Mathematical Methods in the Physical Sciences
3rd Edition
ISBN: 9780471198260
Author: Mary L. Boas
Publisher: Wiley, John & Sons, Incorporated
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Chapter 3.4, Problem 18P
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Chapter 3 Solutions
Mathematical Methods in the Physical Sciences
Ch. 3.2 - The first equation in (2.6) written out in detail...Ch. 3.2 - Prob. 2PCh. 3.2 - For each of the following problems write and row...Ch. 3.2 - For each of the following problems write and row...Ch. 3.2 - For each of the following problems write and row...Ch. 3.2 - For each of the following problems write and row...Ch. 3.2 - For each of the following problems write and row...Ch. 3.2 - For each of the following problems write and row...Ch. 3.2 - For each of the following problems write and row...Ch. 3.2 - For each of the following problems write and row...
Ch. 3.2 - For each of the following problems write and row...Ch. 3.2 - For each of the following problems write and row...Ch. 3.2 - For each of the following problems write and row...Ch. 3.2 - For each of the following problems write and row...Ch. 3.2 - Find the rank of each of the following matrices....Ch. 3.2 - Find the rank of each of the following matrices....Ch. 3.2 - Find the rank of each of the following matrices....Ch. 3.2 - Find the rank of each of the following matrices....Ch. 3.3 - Evaluate the determinants in Problems 1 to 6 by...Ch. 3.3 - Evaluate the determinants in Problems 1 to 6 by...Ch. 3.3 - Evaluate the determinants in Problems 1 to 6 by...Ch. 3.3 - Evaluate the determinants in Problems 1 to 6 by...Ch. 3.3 - Evaluate the determinants in Problems 1 to 6 by...Ch. 3.3 - Evaluate the determinants in Problems 1 to 6 by...Ch. 3.3 - Prove the following by appropriate manipulations...Ch. 3.3 - Prob. 8PCh. 3.3 - Show without computation that the following...Ch. 3.3 - A determinant or a square matrix is called...Ch. 3.3 - In Problems 11 and 12 evaluate the determminants....Ch. 3.3 - In Problems 11 and 12 evaluate the determminants....Ch. 3.3 - Show that cos1012cos1012cos=cos3Ch. 3.3 - Show that the n-rowed determinant Hint: Expand...Ch. 3.3 - Use Cramers rule to solve Problem 2.3 and 2.11.Ch. 3.3 - In the following set of equations (from a quantum...Ch. 3.3 - Use Cramers rule to solve for x and t the Lorentz...Ch. 3.3 - Find z by Cramers rule:...Ch. 3.4 - Draw diagrams and prove (4.1).Ch. 3.4 - Given the vectors making the given angles With...Ch. 3.4 - Use vectors to prove the following theorems from...Ch. 3.4 - Use vectors to prove the following theorems from...Ch. 3.4 - Use vectors to prove the following theorems from...Ch. 3.4 - Use vectors to prove the following theorems from...Ch. 3.4 - Use vectors to prove the following theorems from...Ch. 3.4 - Use vectors to prove the following theorems from...Ch. 3.4 - Let A=2i+3j and B=4i4j. Show graphically, and find...Ch. 3.4 - If A+B =4j-i and A —B=i+3j, find A and B...Ch. 3.4 - Let 3i—j+4k, 7j—2k, i—3j+k be three vectors...Ch. 3.4 - Find the angle between the vectors A=2i+j2k and...Ch. 3.4 - If A = 4i-3k and B = —2i+2j— k, find the...Ch. 3.4 - Prob. 14PCh. 3.4 - Let A = 2i—j+2k. (a) Find a unit vector in the...Ch. 3.4 - Prob. 16PCh. 3.4 - Find three vectors (none of them parallel to a...Ch. 3.4 - Prob. 18PCh. 3.4 - Prob. 19PCh. 3.4 - Fine a vector perpendicular to both i+j and i-2k.Ch. 3.4 - Show that B|A|+A|B| and A|B|-B|A| are orthogonal.Ch. 3.4 - Square (A + B); interpret your result...Ch. 3.4 - If A = 2i—3j+ k and A • B = 0, does it follow...Ch. 3.4 - What is the value of (AB)2+(AB)2 ? Comment: This...Ch. 3.4 - Use vectors as in Problems 3 to 8, and also the...Ch. 3.4 - Use vectors as in Problems 3 to 8, and also the...Ch. 3.4 - Use vectors as in Problems 3 to 8, and also the...Ch. 3.4 - Use vectors as in Problems 3 to 8, and also the...Ch. 3.5 - In Problems 1 to 5, all lines are in the (x,y)...Ch. 3.5 - In Problems 1 to 5, all lines are in the (x,y)...Ch. 3.5 - In Problems 1 to 5, all lines are in the (x,y)...Ch. 3.5 - In Problems 1 to 5, all lines are in the (x,y)...Ch. 3.5 - In Problems 1 to 5, all lines are in the (x,y)...Ch. 3.5 - Prob. 6PCh. 3.5 - Prob. 7PCh. 3.5 - Prob. 8PCh. 3.5 - Prob. 9PCh. 3.5 - Prob. 10PCh. 3.5 - Prob. 11PCh. 3.5 - Prob. 12PCh. 3.5 - Find the symmetric equations (5.6) or (5.7) and...Ch. 3.5 - Prob. 14PCh. 3.5 - Prob. 15PCh. 3.5 - Prob. 16PCh. 3.5 - Prob. 17PCh. 3.5 - Prob. 18PCh. 3.5 - Prob. 19PCh. 3.5 - Find the symmetric equations (5.6) or (5.7) and...Ch. 3.5 - In Problems 21 to 23, find the angle between the...Ch. 3.5 - In Problems 21 to 23, find the angle between the...Ch. 3.5 - In Problems 21 to 23, find the angle between the...Ch. 3.5 - Find a point on both the planes (that is, on their...Ch. 3.5 - As in Problem 24, find the equations of the line...Ch. 3.5 - Prob. 26PCh. 3.5 - Find the equation of the plane through (2, 3,...Ch. 3.5 - Find the equation of the plane through (-4, -1, 2)...Ch. 3.5 - Find a point on the plane 2x — y — z = 13....Ch. 3.5 - Find the distance from the origin to the plane 3x...Ch. 3.5 - Find the distance from (-2, 4, 5) to the plane...Ch. 3.5 - Find the distance from (3, -1, 2) to the plane 5x...Ch. 3.5 - Findthe perpendicular distance between the two...Ch. 3.5 - Find the distance (perpendicular is understood)...Ch. 3.5 - Find the distance (2,5,1) to the line in Problem...Ch. 3.5 - Find the distance (3,2,5) to the line in Problem...Ch. 3.5 - Determine whether the lines x12=y+31=z43 and...Ch. 3.5 - Find the angle between the lines in Problem 37.Ch. 3.5 - In Problems 39 and 40, show that the given lines...Ch. 3.5 - In Problems 39 and 40, show that the given lines...Ch. 3.5 - In Problems 41 to 44, find the distance between...Ch. 3.5 - In Problems 41 to 44, find the distance between...Ch. 3.5 - In Problems 41 to 44, find the distance between...Ch. 3.5 - In Problems 41 to 44, find the distance between...Ch. 3.5 - A particle is traveling along the line (x — 3)/2...Ch. 3.6 - In Problems 1 to 3, find AB,BA,A+B,AB,A2,B2,5A,3B....Ch. 3.6 - In Problems 1 to 3, find AB,BA,A+B,AB,A2,B2,5A,3B....Ch. 3.6 - In Problems 1 to 3, find AB,BA,A+B,AB,A2,B2,5A,3B....Ch. 3.6 - Given the matrices A=23142105, B=241131,...Ch. 3.6 - Compute the product of each of the matrices in...Ch. 3.6 - The Pauli spin in quantum mechanics are...Ch. 3.6 - Find the matrix product 23142112 By evaluating...Ch. 3.6 - Show, by multiplying the matrices, that the...Ch. 3.6 - Find AB and BA given A=1236,B=10452. Observe that...Ch. 3.6 - Prob. 10PCh. 3.6 - Show that the unit matrix I has the property that...Ch. 3.6 - For the matrices in Example 3, verify that MM—1...Ch. 3.6 - In Problems 13 to 16, use (6.13) to find the...Ch. 3.6 - In Problems 13 to 16, use (6.13) to find the...Ch. 3.6 - In Problems 13 to 16, use (6.13) to find the...Ch. 3.6 - In Problems 13 to 16, use (6.13) to find the...Ch. 3.6 - Given the matrices A=111401420,B=101211212 (a)...Ch. 3.6 - Problem 17(b) is a special case of the general...Ch. 3.6 - In Problems 19 to 22, solve each set of equations...Ch. 3.6 - In Problems 19 to 22, solve each set of equations...Ch. 3.6 - In Problems 19 to 22, solve each set of equations...Ch. 3.6 - In Problems 19 to 22, solve each set of equations...Ch. 3.6 - Verify formula (6.13). Hint: Consider the product...Ch. 3.6 - Use the method of solving simultaneous equations...Ch. 3.6 - Verify (6.14) by multiplying the matrices and...Ch. 3.6 - In (6.14), let ==/2 and verify the result...Ch. 3.6 - Do Problem 26 if =/2,=/4.Ch. 3.6 - Verify the calculations in (6.15), (6.16), and...Ch. 3.6 - Show that if A and B are matrices