Problem Set 1 Issued: Wednesday, February 11, 2015 Due: Monday, February 23, 2015

Size: px
Start display at page:

Download "Problem Set 1 Issued: Wednesday, February 11, 2015 Due: Monday, February 23, 2015"

Transcription

1 MASSACHUSETTS INSTITUTE OF TECHNOLOGY DEPARTMENT OF MECHANICAL ENGINEERING CAMBRIDGE MASSACHUSETTS 09.9 NUMERICAL FLUID MECHANICS SPRING 05 Problem Set Issed: Wednesday Febrary 05 De: Monday Febrary 05 Gradng Note: Please provde yor soltons ether as hand-wrtten/hard-copy soltons or by sbmttng va corse webste. MATLAB codes shold be sbmtted va corse webste. The blk of the grades wll be gven to detaled explanatons and to algorthms and nmercal schemes that captre the essence of the nmercal problems. We know that sccessfl codng of nmercal schemes can be tme consmng and prone to small errors. Sch small errors or omssons n a code wll not be heavly penalzed. Problem Do problems.7 and.8 of Chapra and Canale pages Problem Consder the steady heat transfer wthn a thn rectanglar flat plate whose sdes are kept at fxed temperatres. Three sdes of the plate are at 0 o C and the last one at T = 80 o C. The dmensons of the rectanglar plate are a = 5 m and b = 4 m. For the gven bondary condtons T(xy) can be expressed analytcally by Forer seres (Erwn Kreyszg Advanced Engneerng Mathematcs John Wley and Sons 99): x y sn[(n) ] snh[(n) ] 4T T(x y) a a n (n ) b snh[ ( n ) ] a For the followng nmercal comptatons dvde the length a nto 40 segments and the wdth b nto segments. To add term n the seres please se the lmted precson addton fncton radd.m (was presented n lectre and s avalable on corse webste). Page of 7

2 a) Determne and plot (e.g. -D srface plot) the temperatre dstrbton T(xy) wthn the plate sng sgnfcant dgts n the radd fncton n the followng two ways:. Carryng ot the smmaton from n = to n = 0.. Carryng ot the smmaton n the reverse order.e. from n = 0 to n =. b) Determne the dfference n the reslts of these two smmaton procedres and generate a srface plot for ths dfference. Whch method gves more accrate reslts? Why? MATLAB help: Look at meshgrd and srf commands n MATLAB and n the MATLAB revew and rectaton provded on Wednesday 4 Febrary 05. Problem Do problem 4. of Chapra and Canale page 08. Problem 4: Trncaton Error Rond-off Error Order of Accracy and Nosy Data. Ths problem stdes the errors occrrng drng the evalaton of the frst dervatve f '( x) of a gven fncton f (x) sng the forward and central dfference schemes (of corse n real fld problems f wold be nknown). For the example here f (x) = sn(x). Frst we evalate the effect of the dscretzaton step sze h on the estmate of f '( x). a) Set h =0 wth = [-0: 0.5: 0] and x = π 0.. Wrte a short program that evalates the total errors of both the forward and central dfference estmates of f '( x) for each of these vales of h. Plot the reslts.e. plot two total error crves as a fncton of h n a sngle fgre panel. For each case plot also the leadng term of the trncaton (dscretzaton) error. b) Brefly dscss and explan the reslts n terms of h. c) Brefly explan the behavor of the total error at the largest vales of h? (Hnt: whch of the forward or central dfference s most accrate at these vales of h?). Bons (do ths only f yo are nterested t s not needed for cll credt). We now evalate the effects dfferentatng nosy data.e. the effects that small random ncorrelated nose n f( x) have on the vales of dervatve estmates. Assme that f( x) s pertrbed wth nose that s randomly dstrbted zero-mean Gassan wth ampltde of %: n other words the pertrbed f (x) ( 0.0) sn(x) wth N(0). d) Set h = 0.0. For the vales of x = [0: h: π] evalate the pertrbed f( x) and the correspondng forward and central dfference estmates of f '( x). e) Plot the reslts as a fncton of x: e.g. three plots f( x) and then the two f '( x) each overlad on the npertrbed dervatvecos(x). Dscss yor reslts. f) Do the general propagaton error formla and/or the standard error estmate adeqately explan yor reslts n e)? Page of 7

3 g) Select a vale of x and evalate the total error n the forward and central dervatve estmates as h s decreased. Compare yor reslts to the theoretcal trncaton errors (wthot nose added). Problem 5 Do problem 8.4 of Chapra and Canale. Page of 7

4 Problem 6 (ths s a short problem) It s common n comptatons to determne random access memory (RAM) reqrements. a) Calclate the RAM (n megabytes) necessary to store a mltdmensonal array of sze 00 x 00 x 00 x 000 (for example a dscretzed temperatre feld n 4d: d n space and 000 tme steps). Ths array s doble precson and each vale reqres a 64-bt word. Recall that a 64-bt word = 8 bytes and megabyte = 0 6 bytes. b) If yor laptop has 6 Gb of RAM cold yo store the array n a) n yor RAM? For yor nformaton when yor memory reqrements exceed the sze of the avalable RAM the CPU often ses swap space. Swap space s sally a porton of the dsk space sed for sch temporary storage locaton wth the caveat that access to dsk s mch slower than RAM access. Problem 7: (Rond off Errors n Orthonormalzaton) In ths problem we stdy the effect of rond-off errors n a machne drng an orthonormalzaton process. Gven a matrx V( mn) m n wth lnearly ndependent colmns v v v n orthonormalzaton refers to the generaton of orthonormal vectors q q qn each of sze m sch that they span the same n dmensonal sbspace of the nner prodct of two vectors q and T q as q q q. q. j j j m as vectors v.. n. We defne Vectors q q... q n are sad to be orthonormal f they are all orthogonal to each other.e. q q 0 for all j and < j n and have nt magntde.e. q q q j.. n. The classcal Gram-Schmdt (CGS) process s a method for orthonormalzng a gven set of vectors. It works as follows: v q r v r q q r r v r q r q q... n v r q n n n q n r n nn T where r q. v j and r... n. The set of vectors q... n are j j orthonormal and span the same sbspace as v.. n. Page 4 of 7

