HANDOUT E.5 - EXAMPLES ON MODELLING OF TRANSLATIONAL MECHANICAL SYSTEMS

Size: px
Start display at page:

Download "HANDOUT E.5 - EXAMPLES ON MODELLING OF TRANSLATIONAL MECHANICAL SYSTEMS"

Transcription

1 MEEN 6 Parasura Leure 57 Augus 7 HANDOUT E5 - EAMPLES ON MODELLING OF TRANSLATIONAL MECHANICAL SYSTEMS A generalized proedure has been followed in all he eaples in his handou o derive he governing differenial equaions of oion Noe ha he ie dependene of all variables is ignored for all anipulaions Eaple : One DOF sse Consider he sse shown below Kineais sage In his sage he posiion veloi and he aeleraion of all he rigid bodies in he sse are defined In he above sse here is onl one rigid bod Le he displaeen oved b he bod fro he sai equilibriu posiion be equal o unis Then he veloi and he aeleraion of he bod is defined as respeivel This oplees he ineais sage ẏ and ẏ unis Kineis sage In his sage he Newon s seond law of oion whih saes ha he su of all he fores aing on he bod is equal o he produ of is ass and is aeleraion is applied o obain he final governing differenial equaion of oion Free bod diagra of he bod of ass

2 MEEN 6 Parasura Leure 57 Augus 7 Noe ha he gravi fore is no onsidered in he free bod diagra as he displaeen of he bod is onsidered fro he sai equilibriu posiion Hene he spring fore due o he iniial opression of he spring balanes he gravi fore Wriing he Newon s seond law of oion we have F a The blo does no ove in he -direion Equaion represens he governing differenial equaion of oion of he abovedefined sse Equaion an be rewrien as The generalized seond order differenial equaion is given b n n ζ ω ω where ζ is he daping raio and ω n is he naural frequen of he sse Coparing equaions and we have ζ ω ω n n Sae-spae represenaion Le he saes of he sse be defined as

3 MEEN 6 Parasura Leure 57 Augus 7 Fro he above relaions i an be onluded ha 5 Subsiuing he relaions given b equaion in equaion we have 6 Rewriing equaions 5 and 6 in ari fora we ge 7 If he oupu of he sse is he displaeen of he blo hen he oupu equaion an be wrien in he ari for as follows [ ] Y Y 8 Equaions 7 and 8 represen he sae-spae represenaion of he sse defined

4 MEEN 6 Parasura Leure 57 Augus 7 Eaple : Two DOF sse Consider he sse given below Noe: The ie dependene is ignored for all fuure anipulaions Kineais sage In his sage he posiion veloi and he aeleraion of all he rigid bodies are defined Fro he above figure i an be seen ha here are wo rigid bodies The oal nuber of degrees of freedo of he sse is wo The degrees of freedo of he sse are defined as he horizonal displaeen of he wo bodies of ass and Le he displaeen of he bodies of ass and be equal o and respeivel The veloi and aeleraion of he bod wih ass is given b and respeivel Siilarl he veloi and he aeleraion of he bod wih ass is and respeivel This oplees he ineais sage Kineis sage In his sage he Newon s seond law of oion is used o obain he final governing differenial equaion of oion To wrie he fore or he orque balane equaions we need o draw he free bod diagra of eah rigid bod Assue o be greaer han Free bod diagra of bod of ass g - N Wriing he Newon s seond law of oion whih saes ha he su of he fores aing on he bod us be equal o he produ of is ass and aeleraion

5 MEEN 6 Parasura Leure 57 Augus 7 F a 9 Siilarl F N a g where N is he reaion fore of he ground on he blo Noe ha he blo does no ove in he -direion and hene does no have an aeleraion in ha direion Free bod diagra of bod of ass g - N Wriing he Newon s seond law of oion for his bod we have F a F N a g where N is he reaion fore of he ground on he blo of ass Even in his ase he blo does no ove in he -direion and has no aeleraion in ha direion Equaions 9 and represen he governing equaion of oion for he sse defined Rewriing he equaions in he for of a ari we have 5

6 MEEN 6 Parasura Leure 57 Augus 7 The above equaion is of he for [ M] [ K][ ] where [M] is he ass ari [K] is he siffness ari and [] is he veor onaining he displaeens of he blos To alulae he Eigen values and Eigen veors Le he onsans in he above sse be defined as follows 5 Kg Kg N/ N/ N/ Therefore he ass and he siffness aries are M 5 K To obain he Eigen values and Eigen veors of he above sse use he following MATLAB ode % his ode alulaes he eigen values and eigen % veors assoiaed wih he defined sse [ ; 5]; [ -;- ]; [vd] eig wna sqrd The resul of he above ode is 6

7 MEEN 6 Parasura Leure 57 Augus 7 v d e * wna The diagonal eleens in he ari d represens he Eigen values of he sse and he orresponding olun veor in he ari v represens he Eigen veor assoiaed wih ha pariular Eigen value Also noe ha he naural frequen of he sse is defined as he square roo of he Eigen values The veor wna gives he naural frequen of he sse The phsial signifiane of he Eigen values and Eigen veors is eplained in deail in he handou on Eigen values and Eigen veors Sae-spae represenaion Le he saes of he sse be defined as Fro he above relaions he following equaions an be derived Subsiuing he relaions given b equaion in equaion 9 we ge 7

8 MEEN 6 Parasura Leure 57 Augus 7 8 Siilarl subsiuing he relaions given b equaion in equaion we ge 5 Rewriing equaions and 5 in ari fora we ge 6 If he oupu of he sse is he displaeen of he blo of ass hen he oupu equaion an be wrien in he ari fora as [ ] Y Y 7 Equaions 6 and 7 represen he sae-spae for of he above-defined sse

