Oscillatory retarded functional systems
|
|
- Σπυρίδιον Γεωργίου
- 6 χρόνια πριν
- Προβολές:
Transcript
1 J. Math. Anal. Appl Oscillatory retarded functional systems José M. Ferreira a,,1 and Sandra Pinelas b a Instituto Superior Técnico, Departamento de Matemática, Av. Rovisco Pais, Lisboa, Portugal b Universidade dos Açores, Departamento de Matemática, R. Mãe de Deus, Ponta Delgada, Portugal Received 4 December 00 Submitted by S.R. Grace Abstract This note is concerned with the oscillatory behavior of a linear retarded system. Several criteria are obtained for having the system oscillatory. Conditions regarding the existence of nonoscillatory solutions are also given. 003 Elsevier Inc. All rights reserved. 1. Introduction The oscillation theory of delay equations has received a large amount of attention during the last two decades, as one can see through the textbooks [1 ] and references therein. However, excepting discrete difference systems and particular results which can be obtained through some studies regarding differential systems of neutral type, some gaps can be found in the literature with respect to functional retarded systems. The aim of this note is to study the oscillatory behavior of the system xt = x t rθ d [ νθ ], 1 * Corresponding author. address: jose.manuel.da.silva.ferreira@math.ist.utl.pt J.M. Ferreira. 1 Supported in part by FCT Portugal X/$ see front matter 003 Elsevier Inc. All rights reserved. doi: /s00-47x
2 J.M. Ferreira, S. Pinelas / J. Math. Anal. Appl where xt R n,rθis a real continuous function on [, 0], positive on [, 0[, and νθ is a real n-by-n matrix valued function of bounded variation on [, 0], whichincase of having r0 = 0 will be assumed atomic at zero, that is, such that lim γ 0 + γ [ ] d ηθ = 0, where for a given norm,, in the space M n R, of all real n-by-n matrices, by b a d [ ηθ ] we mean the total variation of ν on an interval [a,b] [, 0]. Notice that when rθ is positiveon [, 0], no atomicity assumption on the function ν is necessary. The system 1 for rθ = rθ r > 0 and θ [, 0], is the class of linear retarded functional systems xt = r xt + θd [ ηθ ], where ηθ = νθ/r is assumed to be atomic at zero. This is the most common general linear retarded functional system appearing in the literature see [6]. Our preference on system 1 regards the possibility of understanding more clearly the role of the delays on the oscillatory behavior of functional retarded systems. Considering the value r =max{rθ: θ 0}, a continuous function x : [ r, + [ R, is said a solution of 1 if satisfies this equation for every t 0. A solution of 1, xt =[x 1 t,..., x n t] T, is called oscillatory if every component, x j t, j = 1,...,n, has arbitrary large zeros; otherwise xt is said a nonoscillatory solution. Whenever all solutions of 1 are oscillatory we will say that 1 is an oscillatory system. Both systems 1 and include the important class of the delay difference systems p xt = A j xt r j, 3 j=1 where the A j are n-by-n real matrices and the r j are positive real numbers. This case corresponds to have in 1, ν as a step function of the form p νθ = Hθ θ j A j, 4 j=1 where H denotes the Heaviside function, <θ 1 < <θ p < 0, and rθ is any continuous and positive function on [, 0] such that rθ j = r j,forj = 1,...,p. The oscillatory behavior of this class of systems is studied in [7]. A specific treatment for discrete difference systems is included in [3]. As is well known the systems 1,, and 3 can be looked, respectively, as particular cases of the differential systems of neutral type
3 08 J.M. Ferreira, S. Pinelas / J. Math. Anal. Appl d xt dt d xt dt d xt dt r x t rθ d [ νθ ] = xt + θd [ νθ ] = p A j xt r j = j=1 r x t rθ d [ ηθ ], xt + θd [ ηθ ], p B j xt r j. 6 j=1 Several criteria for having 6 oscillatory can be found in [ 4], but in all of them, the matrices B j cannot be null, which excludes necessarily the system 3. In [8], the Theorem 3.3 and the Corollaries 4. and 4.3, are oscillation criteria obtained in the regard of the systems and 6, which can as well include the systems and 3, respectively. However the results which will be presented here are of different kind. According to [9], the analysis of the oscillatory behavior of solutions of the system 1, can be based upon the existence or absence of real zeros of the characteristic equation [ det I exp λrθ d [ νθ ]] = 0, 7 where by I we mean the n-by-n identity matrix. In fact, in this framework, one can conclude that 1 is oscillatory if and only if 7 has no real roots, that is, if and only if 0 1 / σ exp λrθ d [ νθ ] 8 for every λ R; nonoscillatory solutions will exist, whenever 7 has at least a real root. We will denote by BV n the space of all functions of bounded variation, η : [, 0] M n R. The space BV 1, of all real functions of bounded variation on [, 0], will be denoted simply by BV.Forφ BV by dφθ, we will mean the total variation of φ on [, 0]. We notice that if η BV n and with j,k = 1,...,n, ηθ =[η jk θ], then each function η jk BV. The matrix [ 0 η = dηjk θ ]. will also be considered. For any η BV n we can formulate the right and left hand limit matrices at any point θ [, 0], ηθ + and ηθ, as well as the right and left hand oscillation matrices Ω η + θ = ηθ+ ηθ and Ωη θ = ηθ ηθ.
