BIG IDEAS IN CORE MATHEMATICS MEI CONFERENCE, JULY 2010 PYTHOGORAS’ THEOREM The following is based on an article by Colin Wright (http://www.solipsys.co.uk/cgibin/sews.py) called “How High the Moon”, I think it is so good that it should be popularised. Colin‟s work covers other applications too. Suppose the Earth is a sphere and we have a mountain of height h at the point A. From the top of the mountain you can see to the point B. This is the horizon as you see it. How far away is B? (Assuming no obstacles or other such annoyances.) Pythagoras tells us that: The radius of the Earth is roughly 6000km and h will be much smaller than this, in fact, let‟s take h to be 5m, then h2=25 is insignificant compared to the other terms. So The radius of the Earth is approximately 6000km and h is 0.005km, so we get So when you are 5 metres in the air the horizon is 8km away. Why did we choose h to be 5m? 1 BIG IDEAS IN CORE MATHEMATICS MEI CONFERENCE, JULY 2010 Well suppose we are at point B now and we fire a projectile at the top of the 5m tall hill (assuming no air resistance and so on). We know that the acceleration due to gravity is approximately 10ms-2. Now if we first the projectile so that it travels from B to A in 1 second the “suvat” equation (s=ut+1/2at2) shows us that the projectile will have fallen 5 meters. To put this another way, firing the projectile from B will result in it being at A after 1 second: so it has fallen with the curvature of the Earth, it is in orbit. This means the orbital velocity is 8km/s. OTHER IMPLICATIONS This method also shows that V2=aR, i.e. the equation for velocity for circular motion (no, awkward derivation) This also extends to compute the distance of the Earth to the Moon. For details see Colin‟s article. PRACTICAL USES OF RECURRENCE RELATIONS We are going to analyse some models of disease transmission. These will be simple models with some significant simplifications; nevertheless we can still derive meaningful results from them. We assume that everyone in the population is either susceptible to a disease (S) or infected (I). We want to monitor how S and I change over time. In certain circumstances it is useful to consider the absolute number of people who are S or I, for example, S=400 and I=504. In other cases it is useful to consider only the percentage of the total population that is S or I. We want to describe how population sizes change with time t so we let St and It denote the number of people susceptible and infected at time t respectively. The total population will be Nt. In the SIS model people move from being susceptible S to being infected I when a susceptible person comes into contact with an infected person and the infection is passed on. For different diseases the mechanism that results in an infection varies. The flow is summarised in the following so-called black-box model. That is, we only specify the relationship between the components of the model, not the specifics of these relationships. 2 BIG IDEAS IN CORE MATHEMATICS MEI CONFERENCE, JULY 2010 SUSCEPTIBLES INFECTED Before we expand our black-box model into a mathematical model, we state a number of assumptions. Assumption 1 We assume that Nt=N that is the population is constant. For a large number of diseases this is a valid. Assumption 2 All the people in the population are the same people from period to period. We consider proportions of the population rather than the absolute values. So we consider st St I and it t Nt Nt So st represent the proportion of susceptibles in the population and it represents the proportion of infected individuals in the populations. that represents the proportion of the population that recovers from the disease in each time period. Thus I t is the number infected We introduce a parameter individuals recovering each time period. If I t are the number of contacts which can lead to a possible infection then only those between infected individuals and susceptible individuals will lead to a new infection. Given that st is the proportional of the population that is susceptible we find that st I t new infections occur each time period. 3 BIG IDEAS IN CORE MATHEMATICS MEI CONFERENCE, JULY 2010 αγstIt SUSCEPTIBLES INFECTED κIt The new model is now: I t 1 I t I t st I t S t 1 S t I t st I t Notice that the change in the susceptible group equals the change in the infected group, so the population is constant. If we divide these equations through by Nt then we get equations only involving the proportion of the population. it 1 it it st it st 1 st it st it We can use Excel to model these equations for different values of the parameters and different initial conditions. Simulations Since features only as a combined value we shall write . Further more, since st+it=1 we can simplify the computation implementation by writing the system as it 1 it it (1 it )it st 1 1 it 1 To keep our analysis simple we suppose that 1 ; this does not affect they type of behaviour it is simply a rescaling of parameter values and allows us to concentrate on observing behaviour rather than the specifics of the actual parameters. INVESTIGATIONS 1. To start put 1.5 and use Excel to implement the model and plot a chart. 