From a car-following model with reaction time to a macroscopic convection-diffusion traffic flow model

Μέγεθος: px
Εμφάνιση ξεκινά από τη σελίδα:

Download "From a car-following model with reaction time to a macroscopic convection-diffusion traffic flow model"

Transcript

1 From a car-following model with reaction time to a macroscopic convection-diffusion traffic flow model September 28, 2016 Antoine Tordeux 2 Forschungszentrum Jülich, Germany 2 a.tordeux@fz-juelich.de

2 Outline Microscopic model Micro Macro derivation Numerical schemes Stability analysis Simulation results Content Slide 2

3 Outline Microscopic model Micro Macro derivation Numerical schemes Stability analysis Simulation results Microscopic model Slide 3

4 Pursuit law The microscopic model comes from the generalized Newell (1961) one ẋ i (t + τ) = W ( x i (t)), (i, t) Z (0, + ) with τ the reaction time (if positive), x i (t) = x i+1 (t) x i (t) the spacing and W ( ) the equilibrium (or optimal) speed function Writing τ in rhs and applying a linear approximation for small τ we get ẋ i (t) = W ( x i (t) τ[ẋ i+1 (t) ẋ i (t)] ) The model is then obtained by substituting the speeds ẋ in rhs by the optimal speed W ( x): ( ẋ i (t) = W x i (t) τ [ W ( x i+1 (t)) W ( x i (t)) ]) (1) Microscopic model Slide 4

5 Pursuit law Microscopic model: ( ẋ i (t) = W x i (t) τ [ W ( x i+1 (t)) W ( x i (t)) ]), (i, t) Z (0, + ) Speed model with two predecessors in interaction Collision-free (by construction): x i l i, t if W ( ) 0 and W (s) = 0 for all s < l Same linear stability condition for homogeneous solutions as original Newell model (or OVM by Bando (1998)): τ W < 1/2 (Homogenization for small τ, stop-and-go for high τ) Microscopic model Slide 5

6 Outline Microscopic model Micro Macro derivation Numerical schemes Stability analysis Simulation results Micro Macro derivation Slide 6

7 Rewriting the microscopic model Same methodology as in [Aw et al. (2002)] considering the density at vehicle i and time t, ρ i (t), as the inverse of the spacing ρ i (t) := 1 x i (t). (2) The microscopic model becomes ( 1 ẋ i = W ρ i (t) τ[ W ( 1 ) ( 1 )] ) W =: ρ i+1 (t) ρ i (t) Ṽ (ρ i+1, ρ i ), (3) Then, 1 t ρ i (t) = t x i(t) = (Ṽ (ρi+2, ρ i+1 ) Ṽ (ρ i+1, ρ i )). (4) (semi discretized version of hyperbolic partial differential equation in the space of vehicle indices) Micro Macro derivation Slide 7

8 Derivation y R such that y i = i y with y proportional to l Piecewise constant density ρ(t, y) such that 1 = 1 ρ i (t) y yi + y 2 y i y 2 1 ρ(t,z) dz. Rescaling of time t t y and reaction time τ τ y to obtain 1 t ρ i (t) 1 ( ρ i+1 ρ ) i V ( ) V ( ) = 0, (5) y 1 ρ i+1 τ Z i+1 y 1 τρ i Z i y where Z i := V (ρ i+1 ) V (ρ i ) and V (x) = W ( 1 ) for x > 0 (non-increasing). x (5) is an upwind discretization in the rescaled time and in the limit y (i.e. i and l 0) of the macroscopic equation 1 ( t ρ y V ρ ) = 0. (6) 1 τρ y V (ρ) Micro Macro derivation Slide 8

9 Macroscopic model in Eulerian coordinates Coordinate transformation (t, y) (t, x) where y = x ρ(t, x)dx. In the Eulerian coordinates (t, x), the macroscopic model Eq. (6) reads ( )) ρ tρ + x (ρv = 0. (7) 1 τ xv (ρ) Extension of the LWR model with FD ρ V ( ρ/(1 τ xv (ρ)) ). Taylor expansion in terms of τ for equation (7) yields ) tρ + x(ρv (ρ)) = τ x ((ρv (ρ)) 2 xρ (8) Note that for constant densities ρ (or τ = 0) the additional term vanishes and we recover the classical LWR. Micro Macro derivation Slide 9

10 Fundamental diagram V ( ρ/(1 τ xv (ρ)) ) τ xv = ρv ( ρ/(1 τ xv (ρ)) ) ρ ρ Figure: Illustration for the FD obtained in the macroscopic model with constant inhomogeneity τ x V (ρ) = ±0.3. Triangular FD V : ρ max{min{2, 1/ρ 1}}. Bounded FD as in [Colombo (2003), Goatin (2006), Colombo et al. (2010)] Micro Macro derivation Slide 10

11 Macroscopic model (Eulerian coordinates) tρ + x(ρv (ρ)) }{{} Convection }{{} LWR model ) = τ x ((ρv (ρ)) 2 xρ } {{ } Diffusion (9) τ < 0: Convection-diffusion equation (LWR with diffusion cf. Burger equations) with variable diffusion coefficient (cf. Fick equations) τ = 0: LWR model τ > 0: Negative diffusion?? Micro Macro derivation Slide 11

12 Outline Microscopic model Micro Macro derivation Numerical schemes Stability analysis Simulation results Numerical schemes Slide 12

13 Discrete macroscopic models ρ i (t + δt) = ρ i (t) + δt ( fi 1 (t) f i (t) ) (10) δx Godunov/Euler scheme f i = G(ρ i, ρ i+1 ) + τ δx (ρ iv (ρ i )) 2( ) ρ i+1 ρ i (D1) Simple Godunov scheme ( ) ρ i f i = G ( 1 τ δx V (ρi+1 ) V (ρ i ) ), ρ ( i+1 1 τ δx V (ρi+2 ) V (ρ i+1 ) ) (D2) Double Godunov scheme f i = G(ρ i, ρ i+1 ) + τ δx ρ iv (ρ i ) [ G(ρ i+1, ρ i+2 ) G(ρ i, ρ i+1 ) ] with G(x, y) = min{ (x), Σ(y)} the Godunov scheme, ( ) and Σ( ) are the demand and supply functions (D3) Numerical schemes Slide 13

14 Outline Microscopic model Micro Macro derivation Numerical schemes Stability analysis Simulation results Stability analysis Slide 14

15 Stability analysis for the continuous model Stability analysis of the homogeneous solution where ρ(x, t) = ρ E for all x, t (ρ E being the mean density) Perturbation to homogeneous solution ε(x, t) = ρ(x, t) ρ E Linearisation: ε t = F (ρ E + ε, ε x, ε xx) αε + βε x + γε xx with F (ρ, ρ x, ρ xx ) = x (ρv (ρ)) τ x ( (ρv (ρ)) 2 x ), α = F ρ (ρ E, ρ E, ρ E ) = 0, β = F ρ x = V (ρ E ) ρ E V (ρ E ), and γ = F ρ xx = τ(ρ E V (ρ E )) 2 Linear system: ε = ze λt ixl, ε t = λε, ε x = ilε, ε xx = l 2 ε λ = τ(lρ E V (ρ E )) 2 + il(v (ρ E ) + ρ E V (ρ E )) Stable if R(λ) < 0 l > 0 Homogeneous solution linearly stable if τ < 0 (positive diffusion) Stability analysis Slide 15

