Computational Mechanics: Coursework on ODEs SPRING 2013

Size: px
Start display at page:

Download "Computational Mechanics: Coursework on ODEs SPRING 2013"

Transcription

1 Computational Mechanics: Coursework on ODEs SPRING 3 Hand-in date: Thursday st February ( pm) This coursework contributes to your degree and must be your own individual work. You should not confer with others. You are also solely responsible for putting your own coursework in the correct submission box by the date and time above. No marks will be given if working is not shown. 3. The Computer Program The program can be used to solve, numerically, any initial-value problem of the form: dy = F, Y ( x ) = Y In general, Y and F are vectors and F is a function of both x and Y. Program Files The following files can be downloaded from Blackboard or the web page for this module. solve.f95 the Fortran source file solve.in a sample input file Breakdown of Program File solve.f95 PROGRAM SOLVE SUBROUTINE STEP SUBROUTINE DERIV SUBROUTINE OUTPUT FUNCTION EXACT main control program performs one forward step returns the derivative F at given (x,y) performs any required output at given (x,y) optionally, can return the exact solution (if known) Input File solve.in NDEP METHOD NSTEP H NPRINT X Y()... Y(NDEP) number of dependent variables; i.e. dimension of Y method of solution one of EULER, MODIF, RUNGE number of steps step size output frequency initial x initial Y (one value for each component) The basic procedures are already coded for you in subprograms SOLVE and STEP. For any given equation the user should amend the code to specify: derivative F in subroutine DERIV; any required output in subroutine OUTPUT; (optionally) the solution in function EXACT; this is only for testing purposes; numerical parameters and initial values in file solve.in. Computational Mechanics 3 - David Apsley

2 Sample Equations sample equations have been provided in the code (see subprograms DERIV and EXACT). (A) dy x = x + y, y ( ) = (solution: y = e x ) (B) d y dy x y = x, y ( ) =, y () = (solution: x 3 y = 5e e + x ) In the latter case, the system has been reduced to first order with dy Y = y, Y = d Y Y Y =, = at x = Y x Y 3Y Y The user may switch between these sample problems by: un-commenting the appropriate lines in subprograms DERIV and EXACT; setting the number of variables (NDEP) and initial values (X and Y) in solve.in The default output (see subroutine OUTPUT) is both to screen and to a file (solve.out) and consists of the following columns: x y y(exact) error Sample Files solve.in Problem A: solved by the Euler method; step size.; steps; output every step. number of dependent variables (NDEP) EULER method of solution (METHOD) number of steps (NSTEP). step size (H) output frequency (NPRINT). initial x.. initial Y(); number of values corresponds to NDEP Problem B: solved by the Runge-Kutta method; step size.5; steps; output every steps. number of dependent variables (NDEP) RUNGE method of solution (METHOD) number of steps (NSTEP).5 step size (H) output frequency (NPRINT). initial x.. initial Y(); number of values corresponds to NDEP **** Very important **** The number of items of initial data for Y must correspond to the number of dependent variables, NDEP. Computational Mechanics 3 - David Apsley

3 3. Coursework PART A: NUMERICAL METHODS A. Compare Solution Methods For the first equation (problem A), run Euler ('EULER'), modified Euler ('MODIF') and standard Runge-Kutta ('RUNGE') methods to derive the solution in x with step size x =.. Compare all numerical solutions and the exact solution in a single table (using the same precision as the output of the code) and on a single graph. include a table containing y values for all of these methods against x; include the graph requested above; state the maximum absolute error for each method; comment briefly on the relative errors produced by the different methods; state the advantages and disadvantages of using a high-order method like Runge- Kutta compared with a low-order method like Euler. A. Effect of Step Size Using the modified Euler method ('MODIF'), integrate problem A between x = and x = using step sizes x =.,.5,.,. in turn. (You will need to adjust NSTEP as the step size changes, in order that x max =.) Tabulate E, log E and log x against x, where E is the absolute error at x =. Use the same precision as the output of the code. Plot a graph of log E against log x. include a table of absolute error (at x = ) against stepsize; include the graph; state what is meant by an order- numerical scheme and determine whether your graph is consistent with this. Computational Mechanics 3-3 David Apsley

4 PART B: PRACTICAL EXAMPLE: LAMINAR BOUNDARY-LAYER FLOWS x u y The wall-parallel (x) component of velocity in a high-reynolds-number self-similar boundary-layer flow is given by y u = U f (η), where η = () δ Here, U (x) is the free-stream velocity, δ(x) is proportional to boundary-layer depth and f is the normalised stream function. f (η) satisfies the Falkner-Skan equation f + ff + β( f ) = () subject to boundary conditions f ( ) = f () =, f ( ) = (3) β is a parameter that is related to changes in the free stream: β < for decelerating flow, β > for accelerating flow and β = for constant free-stream velocity (zero pressure gradient). B. Governing Equation Show how Equation () can be written as a first-order differential equation with vector dependent variable. explain how this is done (e.g. by stating the components of the relevant vectors). B. Implementation Modify subroutine DERIV to solve Equation (). Modify subroutine OUTPUT to output f, df/dη and d f/dη but no exact solutions or errors (since these are unknown). Leave β as a variable to be modified when necessary. include the modified subroutines DERIV and OUTPUT. For reference (i.e. you don t need to know this to do the question!), if the free-stream velocity U x m then νx δ ( x) =, m β = + m U + m and the case m = gives the famous Blasius boundary-layer profile. Computational Mechanics 3-4 David Apsley

