This was told by my optimization professor.
A physicist and a mathematician were asked to solve two problems. The first problem was that given a waterfall, an empty kettle, and a stove, to prepare hot water. The physicist collected water from the waterfall with the kettle, and then put it on the stove to boil it; the mathematician did the same. The second problem was to prepare hot water given a waterfall, a kettle, this time already filled with water, and a stove. The physicist directly put the kettle of water on the stove to boil; but the mathematician first poured away the water from the kettle, and then the second problem was reduced to the first problem, solving the second one.