4 J.M. Ferreira, S. Pinelas / J. Math. Anal. Appl Nonnegativematrices enable us to considermonotonicn-by-n matrix valued functions. For this purpose we recall that a n-by-n real matrix C =[c jk ] j, k = 1,...,n is said to be nonnegative positive whenever c jk 0, respectively, c jk > 0 for every j,k = 1,...,n. These properties will be expressed as usual, through the notations C 0and C>0, respectively. More generally given two n-by-n real matrices, C and D, we will say that C DC<Dif D C 0 respectively, D C>0. Therefore we will say that a function η : [, 0] M n R is nondecreasing nonincreasing on a interval J [, 0], ifforeveryθ 1,θ J such that θ 1 <θ one has ηθ 1 ηθ respectively, ηθ ηθ 1 ; η will be said increasing decreasing on J, if η is nondecreasing respectively, nonincreasing on J and there exist θ 1,θ J such that θ 1 <θ and ηθ 1 <ηθ respectively, ηθ <ηθ 1. If for every ε>0, sufficiently small, η is increasing decreasing in [θ ε, θ + ε] [ ε, 0] if θ = 0, [, + ε] if θ = we will say that θ is a point of increase of η respectively, a point of decrease of η. As is well known, any function φ BV can be decomposed as the difference of two nondecreasing functions α and β: φ = α β. This decomposition is not unique and a particular decomposition of φ is given by φ = ϕ ψ, 9 where by ϕ and ψ we denote, respectively, the positive and negative variation of φ, which are defined as follows. For each θ [, 0],letP θ be the set of all partitions P ={ = θ 0,θ 1,...,θ k = θ} of the interval [,θ] and to each P P θ associate the sets AP = { j: φθ j φθ j >0 } and BP = { j: φθ j φθ j <0 }. Then ϕ and ψ are defined as { ϕθ = sup φθj φθ j } : P P θ, j AP { ψθ = sup j BP φθ j φθ j } : P P θ whenever AP or BP are empty, we make ϕθ = 0, ψθ = 0. One easily sees that both ϕ and ψ are nondecreasing functions such that φθ = ϕθ ψθ,foreveryθ [, 0]. These facts can be extended for functions η BV n. In fact, since for each θ [, 0] we have ηθ =[η jk θ] j, k = 1,...,n where η jk BV, foreveryj,k = 1,...,n, then decomposing each function η jk j, k = 1,...,n as the difference of two nondecreasing functions α jk and β jk,then-by-n matrix valued functions Aθ =[α jk θ], Bθ =[β jk θ], are both nondecreasing functions in BV n, and for every θ [, 0], we have ηθ = Aθ Bθ. 10 If for every j,k = 1,...,n, we decompose each function η jk according to 9 then we obtain ηθ = Φθ Ψθ, 11
5 10 J.M. Ferreira, S. Pinelas / J. Math. Anal. Appl with Φθ =[ϕ jk θ] and Ψθ=[ψ jk θ],whereϕ jk and ψ jk are, respectively, the positive and negative variation of η jk j, k = 1,...,n.. Nonoscillatory solutions Nonnegative matrices can play some role on the study of the oscillatory behavior of the system 1. According to the Perron Frobenius theorem, a nonnegative matrix C M n R has several important spectral properties see [10,11]. As a matter of fact, denoting by σc the spectrum of C and by ρc the spectral radius of C, one has that ρc σc. Moreover, ρc> 0ifC>0and0 C D ρc ρd. For a matrix C M n R, considering the upper bound sc = max { Re z: z σc }, of the set Re σc ={Re z: z σc}, then sc = ρc σc whenever C 0. Through that same theorem, one can conclude that sc σc,ifc =[c jk ] j, k = 1,...,n,isessentially nonnegative that is, if the off-diagonal entries of Cc jk for j k are nonnegative real numbers. Therefore, if the matrix exp λrθ d [ νθ ] 1 is essentially nonnegative, for every real λ, the spectral set 0 σ exp λrθ d [ νθ ] is dominated by the value that is, sλ = s sλ σ 0 0 exp λrθ d [ νθ ], exp λrθ d [ νθ ] λ R. 13 On this purpose, we notice that for every real λ, the matrix 1 is nonnegative when the function ν is nondecreasing on [, 0], and is essentially nonnegative when for νθ = [ν jk θ] j, k = 1,...,n, the off-diagonal functions ν jk θ j k are nondecreasing on [, 0]. Moreover the assumption 13 is also fulfilled when for each θ [, 0], νθ is a symmetric real matrix.
6 J.M. Ferreira, S. Pinelas / J. Math. Anal. Appl Under 13, the continuous dependence of the spectrum with respect to parameters enable us to handle condition 8 in a more suitable manner. Theorem 1. Under assumption 13, the system 1 is oscillatory if and only if sλ < 1, for every real λ. Proof. Noticing that 0 sλ exp λrθ d [ νθ ], we claim that lim λ + sλ = 0. In fact, if rθ is a positive function on [, 0], then letting mr = min { rθ: θ 0 }, one has for every real λ 0 exp λrθ d [ νθ ] exp λmr [ ] d νθ, and so sλ 0asλ +. If rθ is a positive function on [, 0[ and r0 = 0, as then νθ is atomic at zero, for every ε>0 there exists a real γ>0 such that γ [ ] d νθ ε <. Thus taking m 0 = min{rθ: θ γ } > 0, we have for every real λ 0 exp λrθ d [ νθ ] γ exp λrθ d [ νθ ] + γ γ 0 [ ] [ ] exp λm 0 d νθ + d νθ, γ exp λrθ d [ νθ ] and by consequence, for λ arbitrarily large, we conclude that exp λrθ d [ νθ ] <ε.