16 Stability analysis for the discrete schemes Perturbation to homogeneous solution Linearisation of the perturbed system: ε i (t) = ρ i (t) ρ E ε i (t + δt) = ρ i (t + δt) ρ E = F (ρ i (t), ρ i+1 (t), ρ i+2 (t), ρ i 1 (t)) ρ E α ε i (t) + β ε i+1 (t) + γ ε i+2 (t) + ξ ε i 1 (t) with α = F ρ i (ρ E, ρ E, ρ E, ρ E ) β = F ρ i+1 (ρ E, ρ E, ρ E, ρ E ) γ = ξ = F ρ i+2 (ρ E, ρ E, ρ E, ρ E ) F ρ i 1 (ρ E, ρ E, ρ E, ρ E ) Stability analysis Slide 16

17 General conditions for stability of the discrete schemes N cells with periodic boundary conditions The linear dynamics are ε (t + δt) = M ε (t) with ε = T (ε 1,..., ε N ) and M a sparse matrix with (ξ, α, β, γ) on the diagonal If M = PDP 1 with D a diagonal matrix, then ε (t) = PD t/ δt P 1 ε (0) 0 if all the coefficients of D are less than one excepted one M is circulant therefore the eigenvectors of M are z(ι 0, ι 1,..., ι m 1 ) with ι = exp ( ) i 2πl N and z Z, and the eigenvectors are λl = α + βι l + γι 2 l + ξι 1 l The system is linearly stable if λ l < 1 for all l = 1,..., N 1 with λ 2 l = α 2 + β 2 + γ 2 + ξ 2 2αγ 2βξ + 2f (c l ), c l = cos(2πl/n) and f (x) = (αβ + αξ + βξ 3γξ)x + 2(αγ + βξ)x 2 + 4γξx 3 Stability analysis Slide 17

18 Stability analysis for the scheme (D1) Affine speed function V (ρ) = 1 (1/ρ l), with T > 0 the time gap between T the vehicles and l > 0 their size Godunov scheme is G(x, y) = 1 (1 yl) T The scheme (D1) is F 1(ρ i, ρ i+1, ρ i+2, ρ i 1 ) = ρ i + δt δxt and (with A = δt l δx T and B = δt τ (δx T ρ E ) 2 ) ( l(ρ i+1 ρ i ) + ( )) τ ρ i ρ i 1 ρ i+1 ρ i δxt ρ 2 ρ i 1 2 i α = 1 A + 2B β = A B γ = 0 ξ = B Stability analysis Slide 18

19 Signs of the partial derivative α β γ A = δt l δx T and B = δt τ (T δx ρ E ) 2 α = 1 A + 2B is positive if δt < δx T l ( 1 2τ T l δx ρ 2 E if τ < 1 2 T l δx ρ2 E, or for all δt 0 if τ 1 2 T l δx ρ2 E Moreover 1 α 0 iff τ < 1 2 T l δx ρ2 E ) 1 (P α) β = A B is positive iff The sign of ξ = B is the one of τ τ < T l δx ρ 2 E (P β ) Stability analysis Slide 19

20 Case τ < 0 If τ < 0 and (P α) holds, f (x) = α(1 α)x + 2βξx 2 is convex and is maximal on [ 1, 1] for x = 1 or x = 1 Therefore the model is stable if f ( 1) < f (1); this is simply α(1 α) < α(1 α) that is always true since α > 0 if (P α) holds and 1 α > 0 on τ < 0 Therefore the system is stable for all τ < 0 Stability analysis Slide 20

21 Case τ > 0 Several cases have to be distinguished: 0 < τ < 1 2 T l δx ρ2 E α, 1 α, β > 0, ξ < 0 f (x) = α(1 α)x + 2βξx 2 is concave and maximal for x 0 = α(1 α) > 0; ( ) 4βξ The model is stable if x 0 > 1, this is δt < δx T 1 2τ l T l δx ρ 2 E 1 2 T l δx ρ2 E < τ < T l δx ρ 2 E α, β > 0, 1 α, ξ < 0 We have f ( 1) > f (1) therefore the model is unstable; f maximal for ( ) ( ) 2 x 0 < 1 (shortest wave) if δt < δx T 1 2l 2τ T l δx ρ 2 E τ > T l δx ρ 2 E α > 0, 1 α, β, ξ < 0 2τ T l δx ρ 2 E Unstable δt with shortest wavelength since f convex and f ( 1) > f (1) Stability analysis Slide 21

22 Scheme (D1) Summary δt < Stable T δx l 2τ T δxρ 2 E Stable δt < T δx l 2τ l 2 ρ 2 E Unstable δt < τ 1 2 T lδxρ2 E ( ) 2 2τ T δxρ E Shortest Wavelength Unstable For all δt > 0 Shortest Wavelength 1 0 T 2 lδxρ2 E T lδxρ 2 E τ The same conditions as the continuous macroscopic model for: δx 0 (and δt 0 such that δt / δx 0) Stability analysis Slide 22

23 Stability analysis for the schemes (D2) and (D3) Affine speed function V (ρ) = 1 (1/ρ l), with T > 0 the time gap between T the vehicles and l > 0 their size Godunov scheme is G(x, y) = 1 (1 yl) T The schemes (D2) and (D3) are F 2(ρ i, ρ i+1, ρ i+2, ρ i 1 ) = ρ i + δtl δxt F 3(ρ i, ρ i+1, ρ i+2, ρ i 1 ) = ρ i + δtl δxt ( 1 τ δxt ρ ( i+1 1 ρ 1 i+2 ( ρ i+1 ρ i + ρ i+2 ) τ δxt 1 τ δxt ( ρ i ) 1 ρ 1 i+1 ρ i ) ( )) ρi+1 ρ i+2 ρ i ρ i ρ i+1 ρ i 1 By construction, both gives (with A = δt l δx T and B = τ T δx ρ E ) α = 1 A(1 + B) β = A(1 + 2B) γ = AB ξ = 0 Stability analysis Slide 23

24 Signs of the partial derivative α β γ A = δt l δx T and B = τ δx T ρ E α = 1 A(1 + B) is positive if δt < δx T l ( 1 + τ T δx ρ E if τ > T δx ρ E, or for all δt 0 if τ T δx ρ E β = A(1 + 2B) is positive iff ) 1 (P α) Moreover 1 β > 0 if (P α) holds The sign of γ = AB is the one of τ τ > 1 2 T δx ρ E (P β ) Stability analysis Slide 24

25 Case τ < 0 If τ < 0 and (P α) holds, f (x) = β(1 β)x + 2αγx 2 is convex is maximal on [ 1, 1] for x = 1 or x = 1 Therefore the model is stable if f ( 1) < f (1); this is τ > 1 2 T δx ρ E and δt < δx T l The condition on δt is weaker than (P α) ( 1 + 2τ ) 1 T δx ρ E If τ 1 2 T δx ρ E then the system is unstable at the shortest wave-length frequency cos 1 ( 1) A sufficiently condition for that the finite system produces the frequency cos 1 ( 1) is simply N 2 Stability analysis Slide 25

26 Case τ > 0 (P α) holds then f (x) = β(1 β)x + 2αγx 2 is concave and is maximum at arg sup x f (x) = x 0 = β(1 β) 4αγ > 0 We know that λ 2 0 = α 2 + β 2 + γ 2 2αβ + f (1) = 1 (case l = 0) Therefore the model is stable if x 0 > 1; this is τ < 1 2 T δx ρ E and δt < δx T l The condition on δt is stronger than (P α) ( 1 2τ ) T δx ρ E If τ 1 2 T δx ρ E then the system is unstable at the frequency cos 1 (x 0) that is reachable in the finite system if N > 2π/ cos 1 (x 0) 1 We have x 0 δt 0 + T δx ρ E 2 4τ going from 1 to 1/2 according to τ (long-waves) Stability analysis Slide 26

