Numerical Analysis, Books A La Carte Edition (3rd Edition)
3rd Edition
ISBN: 9780134697338
Author: Timothy Sauer
Publisher: PEARSON
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Chapter 9.4, Problem 5SA
Compare your approximation in step 4 with the Black-Scholes formula for a put:
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L
ined sove in peaper
Anoting
PU+965
4
Which of the following is converge, and which diverge? Give reasons for your answers
with details. When your answer then determine the convergence sum if possible.
+1Σm=1
00
sin
Sn
Lake
55
Which of the following is converge, and which diverge? Give reasons for your answers
with details. When your answer then determine the convergence sum if possible.
5700
2n=2√2+n
C
Ministry of Higher Education &
Scientific Research
Babylon University
College of Engineering-
musayab
Homobile Department
Subject :Numerical Analyses
Stage: Third
Time: 90 min
Date: 25-4-2023
2nd month exam/2nd semester (2022-2023)
Note: Answer all questions, all questions have same degree.
Q1:Given the values
X
5
7
11
13
17
F(x)
150
392
1452
2366
5202
Evaluate f(9),using Newton's divided difference formula
Q2:A slider in a machine moves along a fixed straight rod.its distance (x cm)
along the rod is given below for various values of the time.Find the velocity
and acceleration of the slider when t=0.3 seconds.
t(seconds) 0
X (cm)
30.13
0.1
31.62
0.2 0.3 0.4 0.5 0.6
32.87 33.64 33.95 33.81 33.24
Q3:From the following table,find the area bounded by the curve and x-
axis,between the ordinates x=7.74 to x=7.52 using Simpson's 1/3 rule.
X
y=f(x)
7.47 7.48
1.93 1.95
7.49
1.98
7.50 7.51 7.52
2.01 2.03 2.06
Q4:Given
y+x
with initial condition y=1 at x=0;find (y) for x=0.1 by
Euler's method.…
Chapter 9 Solutions
Numerical Analysis, Books A La Carte Edition (3rd Edition)
Ch. 9.1 - Find the period of the linear congruential...Ch. 9.1 - Find the period of the LCG defined by a=4,b=0,m=9...Ch. 9.1 - Approximate the area under the curve y=x2 for 0x1,...Ch. 9.1 - Approximate the area under the curve y=1x for 0x1,...Ch. 9.1 - Prob. 5ECh. 9.1 - Prove that u1=x21+x22 in the Box-Muller Rejection...Ch. 9.1 - Implement the Minimal Standard random number...Ch. 9.1 - Implement randu and find the Monte Carlo...Ch. 9.1 - (a) Using calculus, find the area bounded by the...Ch. 9.1 - Carry out the steps of Computer Problem 3 for the...
Ch. 9.1 - Use n=104 pseudo-random points to estimate the...Ch. 9.1 - Use n=104 pseudo-random points to estimate the...Ch. 9.1 - (a) Use calculus to evaluate the integral 01x2x,...Ch. 9.1 - Prob. 8CPCh. 9.1 - Prob. 9CPCh. 9.1 - Devise a Monte Carlo approximation problem that...Ch. 9.2 - Prob. 1CPCh. 9.2 - Prob. 2CPCh. 9.2 - Prob. 3CPCh. 9.2 - Prob. 4CPCh. 9.2 - Prob. 5CPCh. 9.2 - One of the best-known Monte Carlo problems is the...Ch. 9.2 - Prob. 7CPCh. 9.2 - Prob. 8CPCh. 9.2 - Prob. 9CPCh. 9.3 - Design a Monte Carlo simulation to estimate the...Ch. 9.3 - Calculate the mean escape time for the random...Ch. 9.3 - In a biased random walk, the probability of going...Ch. 9.3 - Prob. 4CPCh. 9.3 - Design a Monte Carlo simulation to estimate the...Ch. 9.3 - Calculate the mean escape time for Brownian motion...Ch. 9.3 - Prob. 7CPCh. 9.4 - Use Itos formula to show that the solutions of the...Ch. 9.4 - Use Itos formula to show that the solutions of the...Ch. 9.4 - Use Itos formula to show that the solutions of the...Ch. 9.4 - Prob. 4ECh. 9.4 - Prob. 5ECh. 9.4 - Prob. 6ECh. 9.4 - Use the Euler-Maruyama Method to find approximate...Ch. 9.4 - Use the Euler-Maruyama Method to find approximate...Ch. 9.4 - Apply the Euler-Maruyama Method with step size...Ch. 9.4 - Prob. 4CPCh. 9.4 - Prob. 5CPCh. 9.4 - Prob. 6CPCh. 9.4 - Use the Milstein Method to find approximate...Ch. 9.4 - Prob. 8CPCh. 9.4 - Prob. 9CPCh. 9.4 - Prob. 10CPCh. 9.4 - Prob. 11CPCh. 9.4 - Prob. 12CPCh. 9.4 - Prob. 1SACh. 9.4 - Prob. 2SACh. 9.4 - Prob. 3SACh. 9.4 - Prob. 4SACh. 9.4 - Compare your approximation in step 4 with the...Ch. 9.4 - Prob. 6SA
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