5 The Modfed Gram-Schmdt (MGS) process s another method for orthonormalzaton of vectors. It s very smlar to the classc Gram-Schmdt process. In ths method the comptaton of q s same as n the classcal Gram-Schmdt above. For k... n q s compted as follows: r v q v r q k k k k k r q r q k k k k k... k k k k r q r q k k k k k k k k k r q k k k k k k rk k k qk. r k k r q k k k k k k Smlar to the classcal Gram-Schmdt orthonormal q s are generated seqentally startng from () () to n. As an example to calclate q one wold frst calclate and sng: Answer the followng qestons: kk r v q v r q r q r q r q. r a. Wrte MATLAB fnctons cgs.m and mgs.m that perform the classcal and the modfed Gram-Schmdt orthonormalzaton respectvely. In partclar yor fnctons shold take a sngle matrx V( mn) m n as the npt and retrn the matrces Q (matrx wth colmns q... n) and R (pper tranglar matrx wth elements r j) as the two otpts. b. Generate the matrx V( m m) followng these steps n MATLAB: rand('state'00) A qr(rand(m)); B qr(rand(m)); S = dag(.^-(:m)); ' V = A*S*B ; c. For each of the followng vales of m: generate the V matrx sng part (b) and compte the correspondng Q R matrces as: [QcgsRcgs] = cgs(v); [QmgsRmgs] = mgs(v); Page 5 of 7

6 As error ndcators we wll se the devaton of Q Q from the dentty I( m m). For each of the above cases compte the errors: ecgs = norm(qcgs'*qcgs - eye(m)); emgs = norm(qmgs'*qmgs - eye(m)); Plot these errors as a fncton of m. What do yo observe? Explan brefly. Is one method speror to the other? d. For m = 00 plot the dagonal entres of Rcgs and Rmgs on a semlog scale.e. for example: semlogy(:mdag(rcgs) o ); What do yo observe? BONUS: Try to explan the behavor yo observe. Problem 8: Root fndng Fnte Dfference and Tme ntegraton. A sgnfcant model of poplaton growth was derved n 88 by Belgan Perre-Francos Verhlst. Hs model elmnated the nrealstc effects of nlmted exponental growth. He sggested that when a poplaton ncreases there s a tendency for ndvdals to compete wth each other and so redce growth. Hs model has come to be known as the logstc growth eqaton. Consder a trtle s poplaton modeled by sch a logstc growth eqaton: x x f ( x t) rx t K where: x s the nmber of trtles n the poplaton K = 700 s the carryng capacty r = 0. s the growth rate a) Usng Taylor seres apply the forward backward and central dfferences to the frst order (tme) dervatve n the above eqaton and derve the correspondng dscrete tmentegraton schemes. Re-arrange the terms sch that the nknown vales (at ftre tme steps) are on the left-hand sde and known vales are on the rght-hand sde. b) The backwards dfference formla reqres the evalaton of the fncton f(xt) at a tme n the ftre where the vale of x s nknown. Ths reslts n a root-fndng problem. Wrte a fncton NewtonRaphson that has a header of the type: Fncton x = NewtonRaphson(f df x0 TOL maxt) Where: f s the fncton handle of the fncton whose root yo reqre df s the fncton handle of the dervatve of f x0 s an ntal gess vale and x the fnal vale TOL s the error tolerance Maxt s the maxmm nmber of teratons A skeleton of ths fncton can be downloaded from the corse webste ste. Page 6 of 7

7 c) Compte the nmber of trtles from tme 0 to tme 0 years sng the forward central and backwards dfference schemes. Use and 40 tme ntervals (that s t 0 / 0 for example). For each of these for tme step cases plot the Poplaton vs. Tme vales of the backward central and forward dfference schemes and of the analytcal solton (all for estmates on the same graph for each tme step case). Dscss the reslts as the nmber of tme ntervals ncrease. Intally we have two trtles and the exact analytcal solton s gven by: rt e xt () rt ( e ) / K We manly provde yo ths so yo can ntalze the tme ntegraton wth the central dfference (yo need two tme-steps to start the scheme). Yo can also se the forward dfference solton to ntalze (whch wold be common practce) ether way s fne. d) Plot the L norm of the error verss the nmber of tme steps sed for the three schemes on the same graph. Use a loglog() plot. For the L norm se: norm(x-xexact)/sqrt(# ntervals+). Here x s a vector contanng the solton at each tmestep. That s x has a length= (#ntervals+). So calclatng the error for forward dfference sng 0 ntervals yo wll get a sngle nmber. e) Determne the order of convergence for each scheme. Do they converge at the expected order? f) For whch scheme and for whch nmber of dvsons do yo obtan the fewest trtles at 00 years? (Do yo thnk yor colleages wold be happy f yo sed ths nmercal solton n yor poplaton growth research?) Page 7 of 7

8 MIT OpenCorseWare Nmercal Fld Mechancs Sprng 05 For nformaton abot ctng these materals or or Terms of Use vst:

AE/ME 339. K. M. Isaac. 8/31/2004 topic4: Implicit method, Stability, ADI method. Computational Fluid Dynamics (AE/ME 339) MAEEM Dept.

AE/ME 339. K. M. Isaac. 8/31/2004 topic4: Implicit method, Stability, ADI method. Computational Fluid Dynamics (AE/ME 339) MAEEM Dept. AE/ME 339 Comptatonal Fld Dynamcs (CFD) Comptatonal Fld Dynamcs (AE/ME 339) Implct form of dfference eqaton In the prevos explct method, the solton at tme level n,,n, depended only on the known vales of,

More information

BAR & TRUSS FINITE ELEMENT. Direct Stiffness Method

BAR & TRUSS FINITE ELEMENT. Direct Stiffness Method BAR & TRUSS FINITE ELEMENT Drect Stness Method FINITE ELEMENT ANALYSIS AND APPLICATIONS INTRODUCTION TO FINITE ELEMENT METHOD What s the nte element method (FEM)? A technqe or obtanng approxmate soltons

More information

CLOSED-FORM CHARACTERIZATION OF THE CHANNEL CAPACITY OF MULTI-BRANCH MAXIMAL RATIO COMBINING OVER CORRELATED NAKAGAMI FADING CHANNELS

CLOSED-FORM CHARACTERIZATION OF THE CHANNEL CAPACITY OF MULTI-BRANCH MAXIMAL RATIO COMBINING OVER CORRELATED NAKAGAMI FADING CHANNELS CLOSED-FORM CHARACTERIZATION OF THE CHANNEL CAPACITY OF MULTI-BRANCH MAXIMAL RATIO COMBINING OVER CORRELATED NAKAGAMI FADING CHANNELS Yawgeng A. Cha and Karl Yng-Ta Hang Department of Commncaton Engneerng,

More information

Solutions to selected problems from homework 1.