4 BIG IDEAS IN CORE MATHEMATICS MEI CONFERENCE, JULY 2010 2. Slowly increase the value of until you reach the value 4. What do you notice? OUTCOMES 1) As we can see the simulation shows convergence to the predicted steady-state. We now examine how the model behaves as we change . 2) When 2 we see convergence to a single common steady-state where the population is an exact 50/50 split between infected and susceptible individuals. 1 0.9 0.8 0.7 0.6 I_t 0.5 S_t 0.4 0.3 0.2 0.1 0 0 5 10 15 20 25 30 35 When 2.5 we see convergence again, but this time there appears to be small oscillations before convergence settles in. 1 0.9 0.8 0.7 0.6 I_t 0.5 S_t 0.4 0.3 0.2 0.1 0 0 5 10 15 20 5 25 30 35 BIG IDEAS IN CORE MATHEMATICS MEI CONFERENCE, JULY 2010 In the next series of charts we change to the following values respectively 3.0,3.21,3.3,3.5,4 . 1 1 0.9 0.9 0.8 0.8 0.7 0.7 0.6 0.6 I_t 0.5 I_t 0.5 S_t 0.4 0.4 0.3 0.3 0.2 0.2 0.1 0.1 0 S_t 0 0 5 10 15 20 25 30 1 1 0.9 0.9 0.8 0.8 0.7 0.7 0.6 35 0 5 10 15 20 25 30 35 0.6 I_t 0.5 S_t I_t 0.5 0.4 0.4 0.3 0.3 0.2 0.2 S_t 0.1 0.1 0 0 0 5 10 15 20 25 30 0 35 5 10 15 20 25 30 35 1.2 1 0.8 0.6 I_t S_t 0.4 0.2 0 0 5 10 15 20 25 30 35 -0.2 This is an example of a period-doubling bifurcation and eventually leads to chaos. FURTHER INVESTIGATIONS What values of the parameters give a steady-value? What values give oscillations with period 2, 4, 8, 16? It is possible to find oscillations with period 3, but the range of values is small. 6 BIG IDEAS IN CORE MATHEMATICS MEI CONFERENCE, JULY 2010 The “x-axis” here represents the value of and you can see how as is increased we get a period 2 state, then 4 then 8 and so on. There is a small region where you can observe a period 3 oscillation. OTHER QUESTIONS 1. The model gives steady states, where the size of the population in each compartment does not change. (A steady-state is not where individuals cease to be infected, it simply means the numbers in each compartment remain constant because the flows between them are equal.) How do you find the steady states? Do your values agree with the simulations? What is happening to the steadystates when the simulations become periodic? 2. Can you determine conditions on the parameters to control an epidemic? For more information on this type of equation see: http://mathworld.wolfram.com/LogisticMap.html PROJECT IDEAS 1. This type of compartment model can be adapted to other situations. The SIR model adds a third compartment. This compartment represents the “removed” (or recovered) class. How would the model look and behave in this case? (This is the so-called S-I-R model) 2. The S-E-I-R model introduces an exposed class, what happens in this case? 3. How do you introduce birth-death rates into the model? All these situations are classic examples of mathematics modelling biological situations and have far reaching implications which we don‟t have time to investigate. 7 BIG IDEAS IN CORE MATHEMATICS MEI CONFERENCE, JULY 2010 BROKEN PHOTOCOPIER (RECUSION AGAIN) The recursive photocopier does not work like a normal photocopier; it only copies certain „blocks‟ from the original document. It has several settings: Setting 1 Any rectangle like this: Example: will be copied to an identical rectangle. would become as everything would remain unchanged.This setting is a little dull so we will look at the more „exciting‟ settings. Setting 2 Any rectangle like this: will be copied to Complete this set of photocopies. Each time, the copy is fed back into the photocopier. What could you start with that would be unchanged by repeated copying? 8 BIG IDEAS IN CORE MATHEMATICS MEI CONFERENCE, JULY 2010 Setting 3 Any rectangle like this: will be copied to Complete this set of photocopies. Each time, the copy is fed back into the photocopier. What could you start with that would be unchanged by repeated copying? 9 BIG IDEAS IN CORE MATHEMATICS MEI CONFERENCE, JULY 2010 LANGTON’S ANT (RECUSION AGAIN) We‟re going to start with a very simply universe. It consists of an infinite grid of white squares. This universe has one occupant, an Ant. The ant is facing up on the page: The ant obeys some very simple rules in its life (different people have the ant facing in different directions, and have left where we have right, it doesn‟t matter): Move forward. Look at the colour of the square you are standing on. If it black turn right by 90 degrees (clockwise) and if it white turn left by 90 degrees (anticlockwise). Change the colour of the square you are standing on (if the square is black change it to white and if it is white change it to black). Repeat until dead (go to 1). Can you work out what the ant will do? 10 BIG IDEAS IN CORE MATHEMATICS MEI CONFERENCE, JULY 2010 It would take a significant amount of time to simulate 10,000 moves of this ant. We can get computers to help us simulate this universe: See for example: http://www.annanardella.it/ant.html http://www.math.umd.edu/~wphooper/ant/ http://www.tiac.net/~sw/LangtonsAnt/LangtonsAnt.html Running the ant simulation seems to produce totally random behaviour. On a few occasions you get some