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- Find a basis B for R3 such that the matrix for the linear transformation T:R3R3, T(x,y,z)=(2x2z,2y2z,3x3z), relative to B is diagonal.Calculate the rotational and divergent of the following function: 1)<y/z², z/x², x/y²> e x/y + y/z + z/x 2)<y/z², z/x², x/y²> e 1/y + 1/z + 1/x 3)<x/z², y/x², z/y²> e 1/y + 1/z + 1/x 4)<x/z², y/x², z/y²> e x/y + y/z + z/x 5)As is conservative, the rotational will be zero.Suppose that w and r are continuous functions on (−∞, ∞), W (x) is an invertible antiderivative of w(x), and R(x) is an antiderivative of r(x). Circle all of the statements that must be true.
- Suppose that the second order partial derivatives, fx,y and fy,x, are both continuous on an open set V in R2. Use Fubini’s theorem to prove that fx,y = fy,x in V . Hint: if fx,y(a) − fy,x(a) > 0, there is a rectangle R containing a on which fx,y − fy,x > 0.(a) express ux, u y, and uz as func-tions of x, y, and z both by using the Chain Rule and by expressing u directly in terms of x, y, and z before differentiating. Then (b) evaluate ux, u y, and uz at the given point (x, y, z). u = e^(qr) sin-1 p, p = sin x, q = z^2 ln y, r = 1/z; (x, y, z) = (pai/4, 1/2, -1/2)A function f(x,y) is homogeneous of degree 7 in x and y if and only if, __________.
- Let C[0, 1] have inner product [f(x), g(x)] = ∫ f(x)g(x) dx. Find α so that (x + αx2 ) ⊥ (x + 1)Integrate the function f(x, y, z) = 0.7(x2 + y2 + z2 ) over the unit sphere S ={(x,y, z) | x2 +y2+z2 ≤ 1} using the Monte-Carlo method in three dimensions. using a sample of M = 106 points.Let X=(x1,x2) and Y==(y1,y2) belongs to R^2. Verify that<X, Y> = 5(5x2y2+ x1y1-2x1y2-2x2y1) is an inner product on R^2
- Consider the Cauchy Problem y 0 = a(x) arctan y, y(0) = 1, where a(x) is a continuous function defined on R, such that for every x it holds that |a(x)| ≤ 1. Using the Global Picard–Lindel¨of Theorem, show that there exists a unique solution y defined on R.Compute the flux ∮∂D F • n ds of F(x, y) = {x3, yx2) across the unit square D using the Flux Form of Green's Theorem.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?