Mathematical Research and Modeling for the Army

David C. Arney, Joseph Myers

Introduction

Mathematical sciences have great impact on a wide range of Army needs. The
long-term goal of the Army’s mathematical research programs is to help the
Army develop enhanced capabilities for the 21st century in areas such as
materials, systems, testing, evaluation, acquisition, training, and logistics.
Mathematics plays an essential role in modeling systems, in analyzing and
controlling complex phenomena, and in designing and improving systems of
critical interest to the Army.

We discuss some of the Army interests that lend themselves to solution through
mathematical research developments and the mathematical topics involved in
such work. We especially note the role that modeling plays in this effort by
highlighting (through use of italics) sections where modeling is explicitly
mentioned and explained. This article is rewritten for the undergraduate
audience of this book from a booklet prepared by the Army Research Office [1].
Some of the higher-level mathematical subjects and scientific terminology
excerpted from [1] and mentioned in our discussion may be unfamiliar to
undergraduates. However, we hope all readers obtain a good view of the
magnitude, flavor, scope, and importance of mathematics in the Army.
Researchers interested in a more complete and technical review of Army
mathematics should refer to [1] and [2], specifically the sections in Chapter IV
(Technical Developments) and Chapter V (Basic Research).

Objectives and Components

With the advent of high performance computing, the mathematical sciences

have become an integral part of every scientific and engineering discipline.
Computing, in the form of simulations, now complements analysis and
experiments as part of a triad that is increasingly successful in understanding
physical, biological and behavioral phenomena. Computing and simulation have
become essential tools for the Army of the future. Development of intelligent
information processing makes possible the digitized battlefield. Real-time
acquisition, representation, synthesis, and distribution of vast amounts of
battlefield information are key ingredients of the digital battlefield. The USMA
Department of Mathematical Sciences is actively engaged in research,
consulting, and problem solving in the area of digitization of the battlefield.

The major technical objectives of the Army’s mathematical research programs

are to develop new mathematical theories, methods for modeling, analysis,
algorithms, design, and control of physical, biological, and cognitive processes,

1
and to make possible future intelligent systems through progress in information
processing.

The objective of the Army’s efforts in basic research is to provide a well-

equipped strategic force capable of decisive victory in conflicts in the Information
Age. Advances in the areas of Army interest depend, in part, on advances in a
number of mathematical disciplines. The six components of Army mathematical
research are:
Applied Analysis
Computational Mathematics
Probability and Statistics
Systems and Control
Discrete Mathematics
Intelligent Systems

Many Army systems have long development cycles: five-, ten- or twenty-year
horizons from conception to implementation. Accordingly, mathematical research
issues that play critical roles in the success of new systems have to be foreseen
and addressed up to twenty years in advance. This proactive research stance
requires constant interaction between researchers, Army development
personnel, and Army field soldiers.

To be a valuable contributor, mathematical research must address realistic

issues of potential long-term Army interest. We must accelerate the passage of
new ideas from the theoretical stage to the implementation stage. The
mathematical sciences cannot just be a problem solving activity conducted
before, or in parallel with, developmental work. Mathematical research must be
interactive and collaborative with other sciences, engineering, and development
activities to ensure that Army systems will be built quickly and will be built right
the first time. Continuous technological collaboration is becoming a much more
important mode of work than just being a specialist who adds value at one’s
assigned point of the development cycle and then passes the project on.

Army Interests

The objective of Army basic research is to provide a

well-equipped force capable of decisive victory in
conflicts in the Information Age. To achieve this
objective, advances in the following specific areas of
application and modeling are needed:
• Advanced materials and materials
manufacturing processes (aircraft skin,
turbine blades, etc.)

2
• Behavior of materials under high loads, including failure mechanics
(penetration mechanics of sabot into armor, etc.)
• Structures, including flexible structures (next generation
vehicles/aircraft, parachutes, etc.)
• Fluid flow, including reactive flow (flows undergoing chemical reactions,
such as fuel combustion and propellant burn, etc.)
• Power and directed energy (rechargeable personnel and vehicular
sources, directed energy weapons, etc.)
• Microelectronics and photonics
• Sensors (on the battlefield, embedded in equipment, etc)
• Control and optimization, distributed to user/system level
• Information processing
• Interactive simulation, distributed to user/system level (combat
modeling)
• Design and validation of software and large software systems
• Automatic target recognition
• Intelligent (adaptive/anticipatory) systems; human/system interface
• Battlefield management
• Soldiers and aggregates of soldiers as systems: behavioral modeling,
performance, mobility, heat-stress reduction, camouflage, chemical
and ballistic protection

Advances in these areas of Army interest depend, in part, on advances in a

number of mathematical science disciplines.

