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ISTUDY
Introduction to Modeling and Simulation
Introduction to Modeling and Simulation
A Systems Approach
Mark W. Spong
The University of Texas at Dallas
USA
This edition first published 2023
© 2023 John Wiley & Sons Ltd
All rights reserved. No part of this publication may be reproduced, stored in a retrieval system,
or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording or
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The right of Mark W. Spong to be identified as the author of this work has been asserted in
accordance with law.
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formats.
Contents
Preface xiii
About the Companion Website xvii
1 Introduction 1
1.1 Introduction 1
1.1.1 Systems Engineering 1
1.1.2 The Input/Output Viewpoint 2
1.1.3 Some Examples 2
1.2 Model Classification 5
1.2.1 Static and Dynamic Systems 5
1.2.2 Linear and Nonlinear Systems 5
1.2.3 Distributed-Parameter Systems 6
1.2.4 Hybrid and Discrete-Event Systems 6
1.2.5 Deterministic and Stochastic Systems 7
1.2.6 Large-Scale Systems 7
1.3 Simulation Languages 9
1.4 Outline of the Text 10
Problems 11
2 Second-Order Systems 15
2.1 Introduction 15
2.2 State-Space Representation 19
2.3 Trajectories and Phase Portraits 22
2.4 The Direction Field 27
2.5 Equilibria 30
2.6 Linear Systems 33
2.7 Linearization of Nonlinear Systems 41
2.8 Periodic Trajectories and Limit Cycles 45
viii Contents
3 System Fundamentals 61
3.1 Introduction 61
3.2 Existence and Uniqueness of Solution 61
3.3 The Matrix Exponential 64
3.4 The Jordan Canonical Form 67
3.5 Linearization 71
3.6 The Hartman–Grobman Theorem 72
3.7 Singular Perturbations 73
Problems 79
4 Compartmental Models 83
4.1 Introduction 83
4.2 Exponential Growth and Decay 84
4.3 The Logistic Equation 87
4.4 Models of Epidemics 88
4.5 Predator–Prey System 95
Problems 97
5 Stability 101
5.1 Introduction 101
5.2 Lyapunov Stability 102
5.3 Basin of Attraction 109
5.4 The Invariance Principle 110
5.5 Linear Systems and Linearization 113
Problems 116
8 Optimization 173
8.1 Introduction 173
8.2 Unconstrained Optimization 177
8.2.1 Iterative Search 179
8.2.2 Gradient Descent 180
8.2.3 Newton’s Method 184
8.3 Case Study: Numerical Inverse Kinematics 187
8.4 Constrained Optimization 191
8.4.1 Equality Constraints 191
8.4.2 Inequality Constraints 196
8.5 Convex Optimization 200
Problems 204
Index 407
xiii
Preface
Dr. Gray said he found more botany in a half day in the desert than in a
week in Egypt! A country cultivated for five thousand years had no weeds.
There were long walks and occasional excursions in Nubia into the desert
when the dahabeah was lying still.
TO CHARLES WRIGHT.
TO GEORGE ENGELMANN.
TO JOSEPH HOWLAND.
TO R. W. CHURCH.
TO A. DE CANDOLLE.
TO GENERAL HOWLAND.
TO R. W. CHURCH.
Kew,
October 6, 1869.
... A week ago Saturday Mrs. G. and I went down via Warwick to
Stratford-on-Avon, where we had never been, with Professor Flower,[82] to
visit his father and mother, whose house (almost always thronged by
Americans), a short mile out of Stratford, commands one of the most
charming and wholly English views (that of English landscape-painters).
On Monday morning Loring and the girls, who had passed the Sunday at
Warwick, drove down and took us up, and we saw the Shakespeare
memorials, even to Anne Hathaway’s cottage (all but myself, who studied
brewing instead), and back to “The Hill” for a lunch-dinner. Then they took
my wife and departed to pass night and next day at Warwick. At evening I
went by a direct train to Oxford to sleep, seeing first Professor Rolleston[83]
for a moment. And, breakfasting with him and his agreeable wife next
morning early (his windows command a lovely view), set about seeing all
the structures, etc., that have sprung up since the almost twenty years that
have passed: the Museum and its workings, the Ratcliffe turned into an
admirable reading-room, chapel of Exeter, also Balliol, new buildings of
Christ Church, etc. I did not fail to look in upon the quadrangle of Oriel,
also, to ask for Mr. Burgon, but he was in France. After lunch I took train,
and was in Kew soon after sunset. Since then I have been away one day and
one night, with Mr. Rivers of Orchard-house fame, at Sawbridgeworth,
Herts....
