A mathematical model is an abstract description of a concrete system using mathematical concepts and language. The process of developing a mathematical model is termed mathematical modeling. Mathematical models are used in many fields, including applied mathematics, natural sciences, social sciences and engineering. In particular, the field of operations research studies the use of mathematical modelling and related tools to solve problems in business or military operations. A model may help to characterize a system by studying the effects of different components, which may be used to make predictions about behavior or solve specific problems.

Mathematical models can take many forms, including dynamical systems, statistical models, differential equations, or game theoretic models. These and other types of models can overlap, with a given model involving a variety of abstract structures. In many cases, the quality of a scientific field depends on how well the mathematical models developed on the theoretical side agree with results of repeatable experiments. Lack of agreement between theoretical mathematical models and experimental measurements often leads to important advances as better theories are developed. In the physical sciences, a traditional mathematical model contains most of the following elements:

Mathematical models are of different types:

If all the operators in a mathematical model exhibit linearity, the resulting mathematical model is defined as linear. All other models are considered nonlinear. The definition of linearity and nonlinearity is dependent on context, and linear models may have nonlinear expressions in them. For example, in a statistical linear model, it is assumed that a relationship is linear in the parameters, but it may be nonlinear in the predictor variables. Similarly, a differential equation is said to be linear if it can be written with linear differential operators, but it can still have nonlinear expressions in it. In a mathematical programming model, if the objective functions and constraints are represented entirely by linear equations, then the model is regarded as a linear model. If one or more of the objective functions or constraints are represented with a nonlinear equation, then the model is known as a nonlinear model.

Linear structure implies that a problem can be decomposed into simpler parts that can be treated independently or analyzed at a different scale, and therefore that the results will remain valid if the initial is recomposed or rescaled.

Nonlinearity, even in fairly simple systems, is often associated with phenomena such as chaos and irreversibility. Although there are exceptions, nonlinear systems and models tend to be more difficult to study than linear ones. A common approach to nonlinear problems is linearization, but this can be problematic if one is trying to study aspects such as irreversibility, which are strongly tied to nonlinearity.

A dynamic model accounts for time-dependent changes in the state of the system, while a static (or steady-state) model calculates the system in equilibrium, and thus is time-invariant. Dynamic models are typically represented by differential equations or difference equations.

If all of the input parameters of the overall model are known, and the output parameters can be calculated by a finite series of computations, the model is said to be explicit. But sometimes it is the output parameters which are known, and the corresponding inputs must be solved for by an iterative procedure, such as Newton's method or Broyden's method. In such a case the model is said to be implicit. For example, a jet engine's physical properties such as turbine and nozzle throat areas can be explicitly calculated given a design thermodynamic cycle (air and fuel flow rates, pressures, and temperatures) at a specific flight condition and power setting, but the engine's operating cycles at other flight conditions and power settings cannot be explicitly calculated from the constant physical properties.