
Mathematical Methods in the Physical Sciences
3rd Edition
ISBN: 9780471198260
Author: Mary L. Boas
Publisher: Wiley, John & Sons, Incorporated
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Textbook Question
Chapter 10.4, Problem 3P
As in Problem 2, complete Example 5.
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8. An elementary single period market model has a risky asset with price So = 20 at the
beginning and a money market account with interest rate r = 0.04 compounded only
once at the end of the investment period.
=
=
In market model A, S₁ 10 with 15% probability and S₁
21 with 85% probability.
In market model B, S₁ = 25 with 10% probability and S₁ = 30 with 90% probability.
For each market model A, B, determine if the model is arbitrage-free. If not, construct
an arbitrage.
Total [9 Marks]
b) Solve the following linear program using the 2-phase simplex algorithm. You should give
the initial tableau, and each further tableau produced during the execution of the
algorithm. If the program has an optimal solution, give this solution and state its
objective value. If it does not have an optimal solution, say why.
maximize ₁ - 2x2+x34x4
subject to 2x1+x22x3x41,
5x1 + x2-x3-×4 ≤ −1,
2x1+x2-x3-34
2,
1, 2, 3, 40.
Suppose we have a linear program in standard equation form
maximize cTx
subject to Ax = b.
x ≥ 0.
and suppose u, v, and w are all optimal solutions to this linear program.
(a) Prove that zu+v+w is an optimal solution.
(b) If you try to adapt your proof from part (a) to prove that that u+v+w
is an optimal solution, say exactly which part(s) of the proof go wrong.
(c) If you try to adapt your proof from part (a) to prove that u+v-w is an
optimal solution, say exactly which part(s) of the proof go wrong.
Chapter 10 Solutions
Mathematical Methods in the Physical Sciences
Ch. 10.2 - Verify equations (2.6).Ch. 10.2 - Prob. 2PCh. 10.2 - Consider the matrix A in (2.7) or (2.10). Think of...Ch. 10.2 - Any rotation of axes in three dimensions can be...Ch. 10.2 - Write equations (2.12) out in detail and solve the...Ch. 10.2 - Write the transformation equation for a 3rd-rank...Ch. 10.2 - Following what we did in equations (2.14) to...Ch. 10.2 - Write the equations in (2.16) and so in (2.17)...Ch. 10.3 - Write equations (2.11,), (2.12), (2.13), (2.14),...Ch. 10.3 - Show that the fourth expression in (3.1) is equal...
Ch. 10.3 - As we did in (3.3), show that the contracted...Ch. 10.3 - Show that the contracted tensor TijkVk is a 2nd...Ch. 10.3 - Show that TijklmSlm is a tensor and find its rank...Ch. 10.3 - Show that the sum of two 3rd -rank tensors is a...Ch. 10.3 - As in problem 6, show that the sum of two 2nd...Ch. 10.3 - Show that (3.9) follows from (3.8). Hint: Give a...Ch. 10.3 - Prove the quotient rule in each of the following...Ch. 10.3 - Prove the quotient rule in each of the following...Ch. 10.3 - Prove the quotient rule in each of the following...Ch. 10.3 - Prove the quotient rule in each of the following...Ch. 10.3 - Show that the first parenthesis in (3.5) is a...Ch. 10.4 - As in (4.3) and (4.4), find the y and z components...Ch. 10.4 - Complete Example 4 to verify the rest of the...Ch. 10.4 - As in Problem 2, complete Example 5.Ch. 10.4 - Find the inertia tensor about the origin for a...Ch. 10.4 - For the mass distributions in Problems 5 to 7,...Ch. 10.4 - For the mass distributions in Problems 5 to 7,...Ch. 10.4 - For the mass distributions in Problems 5 to 7,...Ch. 10.4 - For the mass distributions in Problems 5 to 7,...Ch. 10.5 - Verify that (5.5) agrees with a Laplace...Ch. 10.5 - Verify for a few representative cases that (5.6)...Ch. 10.5 - Show that ijklm is an isotropic tensor of rank...Ch. 10.5 - Generalize Problem 3 to see that the direct...Ch. 10.5 - Let Tjkmn be the tensor in (5.8). This is a...Ch. 10.5 - Evaluate: (a) ijjkkmim (b) ijkjk (c) jk2k2j (d)...Ch. 10.5 - Write in terms of s as in (5.8) and (5.9): (a)...Ch. 10.5 - Show that the equations (5.10) are correct. Hints:...Ch. 10.5 - (a) Finish the work of showing that the cross...Ch. 10.5 - (a) Write the triple scalar product A(BC) in...Ch. 10.5 - Using problem 10, write A(BA) in tensor notation...Ch. 10.5 - Write and prove in tensor notation: (a) Chapter 6,...Ch. 10.5 - Write in tensor notation and prove the following...Ch. 10.5 - Show that the diagonal elements of an...Ch. 10.5 - Write a 4-by-4 antisymmetric matrix to show that...Ch. 10.5 - Verify that (5.16) gives (5.17). Also verify that...Ch. 10.5 - Write out the components of Tjk=AjBkAkBj to show...Ch. 10.6 - Show that in 2 dimension (say the x, y plane), an...Ch. 10.6 - In Chapter 3, we said that any 3-by-3 orthogonal...Ch. 10.6 - For Example 1, write out the components of U,V,...Ch. 10.6 - Do Example 1 and Problem 3 if the