Major Components of Army Mathematics

The six components of Army mathematical research are:

Applied Analysis
Computational Mathematics
Probability and Statistics
Systems and Control
Discrete Mathematics
Intelligent Systems

We describe some of the activities and modeling issues involved in each of

these areas:

Applied Analysis: Current interest in applied

analysis is in mathematical modeling of difference
equations, differential equations, and integral
equations for advanced materials, fluid flow, and
nonlinear dynamics.

3
Applied Analysis supports mathematical research in advanced materials; the
goal is to optimize properties or performance characteristics of new materials,
including “smart” materials, advanced composites and biologically inspired
materials. Smart materials are the functional ingredients of actuators, sensors,
and transducers. Such materials undergo transformation when some
mechanical, thermal, electrical, or magnetic factor changes. Lightweight, high-
strength structural components, including advanced composites, contribute to
mobility and protection requirements for U.S. forces. Advanced composites are
challenging to analyze and design because of the presence of many interacting
length scales.

Understanding and modeling fluid flow is an area in which many of the basic
equations are well known but which requires further work because of the
presence of vast ranges of length scales and the complexity (nonlinearity) of the
phenomena. For modeling and optimization of airflow around rotors and of
combustion, detonation, and explosion of reactive flows, further research is
needed on two-phase flows (such as the dispersion and transport of a liquid
agent in a high-speed airflow). This is directly related to Army interests in
theater missile defense.

Army needs in the nonlinear dynamics area are in optical, electro-mechanical,

and other nonlinear phenomena. Enhanced electro-optic devices and improved
device manufacture enable control, guidance, and display for Army systems with
embedded electronic computers, such as sensors, smart munitions and display
panels. Activation and interrogation of nonlinear sensors is important.
Nonlinear wave motion is a central issue in fiber-optic transmission. Physics-
based mathematical models of the human dynamic may need to be created to
model and study the soldier as a system in a variety of environments.

Computational Mathematics:
The evolution of the Army into a
modern, technology-based force
places increasing demands on
numerical methods and
optimization for faster, more
stable, and accurate solutions to
problems in the physical sciences.
The objectives are to develop
numerical methods and
optimization procedures for
models of physical, biological, and
resource-management
phenomena of interest to the
Army and to develop efficient computational algorithms for implementing these
numerical methods.

4
Key application areas are computational fluid dynamics for ballistics and
rotorcraft, combustion, detonation, mechanics of penetration, material behavior,
computational chemistry, simulation of large mechanical systems, vulnerability
analysis, logistics, and resource management.

The areas of investment in numerical methods include methods for efficiently

solving nonlinear partial differential equations, methods for shock wave
phenomena, methods for solving constrained ordinary and partial differential
systems, parallel computing techniques for linear algebra problems arising from
discretizing continuous models, and parallel computing techniques for calculating
eigenvalues arising in the analysis of large structures. Algorithms for
penetration mechanics based on improved physics models are important. New
computational procedures for acceleration-induced mixing are needed for an
enhanced understanding of detonation. Simulations of fluid-structure interaction
and behavior of flexible structures, including ram-air parachutes, are required
and need to be developed.

Integer programming (where some or all variables are required to take on integer
values) and nonlinear optimization for large-scale problems are important for C3
applications, vulnerability analysis, logistics, resource management and design
of materials. Topics of interest include nonlinearly constrained optimization and
optimization methods for singular problems. Parallel computing methods for
molecular dynamics with hundreds of millions of particles, needed for the design
of new materials, are needed. New, faster algorithms for distributed real-time
management of communication networks, where not all of the information is
known in advance, is needed for efficient approximation algorithms.

Probability and Statistics: Research in probability and statistics supports

critical Army needs in decision making under uncertainty. Areas include
probabilistic and statistical analysis of models of physical and operational
phenomena of interest to the Army and development of testing and estimation
procedures.