27 Schemes (D2) and (D3) Summary Unstable for all δt > 0 Shortest wavelength Unstable δt < T δx l+ lτ T δxρ E Shortest wavelength δt < Stable T δx l+ lτ T δxρ E Stable δt < T δx l 2τ lρ E Unstable δt < T δx l+ T δxρ lτ E Wavelength from N/2 to N/6 T δxρe 1 T 2 δxρe 1 0 T 2 δxρe τ The same conditions as the microscopic model for: δt 0 and δx = 1/ρ E = mean spacing Stability analysis Slide 27

28 Outline Microscopic model Micro Macro derivation Numerical schemes Stability analysis Simulation results Simulation results Slide 28

29 Simulation Models Microscopic: Euler explicit scheme Macroscopic: Godunov/Godonov scheme (D3) Setting ρ E = 2, δx = 1/ρ E, δt = 1e-2, V : ρ max{min{2, 1/ρ 1}} Environment Ring (periodic conditions) Initial condition: jam, random, perturbed Simulation results Slide 29

30 Trajectories Jam initial configuration Time Space

31 Trajectories Perturbed initial configuration Time Space

32 Trajectories Random initial configuration Time Space

33 Fundamental diagram Microscopic model Macroscopic model Speed Flow V ( ) Bounds V ( ) Bounds Time Density Density

Απόκριση σε Μοναδιαία Ωστική Δύναμη (Unit Impulse) Απόκριση σε Δυνάμεις Αυθαίρετα Μεταβαλλόμενες με το Χρόνο. Απόστολος Σ.

Απόκριση σε Μοναδιαία Ωστική Δύναμη (Unit Impulse) Απόκριση σε Δυνάμεις Αυθαίρετα Μεταβαλλόμενες με το Χρόνο. Απόστολος Σ. Απόκριση σε Δυνάμεις Αυθαίρετα Μεταβαλλόμενες με το Χρόνο The time integral of a force is referred to as impulse, is determined by and is obtained from: Newton s 2 nd Law of motion states that the action

Διαβάστε περισσότερα

Homework 8 Model Solution Section

Homework 8 Model Solution Section MATH 004 Homework Solution Homework 8 Model Solution Section 14.5 14.6. 14.5. Use the Chain Rule to find dz where z cosx + 4y), x 5t 4, y 1 t. dz dx + dy y sinx + 4y)0t + 4) sinx + 4y) 1t ) 0t + 4t ) sinx

Διαβάστε περισσότερα

D Alembert s Solution to the Wave Equation

D Alembert s Solution to the Wave Equation D Alembert s Solution to the Wave Equation MATH 467 Partial Differential Equations J. Robert Buchanan Department of Mathematics Fall 2018 Objectives In this lesson we will learn: a change of variable technique

Διαβάστε περισσότερα

Second Order Partial Differential Equations

Second Order Partial Differential Equations Chapter 7 Second Order Partial Differential Equations 7.1 Introduction A second order linear PDE in two independent variables (x, y Ω can be written as A(x, y u x + B(x, y u xy + C(x, y u u u + D(x, y

Διαβάστε περισσότερα

Partial Differential Equations in Biology The boundary element method. March 26, 2013

Partial Differential Equations in Biology The boundary element method. March 26, 2013 The boundary element method March 26, 203 Introduction and notation The problem: u = f in D R d u = ϕ in Γ D u n = g on Γ N, where D = Γ D Γ N, Γ D Γ N = (possibly, Γ D = [Neumann problem] or Γ N = [Dirichlet

Διαβάστε περισσότερα

Phys460.nb Solution for the t-dependent Schrodinger s equation How did we find the solution? (not required)

Phys460.nb Solution for the t-dependent Schrodinger s equation How did we find the solution? (not required) Phys460.nb 81 ψ n (t) is still the (same) eigenstate of H But for tdependent H. The answer is NO. 5.5.5. Solution for the tdependent Schrodinger s equation If we assume that at time t 0, the electron starts

Διαβάστε περισσότερα

Chapter 6: Systems of Linear Differential. be continuous functions on the interval

Chapter 6: Systems of Linear Differential. be continuous functions on the interval Chapter 6: Systems of Linear Differential Equations Let a (t), a 2 (t),..., a nn (t), b (t), b 2 (t),..., b n (t) be continuous functions on the interval I. The system of n first-order differential equations

Διαβάστε περισσότερα

Jesse Maassen and Mark Lundstrom Purdue University November 25, 2013

Jesse Maassen and Mark Lundstrom Purdue University November 25, 2013 Notes on Average Scattering imes and Hall Factors Jesse Maassen and Mar Lundstrom Purdue University November 5, 13 I. Introduction 1 II. Solution of the BE 1 III. Exercises: Woring out average scattering

Διαβάστε περισσότερα

CHAPTER 25 SOLVING EQUATIONS BY ITERATIVE METHODS

CHAPTER 25 SOLVING EQUATIONS BY ITERATIVE METHODS CHAPTER 5 SOLVING EQUATIONS BY ITERATIVE METHODS EXERCISE 104 Page 8 1. Find the positive root of the equation x + 3x 5 = 0, correct to 3 significant figures, using the method of bisection. Let f(x) =

Διαβάστε περισσότερα

Exercises 10. Find a fundamental matrix of the given system of equations. Also find the fundamental matrix Φ(t) satisfying Φ(0) = I. 1.

Exercises 10. Find a fundamental matrix of the given system of equations. Also find the fundamental matrix Φ(t) satisfying Φ(0) = I. 1. Exercises 0 More exercises are available in Elementary Differential Equations. If you have a problem to solve any of them, feel free to come to office hour. Problem Find a fundamental matrix of the given

Διαβάστε περισσότερα

Areas and Lengths in Polar Coordinates

Areas and Lengths in Polar Coordinates Kiryl Tsishchanka Areas and Lengths in Polar Coordinates In this section we develop the formula for the area of a region whose boundary is given by a polar equation. We need to use the formula for the

Διαβάστε περισσότερα

Numerical Analysis FMN011

Numerical Analysis FMN011 Numerical Analysis FMN011 Carmen Arévalo Lund University carmen@maths.lth.se Lecture 12 Periodic data A function g has period P if g(x + P ) = g(x) Model: Trigonometric polynomial of order M T M (x) =

Διαβάστε περισσότερα

Example Sheet 3 Solutions

Example Sheet 3 Solutions Example Sheet 3 Solutions. i Regular Sturm-Liouville. ii Singular Sturm-Liouville mixed boundary conditions. iii Not Sturm-Liouville ODE is not in Sturm-Liouville form. iv Regular Sturm-Liouville note

Διαβάστε περισσότερα

Matrices and Determinants

Matrices and Determinants Matrices and Determinants SUBJECTIVE PROBLEMS: Q 1. For what value of k do the following system of equations possess a non-trivial (i.e., not all zero) solution over the set of rationals Q? x + ky + 3z

Διαβάστε περισσότερα

Concrete Mathematics Exercises from 30 September 2016

Concrete Mathematics Exercises from 30 September 2016 Concrete Mathematics Exercises from 30 September 2016 Silvio Capobianco Exercise 1.7 Let H(n) = J(n + 1) J(n). Equation (1.8) tells us that H(2n) = 2, and H(2n+1) = J(2n+2) J(2n+1) = (2J(n+1) 1) (2J(n)+1)