7 1 J.M. Ferreira, S. Pinelas / J. Math. Anal. Appl Hence, also in this case, sλ 0asλ +. Therefore supposing that 1 is oscillatory and that for some real λ 0 it is sλ 0 1, by continuity, there exists a real λ 1 λ 0 such that sλ 1 = 1, which, in view of 13, contradicts 8. Remark. The proof of this theorem enable us to conclude that under the assumption 13, the system 1 has at least a nonoscillatory solution whenever sλ +,asλ. Taking a decomposition of ν BV n according to 10, ν = A B, where A,B BV n are nondecreasing functions, the matrix 1 is decomposed into the difference exp λrθ d [ νθ ] = exp λrθ d [ Aθ ] exp λrθ d [ Bθ ]. The following theorem states the existence of, at least, a nonoscillatory solution. Theorem 3. Let θ 0 [, 0] be such that rθ 0 = r. If either Ω A + θ 0> B or ΩA θ 0> B then 1 has at least a nonoscillatory solution. Proof. Let us assume, for example, that Ω + A θ 0> B. For ε>0 small enough, we have exp λrθ d [ Aθ ] θ 0 +ε θ 0 [ ] exp λrθ d Aθ. By application of a mean value property of the functions of bounded variation, we can obtain for every real λ<0, θ 0 +ε θ 0 [ ] exp λrθ d Aθ exp λrθ0 + δε Aθ 0 + ε Aθ 0, for some δ ]0, 1[, depending upon r, θ 0, ε and A. Then, making ε 0 +,wehave exp λrθ d [ Aθ ] exp λ r Ω + A θ 0. On the other hand, for every real λ<0, the following matrix inequality holds 0 exp λrθ d [ Bθ ] exp λ r B,
8 J.M. Ferreira, S. Pinelas / J. Math. Anal. Appl and by consequence exp λrθ d [ Bθ ] exp λ r B. Therefore, for every real λ<0, we have that exp λrθ d [ νθ ] exp λ r Ω + A θ 0 B. 14 As the matrix Ω + A θ 0 B is positive, this means in particular that also exp λrθ d [ νθ ] > 0, for every λ<0. Thus not only assumption 13 is fulfilled but also 0 sλ = ρ exp λrθ d [ νθ ]. But from 14 we can conclude that 0 ρ exp λrθ d [ νθ ] exp λ r ρ Ω A + θ 0 B and by consequence sλ +,asλ. Hence by the Remark, 1 has at least a nonoscillatory solution. The behavior of the function ν at the point θ 0 [, 0] where is attained the absolute maximum of the delay function rθ, has a specific relevance, as was already shown in [1] for the scalar case of 1. Theorem 4. Let θ 0 [, 0] be such that rθ 0 = r and rθ < r for every θ θ 0.If θ 0 is a point of increase of ν, then1 has at least a nonoscillatory solution. Proof. For a matter of simplicity, let us assume that θ 0 =. Considering the decomposition of ν, given by 11, then for some ε>0, the matrix Ψθis constant on [, + ε] and by consequence, on this interval Φθ = νθ C, for some real n-by-n real matrix C. Therefore exp λrθ d [ νθ ]
9 14 J.M. Ferreira, S. Pinelas / J. Math. Anal. Appl = exp λrθ d [ Φθ ] +ε Take 0 <δ<εsuch that +ε exp λrθ d [ Φθ ] +ε exp λrθ d [ Ψθ ] exp λrθ d [ Ψθ ]. m = min { rθ: θ [, + δ] } >M= max { rθ: θ [ + ε, 0] }. One easily can see that the following matrix relations hold, for every real λ<0: 0 +ε +ε exp λrθ d [ Ψθ ] exp λm Ψ, exp λrθ d [ Φθ ] exp λm Φ + ε Φ. Thus we obtain for every real λ<0, +ε +ε which imply that exp λrθ d [ Φθ ] exp λm ν + ε ν, exp λrθ d [ Ψθ ] exp λm Ψ, exp λrθ d [ νθ ] exp λm [ ν + ε ν exp λm M Ψ ]. 1 Since the nonnegative matrix expλm M Ψ tends to the null matrix, as λ, we can concludethat there exists a real number l>0 sufficiently large, such that, for every λ< l, ν + ε ν expλm M Ψ is a positive matrix. Thus, for every λ< l, we have, in particular, exp λrθ d [ νθ ] > 0,
10 J.M. Ferreira, S. Pinelas / J. Math. Anal. Appl and so assumption 13 is satisfied in a way that sλ = ρ 0 exp λrθ d [ νθ ]. Moreover 1 implies that, for every λ< l, ρ 0 exp λrθ d [ νθ ] exp λmρ ν + ε ν exp λm M Ψ. Since the right hand member of this inequality tends to +,asλ, we can state, as in Theorem 1, that 1 has at least a nonoscillatory solution. Theorem 4 can be applied to the system 3 and the following corollary can easily be obtained. Corollary. If r k = max{r j : j = 1,...,p} and A k > 0 then 3 has at least a nonoscillatory solution. Proof. Asamatteroffact,ifA k > 0thenθ k is a point of increase of νθ = p j=1 Hθ θ j A j. Therefore choosing rθ continuous and positive on [, 0] in manner that rθ k = r and rθ< r for every θ θ k, one can conclude by Theorem 4 that 3 has at least a nonoscillatory solution. Similar arguments enable us to state the following theorem. Theorem 6. If ν is increasing on [, 0] and nonconstant on [, 0[ then 1 has at least a nonoscillatory solution. Proof. Since ν is increasing on [, 0[,thereexistθ 1,θ [, 0[ such that θ 1 <θ and = νθ νθ 1 is a positive matrix. Then the following matrix relation holds for every real λ 0: where exp λrθ d [ νθ ] θ m = min { rθ: θ [θ 1,θ ] } > 0. θ 1 [ ] exp λrθ d νθ exp λm, Thus as before, assumption 13 is fulfilled, sλ +,asλ, and 1 has at least a nonoscillatory solution.
11 16 J.M. Ferreira, S. Pinelas / J. Math. Anal. Appl Explicit conditions for oscillations As is well known matrix measures are a relevant tool on the oscillation theory of delay systems. For a matter of completeness we recall briefly, its definition and the properties which will be used in the sequel. For each induced norm,,inm n R, we associate a matrix measure : M n R R, which is defined for any C M n R as I + γc C = lim, γ 0 + γ where by I we mean the identity matrix. Well known matrix measures of a matrix C = [ ] c jk Mn R, are { 1 C = max c kk + } c jk : k = 1,...,n, j k { C = max c jj + } c jk : j = 1,...,n, k j which correspond, respectively, to the induced norms in M n R given by: { n } C 1 = max c jk : k = 1,...,n, j=1 { n } C = max c jk : j = 1,...,n. k=1 Independently of the considered induced norm in M n R, a matrix measure has always the following properties see [13]: i sc C C. ii C 1 C C 1 + C C 1 + C C 1,C M n R. iii γ C = γc,foreveryγ 0. If η BV n, the continuity of on M n R implies that η BV; in consequence, with [a, b] [, 0], the following inequalities hold see [8]: iv If φ C[a,b]; R is nonincreasing and positive, then b a φθd [ ηθ ] b a φθd ηθ ηa. v If φ C[a,b]; R is nondecreasing and positive, then b a φθd [ ηθ ] b a φθd ηb ηθ.