TO JOHN TORREY.
TO R. W. CHURCH.
TO CHARLES DARWIN.
TO GEORGE BENTHAM.
TO R. W. CHURCH.
TO A. DE CANDOLLE.
TO R. W. CHURCH.
Cambridge,
October 14, 1870.
My dear Friend: ... I have the hour of leisure and am in the mood for
writing this evening. The latter I may count on, but the former I cannot, in
these busy and rather distracting days.
On Tuesday evening last I heard Tom Hughes give a public lecture, the
only one he gives in America. He manfully stood up and turned the tables
upon us, by insisting that the Americans were wronging the British, by
blaming them when they ought to be praised for their general conduct
during the war of the Rebellion. His lecture was very able and pleasant; and
he seemed well pleased, as well he might be, at the reception of it. He, at
least, did excellent service in our behalf, in our times of trial.
The next evening I met him at the house of a colleague here in
Cambridge, and had a very pleasant talk with him. On telling him that I
came near to hearing him speak to the electors of Frome, and was prevented
only by the rainy day that made our walk to Longleat too late, he spoke of
you with much interest, and told me, what I did not know, that he was of
Oriel while you were tutor. He is very much pleased with his trip through
the country.
As to the Franco-German war, it is thus far a succession of wonders, and
now when a week passes, like the last, without any astounding event, one
feels dissatisfied. At first, the crowning and unexpected result, of judgment
overtaking Louis Napoleon here on the spot, was only to be rejoiced over.
And I think you in England must all be glad to see the vulgar Empire vanish
in a day, and in the collapse show how hollow and good for nothing it was
in what we supposed its strong side, military force and military ability. But
now, it is painful to see France reduced to such straits, and I long to see
peace made with as little weakening of France as may be. Only, if it goes
on, this chastening, and the effort it may induce France to make, may
regenerate her spirit. But, as you say, only the prophetic books of Scripture
furnish language in which to express one’s feelings and sentiments.
“And then this nation will I judge, saith the Lord”—sounds in your ears,
as these vast changes sweep on.
If I fail to enter wholly into your feelings as to Bismarck and Prussia,
here is Mrs. Gray, who has been anti-Prussian from the very first, and who
shares all your misgivings, and more. Now, I think it a pity, and a loss to the
world, that the German people should be broken up into jealous rival
kingdoms and little principalities, always liable to be played off against
each other by outlying nations. I think Germany as such ought to take its
place as a great Central European power. And yet a simple centralized
government is dangerous; at best could ill replace local governments. So I
hope for, and expect, a close confederation of German states, in a restored
and efficient German empire, the states of which will be as closely united as
those of our Federal Union, but yet sovereignties in all that relates to
internal concerns. I don’t despair of the Germans working out a fairly
successful constitutional parliamentary system, along with state
parliaments, etc., after their own fashion. And I fancy that a united
Germany will tend to peace in Europe, when one section can no more be
played off against another.
But what sort of a policy is this which Great Britain seems to have been
pursuing in weakening, and as if inclined to sever, her connections with her
principal colonies? Why not contrive some mode of uniting home and
colonial interests, giving the colonies imperial representation, or something
of the sort, or somehow be making sure that the men you will be wanting
one of these years shall be sturdily growing up on these virgin soils, where
crowding is out of the question, and who may feel as they grow up that they
are part and parcel of a strong empire. For myself, I can’t abide the idea of
the English nation ever coming to play any secondary part.
As for ourselves, I feel more and more what a good thing it is, and what
an economy in the long run, to have no neighbors, but the whole breadth of
country to ourselves, and to be so far away from Europe that we may look
with unconcern upon the rise or fall of states there, so far as they affect any
interests of ours. That does not prevent our being all alive to events in
Europe, however. The telegraph feeds our lively curiosity, day by day; but
what I write about to-day will have ceased to interest by the time it reaches
you: perhaps the strife all over there; devoutly do I wish it may be.