which dont...Ch. 3.6 - For the Pauli spin matrix A in Problem 6, find the...Ch. 3.6 - Repeat Problem 30 for the Pauli spin matrix C in...Ch. 3.6 - For the Pauli spin matrix B in Problem 6, find eiB...Ch. 3.7 - Prob. 1PCh. 3.7 - Are the following linear functions? Prove your...Ch. 3.7 - Are the following linear functions? Prove your...Ch. 3.7 - Prob. 4PCh. 3.7 - Are the following linear vector functions? Prove...Ch. 3.7 - Are the following linear vector functions? Prove...Ch. 3.7 - Are the following operators linear? Definite...Ch. 3.7 - Are the following operators linear? Find the...Ch. 3.7 - Are the following operators linear? Find the...Ch. 3.7 - Are the following operators linear? Find the...Ch. 3.7 - Are the following operators linear? Find the...Ch. 3.7 - Are the following operators linear? Let D stand...Ch. 3.7 - Are the following operators linear? (a) As in...Ch. 3.7 - Are the following operators linear? Find the...Ch. 3.7 - Are the following operators linear? Find the...Ch. 3.7 - Are the following operators linear? Find the...Ch. 3.7 - Are the following operators linear? Find the...Ch. 3.7 - With the cross product of two vectors defined by...Ch. 3.7 - If multiply a complex number z=ri by ei, we get...Ch. 3.7 - Verify equations (7.13) using Figure 7.5. Hints:...Ch. 3.7 - Do the details Of Example 3 as follows: Verify...Ch. 3.7 - Let each of the following matrices represent an...Ch. 3.7 - Let each of the following matrices represent an...Ch. 3.7 - Let each of the following matrices represent an...Ch. 3.7 - Let each of the following matrices represent an...Ch. 3.7 - Let each of the following matrices represent an...Ch. 3.7 - Let each of the following matrices represent an...Ch. 3.7 - Write the matrices which produce a rotation about...Ch. 3.7 - Construct the matrix corresponding to a rotation...Ch. 3.7 - For the matrices G and K in (7.21), find the...Ch. 3.7 - To see a physical example of non-commuting...Ch. 3.7 - For each of the following matrices, find its...Ch. 3.7 - For each of the following matrices, find its...Ch. 3.7 - For each of the following matrices, find its...Ch. 3.7 - For each of the following matrices, find its...Ch. 3.8 - Write each of the vectors (8.1) as a linear...Ch. 3.8 - In Problems 2 to 4, find out whether the given...Ch. 3.8 - In Problems 2 to 4, find out whether the given...Ch. 3.8 - In Problems 2 to 4, find out whether the given...Ch. 3.8 - Show that any vector V in a plane can be written...Ch. 3.8 - Use Problem 5 to write V = 3i + 5j as a linear...Ch. 3.8 - As in Problem 6, write V = 4i-5j in terms of the...Ch. 3.8 - In Problems 8 to 15, use (8.5) to show that the...Ch. 3.8 - In Problems 8 to 15, use (8.5) to show that the...Ch. 3.8 - In Problems 8 to 15, use (8.5) to show that the...Ch. 3.8 - In Problems 8 to 15, use (8.5) to show that the...Ch. 3.8 - In Problems 8 to 15, use (8.5) to show that the...Ch. 3.8 - In Problems 8 to 15, use (8.5) to show that the...Ch. 3.8 - In Problems 8 to 15, use (8.5) to show that the...Ch. 3.8 - In Problems 8 to 15, use (8.5) to show that the...Ch. 3.8 - Prove that if the Wronskian (8.5) is not...Ch. 3.8 - In Problems 17 to 20, solve the sets of...Ch. 3.8 - In Problems 17 to 20, solve the sets of...Ch. 3.8 - In Problems 17 to 20, solve the sets of...Ch. 3.8 - In Problems 17 to 20, solve the sets of...Ch. 3.8 - Find a condition for four points in space to lie...Ch. 3.8 - Find a condition for three lines in a plane to...Ch. 3.8 - Using (8.9), find the values of such that the...Ch. 3.8 - Using (8.9), find the values of such that the...Ch. 3.8 - Using (8.9), find the values of such that the...Ch. 3.8 - For each of the following, write the solution in...Ch. 3.8 - For each of the following, write the solution in...Ch. 3.8 - For each of the following, write the solution in...Ch. 