12 J.M. Ferreira, S. Pinelas / J. Math. Anal. Appl By i, if for some matrix measure, 0 exp λrθ d [ νθ ] < 1 λ R, 16 we can conclude that system 1 is oscillatory. For any η BV n, the functions η 0 and η 1 of BV n, given, respectively, by η 0 θ = η0 ηθ, η 1 θ = ηθ η θ [, 0], will be considered in the sequel. In the following theorem we obtain conditions for having 1 oscillatory with respect to the family of all monotonic delay functions. Theorem 7. If on [, 0], ν 1 is nonincreasing and ν 0 is nondecreasing then 1 is oscillatory for all monotonic delay functions rθ. Proof. Assume that r :[, 0] R is a monotonic function. By iv and v, if rθ is nonincreasing we have that 0 0 exp λrθ d [ νθ ] exp λrθ d [ νθ ] and if rθ is nondecreasing, 0 0 exp λrθ d [ νθ ] exp λrθ d [ νθ ] exp λrθ d ν 1 θ, if λ 0, exp λrθ d ν 0 θ, if λ 0, 17 exp λrθ d ν 1 θ, if λ 0, Then take, respectively, for λ R, the functions exp λrθ d ν 1θ, if λ<0, gλ = ν, if λ = 0, exp λrθ d ν 0θ, if λ>0, exp λrθ d ν 0θ, if λ<0, hλ = ν, if λ = 0, exp λrθ d ν 1θ, if λ>0, exp λrθ d ν 0 θ, if λ 0. 18
13 18 J.M. Ferreira, S. Pinelas / J. Math. Anal. Appl where ν = ν0 ν. Noticing that and g0 + = h0 = g0 = h0 + = d ν 0 θ = ν 0 = ν0 ν d ν 1 θ = ν 1 0 = ν0 ν, one can conclude that g and h are both continuous in R. Since on [, 0], ν 1 is nonincreasing and ν 0 is nondecreasing, one has gλ 0 λ R, if rθ is nonincreasing and hλ 0 λ R, if rθis nondecreasing. Hence, for rθmonotonic, by 17 and 18 one has 16 satisfied, which achieves the proof. Remark 8. The assumptions in the Theorem 7 of ν 1 be nonincreasing and ν 0 be nondecreasing are fulfilled, if one assumes as in [14], that for θ 1,θ [, 0], θ 1 <θ νθ νθ As a matter of fact, if θ 1 <θ, one has by ii, and ν 1 θ ν 1 θ 1 = νθ ν νθ 1 ν νθ ν νθ 1 + ν = νθ νθ 1 0, ν 0 θ 1 ν 0 θ = ν0 νθ 1 ν0 νθ ν0 νθ 1 ν0 + νθ = νθ νθ 1 0. Following [8] let us define j αa 1 = A 1, αa j = A k k=1 k=j j A k k=1 p p βa p = A p, βa j = A k A k for j = 1,...,p 1. k=j+1 for j =,...,p,
14 J.M. Ferreira, S. Pinelas / J. Math. Anal. Appl Therefore, with respect to the system 3, from the Theorem 7 we can state the following corollary. Corollary 9. If for j = 1,...,p, αa j 0 and βa j 0, thensystem3 is oscillatory for every family of delays r 1,...,r p R p +. In particular, as by ii αa j A j, βa j A j, we obtain as in [7]: Corollary 10. If A k 0, for every k = 1,...,p,then3 is oscillatory for every family of delays r 1,...,r p R p +. In the following we will analyze what happens when rθ is not a monotonic function on [, 0]. For that purpose we notice that by property ii of the matrix measures, 0 exp λrθ d [ νθ ] θ 0 δ + 0 exp λrθ d [ νθ ] + θ 0 +δ θ 0 +δ θ 0 δ exp λrθ dνθ exp λrθ dνθ, 0 for every θ 0 [, 0] and δ 0, small enough. Theorem 11. Let rθ be differentiable and positive on [, 0], increasing on [,θ 0 δ], constant on [θ 0 δ,θ 0 + δ] and decreasing on [θ 0 + δ,0].if νθ 0 + δ νθ 0 δ 0, 1 νθ 0 δ νθ 0, ν 1 θ 0, for every θ [,θ 0 δ], νθ νθ 0 + δ 0, ν 0 θ 0, for every θ [θ 0 + δ,0], 3 and θ 0 δ ν 1 θ d log rθ ν 0 θ d log rθ <e, 4 θ 0 +δ then 1 is oscillatory.
