Walking on a surface Consider the following surfaces specified in the form z = f ( x, y ) and the oriented curve C in the xy-plane. a. In each case, find z’ ( t ) . b. Imagine that you are walking on the surface directly above the curve C in the direction of positive orientation. Find the values of t for which you are walking uphill ( that is, z is increasing ) . 56. z = 2 x 2 + y 2 + 1 , C : x = 1 + cos t , y = sin t ; 0 ≤ t ≤ 2 π
Walking on a surface Consider the following surfaces specified in the form z = f ( x, y ) and the oriented curve C in the xy-plane. a. In each case, find z’ ( t ) . b. Imagine that you are walking on the surface directly above the curve C in the direction of positive orientation. Find the values of t for which you are walking uphill ( that is, z is increasing ) . 56. z = 2 x 2 + y 2 + 1 , C : x = 1 + cos t , y = sin t ; 0 ≤ t ≤ 2 π
Solution Summary: The author explains that the value of zprime is -5mathrmsin2t.
Walking on a surfaceConsider the following surfaces specified in the form z = f(x, y) and the oriented curve C in the xy-plane.
a. In each case, find z’ (t).
b. Imagine that you are walking on the surface directly above the curve C in the direction of positive orientation. Find the values of t for which you are walking uphill (that is, z is increasing).
56.
z
=
2
x
2
+
y
2
+
1
,
C
:
x
=
1
+
cos
t
,
y
=
sin
t
;
0
≤
t
≤
2
π
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)
Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, calculus and related others by exploring similar questions and additional content below.
Numerical Integration Introduction l Trapezoidal Rule Simpson's 1/3 Rule l Simpson's 3/8 l GATE 2021; Author: GATE Lectures by Dishank;https://www.youtube.com/watch?v=zadUB3NwFtQ;License: Standard YouTube License, CC-BY