symmetrical results (after 386 steps) With these simulations people noticed that after approximately 10,000 steps the ant did something very strange, it makes a highway, which consists of 104 repeated steps: 11 BIG IDEAS IN CORE MATHEMATICS MEI CONFERENCE, JULY 2010 No-one in the world has yet been able to explain why the ant‟s rules lead to this highway. In fact, you don‟t have to start with an all white grid; it is suspected that any starting grid of white and black squares will eventually lead to the highway. The most anyone knows is that the ant is eventually very far from its starting point! CONWAY’S GAME OF LIFE (RECUSION ONCE MORE) How to play The game is played on an infinite, two-dimensional grid of squares. Each square (cell) on the grid is either occupied (live) or unoccupied (dead). An initial pattern of live and dead cells is set up. Rules for births and deaths A live cell with fewer than 2 neighbours dies (from loneliness). A live cell with more than 3 neighbours dies (from overcrowding). Any dead cell with exactly 3 live neighbours comes to life. Births and deaths occur at the same instant before moving on to the next round. initial stage 1 stage 2 12 stage 3 stage 4 BIG IDEAS IN CORE MATHEMATICS MEI CONFERENCE, JULY 2010 Langton‟s Ant and Conway‟s Game of Life are both great examples of the problems mathematicians meet when they try to understand recursive processes (algorithms). Conway‟s Game of Life is equivalent to a universal Turing machine. Berlekamp, E. R.; Conway, John Horton; Guy, R.K. (2001 2004), Winning Ways for your Mathematical Plays (2nd ed.), A K Peters Ltd, 13 BIG IDEAS IN CORE MATHEMATICS MEI CONFERENCE, JULY 2010 BINOMIAL THEOREM A quick puzzle: How many ways are there from A to B going only “right” and “down”? A B SOLUTION A 1 1 1 1 1 2 3 4 5 1 3 6 10 15 1 4 10 20 35 1 5 15 35 70 14 =B BIG IDEAS IN CORE MATHEMATICS MEI CONFERENCE, JULY 2010 A new puzzle: How many odd numbers are there on the 65th (or indeed any) row of Pascal‟s triangle? Colouring gives: More colouring gives: 15 BIG IDEAS IN CORE MATHEMATICS MEI CONFERENCE, JULY 2010 Eventually we get: Practical applications of the theory of fractals include film productions: See, for example, Terragen: http://www.planetside.co.uk/ Other interesting properties of Pascal’s triangle: http://mathworld.wolfram.com/PascalsTriangle.html 16 BIG IDEAS IN CORE MATHEMATICS MEI CONFERENCE, JULY 2010 DIFFERENTIAL EQUATIONS AND CATASTROPHE In Core 4 students need to formulate and solve differential equations. A typical example could be population growth: We consider a single species which at time t has population N(t). The rate of change of the population dN/dt is determined by several factors, in this initial model we shall assume: To simplify the situation further we shall assume there is no migration and that births and deaths are proportional to the population size. Our initial model then takes the form The solution is N(t)=N0e(b-d)t. The constants b and d are the birth and death rates respectively. The term N0 represents the initial population. The world‟s population has shown roughly exponential growth: There are certain processes that limit a population's growth; competition for resources and geographical considerations. In 1836 Verhulst proposed the following adjustment Here r and K are constants. The constant K is called the carrying capacity. Good students should be able to show the solution to this equation is (using partial fractions): Questions to ask: 1. What happens in the long term? 2. What happens in the long term if N0<K? 3. What happens in the long term if N0>K? Given the solution we can determine the long term behaviour of N(t): 17 BIG IDEAS IN CORE MATHEMATICS MEI CONFERENCE, JULY 2010 Looking at If N0<K, then dN/dt>0, so N(t) increases to K. Conversely if N0>K, then dN/dt<0, so N(t) decreases to K. Question to ask: How important was the explicit solution in this analysis? Not important at all! The answers to parts 2 and 3 do not use the solution at all! What about question 1? A steady-state of a differential equation is a solution to dN/dt=0. So So N=0 or N=K. We can derive significant information from a differential equation, without solving it! For a more dramatic illustration consider the following model for population growth with predation is given by (Spruce-Budworm model): QUESTIONS TO ASK? Can you find N(t) in terms of t (and the constants r and K)? This model, like almost every other practical model used today, has no closed form solution. (Or at least not one that is of any practical use.) We can still derive considerable information without solving the equation. STEADY-STATES We need to solve: Either we try to solve a cubic equation or we examine: 18 BIG IDEAS IN CORE MATHEMATICS MEI CONFERENCE, JULY 2010 One solution is N=0 and the others are given by So the solutions are the intersections of a straight line (the left-hand side) and a curve (righthand side). So we have either one, two or three solutions: so one, two or three steady-states. (Geogebra is very useful for illustrating these features.) FURTHER INVESTIGATION Fix q = 6.9. When r = 0.4 there is one steady-state, which