5 B3. Test Cases Compute the solution for three cases: β = : constant free-stream velocity; β =.9: decelerating flow (e.g. near separation); β = : accelerating flow (e.g. away from a stagnation point). In each case employ a shooting method with a sequence of guesses for f (), so as to find one which gives f ( ) =. ( is sufficiently close to in this problem!). The step size and choice of integration method are entirely yours, but will need to be justified. Note that, for non-zero β, solutions can be very sensitive to f () ; you need only search in the range (,.) here. plot a single graph (comparing the results for the three values of ) showing the U normalised velocity, = f (η) against for 5; U state the value of f () used for each value of ; justify the choice of step size and integration method which you have used; include the input file SOLVE.IN for any one of the three values of (but state which!) Computational Mechanics 3-5 David Apsley

6 PART C: ADDITIONAL INTEGRATION METHODS Modify subroutine STEP to allow two additional cases: 'RKFEH' for the Runge-Kutta-Fehlberg method defined by the following tableau 'IMPLI' for the implicit modified Euler method defined by Y Y + x[ F( x, Y ) F( x, Y )] i+ = i i i + i+ i+ You are advised to check that both sample equations can be solved with these methods. Use the Runge-Kutta-Fehlberg method and both explicit and implicit modified Euler methods to solve the equation dy 3 = x 5y, y() = using steps of length x =.. Compare your numerical solutions in a single table and on a graph. include the modified subroutine STEP and, for the equation above, the modified subroutine DERIV; include the table and graph requested above. Computational Mechanics 3-6 David Apsley

Numerical Solution of Differential Equations

Numerical Solution of Differential Equations Numerical Solution of Differential Equations Dr. Alvaro Islas Applications of Calculus I Spring 2008 We live in a world in constant change We live in a world in constant change We live in a world in constant

More information

Matlab Practical: Solving Differential Equations

Matlab Practical: Solving Differential Equations Matlab Practical: Solving Differential Equations Introduction This practical is about solving differential equations numerically, an important skill. Initially you will code Euler s method (to get some

More information

Homework 2 Solutions

Homework 2 Solutions Homework Solutions Igor Yanovsky Math 5B TA Section 5.3, Problem b: Use Taylor s method of order two to approximate the solution for the following initial-value problem: y = + t y, t 3, y =, with h = 0.5.

More information

1 Error in Euler s Method

1 Error in Euler s Method 1 Error in Euler s Method Experience with Euler s 1 method raises some interesting questions about numerical approximations for the solutions of differential equations. 1. What determines the amount of

More information

EXAMPLE 8: An Electrical System (Mechanical-Electrical Analogy)

EXAMPLE 8: An Electrical System (Mechanical-Electrical Analogy) EXAMPLE 8: An Electrical System (Mechanical-Electrical Analogy) A completely analogous procedure can be used to find the state equations of electrical systems (and, ultimately, electro-mechanical systems

More information

Homework #1 Solutions

Homework #1 Solutions MAT 303 Spring 203 Homework # Solutions Problems Section.:, 4, 6, 34, 40 Section.2:, 4, 8, 30, 42 Section.4:, 2, 3, 4, 8, 22, 24, 46... Verify that y = x 3 + 7 is a solution to y = 3x 2. Solution: From

More information

Computer programming course in the Department of Physics, University of Calcutta

Computer programming course in the Department of Physics, University of Calcutta Computer programming course in the Department of Physics, University of Calcutta Parongama Sen with inputs from Prof. S. Dasgupta and Dr. J. Saha and feedback from students Computer programming course

More information

Designing Efficient Software for Solving Delay Differential Equations. C.A.H. Paul. Numerical Analysis Report No. 368. Oct 2000

Designing Efficient Software for Solving Delay Differential Equations. C.A.H. Paul. Numerical Analysis Report No. 368. Oct 2000 ISSN 1360-1725 UMIST Designing Efficient Software for Solving Delay Differential Equations C.A.H. Paul Numerical Analysis Report No. 368 Oct 2000 Manchester Centre for Computational Mathematics Numerical

More information

AP Calculus BC 2001 Free-Response Questions

AP Calculus BC 2001 Free-Response Questions AP Calculus BC 001 Free-Response Questions The materials included in these files are intended for use by AP teachers for course and exam preparation in the classroom; permission for any other use must

More information

PSTricks. pst-ode. A PSTricks package for solving initial value problems for sets of Ordinary Differential Equations (ODE), v0.7.