Solutions to selected problems from homework 1. Jan Hagemejer 1 Soltons to selected problems from homeork 1. Qeston 1 Let be a tlty fncton hch generates demand fncton xp, ) and ndrect tlty fncton vp, ). Let F : R R be a strctly ncreasng fncton. If the

More information

Research Note NONLINEAR ANALYSIS OF SEMI-RIGID FRAMES WITH RIGID END SECTIONS * S. SEREN AKAVCI **

Research Note NONLINEAR ANALYSIS OF SEMI-RIGID FRAMES WITH RIGID END SECTIONS * S. SEREN AKAVCI ** Iranan Jornal of Scence & Technology, Transacton, Engneerng, Vol., No., pp 7-7 rnted n The Islamc Repblc of Iran, 7 Shraz Unversty Research Note NONLINER NLYSIS OF SEMI-RIGID FRMES WIT RIGID END SECTIONS

More information

NUMERICAL DIFFERENTIATION

NUMERICAL DIFFERENTIATION NUMERICAL DIFFERENTIATION 1 Introducton Dfferentaton s a method to compute the rate at whch a dependent output y changes wth respect to the change n the ndependent nput x. Ths rate of change s called the

More information

STAT 511 FINAL EXAM NAME Spring 2001

STAT 511 FINAL EXAM NAME Spring 2001 STAT 5 FINAL EXAM NAME Sprng Instructons: Ths s a closed book exam. No notes or books are allowed. ou may use a calculator but you are not allowed to store notes or formulas n the calculator. Please wrte

More information

The Folded Normal Stochastic Frontier. Gholamreza Hajargasht Department of Economics University of Melbourne, Australia

The Folded Normal Stochastic Frontier. Gholamreza Hajargasht Department of Economics University of Melbourne, Australia The Folded Normal Stochastc Fronter Gholamreza Hajargasht Department of Economcs Unversty of Melborne, Astrala Abstract We ntrodce a stochastc fronter model wth a folded normal neffcency dstrbton. Ths

More information

3/31/ = 0. φi φi. Use 10 Linear elements to solve the equation. dx x dx THE PETROV-GALERKIN METHOD

3/31/ = 0. φi φi. Use 10 Linear elements to solve the equation. dx x dx THE PETROV-GALERKIN METHOD THE PETROV-GAERKIN METHO Consder the Galern solton sng near elements of the modfed convecton-dffson eqaton α h d φ d φ + + = α s a parameter between and. If α =, we wll have the dscrete Galern form of

More information

ESS 265 Spring Quarter 2005 Time Series Analysis: Error Analysis

ESS 265 Spring Quarter 2005 Time Series Analysis: Error Analysis ESS 65 Sprng Qarter 005 Tme Seres Analyss: Error Analyss Lectre 9 May 3, 005 Some omenclatre Systematc errors Reprodcbly errors that reslt from calbraton errors or bas on the part of the obserer. Sometmes

More information

Review of Taylor Series. Read Section 1.2

Review of Taylor Series. Read Section 1.2 Revew of Taylor Seres Read Secton 1.2 1 Power Seres A power seres about c s an nfnte seres of the form k = 0 k a ( x c) = a + a ( x c) + a ( x c) + a ( x c) k 2 3 0 1 2 3 + In many cases, c = 0, and the

More information

2 Finite difference basics

2 Finite difference basics Numersche Methoden 1, WS 11/12 B.J.P. Kaus 2 Fnte dfference bascs Consder the one- The bascs of the fnte dfference method are best understood wth an example. dmensonal transent heat conducton equaton T

More information

Primary Velocity Distribution in Open Channels with Different Vegetation Layout - Experiment and Numerical Simulation -

Primary Velocity Distribution in Open Channels with Different Vegetation Layout - Experiment and Numerical Simulation - The 4 th Japan-Korea Mn-ymposm on Modelng and Measrement of Hydralc Flow March 28, 2014, Yonse Unversty, Korea Prmary Velocty Dstrbton n Open Channels wth Dfferent Vegetaton Layot - Eperment and Nmercal

More information

MEMBRANE ELEMENT WITH NORMAL ROTATIONS

MEMBRANE ELEMENT WITH NORMAL ROTATIONS 9. MEMBRANE ELEMENT WITH NORMAL ROTATIONS Rotatons Mst Be Compatble Between Beam, Membrane and Shell Elements 9. INTRODUCTION { XE "Membrane Element" }The comple natre of most bldngs and other cvl engneerng

More information

COSC 6374 Parallel Computation

COSC 6374 Parallel Computation COSC 67 Parallel Comptaton Partal Derental Eqatons Edgar Gabrel Fall 0 Nmercal derentaton orward derence ormla From te denton o dervatves one can derve an appromaton or te st dervatve Te same ormla can

More information

Homework Notes Week 7

Homework Notes Week 7 Homework Notes Week 7 Math 4 Sprng 4 #4 (a Complete the proof n example 5 that s an nner product (the Frobenus nner product on M n n (F In the example propertes (a and (d have already been verfed so we

More information

= = = (a) Use the MATLAB command rref to solve the system. (b) Let A be the coefficient matrix and B be the right-hand side of the system.

= = = (a) Use the MATLAB command rref to solve the system. (b) Let A be the coefficient matrix and B be the right-hand side of the system. Chapter Matlab Exercses Chapter Matlab Exercses. Consder the lnear system of Example n Secton.. x x x y z y y z (a) Use the MATLAB command rref to solve the system. (b) Let A be the coeffcent matrx and

More information

STRATEGIES FOR BUILDING AN AC-DC TRANSFER SCALE

STRATEGIES FOR BUILDING AN AC-DC TRANSFER SCALE Smposo de Metrología al 7 de Octbre de 00 STRATEGIES FOR BUILDING AN AC-DC TRANSFER SCALE Héctor Laz, Fernando Kornblt, Lcas D Lllo Insttto Naconal de Tecnología Indstral (INTI) Avda. Gral Paz, 0 San Martín,

More information

C PLANE ELASTICITY PROBLEM FORMULATIONS

C PLANE ELASTICITY PROBLEM FORMULATIONS C M.. Tamn, CSMLab, UTM Corse Content: A ITRODUCTIO AD OVERVIEW mercal method and Compter-Aded Engneerng; Phscal problems; Mathematcal models; Fnte element method. B REVIEW OF -D FORMULATIOS Elements and

