Mathematical Methods in the Physical Sciences

3rd Edition

ISBN: 9780471198260

Author: Mary L. Boas

Publisher: Wiley, John & Sons, Incorporated

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Chapter 13.5, Problem 13P

Find the steady-state distribution of temperature in the sector of a circular plate of radius 10 and angle π / 4 if the temperature is maintained at 0 ° along the radii and at 100 ° along the curved edge. Hint: See Problem 12.

Chapter 13.5, Problem 13P, Find the steady-state distribution of temperature in the sector of a circular plate of radius 10 and

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Chapter 13.5, Problem 12P

Chapter 13.5, Problem 14P

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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…

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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 13 Solutions

Mathematical Methods in the Physical Sciences

Ch. 13.1 - Assume from electrostatics the equations E=/0 and...Ch. 13.1 - Show that the expression u=sin(xvt) describing a...Ch. 13.1 - Assume from electrodynamics the following...Ch. 13.1 - Obtain the heat flow equation (1.3) as follows:...Ch. 13.2 - After you find the series solution of a problem,...Ch. 13.2 - T=0,0x10,100,10x20. Solve the semi-infinite plate...Ch. 13.2 - Solve the semi-infinite plate problem if the...Ch. 13.2 - Solve the semi-infinite plate problem if the...Ch. 13.2 - Show that the solutions of (2.5) can also be...Ch. 13.2 - Show that the series in (2.12) can be summed to...

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