PSTricks. pst-ode. A PSTricks package for solving initial value problems for sets of Ordinary Differential Equations (ODE), v0.7. PSTricks pst-ode A PSTricks package for solving initial value problems for sets of Ordinary Differential Equations (ODE), v0.7 27th March 2014 Package author(s): Alexander Grahn Contents 2 Contents 1 Introduction

More information

Solving ODEs in Matlab. BP205 M.Tremont 1.30.2009

Solving ODEs in Matlab. BP205 M.Tremont 1.30.2009 Solving ODEs in Matlab BP205 M.Tremont 1.30.2009 - Outline - I. Defining an ODE function in an M-file II. III. IV. Solving first-order ODEs Solving systems of first-order ODEs Solving higher order ODEs

More information

Nonlinear Algebraic Equations. Lectures INF2320 p. 1/88

Nonlinear Algebraic Equations. Lectures INF2320 p. 1/88 Nonlinear Algebraic Equations Lectures INF2320 p. 1/88 Lectures INF2320 p. 2/88 Nonlinear algebraic equations When solving the system u (t) = g(u), u(0) = u 0, (1) with an implicit Euler scheme we have

More information

Lecture Notes to Accompany. Scientific Computing An Introductory Survey. by Michael T. Heath. Chapter 10

Lecture Notes to Accompany. Scientific Computing An Introductory Survey. by Michael T. Heath. Chapter 10 Lecture Notes to Accompany Scientific Computing An Introductory Survey Second Edition by Michael T. Heath Chapter 10 Boundary Value Problems for Ordinary Differential Equations Copyright c 2001. Reproduction

More information

A Brief Review of Elementary Ordinary Differential Equations

A Brief Review of Elementary Ordinary Differential Equations 1 A Brief Review of Elementary Ordinary Differential Equations At various points in the material we will be covering, we will need to recall and use material normally covered in an elementary course on

More information

Motion. Complete Table 1. Record all data to three decimal places (e.g., 4.000 or 6.325 or 0.000). Do not include units in your answer.

Motion. Complete Table 1. Record all data to three decimal places (e.g., 4.000 or 6.325 or 0.000). Do not include units in your answer. Labs for College Physics: Mechanics Worksheet Experiment 2-1 Motion As you work through the steps in the lab procedure, record your experimental values and the results on this worksheet. Use the exact

More information

SECOND DERIVATIVE TEST FOR CONSTRAINED EXTREMA

SECOND DERIVATIVE TEST FOR CONSTRAINED EXTREMA SECOND DERIVATIVE TEST FOR CONSTRAINED EXTREMA This handout presents the second derivative test for a local extrema of a Lagrange multiplier problem. The Section 1 presents a geometric motivation for the

More information

Time domain modeling

Time domain modeling Time domain modeling Equationof motion of a WEC Frequency domain: Ok if all effects/forces are linear M+ A ω X && % ω = F% ω K + K X% ω B ω + B X% & ω ( ) H PTO PTO + others Time domain: Must be linear

More information

When the fluid velocity is zero, called the hydrostatic condition, the pressure variation is due only to the weight of the fluid.

When the fluid velocity is zero, called the hydrostatic condition, the pressure variation is due only to the weight of the fluid. Fluid Statics When the fluid velocity is zero, called the hydrostatic condition, the pressure variation is due only to the weight of the fluid. Consider a small wedge of fluid at rest of size Δx, Δz, Δs

More information

Microeconomic Theory: Basic Math Concepts

Microeconomic Theory: Basic Math Concepts Microeconomic Theory: Basic Math Concepts Matt Van Essen University of Alabama Van Essen (U of A) Basic Math Concepts 1 / 66 Basic Math Concepts In this lecture we will review some basic mathematical concepts

More information

Machine Learning and Data Mining. Regression Problem. (adapted from) Prof. Alexander Ihler

Machine Learning and Data Mining. Regression Problem. (adapted from) Prof. Alexander Ihler Machine Learning and Data Mining Regression Problem (adapted from) Prof. Alexander Ihler Overview Regression Problem Definition and define parameters ϴ. Prediction using ϴ as parameters Measure the error

More information

Least-Squares Intersection of Lines

Least-Squares Intersection of Lines Least-Squares Intersection of Lines Johannes Traa - UIUC 2013 This write-up derives the least-squares solution for the intersection of lines. In the general case, a set of lines will not intersect at a

More information

Numerical Methods for Differential Equations

Numerical Methods for Differential Equations 1 Numerical Methods for Differential Equations 1 2 NUMERICAL METHODS FOR DIFFERENTIAL EQUATIONS Introduction Differential equations can describe nearly all systems undergoing change. They are ubiquitous

More information

HEAT TRANSFER CODES FOR STUDENTS IN JAVA

HEAT TRANSFER CODES FOR STUDENTS IN JAVA Proceedings of the 5th ASME/JSME Thermal Engineering Joint Conference March 15-19, 1999, San Diego, California AJTE99-6229 HEAT TRANSFER CODES FOR STUDENTS IN JAVA W.J. Devenport,* J.A. Schetz** and Yu.