More information

DUE: WEDS FEB 21ST 2018

DUE: WEDS FEB 21ST 2018 HOMEWORK # 1: FINITE DIFFERENCES IN ONE DIMENSION DUE: WEDS FEB 21ST 2018 1. Theory Beam bendng s a classcal engneerng analyss. The tradtonal soluton technque makes smplfyng assumptons such as a constant

More information

Chapter 12. Ordinary Differential Equation Boundary Value (BV) Problems

Chapter 12. Ordinary Differential Equation Boundary Value (BV) Problems Chapter. Ordnar Dfferental Equaton Boundar Value (BV) Problems In ths chapter we wll learn how to solve ODE boundar value problem. BV ODE s usuall gven wth x beng the ndependent space varable. p( x) q(

More information

Lecture 10 Support Vector Machines II

Lecture 10 Support Vector Machines II Lecture 10 Support Vector Machnes II 22 February 2016 Taylor B. Arnold Yale Statstcs STAT 365/665 1/28 Notes: Problem 3 s posted and due ths upcomng Frday There was an early bug n the fake-test data; fxed

More information

FUNDAMENTALS OF FINITE DIFFERENCE METHODS

FUNDAMENTALS OF FINITE DIFFERENCE METHODS FUNDAMENTALS OF FINITE DIFFERENCE METHODS By, Varn Khatan 3 rd year Undergradate IIT Kanpr Spervsed by, Professor Gatam Bswas, Mechancal Engneerng IIT Kanpr We wll dscss. Classfcaton of Partal Dfferental

More information

CS 3750 Machine Learning Lecture 6. Monte Carlo methods. CS 3750 Advanced Machine Learning. Markov chain Monte Carlo

CS 3750 Machine Learning Lecture 6. Monte Carlo methods. CS 3750 Advanced Machine Learning. Markov chain Monte Carlo CS 3750 Machne Learnng Lectre 6 Monte Carlo methods Mlos Haskrecht mlos@cs.ptt.ed 5329 Sennott Sqare Markov chan Monte Carlo Importance samplng: samples are generated accordng to Q and every sample from

More information

Numerical Heat and Mass Transfer

Numerical Heat and Mass Transfer Master degree n Mechancal Engneerng Numercal Heat and Mass Transfer 06-Fnte-Dfference Method (One-dmensonal, steady state heat conducton) Fausto Arpno f.arpno@uncas.t Introducton Why we use models and

More information

Experimental Errors and Error Analysis

Experimental Errors and Error Analysis Expermental Errors and Error Analss Rajee Prabhakar Unerst of Texas at Astn, Astn, TX Freeman Research Grop Meetng March 10, 004 Topcs coered Tpes of expermental errors Redcng errors Descrbng errors qanttatel

More information

Reading Assignment. Panel Data Cross-Sectional Time-Series Data. Chapter 16. Kennedy: Chapter 18. AREC-ECON 535 Lec H 1

Reading Assignment. Panel Data Cross-Sectional Time-Series Data. Chapter 16. Kennedy: Chapter 18. AREC-ECON 535 Lec H 1 Readng Assgnment Panel Data Cross-Sectonal me-seres Data Chapter 6 Kennedy: Chapter 8 AREC-ECO 535 Lec H Generally, a mxtre of cross-sectonal and tme seres data y t = β + β x t + β x t + + β k x kt + e

More information

Problem Set 9 Solutions

Problem Set 9 Solutions Desgn and Analyss of Algorthms May 4, 2015 Massachusetts Insttute of Technology 6.046J/18.410J Profs. Erk Demane, Srn Devadas, and Nancy Lynch Problem Set 9 Solutons Problem Set 9 Solutons Ths problem

More information

Constraining the Sum of Multivariate Estimates. Behrang Koushavand and Clayton V. Deutsch

Constraining the Sum of Multivariate Estimates. Behrang Koushavand and Clayton V. Deutsch Constranng the Sm of Mltarate Estmates Behrang Koshaand and Clayton V. Detsch Geostatstcans are ncreasngly beng faced wth compostonal data arsng from fll geochemcal samplng or some other sorce. Logratos

More information

Computer Graphics. Curves and Surfaces. Hermite/Bezier Curves, (B-)Splines, and NURBS. By Ulf Assarsson

Computer Graphics. Curves and Surfaces. Hermite/Bezier Curves, (B-)Splines, and NURBS. By Ulf Assarsson Compter Graphcs Crves and Srfaces Hermte/Bezer Crves, (B-)Splnes, and NURBS By Ulf Assarsson Most of the materal s orgnally made by Edward Angel and s adapted to ths corse by Ulf Assarsson. Some materal

More information

C PLANE ELASTICITY PROBLEM FORMULATIONS

C PLANE ELASTICITY PROBLEM FORMULATIONS C M.. Tamn, CSMLab, UTM Corse Content: A ITRODUCTIO AD OVERVIEW mercal method and Compter-Aded Engneerng; Phscal problems; Mathematcal models; Fnte element method. B REVIEW OF -D FORMULATIOS Elements and

More information

The Bellman Equation

The Bellman Equation The Bellman Eqaton Reza Shadmehr In ths docment I wll rovde an elanaton of the Bellman eqaton, whch s a method for otmzng a cost fncton and arrvng at a control olcy.. Eamle of a game Sose that or states

More information

MATH 5630: Discrete Time-Space Model Hung Phan, UMass Lowell March 1, 2018

MATH 5630: Discrete Time-Space Model Hung Phan, UMass Lowell March 1, 2018 MATH 5630: Dscrete Tme-Space Model Hung Phan, UMass Lowell March, 08 Newton s Law of Coolng Consder the coolng of a well strred coffee so that the temperature does not depend on space Newton s law of collng

More information

Introduction to Turbulence Modelling

Introduction to Turbulence Modelling Introdcton to Trblence Modellng 1 Nmercal methods 0 1 t Mathematcal descrpton p F Reslts For eample speed, pressre, temperatre Geometry Models for trblence, combston etc. Mathematcal descrpton of physcal

More information

Lecture 21: Numerical methods for pricing American type derivatives

Lecture 21: Numerical methods for pricing American type derivatives Lecture 21: Numercal methods for prcng Amercan type dervatves Xaoguang Wang STAT 598W Aprl 10th, 2014 (STAT 598W) Lecture 21 1 / 26 Outlne 1 Fnte Dfference Method Explct Method Penalty Method (STAT 598W)

More information

SE Story Shear Frame. Final Project. 2 Story Bending Beam. m 2. u 2. m 1. u 1. m 3. u 3 L 3. Given: L 1 L 2. EI ω 1 ω 2 Solve for m 2.