Διαβάστε περισσότερα

Areas and Lengths in Polar Coordinates

Areas and Lengths in Polar Coordinates Kiryl Tsishchanka Areas and Lengths in Polar Coordinates In this section we develop the formula for the area of a region whose boundary is given by a polar equation. We need to use the formula for the

Διαβάστε περισσότερα

HOMEWORK 4 = G. In order to plot the stress versus the stretch we define a normalized stretch:

HOMEWORK 4 = G. In order to plot the stress versus the stretch we define a normalized stretch: HOMEWORK 4 Problem a For the fast loading case, we want to derive the relationship between P zz and λ z. We know that the nominal stress is expressed as: P zz = ψ λ z where λ z = λ λ z. Therefore, applying

Διαβάστε περισσότερα

Finite difference method for 2-D heat equation

Finite difference method for 2-D heat equation Finite difference method for 2-D heat equation Praveen. C praveen@math.tifrbng.res.in Tata Institute of Fundamental Research Center for Applicable Mathematics Bangalore 560065 http://math.tifrbng.res.in/~praveen

Διαβάστε περισσότερα

Appendix to On the stability of a compressible axisymmetric rotating flow in a pipe. By Z. Rusak & J. H. Lee

Appendix to On the stability of a compressible axisymmetric rotating flow in a pipe. By Z. Rusak & J. H. Lee Appendi to On the stability of a compressible aisymmetric rotating flow in a pipe By Z. Rusak & J. H. Lee Journal of Fluid Mechanics, vol. 5 4, pp. 5 4 This material has not been copy-edited or typeset

Διαβάστε περισσότερα

ST5224: Advanced Statistical Theory II

ST5224: Advanced Statistical Theory II ST5224: Advanced Statistical Theory II 2014/2015: Semester II Tutorial 7 1. Let X be a sample from a population P and consider testing hypotheses H 0 : P = P 0 versus H 1 : P = P 1, where P j is a known

Διαβάστε περισσότερα

Chapter 6: Systems of Linear Differential. be continuous functions on the interval

Chapter 6: Systems of Linear Differential. be continuous functions on the interval Chapter 6: Systems of Linear Differential Equations Let a (t), a 2 (t),..., a nn (t), b (t), b 2 (t),..., b n (t) be continuous functions on the interval I. The system of n first-order differential equations

Διαβάστε περισσότερα

Forced Pendulum Numerical approach

Forced Pendulum Numerical approach Numerical approach UiO April 8, 2014 Physical problem and equation We have a pendulum of length l, with mass m. The pendulum is subject to gravitation as well as both a forcing and linear resistance force.

Διαβάστε περισσότερα

Differential equations

Differential equations Differential equations Differential equations: An equation inoling one dependent ariable and its deriaties w. r. t one or more independent ariables is called a differential equation. Order of differential

Διαβάστε περισσότερα

SOLUTIONS TO MATH38181 EXTREME VALUES AND FINANCIAL RISK EXAM

SOLUTIONS TO MATH38181 EXTREME VALUES AND FINANCIAL RISK EXAM SOLUTIONS TO MATH38181 EXTREME VALUES AND FINANCIAL RISK EXAM Solutions to Question 1 a) The cumulative distribution function of T conditional on N n is Pr T t N n) Pr max X 1,..., X N ) t N n) Pr max

Διαβάστε περισσότερα

derivation of the Laplacian from rectangular to spherical coordinates

derivation of the Laplacian from rectangular to spherical coordinates derivation of the Laplacian from rectangular to spherical coordinates swapnizzle 03-03- :5:43 We begin by recognizing the familiar conversion from rectangular to spherical coordinates (note that φ is used

Διαβάστε περισσότερα

Lifting Entry (continued)

Lifting Entry (continued) ifting Entry (continued) Basic planar dynamics of motion, again Yet another equilibrium glide Hypersonic phugoid motion Planar state equations MARYAN 1 01 avid. Akin - All rights reserved http://spacecraft.ssl.umd.edu

Διαβάστε περισσότερα

Solutions to Exercise Sheet 5

Solutions to Exercise Sheet 5 Solutions to Eercise Sheet 5 jacques@ucsd.edu. Let X and Y be random variables with joint pdf f(, y) = 3y( + y) where and y. Determine each of the following probabilities. Solutions. a. P (X ). b. P (X

Διαβάστε περισσότερα

Quadratic Expressions

Quadratic Expressions Quadratic Expressions. The standard form of a quadratic equation is ax + bx + c = 0 where a, b, c R and a 0. The roots of ax + bx + c = 0 are b ± b a 4ac. 3. For the equation ax +bx+c = 0, sum of the roots

Διαβάστε περισσότερα

Section 8.3 Trigonometric Equations

Section 8.3 Trigonometric Equations 99 Section 8. Trigonometric Equations Objective 1: Solve Equations Involving One Trigonometric Function. In this section and the next, we will exple how to solving equations involving trigonometric functions.

Διαβάστε περισσότερα

Second Order RLC Filters

Second Order RLC Filters ECEN 60 Circuits/Electronics Spring 007-0-07 P. Mathys Second Order RLC Filters RLC Lowpass Filter A passive RLC lowpass filter (LPF) circuit is shown in the following schematic. R L C v O (t) Using phasor

Διαβάστε περισσότερα

Reminders: linear functions

Reminders: linear functions Reminders: linear functions Let U and V be vector spaces over the same field F. Definition A function f : U V is linear if for every u 1, u 2 U, f (u 1 + u 2 ) = f (u 1 ) + f (u 2 ), and for every u U

Διαβάστε περισσότερα

forms This gives Remark 1. How to remember the above formulas: Substituting these into the equation we obtain with

forms This gives Remark 1. How to remember the above formulas: Substituting these into the equation we obtain with Week 03: C lassification of S econd- Order L inear Equations In last week s lectures we have illustrated how to obtain the general solutions of first order PDEs using the method of characteristics. We

Διαβάστε περισσότερα

Inverse trigonometric functions & General Solution of Trigonometric Equations. ------------------ ----------------------------- -----------------

Inverse trigonometric functions & General Solution of Trigonometric Equations. ------------------ ----------------------------- ----------------- Inverse trigonometric functions & General Solution of Trigonometric Equations. 1. Sin ( ) = a) b) c) d) Ans b. Solution : Method 1. Ans a: 17 > 1 a) is rejected. w.k.t Sin ( sin ) = d is rejected. If sin

Διαβάστε περισσότερα

3.4 SUM AND DIFFERENCE FORMULAS. NOTE: cos(α+β) cos α + cos β cos(α-β) cos α -cos β

3.4 SUM AND DIFFERENCE FORMULAS. NOTE: cos(α+β) cos α + cos β cos(α-β) cos α -cos β 3.4 SUM AND DIFFERENCE FORMULAS Page Theorem cos(αβ cos α cos β -sin α cos(α-β cos α cos β sin α NOTE: cos(αβ cos α cos β cos(α-β cos α -cos β Proof of cos(α-β cos α cos β sin α Let s use a unit circle

Διαβάστε περισσότερα

Statistical Inference I Locally most powerful tests

Statistical Inference I Locally most powerful tests Statistical Inference I Locally most powerful tests Shirsendu Mukherjee Department of Statistics, Asutosh College, Kolkata, India. shirsendu st@yahoo.co.in So far we have treated the testing of one-sided

Διαβάστε περισσότερα

EE512: Error Control Coding

EE512: Error Control Coding EE512: Error Control Coding Solution for Assignment on Finite Fields February 16, 2007 1. (a) Addition and Multiplication tables for GF (5) and GF (7) are shown in Tables 1 and 2. + 0 1 2 3 4 0 0 1 2 3