3.9 - Use index notation as in 9.9 to prove the second...Ch. 3.9 - Use index notation to prove the distributive law...Ch. 3.9 - Given the following matrix, find the transpose,...Ch. 3.9 - Repeat Problem 3 given A=02i1i20300.Ch. 3.9 - Show that the product AAT is a symmetric matrix.Ch. 3.9 - Give numerical examples of: a symmetric matrix; a...Ch. 3.9 - Write each of the items in the second column of...Ch. 3.9 - Prove that ABt=BtAt. Hint: see 9.10. Verify 9.11,...Ch. 3.9 - In 9.1 we have defined the adjoint of a matrix as...Ch. 3.9 - Show that if a matrix is orthogonal and its...Ch. 3.9 - Show that a real Hermitian matrix is symmetric....Ch. 3.9 - Show that the definition of a Hermitian matrix...Ch. 3.9 - Show that the following matrix is a unitary...Ch. 3.9 - Prob. 14PCh. 3.9 - Show that the Pauli spin matrices (Problem 6.6)...Ch. 3.9 - Let Cij=1i+jMij be the cofactor of element aij in...Ch. 3.9 - Show that if A and B are symmetric, then AB is not...Ch. 3.9 - If A and B are symmetric matrices, show that their...Ch. 3.9 - Prove that TrAB=TrBA. Hint: see proof of (9.13)....Ch. 3.9 - Show that the determinant of a unitary matrix is a...Ch. 3.9 - Show that the transpose of a sum of matrices is...Ch. 3.9 - Show that a unitary matrix is a normal matrix,...Ch. 3.9 - Show that the following matrices are Hermitian...Ch. 3.9 - Show that an orthogonal transformation preserves...Ch. 3.9 - Show that the inverse of an orthogonal matrix is...Ch. 3.10 - Find the distance between the points 4,1,2,7 and...Ch. 3.10 - For the given sets of vectors, find the dimension...Ch. 3.10 - (a) Find the cosines of the angles between pairs...Ch. 3.10 - For each given set of basis vectors, use the...Ch. 3.10 - By 10.6 and 10.7, find the norms of A and B and...Ch. 3.10 - Write out the proof of the Schwarz inequality 10.9...Ch. 3.10 - Show that, in n-dimensional space, any n+1 vectors...Ch. 3.10 - Show that two different sets of basis vectors for...Ch. 3.10 - Write equations 10.6 to 10.9 in matrix form as...Ch. 3.10 - Prove that A+BA+B. This is called the triangle...Ch. 3.11 - Verify 11.7. Also verify 11.12 and find the...Ch. 3.11 - Verify that the two eigenvectors in 11.8 are...Ch. 3.11 - If C is orthogonal and M is symmetric, show that...Ch. 3.11 - Find the inverse of the rotation matrix in 7.13;...Ch. 3.11 - Show that the C matrix in 11.10 does represent a...Ch. 3.11 - Show that if C is a matrix whose columns are the...Ch. 3.11 - Generalize Problem 6 to three dimensions; to n...Ch. 3.11 - Show that under the transformation 11.1, all...Ch. 3.11 - Show that detC1MC=detM. Hints: See 6.6. What is...Ch. 3.11 - Show that TrC1MC=TrM. Hint: see (9.13). Thus show...Ch. 3.11 - Find the inverse of the transformation...Ch. 3.11 - Find the eigenvalues and eigenvectors of the...Ch. 3.11 - Find the eigenvalues and eigenvectors of the...Ch. 3.11 - Find the eigenvalues and eigenvectors of the...Ch. 3.11 - Find the eigenvalues and eigenvectors of the...Ch. 3.11 - Find the eigenvalues and eigenvectors of the...Ch. 3.11 - Find the eigenvalues and eigenvectors of the...Ch. 3.11 - Find the eigenvalues and eigenvectors of the...Ch. 3.11 - Find the eigenvalues and eigenvectors of the...Ch. 3.11 - Find the eigenvalues and eigenvectors of the...Ch. 3.11 - Find the eigenvalues and eigenvectors of the...Ch. 3.11 - Find the eigenvalues and eigenvectors of the...Ch. 3.11 - Find the eigenvalues and eigenvectors of the...Ch. 3.11 - Find the eigenvalues and eigenvectors of the...Ch. 3.11 - Find the eigenvalues and eigenvectors of the...Ch. 3.11 - Find the eigenvalues and eigenvectors of the...Ch. 3.11 - Let each of the following matrices M describe a...Ch. 3.11 - Let each of the following matrices M describe a...Ch. 3.11 - Let each of the following matrices M describe a...Ch. 3.11 - Let each of the