9 MEEN 6 Parasura Leure 57 Augus 7 Eaple : Base eiaion proble Consider he sse shown below in whih he base of he sse oves M Fe Noie ha he base of he sse oves b unis independen of he ass Bu in his ase we however now how he base oves as given b he haroni funion So in effe his is jus a one degree of freedo proble Tha is in oher words here are wo degrees of freedo for his sse bu ou of whih one degree of freedo is nown Kineais sage The posiion veloi and he aeleraion of he ass are oplees he ineais sage respeivel This Kineis sage Free bod diagra of he ass Noe ha he displaeens and in he sse are fro he sai equilibriu posiion Hene he spring fore due o he iniial opression of he spring will balane he gravi fore Wriing he Newon s fore balane equaion we have 9

10 MEEN 6 Parasura Leure 57 Augus 7 F a 8 Sine Fe F e Subsiuing he above relaions in equaion 8 we ge F e Fe F e 9 Equaion 9 represens he governing differenial equaion of oion for he sse in whih he base is eied wih a nown apliude and phase This equaion is siilar o ha of a fored one degree of freedo sse Sae-spae represenaion Le he saes of he sse be Fro he above relaions i ab be onluded ha Subsiuing he relaions given b equaion in equaion 9 we have F e where F F F e

11 MEEN 6 Parasura Leure 57 Augus 7 F Cobining equaions and in a ari fora we ge F If he oupu of he sse is he veloi of he ass hen he oupu equaion an be wrien in he ari fora as Y Y [ ] Equaions and represen he sae-spae for of he sse defined Eaple : The quarer-ar odel Consider he sse shown below Road surfae r Inerial referene

12 MEEN 6 Parasura Leure 57 Augus 7 The sse shown below is an approiaion of a suspension odel for one wheel of an auoobile The displaeens of he asses and are fro heir equilibriu posiions Kineais sage The veloi and aeleraion of he wo asses are given as respeivel Kineis sage Free bod diagra of he bod of ass r Noe ha he gravi fore is negleed as he spring fores due o he iniial opression of he springs balane he gravi fore Wriing he Newon s seond law of oion we ge F a r r 5 Free bod diagra of bod of ass

13 MEEN 6 Parasura Leure 57 Augus 7 Wriing he Newon s fore balane equaion we have 6 Equaions 5 and 6 represen he equaions of oion for he quarer ar odel Sae-spae represenaion Le he saes of he sse be defined as 7 The following wo equaions an be derived based on he above relaions 8 Subsiuing he relaions given b equaion 7 in equaion 5 we ge r r r 9 Siilarl subsiuing he relaions given b equaion 7 in equaion 6 we ge Rewriing equaions 8 9 and in ari fora we have

14 MEEN 6 Parasura Leure 57 Augus 7 r If he oupu of he sse is he displaeen of ass hen he oupu equaion an be epressed in he ari fora as Y [ ] Y Equaions and represen he sae-spae for of he sse defined

15 MEEN 6 Parasura Leure 57 Augus 7 Assignen Derive he differenial equaion of oion for he sse shown below F For he sse shown below derive he governing differenial equaion of oion Reoended Reading Feedba Conrol of Dnai Sses h Ediion b Gene F Franlin eal pp - 5 Reoended Assignen Feedba Conrol of Dnai Sses h Ediion b Gene F Franlin eal probles 8 5

Transient Analysis of First Order RC and RL circuits

Transient Analysis of First Order RC and RL circuits Transien Analysis of Firs Order and iruis The irui shown on Figure 1 wih he swih open is haraerized by a pariular operaing ondiion. Sine he swih is open, no urren flows in he irui (i=0) and v=0. The volage

More information

Chapter 7. Response of First-Order RL and RC Circuits

Chapter 7. Response of First-Order RL and RC Circuits Chaper 7. esponse of Firs-Order L and C Circuis 7.1. The Naural esponse of an L Circui 7.2. The Naural esponse of an C Circui 7.3. The ep esponse of L and C Circuis 7.4. A General oluion for ep and Naural

More information

The Transport Equation

The Transport Equation The Transpor Equaion Consider a fluid, flowing wih velociy, V, in a hin sraigh ube whose cross secion will be denoed by A. Suppose he fluid conains a conaminan whose concenraion a posiion a ime will be

More information

Endogenous Growth Practice Questions Course 14.451 Macro I TA: Todd Gormley, tgormley@mit.edu

Endogenous Growth Practice Questions Course 14.451 Macro I TA: Todd Gormley, tgormley@mit.edu Endogenous Grow Praie Quesions Course 4.45 Maro I TA: Todd Gormley, gormley@mi.edu Here are wo example quesions based on e endogenous grow models disussed by Marios in lass on Wednesday, Mar 9, 2005. Tey

More information

How to calculate effect sizes from published research: A simplified methodology

How to calculate effect sizes from published research: A simplified methodology WORK-LEARNING RESEARCH How o alulae effe sizes from published researh: A simplified mehodology Will Thalheimer Samanha Cook A Publiaion Copyrigh 2002 by Will Thalheimer All righs are reserved wih one exepion.

More information

Appendix A: Area. 1 Find the radius of a circle that has circumference 12 inches.

