboldt, Iterative Solution of Nonlinear Equations in Several Variables
David Kinderlehrer and Guido Stampacchia, An Introduction to Variational Inequalities and Their Applications
E. Natterer, The Mathematics of Computerized Tomography
Avinash C. Kak and Malcolm Slaney, Principles of Computerized Tomographic Imaging
R. Wong, Asymptotic Approximations of Integrals
O. Axelsson and V. A. Barker, Finite Element Solution of Boundary Value Problems: Theory and Computation
David R. Brillinger, Time Series: Data Analysis and Theory
Joel N. Franklin, Methods of Mathematical Economics: Linear and Nonlinear Programming, Fixed-Point Theorems
Philip Hartman, Ordinary Differential Equations, Second Edition
Michael D. Intriligator, Mathematical Optimization and Economic Theory
Philippe G. Ciarlet, The Finite Element Method for Elliptic Problems
Jane K. Cullum and Ralph A. Willoughby, Lanczos Algorithms for Large Symmetric Eigenvalue
Computations, Vol. I: Theory
M. Vidyasagar, Nonlinear Systems Analysis, Second Edition
Robert Mattheij and Jaap Molenaar, Ordinary Differential Equations in Theory and Practice
Shanti S. Gupta and S. Panchapakesan, Multiple Decision Procedures: Theory and Methodology of Selecting
and Ranking Populations
Eugene L. Allgower and Kurt Georg, Introduction to Numerical Continuation Methods
Leah Edelstein-Keshet, Mathematical Models in Biology
Heinz-Otto Kreiss and Jens Lorenz, Initial-Boundary Value Problems and the Navier-Stokes Equations
J. L. Hodges, Jr. and E. L. Lehmann, Basic Concepts of Probability and Statistics, Second Edition
George E Carrier, Max Krook, and Carl E. Pearson, Functions of a Complex Variable: Theory and Technique
Friedrich Pukelsheim, Optimal Design of Experiments
lsrael Gohberg, Peter Lancaster, and Leiba Rodman, Invariant Subspaces of Matrices with Applications
Lee A. Segel with G. H. Handelman, Mathematics Applied to Continuum Mechanics
Rajendra Bhatia, Perturbation Bounds for Matrix Eigenvalues

19
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Copyright © 1998 by the Society for Industrial and Applied Mathematics

This SIAM edition is an unabridged republication of the work first published
by Prentice—Hall, Inc., Englewood Cliffs, New Jersey, 1977.
109876
All rights reserved. Printed in the United States of America. No part of this
book may be reproduced, stored, or transmitted in any manner without the
written permission of the publisher. For information, write to the Society for
Industrial and Applied Mathematics, 3600 Market Street, 6th Floor,
Philadelphia, PA 19104-2688 USA.
Library of Congress Catalog Card Number: 97.62401
ISBN 978-0-898741-08-1

is a registered trademark.
vi
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Contents
(Starred sections may be
omitted without loss of continuity)

FOREWORD xi
PREFACE TO THE CLASSICS EDITION xiii
PREFACE xv

Part 1: Mechanical Vibrations ........................................ 1

1. Introduction to Mathematical Models in the Physical Sciences ......................... 3
2. Newton's Law ......................................................................................................................... 4
3. Newton's Law as Applied to a Spring-Macs System ....................66
4. Gravity ...................................................................................................................................... 9
5. Oscillation of a Spring-Mass System ....................12 12
6. Dimensions and Units ...................................................................................................... 16
7. Qualitative and Quantitative Behavior of a Spring-Macs System .................18
8. Initial Value Problem ....................................................................................................... 20
9. A Two-Mass Oscillator .................................................................................................... 23 "
10. Friction ................................................................................................................................... 29
11. Oscillations of a Damped System ................................................................................ 33
12.Underdamped Oscillations ............................................................................................... 34
13. Overdamped and Critically Damped Oscillations ................................................ 40
14. A Pendulum ......................................................................................................................... 42
15. How Small is Small? ......................................................................................................... 51

vii
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viii Contents

16. A Dimensionless Time Variable ................................................................................... 53 *

