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Q: 1. (a) Let E = {q € Q : v2< q < 4}. Find sup E, inf E, max E, and min E if they exist. (b) Let E =…
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Q: Find the wronskian function of e^x, е^2х, and e^3x * O 2e^6x e^6x O 3e^6x
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Q: (c) Compute of using the Chain Rule. of дf дх дf ду дf dz. + дя дх дя ду дя дz дя (Use symbolic…
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Q: B If f(x) has a local minimum at ra, then which of the following must be true? O f'(a) > 0, f"(a) 0…
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Q: Consider the following Gauss-Jordan reduction: ¯1 2 0 -3 0 0 1 0 -3 1 0 0 1 2 0 0 1 2 0 0 0 1 1 0 0…
A: Introduction: An elementary matrix is one that can be obtained from the identity matrix using only…
Q: Ôz and Show 4. Use an appropriate form of the chain rule to find dv (a) z3x²-y tanx, x =u/v, y = u'v
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Q: If the Wronskian of the three functions r.ev) is equal to zero, then the function y satisfies the DE…
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Q: The main point of this exercise is to use Green’s Theorem to deduce a special case of the change of…
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Q: Find the Wronskian of a given set {yı, y2} of solutions of 7. (1 x2)y"-2xy' (a 1)y0, _
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Q: 8. Let C be the perimeter of the square with vertices at the points z = z = 1+i, and z = i traversed…
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Q: (b) Let X - N4 (u, E) with 2] 4 2 -3 4 4 2 4 1 and Σ- -1 -3 4 - 2 3 4 1 -2 8. Let Y and Z be…
A: i) X ~ N4(μ,∑ ) E(Y|Z) = ? Y|Z ~ N2 with mean μ1+∑12∑22-1(Z-μ2) Here, μ1 = 24μ2= -13 ∑12 = 4224∑22…
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Q: Which of the following is the statement of Fermat's Theorem? O a. lf f(c) exists and f(c)=0 then, f…
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Q: If f'(x) = x(x – 5)(x + 1)*, then f(x) has a local minimum at: Select one: а. X = 0 only O b. x = 5…
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Q: * Consider a piecewise linear interpolation of exp(x), O<=x<=2, with h=0.01; that is, split [0,2]…
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Q: 5. (a) Make a tree diagram for the chain rule for f(x, y, z) = x²y² + y²z² + x²z², x = rt, y = r²t³,…
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Q: The Wronskian of the given function (e2*, e*/2 ) is
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Q: Let G (V, E) be a simple graph with |V]2 3 and d(u) 2 for all v E V. Prove that G is Hamiltonian. A-…
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Q: Determine the Wronskian W(e^t, t*e^t, e^(-t)). a. 6e^t O b. 2e^t O c. Cannot be determined O d. 4e^t…
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Q: Compute analytically convolution of x(t) and h(t) defined as follows: S 1, if 0 <t< 2, { 0,…
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Q: 8.Z. Show that the set S = { (x, y) € R² : y = sin (1/x), x # 0} U (0, y) : –1 <yS 1}, is connected…
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Q: Let E = XE[0, + 0) } then Sup E Маx E- %3D %3D x+ O True False
A: In this problem we have to determine Sup E and Max E, and check Sup E =Max E is true or false.
Q: Given that y1, y2 be a fundamental set of solution to the D. E. (e'y')' + y' + y = 0, x > 0 If the…
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Q: (a) Show that for p> 1, |æ1|P + • .· + |æn|P f(x, t) = tp-1 tp-1 is convex on {(x, t) | t > 0}.
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Q: (a) It, for f: AC R + R, at Xo, Ak > 0 for k odd, or Ag < 0 for k even, then show that f cannot have…
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Q: Define T E L(C') by T(z1, z2, Z3, Z4, Z5, Z6, Z7) = (z3, Z4, Z5, Z6, Z7, 0, 0). (a) Prove that there…
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Q: Find the solution of the following Cauchy problem and sketch its graph at t = 0,0.5, 1, 1.5, 2 &…
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Q: Let C be the shortest path that connects t to ni and I = J. (coshz + 1)dz. Then %3D O I=-1-cosh t+…
A: Since you are asking multiple questions. We are answering only the first questions. Let C be the…
Q: Which of the following systems is memoryless? O H{x(t)} = exp(x(-t)) O H{x(t)} = cos(t) + x(-t). O…
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Q: and further we require that u(r, z) is bounded as z - +oo. Find an expression for the steady state…
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Q: (a) express ux, u y, and uz as func-tions of x, y, and z both by using the Chain Rule and by…
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Q: Let X and Y have the joint p. d. f . sx+y if 0<x, y < 1 elsewher f (x, y) = %3D The covariance…
A: Given X and Y have the joint p.d.f. fx,y=x+y if 0<x,y<1 0 elsewhere
Q: Given that y1, Y2 be a fundamental set of solution to the D. E. (e*y')' + y' + y = 0, x > 0 If the…
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Q: 22. (a) Prove that [0, x] = [0, y] for all x, y E Z, x + 0, y # 0. (b) Prove that [ax, ay] = [x, y]…
A: (a) we have to prove that 0, x = 0, y for all x, y∈Z, x≠ 0, y≠0 proof as x, y∈Z, x≠ 0, y≠0 Z is the…
Q: (12) If E(X4) is finite with E(X) = µ and Var(X) = o² then prove that E((X – µ)ª) > o*. (a) Using…
A: It is an important part of statistics. It is widely used.