Appendix A: Area. 1 Find the radius of a circle that has circumference 12 inches. Appendi A: Area worked-ou s o Odd-Numbered Eercises Do no read hese worked-ou s before aemping o do he eercises ourself. Oherwise ou ma mimic he echniques shown here wihou undersanding he ideas. Bes wa

More information

Differential Equations and Linear Superposition

Differential Equations and Linear Superposition Differenial Equaions and Linear Superposiion Basic Idea: Provide soluion in closed form Like Inegraion, no general soluions in closed form Order of equaion: highes derivaive in equaion e.g. dy d dy 2 y

More information

Economics Honors Exam 2008 Solutions Question 5

Economics Honors Exam 2008 Solutions Question 5 Economics Honors Exam 2008 Soluions Quesion 5 (a) (2 poins) Oupu can be decomposed as Y = C + I + G. And we can solve for i by subsiuing in equaions given in he quesion, Y = C + I + G = c 0 + c Y D + I

More information

Newton s Laws of Motion

Newton s Laws of Motion Newon s Laws of Moion MS4414 Theoreical Mechanics Firs Law velociy. In he absence of exernal forces, a body moves in a sraigh line wih consan F = 0 = v = cons. Khan Academy Newon I. Second Law body. The

More information

1. y 5y + 6y = 2e t Solution: Characteristic equation is r 2 5r +6 = 0, therefore r 1 = 2, r 2 = 3, and y 1 (t) = e 2t,

1. y 5y + 6y = 2e t Solution: Characteristic equation is r 2 5r +6 = 0, therefore r 1 = 2, r 2 = 3, and y 1 (t) = e 2t, Homework6 Soluions.7 In Problem hrough 4 use he mehod of variaion of parameers o find a paricular soluion of he given differenial equaion. Then check your answer by using he mehod of undeermined coeffiens..

More information

cooking trajectory boiling water B (t) microwave 0 2 4 6 8 101214161820 time t (mins)

cooking trajectory boiling water B (t) microwave 0 2 4 6 8 101214161820 time t (mins) Alligaor egg wih calculus We have a large alligaor egg jus ou of he fridge (1 ) which we need o hea o 9. Now here are wo accepable mehods for heaing alligaor eggs, one is o immerse hem in boiling waer

More information

Mathematics in Pharmacokinetics What and Why (A second attempt to make it clearer)

Mathematics in Pharmacokinetics What and Why (A second attempt to make it clearer) Mahemaics in Pharmacokineics Wha and Why (A second aemp o make i clearer) We have used equaions for concenraion () as a funcion of ime (). We will coninue o use hese equaions since he plasma concenraions

More information

Special Relativity Being from Misunderstanding of Principle of Constant Speed of Light

Special Relativity Being from Misunderstanding of Principle of Constant Speed of Light Speial Relaii Being from Misundersanding of riniple of Consan Speed of Ligh Li ifeng Yanshan Uniersi Qinhuangdao Hebei 066004 China Absra Inrodues basi hpoheses and basi iewpoin of spae-ime in speial relaii.

More information

Voltage level shifting

Voltage level shifting rek Applicaion Noe Number 1 r. Maciej A. Noras Absrac A brief descripion of volage shifing circuis. 1 Inroducion In applicaions requiring a unipolar A volage signal, he signal may be delivered from a bi-polar

More information

Inductance and Transient Circuits

Inductance and Transient Circuits Chaper H Inducance and Transien Circuis Blinn College - Physics 2426 - Terry Honan As a consequence of Faraday's law a changing curren hrough one coil induces an EMF in anoher coil; his is known as muual

More information

WHAT ARE OPTION CONTRACTS?

WHAT ARE OPTION CONTRACTS? WHAT ARE OTION CONTRACTS? By rof. Ashok anekar An oion conrac is a derivaive which gives he righ o he holder of he conrac o do 'Somehing' bu wihou he obligaion o do ha 'Somehing'. The 'Somehing' can be

More information

PHYSICS 151 Notes for Online Lecture 2.2

PHYSICS 151 Notes for Online Lecture 2.2 PHYSICS 151 otes for Online Lecture. A free-bod diagra is a wa to represent all of the forces that act on a bod. A free-bod diagra akes solving ewton s second law for a given situation easier, because

More information

17 Laplace transform. Solving linear ODE with piecewise continuous right hand sides

17 Laplace transform. Solving linear ODE with piecewise continuous right hand sides 7 Laplace ransform. Solving linear ODE wih piecewise coninuous righ hand sides In his lecure I will show how o apply he Laplace ransform o he ODE Ly = f wih piecewise coninuous f. Definiion. A funcion

More information

Internet Appendix to Product Market Competition, Insider Trading and Stock Market Efficiency *

Internet Appendix to Product Market Competition, Insider Trading and Stock Market Efficiency * Inerne Appendix o Produc Marke Copeiion, Insider Trading and Sock Marke Efficiency * In his appendix, we verify ha our resuls are robus o a nuber of changes. We firs confir ha hey are insensiive o he definiion

More information

11/6/2013. Chapter 14: Dynamic AD-AS. Introduction. Introduction. Keeping track of time. The model s elements

11/6/2013. Chapter 14: Dynamic AD-AS. Introduction. Introduction. Keeping track of time. The model s elements Inroducion Chaper 14: Dynamic D-S dynamic model of aggregae and aggregae supply gives us more insigh ino how he economy works in he shor run. I is a simplified version of a DSGE model, used in cuing-edge

More information

CHARGE AND DISCHARGE OF A CAPACITOR

CHARGE AND DISCHARGE OF A CAPACITOR REFERENCES RC Circuis: Elecrical Insrumens: Mos Inroducory Physics exs (e.g. A. Halliday and Resnick, Physics ; M. Sernheim and J. Kane, General Physics.) This Laboraory Manual: Commonly Used Insrumens:

More information

4 Convolution. Recommended Problems. x2[n] 1 2[n]

4 Convolution. Recommended Problems. x2[n] 1 2[n] 4 Convoluion Recommended Problems P4.1 This problem is a simple example of he use of superposiion. Suppose ha a discree-ime linear sysem has oupus y[n] for he given inpus x[n] as shown in Figure P4.1-1.