17. Nonlinear Frictionless Systems .................................................................................... 54
18. Linearized Stability Analysis of an Equilibrium Solution .................................. 56
19. Conservation of Energy .................................................................................................. 61
20. Energy Curves .................................................................................................................... 67
21. Phase Plane of a Linear Oscillator .............................................................................. 70
22. Phase Plane of a Nonlinear Pendulum ..................................................................... 76
23. Can a Pendulum Stop? ................................................................................................... 82
24. What Happens if a Pendulum is Pushed Too Hard? ......................................... 84
25. Period of a Nonlinear Pendulum ................................................................................ 87 "
26. Nonlinear Oscillations with Damping ..................................................................... 91
27. Equilibrium Positions and Linearized Stability ....................................................100
28. Nonlinear Pendulum with Damping .......................................................................104
29. Further Readings in Mechanical Vibrations .........................................................114

Part 2: Populations Dynamics —

Mathematical Ecology ................................................... 117
30. Introduction to Mathematical Models in Biology ...............................................119
31. Population Models ..........................................................................................................120
32. A Discrete One-Species Model ...................................................................................122
33. Constant Coefficient First-Order Difference Equations .................................129
34. Exponential Growth ......................................................................................................131
35. Discrete One-Species Models with an Age Distribution ..................................138
36 Stochastic Birth Processes ............................................................................................143
.

37. Density-Dependent Growth ........................................................................................151

38. Phase Plane Solution of the Logistic Equation ....................................................155
39. Explicit Solution of the Logistic Equation .............................................................159
40. Growth Models with Time Delays ...........................................................................162
41. Linear Constant Coefficient Difference Equations ............................................171
42. Destabilizing Influence of Delays ..............................................................................178
43. Introduction to Two-Species Models .......................................................................185
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Contents ix

44. Phase Plane, Equilibrium, and Linearization ........................................................187

45. System of Two Constant Coefficient First-Order
DifferentialEquations ...................................................................................................191
A. Method of Elimination ............................................................................................192
B.Systems Method (using Matrix Theory) ..........................................................193
46. Stability of Two-Species Equilibrium Populations ..............................................199
47. Phase Plane of Linear Systems ................................................................................... 203
A. General Remarks ....................................................................................................... 203
B. Saddle Points .............................................................................................................. 205
C. Nodes ............................................................................................................................. 212
D. Spirals ............................................................................................................................ 216
E Summary ....................................................................................................................... 223
.

48 Predator-Prey Models ..................................................................................................... 224

.

49. Derivation of the Lotka-Volterra Equations .........................................................225

50. Qualitative Solution of the Lotka-Volterra Equations .....................................228
51. Average Populations of Predators and Prey ......................................................... 242
52. Man's Influence on Predator-Prey Ecosystems ....................................................244
53. Limitations of the Lotka-Volterra Equation ..........................................................245
54. Two Competing Species ........................................................................................... 247
"

55. Further Reading in Mathematical Ecology ............................................................255

Part 3: Traffic Flow .................................................... 257

56. Introduction to Traffic Flow ......................................................................................259
57. Automobile Velocities and a Velocity Field ..........................................................260
58. Traffic Flow and Traffic Density ..............................................................................265
59. Flow Equals Density Times Velocity .......................................................................273
60. Conservation of the Number of Cars .....................................................................275
61. A Velocity-Density Relationship ...............................................................................282
62. Experimental Observations ....................................................................................... 286
63. Traffic Flow ..................................................................................................................... 289
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z Contents

64. Steady-State Car-Following Models ........................................................................ 293

65. Partial Differential Equations ................................................................................... 298
66. Linearization .................................................................................................................... 301
67. A Linear Partial Differential Equation ................................................................. 303
68. Traffic Density Waves ................................................................................................ 309
69. An Interpretation of Traffic Waves ...................................................................... 314
70. A Nearly Uniform Traffic Flow Example ........................................................... 315
71. Nonuniform Traffic — The Method of Characteristics .................................. 319
72. After a Traffic Light Turns Green ......................................................................... 323
73. A Linear-Velocity Density Relationship ............................................................... 331
74. An Example ..................................................................................................................... 339 "
75. Wave Propagation of Automobile Brake Lights ............................................... 344
76. Congestion Ahead ......................................................................................................... 345
77 . Discontinuous Traffic .................................................................................................. 347
78. Uniform Traffic Stopped By a Red Light ........................................................... 354
79. A Stationary Shock Wave ......................................................................................... 360
80. The Earliest Shock ........................................................................................................ 363
81. Validity of Linearization ............................................................................................. 370
82. Effect of a Red Light or an Accident .................................................................... 372
83. Exits and Entrances ...................................................................................................... 385 *
84. Constantly Entering Cars ........................................................................................... 387 *
85. A Highway Entrance .................................................................................................. 389 *
86 . Further Reading In Traffic Flow ............................................................................ 394

