Mathematical Methods in the Physical Sciences
3rd Edition
ISBN: 9780471198260
Author: Mary L. Boas
Publisher: Wiley, John & Sons, Incorporated
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Textbook Question
Chapter 5.4, Problem 10P
As needed, use a computer to plot graphs of figures and to check values of integrals
- Find the volume inside the cone
- Find the centroid of the volume in (a)
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Module Code: MATH380202
3. (a) Let {} be a white noise process with variance σ2.
Define an ARMA(p,q) process {X} in terms of {+} and state (without proof)
conditions for {X} to be (i) weakly stationary and (ii) invertible.
Define what is meant by an ARIMA (p, d, q) process. Let {Y} be such an ARIMA(p, d, q)
process and show how it can also be represented as an ARMA process, giving the
AR and MA orders of this representation.
(b) The following tables show the first nine sample autocorrelations and partial auto-
correlations of X and Y₁ = VX+ for a series of n = 1095 observations. (Notice
that the notation in this part has no relationship with the notation in part (a) of
this question.)
Identify a model for this time series and obtain preliminary estimates for the pa-
rameters of your model.
X₁
= 15.51, s² = 317.43.
k
1
2
3
4
5
6
7
Pk
0.981
0.974
0.968
akk 0.981 0.327
8
9
0.927
0.963 0.957 0.951 0.943 0.935
0.121 0.104 0.000 0.014 -0.067 -0.068 -0.012
Y₁ = VX : y = 0.03, s² = 11.48.
k
1…
Let G be a graph with n ≥ 2 vertices x1, x2, . . . , xn, and let A be the adjacency matrixof G. Prove that if G is connected, then every entry in the matrix A^n−1 + A^nis positive.
Module Code: MATH380202
1. (a) Define the terms "strongly stationary" and "weakly stationary".
Let {X} be a stochastic process defined for all t € Z. Assuming that {X+} is
weakly stationary, define the autocorrelation function (acf) Pk, for lag k.
What conditions must a process {X+) satisfy for it to be white noise?
(b) Let N(0, 1) for t€ Z, with the {+} being mutually independent. Which of
the following processes {X+} are weakly stationary for t> 0? Briefly justify your
answers.
i. Xt for all > 0.
ii. Xo~N(0,) and X₁ = 2X+-1+ &t for t > 0.
(c) Provide an expression for estimating the autocovariance function for a sample
X1,..., X believed to be from a weakly stationary process. How is the autocor-
relation function Pk then estimated, and a correlogram (or acf plot) constructed?
(d) Consider the weakly stationary stochastic process ✗+ = + + +-1+ +-2 where
{E} is a white noise process with variance 1. Compute the population autocorre-
lation function Pk for all k = 0, 1, ....
Chapter 5 Solutions
Mathematical Methods in the Physical Sciences
Ch. 5.1 - 2sincocd=sin2or-cos2or-12cos2. Hint: Use trig...Ch. 5.1 - dxx2+a2=sinh1xaorInx+x2+a2. Hint:To find the sinh1...Ch. 5.1 - dyy2a2=cosh1yaorIny+y2a2. Hint: See Problem 2...Ch. 5.1 - ...Ch. 5.1 - Kdr1k2r2=sinh1Kror-cos1Krortan1Kr1k2r2 Hints:...Ch. 5.1 - Kdrrr2k2cos1krorsec1rkor-sin1kror-tan1Kr2k2Ch. 5.2 - In the problems of this section, set up and...Ch. 5.2 - In the problems of this section, set up and...Ch. 5.2 - In the problems of this section, set up and...Ch. 5.2 - In the problems of this section, set up and...
