University Calculus: Early Transcendentals (3rd Edition)
University Calculus: Early Transcendentals (3rd Edition)
3rd Edition
ISBN: 9780321999580
Author: Joel R. Hass, Maurice D. Weir, George B. Thomas Jr.
Publisher: PEARSON
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Differential Equations
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Chapter 15.3, Problem 14E
To determine

Express the differential form of the integral ∫(1,1,2)(3,5,0)yzdx+xzdy+xydz are exact and calculate the value of integral.

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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.

Chapter 15 Solutions

University Calculus: Early Transcendentals (3rd Edition)

Ch. 15.1 - Match the vector equations in Exercises 1–8 with...Ch. 15.1 - Match the vector equations in Exercises 1–8 with...Ch. 15.1 - Match the vector equations in Exercises 1–8 with...Ch. 15.1 - Match the vector equations in Exercises 1–8 with...Ch. 15.1 - Match the vector equations in Exercises 1–8 with...Ch. 15.1 - Match the vector equations in Exercises 1–8 with...Ch. 15.1 - Match the vector equations in Exercises 1–8 with...Ch. 15.1 - Prob. 8ECh. 15.1 - Evaluate ∫C (x + y) ds, where C is the...Ch. 15.1 - Evaluate ∫C (x − y + z − 2) ds, where C is the...
Ch. 15.1 - Evaluate ∫C (xy + y + z) ds along the curve r(t) =...Ch. 15.1 - Evaluate Cx2+y2ds along the curve r(t) = (4 cos...Ch. 15.1 - Find the line integral of f(x, y, z) = x + y + z...Ch. 15.1 - Find the line integral of over the curve r(t) =...Ch. 15.1 - Integrate over the path C1 followed by C2 from...Ch. 15.1 - Prob. 16ECh. 15.1 - Integrate f(x, y, z) = (x + y + z)/(x2+ y2+ z2)...Ch. 15.1 - Integrate over the circle r(t) = (a cos t)j + (a...Ch. 15.1 - Evaluate ∫C x ds, where C is the straight-line...Ch. 15.1 - Evaluate , where C is the straight-line segment x...Ch. 15.1 - Find the line integral of along the curve r(t) =...Ch. 15.1 - Prob. 22ECh. 15.1 - Prob. 23ECh. 15.1 - Find the line integral of along the curve , 1/2 ≤...Ch. 15.1 - Prob. 25ECh. 15.1 - Prob. 26ECh. 15.1 - Prob. 27ECh. 15.1 - Prob. 28ECh. 15.1 - In Exercises 27–30, integrate f over the given...Ch. 15.1 - In Exercises 27–30, integrate f over the given...Ch. 15.1 - Prob. 31ECh. 15.1 - Prob. 32ECh. 15.1 - Mass of a wire Find the mass of a wire that lies...Ch. 15.1 - Center of mass of a curved wire A wire of density ...Ch. 15.1 - Mass of wire with variable density Find the mass...Ch. 15.1 - Center of mass of wire with variable density Find...Ch. 15.1 - Prob. 37ECh. 15.1 - Prob. 38ECh. 15.1 - Prob. 39ECh. 15.1 - Wire of constant density A wire of constant...Ch. 15.1 - Prob. 41ECh. 15.1 - Prob. 42ECh. 15.2 - Find the gradient fields of the functions in...Ch. 15.2 - Find the gradient fields of the functions in...Ch. 15.2 - Find the gradient fields of the functions in...Ch. 15.2 - Find the gradient fields of the functions in...Ch. 15.2 - Give a formula F = M(x, y)i + N(x, y)j for the...Ch. 15.2 - Give a formula F = M(x, y)i + N(x, y)j for the...Ch. 15.2 - In Exercises 7−12, find the