15 0 J.M. Ferreira, S. Pinelas / J. Math. Anal. Appl Proof. We will prove that 16 holds. For λ = 0, by 0, 1 and the first part of and 3 we can conclude that ν0 ν ν0 νθ 0 + δ + νθ 0 + δ νθ 0 δ + νθ 0 δ ν 0. Let now λ<0. By 0 and the properties iv and v of the matrix measures we obtain 0 exp λrθ d [ νθ ] θ 0 δ exp λrθ d νθ 0 δ νθ + exp λrθ 0 νθ 0 + δ νθ 0 δ + θ 0 +δ exp λrθ d νθ νθ 0 + δ. Therefore, integrating by parts, we have 0 exp λrθ d [ νθ ] exp λr νθ 0 δ ν θ 0 δ λ exp λrθ νθ 0 δ νθ drθ + exp λrθ 0 νθ 0 + δ νθ 0 δ + exp λr0 ν0 νθ 0 + δ + θ 0 +δ λ exp λrθ νθ νθ 0 + δ drθ. Then by 1 and the first part of and 3 we state that, for every λ<0, 0 e λrθ d [ νθ ] 0. Consider now λ>0.bythesamearguments,
16 0 J.M. Ferreira, S. Pinelas / J. Math. Anal. Appl exp λrθ d [ νθ ] exp λrθ 0 δ νθ 0 δ ν + θ 0 δ λ exp λrθ ν 1 θ drθ + exp λrθ 0 νθ 0 + δ νθ 0 δ + exp λrθ 0 + δ ν0 νθ 0 + δ θ 0 +δ θ 0 δ λ exp λrθ ν 0 θ drθ λ exp λrθ ν 1 θ drθ θ 0 +δ λ exp λrθ ν 0 θ drθ. Noticing that the function u exp u has an absolute maximum at u = 1, we obtain for every θ [, 0] λ exp λrθ e rθ. As rθis increasing in [,θ 0 δ[ and decreasing in ]θ 0 +δ,0], by the second part of and 3 we obtain 0 1 e exp λrθ d [ νθ ] [ θ0 δ and 4 implies 0 ν 1 θ rθ drθ exp λrθ d [ νθ ] < 1, for every λ>0. This achieves the proof. θ 0 +δ ν 0 θ rθ Example 1. Let us consider the system 1 for θ 6 θ, if 1 θ< 3, 9 rθ=, if 3 θ, θ 4 θ +, if <θ 0, ] drθ,
17 J.M. Ferreira, S. Pinelas / J. Math. Anal. Appl and [ ] θ θ + νθ = 3 4 θ + 3. θ + 1 With respect to the matrix measure, 1 is satisfied since ν ν 3 [ ] 3 = < 0. The same holds to assumptions and 3, since for every θ [, 3/], ν 3 [ 3 νθ = θ θ + ] 0 0 θ + 3 θ + 1 = θ + 3 θ + 1 0, [ θ θ + νθ ν = 3 ] 0 0 θ + 3 θ + 1 = θ θ + 3 0, and, for every θ [ /, 0], νθ ν [ ] θ θ + = 0 0 θ + 3 θ = θ θ + 0, [ ] θ θ + ν0 νθ = θ + 3 θ + 1 = 3 + θ + 3 θ Moreover, as 3/ = νθ ν rθ 3/ drθ / θ + 3 θ + 1 θ + 6 θ θ + 6 dθ + ν0 νθ rθ / drθ θ θ + θ + 4 θ + 1 θ 1 dθ = 8 36 ln ln <e, condition 4 is also verified and so the corresponding system 1 is oscillatory.
18 J.M. Ferreira, S. Pinelas / J. Math. Anal. Appl Making in the Theorem 11, δ = 0, we obtain the following corollary. Corollary 13. Let r : [, 0] R + be differentiable on [, 0], increasing on [,θ 0 ] and decreasing on [θ 0, 0]. If for every θ [,θ 0 ], νθ 0 νθ 0, ν 1 θ 0, for θ [θ 0, 0] νθ νθ 0 0, ν 0 θ 0, 6 and θ 0 ν 1 θ d log rθ ν 0 θ d log rθ <e, 7 θ 0 then 1 is oscillatory. This corollary is illustrated in the following example. Example 14. Consider 1 with rθ= θθ + 1 and [ ] θθ + 1 θ + 1 νθ =. 0 6θ 7 For the matrix measure 1, we have for every θ [, /] 1 ν 1 [ ] θθ + 1 θ + 1 νθ = θ = θθ + 1 θ + 1 0, [ ] θθ + 1 θ νθ ν = θ 6 = θθ + 1 θ + 1 0, and for every θ [/, 0], 1 νθ ν 1 [ ] θθ + 1 θ + 1 = θ = θθ + 1 θ + 1 0, [ ] θθ + 1 θ ν0 νθ = θ = θθ + 1 θ
19 4 J.M. Ferreira, S. Pinelas / J. Math. Anal. Appl Therefore conditions and 6 of the Corollary 13 are fulfilled. The same holds to assumption 7, since / = θθ + 1 θ + 1 d θθ + 1 θθ + 1 / θ + 1 θ + 1dθ + / / Hence the corresponding system 1 is oscillatory. θθ + 1 θ + 1 d θθ + 1 θθ + 1 θ + 1 θ + 1dθ = 1 6 <e. Now, assuming that δ = 0, as before, and further that θ 0 =, the following corollary can be stated. Corollary 1. Let on [, 0],be ν 0 θ 0, ν 1 θ 0 and rθ positive, differentiable and decreasing. Then system 1 is oscillatory if ν 0 θ d log rθ > e. 8 Proof. Just notice that, in this case, is fulfilled, since 0 = 0. On the other hand, assumption 6 becomes equivalent to ν 0 θ 0and ν 1 θ 0, for every θ [, 0], while 7 gives rise to 8. Analogously, for δ = 0andθ 0 = 0, we obtain the following corollary. Corollary 16. Let on [, 0],be ν 0 θ 0, ν 1 θ 0 and rθ positive, differentiable and increasing. Then system 1 is oscillatory if ν 1 θ d log rθ <e. The following example illustrates the Corollary 1. Example 17. Let us consider 1 for [ θ νθ = ] θ and rθ= 1 θ. θ θ We have, for the matrix measure, [ θ ν 0 θ = ] θ θ θ = max{ θ θ,θ}= θθ + 1 0,
20 J.M. Ferreira, S. Pinelas / J. Math. Anal. Appl for every θ [, 0],and ν 1 θ [ θ = ] 1 θ 1 θ + 1 θ = max{θ + θ, θ 1}=θθ + 1 0, for every θ [, 0].As θθ θ dθ = = 1 + ln 4 0, > e, the corresponding system 1 is then oscillatory. θ + dθ = [ θ ] 0 θ ln1 θ 1 θ Considering in 1, νθ given by 4, for <θ 1 < <θ p < 0, and rθ differentiable, decreasing and positive on [, 0], one obtains the system 3 with r j = rθ j for j = 1,...,p, such that r 1 > >r p. In this situation we can apply the Corollary 1 and consequently obtain the following, corollary. Corollary 18. Let p j A k 0 and A k 0, 9 k=j k=1 for every j = 1,...,p.Thensystem3 is oscillatory if p p A k log r j > e. 30 r j j= k=j Proof. The conditions corresponding to ν 0 θ 0and ν 1 θ 0intheCorollary 1, are in this case, respectively, p k=j A k 0and j k=1 A k 0, for every j = 1,...,p. On the other hand, as then p k=1 A k = 0, 8 becomes, ν 0 θ d log rθ θ p = A k d log rθ θp + + A p d log rθ θ k= 1 θ p + θ p 0d log rθ