More information

MTH6121 Introduction to Mathematical Finance Lesson 5

MTH6121 Introduction to Mathematical Finance Lesson 5 26 MTH6121 Inroducion o Mahemaical Finance Lesson 5 Conens 2.3 Brownian moion wih drif........................... 27 2.4 Geomeric Brownian moion........................... 28 2.5 Convergence of random

More information

AP Calculus AB 2013 Scoring Guidelines

AP Calculus AB 2013 Scoring Guidelines AP Calculus AB 1 Scoring Guidelines The College Board The College Board is a mission-driven no-for-profi organizaion ha connecs sudens o college success and opporuniy. Founded in 19, he College Board was

More information

1 HALF-LIFE EQUATIONS

1 HALF-LIFE EQUATIONS R.L. Hanna Page HALF-LIFE EQUATIONS The basic equaion ; he saring poin ; : wrien for ime: x / where fracion of original maerial and / number of half-lives, and / log / o calculae he age (# ears): age (half-life)

More information

Name: Algebra II Review for Quiz #13 Exponential and Logarithmic Functions including Modeling

Name: Algebra II Review for Quiz #13 Exponential and Logarithmic Functions including Modeling Name: Algebra II Review for Quiz #13 Exponenial and Logarihmic Funcions including Modeling TOPICS: -Solving Exponenial Equaions (The Mehod of Common Bases) -Solving Exponenial Equaions (Using Logarihms)

More information

Return Calculation of U.S. Treasury Constant Maturity Indices

Return Calculation of U.S. Treasury Constant Maturity Indices Reurn Calculaion of US Treasur Consan Mauri Indices Morningsar Mehodolog Paper Sepeber 30 008 008 Morningsar Inc All righs reserved The inforaion in his docuen is he proper of Morningsar Inc Reproducion

More information

Can Blog Communication Dynamics be correlated with Stock Market Activity? Munmun De Choudhury Hari Sundaram Ajita John Dorée Duncan Seligmann

Can Blog Communication Dynamics be correlated with Stock Market Activity? Munmun De Choudhury Hari Sundaram Ajita John Dorée Duncan Seligmann Can Blog Communiaion Dynamis be orrelaed wih Sok Marke Aiviy? Munmun De Choudhury Hari Sundaram Ajia John Dorée Dunan Seligmann Ars Media & Engineering Arizona Sae Universiy Collaboraive Appliaions Researh

More information

Signal Processing and Linear Systems I

Signal Processing and Linear Systems I Sanford Universiy Summer 214-215 Signal Processing and Linear Sysems I Lecure 5: Time Domain Analysis of Coninuous Time Sysems June 3, 215 EE12A:Signal Processing and Linear Sysems I; Summer 14-15, Gibbons

More information

Option Put-Call Parity Relations When the Underlying Security Pays Dividends

Option Put-Call Parity Relations When the Underlying Security Pays Dividends Inernaional Journal of Business and conomics, 26, Vol. 5, No. 3, 225-23 Opion Pu-all Pariy Relaions When he Underlying Securiy Pays Dividends Weiyu Guo Deparmen of Finance, Universiy of Nebraska Omaha,

More information

4. International Parity Conditions

4. International Parity Conditions 4. Inernaional ariy ondiions 4.1 urchasing ower ariy he urchasing ower ariy ( heory is one of he early heories of exchange rae deerminaion. his heory is based on he concep ha he demand for a counry's currency

More information

Stochastic Optimal Control Problem for Life Insurance

Stochastic Optimal Control Problem for Life Insurance Sochasic Opimal Conrol Problem for Life Insurance s. Basukh 1, D. Nyamsuren 2 1 Deparmen of Economics and Economerics, Insiue of Finance and Economics, Ulaanbaaar, Mongolia 2 School of Mahemaics, Mongolian

More information

RC (Resistor-Capacitor) Circuits. AP Physics C

RC (Resistor-Capacitor) Circuits. AP Physics C (Resisor-Capacior Circuis AP Physics C Circui Iniial Condiions An circui is one where you have a capacior and resisor in he same circui. Suppose we have he following circui: Iniially, he capacior is UNCHARGED

More information

PROFIT TEST MODELLING IN LIFE ASSURANCE USING SPREADSHEETS PART ONE

PROFIT TEST MODELLING IN LIFE ASSURANCE USING SPREADSHEETS PART ONE Profi Tes Modelling in Life Assurance Using Spreadshees PROFIT TEST MODELLING IN LIFE ASSURANCE USING SPREADSHEETS PART ONE Erik Alm Peer Millingon 2004 Profi Tes Modelling in Life Assurance Using Spreadshees

More information

A Re-examination of the Joint Mortality Functions

A Re-examination of the Joint Mortality Functions Norh merican cuarial Journal Volume 6, Number 1, p.166-170 (2002) Re-eaminaion of he Join Morali Funcions bsrac. Heekung Youn, rkad Shemakin, Edwin Herman Universi of S. Thomas, Sain Paul, MN, US Morali

More information

Technical Appendix to Risk, Return, and Dividends

Technical Appendix to Risk, Return, and Dividends Technical Appendix o Risk, Reurn, and Dividends Andrew Ang Columbia Universiy and NBER Jun Liu UC San Diego This Version: 28 Augus, 2006 Columbia Business School, 3022 Broadway 805 Uris, New York NY 10027,

More information

Lecture 24: Spinodal Decomposition: Part 3: kinetics of the

Lecture 24: Spinodal Decomposition: Part 3: kinetics of the Leture 4: Spinodal Deoposition: Part 3: kinetis of the oposition flutuation Today s topis Diffusion kinetis of spinodal deoposition in ters of the onentration (oposition) flutuation as a funtion of tie:

More information

Answer, Key Homework 2 David McIntyre 45123 Mar 25, 2004 1

Answer, Key Homework 2 David McIntyre 45123 Mar 25, 2004 1 Answer, Key Homework 2 Daid McInyre 4123 Mar 2, 2004 1 This prin-ou should hae 1 quesions. Muliple-choice quesions may coninue on he ne column or page find all choices before making your selecion. The

More information

Differential Equations. Solving for Impulse Response. Linear systems are often described using differential equations.