line integrals of F...Ch. 15.2 - In Exercises 7−12, find the line integrals of F...Ch. 15.2 - In Exercises 7−12, find the line integrals of F...Ch. 15.2 - In Exercises 7−12, find the line integrals of F...Ch. 15.2 - Line Integrals of Vector Fields In Exercises 7−12,...Ch. 15.2 - Line Integrals of Vector Fields In Exercises 7−12,...Ch. 15.2 - In Exercises 1316, find the line integrals along...Ch. 15.2 - In Exercises 13–16, find the line integrals along...Ch. 15.2 - In Exercises 13–16, find the line integrals along...Ch. 15.2 - In Exercises 13–16, find the line integrals along...Ch. 15.2 - Along the curve , , evaluate each of the following...Ch. 15.2 - Along the curve , , evaluate each of the following...Ch. 15.2 - In Exercises 19–22, find the work done by F over...Ch. 15.2 - In Exercises 19–22, find the work done by F over...Ch. 15.2 - In Exercises 19–22, find the work done by F over...Ch. 15.2 - In Exercises 19–22, find the work done by F over...Ch. 15.2 - Evaluate along the curve from (–1, 1) to (2,...Ch. 15.2 - Evaluate counterclockwise around the triangle...Ch. 15.2 - Evaluate CFTds for the vector field F=x2iyj along...Ch. 15.2 - Evaluate for the vector field counterclockwise...Ch. 15.2 - Work Find the work done by the force F = xyi + (y...Ch. 15.2 - Work Find the work done by the gradient of f(x, y)...Ch. 15.2 - Circulation and flux Find the circulation and flux...Ch. 15.2 - Flux across a circle Find the flux of the...Ch. 15.2 - In Exercises 31–34, find the circulation and flux...Ch. 15.2 - In Exercises 31–34, find the circulation and flux...Ch. 15.2 - In Exercises 31–34, find the circulation and flux...Ch. 15.2 - In Exercises 31–34, find the circulation and flux...Ch. 15.2 - Flow integrals Find the flow of the velocity field...Ch. 15.2 - Flux across a triangle Find the flux of the field...Ch. 15.2 - Find the flow of the velocity field F = y2i + 2xyj...Ch. 15.2 - Find the circulation of the field F = yi + (x +...Ch. 15.2 - Spin field Draw the spin field (see Figure 15.13)...Ch. 15.2 - Prob. 40ECh. 15.2 - Prob. 41ECh. 15.2 - Prob. 42ECh. 15.2 - Prob. 43ECh. 15.2 - Prob. 44ECh. 15.2 - Prob. 45ECh. 15.2 - Prob. 46ECh. 15.2 - Prob. 47ECh. 15.2 - Prob. 48ECh. 15.2 - Prob. 49ECh. 15.2 - Prob. 50ECh. 15.2 - Prob. 51ECh. 15.2 - Prob. 52ECh. 15.2 - Flow along a curve The field F = xyi + yj − yzk is...Ch. 15.2 - Prob. 54ECh. 15.3 - Which fields in Exercises 1–6 are conservative,...Ch. 15.3 - Which fields in Exercises 1–6 are conservative,...Ch. 15.3 - Which fields in Exercises 1–6 are conservative,...Ch. 15.3 - Which fields in Exercises 1–6 are conservative,...Ch. 15.3 - Which fields in Exercises 1−6 are conservative,...Ch. 15.3 - Which fields in Exercises 1−6 are conservative,...Ch. 15.3 - Finding Potential Functions In Exercises 712, find...Ch. 15.3 - In Exercises 7–12, find a potential function f...Ch. 15.3 - In Exercises 7–12, find a potential function f for...Ch. 15.3 - In Exercises 7–12, find a potential function f for...Ch. 15.3 - In Exercises 7–12, find a potential function f for...Ch. 15.3 - In