Calculus: Early Transcendentals (2nd Edition)
2nd Edition
ISBN: 9780321947345
Author: William L. Briggs, Lyle Cochran, Bernard Gillett
Publisher: PEARSON
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Chapter D1.1, Problem 23E
Solving initial value problems Solve the following initial value problems.
23.
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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.
#8 (a) Find the equation of the tangent line to y = √x+3 at x=6
(b) Find the differential dy at y = √x +3 and evaluate it for x=6 and dx = 0.3
Q.2 Q.4 Determine ffx dA where R is upper half of the circle shown below.
x²+y2=1
(1,0)
Chapter D1 Solutions
Calculus: Early Transcendentals (2nd Edition)
Ch. D1.1 - Prob. 1ECh. D1.1 - Prob. 2ECh. D1.1 - Prob. 3ECh. D1.1 - If the general solution of a differential equation...Ch. D1.1 - Does the function y(t) = 2t satisfy the...Ch. D1.1 - Does the function y(t) = 6e3t satisfy the initial...Ch. D1.1 - Verifying general solutions Verify that the given...Ch. D1.1 - Verifying general solutions Verify that the given...Ch. D1.1 - Verifying general solutions Verify that the given...Ch. D1.1 - Verifying general solutions Verify that the given...
Ch. D1.1 - Verifying solutions of initial value problems...Ch. D1.1 - Verifying solutions of initial value problems...Ch. D1.1 - Verifying solutions of initial value problems...Ch. D1.1 - Verifying solutions of initial value problems...Ch. D1.1 - Finding general solutions Find the general...Ch. D1.1 - Finding general solutions Find the general...Ch. D1.1 - Finding general solutions Find the general...Ch. D1.1 - Finding general solutions Find the general...Ch. D1.1 - Finding general solutions Find the general...Ch. D1.1 - Finding general solutions Find the general...Ch. D1.1 - Finding general solutions Find the general...Ch. D1.1 - Prob. 22ECh. D1.1 - Solving initial value problems Solve the following...Ch. D1.1 - Solving initial value problems Solve the following...Ch. D1.1 - Solving initial value problems Solve the following...Ch. D1.1 - Solving initial value problems Solve the following...Ch. D1.1 - Solving initial value problems Solve the following...Ch. D1.1 - Solving initial value problems Solve the following...Ch. D1.1 - Motion in a gravitational field An object is fired...Ch. D1.1 - Prob. 30ECh. D1.1 - Prob. 31ECh. D1.1 - Prob. 32ECh. D1.1 - Prob. 33ECh. D1.1 - Prob. 34ECh. D1.1 - Explain why or why not Determine whether the...Ch. D1.1 - General solutions Find the general solution of the...Ch. D1.1 - General solutions Find the general solution of the...Ch. D1.1 - General solutions Find the general solution of the...Ch. D1.1 - General solutions Find the general solution of the...Ch. D1.1 - Solving initial value problems Find the solution...Ch. D1.1 - Solving initial value problems Find the solution...Ch. D1.1 - Solving initial value problems Find the solution...Ch. D1.1 - Solving initial value problems Find the solution...Ch. D1.1 - Verifying general solutions Verify that the given...Ch. D1.1 - Verifying general solutions Verify that the given...Ch. D1.1 - Verifying general solutions Verify that the given...Ch. D1.1 - Verifying general solutions Verify that the given...Ch. D1.1 - Verifying general solutions Verify that the given...Ch. D1.1 - Verifying general solutions Verify that the given...Ch. D1.1 - A second-order equation Consider the differential...Ch. D1.1 - Another second-order equation Consider the...Ch. D1.1 - Drug infusion The delivery of a drug (such as an...Ch. D1.1 - Logistic population growth Widely used models for...Ch. D1.1 - Free fall One possible model that describes the...Ch. D1.1 - Chemical rate equations The reaction of certain...Ch. D1.1 - Tumor growth The growth of cancer tumors may be...Ch. D1.2 - Explain how to sketch the direction field of the...Ch. D1.2 - Prob. 2ECh. D1.2 - Prob. 3ECh. D1.2 - Prob. 4ECh. D1.2 - Direction fields A differential equation and its...Ch. D1.2 - Prob. 6ECh. D1.2 - Identifying direction fields Which of the...Ch. D1.2 - Prob. 9ECh. D1.2 - Prob. 10ECh. D1.2 - Direction fields with technology Plot a direction...Ch. D1.2 - Sketching direction fields Use the window [2, 2] ...Ch. D1.2 - Sketching direction fields Use the window [2, 2] ...Ch. D1.2 - Sketching direction fields Use the window [2, 2] ...Ch. D1.2 - Sketching direction fields Use the window [2, 2] ...Ch. D1.2 - Sketching direction fields Use the window [2, 2] ...Ch. D1.2 - Increasing and decreasing solutions Consider the...Ch. D1.2 - Increasing and decreasing solutions Consider the...Ch. D1.2 - Increasing and