Διαβάστε περισσότερα

The Simply Typed Lambda Calculus

The Simply Typed Lambda Calculus Type Inference Instead of writing type annotations, can we use an algorithm to infer what the type annotations should be? That depends on the type system. For simple type systems the answer is yes, and

Διαβάστε περισσότερα

Lecture 26: Circular domains

Lecture 26: Circular domains Introductory lecture notes on Partial Differential Equations - c Anthony Peirce. Not to be copied, used, or revised without eplicit written permission from the copyright owner. 1 Lecture 6: Circular domains

Διαβάστε περισσότερα

MATH423 String Theory Solutions 4. = 0 τ = f(s). (1) dτ ds = dxµ dτ f (s) (2) dτ 2 [f (s)] 2 + dxµ. dτ f (s) (3)

MATH423 String Theory Solutions 4. = 0 τ = f(s). (1) dτ ds = dxµ dτ f (s) (2) dτ 2 [f (s)] 2 + dxµ. dτ f (s) (3) 1. MATH43 String Theory Solutions 4 x = 0 τ = fs). 1) = = f s) ) x = x [f s)] + f s) 3) equation of motion is x = 0 if an only if f s) = 0 i.e. fs) = As + B with A, B constants. i.e. allowe reparametrisations

Διαβάστε περισσότερα

SCHOOL OF MATHEMATICAL SCIENCES G11LMA Linear Mathematics Examination Solutions

SCHOOL OF MATHEMATICAL SCIENCES G11LMA Linear Mathematics Examination Solutions SCHOOL OF MATHEMATICAL SCIENCES GLMA Linear Mathematics 00- Examination Solutions. (a) i. ( + 5i)( i) = (6 + 5) + (5 )i = + i. Real part is, imaginary part is. (b) ii. + 5i i ( + 5i)( + i) = ( i)( + i)

Διαβάστε περισσότερα

1 String with massive end-points

1 String with massive end-points 1 String with massive end-points Πρόβλημα 5.11:Θεωρείστε μια χορδή μήκους, τάσης T, με δύο σημειακά σωματίδια στα άκρα της, το ένα μάζας m, και το άλλο μάζας m. α) Μελετώντας την κίνηση των άκρων βρείτε

Διαβάστε περισσότερα

Homework 3 Solutions

Homework 3 Solutions Homework 3 Solutions Igor Yanovsky (Math 151A TA) Problem 1: Compute the absolute error and relative error in approximations of p by p. (Use calculator!) a) p π, p 22/7; b) p π, p 3.141. Solution: For

Διαβάστε περισσότερα

Ordinal Arithmetic: Addition, Multiplication, Exponentiation and Limit

Ordinal Arithmetic: Addition, Multiplication, Exponentiation and Limit Ordinal Arithmetic: Addition, Multiplication, Exponentiation and Limit Ting Zhang Stanford May 11, 2001 Stanford, 5/11/2001 1 Outline Ordinal Classification Ordinal Addition Ordinal Multiplication Ordinal

Διαβάστε περισσότερα

Math221: HW# 1 solutions

Math221: HW# 1 solutions Math: HW# solutions Andy Royston October, 5 7.5.7, 3 rd Ed. We have a n = b n = a = fxdx = xdx =, x cos nxdx = x sin nx n sin nxdx n = cos nx n = n n, x sin nxdx = x cos nx n + cos nxdx n cos n = + sin

Διαβάστε περισσότερα

SOLUTIONS TO MATH38181 EXTREME VALUES AND FINANCIAL RISK EXAM

SOLUTIONS TO MATH38181 EXTREME VALUES AND FINANCIAL RISK EXAM SOLUTIONS TO MATH38181 EXTREME VALUES AND FINANCIAL RISK EXAM Solutions to Question 1 a) The cumulative distribution function of T conditional on N n is Pr (T t N n) Pr (max (X 1,..., X N ) t N n) Pr (max

Διαβάστε περισσότερα

Fourier Series. MATH 211, Calculus II. J. Robert Buchanan. Spring Department of Mathematics

Fourier Series. MATH 211, Calculus II. J. Robert Buchanan. Spring Department of Mathematics Fourier Series MATH 211, Calculus II J. Robert Buchanan Department of Mathematics Spring 2018 Introduction Not all functions can be represented by Taylor series. f (k) (c) A Taylor series f (x) = (x c)

Διαβάστε περισσότερα

CHAPTER 48 APPLICATIONS OF MATRICES AND DETERMINANTS

CHAPTER 48 APPLICATIONS OF MATRICES AND DETERMINANTS CHAPTER 48 APPLICATIONS OF MATRICES AND DETERMINANTS EXERCISE 01 Page 545 1. Use matrices to solve: 3x + 4y x + 5y + 7 3x + 4y x + 5y 7 Hence, 3 4 x 0 5 y 7 The inverse of 3 4 5 is: 1 5 4 1 5 4 15 8 3

Διαβάστε περισσότερα

Problem Set 9 Solutions. θ + 1. θ 2 + cotθ ( ) sinθ e iφ is an eigenfunction of the ˆ L 2 operator. / θ 2. φ 2. sin 2 θ φ 2. ( ) = e iφ. = e iφ cosθ.

Problem Set 9 Solutions. θ + 1. θ 2 + cotθ ( ) sinθ e iφ is an eigenfunction of the ˆ L 2 operator. / θ 2. φ 2. sin 2 θ φ 2. ( ) = e iφ. = e iφ cosθ. Chemistry 362 Dr Jean M Standard Problem Set 9 Solutions The ˆ L 2 operator is defined as Verify that the angular wavefunction Y θ,φ) Also verify that the eigenvalue is given by 2! 2 & L ˆ 2! 2 2 θ 2 +

Διαβάστε περισσότερα

6.3 Forecasting ARMA processes

6.3 Forecasting ARMA processes 122 CHAPTER 6. ARMA MODELS 6.3 Forecasting ARMA processes The purpose of forecasting is to predict future values of a TS based on the data collected to the present. In this section we will discuss a linear

Διαβάστε περισσότερα

Lecture 2: Dirac notation and a review of linear algebra Read Sakurai chapter 1, Baym chatper 3

Lecture 2: Dirac notation and a review of linear algebra Read Sakurai chapter 1, Baym chatper 3 Lecture 2: Dirac notation and a review of linear algebra Read Sakurai chapter 1, Baym chatper 3 1 State vector space and the dual space Space of wavefunctions The space of wavefunctions is the set of all

Διαβάστε περισσότερα

w o = R 1 p. (1) R = p =. = 1

w o = R 1 p. (1) R = p =. = 1 Πανεπιστήµιο Κρήτης - Τµήµα Επιστήµης Υπολογιστών ΗΥ-570: Στατιστική Επεξεργασία Σήµατος 205 ιδάσκων : Α. Μουχτάρης Τριτη Σειρά Ασκήσεων Λύσεις Ασκηση 3. 5.2 (a) From the Wiener-Hopf equation we have:

Διαβάστε περισσότερα

2 Composition. Invertible Mappings

2 Composition. Invertible Mappings Arkansas Tech University MATH 4033: Elementary Modern Algebra Dr. Marcel B. Finan Composition. Invertible Mappings In this section we discuss two procedures for creating new mappings from old ones, namely,

Διαβάστε περισσότερα

4.6 Autoregressive Moving Average Model ARMA(1,1)

4.6 Autoregressive Moving Average Model ARMA(1,1) 84 CHAPTER 4. STATIONARY TS MODELS 4.6 Autoregressive Moving Average Model ARMA(,) This section is an introduction to a wide class of models ARMA(p,q) which we will consider in more detail later in this