Exercises 7–12, find a potential function f for...Ch. 15.3 - In Exercises 13–17, show that the differential...Ch. 15.3 - In Exercises 13–17, show that the differential...Ch. 15.3 - In Exercises 13–17, show that the differential...Ch. 15.3 - In Exercises 13–17, show that the differential...Ch. 15.3 - In Exercises 13–17, show that the differential...Ch. 15.3 - Although they are not defined on all of space R3,...Ch. 15.3 - Prob. 19ECh. 15.3 - Prob. 20ECh. 15.3 - Prob. 21ECh. 15.3 - Prob. 22ECh. 15.3 - Prob. 23ECh. 15.3 - Prob. 24ECh. 15.3 - Prob. 25ECh. 15.3 - Prob. 26ECh. 15.3 - In Exercises 27 and 28, find a potential function...Ch. 15.3 - In Exercises 27 and 28, find a potential function...Ch. 15.3 - Work along different paths Find the work done by F...Ch. 15.3 - Work along different paths Find the work done by F...Ch. 15.3 - Evaluating a work integral two ways Let F =...Ch. 15.3 - Prob. 32ECh. 15.3 - Exact differential form How are the constants a,...Ch. 15.3 - Prob. 34ECh. 15.3 - Prob. 35ECh. 15.3 - Prob. 36ECh. 15.3 - Prob. 37ECh. 15.3 - Prob. 38ECh. 15.4 - In Exercises 710, verify the conclusion of Green’s...Ch. 15.4 - In Exercises 7–10, verify the conclusion of...Ch. 15.4 - In Exercises 7–10, verify the conclusion of...Ch. 15.4 - In Exercises 7–10, verify the conclusion of...Ch. 15.4 - In Exercises 11–20, use Green’s Theorem to find...Ch. 15.4 - In Exercises 11–20, use Green’s Theorem to find...Ch. 15.4 - In Exercises 11–20, use Green’s Theorem to find...Ch. 15.4 - Prob. 8ECh. 15.4 - In Exercises 11–20, use Green’s Theorem to find...Ch. 15.4 - Prob. 10ECh. 15.4 - Prob. 11ECh. 15.4 - Prob. 12ECh. 15.4 - In Exercises 11–20, use Green’s Theorem to find...Ch. 15.4 - In Exercises 11–20, use Green’s Theorem to find...Ch. 15.4 - Find the counterclockwise circulation and outward...Ch. 15.4 - Prob. 16ECh. 15.4 - Prob. 17ECh. 15.4 - Prob. 18ECh. 15.4 - Prob. 19ECh. 15.4 - Prob. 20ECh. 15.4 - Apply Green’s Theorem to evaluate the integrals in...Ch. 15.4 - Prob. 22ECh. 15.4 - Apply Green’s Theorem to evaluate the integrals in...Ch. 15.4 - Apply Green’s Theorem to evaluate the integrals in...Ch. 15.4 - Prob. 25ECh. 15.4 - Prob. 26ECh. 15.4 - Prob. 27ECh. 15.4 - Prob. 28ECh. 15.4 - Prob. 29ECh. 15.4 - Prob. 30ECh. 15.4 - Prob. 31ECh. 15.4 - Prob. 32ECh. 15.4 - Prob. 33ECh. 15.4 - Prob. 34ECh. 15.4 - Prob. 35ECh. 15.4 - Prob. 36ECh. 15.4 - Prob. 37ECh. 15.4 - Prob. 38ECh. 15.4 - Regions with many holes Green’s Theorem holds for...Ch. 15.4 - Prob. 40ECh. 15.4 - Prob. 41ECh. 15.4 - Prob. 42ECh. 15.5 - In Exercises 1–16, find a parametrization of the...Ch. 15.5 - Prob. 2ECh. 15.5 - Prob. 3ECh. 15.5 - Prob. 4ECh. 15.5 - In Exercises 1–16, find a parametrization of the...Ch. 15.5 - Prob. 6ECh. 15.5 - In Exercises 1–16, find a parametrization of the...Ch. 15.5 - Prob. 8ECh. 15.5 - Prob. 9ECh. 15.5 - Prob. 10ECh. 15.5 - In Exercises 1–16, find a parametrization of the...Ch. 15.5 - Prob. 12ECh. 15.5 - In Exercises 1–16, find a parametrization of the...Ch. 15.5 - Prob. 14ECh. 15.5 - Prob. 15ECh. 15.5 - Prob. 16ECh. 15.5 - In Exercises 17–26, use a parametrization to...Ch. 15.5 - Prob. 18ECh. 15.5 - Prob. 19ECh. 15.5 - Prob. 20ECh. 15.5 - Prob. 21ECh. 15.5 - In Exercises 17–26, use a parametrization to...Ch. 15.5 - Prob. 23ECh. 15.5 - In Exercises 17–26, use a parametrization to...Ch. 15.5 - Prob. 25ECh. 15.5 - In Exercises 17–26, use a parametrization to...Ch. 15.5 - Prob. 27ECh. 15.5 - Prob. 28ECh. 15.5 - Prob. 29ECh. 15.5 - Prob. 30ECh. 15.5 - Prob. 31ECh. 15.5 - Prob. 32ECh. 15.5 - Parametrization of an ellipsoid The...Ch. 15.5 - Prob. 34ECh. 15.5 - Prob. 35ECh. 15.5 - Prob. 36ECh. 15.5 - Prob. 37ECh. 15.5 - Prob. 38ECh. 15.5 - Prob. 39ECh. 15.5 - Prob. 40ECh. 15.5 - Prob. 41ECh. 15.5 - Prob. 42ECh. 15.5 - Prob. 43ECh. 15.5 - Find the area of the upper portion of the cylinder...Ch. 15.5 - Prob. 45ECh. 15.5 - Prob. 46ECh. 15.5 - Prob. 47ECh. 15.5 - Prob. 48ECh. 15.5 - Prob. 49ECh. 15.5 - Prob. 50ECh. 15.5 - Prob. 51ECh. 15.5 - Prob. 52ECh. 15.5 - Prob. 53ECh. 15.5 - Prob. 54ECh. 15.5 - Prob. 55ECh. 15.5 - Prob. 56ECh. 15.6 - In Exercises 1–8, integrate the given function...Ch. 15.6 - In Exercises 18, integrate the given function over...Ch. 15.6 - In Exercises 1–8, integrate the given function...Ch. 15.6 - In Exercises 1–8, integrate the given function...Ch. 15.6 - Prob. 5ECh. 15.6 - Prob. 6ECh. 15.6 - Prob. 7ECh. 15.6 - Prob. 8ECh. 15.6 - Prob. 9ECh. 15.6 - Prob. 10ECh. 15.6 - Prob. 11ECh. 15.6 - Prob. 12ECh. 15.6 - Prob. 13ECh. 15.6 - Prob. 14ECh. 15.6 - Integrate G(x, y, z) = z − x over the portion of...Ch. 15.6 - Prob. 16ECh. 15.6 - Prob. 17ECh. 15.6 - Prob. 18ECh. 15.6 - In Exercises 19–28, use a parametrization to find...Ch. 15.6 - Prob. 20ECh. 15.6 - Prob. 21ECh. 15.6 - Prob. 22ECh. 15.6 - Prob. 23ECh. 15.6 - Prob. 24ECh. 15.6 - Prob. 25ECh. 15.6 - Prob. 26ECh. 15.6 - In Exercises 19–28, use a parametrization to find...Ch. 15.6 - Prob. 28ECh. 15.6 - Prob. 29ECh. 15.6 - Prob. 30ECh. 15.6 - Prob. 31ECh. 15.6 - Prob. 32ECh. 15.6 - Prob. 33ECh. 15.6 - Prob. 34ECh. 15.6 - Prob. 35ECh. 15.6 - Prob. 36ECh. 15.6 - Find the flux of the field through the surface...Ch. 15.6 - Prob. 38ECh. 15.6 - Prob. 39ECh. 15.6 - Prob. 40ECh. 15.6 - Prob. 41ECh. 15.6 - Prob. 42ECh. 15.6 - Prob. 43ECh. 15.6 - Prob. 44ECh. 15.6 - Prob. 45ECh. 15.6 - Prob. 46ECh. 15.7 - In Exercises 7–12, use the surface integral in...Ch. 15.7 - Prob. 2ECh. 15.7 - Prob. 3ECh. 15.7 - Prob. 4ECh. 15.7 - Prob. 5ECh. 15.7 - Prob. 6ECh. 15.7 - Prob. 7ECh. 15.7 - Prob. 8ECh. 15.7 - Prob. 9ECh. 15.7 - Prob. 10ECh. 15.7 - Prob. 11ECh. 15.7 - Prob. 12ECh. 15.7 - In Exercises 19–24, use the surface integral in...Ch. 15.7 - Prob. 14ECh. 15.7 - In Exercises 19–24, use the surface integral in...Ch. 15.7 - Prob. 16ECh. 15.7 - Prob. 17ECh. 15.7 - Prob. 18ECh. 15.7 - Prob. 19ECh. 15.7 - Verify Stokes’ Theorem for the vector field F =...Ch. 15.7 - Zero circulation Use Equation (8) and Stokes’...Ch. 15.7 - Prob. 22ECh. 15.7 - Prob. 23ECh. 15.7 - Prob. 24ECh. 15.7 - Prob. 25ECh. 15.7 - Does Stokes’ Theorem say anything special about...Ch. 15.7 - Let R be a region in