transformation...Ch. 10.6 - Write the tensor transformation equations for...Ch. 10.6 - Prob. 6PCh. 10.6 - Write the transformation equations for the triple...Ch. 10.6 - Write the transformation equations for WS to...Ch. 10.6 - Prob. 9PCh. 10.6 - Prob. 10PCh. 10.6 - Prob. 11PCh. 10.6 - Prob. 12PCh. 10.6 - Prob. 13PCh. 10.6 - Prob. 14PCh. 10.6 - In equation (5.12), find whether A(BC) is a vector...Ch. 10.6 - In equation (5.14), is (V) a vector or a...Ch. 10.6 - In equation (5.16), show that if Tjk is a tensor...Ch. 10.7 - Verify (7.1).Hints: In Figure 7.1, consider the...Ch. 10.7 - Write out the sums Pijej for each value of i and...Ch. 10.7 - Carry through the details of getting (7.4) from...Ch. 10.7 - Interpret the elements of the matrices in Chapter...Ch. 10.7 - Show by the quotient rule (Section 3) that Cijkm...Ch. 10.7 - If P and S are 2nd-rank tensors, show that 92=81...Ch. 10.7 - In (7.9) we have written the first row of elements...Ch. 10.7 - Do Problem 4.8 in tensor notation and compare the...Ch. 10.8 - Find ds2 in spherical coordinates by the method...Ch. 10.8 - Observe that a simpler way to find the velocity...Ch. 10.8 - Prob. 3PCh. 10.8 - In the text and problems so far, we have found the...Ch. 10.8 - Prob. 5PCh. 10.8 - As in Problem 1, find ds2, the scale factors, the...Ch. 10.8 - As in Problem 1, find ds2, the scale factors, the...Ch. 10.8 - As in Problem 1, find ds2, the scale factors, the...Ch. 10.8 - As in Problem 1, find ds2, the scale factors, the...Ch. 10.8 - Sketch or computer plot the coordinate surfaces in...Ch. 10.8 - Prob. 11PCh. 10.8 - Using the expression you have found for ds, and...Ch. 10.8 - Prob. 13PCh. 10.8 - Using the expression you have found for ds, and...Ch. 10.8 - Let x=u+v,y=v. Find ds, thea vectors, and ds2 for...Ch. 10.9 - Prove (9.4) in the following way. Using (9.2) with...Ch. 10.9 - Prob. 2PCh. 10.9 - Using cylindrical coordinates write the Lagrange...Ch. 10.9 - Prob. 4PCh. 10.9 - Write out U,V,2U, and V in spherical coordinates.Ch. 10.9 - Do Problem 3 for the coordinate systems indicated...Ch. 10.9 - Do Problem 3 for the coordinate systems indicated...Ch. 10.9 - Do Problem 3 for the coordinate systems indicated...Ch. 10.9 - Do Problem 3 for the coordinate systems indicated...Ch. 10.9 - Do Problem 5 for the coordinate systems indicated...Ch. 10.9 - Do Problem 5 for the coordinate systems indicated...Ch. 10.9 - Do Problem 5 for the coordinate systems indicated...Ch. 10.9 - Do Problem 5 for the coordinate systems indicated...Ch. 10.9 - Prob. 14PCh. 10.9 - Prob. 15PCh. 10.9 - Use equations (9.2), (9.8), and (9.11) to evaluate...Ch. 10.9 - Use equations (9.2), (9.8), and (9.11) to evaluate...Ch. 10.9 - Use equations (9.2), (9.8), and (9.18) to evaluate...Ch. 10.9 - Use equations (9.2), (9.8) and (9.11) to evaluate...Ch. 10.9 - Use equations (9.2), (9.8), and (9.11) to evaluate...Ch. 10.9 - Use equations (9.2), (9.8), and (9.11) to evaluate...Ch. 10.10 - Verify equation (10.7). Hint: Use equations (2.4)...Ch. 10.10 - From (10.1) find /x=(1/r)coscos and show that...Ch. 10.10 - Divide equation (10.4) by dt to show that the...Ch. 10.10 - Prob. 4PCh. 10.10 - Write u in polar coordinates in terms of its...Ch. 10.10 - Prob. 6PCh. 10.10 - As in (10.12), write the transformation equations...Ch. 10.10 - Using (10.15) show that gij is a 2nd-rank...Ch. 10.10 - If Ui is a contravariant vector and Vj is a...Ch. 10.10 - Show that if Vi is a contravariant vector then...Ch. 10.10 - In (10.18), show by raising and lowering indices...Ch. 10.10 - Show that in a general coordinate system with...Ch. 10.10 - Verify (10.20).Ch. 10.10 - Using equations (10.20) to (10.23), write the...Ch. 10.10 - Do Problem 14 for an orthogonal coordinate system...Ch. 10.10 - Continue Problem 8.15 to find the gij matrix and...Ch. 10.10 - Repeat Problems 8.15 and 10.16 above for the (u,v)...Ch. 10.10 - Using (10.19), show that aiai=ji.Ch. 10.11 - Show that the transformation equation for a...Ch. 10.11 - Let e1,e2,e3 be a set of orthogonal unit vectors...Ch. 10.11 - In Chapter 3, Problem 6.6, you are asked to prove...Ch. 10.11 - If E= electric field and B= magnetic field, is EB...Ch. 10.11 - Do Problems 5 to 8 for the (u,v) coordinate system...Ch. 10.11 - Do Problems 5 to 8 for the (u,v) coordinate system...Ch. 10.11 - Do Problems 5 to 8 for the (u,v) coordinate system...Ch. 10.11 - Do Problems 5 to 8 for the (u,v) coordinate system...Ch. 10.11 - If u is a vector specifying the displacement under...Ch. 10.11 - Show that elements Rij of a rotation matrix are...Ch. 10.11 - Show that the nine quantities Tij=Vi/xj (which are...Ch. 10.11 - The square matrix in equation (10.3) is called the...Ch. 10.11 - In equation (10.13) let the x variables be...
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