Q: (b) Show that Ran(T) is not closed in (. Hint. First show MC Ran(T) Ç co for M := {(y1, , Yn,0,0,…
A: Since you have asked multiple question, we will solve the first question for you. If youwant any…
Q: 15.If the Wronskian of f and g is t cos t − sin t, and if u = f + 3g, v = f − g, find the Wronskian…
A: Consider the provided information, Wf,g=fg'-gf'⇒tcost-sint ...... (1) Find the Wronskian of u and v.…
Q: QV A/ Find at (t-) as a funetion of t, if (x = t).(y= vE)
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Q: Suppose that T :C C is R-linear. Show that T is C-linear if and if T(iz) = iTz for all z.
A: First we describe the definition of C-linear function:
Q: 1. If the functions ao ao(x), a1 = a1(x) and g = g(x) are continuous on R then the IVP y" + a1(x)y'…
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Q: 8 -2 Let y = and u = 1 -6 Compute the distance d from y to the line through u and the origin. d =
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Q: Determine the wronskian W(e^t, t*e^t, e^(-t)). a. cannot determined b. 0 c. 4e^t d. 6e^t e.…
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Q: 2 - Find the inter val on which f are Con Cave down and infleobion Points a -y = x2 5X+10 6- ソ= (¥+…
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- a. The general continuous-time random walk is defined by g_(ij)={[mu_(i)",",j=i-1","],[-(lambda_(i)+mu_(i))",",j=i","],[lambda_(i)",",j=i+1","],[0","," otherwise "]:} Write out the forward and backward equations. b. The continuous-time queue with infinite buffer can be obtained by modifying the general random walk in the preceding problem to include a barrier at the origin. Put g_(0j)={[-lambda_(0)",",j=0","],[lambda_(0)",",j=1","],[0","," otherwise ".]:} Find the stationary distribution assuming sum_(j=1)^(oo)((lambda_(0)cdotslambda_(j-1))/(mu_(1)cdotsmu_(j))) < oo. If lambda_(i)=lambda and mu_(i)=mu for all i, simplify the above condition to one involving only the relative values of lambda and mu. c. Repeat a and b assuming there is a boundary at j=N. Comments.need explicit calculation process, step by stepif u=f(x,y), x=g(w) and y=h(w), using chain rule, what is ∂u/∂w?Find the nullity of T.T: M2,4→M4,2, rank(T) = 4
- If f(t)=t2 and g(t)=t, then the Wronskian W(f,g)(t) is: (A)-t2 (B) t-t2 (C) t (D) t213.Let x(1)(t)=(ettet),x(2)(t)=(1t).x1t=ettet,x2t=1t. Show that x(1)(t) and x(2)(t) are linearly dependent at each point in the interval 0 ≤ t ≤ 1. Nevertheless, show that x(1)(t) and x(2)(t) are linearly independent on 0 ≤ t ≤ 1.Let W(t) be the standard Brownian motion, and let X(t) = t W(1/t) for t > 0, X(0) = 0. Show that the covariance (Cov) function of X(t) is the same as the covariance function of W(t): Cov(X(t); X(s)) = Cov(W(t); W(s)) for all s; t > 0. Assuming that the paths of X(t) are continuous with probability 1, argue that X(t) is standard Brownian motion?
- Determine if the following is a fundemental set of solutions to y'' -6y' + 25 = 0 Given that y1=e3xcos(4x) and y2= e3xsin(4x)A(n)............ is the collection of all points in the plane the sum of whose distances from two fixed points is a constantConsider E={-2+1/n} n=1 to infinity U (3,9) as a subset of R with the usual definition of < (less than) a<b is b-a is postive. Is 0 a lower bound of E?