Διαβάστε περισσότερα

Lifting Entry 2. Basic planar dynamics of motion, again Yet another equilibrium glide Hypersonic phugoid motion MARYLAND U N I V E R S I T Y O F

Lifting Entry 2. Basic planar dynamics of motion, again Yet another equilibrium glide Hypersonic phugoid motion MARYLAND U N I V E R S I T Y O F ifting Entry Basic planar dynamics of motion, again Yet another equilibrium glide Hypersonic phugoid motion MARYAN 1 010 avid. Akin - All rights reserved http://spacecraft.ssl.umd.edu ifting Atmospheric

Διαβάστε περισσότερα

C.S. 430 Assignment 6, Sample Solutions

C.S. 430 Assignment 6, Sample Solutions C.S. 430 Assignment 6, Sample Solutions Paul Liu November 15, 2007 Note that these are sample solutions only; in many cases there were many acceptable answers. 1 Reynolds Problem 10.1 1.1 Normal-order

Διαβάστε περισσότερα

DERIVATION OF MILES EQUATION FOR AN APPLIED FORCE Revision C

DERIVATION OF MILES EQUATION FOR AN APPLIED FORCE Revision C DERIVATION OF MILES EQUATION FOR AN APPLIED FORCE Revision C By Tom Irvine Email: tomirvine@aol.com August 6, 8 Introduction The obective is to derive a Miles equation which gives the overall response

Διαβάστε περισσότερα

Lecture 21: Properties and robustness of LSE

Lecture 21: Properties and robustness of LSE Lecture 21: Properties and robustness of LSE BLUE: Robustness of LSE against normality We now study properties of l τ β and σ 2 under assumption A2, i.e., without the normality assumption on ε. From Theorem

Διαβάστε περισσότερα

ANSWERSHEET (TOPIC = DIFFERENTIAL CALCULUS) COLLECTION #2. h 0 h h 0 h h 0 ( ) g k = g 0 + g 1 + g g 2009 =?

ANSWERSHEET (TOPIC = DIFFERENTIAL CALCULUS) COLLECTION #2. h 0 h h 0 h h 0 ( ) g k = g 0 + g 1 + g g 2009 =? Teko Classes IITJEE/AIEEE Maths by SUHAAG SIR, Bhopal, Ph (0755) 3 00 000 www.tekoclasses.com ANSWERSHEET (TOPIC DIFFERENTIAL CALCULUS) COLLECTION # Question Type A.Single Correct Type Q. (A) Sol least

Διαβάστε περισσότερα

6.1. Dirac Equation. Hamiltonian. Dirac Eq.

6.1. Dirac Equation. Hamiltonian. Dirac Eq. 6.1. Dirac Equation Ref: M.Kaku, Quantum Field Theory, Oxford Univ Press (1993) η μν = η μν = diag(1, -1, -1, -1) p 0 = p 0 p = p i = -p i p μ p μ = p 0 p 0 + p i p i = E c 2 - p 2 = (m c) 2 H = c p 2

Διαβάστε περισσότερα

SPECIAL FUNCTIONS and POLYNOMIALS

SPECIAL FUNCTIONS and POLYNOMIALS SPECIAL FUNCTIONS and POLYNOMIALS Gerard t Hooft Stefan Nobbenhuis Institute for Theoretical Physics Utrecht University, Leuvenlaan 4 3584 CC Utrecht, the Netherlands and Spinoza Institute Postbox 8.195

Διαβάστε περισσότερα

Approximation of distance between locations on earth given by latitude and longitude

Approximation of distance between locations on earth given by latitude and longitude Approximation of distance between locations on earth given by latitude and longitude Jan Behrens 2012-12-31 In this paper we shall provide a method to approximate distances between two points on earth

Διαβάστε περισσότερα

k A = [k, k]( )[a 1, a 2 ] = [ka 1,ka 2 ] 4For the division of two intervals of confidence in R +

k A = [k, k]( )[a 1, a 2 ] = [ka 1,ka 2 ] 4For the division of two intervals of confidence in R + Chapter 3. Fuzzy Arithmetic 3- Fuzzy arithmetic: ~Addition(+) and subtraction (-): Let A = [a and B = [b, b in R If x [a and y [b, b than x+y [a +b +b Symbolically,we write A(+)B = [a (+)[b, b = [a +b

Διαβάστε περισσότερα

Local Approximation with Kernels

Local Approximation with Kernels Local Approximation with Kernels Thomas Hangelbroek University of Hawaii at Manoa 5th International Conference Approximation Theory, 26 work supported by: NSF DMS-43726 A cubic spline example Consider

Διαβάστε περισσότερα

ECE Spring Prof. David R. Jackson ECE Dept. Notes 2

ECE Spring Prof. David R. Jackson ECE Dept. Notes 2 ECE 634 Spring 6 Prof. David R. Jackson ECE Dept. Notes Fields in a Source-Free Region Example: Radiation from an aperture y PEC E t x Aperture Assume the following choice of vector potentials: A F = =

Διαβάστε περισσότερα

( y) Partial Differential Equations

( y) Partial Differential Equations Partial Dierential Equations Linear P.D.Es. contains no owers roducts o the deendent variables / an o its derivatives can occasionall be solved. Consider eamle ( ) a (sometimes written as a ) we can integrate

Διαβάστε περισσότερα

Μονοβάθμια Συστήματα: Εξίσωση Κίνησης, Διατύπωση του Προβλήματος και Μέθοδοι Επίλυσης. Απόστολος Σ. Παπαγεωργίου

Μονοβάθμια Συστήματα: Εξίσωση Κίνησης, Διατύπωση του Προβλήματος και Μέθοδοι Επίλυσης. Απόστολος Σ. Παπαγεωργίου Μονοβάθμια Συστήματα: Εξίσωση Κίνησης, Διατύπωση του Προβλήματος και Μέθοδοι Επίλυσης VISCOUSLY DAMPED 1-DOF SYSTEM Μονοβάθμια Συστήματα με Ιξώδη Απόσβεση Equation of Motion (Εξίσωση Κίνησης): Complete

Διαβάστε περισσότερα

b. Use the parametrization from (a) to compute the area of S a as S a ds. Be sure to substitute for ds!

b. Use the parametrization from (a) to compute the area of S a as S a ds. Be sure to substitute for ds! MTH U341 urface Integrals, tokes theorem, the divergence theorem To be turned in Wed., Dec. 1. 1. Let be the sphere of radius a, x 2 + y 2 + z 2 a 2. a. Use spherical coordinates (with ρ a) to parametrize.

Διαβάστε περισσότερα

Finite Field Problems: Solutions

Finite Field Problems: Solutions Finite Field Problems: Solutions 1. Let f = x 2 +1 Z 11 [x] and let F = Z 11 [x]/(f), a field. Let Solution: F =11 2 = 121, so F = 121 1 = 120. The possible orders are the divisors of 120. Solution: The

Διαβάστε περισσότερα

Tridiagonal matrices. Gérard MEURANT. October, 2008

Tridiagonal matrices. Gérard MEURANT. October, 2008 Tridiagonal matrices Gérard MEURANT October, 2008 1 Similarity 2 Cholesy factorizations 3 Eigenvalues 4 Inverse Similarity Let α 1 ω 1 β 1 α 2 ω 2 T =......... β 2 α 1 ω 1 β 1 α and β i ω i, i = 1,...,

Διαβάστε περισσότερα

F19MC2 Solutions 9 Complex Analysis

F19MC2 Solutions 9 Complex Analysis F9MC Solutions 9 Complex Analysis. (i) Let f(z) = eaz +z. Then f is ifferentiable except at z = ±i an so by Cauchy s Resiue Theorem e az z = πi[res(f,i)+res(f, i)]. +z C(,) Since + has zeros of orer at

Διαβάστε περισσότερα

Risk! " #$%&'() *!'+,'''## -. / # $

Risk!  #$%&'() *!'+,'''## -. / # $ Risk! " #$%&'(!'+,'''## -. / 0! " # $ +/ #%&''&(+(( &'',$ #-&''&$ #(./0&'',$( ( (! #( &''/$ #$ 3 #4&'',$ #- &'',$ #5&''6(&''&7&'',$ / ( /8 9 :&' " 4; < # $ 3 " ( #$ = = #$ #$ ( 3 - > # $ 3 = = " 3 3, 6?3

Διαβάστε περισσότερα

( ) 2 and compare to M.