I see you have taken up “Anselm” again; and that, I presume, is the book
you are going to send me, and which I shall be pleased to see.
Yes, you must come over here; but when you do, please arrange for time
enough. When you cross the ocean, be sure to stay long enough to get your
money’s worth. If it be the summer after next, perhaps we may cross the
continent together, and see the parent of your Wellingtonia tree on the lawn,
and the rest of the grove, and visit the wondrous Yosemite Valley, as yet an
arduous journey from San Francisco, but it will soon be within easy reach.
I see that my writing is very bad, and will stop short.
Inclosed are seeds of the two passion-flowers which are so good for
showing the movements of tendril, both the coiling after being touched, and
revolution, etc. Sow in April in your little conservatory, or in hotbed, and
you may have good plants for your purpose in June. The tendrils show off
best under a temperature of 80° or 90° Fahr. P. acerifolia will give you
tendrils a foot long, when in full growth.
I note the uneasiness in England, and the rumors of difference in the
cabinet,—dangerous times for Gladstone’s ministry, but I do hope it will
last.
I suppose your church is all in order, and your cares over as to the
rebuilding....
TO JOHN TORREY.
November 4, 1870.
I have to-day a long letter from Bentham, which I would send to you, but
that it is full of Compositæ queries and statements, which I have soon to
attend to. What a worker he is, and what a good one!
At last accounts Decaisne and Brongniart were drilling. Rather old
sojers, I think! Cosson[87] had dispatched his wife and daughter and
granddaughter to England, and was communicating now and then by
balloon-post! Bentham very well, and working hard at Compositæ for
“Genera.” ...
I have an advanced class this year, and they come up here, and take up a
vast deal of my time. But it is enjoyable work, as they are the pick of a
dozen out of fifty or sixty of the preceding year.
March 28, 1871.
... I hope, with you, that the Domingo annexation will break down. But
Grant is working for Cuba too, and that is worse than the other; ignorant
blacks are better than Creole Spaniards to deal with.
TO R. W. CHURCH.
TO CHARLES DARWIN.
TO CHARLES WRIGHT.
Cambridge,
June 28, 1871.
... Well, I say the same as then, only I feel sad about the chance of the
“Flora of North America.” What is my bête noire, as I said before, is the
care of the Garden; and till I can get rid of that, by some complete
reorganization, which shall result in the Garden’s being much better seen to
than it has been,—better taken care of and better named up and
superintended,—I shall not be comfortable nor of much use in writing
“Flora of North America.”
I am going to try if I cannot find or make some sort of superintendent,
and pay him out of what I pay for rent of house, and have succeeded in
getting credited to Botanic Garden fund. This will leave me to pay for work
in the herbarium (which is the work you prefer) out of the only $800 a year
yielded by herbarium fund, which has first of all to pay for books, paper,
fuel, and freights,—in short, most of it, and some years all,—must come out
of my own pocket, until I can find somebody who will endow a curatorship.
Or else I must put this work in the herbarium on to my assistant, Farlow,
who, however, will have his hands full enough without it.
As to the way you are doing up Cuban botany, I do not find fault with it.
I think, with you, that you are doing about the best possible thing under the
circumstances. The only thing that you may justly complain of me for, I
think, is my sensitiveness and pooh-poohing new-species-making in
families where old species are yet all in a jumble, and where I have thought
that you could not yet tell what were new and what old. I dare say I have
been too impatient about it, and I see I have hurt your feelings somewhat,
which I am sorry for. I only meant, take time and pains to clear up the old
ones in the books, and get a better assurance, if you can, about the proposed
new ones. But, after all, it is wrong and foolish in me to worry myself, or
you, about them.
You will have more experience of the sort, in the working up of your San
Domingo collection. But if we can get time to refer doubtful cases to say
Oliver at Kew, and some one at Paris (where they have many old San
Domingo plants), I suppose you may get them pretty straight....
TO R. W. CHURCH.
... I beg to add, for your consideration and that of the corporation, a few
words of a personal character.
With the present academic year I shall have completed thirty years of
service in the professorial chair to which I was called in the spring of 1842.