decreasing solutions Consider the...Ch. D1.2 - Increasing and decreasing solutions Consider the...Ch. D1.2 - Logistic equations Consider the following logistic...Ch. D1.2 - Logistic equations Consider the following logistic...Ch. D1.2 - Logistic equations Consider the following logistic...Ch. D1.2 - Logistic equations Consider the following logistic...Ch. D1.2 - Two steps of Eulers method For the following...Ch. D1.2 - Two steps of Eulers method For the following...Ch. D1.2 - Two steps of Eulers method For the following...Ch. D1.2 - Two steps of Eulers method For the following...Ch. D1.2 - Errors in Eulers method Consider the following...Ch. D1.2 - Errors in Eulers method Consider the following...Ch. D1.2 - Prob. 31ECh. D1.2 - Prob. 32ECh. D1.2 - Prob. 33ECh. D1.2 - Prob. 34ECh. D1.2 - Prob. 35ECh. D1.2 - Prob. 36ECh. D1.2 - Prob. 37ECh. D1.2 - Equilibrium solutions A differential equation of...Ch. D1.2 - Prob. 39ECh. D1.2 - Prob. 40ECh. D1.2 - Equilibrium solutions A differential equation of...Ch. D1.2 - Equilibrium solutions A differential equation of...Ch. D1.2 - Direction field analysis Consider the first-order...Ch. D1.2 - Eulers method on more general grids Suppose the...Ch. D1.2 - Prob. 46ECh. D1.2 - Prob. 47ECh. D1.2 - Prob. 48ECh. D1.2 - Convergence of Eulers method Suppose Eulers method...Ch. D1.2 - Stability of Eulers method Consider the initial...Ch. D1.3 - What is a separable first-order differential...Ch. D1.3 - Is the equation t2y(t)=t+4y2 separable?Ch. D1.3 - Is the equation y(t)=2yt separable?Ch. D1.3 - Explain how to solve a separable differential...Ch. D1.3 - Solving separable equations Find the general...Ch. D1.3 - Solving separable equations Find the general...Ch. D1.3 - Solving separable equations Find the general...Ch. D1.3 - Solving separable equations Find the general...Ch. D1.3 - Solving separable equations Find the general...Ch. D1.3 - Solving separable equations Find the general...Ch. D1.3 - Solving separable equations Find the general...Ch. D1.3 - Solving separable equations Find the general...Ch. D1.3 - Solving separable equations Find the general...Ch. D1.3 - Solving separable equations Find the general...Ch. D1.3 - Solving separable equations Find the general...Ch. D1.3 - Solving separable equations Find the general...Ch. D1.3 - Prob. 17ECh. D1.3 - Solving initial value problems Determine whether...Ch. D1.3 - Solving initial value problems Determine whether...Ch. D1.3 - Solving initial value problems Determine whether...Ch. D1.3 - Solving initial value problems Determine whether...Ch. D1.3 - Solving initial value problems Determine whether...Ch. D1.3 - Prob. 23ECh. D1.3 - Prob. 24ECh. D1.3 - Solving initial value problems Determine whether...Ch. D1.3 - Solving initial value problems Determine whether...Ch. D1.3 - Prob. 27ECh. D1.3 - Solutions in implicit form Solve the following...Ch. D1.3 - Solutions in implicit form Solve the following...Ch. D1.3 - Solutions in implicit form Solve the following...Ch. D1.3 - Prob. 31ECh. D1.3 - Solutions in implicit form Solve the following...Ch. D1.3 - Logistic equation for a population A community of...Ch. D1.3 - Logistic equation for an epidemic When an infected...Ch. D1.3 - Explain why or why not Determine whether the...Ch. D1.3 - Prob. 36ECh. D1.3 - Prob. 37ECh. D1.3 - Prob. 38ECh. D1.3 - Solutions of separable equations Solve the...Ch. D1.3 - Prob. 40ECh. D1.3 - Implicit solutions for separable equations For the...Ch. D1.3 - Orthogonal trajectories Two curves are orthogonal...Ch. D1.3 - Prob. 43ECh. D1.3 - Applications 44.Logistic equation for spread of...Ch. D1.3 - Free fall An object in free fall may be modeled by...Ch. D1.3 - Prob. 46ECh. D1.3 - Prob. 47ECh. D1.3 - Chemical rate equations Let y(t) be the...Ch. D1.3 - Prob. 49ECh. D1.3 - Blowup in finite time Consider the initial value...Ch. D1.3 - Prob. 52ECh. D1.3 - Analysis of a separable equation Consider the...Ch. D1.4 - The general solution of a first-order linear...Ch. D1.4 - Prob. 2ECh. D1.4 - What is the general solution of the equation y'(t)...Ch. D1.4 - Prob. 4ECh. D1.4 - First-order linear equations Find the general...Ch. D1.4 - First-order linear equations Find the general...Ch. D1.4 - First-order linear equations Find the general...Ch. D1.4 - First-order linear equations Find the general...Ch. D1.4 - First-order linear equations Find the general...Ch. D1.4 - First-order linear equations Find the general...Ch. D1.4 - Initial value problems Solve the following initial...Ch. D1.4 - Initial value problems Solve the following initial...Ch. D1.4 - Initial value problems Solve the