Calculus Volume 2
17th Edition
ISBN: 9781938168062
Author: Gilbert Strang, Edwin Jed Herman
Publisher: OpenStax
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Textbook Question
Chapter 6.4, Problem 186E
In the following exercises, use the binomial theorem to estimate each number, computing enough terms to obtain an estimate accurate to an error of at most 1/1000.
186. [T] (15)1/4 using (16 −x)1/4
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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.
Refer to page 1 for a problem involving proving the distributive property of matrix
multiplication.
Instructions: Provide a detailed proof using matrix definitions and element-wise operations.
Show all calculations clearly.
Link [https://drive.google.com/file/d/1wKSrun-GlxirS3IZ9qoHazb9tC440AZF/view?usp=sharing]
Refer to page 30 for a problem requiring solving a nonhomogeneous differential equation
using the method of undetermined coefficients.
Instructions: Solve step-by-step, including the complementary and particular solutions. Clearly
justify each step.
Link [https://drive.google.com/file/d/1wKSrun-GlxirS3IZ9qoHazb9tC440AZF/view?usp=sharing]
Chapter 6 Solutions
Calculus Volume 2
Ch. 6.1 - In the following exercises, state whether each...Ch. 6.1 - In the following exercises, state whether each...Ch. 6.1 - In the following exercises, state whether each...Ch. 6.1 - In the following exercises, state whether each...Ch. 6.1 - In the following exercises, state whether each...Ch. 6.1 - In the following exercises, state whether each...Ch. 6.1 - In the following exercises, suppose that |an+1an|1...Ch. 6.1 - In the following exercises, suppose that |an+1an|1...Ch. 6.1 - In the following exercises, suppose that |an+1an|1...Ch. 6.1 - In the following exercises, suppose that |an+1an|1...
Ch. 6.1 - In the following exercises, suppose that |an+1an|1...Ch. 6.1 - In the following exercises, suppose that |an+1an|1...Ch. 6.1 - In the following exercises, find the radius of...Ch. 6.1 - In the following exercises, find the radius of...Ch. 6.1 - In the following exercises, find the radius of...Ch. 6.1 - In the following exercises, find the radius of...Ch. 6.1 - In the following exercises, find the radius of...Ch. 6.1 - In the following exercises, find the radius of...Ch. 6.1 - In the following exercises, find the radius of...Ch. 6.1 - In the following exercises, find the radius of...Ch. 6.1 - In the following exercises, find the radius of...Ch. 6.1 - In the following exercises, find the radius of...Ch. 6.1 - In the following exercises, find the radius of...Ch. 6.1 - In the following exercises, find the radius of...Ch. 6.1 - In the following exercises, find the radius of...Ch. 6.1 - In the following exercises, find the radius of...Ch. 6.1 - In the following exercises, find the radius of...Ch. 6.1 - In the following exercises, find the radius of...Ch. 6.1 - In the following exercises, use the ratio test to...Ch. 6.1 - In the following exercises, use the ratio test to...Ch. 6.1 - In the following exercises, use the ratio test to...Ch. 6.1 - In the following exercises, use the ratio test to...Ch. 6.1 - In the following exercises, given that 11x=n=0xn...Ch. 6.1 - In the following exercises, given that 11x=n=0xn...Ch. 6.1 - In the following exercises, given that 11x=n=0xn...Ch. 6.1 - In the following exercises, given that 11x=n=0xn...Ch. 6.1 - In the following exercises, given that 11x=n=0xn...Ch. 6.1 - In the following exercises, given that 11x=n=0xn...Ch. 6.1 - In the following exercises, given that 11x=n=0xn...Ch. 6.1 - In the following exercises, given that 11x=n=0xn...Ch. 6.1 - In the following exercises, given that 11x=n=0xn...Ch. 6.1 - In the following exercises, given that 11x=n=0xn...Ch. 6.1 - Use the next exercise to find the radius of...Ch. 6.1 - Use the next exercise to find the radius of...Ch. 6.1 - Use the next exercise to find the radius of...Ch. 6.1 - Use the next exercise to find the radius of...Ch. 6.1 - Use the next exercise to find the radius of...Ch. 6.1 - Use the next exercise to find the radius of...Ch. 6.1 - Use the next exercise to find the radius of...Ch. 6.1 - Use the next exercise to find the radius of...Ch. 6.1 - Use the next exercise to find the radius of...Ch. 6.1 - In the following exercises, suppose that p(x)=...Ch. 6.1 - In the following exercises, suppose that...Ch. 6.1 - In the following exercises, suppose that...Ch. 6.1 - In the following exercises, suppose that...Ch. 6.1 - In the following exercises, suppose that...Ch. 6.1 - In the following