the xy-plane that is bounded...Ch. 15.7 - Zero curl, yet the field is not conservative Show...Ch. 15.8 - Prob. 1ECh. 15.8 - Prob. 2ECh. 15.8 - Prob. 3ECh. 15.8 - Prob. 4ECh. 15.8 - Prob. 5ECh. 15.8 - In Exercises 920, use the Divergence Theorem to...Ch. 15.8 - Prob. 7ECh. 15.8 - Prob. 8ECh. 15.8 - Prob. 9ECh. 15.8 - Prob. 10ECh. 15.8 - Prob. 11ECh. 15.8 - Prob. 12ECh. 15.8 - Prob. 13ECh. 15.8 - Prob. 14ECh. 15.8 - Prob. 15ECh. 15.8 - Prob. 16ECh. 15.8 - Prob. 17ECh. 15.8 - Prob. 18ECh. 15.8 - Prob. 19ECh. 15.8 - Prob. 20ECh. 15.8 - Prob. 21ECh. 15.8 - Prob. 22ECh. 15.8 - Prob. 23ECh. 15.8 - Compute the net outward flux of the vector field F...Ch. 15.8 - Prob. 25ECh. 15.8 - Prob. 26ECh. 15.8 - Prob. 27ECh. 15.8 - Prob. 28ECh. 15.8 - Prob. 29ECh. 15.8 - Prob. 30ECh. 15 - Prob. 1GYRCh. 15 - Prob. 2GYRCh. 15 - Prob. 3GYRCh. 15 - Prob. 4GYRCh. 15 - Prob. 5GYRCh. 15 - Prob. 6GYRCh. 15 - What is special about path independent fields? Ch. 15 - Prob. 8GYRCh. 15 - Prob. 9GYRCh. 15 - Prob. 10GYRCh. 15 - Prob. 11GYRCh. 15 - Prob. 12GYRCh. 15 - What is an oriented surface? What is the surface...Ch. 15 - Prob. 14GYRCh. 15 - Prob. 15GYRCh. 15 - Prob. 16GYRCh. 15 - Prob. 17GYRCh. 15 - Prob. 18GYRCh. 15 - Prob. 1PECh. 15 - The accompanying figure shows three polygonal...Ch. 15 - Prob. 3PECh. 15 - Prob. 4PECh. 15 - Prob. 5PECh. 15 - Prob. 6PECh. 15 - Prob. 7PECh. 15 - Prob. 8PECh. 15 - Prob. 9PECh. 15 - Prob. 10PECh. 15 - Prob. 11PECh. 15 - Prob. 12PECh. 15 - Prob. 13PECh. 15 - Prob. 14PECh. 15 - Prob. 15PECh. 15 - Prob. 16PECh. 15 - Prob. 17PECh. 15 - Prob. 18PECh. 15 - Prob. 19PECh. 15 - Prob. 20PECh. 15 - Prob. 21PECh. 15 - Prob. 22PECh. 15 - Prob. 23PECh. 15 - Prob. 24PECh. 15 - Prob. 25PECh. 15 - Prob. 26PECh. 15 - Prob. 27PECh. 15 - Prob. 28PECh. 15 - Prob. 29PECh. 15 - Prob. 30PECh. 15 - Prob. 31PECh. 15 - Prob. 32PECh. 15 - Prob. 33PECh. 15 - Prob. 34PECh. 15 - Prob. 35PECh. 15 - Prob. 36PECh. 15 - Prob. 37PECh. 15 - Prob. 38PECh. 15 - Prob. 39PECh. 15 - Prob. 40PECh. 15 - Prob. 41PECh. 15 - Prob. 42PECh. 15 - Prob. 43PECh. 15 - Prob. 44PECh. 15 - Prob. 45PECh. 15 - Prob. 46PECh. 15 - Prob. 47PECh. 15 - Moment of inertia of a cube Find the moment of...Ch. 15 - Prob. 49PECh. 15 - Prob. 50PECh. 15 - Prob. 51PECh. 15 - Prob. 52PECh. 15 - Prob. 53PECh. 15 - In Exercises 53–56, find the outward flux of F...Ch. 15 - Prob. 55PECh. 15 - In Exercises 53–56, find the outward flux of F...Ch. 15 - Hemisphere, cylinder, and plane Let S be the...Ch. 15 - Prob. 58PECh. 15 - Prob. 59PECh. 15 - Prob. 60PECh. 15 - Prob. 1AAECh. 15 - Use the Green’s Theorem area formula in Exercises...Ch. 15 - Prob. 3AAECh. 15 - Use the Green’s Theorem area formula in Exercises...Ch. 15 - Prob. 5AAECh. 15 - Prob. 6AAECh. 15 - Prob. 7AAECh. 15 - Find the mass of a helicoids r(r, ) = (r cos )i +...Ch. 15 - Prob. 9AAECh. 15 - Prob. 10AAECh. 15 - Prob. 11AAECh. 15 - Prob. 12AAECh. 15 - Prob. 13AAECh. 15 - Prob. 14AAECh. 15 - Prob. 15AAECh. 15 - Prob. 16AAECh. 15 - Prob. 17AAECh. 15 - Prob. 18AAE
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