21 6 J.M. Ferreira, S. Pinelas / J. Math. Anal. Appl p = A k log r p + + A k log r p + A p log r p r 1 r p r p k= k=p p p = A k log r j > e, r j j= k=j which proves the corollary. An analogous result can be obtained for 3 through the Corollary 16, by considering the system 1 with νθ given by 4, for <θ 1 < <θ p < 0, and rθ differentiable and increasing on [, 0]. In fact, now one obtains the system 3 with r j = rθ j for j = 1,...,p, such that r 1 < <r p. Hence the following corollary can be stated. Corollary 19. Let p j A k 0 and A k 0, k=j k=1 for every j = 1,...,p.Thensystem3 is oscillatory if p j A k log r j+1 <e. r j j=1 k=1 The following example illustrates the Corollary 18. Example 0. Let us consider the system xt = A 1 x t 7 + A x 4 where We have A 1 = [ ] 3, A 1 9 = t 3 1 A 1 = max{, 4}= 0, [ 3 1 A 1 + A = 1 4 [ 3 1 A 1 + A + A 3 = A + A 3 = 1 [ A 3 x t, 31 4 [ ] [ ] 1 1, A 3 =. 4 3 ] = max{, }= 0, ] = max{0, }=0, ] = max{, }= 0, 1 A 3 = max{3, }=3 0. So, 9 is satisfied. The same holds to 30, since
22 J.M. Ferreira, S. Pinelas / J. Math. Anal. Appl A k ln r 3 + A k ln r 3 r 1 r k= k=3 = ln 3/ 7/4 + 3ln/4 3/ = ln ln, 3 > e. 6 Hence the system 31 is oscillatory. References [1] G.S. Ladde, V. Lakshmikantham, B.G. Zhang, Oscillation Theory of Differential Equations with Deviating Arguments, Dekker, [] D.D. Bainov, D.P. Mishev, Oscillation Theory for Neutral Differential Equations with Delay, Hilger, [3] I. Györi, G. Ladas, Oscillation Theory of Delay Differential Equations, Oxford Univ. Press, [4] L. Erbe, Q. Kong, B.G. Zhang, Oscillation Theory for Functional Differential Equations, Dekker, 199. [] R.P. Agarwal, S.R. Grace, D. O Reagan, Oscillation Theory for Difference and Functional Differential Equations, Kluwer, 000. [6] J.K. Hale, S.M.V. Lunel, Introduction to Functional Differential Equations, Springer, [7] J.M. Ferreira, A.M. Pedro, Oscillations of delay difference systems, J. Math. Anal. Appl [8] J. Kirchner, U. Stroinsky, Explicit oscillation criteria for systems of neutral equations with distributed delay, Differential Equations Dynam. Systems [9] T. Krisztyn, Oscillations in linear functional differential systems, Differential Equations Dynam. Systems [10] R.A. Horn, C.R. Johnson, Matrix Analysis, Cambridge Univ. Press, [11] R.S. Varga, Matrix Iterative Analysis, Prentice Hall, 196. [1] J.M. Ferreira, Oscillations and nonoscillations in retarded equations, Portugal. Math [13] C.A. Desoer, M. Vidyasagar, Feedback Systems: Input Output Properties, Academic Press, 197. [14] Q. Kong, Oscillation for systems of functional differential equations, J. Math. Anal. Appl
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,
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
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
Every set of first-order formulas is equivalent to an independent set
Every set of first-order formulas is equivalent to an independent set May 6, 2008 Abstract A set of first-order formulas, whatever the cardinality of the set of symbols, is equivalent to an independent
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
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
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
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
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
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
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
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
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
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
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
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
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.
Nowhere-zero flows Let be a digraph, Abelian group. A Γ-circulation in is a mapping : such that, where, and : tail in X, head in
Nowhere-zero flows Let be a digraph, Abelian group. A Γ-circulation in is a mapping : such that, where, and : tail in X, head in : tail in X, head in A nowhere-zero Γ-flow is a Γ-circulation such that
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,...,
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
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)
Other Test Constructions: Likelihood Ratio & Bayes Tests
Other Test Constructions: Likelihood Ratio & Bayes Tests Side-Note: So far we have seen a few approaches for creating tests such as Neyman-Pearson Lemma ( most powerful tests of H 0 : θ = θ 0 vs H 1 :
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) =
Math 446 Homework 3 Solutions. (1). (i): Reverse triangle inequality for metrics: Let (X, d) be a metric space and let x, y, z X.