exercises, suppose that...Ch. 6.1 - In the following exercises, suppose that...Ch. 6.1 - In the following exercises, suppose that...Ch. 6.1 - In the following exercises, suppose that...Ch. 6.1 - In the following exercises, suppose that...Ch. 6.1 - In the following exercises, suppose that...Ch. 6.2 - If f(x)=n=0xnn! and g(x)=n=0(1)nxnn! , find the...Ch. 6.2 - If C(x)=n=0x2n(2n)! and S(x)=n=0x2n+1(2n+1)! find...Ch. 6.2 - In the following exercises, use partial fractions...Ch. 6.2 - In the following exercises, use partial fractions...Ch. 6.2 - In the following exercises, use partial fractions...Ch. 6.2 - In the following exercises, use partial fractions...Ch. 6.2 - In the following exercises, express each series as...Ch. 6.2 - In the following exercises, express each series as...Ch. 6.2 - In the following exercises, express each series as...Ch. 6.2 - In the following exercises, express each series as...Ch. 6.2 - The following exercises explore applications of...Ch. 6.2 - The following exercises explore applications of...Ch. 6.2 - The following exercises explore applications of...Ch. 6.2 - The following exercises explore applications of...Ch. 6.2 - The following exercises explore applications of...Ch. 6.2 - The following exercises explore applications of...Ch. 6.2 - In the following exercises, express the sum of...Ch. 6.2 - In the following exercises, express the sum of...Ch. 6.2 - In the following exercises, express the sum of...Ch. 6.2 - In the following exercises, express the sum of...Ch. 6.2 - In the following exercises, find the power series...Ch. 6.2 - In the following exercises, find the power series...Ch. 6.2 - In the following exercises, find the power series...Ch. 6.2 - In the following exercises, find the power series...Ch. 6.2 - In the following exercises, differentiate the...Ch. 6.2 - In the following exercises, differentiate the...Ch. 6.2 - In the following exercises, integrate the given...Ch. 6.2 - In the following exercises, integrate the given...Ch. 6.2 - In the following exercises, evaluate each infinite...Ch. 6.2 - In the following exercises, evaluate each infinite...Ch. 6.2 - In the following exercises, evaluate each infinite...Ch. 6.2 - In the following exercises, evaluate each infinite...Ch. 6.2 - In the following exercises, given that 11x=n=0xn...Ch. 6.2 - In the following exercises, given that 11x=n=0xn...Ch. 6.2 - In the following exercises, given that 11x=n=0xn...Ch. 6.2 - In the following exercises, given that 11x=n=0xn...Ch. 6.2 - In the following exercises, given that 11x=n=0xn...Ch. 6.2 - In the following exercises, given that 11x=n=0xn...Ch. 6.2 - In the following exercises, given that 11x=n=0xn...Ch. 6.2 - T] Evaluate the power series expansion ln(1 + x) =...Ch. 6.2 - [T] Subtract the infinite series of 1n(1 x) from...Ch. 6.2 - In the following exercises, using a substitution...Ch. 6.2 - In the following exercises, using a substitution...Ch. 6.2 - In the following exercises, using a substitution...Ch. 6.2 - In the following exercises, using a substitution...Ch. 6.2 - In the following exercises, using a substitution...Ch. 6.2 - In the following exercises, using a substitution...Ch. 6.2 - In the following exercises, using a substitution...Ch. 6.2 - In the following exercises, using a substitution...Ch. 6.2 - In the following exercises, using a substitution...Ch. 6.2 - In the following exercises, using a substitution...Ch. 6.2 - In the following exercises, using a substitution...Ch. 6.2 - In the following exercises, using a substitution...Ch. 6.3 - In this project. we use the Macburin polynomials...Ch. 6.3 - In this project. we use the Macburin polynomials...Ch. 6.3 - In this project. we use the Macburin polynomials...Ch. 6.3 - In this project. we use the Macburin polynomials...Ch. 6.3 - In this project. we use the Macburin polynomials...Ch. 6.3 - In this project. we use the Macburin polynomials...Ch. 6.3 - In the following exercises, find the Taylor...Ch. 6.3 - In the following exercises, find the Taylor...Ch. 6.3 - In the following exercises, find the Taylor...Ch. 6.3 - In the following exercises, find the Taylor...Ch. 6.3 - In the following exercises, find the Taylor...Ch. 6.3 - In the following exercises, find the Taylor...Ch. 6.3 - In the following exercises, find the Taylor...Ch. 6.3 - In the following exercises, find the Taylor...Ch. 6.3 - In the following exercises, verify that the given...Ch. 6.3 - In the following exercises, verify that the given...Ch. 6.3 - In the following exercises, verify that the given...Ch. 