Differential Equations. Solving for Impulse Response. Linear systems are often described using differential equations. Differenial Equaions Linear sysems are ofen described using differenial equaions. For example: d 2 y d 2 + 5dy + 6y f() d where f() is he inpu o he sysem and y() is he oupu. We know how o solve for y given

More information

How To Calculate Price Elasiciy Per Capia Per Capi

How To Calculate Price Elasiciy Per Capia Per Capi Price elasiciy of demand for crude oil: esimaes for 23 counries John C.B. Cooper Absrac This paper uses a muliple regression model derived from an adapaion of Nerlove s parial adjusmen model o esimae boh

More information

Chapter 4: Exponential and Logarithmic Functions

Chapter 4: Exponential and Logarithmic Functions Chaper 4: Eponenial and Logarihmic Funcions Secion 4.1 Eponenial Funcions... 15 Secion 4. Graphs of Eponenial Funcions... 3 Secion 4.3 Logarihmic Funcions... 4 Secion 4.4 Logarihmic Properies... 53 Secion

More information

ON THE PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS IN GAUSSIAN FINANCIAL ENVIRONMENT

ON THE PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS IN GAUSSIAN FINANCIAL ENVIRONMENT Teor Imov r.amaem.sais. Theor. Probabiliy and Mah. Sais. Vip. 7, 24 No. 7, 25, Pages 15 111 S 94-9(5)634-4 Aricle elecronically published on Augus 12, 25 ON THE PRICING OF EQUITY-LINKED LIFE INSURANCE

More information

AP Calculus AB 2010 Scoring Guidelines

AP Calculus AB 2010 Scoring Guidelines AP Calculus AB 1 Scoring Guidelines The College Board The College Board is a no-for-profi membership associaion whose mission is o connec sudens o college success and opporuniy. Founded in 1, he College

More information

A Multi-factor Jump-Diffusion Model for Commodities 1

A Multi-factor Jump-Diffusion Model for Commodities 1 A Muli-facor Jup-Diffusion Model for Coodiies JOHN CROSBY Lloyds SB Financial Markes, nd floor, Gresha Sree, London ECV 7AE Eail address: johnc5@yahoo.co h July 5, revised 7 h Ocober 6 Acknowledgeens:

More information

2.5 Life tables, force of mortality and standard life insurance products

2.5 Life tables, force of mortality and standard life insurance products Soluions 5 BS4a Acuarial Science Oford MT 212 33 2.5 Life ables, force of moraliy and sandard life insurance producs 1. (i) n m q represens he probabiliy of deah of a life currenly aged beween ages + n

More information

Second Order Linear Differential Equations

Second Order Linear Differential Equations Second Order Linear Differenial Equaions Second order linear equaions wih consan coefficiens; Fundamenal soluions; Wronskian; Exisence and Uniqueness of soluions; he characerisic equaion; soluions of homogeneous

More information

Signal Rectification

Signal Rectification 9/3/25 Signal Recificaion.doc / Signal Recificaion n imporan applicaion of juncion diodes is signal recificaion. here are wo ypes of signal recifiers, half-wae and fullwae. Le s firs consider he ideal

More information

Random Walk in 1-D. 3 possible paths x vs n. -5 For our random walk, we assume the probabilities p,q do not depend on time (n) - stationary

Random Walk in 1-D. 3 possible paths x vs n. -5 For our random walk, we assume the probabilities p,q do not depend on time (n) - stationary Random Walk in -D Random walks appear in many cones: diffusion is a random walk process undersanding buffering, waiing imes, queuing more generally he heory of sochasic processes gambling choosing he bes

More information

The Euro. Optimal Currency Areas. The Problem. The Euro. The Proposal. The Proposal

The Euro. Optimal Currency Areas. The Problem. The Euro. The Proposal. The Proposal The Euro E Opial Currency Areas ( σ ( r The Euro is an exaple of a currency union. The naions abandoned independen oneary auhoriy o ge a coon currency. Lecures in Macroeconoics- Charles W. Upon Opial Currency

More information

Morningstar Investor Return

Morningstar Investor Return Morningsar Invesor Reurn Morningsar Mehodology Paper Augus 31, 2010 2010 Morningsar, Inc. All righs reserved. The informaion in his documen is he propery of Morningsar, Inc. Reproducion or ranscripion

More information

Part II Converter Dynamics and Control

Part II Converter Dynamics and Control Par II onverer Dynamics and onrol 7. A equivalen circui modeling 8. onverer ransfer funcions 9. onroller design 1. Inpu filer design 11. A and D equivalen circui modeling of he disconinuous conducion mode

More information

AP Calculus AB 2007 Scoring Guidelines

AP Calculus AB 2007 Scoring Guidelines AP Calculus AB 7 Scoring Guidelines The College Board: Connecing Sudens o College Success The College Board is a no-for-profi membership associaion whose mission is o connec sudens o college success and

More information

PRICING CDS INDEX OPTIONS UNDER INCOMPLETE INFORMATION

PRICING CDS INDEX OPTIONS UNDER INCOMPLETE INFORMATION PRICING CDS INDEX OPTIONS UNDER INCOMPLETE INFORMATION ALEXANDER HERBERTSSON AND RÜDIGER FREY Absrac. We derive pracical forulas for CDS index spreads in a credi risk odel under incoplee inforaion. The