( ) 2 and compare to M. Problems and Solutions for Section 4.2 4.9 through 4.33) 4.9 Calculate the square root of the matrix 3!0 M!0 8 Hint: Let M / 2 a!b ; calculate M / 2!b c ) 2 and compare to M. Solution: Given: 3!0 M!0 8

Διαβάστε περισσότερα

Mock Exam 7. 1 Hong Kong Educational Publishing Company. Section A 1. Reference: HKDSE Math M Q2 (a) (1 + kx) n 1M + 1A = (1) =

Mock Exam 7. 1 Hong Kong Educational Publishing Company. Section A 1. Reference: HKDSE Math M Q2 (a) (1 + kx) n 1M + 1A = (1) = Mock Eam 7 Mock Eam 7 Section A. Reference: HKDSE Math M 0 Q (a) ( + k) n nn ( )( k) + nk ( ) + + nn ( ) k + nk + + + A nk... () nn ( ) k... () From (), k...() n Substituting () into (), nn ( ) n 76n 76n

Διαβάστε περισσότερα

ΚΥΠΡΙΑΚΗ ΕΤΑΙΡΕΙΑ ΠΛΗΡΟΦΟΡΙΚΗΣ CYPRUS COMPUTER SOCIETY ΠΑΓΚΥΠΡΙΟΣ ΜΑΘΗΤΙΚΟΣ ΔΙΑΓΩΝΙΣΜΟΣ ΠΛΗΡΟΦΟΡΙΚΗΣ 19/5/2007

ΚΥΠΡΙΑΚΗ ΕΤΑΙΡΕΙΑ ΠΛΗΡΟΦΟΡΙΚΗΣ CYPRUS COMPUTER SOCIETY ΠΑΓΚΥΠΡΙΟΣ ΜΑΘΗΤΙΚΟΣ ΔΙΑΓΩΝΙΣΜΟΣ ΠΛΗΡΟΦΟΡΙΚΗΣ 19/5/2007 Οδηγίες: Να απαντηθούν όλες οι ερωτήσεις. Αν κάπου κάνετε κάποιες υποθέσεις να αναφερθούν στη σχετική ερώτηση. Όλα τα αρχεία που αναφέρονται στα προβλήματα βρίσκονται στον ίδιο φάκελο με το εκτελέσιμο

Διαβάστε περισσότερα

Dr. D. Dinev, Department of Structural Mechanics, UACEG

Dr. D. Dinev, Department of Structural Mechanics, UACEG Lecture 4 Material behavior: Constitutive equations Field of the game Print version Lecture on Theory of lasticity and Plasticity of Dr. D. Dinev, Department of Structural Mechanics, UACG 4.1 Contents

Διαβάστε περισσότερα

DiracDelta. Notations. Primary definition. Specific values. General characteristics. Traditional name. Traditional notation

DiracDelta. Notations. Primary definition. Specific values. General characteristics. Traditional name. Traditional notation DiracDelta Notations Traditional name Dirac delta function Traditional notation x Mathematica StandardForm notation DiracDeltax Primary definition 4.03.02.000.0 x Π lim ε ; x ε0 x 2 2 ε Specific values

Διαβάστε περισσότερα

Main source: "Discrete-time systems and computer control" by Α. ΣΚΟΔΡΑΣ ΨΗΦΙΑΚΟΣ ΕΛΕΓΧΟΣ ΔΙΑΛΕΞΗ 4 ΔΙΑΦΑΝΕΙΑ 1

Main source: Discrete-time systems and computer control by Α. ΣΚΟΔΡΑΣ ΨΗΦΙΑΚΟΣ ΕΛΕΓΧΟΣ ΔΙΑΛΕΞΗ 4 ΔΙΑΦΑΝΕΙΑ 1 Main source: "Discrete-time systems and computer control" by Α. ΣΚΟΔΡΑΣ ΨΗΦΙΑΚΟΣ ΕΛΕΓΧΟΣ ΔΙΑΛΕΞΗ 4 ΔΙΑΦΑΝΕΙΑ 1 A Brief History of Sampling Research 1915 - Edmund Taylor Whittaker (1873-1956) devised a

Διαβάστε περισσότερα

Eulerian Simulation of Large Deformations

Eulerian Simulation of Large Deformations Eulerian Simulation of Large Deformations Shayan Hoshyari April, 2018 Some Applications 1 Biomechanical Engineering 2 / 11 Some Applications 1 Biomechanical Engineering 2 Muscle Animation 2 / 11 Some Applications

Διαβάστε περισσότερα

Derivation of Optical-Bloch Equations

Derivation of Optical-Bloch Equations Appendix C Derivation of Optical-Bloch Equations In this appendix the optical-bloch equations that give the populations and coherences for an idealized three-level Λ system, Fig. 3. on page 47, will be

Διαβάστε περισσότερα

ω ω ω ω ω ω+2 ω ω+2 + ω ω ω ω+2 + ω ω+1 ω ω+2 2 ω ω ω ω ω ω ω ω+1 ω ω2 ω ω2 + ω ω ω2 + ω ω ω ω2 + ω ω+1 ω ω2 + ω ω+1 + ω ω ω ω2 + ω

ω ω ω ω ω ω+2 ω ω+2 + ω ω ω ω+2 + ω ω+1 ω ω+2 2 ω ω ω ω ω ω ω ω+1 ω ω2 ω ω2 + ω ω ω2 + ω ω ω ω2 + ω ω+1 ω ω2 + ω ω+1 + ω ω ω ω2 + ω 0 1 2 3 4 5 6 ω ω + 1 ω + 2 ω + 3 ω + 4 ω2 ω2 + 1 ω2 + 2 ω2 + 3 ω3 ω3 + 1 ω3 + 2 ω4 ω4 + 1 ω5 ω 2 ω 2 + 1 ω 2 + 2 ω 2 + ω ω 2 + ω + 1 ω 2 + ω2 ω 2 2 ω 2 2 + 1 ω 2 2 + ω ω 2 3 ω 3 ω 3 + 1 ω 3 + ω ω 3 +

Διαβάστε περισσότερα

The Pohozaev identity for the fractional Laplacian

The Pohozaev identity for the fractional Laplacian The Pohozaev identity for the fractional Laplacian Xavier Ros-Oton Departament Matemàtica Aplicada I, Universitat Politècnica de Catalunya (joint work with Joaquim Serra) Xavier Ros-Oton (UPC) The Pohozaev

Διαβάστε περισσότερα

Uniform Convergence of Fourier Series Michael Taylor

Uniform Convergence of Fourier Series Michael Taylor Uniform Convergence of Fourier Series Michael Taylor Given f L 1 T 1 ), we consider the partial sums of the Fourier series of f: N 1) S N fθ) = ˆfk)e ikθ. k= N A calculation gives the Dirichlet formula