More information

Towards a Structuralist Interpretation of Saving, Investment and Current Account in Turkey

Towards a Structuralist Interpretation of Saving, Investment and Current Account in Turkey Towards a Structuralist Interpretation of Saving, Investment and Current Account in Turkey MURAT ÜNGÖR Central Bank of the Republic of Turkey http://www.muratungor.com/ April 2012 We live in the age of

More information

Introduction to COMSOL. The Navier-Stokes Equations

Introduction to COMSOL. The Navier-Stokes Equations Flow Between Parallel Plates Modified from the COMSOL ChE Library module rev 10/13/08 Modified by Robert P. Hesketh, Chemical Engineering, Rowan University Fall 2008 Introduction to COMSOL The following

More information

AP Calculus BC 2008 Scoring Guidelines

AP Calculus BC 2008 Scoring Guidelines AP Calculus BC 8 Scoring Guidelines The College Board: Connecting Students to College Success The College Board is a not-for-profit membership association whose mission is to connect students to college

More information

Chapter 4 One Dimensional Kinematics

Chapter 4 One Dimensional Kinematics Chapter 4 One Dimensional Kinematics 41 Introduction 1 4 Position, Time Interval, Displacement 41 Position 4 Time Interval 43 Displacement 43 Velocity 3 431 Average Velocity 3 433 Instantaneous Velocity

More information

Vector and Matrix Norms

Vector and Matrix Norms Chapter 1 Vector and Matrix Norms 11 Vector Spaces Let F be a field (such as the real numbers, R, or complex numbers, C) with elements called scalars A Vector Space, V, over the field F is a non-empty

More information

Aim : To study how the time period of a simple pendulum changes when its amplitude is changed.

Aim : To study how the time period of a simple pendulum changes when its amplitude is changed. Aim : To study how the time period of a simple pendulum changes when its amplitude is changed. Teacher s Signature Name: Suvrat Raju Class: XIID Board Roll No.: Table of Contents Aim..................................................1

More information

AN INTRODUCTION TO NUMERICAL METHODS AND ANALYSIS

AN INTRODUCTION TO NUMERICAL METHODS AND ANALYSIS AN INTRODUCTION TO NUMERICAL METHODS AND ANALYSIS Revised Edition James Epperson Mathematical Reviews BICENTENNIAL 0, 1 8 0 7 z ewiley wu 2007 r71 BICENTENNIAL WILEY-INTERSCIENCE A John Wiley & Sons, Inc.,

More information

Physics 2048 Test 1 Solution (solutions to problems 2-5 are from student papers) Problem 1 (Short Answer: 20 points)

Physics 2048 Test 1 Solution (solutions to problems 2-5 are from student papers) Problem 1 (Short Answer: 20 points) Physics 248 Test 1 Solution (solutions to problems 25 are from student papers) Problem 1 (Short Answer: 2 points) An object's motion is restricted to one dimension along the distance axis. Answer each

More information

THE NAS KERNEL BENCHMARK PROGRAM

THE NAS KERNEL BENCHMARK PROGRAM THE NAS KERNEL BENCHMARK PROGRAM David H. Bailey and John T. Barton Numerical Aerodynamic Simulations Systems Division NASA Ames Research Center June 13, 1986 SUMMARY A benchmark test program that measures

More information

Multi-variable Calculus and Optimization

Multi-variable Calculus and Optimization Multi-variable Calculus and Optimization Dudley Cooke Trinity College Dublin Dudley Cooke (Trinity College Dublin) Multi-variable Calculus and Optimization 1 / 51 EC2040 Topic 3 - Multi-variable Calculus

More information

1. First-order Ordinary Differential Equations

1. First-order Ordinary Differential Equations Advanced Engineering Mathematics 1. First-order ODEs 1 1. First-order Ordinary Differential Equations 1.1 Basic concept and ideas 1.2 Geometrical meaning of direction fields 1.3 Separable differential

More information

Cash-in-Advance Model

Cash-in-Advance Model Cash-in-Advance Model Prof. Lutz Hendricks Econ720 September 21, 2015 1 / 33 Cash-in-advance Models We study a second model of money. Models where money is a bubble (such as the OLG model we studied) have

More information

Student Performance Q&A:

Student Performance Q&A: Student Performance Q&A: 2008 AP Calculus AB and Calculus BC Free-Response Questions The following comments on the 2008 free-response questions for AP Calculus AB and Calculus BC were written by the Chief

More information

Chapter 6. Linear Programming: The Simplex Method. Introduction to the Big M Method. Section 4 Maximization and Minimization with Problem Constraints

Chapter 6. Linear Programming: The Simplex Method. Introduction to the Big M Method. Section 4 Maximization and Minimization with Problem Constraints Chapter 6 Linear Programming: The Simplex Method Introduction to the Big M Method In this section, we will present a generalized version of the simplex method that t will solve both maximization i and