More information

Suggested Reading. Signals and Systems 4-2

Suggested Reading. Signals and Systems 4-2 4 Convoluion In Lecure 3 we inroduced and defined a variey of sysem properies o which we will make frequen reference hroughou he course. Of paricular imporance are he properies of lineariy and ime invariance,

More information

AP Calculus BC 2010 Scoring Guidelines

AP Calculus BC 2010 Scoring Guidelines AP Calculus BC Scoring Guidelines The College Board The College Board is a no-for-profi membership associaion whose mission is o connec sudens o college success and opporuniy. Founded in, he College Board

More information

Module 4. Single-phase AC circuits. Version 2 EE IIT, Kharagpur

Module 4. Single-phase AC circuits. Version 2 EE IIT, Kharagpur Module 4 Single-phase A circuis ersion EE T, Kharagpur esson 5 Soluion of urren in A Series and Parallel ircuis ersion EE T, Kharagpur n he las lesson, wo poins were described:. How o solve for he impedance,

More information

Research on Inventory Sharing and Pricing Strategy of Multichannel Retailer with Channel Preference in Internet Environment

Research on Inventory Sharing and Pricing Strategy of Multichannel Retailer with Channel Preference in Internet Environment Vol. 7, No. 6 (04), pp. 365-374 hp://dx.doi.org/0.457/ijhi.04.7.6.3 Research on Invenory Sharing and Pricing Sraegy of Mulichannel Reailer wih Channel Preference in Inerne Environmen Hanzong Li College

More information

Pulse-Width Modulation Inverters

Pulse-Width Modulation Inverters SECTION 3.6 INVERTERS 189 Pulse-Widh Modulaion Inverers Pulse-widh modulaion is he process of modifying he widh of he pulses in a pulse rain in direc proporion o a small conrol signal; he greaer he conrol

More information

Present Value Methodology

Present Value Methodology Presen Value Mehodology Econ 422 Invesmen, Capial & Finance Universiy of Washingon Eric Zivo Las updaed: April 11, 2010 Presen Value Concep Wealh in Fisher Model: W = Y 0 + Y 1 /(1+r) The consumer/producer

More information

Lectures # 5 and 6: The Prime Number Theorem.

Lectures # 5 and 6: The Prime Number Theorem. Lecures # 5 and 6: The Prime Number Theorem Noah Snyder July 8, 22 Riemann s Argumen Riemann used his analyically coninued ζ-funcion o skech an argumen which would give an acual formula for π( and sugges

More information

GNSS software receiver sampling noise and clock jitter performance and impact analysis

GNSS software receiver sampling noise and clock jitter performance and impact analysis Inernaional Global Navigaion Saellie Sysems Soiey IGNSS Symposium 3 Ourigger Gold Coas, Qld Ausralia 6-8 July, 3 GNSS sofware reeiver sampling noise and lok performane and impa analysis Chen JianYun ()

More information

A Note on Using the Svensson procedure to estimate the risk free rate in corporate valuation

A Note on Using the Svensson procedure to estimate the risk free rate in corporate valuation A Noe on Using he Svensson procedure o esimae he risk free rae in corporae valuaion By Sven Arnold, Alexander Lahmann and Bernhard Schwezler Ocober 2011 1. The risk free ineres rae in corporae valuaion

More information

Chapter 8: Regression with Lagged Explanatory Variables

Chapter 8: Regression with Lagged Explanatory Variables Chaper 8: Regression wih Lagged Explanaory Variables Time series daa: Y for =1,..,T End goal: Regression model relaing a dependen variable o explanaory variables. Wih ime series new issues arise: 1. One

More information

The Torsion of Thin, Open Sections

The Torsion of Thin, Open Sections EM 424: Torsion of hin secions 26 The Torsion of Thin, Open Secions The resuls we obained for he orsion of a hin recangle can also be used be used, wih some qualificaions, for oher hin open secions such

More information

Capacitors and inductors

Capacitors and inductors Capaciors and inducors We coninue wih our analysis of linear circuis by inroducing wo new passive and linear elemens: he capacior and he inducor. All he mehods developed so far for he analysis of linear

More information

Optimal Investment and Consumption Decision of Family with Life Insurance

Optimal Investment and Consumption Decision of Family with Life Insurance Opimal Invesmen and Consumpion Decision of Family wih Life Insurance Minsuk Kwak 1 2 Yong Hyun Shin 3 U Jin Choi 4 6h World Congress of he Bachelier Finance Sociey Torono, Canada June 25, 2010 1 Speaker

More information

DYNAMIC MODELS FOR VALUATION OF WRONGFUL DEATH PAYMENTS

DYNAMIC MODELS FOR VALUATION OF WRONGFUL DEATH PAYMENTS DYNAMIC MODELS FOR VALUATION OF WRONGFUL DEATH PAYMENTS Hong Mao, Shanghai Second Polyechnic Universiy Krzyszof M. Osaszewski, Illinois Sae Universiy Youyu Zhang, Fudan Universiy ABSTRACT Liigaion, exper

More information

Hedging with Forwards and Futures

Hedging with Forwards and Futures Hedging wih orwards and uures Hedging in mos cases is sraighforward. You plan o buy 10,000 barrels of oil in six monhs and you wish o eliminae he price risk. If you ake he buy-side of a forward/fuures

More information

HW 2. Q v. kt Step 1: Calculate N using one of two equivalent methods. Problem 4.2. a. To Find:

HW 2. Q v. kt Step 1: Calculate N using one of two equivalent methods. Problem 4.2. a. To Find: HW 2 Proble 4.2 a. To Find: Nuber of vacancies per cubic eter at a given teperature. b. Given: T 850 degrees C 1123 K Q v 1.08 ev/ato Density of Fe ( ρ ) 7.65 g/cc Fe toic weight of iron ( c. ssuptions:

More information

HUT, TUT, LUT, OU, ÅAU / Engineering departments Entrance examination in mathematics May 25, 2004

HUT, TUT, LUT, OU, ÅAU / Engineering departments Entrance examination in mathematics May 25, 2004 HUT, TUT, LUT, OU, ÅAU / Engineeing depamens Enane examinaion in mahemais May 5, 4 Insuions. Reseve a sepaae page fo eah poblem. Give you soluions in a lea fom inluding inemediae seps. Wie a lean opy of

More information

The Derivative of a Constant is Zero

The Derivative of a Constant is Zero Sme Simple Algrihms fr Calculaing Derivaives The Derivaive f a Cnsan is Zer Suppse we are l ha x x where x is a cnsan an x represens he psiin f an bjec n a sraigh line pah, in her wrs, he isance ha he

More information

Risk Modelling of Collateralised Lending

Risk Modelling of Collateralised Lending Risk Modelling of Collaeralised Lending Dae: 4-11-2008 Number: 8/18 Inroducion This noe explains how i is possible o handle collaeralised lending wihin Risk Conroller. The approach draws on he faciliies

More information

Permutations and Combinations

Permutations and Combinations Permuaions and Combinaions Combinaorics Copyrigh Sandards 006, Tes - ANSWERS Barry Mabillard. 0 www.mah0s.com 1. Deermine he middle erm in he expansion of ( a b) To ge he k-value for he middle erm, divide

More information

Relationship between stock index and increments of stock market trading accounts

Relationship between stock index and increments of stock market trading accounts Relaionship beween sock index and increens of sock arke rading accouns Zhenlong Zheng, Yangshu Liu Zhenlong Zheng, a professor fro Deparen of Finance, Xiaen Universiy, Xiaen, Fujian, 6005, China. E-ail:

More information

Differential Equations

Differential Equations 31 C H A P T E R Differenial Equaions Change is inrinsic in he universe and in he world around us; he world is in moion. Aemps o undersand and predic change ofen involve creaing models reflecing raes of

More information

Time Series Analysis Using SAS R Part I The Augmented Dickey-Fuller (ADF) Test

Time Series Analysis Using SAS R Part I The Augmented Dickey-Fuller (ADF) Test ABSTRACT Time Series Analysis Using SAS R Par I The Augmened Dickey-Fuller (ADF) Tes By Ismail E. Mohamed The purpose of his series of aricles is o discuss SAS programming echniques specifically designed

More information

Estimation of Point Rainfall Frequencies

Estimation of Point Rainfall Frequencies Me Éireann Irish Meeorologial Servie Tehnial Noe 6 Esimaion of Poin Rainfall requenies D.L. izgerald Me Éireann, Glasnevin Hill, Dublin 9, Ireland UDC: 55.577.37 45 Oober, 2007 ISSN 393-905X ESTIMATION

More information

Dependent Interest and Transition Rates in Life Insurance

Dependent Interest and Transition Rates in Life Insurance Dependen Ineres and ransiion Raes in Life Insurance Krisian Buchard Universiy of Copenhagen and PFA Pension January 28, 2013 Absrac In order o find marke consisen bes esimaes of life insurance liabiliies

More information

I. Basic Concepts (Ch. 1-4)

I. Basic Concepts (Ch. 1-4) (Ch. 1-4) A. Real vs. Financial Asses (Ch 1.2) Real asses (buildings, machinery, ec.) appear on he asse side of he balance shee. Financial asses (bonds, socks) appear on boh sides of he balance shee. Creaing

More information

9. Capacitor and Resistor Circuits

9. Capacitor and Resistor Circuits ElecronicsLab9.nb 1 9. Capacior and Resisor Circuis Inroducion hus far we have consider resisors in various combinaions wih a power supply or baery which provide a consan volage source or direc curren

More information

Why Did the Demand for Cash Decrease Recently in Korea?

Why Did the Demand for Cash Decrease Recently in Korea? Why Did he Demand for Cash Decrease Recenly in Korea? Byoung Hark Yoo Bank of Korea 26. 5 Absrac We explores why cash demand have decreased recenly in Korea. The raio of cash o consumpion fell o 4.7% in

More information

Astable multivibrator using the 555 IC.(10)

Astable multivibrator using the 555 IC.(10) Visi hp://elecronicsclub.cjb.ne for more resources THE 555 IC TIMER The 555 IC TIMER.(2) Monosable mulivibraor using he 555 IC imer...() Design Example 1 wih Mulisim 2001 ools and graphs..(8) Lile descripion

More information

Steps for D.C Analysis of MOSFET Circuits

Steps for D.C Analysis of MOSFET Circuits 10/22/2004 Seps for DC Analysis of MOSFET Circuis.doc 1/7 Seps for D.C Analysis of MOSFET Circuis To analyze MOSFET circui wih D.C. sources, we mus follow hese five seps: 1. ASSUME an operaing mode 2.

More information

Cointegration: The Engle and Granger approach

Cointegration: The Engle and Granger approach Coinegraion: The Engle and Granger approach Inroducion Generally one would find mos of he economic variables o be non-saionary I(1) variables. Hence, any equilibrium heories ha involve hese variables require

More information

Insights into the Market Impact of Different Investment Styles

Insights into the Market Impact of Different Investment Styles Insighs ino he Marke Ipa of Differen Invesen Syles Ron Bird a*, Lorenzo Casavehia a, aul Woolley b The aul Woolley Cenre @ UTS Working aper Series May 2008 a The aul Woolley Cenre for Capial Marke Dysfunionaliy,

More information

The Kinetics of the Stock Markets

The Kinetics of the Stock Markets Asia Pacific Managemen Review (00) 7(1), 1-4 The Kineics of he Sock Markes Hsinan Hsu * and Bin-Juin Lin ** (received July 001; revision received Ocober 001;acceped November 001) This paper applies he

More information

PRESSURE BUILDUP. Figure 1: Schematic of an ideal buildup test

PRESSURE BUILDUP. Figure 1: Schematic of an ideal buildup test Tom Aage Jelmer NTNU Dearmen of Peroleum Engineering and Alied Geohysics PRESSURE BUILDUP I is difficul o kee he rae consan in a roducing well. This is no an issue in a buildu es since he well is closed.