following initial...Ch. D1.4 - Initial value problems Solve the following initial...Ch. D1.4 - Initial value problems Solve the following initial...Ch. D1.4 - Initial value problems Solve the following initial...Ch. D1.4 - Stability of equilibrium points Find the...Ch. D1.4 - Stability of equilibrium points Find the...Ch. D1.4 - Stability of equilibrium points Find the...Ch. D1.4 - Stability of equilibrium points Find the...Ch. D1.4 - Stability of equilibrium points Find the...Ch. D1.4 - Stability of equilibrium points Find the...Ch. D1.4 - Loan problems The following initial value problems...Ch. D1.4 - Loan problems The following initial value problems...Ch. D1.4 - Loan problems The following initial value problems...Ch. D1.4 - Loan problems The following initial value problems...Ch. D1.4 - Newtons Law of Cooling Solve the differential...Ch. D1.4 - Newton's Law of Cooling Solve the differential...Ch. D1.4 - Newtons Law of Cooling Solve the differential...Ch. D1.4 - Prob. 30ECh. D1.4 - Explain why or why not Determine whether the...Ch. D1.4 - Prob. 32ECh. D1.4 - Special equations A special class of first-order...Ch. D1.4 - Prob. 34ECh. D1.4 - Special equations A special class of first-order...Ch. D1.4 - Prob. 36ECh. D1.4 - A bad loan Consider a loan repayment plan...Ch. D1.4 - Prob. 38ECh. D1.4 - Intravenous drug dosing The amount of drug in the...Ch. D1.4 - Optimal harvesting rate Let y(t) be the population...Ch. D1.4 - Endowment model An endowment is an investment...Ch. D1.4 - Prob. 43ECh. D1.4 - Prob. 44ECh. D1.4 - General first-order linear equations Consider the...Ch. D1.4 - Prob. 46ECh. D1.4 - Prob. 47ECh. D1.4 - General first-order linear equations Consider the...Ch. D1.5 - Explain how the growth rate function determines...Ch. D1.5 - Prob. 2ECh. D1.5 - Explain how the growth rate function can be...Ch. D1.5 - Prob. 4ECh. D1.5 - Is the differential equation that describes a...Ch. D1.5 - What are the assumptions underlying the...Ch. D1.5 - Describe the solution curves in a predator-prey...Ch. D1.5 - Prob. 8ECh. D1.5 - Solving logistic equations Write a logistic...Ch. D1.5 - Solving logistic equations Write a logistic...Ch. D1.5 - Designing logistic functions Use the method of...Ch. D1.5 - Designing logistic functions Use the method of...Ch. D1.5 - Prob. 19ECh. D1.5 - Prob. 20ECh. D1.5 - Solving the Gompertz equation Solve the Gompertz...Ch. D1.5 - Prob. 22ECh. D1.5 - Stirred tank reactions For each of the following...Ch. D1.5 - Prob. 24ECh. D1.5 - Prob. 25ECh. D1.5 - Prob. 26ECh. D1.5 - Prob. 31ECh. D1.5 - Growth rate functions a.Show that the logistic...Ch. D1.5 - Solution of the logistic equation Use separation...Ch. D1.5 - Properties of the Gompertz solution Verify that...Ch. D1.5 - Properties of stirred tank solutions a.Show that...Ch. D1.5 - Prob. 36ECh. D1.5 - RC circuit equation Suppose a battery with voltage...Ch. D1.5 - U.S. population projections According to the U.S....Ch. D1 - Explain why or why not Determine whether the...Ch. D1 - Prob. 2RECh. D1 - General solutions Use the method of your choice to...Ch. D1 - General solutions Use the method of your choice to...Ch. D1 - General solutions Use the method of your choice to...Ch. D1 - Prob. 6RECh. D1 - General solutions Use the method of your choice to...Ch. D1 - General solutions Use the method of your choice to...Ch. D1 - General solutions Use the method of your choice to...Ch. D1 - Prob. 10RECh. D1 - Solving initial value problems Use the method of...Ch. D1 - Prob. 12RECh. D1 - Solving initial value problems Use the method of...Ch. D1 - Prob. 14RECh. D1 - Solving initial value problems Use the method of...Ch. D1 - Solving initial value problems Use the method of...Ch. D1 - Prob. 17RECh. D1 - Solving initial value problems Use the method of...Ch. D1 - Direction fields Consider the direction field for...Ch. D1 - Prob. 20RECh. D1 - Eulers method Consider the initial value problem...Ch. D1 - Equilibrium solutions Find the equilibrium...Ch. D1 - Equilibrium solutions Find the equilibrium...Ch. D1 - Equilibrium solutions Find the equilibrium...Ch. D1 - Equilibrium solutions Find the equilibrium...Ch. D1 - Logistic growth The population of a rabbit...Ch. D1 - Logistic growth parameters A cell culture has a...Ch. D1 - Logistic growth in India The population of India...Ch. D1 - Stirred tank reaction A 100-L tank is filled with...Ch. D1 - Newtons Law of Cooling A cup of coffee is removed...Ch. D1 - A first-order equation Consider the equation...Ch. D1 - A second-order equation Consider the equation...
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