More information

by the matrix A results in a vector which is a reflection of the given

by the matrix A results in a vector which is a reflection of the given Eigenvalues & Eigenvectors Example Suppose Then So, geometrically, multiplying a vector in by the matrix A results in a vector which is a reflection of the given vector about the y-axis We observe that

More information

Class Meeting # 1: Introduction to PDEs

Class Meeting # 1: Introduction to PDEs MATH 18.152 COURSE NOTES - CLASS MEETING # 1 18.152 Introduction to PDEs, Fall 2011 Professor: Jared Speck Class Meeting # 1: Introduction to PDEs 1. What is a PDE? We will be studying functions u = u(x

More information

Methods for Finding Bases

Methods for Finding Bases Methods for Finding Bases Bases for the subspaces of a matrix Row-reduction methods can be used to find bases. Let us now look at an example illustrating how to obtain bases for the row space, null space,

More information

Wideband Driver Amplifiers

Wideband Driver Amplifiers The driver amplifier is a wideband, 1 khz to 4 GHz amplifier intended for use in broadband microwave and high data rate systems. The is a 3-stage high output power modulator driver amplifier that can provide

More information

16.1 Runge-Kutta Method

16.1 Runge-Kutta Method 70 Chapter 6. Integration of Ordinary Differential Equations CITED REFERENCES AND FURTHER READING: Gear, C.W. 97, Numerical Initial Value Problems in Ordinary Differential Equations (Englewood Cliffs,

More information

5 Scalings with differential equations

5 Scalings with differential equations 5 Scalings with differential equations 5.1 Stretched coordinates Consider the first-order linear differential equation df dx + f = 0. Since it is first order, we expect a single solution to the homogeneous

More information

Stability Analysis for Systems of Differential Equations

Stability Analysis for Systems of Differential Equations Stability Analysis for Systems of Differential Equations David Eberly Geometric Tools, LLC http://wwwgeometrictoolscom/ Copyright c 1998-2016 All Rights Reserved Created: February 8, 2003 Last Modified:

More information

AP Calculus AB 2004 Scoring Guidelines

AP Calculus AB 2004 Scoring Guidelines AP Calculus AB 4 Scoring Guidelines The materials included in these files are intended for noncommercial use by AP teachers for course and eam preparation; permission for any other use must be sought from

More information

Module 1 : Conduction. Lecture 5 : 1D conduction example problems. 2D conduction

Module 1 : Conduction. Lecture 5 : 1D conduction example problems. 2D conduction Module 1 : Conduction Lecture 5 : 1D conduction example problems. 2D conduction Objectives In this class: An example of optimization for insulation thickness is solved. The 1D conduction is considered

More information

5.4 The Heat Equation and Convection-Diffusion

5.4 The Heat Equation and Convection-Diffusion 5.4. THE HEAT EQUATION AND CONVECTION-DIFFUSION c 6 Gilbert Strang 5.4 The Heat Equation and Convection-Diffusion The wave equation conserves energy. The heat equation u t = u xx dissipates energy. The

More information

CSE Case Study: Optimising the CFD code DG-DES

CSE Case Study: Optimising the CFD code DG-DES CSE Case Study: Optimising the CFD code DG-DES CSE Team NAG Ltd., support@hector.ac.uk Naveed Durrani University of Sheffield June 2008 Introduction One of the activities of the NAG CSE (Computational

More information

GPU Acceleration of the SENSEI CFD Code Suite

GPU Acceleration of the SENSEI CFD Code Suite GPU Acceleration of the SENSEI CFD Code Suite Chris Roy, Brent Pickering, Chip Jackson, Joe Derlaga, Xiao Xu Aerospace and Ocean Engineering Primary Collaborators: Tom Scogland, Wu Feng (Computer Science)

More information

Increasing for all. Convex for all. ( ) Increasing for all (remember that the log function is only defined for ). ( ) Concave for all.

Increasing for all. Convex for all. ( ) Increasing for all (remember that the log function is only defined for ). ( ) Concave for all. 1. Differentiation The first derivative of a function measures by how much changes in reaction to an infinitesimal shift in its argument. The largest the derivative (in absolute value), the faster is evolving.

More information

Week 1: Introduction to Online Learning

Week 1: Introduction to Online Learning Week 1: Introduction to Online Learning 1 Introduction This is written based on Prediction, Learning, and Games (ISBN: 2184189 / -21-8418-9 Cesa-Bianchi, Nicolo; Lugosi, Gabor 1.1 A Gentle Start Consider

More information

U = x 1 2. 1 x 1 4. 2 x 1 4. What are the equilibrium relative prices of the three goods? traders has members who are best off?