Ch. 5.2 - In the problems of this section, set up and...Ch. 5.2 - In the problems of this section, set up and...Ch. 5.2 - In Problems 7 to 18 evaluate the double integrals...Ch. 5.2 - In Problems 7 to 18 evaluate the double integrals...Ch. 5.2 - In Problems 7 to 18 evaluate the double integrals...Ch. 5.2 - In Problems 7 to 18 evaluate the double integrals...Ch. 5.2 - In Problems 7 to 18 evaluate the double integrals...Ch. 5.2 - In Problems 7 to 18 evaluate the double integrals...Ch. 5.2 - In Problems 7 to 18 evaluate the double integrals...Ch. 5.2 - In Problems 7 to 18 evaluate the double integrals...Ch. 5.2 - In Problems 7 to 18 evaluate the double integrals...Ch. 5.2 - In Problems 7 to 18 evaluate the double integrals...Ch. 5.2 - In Problems 7 to 18 evaluate the double integrals...Ch. 5.2 - In Problems 7 to 18 evaluate the double integrals...Ch. 5.2 - In Problems 19 to 24, use double integrals to find...Ch. 5.2 - In Problems 19 to 24, use double integrals to find...Ch. 5.2 - In Problems 19 to 24, use double integrals to find...Ch. 5.2 - In Problems 19 to 24, use double integrals to find...Ch. 5.2 - In Problems 19 to 24, use double integrals to find...Ch. 5.2 - In Problems 19 to 24, use double integrals to find...Ch. 5.2 - In Problems 25 to 28, sketch the area of...Ch. 5.2 - In Problems 25 to 28, sketch the area of...Ch. 5.2 - In Problems 25 to 28, sketch the area of...Ch. 5.2 - In Problems 25 to 28, sketch the area of...Ch. 5.2 - In Problems 29 to 32, observe that the inside...Ch. 5.2 - In Problems 29 to 32, observe that the inside...Ch. 5.2 - In Problems 29 to 32, observe that the inside...Ch. 5.2 - In Problems 29 to 32, observe that the inside...Ch. 5.2 - A lamina covering the quarter disk x2+y24,x0,y0,...Ch. 5.2 - A dielectric lamina with charge density...Ch. 5.2 - A triangular lamina is bounded by the coordinate...Ch. 5.2 - A partially silvered mirror covers the square area...Ch. 5.2 - In Problems 37 to 40, evaluate the triple...Ch. 5.2 - In Problems 37 to 40, evaluate the triple...Ch. 5.2 - In Problems 37 to 40, evaluate the triple...Ch. 5.2 - In Problems 37 to 40, evaluate the triple...Ch. 5.2 - Find the volume between the planes...Ch. 5.2 - Find the volume between the planes...Ch. 5.2 - Find the volume between the surfaces...Ch. 5.2 - Find the mass of the solid in Problem 42 if the...Ch. 5.2 - Find the mass of the solid in Problem 43 if the...Ch. 5.2 - Find the mass of a cube of side 2 if the density...Ch. 5.2 - Find the volume in the first octant bounded by the...Ch. 5.2 - Find the volume in the first octant bounded by the...Ch. 5.2 - Find the volume in the first octant bounded by the...Ch. 5.2 - Find the mass of the solid in Problem 48 if the...Ch. 5.3 - The following notation is used in the problems:...Ch. 5.3 - The following notation is used in the problems:...Ch. 5.3 - The following notation is used in the problems:...Ch. 5.3 - Prob. 4PCh. 5.3 - The following notation is used in the problems:...Ch. 5.3 - The following notation is used in the problems:...Ch. 5.3 - The following notation is used in the problems:...Ch. 5.3 - The following notation is used in the problems:...Ch. 5.3 - The following notation is used in the problems:...Ch. 5.3 - The following notation is used in the problems:...Ch. 5.3 - The following notation is used in the problems:...Ch. 5.3 - Prove the following two theorems of Pappus: The...Ch. 5.3 - Prove the following two theorems of Pappus: An arc...Ch. 5.3 - Prove the following two theorems of Pappus: Use...Ch. 5.3 - Prove the following two theorems of Pappus: Use...Ch. 5.3 - Prove the following two theorems of Pappus: Let a...Ch. 5.3 - In Problems 17 to 30, for the curve y=x, between...Ch. 5.3 - In Problems 17 to 30, for the curve y=x, between...Ch. 5.3 - In Problems 17 to 30, for the curve y=x, between...Ch. 5.3 - In Problems 17 to 30, for the curve y=x, between...Ch. 5.3 - In Problems 17 to 30, for the curve y=x, between...Ch. 5.3 - In Problems 17 to 30, for the curve y=x, between...Ch. 5.3 - In Problems 17 to 30, for the curve y=x, between...Ch. 5.3 - In Problems 17 to 30, for the curve y=x, between...Ch. 5.3 - In Problems 17 to 30, for the curve y=x, between...Ch. 5.3 - In Problems 17 to 30, for the curve y=x, between...Ch. 5.3 - In Problems 17 to 30, for the curve y=x, between...Ch. 5.3 - In Problems 17 to 30, for the curve y=x, between...Ch. 5.3 - In Problems 17 to 30, for the curve y=x, between...Ch. 5.3 - In Problems 17 to 30, for the curve y=x, between...Ch. 5.3 - Revolve the curve y=x1, from x=1 to x=, about the...Ch. 5.3 - Use a computer or tables to evaluate the integral...Ch. 5.3 - Verify that (3.10) gives the same result as (3.8).Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - Find the Jacobians x,y/u,v of the given...Ch. 5.4 - Find the Jacobians x,y/u,v of the given...Ch. 5.4 - Find the Jacobians x,y/u,v of the given...Ch. 5.4 - Find the Jacobians x,y/u,v of the given...Ch. 5.4 - Find the Jacobians x,y/u,v of the given...Ch. 5.4 - Find the Jacobians x,y/u,v of the given...Ch. 5.4 - Find the Jacobians x,y/u,v of the given...Ch. 5.4 - Prob. 23PCh. 5.4 - Find the Jacobians x,y/u,v of the given...Ch. 5.4 - Find the Jacobians x,y/u,v of the given...Ch. 5.4 - Find the Jacobians x,y/u,v of the given...Ch. 5.4 - Find the Jacobians x,y/u,v of the given...Ch. 5.4 - Prob. 28PCh. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...
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