6.3 - In the following exercises, verify that the given...Ch. 6.3 - In the following exercises, verify that the given...Ch. 6.3 - In the following exercises, verify that the given...Ch. 6.3 - In the following exercises, verify that the given...Ch. 6.3 - In the following exercises, verify that the given...Ch. 6.3 - In the following exercises, find the smallest...Ch. 6.3 - In the following exercises, find the smallest...Ch. 6.3 - In the following exercises, find the smallest...Ch. 6.3 - In the following exercises, find the smallest...Ch. 6.3 - In the following exercises, the maximum of the...Ch. 6.3 - In the following exercises, the maximum of the...Ch. 6.3 - In the following exercises, the maximum of the...Ch. 6.3 - In the following exercises, the maximum of the...Ch. 6.3 - In the following exercises, find the Taylor series...Ch. 6.3 - In the following exercises, find the Taylor series...Ch. 6.3 - In the following exercises, find the Taylor series...Ch. 6.3 - In the following exercises, find the Taylor series...Ch. 6.3 - In the following exercises, find the Taylor series...Ch. 6.3 - In the following exercises, find the Taylor series...Ch. 6.3 - In the following exercises, find the Taylor series...Ch. 6.3 - In the following exercises, find the Taylor series...Ch. 6.3 - In the following exercises, find the Taylor series...Ch. 6.3 - In the following exercises, find the Taylor series...Ch. 6.3 - In the following exercises, find the Taylor series...Ch. 6.3 - In the following exercises, compute the Taylor...Ch. 6.3 - In the following exercises, compute the Taylor...Ch. 6.3 - In the following exercises, compute the Taylor...Ch. 6.3 - In the following exercises, compute the Taylor...Ch. 6.3 - In the following exercises, compute the Taylor...Ch. 6.3 - In the following exercises, compute the Taylor...Ch. 6.3 - In the following exercises, compute the Taylor...Ch. 6.3 - In the following exercises, compute the Taylor...Ch. 6.3 - In the following exercises, compute the Taylor...Ch. 6.3 - [T] In the following exercises, identify the value...Ch. 6.3 - [T] In the following exercises, identify the value...Ch. 6.3 - [T] In the following exercises, identify the value...Ch. 6.3 - [T] In the following exercises, identify the value...Ch. 6.3 - The following exercises make use of the functions...Ch. 6.3 - The following exercises make use of the functions...Ch. 6.3 - The following exercises make use of the functions...Ch. 6.3 - The following exercises make use of the functions...Ch. 6.3 - The following exercises make use of the functions...Ch. 6.3 - The following exercises make use of the functions...Ch. 6.3 - In the following exercises, use the fact that if...Ch. 6.3 - In the following exercises, use the fact that if...Ch. 6.3 - In the following exercises, use the fact that if...Ch. 6.3 - In the following exercises, use the fact that if...Ch. 6.4 - In the following exercises, use appropriate...Ch. 6.4 - In the following exercises, use appropriate...Ch. 6.4 - In the following exercises, use appropriate...Ch. 6.4 - In the following exercises, use appropriate...Ch. 6.4 - In the following exercises, use the substitution...Ch. 6.4 - In the following exercises, use the substitution...Ch. 6.4 - In the following exercises, use the substitution...Ch. 6.4 - In the following exercises, use the substitution...Ch. 6.4 - In the following exercises, use the substitution...Ch. 6.4 - In the following exercises, use the substitution...Ch. 6.4 - In the following exercises, use the substitution...Ch. 6.4 - In the following exercises, use the substitution...Ch. 6.4 - In the following exercises, use the binomial...Ch. 6.4 - In the following exercises, use the binomial...Ch. 6.4 - In the following exercises, use the binomial...Ch. 6.4 - In the following exercises, use the binomial...Ch. 6.4 - In the following exercises, use the binomial...Ch. 6.4 - In the following exercises, use the binomial...Ch. 6.4 - In the following exercises, use the binomial...Ch. 6.4 - In the following exercises, use the binomial...Ch. 6.4 - In the following exercises, use the expansion...Ch. 6.4 - In the following exercises, use the expansion...Ch. 6.4 - In the following exercises, use the expansion...Ch. 6.4 - In the following exercises, use the expansion...Ch. 6.4 - In the following exercises, use the expansion...Ch. 6.4 - In the following exercises, use the expansion...Ch. 6.4 - In the following exercises, use the expansion...Ch. 6.4 - In the following exercises, use the expansion...Ch. 6.4 - In the following exercises, find