SE Story Shear Frame. Final Project. 2 Story Bending Beam. m 2. u 2. m 1. u 1. m 3. u 3 L 3. Given: L 1 L 2. EI ω 1 ω 2 Solve for m 2. SE 8 Fnal Project Story Sear Frame Gven: EI ω ω Solve for Story Bendng Beam Gven: EI ω ω 3 Story Sear Frame Gven: L 3 EI ω ω ω 3 3 m 3 L 3 Solve for Solve for m 3 3 4 3 Story Bendng Beam Part : Determnng

More information

Lectures - Week 4 Matrix norms, Conditioning, Vector Spaces, Linear Independence, Spanning sets and Basis, Null space and Range of a Matrix

Lectures - Week 4 Matrix norms, Conditioning, Vector Spaces, Linear Independence, Spanning sets and Basis, Null space and Range of a Matrix Lectures - Week 4 Matrx norms, Condtonng, Vector Spaces, Lnear Independence, Spannng sets and Bass, Null space and Range of a Matrx Matrx Norms Now we turn to assocatng a number to each matrx. We could

More information

EEE 241: Linear Systems

EEE 241: Linear Systems EEE : Lnear Systems Summary #: Backpropagaton BACKPROPAGATION The perceptron rule as well as the Wdrow Hoff learnng were desgned to tran sngle layer networks. They suffer from the same dsadvantage: they

More information

Chapter 5. Solution of System of Linear Equations. Module No. 6. Solution of Inconsistent and Ill Conditioned Systems

Chapter 5. Solution of System of Linear Equations. Module No. 6. Solution of Inconsistent and Ill Conditioned Systems Numercal Analyss by Dr. Anta Pal Assstant Professor Department of Mathematcs Natonal Insttute of Technology Durgapur Durgapur-713209 emal: anta.bue@gmal.com 1 . Chapter 5 Soluton of System of Lnear Equatons

More information

Lecture 2 Solution of Nonlinear Equations ( Root Finding Problems )

Lecture 2 Solution of Nonlinear Equations ( Root Finding Problems ) Lecture Soluton o Nonlnear Equatons Root Fndng Problems Dentons Classcaton o Methods Analytcal Solutons Graphcal Methods Numercal Methods Bracketng Methods Open Methods Convergence Notatons Root Fndng

More information

2.29 Numerical Fluid Mechanics Spring 2015 Lecture 10

2.29 Numerical Fluid Mechanics Spring 2015 Lecture 10 REVIEW Lectre 9: Nmercal Fld Mechancs Srng 015 Lectre 10 End of (Lnear Algebrac Systems Gradent Methods Krylo Sbsace Methods Precondtonng of A=b FINITE DIFFERENCES Classfcaton of Partal Dfferental Eqatons

More information

8.4 COMPLEX VECTOR SPACES AND INNER PRODUCTS

8.4 COMPLEX VECTOR SPACES AND INNER PRODUCTS SECTION 8.4 COMPLEX VECTOR SPACES AND INNER PRODUCTS 493 8.4 COMPLEX VECTOR SPACES AND INNER PRODUCTS All the vector spaces you have studed thus far n the text are real vector spaces because the scalars

More information

A Hybrid Variational Iteration Method for Blasius Equation

A Hybrid Variational Iteration Method for Blasius Equation Avalable at http://pvamu.edu/aam Appl. Appl. Math. ISSN: 1932-9466 Vol. 10, Issue 1 (June 2015), pp. 223-229 Applcatons and Appled Mathematcs: An Internatonal Journal (AAM) A Hybrd Varatonal Iteraton Method

More information

Chapter 7 Channel Capacity and Coding

Chapter 7 Channel Capacity and Coding Wreless Informaton Transmsson System Lab. Chapter 7 Channel Capacty and Codng Insttute of Communcatons Engneerng atonal Sun Yat-sen Unversty Contents 7. Channel models and channel capacty 7.. Channel models

More information

Lecture Notes on Linear Regression

Lecture Notes on Linear Regression Lecture Notes on Lnear Regresson Feng L fl@sdueducn Shandong Unversty, Chna Lnear Regresson Problem In regresson problem, we am at predct a contnuous target value gven an nput feature vector We assume

More information

Lecture 3. Ax x i a i. i i

Lecture 3. Ax x i a i. i i 18.409 The Behavor of Algorthms n Practce 2/14/2 Lecturer: Dan Spelman Lecture 3 Scrbe: Arvnd Sankar 1 Largest sngular value In order to bound the condton number, we need an upper bound on the largest

More information

6.3.4 Modified Euler s method of integration

6.3.4 Modified Euler s method of integration 6.3.4 Modfed Euler s method of ntegraton Before dscussng the applcaton of Euler s method for solvng the swng equatons, let us frst revew the basc Euler s method of numercal ntegraton. Let the general from

More information

EMISSION MEASUREMENTS IN DUAL FUELED INTERNAL COMBUSTION ENGINE TESTS

EMISSION MEASUREMENTS IN DUAL FUELED INTERNAL COMBUSTION ENGINE TESTS XVIII IEKO WORLD NGRESS etrology for a Sstanable Development September, 17, 006, Ro de Janero, Brazl EISSION EASUREENTS IN DUAL FUELED INTERNAL BUSTION ENGINE TESTS A.F.Orlando 1, E.Santos, L.G.do Val

More information

Traceability and uncertainty for phase measurements

Traceability and uncertainty for phase measurements Traceablty and ncertanty for phase measrements Karel Dražl Czech Metrology Insttte Abstract In recent tme the problems connected wth evalatng and expressng ncertanty n complex S-parameter measrements have

More information

Lecture 2: Numerical Methods for Differentiations and Integrations

Lecture 2: Numerical Methods for Differentiations and Integrations Numercal Smulaton of Space Plasmas (I [AP-4036] Lecture 2 by Lng-Hsao Lyu March, 2018 Lecture 2: Numercal Methods for Dfferentatons and Integratons As we have dscussed n Lecture 1 that numercal smulaton

More information

1 GSW Iterative Techniques for y = Ax

1 GSW Iterative Techniques for y = Ax 1 for y = A I m gong to cheat here. here are a lot of teratve technques that can be used to solve the general case of a set of smultaneous equatons (wrtten n the matr form as y = A), but ths chapter sn

