Numerical Analysis
3rd Edition
ISBN: 9780134696454
Author: Sauer, Tim
Publisher: Pearson,
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Chapter 9.4, Problem 6SA
To determine
To solve: For given Brownian motion SDE initial value problem with giving condition
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LARLINALG8 6.4.019.
Use the matrix P to determine if the matrices A and A' are similar.
-1 -1
12
9
'-[ ¯ ¯ ], ^ - [ _—2—2 _ ' ], ^' - [ ˜³ −10]
P =
1 2
A =
-20-11
A'
-3-10
6
4
P-1 =
Are they similar?
Yes, they are similar.
No, they are not similar.
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P-1AP =
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LARLINALG8 6.4.023.
Suppose A is the matrix for T: R³ -
→ R³ relative to the standard basis. Find the diagonal matrix A' for T relative to the basis B'.
A' =
-1 -2 0
A =
-1
0 0
'
0 02
B' = {(−1, 1, 0), (2, 1, 0), (0, 0, 1)}
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Clarification: 1. f doesn’t have REAL roots2. f is a quadratic, so a≠0
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Find the matrix A' for T relative to the basis B'.
LARLINALG8 6.4.003.
T: R² → R², T(x, y) = (x + y, 4y), B' = {(−4, 1), (1, −1)}
A' =
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LARLINALG8 6.4.007.
Find the matrix A' for T relative to the basis B'.
T: R³ → R³, T(x, y, z) = (x, y, z), B' = {(0, 1, 1), (1, 0, 1), (1, 1, 0)}
A' =
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Chapter 9 Solutions
Numerical Analysis
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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