U = x 1 2. 1 x 1 4. 2 x 1 4. What are the equilibrium relative prices of the three goods? traders has members who are best off? Chapter 7 General Equilibrium Exercise 7. Suppose there are 00 traders in a market all of whom behave as price takers. Suppose there are three goods and the traders own initially the following quantities:

More information

Fixed Point Theorems

Fixed Point Theorems Fixed Point Theorems Definition: Let X be a set and let T : X X be a function that maps X into itself. (Such a function is often called an operator, a transformation, or a transform on X, and the notation

More information

Finite Difference Approach to Option Pricing

Finite Difference Approach to Option Pricing Finite Difference Approach to Option Pricing February 998 CS5 Lab Note. Ordinary differential equation An ordinary differential equation, or ODE, is an equation of the form du = fut ( (), t) (.) dt where

More information

INTRODUCTION TO FLUID MECHANICS

INTRODUCTION TO FLUID MECHANICS INTRODUCTION TO FLUID MECHANICS SIXTH EDITION ROBERT W. FOX Purdue University ALAN T. MCDONALD Purdue University PHILIP J. PRITCHARD Manhattan College JOHN WILEY & SONS, INC. CONTENTS CHAPTER 1 INTRODUCTION

More information

FTS Real Time System Project: Using Options to Manage Price Risk

FTS Real Time System Project: Using Options to Manage Price Risk FTS Real Time System Project: Using Options to Manage Price Risk Question: How can you manage price risk using options? Introduction The option Greeks provide measures of sensitivity to price and volatility

More information

1 2 3 1 1 2 x = + x 2 + x 4 1 0 1

1 2 3 1 1 2 x = + x 2 + x 4 1 0 1 (d) If the vector b is the sum of the four columns of A, write down the complete solution to Ax = b. 1 2 3 1 1 2 x = + x 2 + x 4 1 0 0 1 0 1 2. (11 points) This problem finds the curve y = C + D 2 t which

More information

Math 2280 - Assignment 6

Math 2280 - Assignment 6 Math 2280 - Assignment 6 Dylan Zwick Spring 2014 Section 3.8-1, 3, 5, 8, 13 Section 4.1-1, 2, 13, 15, 22 Section 4.2-1, 10, 19, 28 1 Section 3.8 - Endpoint Problems and Eigenvalues 3.8.1 For the eigenvalue

More information

Two Correlated Proportions (McNemar Test)

Two Correlated Proportions (McNemar Test) Chapter 50 Two Correlated Proportions (Mcemar Test) Introduction This procedure computes confidence intervals and hypothesis tests for the comparison of the marginal frequencies of two factors (each with

More information

. Address the following issues in your solution:

. Address the following issues in your solution: CM 3110 COMSOL INSTRUCTIONS Faith Morrison and Maria Tafur Department of Chemical Engineering Michigan Technological University, Houghton, MI USA 22 November 2012 Zhichao Wang edits 21 November 2013 revised

More information

Viscous flow through pipes of various cross-sections

Viscous flow through pipes of various cross-sections IOP PUBLISHING Eur. J. Phys. 28 (2007 521 527 EUROPEAN JOURNAL OF PHYSICS doi:10.1088/0143-0807/28/3/014 Viscous flow through pipes of various cross-sections John Lekner School of Chemical and Physical

More information

2+2 Just type and press enter and the answer comes up ans = 4

2+2 Just type and press enter and the answer comes up ans = 4 Demonstration Red text = commands entered in the command window Black text = Matlab responses Blue text = comments 2+2 Just type and press enter and the answer comes up 4 sin(4)^2.5728 The elementary functions

More information

Numerical Methods for Solving Systems of Nonlinear Equations

Numerical Methods for Solving Systems of Nonlinear Equations Numerical Methods for Solving Systems of Nonlinear Equations by Courtney Remani A project submitted to the Department of Mathematical Sciences in conformity with the requirements for Math 4301 Honour s

More information

Solving DEs by Separation of Variables.

Solving DEs by Separation of Variables. Solving DEs by Separation of Variables. Introduction and procedure Separation of variables allows us to solve differential equations of the form The steps to solving such DEs are as follows: dx = gx).

More information

Applications of Second-Order Differential Equations

Applications of Second-Order Differential Equations Applications of Second-Order Differential Equations Second-order linear differential equations have a variety of applications in science and engineering. In this section we explore two of them: the vibration

More information

NUMERICAL ANALYSIS PROGRAMS

NUMERICAL ANALYSIS PROGRAMS NUMERICAL ANALYSIS PROGRAMS I. About the Program Disk This disk included with Numerical Analysis, Seventh Edition by Burden and Faires contains a C, FORTRAN, Maple, Mathematica, MATLAB, and Pascal program

More information

Lecture 11 Boundary Layers and Separation. Applied Computational Fluid Dynamics

Lecture 11 Boundary Layers and Separation. Applied Computational Fluid Dynamics Lecture 11 Boundary Layers and Separation Applied Computational Fluid Dynamics Instructor: André Bakker http://www.bakker.org André Bakker (2002-2006) Fluent Inc. (2002) 1 Overview Drag. The boundary-layer

More information

Roots of Equations (Chapters 5 and 6)