following matrices M describe a...Ch. 3.11 - Let each of the following matrices M describe a...Ch. 3.11 - Let each of the following matrices M describe a...Ch. 3.11 - Find the eigenvalues and eigenvectors of the real...Ch. 3.11 - By multiplying out M=CDC1 the diagonal matrix...Ch. 3.11 - The characteristic equation for a second-order...Ch. 3.11 - Verify the eigenvalues and eigenvectors of matrix...Ch. 3.11 - Starting with 11.23, obtain 11.24. Hints: Take the...Ch. 3.11 - Verify equation 11.25. Hint: Remember from Section...Ch. 3.11 - Write out the detailed proof of 11.27. Hint:...Ch. 3.11 - Verify the details as indicated in diagonalizing H...Ch. 3.11 - Verify that each of the following matrices is...Ch. 3.11 - Verify that each of the following matrices is...Ch. 3.11 - Verify that each of the following matrices is...Ch. 3.11 - Verify that each of the following matrices is...Ch. 3.11 - Verify the details in the discussion of the...Ch. 3.11 - We have seen that an orthogonal matrix with...Ch. 3.11 - Find a unitary matrix U which diagonalizes A in...Ch. 3.11 - Show that an orthogonal matrix M with all real...Ch. 3.11 - Verify the results for F in the discussion of...Ch. 3.11 - Show that the trace of a rotation matrix equals...Ch. 3.11 - Show that each of the following matrices is...Ch. 3.11 - Show that each of the following matrices is...Ch. 3.11 - Show that each of the following matrices is...Ch. 3.11 - Show that each of the following matrices is...Ch. 3.11 - Show that each of the following matrices is...Ch. 3.11 - Show that each of the following matrices is...Ch. 3.11 - Show that if D is a diagonal matrix, then Dn is...Ch. 3.11 - Note in Section 6 [see (6.15)] that, for the given...Ch. 3.11 - Repeat the last part of Problem 58 for the matrix...Ch. 3.11 - The Caley-Hamilton theorem states that A matrix...Ch. 3.11 - At the end of Section 9 we proved that if H is a...Ch. 3.11 - Show that if matrices F and G can be diagonalized...Ch. 3.12 - Verify that 12.2 multiplied out is 12.1.Ch. 3.12 - Find the equations of the following conics and...Ch. 3.12 - Find the equations of the following conics and...Ch. 3.12 - Find the equations of the following conics and...Ch. 3.12 - Find the equations of the following conics and...Ch. 3.12 - Find the equations of the following conics and...Ch. 3.12 - Find the equations of the following conics and...Ch. 3.12 - Carry through the details of Example 2 to find the...Ch. 3.12 - For Problems 2 to 7, find the rotation matrix C...Ch. 3.12 - Verify equations 12.13 and 12.14. Solve 12.15 to...Ch. 3.12 - Verify the details of Example 4, equations 12.18...Ch. 3.12 - Verify the details of Example 5, equations 12.26...Ch. 3.12 - Verify the details of Example 6, equations 12.37...Ch. 3.12 - Find the characteristic frequencies and the...Ch. 3.12 - Find the characteristic frequencies and the...Ch. 3.12 - Find the characteristic frequencies and the...Ch. 3.12 - Find the characteristic frequencies and the...Ch. 3.12 - Find the characteristic frequencies and the...Ch. 3.12 - Find the characteristic frequencies and the...Ch. 3.12 - Carry through the details of Example 7.Ch. 3.12 - Find the characteristic frequencies and the...Ch. 3.12 - Find the characteristic frequencies and the...Ch. 3.12 - Find the characteristic frequencies and the...Ch. 3.13 - Write the four rotation matrices for rotations of...Ch. 3.13 - Following the text discussion of the cyclic group...Ch. 3.13 - Prob. 3PCh. 3.13 - Show that the matrices...Ch. 3.13 - Consider the group of order 4 with unit element I...Ch. 3.13 - Consider the integers 0, 1, 2, 3 under addition...Ch. 3.13 - Consider the set of numbers 1, 3, 5, 7 with...Ch. 3.13 - Verify 13.3 and 13.4. Hints: For the rotation and...Ch. 3.13 - Show that any cyclic group is Abelian. Hint: Does...Ch. 3.13 - Prob. 