The Garden, which had been under no professorial care for years, and
which has since had a long and hard struggle for existence, the
conservatories, the herbarium and its library, both steadily increasing, and
now the lecture-room, laboratory, etc., make up an establishment which has
grown by degrees into one which requires much time, care, and anxiety to
administer, and for which I have now done the main part of what could be
expected of me or any one man. The experience of the last and the present
year clearly shows me that the work of instruction, steadily increasing in its
demands under the present system, weighted more and more with the load
of administration, is more than I can carry on. I have some warnings,
besides, of the increase of years, which I ought to consider; and I
definitively propose to lay down, at the close of the present academic year,
as large a part of this load as I possibly can without serious prejudice to this
department and this establishment. I suppose that either the duties of
instruction or of administration, beyond that of the herbarium, must be
entirely surrendered. If I can be spared, and if what I could do for the
herbarium could be reckoned an equivalent for rent of the house I reside in,
I should crave to resign both the charge of the Garden and of the
professorship. There is reason to think that the time is at hand when changes
such as are here suggested may be propitiously made.
When I came here, in 1842, I was carrying on and publishing a most
important original work, the “Flora of North America.” I have worked on it
from time to time, but I never have been able to publish any more of it. And
now what was done has all to be done again, and carried if possible to a
completion; and there is no one else to do it if I do not. My educational
books, or most of them, require to be re-edited; and I fail to find time and
sufficient freedom of mind for the undertaking. If I could accomplish these
tasks, or a good part of them, I am of opinion that I should in consequence
be able (as is especially my desire) to do a great deal more for the university
and the permanent interest of this establishment than I can expect now to
do, as at present situated, even if it were possible or probable that I could so
continue for any length of time. I am,
Very respectfully and truly yours,
Asa Gray.
TO JOHN TORREY.
Cambridge,
January 4, 1872.
Dear Doctor,—I have a horrid cold, which makes me unwell.
I write a brief line, in response to yours of yesterday, mainly to say that I
fear I disagree with you about the reply to be made to Wilkes’s urgent
request to print the manuscript of the Oregon collection of Wilkes’
Expedition.
It was prepared to print long ago; is not your fault that it has been
delayed so long. The library committee have a right to print it, and might do
so without your corrections if you decline to make any. We want the plates,
which are now thrown away, and must be published. I would print in the
form of a naked list,—except where remarks and descriptions are still
wanted,—and to make all right and sure, and to relieve you, I, with
Watson’s kind help, will fix it all up for you and read the proofs once, and
so save you the worry. And I urgently request you to send this line to
Professor Henry, as embodying my opinion, and my offer of help.
I am sure that if the rest of my manuscript is called for, I shall turn it
over with satisfaction, though the same applies to it as to yours. And I
should either alter accordingly or add notes.
The rest of your letter I will respond to in due time.
But I feel concerned to have those Oregon plates out.
I think I have some right to, as I paid for one hundred of them; but that is
no matter. They are now neither published nor unpublished, which is a bad
state of things.
Dr. Gray had the manuscript prepared some years before for the second
volume of the “United States Exploring Expedition,” and notified the
library committee that he was ready for publishing. Meantime came the
war, and there was no money or thought for such things. When the country
was again quiet and prosperous, the library committee who had formerly
known and been interested in the work and its printing had passed away;
there was no one to care for it, and the manuscript was never called for.
TO CHARLES DARWIN.
Cambridge,
March 7, 1872.
Mr. Packard, one of our best entomologists, a most excellent and modest
man, has asked to be introduced to you, that he may pay his respects.
I shy or refuse such applications generally, saying you can rarely see
visitors or callers. But Packard is “fish to your net,” has his head crammed
with facts bearing on derivation, is a disciple of the Hyatt-Cope school, that
you may have heard of,—people who have got hold of what they call a law,
though I do not see that they contribute any vera causa at all.
If you will turn the world of science upside down, you must expect that
people will wish to see you....
May 31.
By the hand of an old correspondent of yours, and cousin of ours, Mr.
Brace, I send you a little book, which may amuse you, in seeing your own
science adapted to juvenile minds.[90] In some of those hours in which you
can do no better than read, or hear read, “trashy novels,” you might try this
instead. It will hardly rival “The Jumping Frog,” and the like specimens of
American literature which you first made known to us....
TO A. DE CANDOLLE.
TO JAMES D. DANA.
TO R. W. CHURCH.
TO CHARLES DARWIN.
TO C. W. ELIOT.