Roots of Equations (Chapters 5 and 6) Roots of Equations (Chapters 5 and 6) Problem: given f() = 0, find. In general, f() can be any function. For some forms of f(), analytical solutions are available. However, for other functions, we have

More information

Appendix H: Control System Computational Aids

Appendix H: Control System Computational Aids E1BAPP08 11/02/2010 11:56:59 Page 1 Appendix H: Control System Computational Aids H.1 Step Response of a System Represented in State Space In this section we will discuss how to obtain the step response

More information

Hydraulics Laboratory Experiment Report

Hydraulics Laboratory Experiment Report Hydraulics Laboratory Experiment Report Name: Ahmed Essam Mansour Section: "1", Monday 2-5 pm Title: Flow in open channel Date: 13 November-2006 Objectives: Calculate the Chezy and Manning coefficients

More information

Chapter 5. Methods for ordinary differential equations. 5.1 Initial-value problems

Chapter 5. Methods for ordinary differential equations. 5.1 Initial-value problems Chapter 5 Methods for ordinary differential equations 5.1 Initial-value problems Initial-value problems (IVP) are those for which the solution is entirely known at some time, say t = 0, and the question

More information

Calculus 1st Semester Final Review

Calculus 1st Semester Final Review Calculus st Semester Final Review Use the graph to find lim f ( ) (if it eists) 0 9 Determine the value of c so that f() is continuous on the entire real line if f ( ) R S T, c /, > 0 Find the limit: lim

More information

Managerial Economics

Managerial Economics Managerial Economics Unit 1: Demand Theory Rudolf Winter-Ebmer Johannes Kepler University Linz Winter Term 2012/13 Winter-Ebmer, Managerial Economics: Unit 1 - Demand Theory 1 / 54 OBJECTIVES Explain the

More information

Vectors. Objectives. Assessment. Assessment. Equations. Physics terms 5/15/14. State the definition and give examples of vector and scalar variables.

Vectors. Objectives. Assessment. Assessment. Equations. Physics terms 5/15/14. State the definition and give examples of vector and scalar variables. Vectors Objectives State the definition and give examples of vector and scalar variables. Analyze and describe position and movement in two dimensions using graphs and Cartesian coordinates. Organize and

More information

Orbits of the Lennard-Jones Potential

Orbits of the Lennard-Jones Potential Orbits of the Lennard-Jones Potential Prashanth S. Venkataram July 28, 2012 1 Introduction The Lennard-Jones potential describes weak interactions between neutral atoms and molecules. Unlike the potentials

More information

State Newton's second law of motion for a particle, defining carefully each term used.

State Newton's second law of motion for a particle, defining carefully each term used. 5 Question 1. [Marks 20] An unmarked police car P is, travelling at the legal speed limit, v P, on a straight section of highway. At time t = 0, the police car is overtaken by a car C, which is speeding

More information

2008 AP Calculus AB Multiple Choice Exam

2008 AP Calculus AB Multiple Choice Exam 008 AP Multiple Choice Eam Name 008 AP Calculus AB Multiple Choice Eam Section No Calculator Active AP Calculus 008 Multiple Choice 008 AP Calculus AB Multiple Choice Eam Section Calculator Active AP Calculus

More information

Good FORTRAN Programs

Good FORTRAN Programs Good FORTRAN Programs Nick West Postgraduate Computing Lectures Good Fortran 1 What is a Good FORTRAN Program? It Works May be ~ impossible to prove e.g. Operating system. Robust Can handle bad data e.g.

More information

Inflation. Chapter 8. 8.1 Money Supply and Demand

Inflation. Chapter 8. 8.1 Money Supply and Demand Chapter 8 Inflation This chapter examines the causes and consequences of inflation. Sections 8.1 and 8.2 relate inflation to money supply and demand. Although the presentation differs somewhat from that

More information

DERIVATIVES AS MATRICES; CHAIN RULE

DERIVATIVES AS MATRICES; CHAIN RULE DERIVATIVES AS MATRICES; CHAIN RULE 1. Derivatives of Real-valued Functions Let s first consider functions f : R 2 R. Recall that if the partial derivatives of f exist at the point (x 0, y 0 ), then we

More information

NEW YORK STATE TEACHER CERTIFICATION EXAMINATIONS

NEW YORK STATE TEACHER CERTIFICATION EXAMINATIONS NEW YORK STATE TEACHER CERTIFICATION EXAMINATIONS TEST DESIGN AND FRAMEWORK September 2014 Authorized for Distribution by the New York State Education Department This test design and framework document

More information

BANACH AND HILBERT SPACE REVIEW

BANACH AND HILBERT SPACE REVIEW BANACH AND HILBET SPACE EVIEW CHISTOPHE HEIL These notes will briefly review some basic concepts related to the theory of Banach and Hilbert spaces. We are not trying to give a complete development, but