More information

1 A B C D E F G H I J K L M N O P Q R S { U V W X Y Z 1 A B C D E F G H I J K L M N O P Q R S { U V W X Y Z

1 A B C D E F G H I J K L M N O P Q R S { U V W X Y Z 1 A B C D E F G H I J K L M N O P Q R S { U V W X Y Z o ffix uden abel ere uden ame chool ame isric ame/ ender emale ale onh ay ear ae of irh an eb ar pr ay un ul ug ep c ov ec as ame irs ame lace he uden abel ere ae uden denifier chool se nly rined in he

More information

Research and application of estimation method for software cost estimation based on Putnam model

Research and application of estimation method for software cost estimation based on Putnam model Available online www.jocpr.co Journal of Cheical an Pharaceuical Research, 014, 6(7:617-66 Research Aricle ISSN : 0975-784 COEN(USA : JCPRC5 Research an applicaion of esiaion eho for sofware cos esiaion

More information

A Puzzle of Card Payment Pricing: Why Are Merchants Still Accepting Card Payments? Fumiko Hayashi 1. December 28, 2004

A Puzzle of Card Payment Pricing: Why Are Merchants Still Accepting Card Payments? Fumiko Hayashi 1. December 28, 2004 Puzzle o Card Payen Priing: Why re Merhans Sill eing Card Payens? Fuiko Hayashi eeber 8, 4 Payens Syse Researh, Federal Reserve Bank o Kansas Ciy Working Paer WP4- Preliinary: Please do no ie or quoe wihou

More information

Module 3. R-L & R-C Transients. Version 2 EE IIT, Kharagpur

Module 3. R-L & R-C Transients. Version 2 EE IIT, Kharagpur Module 3 - & -C Transiens esson 0 Sudy of DC ransiens in - and -C circuis Objecives Definiion of inducance and coninuiy condiion for inducors. To undersand he rise or fall of curren in a simple series

More information

Full-wave rectification, bulk capacitor calculations Chris Basso January 2009

Full-wave rectification, bulk capacitor calculations Chris Basso January 2009 ull-wave recificaion, bulk capacior calculaions Chris Basso January 9 This shor paper shows how o calculae he bulk capacior value based on ripple specificaions and evaluae he rms curren ha crosses i. oal

More information

Measuring macroeconomic volatility Applications to export revenue data, 1970-2005

Measuring macroeconomic volatility Applications to export revenue data, 1970-2005 FONDATION POUR LES ETUDES ET RERS LE DEVELOPPEMENT INTERNATIONAL Measuring macroeconomic volailiy Applicaions o expor revenue daa, 1970-005 by Joël Cariolle Policy brief no. 47 March 01 The FERDI is a

More information

The Greek financial crisis: growing imbalances and sovereign spreads. Heather D. Gibson, Stephan G. Hall and George S. Tavlas

The Greek financial crisis: growing imbalances and sovereign spreads. Heather D. Gibson, Stephan G. Hall and George S. Tavlas The Greek financial crisis: growing imbalances and sovereign spreads Heaher D. Gibson, Sephan G. Hall and George S. Tavlas The enry The enry of Greece ino he Eurozone in 2001 produced a dividend in he

More information

Answer, Key Homework 7 David McIntyre 45123 Mar 25, 2004 1

Answer, Key Homework 7 David McIntyre 45123 Mar 25, 2004 1 Answer, Key Hoework 7 David McIntyre 453 Mar 5, 004 This print-out should have 4 questions. Multiple-choice questions ay continue on the next colun or page find all choices before aking your selection.

More information

Fourier Series and Fourier Transform

Fourier Series and Fourier Transform Fourier Series and Fourier ransform Complex exponenials Complex version of Fourier Series ime Shifing, Magniude, Phase Fourier ransform Copyrigh 2007 by M.H. Perro All righs reserved. 6.082 Spring 2007

More information

Forecasting Sales: A Model and Some Evidence from the Retail Industry. Russell Lundholm Sarah McVay Taylor Randall

Forecasting Sales: A Model and Some Evidence from the Retail Industry. Russell Lundholm Sarah McVay Taylor Randall Forecasing Sales: A odel and Some Evidence from he eail Indusry ussell Lundholm Sarah cvay aylor andall Why forecas financial saemens? Seems obvious, bu wo common criicisms: Who cares, can we can look

More information

Journal Of Business & Economics Research September 2005 Volume 3, Number 9

Journal Of Business & Economics Research September 2005 Volume 3, Number 9 Opion Pricing And Mone Carlo Simulaions George M. Jabbour, (Email: jabbour@gwu.edu), George Washingon Universiy Yi-Kang Liu, (yikang@gwu.edu), George Washingon Universiy ABSTRACT The advanage of Mone Carlo

More information

Usefulness of the Forward Curve in Forecasting Oil Prices

Usefulness of the Forward Curve in Forecasting Oil Prices Usefulness of he Forward Curve in Forecasing Oil Prices Akira Yanagisawa Leader Energy Demand, Supply and Forecas Analysis Group The Energy Daa and Modelling Cener Summary When people analyse oil prices,

More information