Διαβάστε περισσότερα

CRASH COURSE IN PRECALCULUS

CRASH COURSE IN PRECALCULUS CRASH COURSE IN PRECALCULUS Shiah-Sen Wang The graphs are prepared by Chien-Lun Lai Based on : Precalculus: Mathematics for Calculus by J. Stuwart, L. Redin & S. Watson, 6th edition, 01, Brooks/Cole Chapter

Διαβάστε περισσότερα

SCITECH Volume 13, Issue 2 RESEARCH ORGANISATION Published online: March 29, 2018

SCITECH Volume 13, Issue 2 RESEARCH ORGANISATION Published online: March 29, 2018 Journal of rogressive Research in Mathematics(JRM) ISSN: 2395-028 SCITECH Volume 3, Issue 2 RESEARCH ORGANISATION ublished online: March 29, 208 Journal of rogressive Research in Mathematics www.scitecresearch.com/journals

Διαβάστε περισσότερα

Fundamentals of Signals, Systems and Filtering

Fundamentals of Signals, Systems and Filtering Fundamentals of Signals, Systems and Filtering Brett Ninness c 2000-2005, Brett Ninness, School of Electrical Engineering and Computer Science The University of Newcastle, Australia. 2 c Brett Ninness

Διαβάστε περισσότερα

2. THEORY OF EQUATIONS. PREVIOUS EAMCET Bits.

2. THEORY OF EQUATIONS. PREVIOUS EAMCET Bits. EAMCET-. THEORY OF EQUATIONS PREVIOUS EAMCET Bits. Each of the roots of the equation x 6x + 6x 5= are increased by k so that the new transformed equation does not contain term. Then k =... - 4. - Sol.

Διαβάστε περισσότερα

ES440/ES911: CFD. Chapter 5. Solution of Linear Equation Systems

ES440/ES911: CFD. Chapter 5. Solution of Linear Equation Systems ES440/ES911: CFD Chapter 5. Solution of Linear Equation Systems Dr Yongmann M. Chung http://www.eng.warwick.ac.uk/staff/ymc/es440.html Y.M.Chung@warwick.ac.uk School of Engineering & Centre for Scientific

Διαβάστε περισσότερα

(As on April 16, 2002 no changes since Dec 24.)

(As on April 16, 2002 no changes since Dec 24.) ~rprice/area51/documents/roswell.tex ROSWELL COORDINATES FOR TWO CENTERS As on April 16, 00 no changes since Dec 4. I. Definitions of coordinates We define the Roswell coordinates χ, Θ. A better name will

Διαβάστε περισσότερα

Practice Exam 2. Conceptual Questions. 1. State a Basic identity and then verify it. (a) Identity: Solution: One identity is csc(θ) = 1

Practice Exam 2. Conceptual Questions. 1. State a Basic identity and then verify it. (a) Identity: Solution: One identity is csc(θ) = 1 Conceptual Questions. State a Basic identity and then verify it. a) Identity: Solution: One identity is cscθ) = sinθ) Practice Exam b) Verification: Solution: Given the point of intersection x, y) of the

Διαβάστε περισσότερα

The wave equation in elastodynamic

The wave equation in elastodynamic The wave equation in elastodynamic Wave propagation in a non-homogeneous anisotropic elastic medium occupying a bounded domain R d, d = 2, 3, with boundary Γ, is described by the linear wave equation:

Διαβάστε περισσότερα

On a four-dimensional hyperbolic manifold with finite volume

On a four-dimensional hyperbolic manifold with finite volume BULETINUL ACADEMIEI DE ŞTIINŢE A REPUBLICII MOLDOVA. MATEMATICA Numbers 2(72) 3(73), 2013, Pages 80 89 ISSN 1024 7696 On a four-dimensional hyperbolic manifold with finite volume I.S.Gutsul Abstract. In

Διαβάστε περισσότερα

Evaluation of some non-elementary integrals of sine, cosine and exponential integrals type

Evaluation of some non-elementary integrals of sine, cosine and exponential integrals type Noname manuscript No. will be inserted by the editor Evaluation of some non-elementary integrals of sine, cosine and exponential integrals type Victor Nijimbere Received: date / Accepted: date Abstract

Διαβάστε περισσότερα

On the Galois Group of Linear Difference-Differential Equations

On the Galois Group of Linear Difference-Differential Equations On the Galois Group of Linear Difference-Differential Equations Ruyong Feng KLMM, Chinese Academy of Sciences, China Ruyong Feng (KLMM, CAS) Galois Group 1 / 19 Contents 1 Basic Notations and Concepts

Διαβάστε περισσότερα

Lecture 34 Bootstrap confidence intervals

Lecture 34 Bootstrap confidence intervals Lecture 34 Bootstrap confidence intervals Confidence Intervals θ: an unknown parameter of interest We want to find limits θ and θ such that Gt = P nˆθ θ t If G 1 1 α is known, then P θ θ = P θ θ = 1 α

Διαβάστε περισσότερα

The Negative Neumann Eigenvalues of Second Order Differential Equation with Two Turning Points

The Negative Neumann Eigenvalues of Second Order Differential Equation with Two Turning Points Applied Mathematical Sciences, Vol. 3, 009, no., 6-66 The Negative Neumann Eigenvalues of Second Order Differential Equation with Two Turning Points A. Neamaty and E. A. Sazgar Department of Mathematics,

Διαβάστε περισσότερα

CHAPTER 101 FOURIER SERIES FOR PERIODIC FUNCTIONS OF PERIOD

CHAPTER 101 FOURIER SERIES FOR PERIODIC FUNCTIONS OF PERIOD CHAPTER FOURIER SERIES FOR PERIODIC FUNCTIONS OF PERIOD EXERCISE 36 Page 66. Determine the Fourier series for the periodic function: f(x), when x +, when x which is periodic outside this rge of period.

Διαβάστε περισσότερα

Srednicki Chapter 55

Srednicki Chapter 55 Srednicki Chapter 55 QFT Problems & Solutions A. George August 3, 03 Srednicki 55.. Use equations 55.3-55.0 and A i, A j ] = Π i, Π j ] = 0 (at equal times) to verify equations 55.-55.3. This is our third

Διαβάστε περισσότερα

1. (a) (5 points) Find the unit tangent and unit normal vectors T and N to the curve. r(t) = 3cost, 4t, 3sint

1. (a) (5 points) Find the unit tangent and unit normal vectors T and N to the curve. r(t) = 3cost, 4t, 3sint 1. a) 5 points) Find the unit tangent and unit normal vectors T and N to the curve at the point P, π, rt) cost, t, sint ). b) 5 points) Find curvature of the curve at the point P. Solution: a) r t) sint,,

Διαβάστε περισσότερα

Econ 2110: Fall 2008 Suggested Solutions to Problem Set 8 questions or comments to Dan Fetter 1

Econ 2110: Fall 2008 Suggested Solutions to Problem Set 8  questions or comments to Dan Fetter 1 Eon : Fall 8 Suggested Solutions to Problem Set 8 Email questions or omments to Dan Fetter Problem. Let X be a salar with density f(x, θ) (θx + θ) [ x ] with θ. (a) Find the most powerful level α test

Διαβάστε περισσότερα

Problem 7.19 Ignoring reflection at the air soil boundary, if the amplitude of a 3-GHz incident wave is 10 V/m at the surface of a wet soil medium, at what depth will it be down to 1 mv/m? Wet soil is

Διαβάστε περισσότερα