EBK MATLAB: AN INTRODUCTION WITH APPLIC
6th Edition
ISBN: 8220103113663
Author: GILAT
Publisher: YUZU
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Chapter 5, Problem 14P
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Chapter 5 Solutions
EBK MATLAB: AN INTRODUCTION WITH APPLIC
Ch. 5 - Prob. 1PCh. 5 - Use the plot command to plot the function...Ch. 5 - Use the plot command to plot the function...Ch. 5 - Plot the function (x)=x2exand its derivative for...Ch. 5 - Make two separate plots of the function...Ch. 5 - Use the fplot command to plot the funtion...Ch. 5 - Plot the function f(x) = sin(2x) cos2(0.5x) and...Ch. 5 - The orbit of the planet Mercury around the sun can...Ch. 5 - Prob. 9PCh. 5 - The butterfly curve (Fay. T. H. “The Butterfly...
Ch. 5 - A plot of an astroid is shown in the figure on the...Ch. 5 - Make the plot of the astroid that is shown in the...Ch. 5 - Plot the function f(x)=x26x+7x38 in the domain 0x4...Ch. 5 - Plot the function f(x)=x+1x21 for 4x4 . Notice...Ch. 5 - Prob. 15PCh. 5 - The shape of the pretzel shown is given by the...Ch. 5 - Prob. 17PCh. 5 - Make a polar of the function: =n135.7 r=n for n=1,...Ch. 5 - Prob. 19PCh. 5 - Plot two ellipses is one figure (shown). The...Ch. 5 - The following data gives the height (in inches) of...Ch. 5 - The volage Vc t second after closing the switch in...Ch. 5 - The force F (in N) acting between a particle with...Ch. 5 - The curvilinear motion of a particle is defined by...Ch. 5 - The height and speed of a projectile shoot at a...Ch. 5 - The position x as a function of time of a particle...Ch. 5 - According to Planck’s law of black- body...Ch. 5 - A high-pass filter passes signals with frequencies...Ch. 5 - A resistor, R = 4O, and an inductor, L = 1.3 H,...Ch. 5 - In a typical tension test a dog-bone shaped...Ch. 5 - According to special relativity, a rod of length L...Ch. 5 - A railroad bumper is designed to slow down a...Ch. 5 - The ideal gas equation states that PVRT=n, where P...Ch. 5 - Two sound waves of slightly different frequencies...Ch. 5 - Consider the diode circuit shown in the figure....Ch. 5 - A monochromatic light that passes through a double...Ch. 5 - A simply supported beam is loaded as shown. The...Ch. 5 - Biological oxygen demand (BOD) is a measure of the...Ch. 5 - The shape of a asymmetric four-digitseries NACA...Ch. 5 - The Taylor series expansion for sin2x is:...
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- solve the question based on hw 1, 1.41arrow_forwardT1.4: Let ẞ(G) be the minimum size of a vertex cover, a(G) be the maximum size of an independent set and m(G) = |E(G)|. (i) Prove that if G is triangle free (no induced K3) then m(G) ≤ a(G)B(G). Hints - The neighborhood of a vertex in a triangle free graph must be independent; all edges have at least one end in a vertex cover. (ii) Show that all graphs of order n ≥ 3 and size m> [n2/4] contain a triangle. Hints - you may need to use either elementary calculus or the arithmetic-geometric mean inequality.arrow_forwardWe consider the one-period model studied in class as an example. Namely, we assumethat the current stock price is S0 = 10. At time T, the stock has either moved up toSt = 12 (with probability p = 0.6) or down towards St = 8 (with probability 1−p = 0.4).We consider a call option on this stock with maturity T and strike price K = 10. Theinterest rate on the money market is zero.As in class, we assume that you, as a customer, are willing to buy the call option on100 shares of stock for $120. The investor, who sold you the option, can adopt one of thefollowing strategies: Strategy 1: (seen in class) Buy 50 shares of stock and borrow $380. Strategy 2: Buy 55 shares of stock and borrow $430. Strategy 3: Buy 60 shares of stock and borrow $480. Strategy 4: Buy 40 shares of stock and borrow $280.(a) For each of strategies 2-4, describe the value of the investor’s portfolio at time 0,and at time T for each possible movement of the stock.(b) For each of strategies 2-4, does the investor have…arrow_forward
- Negate the following compound statement using De Morgans's laws.arrow_forwardNegate the following compound statement using De Morgans's laws.arrow_forwardQuestion 6: Negate the following compound statements, using De Morgan's laws. A) If Alberta was under water entirely then there should be no fossil of mammals.arrow_forward
- Negate the following compound statement using De Morgans's laws.arrow_forwardCharacterize (with proof) all connected graphs that contain no even cycles in terms oftheir blocks.arrow_forwardLet G be a connected graph that does not have P4 or C3 as an induced subgraph (i.e.,G is P4, C3 free). Prove that G is a complete bipartite grapharrow_forward
- Prove sufficiency of the condition for a graph to be bipartite that is, prove that if G hasno odd cycles then G is bipartite as follows:Assume that the statement is false and that G is an edge minimal counterexample. That is, Gsatisfies the conditions and is not bipartite but G − e is bipartite for any edge e. (Note thatthis is essentially induction, just using different terminology.) What does minimality say aboutconnectivity of G? Can G − e be disconnected? Explain why if there is an edge between twovertices in the same part of a bipartition of G − e then there is an odd cyclearrow_forwardLet G be a connected graph that does not have P4 or C4 as an induced subgraph (i.e.,G is P4, C4 free). Prove that G has a vertex adjacent to all othersarrow_forwardWe consider a one-period market with the following properties: the current stock priceis S0 = 4. At time T = 1 year, the stock has either moved up to S1 = 8 (with probability0.7) or down towards S1 = 2 (with probability 0.3). We consider a call option on thisstock with maturity T = 1 and strike price K = 5. The interest rate on the money marketis 25% yearly.(a) Find the replicating portfolio (φ, ψ) corresponding to this call option.(b) Find the risk-neutral (no-arbitrage) price of this call option.(c) We now consider a put option with maturity T = 1 and strike price K = 3 onthe same market. Find the risk-neutral price of this put option. Reminder: A putoption gives you the right to sell the stock for the strike price K.1(d) An investor with initial capital X0 = 0 wants to invest on this market. He buysα shares of the stock (or sells them if α is negative) and buys β call options (orsells them is β is negative). He invests the cash balance on the money market (orborrows if the amount is…arrow_forward
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