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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Chapter 15.3, Problem 8E
To determine
Find the potential function
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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.
#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 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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