10PCh. 3.13 - Do Problem 10 for a rectangle. Note that now only...Ch. 3.13 - Verify 13.5 and then also show that A, B are the...Ch. 3.13 - Using the discussion of simultaneous...Ch. 3.13 - Use the multiplication table you found in Problem...Ch. 3.13 - By Problem 13, you know that the matrices in...Ch. 3.13 - Do Problem 15 for the group of matrices you found...Ch. 3.13 - Verify that the sets listed in 13.7c are groups.Ch. 3.13 - Prob. 18PCh. 3.13 - Verify that the sets listed in 13.7e are groups....Ch. 3.13 - Is the set of all orthogonal 3-by-3 matrices with...Ch. 3.13 - Prob. 21PCh. 3.14 - Verify the statements indicated in Examples 1 to 5...Ch. 3.14 - For each of the following sets, either verify (as...Ch. 3.14 - For each of the following sets, either verify (as...Ch. 3.14 - For each of the following sets, either verify (as...Ch. 3.14 - For each of the following sets, either verify (as...Ch. 3.14 - For each of the following sets, either verify (as...Ch. 3.14 - For each of the following sets, either verify (as...Ch. 3.14 - For each of the following sets, either verify (as...Ch. 3.14 - For each of the following sets, either verify (as...Ch. 3.14 - For each of the following sets, either verify (as...Ch. 3.14 - For each of the following sets, either verify (as...Ch. 3.14 - For each of the following sets, either verify (as...Ch. 3.14 - For each of the following sets, either verify (as...Ch. 3.14 - For each of the following sets, either verify (as...Ch. 3.14 - For each of the following sets, either verify (as...Ch. 3.14 - For each of the following sets, either verify (as...Ch. 3.15 - Show that if each element of one row (or column)...Ch. 3.15 - What is wrong with the following argument? If we...Ch. 3.15 - Find the equations of the line through the points...Ch. 3.15 - Given the line r=3ij+2i+j2kt: Find the equation of...Ch. 3.15 - Write the equations of a straight line through the...Ch. 3.15 - Derive the formula D=ax0+by0+cz0da2+b2+c2 for the...Ch. 3.15 - Given the matrices A, B, C below, find or mark as...Ch. 3.15 - Given A=102ii3010i, find AT,A,At,A1.Ch. 3.15 - The following matrix product is used in discussing...Ch. 3.15 - The following matrix product is used in discussing...Ch. 3.15 - There is a one-to-one correspondence between...Ch. 3.15 - The vectors A=aibj and B=ci+dj form two sides of a...Ch. 3.15 - The plane 2x+3y+6z=6 intersects the coordinate...Ch. 3.15 - In Problems 14 to 17, multiply matrices to find...Ch. 3.15 - In Problems 14 to 17, multiply matrices to find...Ch. 3.15 - In Problems 14 to 17, multiply matrices to find...Ch. 3.15 - In Problems 14 to 17, multiply matrices to find...Ch. 3.15 - Prob. 18MPCh. 3.15 - Find the eigenvalues and eigenvectors of the...Ch. 3.15 - Find the eigenvalues and eigenvectors of the...Ch. 3.15 - Find the eigenvalues and eigenvectors of the...Ch. 3.15 - Find the eigenvalues and eigenvectors of the...Ch. 3.15 - Find the eigenvalues and eigenvectors of the...Ch. 3.15 - Find the eigenvalues and eigenvectors of the...Ch. 3.15 - Find the C matrix which diagonalizes the matrix M...Ch. 3.15 - Repeat Problem 25 for Problem 19. Find the C...Ch. 3.15 - In Problems 27 to 30, rotate the given quadric...Ch. 3.15 - In Problems 27 to 30, rotate the given quadric...Ch. 3.15 - In Problems 27 to 30, rotate the given quadric...Ch. 3.15 - In Problems 27 to 30, rotate the given quadric...Ch. 3.15 - Find the characteristic vibration frequencies of a...Ch. 3.15 - Do Problem 31 if the spring constants are...Ch. 3.15 - Prove the Caley-Hamilton theorem (Problem 11.60)...Ch. 3.15 - In problems 6.30 and 6.31, you found the matrices...Ch. 3.15 - Show that a square matrix A has an inverse if and...Ch. 3.15 - Write the three 3 by 3 matrices for 180 rotations...Ch. 3.15 - Show that for a given irreducible representation...Ch. 3.15 - For a cyclic group, show that every element is a...