Many Army R&D programs are directed toward system design, development,
testing, and evaluation problems that depend on analyzing stochastic
(probabilistic) dynamical systems. Such problems generate a need for research
in the field of stochastic processes. Special emphasis is needed on research
into methods for analyzing observations from phenomena modeled by such
stochastic processes and to numerical methods for stochastic differential
equations. Research areas of importance to the Army in probability and its
applications include interacting particle systems, probabilistic algorithms, control
of stochastic processes, large deviations, simulation methodology, spatial
processes, and image analysis.

5
Data collected by Army R&D programs are frequently gathered in nonstandard
situations. Problems inherent in the collection of field data, where conditions
cannot be tightly controlled, lead to the production of messy data. Current
statistical methods perform well in determining information from medium-sized
data sets collected under “reasonable” conditions using moderately well
understood statistical distributions. However, the Army often has only very large
data sets or very small amounts of data sampled from nonstandard, poorly
understood distributions.

Large data sets typically occur when computers are used to acquire data. The
quality of the data is often varied since not much attention is paid to controlling
precision. Quantity is sometimes substituted for quality. The problems to be
studied are vague and, oftentimes, have not been formulated before acquiring
the data. Methods are being developed by statisticians and scientists to model
and analyze such data. For real scientific progress, it is important to study the
vast array of problems of this type: find elements of commonality in well
delineated contexts, bring in appropriate probabilistic structures, develop new
probabilistic and statistical theories, discover optimal statistical procedures,
exploit the dependencies in the data, and make these methods accessible to the
user by developing software to carry out the statistical analysis.

On the other hand, there are situations in testing and on the battlefield where the
Army can collect only small amounts of data due to cost, time, and safety
constraints. New statistical methodologies and close collaboration with
scientists in related fields are required to address the problem of extracting
information from meager samples. Understanding of physical processes must
be combined with statistical theory. In order to extract more information out of
less data, improved methods for combining information from disparate tests are
needed.

Statistical procedures and theory are needed to analyze data on repaired items.
When projecting life cycles of brand new or newly repaired items, one does not
have the luxury of possessing data on the mature or aged item, as is often
assumed. The models of minimal repair currently in use are not adequate in
many instances.

Composite materials, like ceramics, have high tensile strength and can withstand
high temperatures but are typically brittle, which leads to catastrophic failures.
For these materials, there is a large variability in failure times, so deterministic
estimation of reliability is a challenge. One needs both probabilistic
methodology that describes the stochastic nature of the growth of cracks in
different media and also associated statistical analysis. Integration of statistical
procedures with scientific and engineering information about failure mechanisms
is important. Investigation of the theory of extreme values with appropriate
modifications to account for crack size dependence, uncertainty about the

6
physical constants, and spatial structure is in order. The analysis of actual data
will call for Bayesian methods to incorporate physical knowledge about failure
processes.

Spatial point processes motivated by detecting mine fields in the presence of

clutter are important for Army operations. More research is required to solve this
problem in statistical areas including Bayesian methods, Markov random
models, cluster analysis, Markov chains, and Monte Carlo methods.

Systems and Control: The systems and control effort is concerned with
modeling, analysis, and design of real-time systems, especially as they relate to
Army problems in distributed command, control, and communications and in
guidance and control of automated systems. Our goal is to enhance the
understanding of control and of controllability of systems, especially real-time
systems.

Topics of interest include control in the presence of measurement uncertainties,

geometric theory of control, robust and adaptive control for multivariable and
nonlinear systems, synthesis of time and frequency domain issues in infinite
dimensions, system identification, and computational issues related to the
design and implementation of real-time control systems.