Index........................................................................................................................................... 395
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Foreword
Before courses in math modeling became de rigueur, Richard Haberman had already
demonstrated that mathematical techniques could be unusually effective in understanding
elementary mechanical vibrations, population dynamics, and traffic flow, as well as how
such intriguing applications could motivate the further study of nonlinear ordinary and
partial differential equations. Since this is the very kind of applied math SIAM
encourages, it is a special pleasure to welcome his classic Mathematical Models to a book
series that was initiated with the related classic by Lin and Segel. My students and 1 can
attest that this carefully crafted book is perfect for both self-study and classroom use.

Robert E. O' Malley, Jr.

Editor-in -Chief
Classics in Applied Mathematics
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Preface to the Classics Edition

Mathematics is a grand subject in the way it can be applied to various problems in science
and engineering. To use mathematics, one needs to understand the physical context.
Here problems in mechanical vibrations, population dynamics, and traffic flow are
developed from first principles.

In the independent presentations of mechanical vibrations and population dynamics,

nonlinear ordinary differential equations are analyzed by investigating equilibria
solutions and their linearized stability. The phase plane is introduced to discuss
nonlinear phenomena. Discrete models for population growth are also presented, and
when teaching in recent years 1 have supplemented the book with a discussion of
iterations of the logistic map and the period doubling route to chaos. Conservation of
cars is introduced to derive the nonlinear partial differential equations for the traffic
density. The method of characteristics is carefully developed for these nonlinear partial
differential equations and applied to various typical traffic situations. In the future, it
will be more common for highways to have sensors imbedded in the road and cameras
focused above. When developing strategies to deal with congested transportation
systems today, researchers debate the advantages of the continuum model of traffic
presented here, as opposed to direct numerical simulation of large numbers of
individually interacting cars.

Although it was written over 20 years ago, this book is still relevant. It is intended as
an introduction to applied mathematics, but can be used for undergraduate courses in
mathematical modeling or nonlinear dynamical systems or to supplement courses in
ordinary or partial differential equations. It is welf written and hence suitable for self-
study, reading, or group projects. The mathematical models and techniques developed
continue to be of fundamental interest and hence provide excellent background and
motivation to the reader for further studies.

Richard Haberman

xiii
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Preface
I believe the primary reason for studying mathematics lies in its applications. By
studying three diverse areas in which mathematics has been applied this text attempts
to u_troduce to the reader some of the fundamental concepts and techniques of applied
mathematics. In each area, relevant observations and experiments are discussed. In this
way a mathematical model is carefully formulated. The resulting mathematical problem
is solved, requiring at times the introduction of new mathematical methods. The
solution is then interpreted, and the validity of the mathematical model is questioned.
Often the mathematical model must be modified and the process of formulation,
solution, and interpretation continued. Thus we will be illustrating the relationships
between each area and the appropriate mathematics. Since one area at a time is
investigated in depth in this way, the reader has the opportunity to understand each
topic, not just the mathematical techniques.
Mechanical vibrations, population dynamics, and traffic flow are chosen areas to
investigate in an introduction to applied mathematics for similar reasons.
In each, the experiments and common observations necessary to formulate and
understand the mathematical models are relatively well known to the average reader.
We will not find it necessary to refer to exceedingly technical research results.
Furthermore these three topics were chosen for inclusion in this text because each serves
as an introduction to more specialized investigations. Here we attempt only to introduce
these various topics and leave the reader to pursue those of most interest. Mechanical
vibrations (more specifically the motion of spring-mass systems and pendulums) is
naturally followed by a study of other topics from physics; mathematical ecology
(involving the population growth of species interacting with their environment) is a
possible first topic in biomathematics; and traffic flow (investigating the fluctuations of
traffic density along a highway) introduces the reader in a simpler context to many
mathematical and physical concepts common in various areas of engineering, such as
heat transfer and fluid dynamics. In addition, it is hoped that the reader will find these
three topics as interesting as the author does.
A previous exposure to physics will aid the reader in the part on mechanical
vibrations, ?gut the text is readily accessible to those without this background. The topics
discussed supplement rather than substitute for an introductory physics course. The
material on population dynamics requires no background in biology; experimental
motivation is self-contained. Similarly, there is sufficient familiarity with traffic situations
to enable the reader to thoroughly understand the traffic models that are developed.