we call u1. We now increase the value of r. When r is 0.55 we have three steady states u1 < u2 < u3. Since u1 is stable the system remains at the state u1. If we continue to increase r to 0.6 then we find the steady states u1 and u2 have vanished leaving only the larger state u3 which is stable. So the population jumps from the low-level u1 state to the high level u3 state. We now run this process in reverse. We start with r = 0.6 and q = 6.9. The system will be at the stable u3 value. We decrease the value of r and yet again we see the emergence of three steady-states. However, since the system is at the state u3 and this state is stable, it will remain there. We continue to decrease r and it isn't until the only steady-state is u1 that the population jumps back to the low-level state: this phenomenon is called a hysteresis effect. It is important to note that even though the parameters are changed in a continuous manner the system “jumps” discontinuously from one state to another. This is an example of a (mathematical) catastrophe which is modelled with the surface: 19 BIG IDEAS IN CORE MATHEMATICS MEI CONFERENCE, JULY 2010 In the case illustrated above we start at point A move along the surface to reach B, where there are now two solutions. As we move from B to C there are three solutions, but since we started on the bottom sheet of the fold we remain there (since this point is stable). When we reach C the number of solutions drops to one. In particular, our current state ceases to exist, so we jump to the upper sheet. So a small change in the parameters causes a sudden and dramatic change in behaviour. In this case we have a population explosion! In reverse, we start at D: the large population state. From D we move to C, there are now two solutions, but we remain on the upper sheet of the fold since the system is stable. As we move from C to B we see there are three solutions, but we remain on the upper sheet since the system is stable. The key observation is that we have reduced the parameter below the level that caused the population explosion without causing a population crash. It is not until we reach B that the population will crash to its lower level again. The hysteresis effect is very important in a number of different situations like stock markets, crowd behaviour, riots, markets, and even the study of diseases. The key point is that once the situation has jumped from one state to another, it requires great effort (and often cost) to under this effect. In certain circumstance, it is actually impossible to undo the effect! Catastrophe theory: http://en.wikipedia.org/wiki/Catastrophe_theory Zeeman catastrophe machine (a classic demonstration in mechanics): http://www.math.sunysb.edu/~tony/whatsnew/column/catastrophe-0600/cusp4.html http://lagrange.physics.drexel.edu/flash/zcm/ 20 BIG IDEAS IN CORE MATHEMATICS MEI CONFERENCE, JULY 2010 APPENDIX (DIFFERENCE EQUATIONS IN EXCEL) Consider the system it 1 (1 it )it st 1 1 it 1 Procedure (For Excel 2003) Follow the following instructions to set-up your spreadsheet: 1. 2. 3. 4. 5. 6. In cell B1 enter the text “Kappa”. In cell D1 enter the text “Beta” and in cell F1 enter the text “kappa/beta”. Cells C1 will contain the numerical value of kappa, cell E1 the numerical value of beta used in your simulations. In cell G1 enter the formula “=C1/E1”. In cell A3 enter the text “t”, in cell B3 enter the text “I_t” and in cell C3 enter the text “S_t”. Enter the numerical value 0 into cell A4. Cell B4 contains the initial numerical value for the infectives and cell C4 contains the initial number of susceptibles. Since we have a constant population size we have st=1-it. So we can enter the formula “=1-B4” into cell C4. If you choose the following values 1; 4, it 0.1 then your spreadsheet with the formula showing will be: We now need to work out the values of it and st for a number of values of t. We do this as follows: 7. In cell A5 enter the formula “=A4+1” this increases the time step by one. 8. In cell B5 enter the formula “=$E$1*(1-B4)*B4” this if the formula for it+1 written for Excel. (The $ sign ensure that when we copy the formula we continue to refer to the value of beta given in cell E1. Technically one $ sign is not required.) 9. In cell C5 enter the formula “=1-B5” At this point we should have the following formulae in Excel 21 BIG IDEAS IN CORE MATHEMATICS MEI CONFERENCE, JULY 2010 We are now in a position to simulate the number of infected and susceptibles for any required time period. 10. Select cells A5 to C5. Then click with the mouse on the small square on the bottom right of the black square your selection has created. 11. Pull the black square down to copy the formulae and generate a time series of simulations. 12. You now have a set of data that you can plot using Excel‟s graph function. Select (in this case) cells as shown below and click on the chart wizard. 22 BIG IDEAS IN CORE MATHEMATICS MEI CONFERENCE, JULY 2010 13. Select XY (Scatter) and select the Chart sub-type that scatters the data points connected by lines without markers. Select “Finish”, this will plot the values of it and st against time t. 23