More information

Consistency & Convergence

Consistency & Convergence /9/007 CHE 374 Computatonal Methods n Engneerng Ordnary Dfferental Equatons Consstency, Convergence, Stablty, Stffness and Adaptve and Implct Methods ODE s n MATLAB, etc Consstency & Convergence Consstency

More information

Outline and Reading. Dynamic Programming. Dynamic Programming revealed. Computing Fibonacci. The General Dynamic Programming Technique

Outline and Reading. Dynamic Programming. Dynamic Programming revealed. Computing Fibonacci. The General Dynamic Programming Technique Outlne and Readng Dynamc Programmng The General Technque ( 5.3.2) -1 Knapsac Problem ( 5.3.3) Matrx Chan-Product ( 5.3.1) Dynamc Programmng verson 1.4 1 Dynamc Programmng verson 1.4 2 Dynamc Programmng

More information

MEM 255 Introduction to Control Systems Review: Basics of Linear Algebra

MEM 255 Introduction to Control Systems Review: Basics of Linear Algebra MEM 255 Introducton to Control Systems Revew: Bascs of Lnear Algebra Harry G. Kwatny Department of Mechancal Engneerng & Mechancs Drexel Unversty Outlne Vectors Matrces MATLAB Advanced Topcs Vectors A

More information

Introduction to Vapor/Liquid Equilibrium, part 2. Raoult s Law:

Introduction to Vapor/Liquid Equilibrium, part 2. Raoult s Law: CE304, Sprng 2004 Lecture 4 Introducton to Vapor/Lqud Equlbrum, part 2 Raoult s Law: The smplest model that allows us do VLE calculatons s obtaned when we assume that the vapor phase s an deal gas, and

More information

Lecture 12: Discrete Laplacian

Lecture 12: Discrete Laplacian Lecture 12: Dscrete Laplacan Scrbe: Tanye Lu Our goal s to come up wth a dscrete verson of Laplacan operator for trangulated surfaces, so that we can use t n practce to solve related problems We are mostly

More information

More metrics on cartesian products

More metrics on cartesian products More metrcs on cartesan products If (X, d ) are metrc spaces for 1 n, then n Secton II4 of the lecture notes we defned three metrcs on X whose underlyng topologes are the product topology The purpose of

More information

1 i. δ ε. so all the estimators will be biased; in fact, the less correlated w. (i.e., more correlated to ε. is perfectly correlated to x 4 i.

1 i. δ ε. so all the estimators will be biased; in fact, the less correlated w. (i.e., more correlated to ε. is perfectly correlated to x 4 i. Specal Topcs I. Use Instrmental Varable to F Specfcaton Problem (e.g., omtted varable 3 3 Assme we don't have data on If s correlated to,, or s mssng from the regresson Tradtonal Solton - pro varable:

More information

Grover s Algorithm + Quantum Zeno Effect + Vaidman

Grover s Algorithm + Quantum Zeno Effect + Vaidman Grover s Algorthm + Quantum Zeno Effect + Vadman CS 294-2 Bomb 10/12/04 Fall 2004 Lecture 11 Grover s algorthm Recall that Grover s algorthm for searchng over a space of sze wors as follows: consder the

More information

A New Method for Marshaling of Freight Train with Generalization Capability Based on the Processing Time

A New Method for Marshaling of Freight Train with Generalization Capability Based on the Processing Time Proceedngs of the Internatonal MltConference of Engneers and Compter Scentsts 205 Vol I, A New Method for Marshalng of Freght Tran wth Generalzaton Capablty Based on the Processng Tme Yoch Hrashma Abstract

More information

P A = (P P + P )A = P (I P T (P P ))A = P (A P T (P P )A) Hence if we let E = P T (P P A), We have that

P A = (P P + P )A = P (I P T (P P ))A = P (A P T (P P )A) Hence if we let E = P T (P P A), We have that Backward Error Analyss for House holder Reectors We want to show that multplcaton by householder reectors s backward stable. In partcular we wsh to show fl(p A) = P (A) = P (A + E where P = I 2vv T s the

More information

Complex Numbers Practice 0708 & SP 1. The complex number z is defined by

Complex Numbers Practice 0708 & SP 1. The complex number z is defined by IB Math Hgh Leel: Complex Nmbers Practce 0708 & SP Complex Nmbers Practce 0708 & SP. The complex nmber z s defned by π π π π z = sn sn. 6 6 Ale - Desert Academy (a) Express z n the form re, where r and

More information

2.3 Nilpotent endomorphisms

2.3 Nilpotent endomorphisms s a block dagonal matrx, wth A Mat dm U (C) In fact, we can assume that B = B 1 B k, wth B an ordered bass of U, and that A = [f U ] B, where f U : U U s the restrcton of f to U 40 23 Nlpotent endomorphsms

More information

Correlation Clustering with Noisy Input

Correlation Clustering with Noisy Input Correlaton Clsterng wth Nosy Inpt Clare Mathe Warren Schdy Brown Unversty SODA 2010 Nosy Correlaton Clsterng Model Unknown base clsterng B of n obects Nose: each edge s controlled by an adversary wth probablty

More information

Chapter 7 Channel Capacity and Coding

Chapter 7 Channel Capacity and Coding Chapter 7 Channel Capacty and Codng Contents 7. Channel models and channel capacty 7.. Channel models Bnary symmetrc channel Dscrete memoryless channels Dscrete-nput, contnuous-output channel Waveform

More information

Singular Value Decomposition: Theory and Applications

Singular Value Decomposition: Theory and Applications Sngular Value Decomposton: Theory and Applcatons Danel Khashab Sprng 2015 Last Update: March 2, 2015 1 Introducton A = UDV where columns of U and V are orthonormal and matrx D s dagonal wth postve real

More information

BLOOM S TAXONOMY. Following Bloom s Taxonomy to Assess Students

BLOOM S TAXONOMY. Following Bloom s Taxonomy to Assess Students BLOOM S TAXONOMY Topic Following Bloom s Taonomy to Assess Stdents Smmary A handot for stdents to eplain Bloom s taonomy that is sed for item writing and test constrction to test stdents to see if they

More information

APPENDIX A Some Linear Algebra

APPENDIX A Some Linear Algebra APPENDIX A Some Lnear Algebra The collecton of m, n matrces A.1 Matrces a 1,1,..., a 1,n A = a m,1,..., a m,n wth real elements a,j s denoted by R m,n. If n = 1 then A s called a column vector. Smlarly,