Some practical issues of interest in control theory include control for smart
structures, robotics, micromachines (such as chip-based accelerometers),
wireless communication systems, visual tracking, and parallel computing. In the
area of hybrid control, we are interested in research on the use of smart motors
in real-time feedback control and on robots that intelligently interact. A control
system with minimal complexity must be imbedded into the material. For tele-
robotics and micromachines, we are interested in research that improves
visualization and produces finer manipulators, new remote sensors, and new
ways to integrate everything into a complete system. In hospitals, for example,

7
more automation is needed in the operating rooms. Tele-operation is relevant to
the Army’s need to get medical help to the soldier on the battlefield as soon as
possible. We are also interested in the control issues of wireless communication
systems. Research is needed to develop novel techniques for using visual
information in control systems. New research is needed that combines
techniques from signal and image processing, computer vision, and control. We
need to develop novel means of acquiring, storing, manipulating, and
synthesizing signals and images for use in a feedback loop. Army needs are in
the areas of remotely controlled weapons and vehicles, manufacturing systems,
and automatic target recognition. Research is needed to apply massively
parallel computers to the design of robust control systems. This will allow for
coverage of a broader range of parameters, operating conditions and design
alternatives.

Research in foundations of intelligent control systems (defined more fully below)

is the cornerstone for a broad range of Army applications such as automation,
robotics, and distributed C3. Research in this area includes understanding
discrete event dynamical systems and distributed communication and control.
Large intelligent control systems usually have intensive computational
requirements. Research on the mathematical modeling to meet these
requirements is a challenging area. The fundamental concept of a system that
can process artificially sensed information, make optimal decisions based on this
information and well-defined objectives, and translate those decisions into
actions is a guiding and unifying theme for basic research in all major aspects of
this area. Such research is important for a control and communication system
for a remotely tele-operated vehicle. It is widely recognized that it is
technologically difficult and operationally ill advised to build complex systems
that cover large geographical areas and are controlled in a centralized way.
Distributed control and communication systems have, therefore, become
increasingly important. Intelligent control is the avenue by which control
systems will be expanded to more general functions of decision making, goal
selection, mode switching, assistance to human operators, scenario
identification, and system adaptation.

Discrete Mathematics: Discrete mathematics research in the Army involves

developing and analyzing mathematical models of discrete phenomena of
interest to the Army and enhancing the applicability of these models by
developing usable algorithms.

The key requirements of the digital battlefield include real-time acquisition,

representation, reduction, and distribution of vast amounts of battlefield
information (logistical, intelligence, medical information, command and control).
Discrete mathematics plays a key role in effectively implementing the digital
battlefield. This area is also crucial for success of the enabling technology of

8
advanced distributed simulation used in determining and analyzing alternatives
for battlefield effectiveness.

The foci of discrete mathematical modeling are developing and analyzing

discrete problems in computational geometry, computational algebra, logic,
network flows, graph theory, and combinatorics. Computational geometry is a
powerful tool for a number of applications such as robotics, autonomous
navigation, battle management, C3, and manufacturing. Specific areas of
emphasis include robust geometric computation, solid modeling, parallel and
distributed computing, and interactive visualization techniques. Other areas of
interest include distributed algorithms for network flows, randomization in
computing, and symbolic methods.

Symbolic methods have a growing number of Army-related applications in

control, robotics, and computer vision. Needs are in computational algebraic
geometry techniques for solving polynomial systems, discrete methods for
combinatorial optimization, symbolic methods for differential equations,
mathematical logic, and formal language theory.

Intelligent Systems: Intelligent systems are a new area of mathematical

research and are best described as systems that can perform satisfactorily in the
presence of uncertainties arising from changes in the environment in which they
are situated. In order to do this, the systems must learn about the unknown or
partially known environment, track the changes and adapt themselves to the
evolving environment possibly by changing their structure and their goals. In
other words, intelligent systems exhibit emergent behavior.

Intelligent systems are modular and involve a hierarchy of feedback loops with a
multiplicity of actuators and sensors. At the lower end of the hierarchy, the
signals involved are physical signals while, as one goes up the hierarchy, one
has to sense and manage signals that are more abstract. The flow of
information about the physical world to the cognitive world is not one-way, but
involves complicated feedback between various levels of the hierarchy.

Work in classical feedback theory has demonstrated that a simple system can
achieve satisfactory performance even in the face of relatively poor knowledge
of the environment. The methodology of feedback control is widely used today
in process control, weapon system design, aerospace systems and many
defense systems. The success of the methodology depends on the fact that it is
focused on a well-defined class of problems with well-defined models for
dynamics and measurements. Intelligent systems that are capable of successful
autonomous operation in spite of unanticipated structural changes in the
environment are becoming more prevalent.

