Give the limits of integration for evaluating the integral ∭ D f ( r , θ , z ) r d z d r d θ as an iterated integral over the region D that is bounded below by the plane z = 0, on the side by the cylinder r = cos ?, and on top by the paraboloid z = 3r 2 .
Give the limits of integration for evaluating the integral ∭ D f ( r , θ , z ) r d z d r d θ as an iterated integral over the region D that is bounded below by the plane z = 0, on the side by the cylinder r = cos ?, and on top by the paraboloid z = 3r 2 .
Give the limits of integration for evaluating the integral
∭
D
f
(
r
,
θ
,
z
)
r
d
z
d
r
d
θ
as an iterated integral over the region D that is bounded below by the plane z = 0, on the side by the cylinder r = cos ?, and on top by the paraboloid z = 3r2.
With differentiation, one of the major concepts of calculus. Integration involves the calculation of an integral, which is useful to find many quantities such as areas, volumes, and displacement.
The OU process studied in the previous problem is a common model for interest rates.
Another common model is the CIR model, which solves the SDE:
dX₁ = (a = X₁) dt + σ √X+dWt,
-
under the condition Xoxo. We cannot solve this SDE explicitly.
=
(a) Use the Brownian trajectory simulated in part (a) of Problem 1, and the Euler
scheme to simulate a trajectory of the CIR process. On a graph, represent both the
trajectory of the OU process and the trajectory of the CIR process for the same
Brownian path.
(b) Repeat the simulation of the CIR process above M times (M large), for a large
value of T, and use the result to estimate the long-term expectation and variance
of the CIR process. How do they compare to the ones of the OU process?
Numerical application: T = 10, N = 500, a = 0.04, x0 = 0.05, σ = 0.01, M = 1000.
1
(c) If you use larger values than above for the parameters, such as the ones in Problem
1, you may encounter errors when implementing the Euler scheme for CIR. Explain
why.
#8 (a) Find the equation of the tangent line to y = √x+3 at x=6
(b) Find the differential dy at y = √x +3 and evaluate it for x=6 and dx = 0.3
Q.2 Q.4 Determine ffx dA where R is upper half of the circle shown below.
x²+y2=1
(1,0)
Chapter 14 Solutions
University Calculus: Early Transcendentals (4th Edition)
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