More information

Cooling and Euler's Method

Cooling and Euler's Method Lesson 2: Cooling and Euler's Method 2.1 Applied Problem. Heat transfer in a mass is very important for a number of objects such as cooling of electronic parts or the fabrication of large beams. Although

More information

Unsteady Pressure Measurements

Unsteady Pressure Measurements Quite often the measurements of pressures has to be conducted in unsteady conditions. Typical cases are those of -the measurement of time-varying pressure (with periodic oscillations or step changes) -the

More information

High Speed Aerodynamics Prof. K. P. Sinhamahapatra Department of Aerospace Engineering Indian Institute of Technology, Kharagpur

High Speed Aerodynamics Prof. K. P. Sinhamahapatra Department of Aerospace Engineering Indian Institute of Technology, Kharagpur High Speed Aerodynamics Prof. K. P. Sinhamahapatra Department of Aerospace Engineering Indian Institute of Technology, Kharagpur Module No. # 01 Lecture No. # 06 One-dimensional Gas Dynamics (Contd.) We

More information

AN1200.04. Application Note: FCC Regulations for ISM Band Devices: 902-928 MHz. FCC Regulations for ISM Band Devices: 902-928 MHz

AN1200.04. Application Note: FCC Regulations for ISM Band Devices: 902-928 MHz. FCC Regulations for ISM Band Devices: 902-928 MHz AN1200.04 Application Note: FCC Regulations for ISM Band Devices: Copyright Semtech 2006 1 of 15 www.semtech.com 1 Table of Contents 1 Table of Contents...2 1.1 Index of Figures...2 1.2 Index of Tables...2

More information

The Heat Equation. Lectures INF2320 p. 1/88

The Heat Equation. Lectures INF2320 p. 1/88 The Heat Equation Lectures INF232 p. 1/88 Lectures INF232 p. 2/88 The Heat Equation We study the heat equation: u t = u xx for x (,1), t >, (1) u(,t) = u(1,t) = for t >, (2) u(x,) = f(x) for x (,1), (3)

More information

AP Calculus AB 2004 Free-Response Questions

AP Calculus AB 2004 Free-Response Questions AP Calculus AB 2004 Free-Response Questions The materials included in these files are intended for noncommercial use by AP teachers for course and exam preparation; permission for any other use must be

More information

Uncertainties of immunity measurements

Uncertainties of immunity measurements Uncertainties of immunity measurements DTI-NMSPU project R2.2b1 Details of chamber performance (radiated immunity) Details of chamber performance (radiated immunity) Details of chamber performance This

More information

Chapter 15 Collision Theory

Chapter 15 Collision Theory Chapter 15 Collision Theory 151 Introduction 1 15 Reference Frames Relative and Velocities 1 151 Center of Mass Reference Frame 15 Relative Velocities 3 153 Characterizing Collisions 5 154 One-Dimensional

More information

A QUICK GUIDE TO THE FORMULAS OF MULTIVARIABLE CALCULUS

A QUICK GUIDE TO THE FORMULAS OF MULTIVARIABLE CALCULUS A QUIK GUIDE TO THE FOMULAS OF MULTIVAIABLE ALULUS ontents 1. Analytic Geometry 2 1.1. Definition of a Vector 2 1.2. Scalar Product 2 1.3. Properties of the Scalar Product 2 1.4. Length and Unit Vectors

More information

Numerical Methods with Excel/VBA:

Numerical Methods with Excel/VBA: Numerical Methods with Excel/VBA: Many problems in Mathematics, Physics, Economics, etc can only be solved in very idealized situations in an exact analytical fashion. Even solvable problems can often

More information

Student name: Earlham College. Fall 2011 December 15, 2011

Student name: Earlham College. Fall 2011 December 15, 2011 Student name: Earlham College MATH 320: Differential Equations Final exam - In class part Fall 2011 December 15, 2011 Instructions: This is a regular closed-book test, and is to be taken without the use

More information

Programming Exercise 3: Multi-class Classification and Neural Networks

Programming Exercise 3: Multi-class Classification and Neural Networks Programming Exercise 3: Multi-class Classification and Neural Networks Machine Learning November 4, 2011 Introduction In this exercise, you will implement one-vs-all logistic regression and neural networks

More information

Manufacturing Equipment Modeling

Manufacturing Equipment Modeling QUESTION 1 For a linear axis actuated by an electric motor complete the following: a. Derive a differential equation for the linear axis velocity assuming viscous friction acts on the DC motor shaft, leadscrew,

More information

Nonlinear Algebraic Equations Example

Nonlinear Algebraic Equations Example Nonlinear Algebraic Equations Example Continuous Stirred Tank Reactor (CSTR). Look for steady state concentrations & temperature. s r (in) p,i (in) i In: N spieces with concentrations c, heat capacities

More information

Mechanics 1: Conservation of Energy and Momentum

Mechanics 1: Conservation of Energy and Momentum Mechanics : Conservation of Energy and Momentum If a certain quantity associated with a system does not change in time. We say that it is conserved, and the system possesses a conservation law. Conservation

More information