Math 446 Homework 3 Solutions. (1). (i): Reverse triangle inequalit for metrics: Let (X, d) be a metric space and let x,, z X. Prove that d(x, z) d(, z) d(x, ). (ii): Reverse triangle inequalit for norms:
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
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
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
Congruence Classes of Invertible Matrices of Order 3 over F 2
International Journal of Algebra, Vol. 8, 24, no. 5, 239-246 HIKARI Ltd, www.m-hikari.com http://dx.doi.org/.2988/ija.24.422 Congruence Classes of Invertible Matrices of Order 3 over F 2 Ligong An and
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
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
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
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
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
SOME PROPERTIES OF FUZZY REAL NUMBERS
Sahand Communications in Mathematical Analysis (SCMA) Vol. 3 No. 1 (2016), 21-27 http://scma.maragheh.ac.ir SOME PROPERTIES OF FUZZY REAL NUMBERS BAYAZ DARABY 1 AND JAVAD JAFARI 2 Abstract. In the mathematical
Problem Set 3: Solutions
CMPSCI 69GG Applied Information Theory Fall 006 Problem Set 3: Solutions. [Cover and Thomas 7.] a Define the following notation, C I p xx; Y max X; Y C I p xx; Ỹ max I X; Ỹ We would like to show that C
12. Radon-Nikodym Theorem
Tutorial 12: Radon-Nikodym Theorem 1 12. Radon-Nikodym Theorem In the following, (Ω, F) is an arbitrary measurable space. Definition 96 Let μ and ν be two (possibly complex) measures on (Ω, F). We say
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
A Note on Intuitionistic Fuzzy. Equivalence Relation
International Mathematical Forum, 5, 2010, no. 67, 3301-3307 A Note on Intuitionistic Fuzzy Equivalence Relation D. K. Basnet Dept. of Mathematics, Assam University Silchar-788011, Assam, India dkbasnet@rediffmail.com
Coefficient Inequalities for a New Subclass of K-uniformly Convex Functions
International Journal of Computational Science and Mathematics. ISSN 0974-89 Volume, Number (00), pp. 67--75 International Research Publication House http://www.irphouse.com Coefficient Inequalities for
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
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
A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and Its Applications in Financial Engineering
Electronic Companion A Two-Sie Laplace Inversion Algorithm with Computable Error Bouns an Its Applications in Financial Engineering Ning Cai, S. G. Kou, Zongjian Liu HKUST an Columbia University Appenix
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
5. Choice under Uncertainty
5. Choice under Uncertainty Daisuke Oyama Microeconomics I May 23, 2018 Formulations von Neumann-Morgenstern (1944/1947) X: Set of prizes Π: Set of probability distributions on X : Preference relation
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
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
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)
Commutative Monoids in Intuitionistic Fuzzy Sets
Commutative Monoids in Intuitionistic Fuzzy Sets S K Mala #1, Dr. MM Shanmugapriya *2 1 PhD Scholar in Mathematics, Karpagam University, Coimbatore, Tamilnadu- 641021 Assistant Professor of Mathematics,
The challenges of non-stable predicates
The challenges of non-stable predicates Consider a non-stable predicate Φ encoding, say, a safety property. We want to determine whether Φ holds for our program. The challenges of non-stable predicates
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
MINIMAL CLOSED SETS AND MAXIMAL CLOSED SETS
MINIMAL CLOSED SETS AND MAXIMAL CLOSED SETS FUMIE NAKAOKA AND NOBUYUKI ODA Received 20 December 2005; Revised 28 May 2006; Accepted 6 August 2006 Some properties of minimal closed sets and maximal closed
Bounding Nonsplitting Enumeration Degrees
Bounding Nonsplitting Enumeration Degrees Thomas F. Kent Andrea Sorbi Università degli Studi di Siena Italia July 18, 2007 Goal: Introduce a form of Σ 0 2-permitting for the enumeration degrees. Till now,
Fractional Colorings and Zykov Products of graphs
Fractional Colorings and Zykov Products of graphs Who? Nichole Schimanski When? July 27, 2011 Graphs A graph, G, consists of a vertex set, V (G), and an edge set, E(G). V (G) is any finite set E(G) is
PROPERTIES OF CERTAIN INTEGRAL OPERATORS. a n z n (1.1)
GEORGIAN MATHEMATICAL JOURNAL: Vol. 2, No. 5, 995, 535-545 PROPERTIES OF CERTAIN INTEGRAL OPERATORS SHIGEYOSHI OWA Abstract. Two integral operators P α and Q α for analytic functions in the open unit disk
2. Let H 1 and H 2 be Hilbert spaces and let T : H 1 H 2 be a bounded linear operator. Prove that [T (H 1 )] = N (T ). (6p)
Uppsala Universitet Matematiska Institutionen Andreas Strömbergsson Prov i matematik Funktionalanalys Kurs: F3B, F4Sy, NVP 2005-03-08 Skrivtid: 9 14 Tillåtna hjälpmedel: Manuella skrivdon, Kreyszigs bok
A Bonus-Malus System as a Markov Set-Chain. Małgorzata Niemiec Warsaw School of Economics Institute of Econometrics
A Bonus-Malus System as a Markov Set-Chain Małgorzata Niemiec Warsaw School of Economics Institute of Econometrics Contents 1. Markov set-chain 2. Model of bonus-malus system 3. Example 4. Conclusions
= λ 1 1 e. = λ 1 =12. has the properties e 1. e 3,V(Y
Stat 50 Homework Solutions Spring 005. (a λ λ λ 44 (b trace( λ + λ + λ 0 (c V (e x e e λ e e λ e (λ e by definition, the eigenvector e has the properties e λ e and e e. (d λ e e + λ e e + λ e e 8 6 4 4
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
Solution Series 9. i=1 x i and i=1 x i.
Lecturer: Prof. Dr. Mete SONER Coordinator: Yilin WANG Solution Series 9 Q1. Let α, β >, the p.d.f. of a beta distribution with parameters α and β is { Γ(α+β) Γ(α)Γ(β) f(x α, β) xα 1 (1 x) β 1 for < x
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
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
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
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
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:
ORDINAL ARITHMETIC JULIAN J. SCHLÖDER
ORDINAL ARITHMETIC JULIAN J. SCHLÖDER Abstract. We define ordinal arithmetic and show laws of Left- Monotonicity, Associativity, Distributivity, some minor related properties and the Cantor Normal Form.