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- Problem 3. Pricing a multi-stock option the Margrabe formula The purpose of this problem is to price a swap option in a 2-stock model, similarly as what we did in the example in the lectures. We consider a two-dimensional Brownian motion given by W₁ = (W(¹), W(2)) on a probability space (Q, F,P). Two stock prices are modeled by the following equations: dX = dY₁ = X₁ (rdt+ rdt+0₁dW!) (²)), Y₁ (rdt+dW+0zdW!"), with Xo xo and Yo =yo. This corresponds to the multi-stock model studied in class, but with notation (X+, Y₁) instead of (S(1), S(2)). Given the model above, the measure P is already the risk-neutral measure (Both stocks have rate of return r). We write σ = 0₁+0%. We consider a swap option, which gives you the right, at time T, to exchange one share of X for one share of Y. That is, the option has payoff F=(Yr-XT). (a) We first assume that r = 0 (for questions (a)-(f)). Write an explicit expression for the process Xt. Reminder before proceeding to question (b): Girsanov's theorem…arrow_forwardProblem 1. Multi-stock model We consider a 2-stock model similar to the one studied in class. Namely, we consider = S(1) S(2) = S(¹) exp (σ1B(1) + (M1 - 0/1 ) S(²) exp (02B(2) + (H₂- M2 where (B(¹) ) +20 and (B(2) ) +≥o are two Brownian motions, with t≥0 Cov (B(¹), B(2)) = p min{t, s}. " The purpose of this problem is to prove that there indeed exists a 2-dimensional Brownian motion (W+)+20 (W(1), W(2))+20 such that = S(1) S(2) = = S(¹) exp (011W(¹) + (μ₁ - 01/1) t) 롱) S(²) exp (021W (1) + 022W(2) + (112 - 03/01/12) t). where σ11, 21, 22 are constants to be determined (as functions of σ1, σ2, p). Hint: The constants will follow the formulas developed in the lectures. (a) To show existence of (Ŵ+), first write the expression for both W. (¹) and W (2) functions of (B(1), B(²)). as (b) Using the formulas obtained in (a), show that the process (WA) is actually a 2- dimensional standard Brownian motion (i.e. show that each component is normal, with mean 0, variance t, and that their…arrow_forwardRoedel Electronics produces tablet computer accessories, including integrated keyboard tablet stands that connect a keyboard to a tablet device and holds the device at a preferred angle for easy viewing and typing. Roedel produces two sizes of integrated keyboard tablet stands, small and large. Each size uses the same keyboard attachment, but the stand consists of two different pieces, a top flap and a vertical stand that differ by size. Thus, a completed integrated keyboard tablet stand consists of three subassemblies that are manufactured by Roedel: a keyboard, a top flap, and a vertical stand. Roedel's sales forecast indicates that 7,000 small integrated keyboard tablet stands and 5,000 large integrated keyboard tablet stands will be needed to satisfy demand during the upcoming Christmas season. Because only 500 hours of in-house manufacturing time are available, Roedel is considering purchasing some, or all, of the subassemblies from outside suppliers. If Roedel manufactures a…arrow_forward
- Show three different pairs of integers, a and b, where at least one example includes a negative integer. For each of your examples, determine if each of the following statements are true or falsearrow_forwardThe scores of 8 students on the midterm exam and final exam were as follows. Student Midterm Final Anderson 98 89 Bailey 88 74 Cruz 87 97 DeSana 85 79 Erickson 85 94 Francis 83 71 Gray 74 98 Harris 70 91 Find the value of the (Spearman's) rank correlation coefficient test statistic that would be used to test the claim of no correlation between midterm score and final exam score. Round your answer to 3 places after the decimal point, if necessary. Test