More information

1 Matrix representations of canonical matrices

1 Matrix representations of canonical matrices 1 Matrx representatons of canoncal matrces 2-d rotaton around the orgn: ( ) cos θ sn θ R 0 = sn θ cos θ 3-d rotaton around the x-axs: R x = 1 0 0 0 cos θ sn θ 0 sn θ cos θ 3-d rotaton around the y-axs:

More information

One-sided finite-difference approximations suitable for use with Richardson extrapolation

One-sided finite-difference approximations suitable for use with Richardson extrapolation Journal of Computatonal Physcs 219 (2006) 13 20 Short note One-sded fnte-dfference approxmatons sutable for use wth Rchardson extrapolaton Kumar Rahul, S.N. Bhattacharyya * Department of Mechancal Engneerng,

More information

Errors for Linear Systems

Errors for Linear Systems Errors for Lnear Systems When we solve a lnear system Ax b we often do not know A and b exactly, but have only approxmatons  and ˆb avalable. Then the best thng we can do s to solve ˆx ˆb exactly whch

More information

Tracking with Kalman Filter

Tracking with Kalman Filter Trackng wth Kalman Flter Scott T. Acton Vrgna Image and Vdeo Analyss (VIVA), Charles L. Brown Department of Electrcal and Computer Engneerng Department of Bomedcal Engneerng Unversty of Vrgna, Charlottesvlle,

More information

Chapter 3 Differentiation and Integration

Chapter 3 Differentiation and Integration MEE07 Computer Modelng Technques n Engneerng Chapter Derentaton and Integraton Reerence: An Introducton to Numercal Computatons, nd edton, S. yakowtz and F. zdarovsky, Mawell/Macmllan, 990. Derentaton

More information

The Analysis and the Performance Simulation of the Capacity of Bit-interleaved Coded Modulation System

The Analysis and the Performance Simulation of the Capacity of Bit-interleaved Coded Modulation System Sensors & Transdcers, Vol. 79, Isse 9, September 4, pp. 5-57 Sensors & Transdcers 4 by IFSA Pblshng, S. L. http://www.sensorsportal.com The Analyss and the Performance Smlaton of the Capacty of Bt-nterleaved

More information

Investigation of Uncertainty Sources in the Determination of Beta Emitting Tritium in the UAL

Investigation of Uncertainty Sources in the Determination of Beta Emitting Tritium in the UAL Investgaton of Uncertanty Sorces n the Determnaton of Beta Emttng Trtm n the UL. Specfcaton lqd scntllaton conter LSC s sed to determne the actvty concentraton n Bq/dm 3 of the beta emttng trtm n rne samples.

More information

Homework Assignment 3 Due in class, Thursday October 15

Homework Assignment 3 Due in class, Thursday October 15 Homework Assgnment 3 Due n class, Thursday October 15 SDS 383C Statstcal Modelng I 1 Rdge regresson and Lasso 1. Get the Prostrate cancer data from http://statweb.stanford.edu/~tbs/elemstatlearn/ datasets/prostate.data.

More information

Convexity preserving interpolation by splines of arbitrary degree

Convexity preserving interpolation by splines of arbitrary degree Computer Scence Journal of Moldova, vol.18, no.1(52), 2010 Convexty preservng nterpolaton by splnes of arbtrary degree Igor Verlan Abstract In the present paper an algorthm of C 2 nterpolaton of dscrete

More information

CHAPTER 5 NUMERICAL EVALUATION OF DYNAMIC RESPONSE

CHAPTER 5 NUMERICAL EVALUATION OF DYNAMIC RESPONSE CHAPTER 5 NUMERICAL EVALUATION OF DYNAMIC RESPONSE Analytcal soluton s usually not possble when exctaton vares arbtrarly wth tme or f the system s nonlnear. Such problems can be solved by numercal tmesteppng

More information

5 The Rational Canonical Form

5 The Rational Canonical Form 5 The Ratonal Canoncal Form Here p s a monc rreducble factor of the mnmum polynomal m T and s not necessarly of degree one Let F p denote the feld constructed earler n the course, consstng of all matrces

More information

[ ] λ λ λ. Multicollinearity. multicollinearity Ragnar Frisch (1934) perfect exact. collinearity. multicollinearity. exact

[ ] λ λ λ. Multicollinearity. multicollinearity Ragnar Frisch (1934) perfect exact. collinearity. multicollinearity. exact Multcollnearty multcollnearty Ragnar Frsch (934 perfect exact collnearty multcollnearty K exact λ λ λ K K x+ x+ + x 0 0.. λ, λ, λk 0 0.. x perfect ntercorrelated λ λ λ x+ x+ + KxK + v 0 0.. v 3 y β + β

More information

The Impact of Instrument Transformer Accuracy Class on the Accuracy of Hybrid State Estimation

The Impact of Instrument Transformer Accuracy Class on the Accuracy of Hybrid State Estimation 1 anel Sesson: Addressng Uncertanty, Data alty and Accracy n State Estmaton The mpact of nstrment Transformer Accracy Class on the Accracy of Hybrd State Estmaton Elas Kyrakdes and Markos Aspro KOS Research

More information

: Numerical Analysis Topic 2: Solution of Nonlinear Equations Lectures 5-11:

: Numerical Analysis Topic 2: Solution of Nonlinear Equations Lectures 5-11: 764: Numercal Analyss Topc : Soluton o Nonlnear Equatons Lectures 5-: UIN Malang Read Chapters 5 and 6 o the tetbook 764_Topc Lecture 5 Soluton o Nonlnear Equatons Root Fndng Problems Dentons Classcaton

More information

KULLBACK-LEIBER DIVERGENCE MEASURE IN CORRELATION OF GRAY-SCALE OBJECTS

KULLBACK-LEIBER DIVERGENCE MEASURE IN CORRELATION OF GRAY-SCALE OBJECTS The Second Internatonal Conference on Innovatons n Informaton Technology (IIT 05) KULLBACK-LEIBER DIVERGENCE MEASURE IN CORRELATION OF GRAY-SCALE OBJECTS M. Sohal Khald Natonal Unversty of Scences and

More information

ELASTIC WAVE PROPAGATION IN A CONTINUOUS MEDIUM

ELASTIC WAVE PROPAGATION IN A CONTINUOUS MEDIUM ELASTIC WAVE PROPAGATION IN A CONTINUOUS MEDIUM An elastc wave s a deformaton of the body that travels throughout the body n all drectons. We can examne the deformaton over a perod of tme by fxng our look

More information

CDS M Phil Econometrics

CDS M Phil Econometrics 6//9 OLS Volaton of Assmptons an Plla N Assmpton of Sphercal Dstrbances Var( E( T I n E( T E( E( E( n E( E( E( n E( n E( n E( n I n Therefore the reqrement for sphercal dstrbances s ( Var( E(,..., n homoskedastcty

More information

Case A. P k = Ni ( 2L i k 1 ) + (# big cells) 10d 2 P k.