9
The original promise of artificial intelligence (AI) was that it would provide a
flexible framework for the development of intelligent systems capable of
extracting information, making decisions, and applying control. Initial work in AI
concentrated on universal aspects of this problem with limited success. It soon
became clear that the spaces through which one had to search in order to
choose optimal actions were vast, much larger than computing resources could
handle by exhaustive search techniques. It became important to find heuristics
that limited the search to a tractable subspace, which would contain a good
choice.

The Army has great need for intelligent systems in

• Distributed command and control
• Simulated battlefield environment
• Intelligence augmentation of human centered systems
• Automatic/aided target recognition
• Smart medics
• Manufacturing systems.

Inter-Component Opportunities

It is important to underscore a few advanced technologies in which progress

depends on more than one of the six areas above. One such example is
simulation. Advances in modeling techniques and interactive computational
capabilities are needed to support stochastic modeling and simulation of
combat, to assess the impact of changes in doctrine and tactics, and to
determine the cost-effectiveness of new systems for the battlefield. Simulation is
a key and enabling technology in determining and analyzing alternatives for
digitizing the battlefield.

The foundations of Army force-on-force

combat models and simulations have
not been significantly improved since
the development of the Lanchester
equations. Lanchester equations are
principally firepower equations, hence
outcomes are dependent on firepower
rates. This type of model and
simulation is not the choice for
supporting Army 21st century critical
requirements. The information age has
made a significant difference in the
complexity of modeling combat information warfare. The lack of research into
better techniques of modeling military operations to include the representation of
information operations has caused a shortfall in our ability to assess future
warfighting concepts, such as Force XXI and Army After Next.

10
We need modeling and simulation analytical tools to provide the underpinnings
necessary for many future warfighting concepts. Warfare has changed due to
information technology and the importance of cognitive command and control
integration of the soldier into future combat environments. The dynamics of the
battlefield have changed from firepower and attrition to a more complex
interaction of information technologies and smart weapon systems. This has
resulted in a multi-scale, dynamic environment. Progress is needed in
parameter estimation, aggregation methodology, algorithm development, and
system verification to support distributed predictive models. The mathematical
sciences areas of research required to do this are: stochastic modeling, non-
linear dynamic representation, computational mathematics, probability and
statistics, and software engineering.

Substantial improvements in current simulation technologies are needed to

enable professionals at widely distributed sites to interact simultaneously
through simulators, simulations, and deployed systems in synthetic operational
environments. A fundamental issue for improving simulation is the creation of a
technology for constructive integration of diverse models. Advanced signal
processing is another example of an area in which progress depends on
research in the six program areas mentioned above. Advanced signal
processing is key to the digitization of the battlefield. Substantial advances in
development, design, and implementation of efficient procedures that exploit
computing environments require progress in computational methods and in
stochastic methods. Finally, fundamental advances in information sciences are
needed for winning the information war. Mathematical models are needed for
rapid design, development, and dynamic evolution of software systems.

11
Conclusion

There is general agreement that mathematical research is extremely important to

the Army. As the reliability of simulations based on mathematical, statistical, and
information-theoretic models increases and as physical experiments become
increasingly costly to carry out, the need for contributions from the mathematical
sciences increases. The focus of this discussion has been on the research in
mathematical sciences needed to achieve Army goals and support the Army in
the field. In these roles, mathematics is a valuable and effective force multiplier
for the US Army.

Exercises

1. What is mathematical modeling? Summarize the areas in which modeling is

important to the Army and why.

2. Describe the relationship between data, information, models, and

mathematics. Describe the value of each of these items to Army Research
and Development activities.

3. If Army budget funds become scarcer, speculate on how the ratio of funds
allocated to the areas of experiments, computations, and analysis may
change. Give the reasons for your predictions.

4. Describe the battlefield of 2025. What kind of systems do you see? Will
mathematics play a role in developing those systems?

5. What will be the future threat to America’s military? What will be the required
capabilities of the Army in the future? Will mathematics play a role in
developing those capabilities?

References

[1] Army Research Office (Mathematical and Computer Sciences Division),

Investment Strategy in the Mathematical and Computer Sciences, 1996.

[2] Department of the Army, Army Science and Technology Master Plan
(2 volumes), 1997.

12