statistic: rs =arrow_forward(a) Develop a model that minimizes semivariance for the Hauck Financial data given in the file HauckData with a required return of 10%. Assume that the five planning scenarios in the Hauck Financial rvices model are equally likely to occur. Hint: Modify model (8.10)-(8.19). Define a variable d, for each scenario and let d₂ > R - R¸ with d ≥ 0. Then make the objective function: Min Let FS = proportion of portfolio invested in the foreign stock mutual fund IB = proportion of portfolio invested in the intermediate-term bond fund LG = proportion of portfolio invested in the large-cap growth fund LV = proportion of portfolio invested in the large-cap value fund SG = proportion of portfolio invested in the small-cap growth fund SV = proportion of portfolio invested in the small-cap value fund R = the expected return of the portfolio R = the return of the portfolio in years. Min s.t. R₁ R₂ = R₁ R R5 = FS + IB + LG + LV + SG + SV = R₂ R d₁ =R- d₂z R- d₂ ZR- d₁R- d≥R- R = FS, IB, LG, LV, SG, SV…arrow_forward
- The Martin-Beck Company operates a plant in St. Louis with an annual capacity of 30,000 units. Product is shipped to regional distribution centers located in Boston, Atlanta, and Houston. Because of an anticipated increase in demand, Martin-Beck plans to increase capacity by constructing a new plant in one or more of the following cities: Detroit, Toledo, Denver, or Kansas. The following is a linear program used to determine which cities Martin-Beck should construct a plant in. Let y₁ = 1 if a plant is constructed in Detroit; 0 if not y₂ = 1 if a plant is constructed in Toledo; 0 if not y₂ = 1 if a plant is constructed in Denver; 0 if not y = 1 if a plant is constructed in Kansas City; 0 if not. The variables representing the amount shipped from each plant site to each distribution center are defined just as for a transportation problem. *,, = the units shipped in thousands from plant i to distribution center j i = 1 (Detroit), 2 (Toledo), 3 (Denver), 4 (Kansas City), 5 (St.Louis) and…arrow_forwardConsider the following mixed-integer linear program. Max 3x1 + 4x2 s.t. 4x1 + 7x2 ≤ 28 8x1 + 5x2 ≤ 40 x1, x2 ≥ and x1 integer (a) Graph the constraints for this problem. Indicate on your graph all feasible mixed-integer solutions. On the coordinate plane the horizontal axis is labeled x1 and the vertical axis is labeled x2. A region bounded by a series of connected line segments, and several horizontal lines are on the graph. The series of line segments connect the approximate points (0, 4), (3.889, 1.778), and (5, 0). The region is above the horizontal axis, to the right of the vertical axis, and below the line segments. At each integer value between 0 and 4 on the vertical axis, a horizontal line extends out from the vertical axis to the series of connect line segments. On the coordinate plane the horizontal axis is labeled x1 and the vertical axis is labeled x2. A region bounded by a series of connected line segments, and several…arrow_forwardConsider the nonlinear optimization model stated below. Min s.t. 2x²-18x + 2XY + y² - 14Y + 53 x + 4Y ≤ 8 (a) Find the minimum solution to this problem. |at (X, Y) = (b) If the right-hand side of the constraint is increased from 8 to 9, how much do you expect the objective function to change? Based on the dual value on the constraint X + 4Y ≤ 8, we expect the optimal objective function value to decrease by (c) Resolve the problem with a new right-hand side of the constraint of 9. How does the actual change compare with your estimate? If we resolve the problem with a new right-hand-side of 9 the new optimal objective function value is| , so the actual change is a decrease of rather than what we expected in part (b).arrow_forward
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