the Maclaurin...Ch. 6.4 - In the following exercises, find the Maclaurin...Ch. 6.4 - In the following exercises, find the Maclaurin...Ch. 6.4 - In the following exercises, find the Maclaurin...Ch. 6.4 - In the following exercises, find the Maclaurin...Ch. 6.4 - In the following exercises, find the Maclaurin...Ch. 6.4 - In the following exercises, find the Maclaurin...Ch. 6.4 - In the following exercises, find the Maclaurin...Ch. 6.4 - In the following exercises, find the Maclaurin...Ch. 6.4 - In the following exercises, find the Maclaurin...Ch. 6.4 - In the following exercises, find the Maclaurin...Ch. 6.4 - In the following exercises, find the Maclaurin...Ch. 6.4 - In the following exercises, find the Maclaurin...Ch. 6.4 - In the following exercises, find the Maclaurin...Ch. 6.4 - In the following exercises, find the Maclaurin...Ch. 6.4 - In the following exercises, find the Maclaurin...Ch. 6.4 - In the following exercises, compute at least the...Ch. 6.4 - In the following exercises, compute at least the...Ch. 6.4 - In the following exercises, compute at least the...Ch. 6.4 - In the following exercises, compute at least the...Ch. 6.4 - In the following exercises, compute at least the...Ch. 6.4 - In the following exercises, compute at least the...Ch. 6.4 - In the following exercises, compute at least the...Ch. 6.4 - In the following exercises, compute at least the...Ch. 6.4 - In the following exercises, find the radius of...Ch. 6.4 - In the following exercises, find the radius of...Ch. 6.4 - In the following exercises, find the radius of...Ch. 6.4 - In the following exercises, find the radius of...Ch. 6.4 - In the following exercises, find the radius of...Ch. 6.4 - In the following exercises, find the radius of...Ch. 6.4 - In the following exercises, find the radius of...Ch. 6.4 - 233. [T] Let Sn(s)=k=0n(1)kx 2k+1(2k+1)! and...Ch. 6.4 - Use the identity 2 sin x cos x = sin (2x) to find...Ch. 6.4 - If y=n=0anxn , find the power series expansions of...Ch. 6.4 - [T] Suppose that y=k=0akxk satisfies y'=-2xy and...Ch. 6.4 - [T] Suppose that a set of standardized test scores...Ch. 6.4 - [T] Suppose that a set of standardized test scores...Ch. 6.4 - [T] Suppose that n=0anxn converges to a function...Ch. 6.4 - [T] Suppose that n=0anxn converges to a function...Ch. 6.4 - Suppose that n=0anxn converges to a function y...Ch. 6.4 - Suppose that n=0anxnconverges to a function y such...Ch. 6.4 - [T] 0sinttdt;Ps=1 x 23!+ x 45!+ x 67!+ x 89! may...Ch. 6.4 - [T] t;P11=1x2+x42+x63!+....x2211! May assume that...Ch. 6.4 - The following exercises deal with Fresnel...Ch. 6.4 - The following exercises deal with Fresnel...Ch. 6.4 - The following exercises deal with Fresnel...Ch. 6.4 - The following exercises deal with Fresnel...Ch. 6.4 - The following exercises deal with Fresnel...Ch. 6.4 - The following exercises deal with Fresnel...Ch. 6.4 - The following exercises deal with Fresnel...Ch. 6.4 - The following exercises deal with Fresnel...Ch. 6 - True or False? In the following exercises, justify...Ch. 6 - True or False? In the following exercises, justify...Ch. 6 - True or False? In the following exercises, justify...Ch. 6 - True or False? In the following exercises, justify...Ch. 6 - In the following exercises, find the radius of...Ch. 6 - In the following exercises, find the radius of...Ch. 6 - In the following exercises, find the radius of...Ch. 6 - In the following exercises, find the radius of...Ch. 6 - In the following exercises, find the power series...Ch. 6 - In the following exercises, find the power series...Ch. 6 - In the following exercises, find the power series...Ch. 6 - In the following exercises, find the power series...Ch. 6 - In the following exercises, evaluate the Taylor...Ch. 6 - In the following exercises, evaluate the Taylor...Ch. 6 - In the following exercises, find the Maclaurin...Ch. 6 - In the following exercises, find the Maclaurin...Ch. 6 - In the following exercises, find the Taylor series...Ch. 6 - In the following exercises, find the Taylor series...Ch. 6 - In the following exercises, find the Maclaurin...Ch. 6 - In the following exercises, find the Maclaurin...Ch. 6 - In the following exercises, find the Maclaurin...Ch. 6 - In the following exercises, find the Maclaurin...Ch. 6 - In the following exercises, find the Maclaurin...Ch. 6 - The following exercises consider problems of...Ch. 6 - The following exercises consider problems of...Ch. 6 - The following exercises consider problems of...
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