xv
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xvi Pre face

This text has been written with the assumption that the reader has had the
equivalent of the usual first two years of college mathematics (calculus and some
elementary ordinary differential equations). Many critical aspects of these
prerequisites are briefly reviewed. More specifically, a knowledge of calculus
including partial derivatives is required, but vector integral calculus (for example,
the divergence theorem) is never used (nor is it needed). Linear algebra and
probability are also not required (although they are briefly utilized in a few sections
which the reader may skip). Although some knowledge of differential equations is
required, it is mostly restricted to first- and second-order constant coefficient
equations. A background in more advanced techniques is not necessary, as they are
fully explained where needed.
Mathematically, the discussion of mechanical vibrations and population
dynamics proceed in similar ways. In both, emphasis is placed on the nonlinear
aspects of ordinary differential equations. The concepts of equilibrium solutions and
their stability are developed, considered by many to be one of the fundamental
unifying themes of applied mathematics. Phase plane methods are introduced and
linearization procedures are explained in both parts. On the other hand, the
mathematical models of traffic flow involve first-order (nonlinear) partial
differential equations, and hence are relatively independent of the previous
material. The method of characteristics is slowly and carefully explained, resulting
in the concept of traffic density wave propagation. Throughout, mathematical
techniques are developed, but equal emphasis is placed on the mathematical
formulation of the problem and the interpretation of the results.
1 believe, in order to learn mathematics, the reader must take an active part.
This is best accomplished by attempting a significant number of the included
exercises. Many more problems are included than are reasonable for the average
reader to do. The exercises have been designed such that their difficulty varies.
Almost all readers will probably find some too easy, while others are quite difficult.
Most are word problems, enabling the reader to consider the relationships between
the mathematics and the models.
Each major part is divided into many subsections. However, these sections are
not of equal length. Few correspond to as much as a single lecture. Usually more
than one (and occasionally, depending on the background of the reader, many) of
the sections can be covered in an amount of time equal to that of a single lecture. In
this way the bock has been designed to be substantially covered in one semester.
However, a longer treatment of these subjects will be beneficial for some.
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Pre face xvii

Furthermore, with material added by individual instructors, this text may be used as
the basis of a full years's introduction to applied mathematics. For others, a second
semester of applied mathematics could consist of, for example, the heat, wave and
Laplace's equation (and the mathematics of Fourier series as motivated by
separation of variables of these partial differential equations.
This text is a reflection of my own philosophy of applied mathematics.
However, anyone's philosophy is strongly influenced by one's exposure. For my own
education, the applied mathematics group at the Massachusetts Institute of
Technology must be sincerely thanked. Any credit for much of this book must be
shared with them in lome ill-defined way.
A course has been offered for a few years based on preliminary version of this
-

text. Student comments have been most helpful as have been the insights given to
me by Dr. Eugene Speer and Dr. Richard Falk who have co-taught the material with
me. Also I would like to express my appreciation to Dr. Mark Ablowitz for his
many thoughtful and useful suggestions.
For the opportunity and encouragement to develop an applied mathematics
course for which this text was written, 1 wish sincerely to thank Dr. Terry Butler.
Furthermore his interest in the needs of students reinforced my own attitudes and
resulted in this text.
Besides the usual gratitude to one's wife, my thanks to Liz for the thankless
task of helping in rewriting the many drafts. Having no interest or knowledge in
mathematics, this was an exceptionally difficult effort.
My appreciation to the typists of the manuscript (originally class notes),
especially Mrs. Annette Roselli whose accurate work was second only to her
patience with the numerous revisions.

RICHARD HABERMAN