Many years ago (at least ten or more) a world renowned mathematician said to me “the kind of mathematics you do don’t even qualify to be called Mathematics”. I did not feel insulted since I learned shortly after I started my career that I’ll never be a good mathematician in his sense even though my ph.d degree is in applied mathematics. Just look at the example of the Fermat’s last theorem. Even though the statement of the theorem is easy to understand, the proof consumed almost the entire life of one person and used exoteric mathematical topics that most of us never heard of. World class (pure) mathematics departments live and converse in subjects so different from what popular conceptions of mathematics are and applied mathematicians do. Fields medal are awarded on topics we have not heard about and do not understand. On the other hand, the usefulness of “mathematics” to science and technology is unquestionable. Modern civilization will not be where it is today without ‘mathematics”. This is the realm of applied mathematics. Back in late 19th century and the early part of 20th century, applied mathematics usually means mathematics applied to physical phenomena. The famed Cambridge University in England has a Department of Applied Mathematics and Theoretical Physics (DAMTP) where the Lucasian chair once occupied by Isaac Newton (current holder Stephen Hawkings) resides. However, since 1950 and the rise of computers, mathematics increasingly becomes applied to manmade phenomena (electric power grid, air traffic systems, manufacturing automation, etc). Here the nature of the problem undergoes a subtle change. In physical phenomena, you live with whatever God given existing laws whether it is fluid mechanics, electro-magnetic waves, thermodynamics, etc. Mathematics and mathematical models are primarily used to explain and understand such physics. It is a descriptive science used to explain “how thing are?” In mathematics applied to manmade phenomena, we are dealing often not with existing objects but objects we have only imagined. These objects behave according to manmade rules of operation which can themselves be changed to suit our desires. Thus we are creating as well as controlling such systems. Mathematics is used to design such systems. It is a prescriptive science more concerned with “how things should be?”. Here the importance of “rigor” in mathematics comes in, i.e., you better be absolutely sure what you are talking about or creating is only based on “truthful axioms” and “logical deductions”. Mere “Intuition” can be dangerous. The rationale here is that without “rigor” you may be building “空中楼阁” or a “house of cards”. Otherwise, how can you trust the outputs of a computer? On the other hand in mathematics of physical phenomenon you always have reality to face or to guide you. This dichotomy in the study of applied mathematics (physical vs. manmade) often comes out in the form of arguments for or against the requirement of “calculus” for computer science students. One faction takes the viewpoint that calculus is the basis of all applied mathematics while the other much prefer utilizing the students’ time to study combinatorics and abstract algebra (sometimes call discrete mathematics). In the operations research, control and system field however, we enter the “twilight zone”. We are both designing (creating) systems as well as controlling existing physical systems with equal emphasis on both tasks. Here often the arguments and disputes for and against “rigor” become heated and confused. In my opinion, the need for “rigor” and the utility of “intuition” depend on what you do. If you are proving the convergence of a newly untested computing algorithm on a mathematical problem you created, you’d better be sure that the proof is rigorous. On the other hand, many well known and applicable results, such as the Draper prize winning Kalman filter, have been successfully used in situations where we know the assumptions and conditions are only approximately true or not even true. Here intuition and experience are as necessary if not more so than “rigor”. The difference here is not between absolute right or wrong but between applied mathematics with a big “A’; versus big “M”. Mutual respect and understanding will go a long way towards resolving conflicts. Putting this in personal terms, I do not feel bad when I am accused of being not “rigorous” in my papers. I deal with real world problems and/or problem-driven methodology research. Reality always provides sanity checks for me and prevents me from being dead wrong. Ideas, intuition, and practical usefulness are important to me in my work. But I always insist that my engineering students be conceptually rigorous and understand what is meant by a “proof” (easily said than done). A working knowledge of the language of mathematics so that one is capable of accessing mathematical literature is useful regardless whether or not you are application or theory oriented (just like English is useful for S&T work regardless of your mother tongue) Instead of letting applied mathematics be synonymous with theoretical physics as in olden days, I’d like to suggest it can also be equated to “theoretical engineering”. The former notion of applied mathematics is more concerned with “descriptive science” while the latter (mathematics applied to manmade systems) principally deals with “prescriptive science”. But I cannot agree with some of my colleagues in the system discipline who worship “rigor” above everything else and denigrate perfectly good idea and applications as unworthy. Have they ever thought about letting the leading mathematics department judge the mathematical quality of their own works? The application side has already ignored them as impractical. The metaphor of an average or even stupid two-eye person can crown himself as king in the world of one eyes is applicable here. But he'd be just an ordinary person if he goes back to the two-eye world. Thus, to young scholars starting out in academic engineering departments, don’t become seduced by the beauty of mathematics alone and forget the ultimate customer you serve. You may end up not being appreciated by either group. Of course nothing is strictly black or white. I deliberately exaggerated the contrasts above to clarify the distinction. Pure mathematicians of world renowned status can still give popular science talks accessible to average scientists. One of the best and recent examples is the 2006 Clay Mathematical Public Lecture http://www.claymath.org/public_lectures/sipser.php It is well worth a hour of your time to view the lecture.
Below is a guest Blog by Professor Xiren Cao of the Science and Technology University of Hong Kong. This article further clarifies and articulates the relationship between mathematics and engineering. I thank him for this timely piece. Prof. Ho’s article “Applied Mathematics and Theoretical Engineering” brought up an important question about what is the relation between mathematics and engineering. This question was asked quite often by young researchers, and there is a considerable amount of confusion in the research community. While Prof. Ho’s article gave a comprehensive answer to this question, I may add some words from my own experience. (Over the years, my research style has been influenced by Prof. Ho greatly.) First, I always distinguish between “mathematics” and “analysis”. You may do research in engineering without deep mathematics, but you cannot do research in any subject without analysis. Analysis is a logical derivation/interpretation of the problem you are trying to solve (at a level Prof. Ho calls “conceptually rigorous”). Mathematics is a tool that helps you to express your analysis clearly, logically, and concisely. In most engineering problems, you are not developing mathematics (in a sense of pure mathematics); your work may be of a great value in engineering (such as the Kalman filter), but of no significant contribution from a pure mathematician’s point of view. Mathematics is important because the process of expressing your ideas at a proper level of mathematics helps you to clarify your ideas and to find logical flaws, if any, in your analysis. Because of this, one cannot live without mathematics (children study math from grade 1). Second, in engineering, innovative ideas, intuitions, and motivations are always the most important thing. Purely working on mathematical expressions may extend the existing results and/or lead to more beautiful forms (those are important jobs!), but without conceptual breakthrough, it may hardly leads to new methodologies in engineering. Third, do not over use mathematics. That is, if an engineering problem can be described clear with a lower level mathematics, do not use more complicated ones. As Prof. Ho said, ``A working knowledge of the language of mathematics so that one is capable of accessing mathematical literature is useful regardless whether or not you are application or theory oriented (just like English is useful for S&T work regardless of your mother tongue).” Nowadays, many engineering papers are written in mathematical languages and without some fundamental understanding of it one can even hardly read these engineering papers. However, when you read such papers, try to translate back to intuitions and engineering ideas behind the heavy mathematics. Otherwise, you may not be able to remember the content of such a paper afterwards. Another reason that you may need to learn some (never enough) mathematics is because one day you may need to use some tools in mathematics to analyze your engineering problems but it may not be in your brain. I always read some new (to me) mathematics books or chapters every few years to enhance my knowledge. I suggest young researchers do the same if possible.