Case A. P k = Ni ( 2L i k 1 ) + (# big cells) 10d 2 P k. THE CELLULAR METHOD In ths lecture, we ntroduce the cellular method as an approach to ncdence geometry theorems lke the Szemeréd-Trotter theorem. The method was ntroduced n the paper Combnatoral complexty

More information

ANSWERS. Problem 1. and the moment generating function (mgf) by. defined for any real t. Use this to show that E( U) var( U)

ANSWERS. Problem 1. and the moment generating function (mgf) by. defined for any real t. Use this to show that E( U) var( U) Econ 413 Exam 13 H ANSWERS Settet er nndelt 9 deloppgaver, A,B,C, som alle anbefales å telle lkt for å gøre det ltt lettere å stå. Svar er gtt . Unfortunately, there s a prntng error n the hnt of

More information

Appendix B. The Finite Difference Scheme

Appendix B. The Finite Difference Scheme 140 APPENDIXES Appendx B. The Fnte Dfference Scheme In ths appendx we present numercal technques whch are used to approxmate solutons of system 3.1 3.3. A comprehensve treatment of theoretcal and mplementaton

More information

Digital Signal Processing

Digital Signal Processing Dgtal Sgnal Processng Dscrete-tme System Analyss Manar Mohasen Offce: F8 Emal: manar.subh@ut.ac.r School of IT Engneerng Revew of Precedent Class Contnuous Sgnal The value of the sgnal s avalable over

More information

Composite model 131: Ply types 1 and 7 calibration

Composite model 131: Ply types 1 and 7 calibration Composte model 3: Ply types and 7 calbraton Model calbraton Composte Global Ply model 3 for elastc, damage and falre PAM-CRASH materal model 3 s for mlt-layered composte shell elements. Wthn ths model

More information

COMPARISON OF SOME RELIABILITY CHARACTERISTICS BETWEEN REDUNDANT SYSTEMS REQUIRING SUPPORTING UNITS FOR THEIR OPERATIONS

COMPARISON OF SOME RELIABILITY CHARACTERISTICS BETWEEN REDUNDANT SYSTEMS REQUIRING SUPPORTING UNITS FOR THEIR OPERATIONS Avalable onlne at http://sck.org J. Math. Comput. Sc. 3 (3), No., 6-3 ISSN: 97-537 COMPARISON OF SOME RELIABILITY CHARACTERISTICS BETWEEN REDUNDANT SYSTEMS REQUIRING SUPPORTING UNITS FOR THEIR OPERATIONS

More information

STATISTICS QUESTIONS. Step by Step Solutions.

STATISTICS QUESTIONS. Step by Step Solutions. STATISTICS QUESTIONS Step by Step Solutons www.mathcracker.com 9//016 Problem 1: A researcher s nterested n the effects of famly sze on delnquency for a group of offenders and examnes famles wth one to

More information

Dynamic Systems on Graphs

Dynamic Systems on Graphs Prepared by F.L. Lews Updated: Saturday, February 06, 200 Dynamc Systems on Graphs Control Graphs and Consensus A network s a set of nodes that collaborates to acheve what each cannot acheve alone. A network,

More information

Experiment 1 Mass, volume and density

Experiment 1 Mass, volume and density Experment 1 Mass, volume and densty Purpose 1. Famlarze wth basc measurement tools such as verner calper, mcrometer, and laboratory balance. 2. Learn how to use the concepts of sgnfcant fgures, expermental

More information

Additional Codes using Finite Difference Method. 1 HJB Equation for Consumption-Saving Problem Without Uncertainty

Additional Codes using Finite Difference Method. 1 HJB Equation for Consumption-Saving Problem Without Uncertainty Addtonal Codes usng Fnte Dfference Method Benamn Moll 1 HJB Equaton for Consumpton-Savng Problem Wthout Uncertanty Before consderng the case wth stochastc ncome n http://www.prnceton.edu/~moll/ HACTproect/HACT_Numercal_Appendx.pdf,

More information

Transfer Functions. Convenient representation of a linear, dynamic model. A transfer function (TF) relates one input and one output: ( ) system

Transfer Functions. Convenient representation of a linear, dynamic model. A transfer function (TF) relates one input and one output: ( ) system Transfer Functons Convenent representaton of a lnear, dynamc model. A transfer functon (TF) relates one nput and one output: x t X s y t system Y s The followng termnology s used: x y nput output forcng

More information

EQUATION CHAPTER 1 SECTION 1STRAIN IN A CONTINUOUS MEDIUM

EQUATION CHAPTER 1 SECTION 1STRAIN IN A CONTINUOUS MEDIUM EQUTION HPTER SETION STRIN IN ONTINUOUS MEIUM ontent Introdcton One dmensonal stran Two-dmensonal stran Three-dmensonal stran ondtons for homogenety n two-dmensons n eample of deformaton of a lne Infntesmal

More information

Instance-Based Learning (a.k.a. memory-based learning) Part I: Nearest Neighbor Classification

Instance-Based Learning (a.k.a. memory-based learning) Part I: Nearest Neighbor Classification Instance-Based earnng (a.k.a. memory-based learnng) Part I: Nearest Neghbor Classfcaton Note to other teachers and users of these sldes. Andrew would be delghted f you found ths source materal useful n

More information

FTCS Solution to the Heat Equation

FTCS Solution to the Heat Equation FTCS Soluton to the Heat Equaton ME 448/548 Notes Gerald Recktenwald Portland State Unversty Department of Mechancal Engneerng gerry@pdx.edu ME 448/548: FTCS Soluton to the Heat Equaton Overvew 1. Use

More information

Convergence of random processes

Convergence of random processes DS-GA 12 Lecture notes 6 Fall 216 Convergence of random processes 1 Introducton In these notes we study convergence of dscrete random processes. Ths allows to characterze phenomena such as the law of large

More information