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
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
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 +
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
Parametrized Surfaces
Parametrized Surfaces Recall from our unit on vector-valued functions at the beginning of the semester that an R 3 -valued function c(t) in one parameter is a mapping of the form c : I R 3 where I is some
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
Space-Time Symmetries
Chapter Space-Time Symmetries In classical fiel theory any continuous symmetry of the action generates a conserve current by Noether's proceure. If the Lagrangian is not invariant but only shifts by a
Strain gauge and rosettes
Strain gauge and rosettes Introduction A strain gauge is a device which is used to measure strain (deformation) on an object subjected to forces. Strain can be measured using various types of devices classified
MA 342N Assignment 1 Due 24 February 2016
M 342N ssignment Due 24 February 206 Id: 342N-s206-.m4,v. 206/02/5 2:25:36 john Exp john. Suppose that q, in addition to satisfying the assumptions from lecture, is an even function. Prove that η(λ = 0,
Appendix S1 1. ( z) α βc. dβ β δ β
Appendix S1 1 Proof of Lemma 1. Taking first and second partial derivatives of the expected profit function, as expressed in Eq. (7), with respect to l: Π Π ( z, λ, l) l θ + s ( s + h ) g ( t) dt λ Ω(
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
The behavior of solutions of second order delay differential equations
J. Math. Anal. Appl. 332 27) 1278 129 www.elsevier.com/locate/jmaa The behavior of solutions of second order delay differential equations Ali Fuat Yeniçerioğlu Department of Mathematics, The Faculty of
Pg The perimeter is P = 3x The area of a triangle is. where b is the base, h is the height. In our case b = x, then the area is
Pg. 9. The perimeter is P = The area of a triangle is A = bh where b is the base, h is the height 0 h= btan 60 = b = b In our case b =, then the area is A = = 0. By Pythagorean theorem a + a = d a a =
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
Lecture 15 - Root System Axiomatics
Lecture 15 - Root System Axiomatics Nov 1, 01 In this lecture we examine root systems from an axiomatic point of view. 1 Reflections If v R n, then it determines a hyperplane, denoted P v, through the
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
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
New bounds for spherical two-distance sets and equiangular lines
New bounds for spherical two-distance sets and equiangular lines Michigan State University Oct 8-31, 016 Anhui University Definition If X = {x 1, x,, x N } S n 1 (unit sphere in R n ) and x i, x j = a
Takeaki Yamazaki (Toyo Univ.) 山崎丈明 ( 東洋大学 ) Oct. 24, RIMS
Takeaki Yamazaki (Toyo Univ.) 山崎丈明 ( 東洋大学 ) Oct. 24, 2017 @ RIMS Contents Introduction Generalized Karcher equation Ando-Hiai inequalities Problem Introduction PP: The set of all positive definite operators
Memoirs on Differential Equations and Mathematical Physics
Memoirs on Differential Equations and Mathematical Physics Volume 31, 2004, 83 97 T. Tadumadze and L. Alkhazishvili FORMULAS OF VARIATION OF SOLUTION FOR NON-LINEAR CONTROLLED DELAY DIFFERENTIAL EQUATIONS
Arithmetical applications of lagrangian interpolation. Tanguy Rivoal. Institut Fourier CNRS and Université de Grenoble 1
Arithmetical applications of lagrangian interpolation Tanguy Rivoal Institut Fourier CNRS and Université de Grenoble Conference Diophantine and Analytic Problems in Number Theory, The 00th anniversary
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
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
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
6. MAXIMUM LIKELIHOOD ESTIMATION
6 MAXIMUM LIKELIHOOD ESIMAION [1] Maximum Likelihood Estimator (1) Cases in which θ (unknown parameter) is scalar Notational Clarification: From now on, we denote the true value of θ as θ o hen, view θ
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
10.7 Performance of Second-Order System (Unit Step Response)
Lecture Notes on Control Systems/D. Ghose/0 57 0.7 Performance of Second-Order System (Unit Step Response) Consider the second order system a ÿ + a ẏ + a 0 y = b 0 r So, Y (s) R(s) = b 0 a s + a s + a
( 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
Appendix to Technology Transfer and Spillovers in International Joint Ventures
Appendix to Technology Transfer and Spillovers in International Joint Ventures Thomas Müller Monika Schnitzer Published in Journal of International Economics, 2006, Volume 68, 456-468 Bundestanstalt für
Homomorphism in Intuitionistic Fuzzy Automata
International Journal of Fuzzy Mathematics Systems. ISSN 2248-9940 Volume 3, Number 1 (2013), pp. 39-45 Research India Publications http://www.ripublication.com/ijfms.htm Homomorphism in Intuitionistic
Section 7.6 Double and Half Angle Formulas
09 Section 7. Double and Half Angle Fmulas To derive the double-angles fmulas, we will use the sum of two angles fmulas that we developed in the last section. We will let α θ and β θ: cos(θ) cos(θ + θ)
Chapter 3: Ordinal Numbers
Chapter 3: Ordinal Numbers There are two kinds of number.. Ordinal numbers (0th), st, 2nd, 3rd, 4th, 5th,..., ω, ω +,... ω2, ω2+,... ω 2... answers to the question What position is... in a sequence? What
Lecture 2. Soundness and completeness of propositional logic
Lecture 2 Soundness and completeness of propositional logic February 9, 2004 1 Overview Review of natural deduction. Soundness and completeness. Semantics of propositional formulas. Soundness proof. Completeness
5.4 The Poisson Distribution.
The worst thing you can do about a situation is nothing. Sr. O Shea Jackson 5.4 The Poisson Distribution. Description of the Poisson Distribution Discrete probability distribution. The random variable
DIRECT PRODUCT AND WREATH PRODUCT OF TRANSFORMATION SEMIGROUPS
GANIT J. Bangladesh Math. oc. IN 606-694) 0) -7 DIRECT PRODUCT AND WREATH PRODUCT OF TRANFORMATION EMIGROUP ubrata Majumdar, * Kalyan Kumar Dey and Mohd. Altab Hossain Department of Mathematics University