Scribd
Upload
74 views68 pages

F

finall exim

Uploaded by

وسيم عواشرة
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF or read online on Scribd
74 views68 pages

F

finall exim

Uploaded by

وسيم عواشرة
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF or read online on Scribd
You are on page 1/ 68
a) Birzeit University Mathematics Department Math 330 - First Exem First Sernester 2013/2014 StudentName.... souNumber?.. Question 1. (16 points) Consider the function: g(z) = Yeost +1 4) Show that g(z) has a fized point in (0, 3] 2) Show that the fized point iteration converges for any py in (0, Z] ¢) let py = 1. Estimate the fized point of 9(z)with error less than 10-2. d) Find the number of iterations needed to get Accuracy 10-? (theoretically). O Using t% grip of egress» PA tx rep cleerensing on CHI Ce ace See ee ecaerEe lo) aud rince gfyyr hts¥4 < LYK eek aur 4 ecemy Lg, ini BRI Qe ey as Gund wey te) eas ahaa eck in CHT] ;) se \ b) \a'ts HRY ® \ y\e \ eS NS Pyaeeyt sine Qos Xs dacnesing ss Wy L —— —. V5 \NCeaea Tey bo 3 Gna v : (weal = > Lon TEL Se 2 ay Be ~e Ox) “C22 (@® Solving “Gs XGS) . Ary Wa) , Kx 2 Oo 3FY < \ O,. DAS > 0.62 ott eye > y+ ore \ 4 Question 4. (7 points) Find the total cost of Solving 5 x 5 system using LU- Factor- ization method. Question 5. (7 points) A small Business has weekly Profits of P(z) = 2? + 4x — 2e* where x is the number of hundreds of units produced each week. approzimate (with error less than 102)the level of production that yields the Mazimum Profit Qiny a Buy SUN IS 2. “RUVY @ Rr co we oot BIRT Y AS she Cor VN SA SS Oey WAG EY Q. VM 6G 3 eK RV Gs banda) Birzeit University Mathematics Department Second Semester 2012 / 2013 MATH330 ~ First Exam Question 1 (8 points) Given the function. go = 2 a) Using Fixed Point Theorems show b) Using Fixed Point Theorems show t c) Using part) and po = L whats the theoreti Point Iteration to get an error less than or equal to 10". 4) Using pg = A write the results obtained by Fixed Point than 107°. e) Holy many iterations were done in part a? that g(x) has a Gxed point in the interval (~1,1] fat the fixed point ia the interval [1,1] is unique. | number of iterations needed by Fixed Iteration to get an error fess Vee e\e \s Cen taal BIRZEIT UNIVERSITY Question 2 (4 paints) Given the function, fG@)serex-4 ae be 8) Calevlate ¢, using Biseetion Method ox. the interval (0,2) b) Calculate c; using False Position Method on the interval {0,2]. ) Wale cae +6 Wj. bara = ce > Recess 5 tse = @, ae wwe teats Jeet. - Pelee! Ue - ECad| = 2 Halle) a 2. 4h) Way - EC) es Jc Coe eo TASLVGSBE 4 © + fle? “ 2 Soe bee Ble ) A matrix B of size 3.x 3 is;constructed vsing the following pseudo-code fori=1i3 forj>1103 By Gi ait end end Use 4-digit chopping to evaluate the matrix B. dor each denert A we have € 3 mali gtocakion 5 so Qi each etement & a, ake Boe we vase ler gk li z Ny eXtotenks Ave total cosk Cs ON S ndewas (cab ackvtonr ceakait oy | ‘Question 5 (5 points) Given the system et Fanaa sin (x) + cos (y— 4) = 0 use (Po, Jo) = (1,0) andl Newton’s method to evaluate (7, 4)- oh e-X ) cost} -sa (4-8) ; : f a . =u, | 3] ‘ 0) [3 (a) we 48 6 Roz UAS \ on Re 4 alo = -ote ited: R22 ONAL casly ato > Sa > sents) 4 eos A) Le asgenx p ober EAS Fh e 2 \ Re, Ce = (asucgefsos -c: BS CBeMMAs dq) ebp ato. 2814181741 ‘+ EZ pois iescrets — Yori sz o \o3O33323 2 Pz 3g 323) Rete SESE eo Sos elses Dp « o PSCHs2uas hd = ee eSSAq bord - o- FSCBetMAS DA eae wo AG FRIIC3 ; Birzeit University Um Mathematics Department Math 330 - First Exam First Semester 2013/2014 Question 1. (16 paints) Consider the function: g(x) = Yeosa+T a) Show that g(a) has a fied point in (0, | 2b) Show that the ied point iteration converges for any Py i [0,4 i eho) Pam. Eatmate the fled point of (2) error less than 10°. 14469) Find the ruler of ierttions needed i get Accuracy 102 (theoretically). 4) Vode NEI - x a we = So} 2 1Veose +1 Ye) « FGI Zo eet hes Ftd Qerat ae ps n\ ea 7 900" (cox ') a Sees eee Jas! aR act Question 2. (13 points) Let f(z) = «* = cos — 1 4) Use Neuton-Raphson method to estimate the root of the above function in [0,3] starting with py == 1 and with error < 10% 2) What do you expect the order of convergence of the above iteration, prove your claim ermal! Lode X eae | & Faye 3X2 six poo = bx yee & A egy pres e Ce) : IR rab eager srt 7 | 2uy +o. (a 22st) = IC ins) Si (une Ife Mai apo ay eve) 7 A= é (nese fee gentinz size) , var Rk =2 ct z(t 2654) pee ll 2) A= “has Question 3. (7 points) Use Newton's method to find 21 for the following system? wea op B07 Cosy bye = 1 ay CP _j ee Given that x? = (1, 1)¢ aaa er S(F4) == (g) et “vf f we, BS 7 eee ee _~-BIRZ Sihy a ye es | | | | | O14 Ae See 5a | & oa ea) (a) a AeA | [gis ba8 pagar | \ \ pee Lar eo Ul Og = leq oat 3 ee oe 4+ G.A7aG= - oo oo a oes -0.3 4 i ee — —. 4 ey alles . aP:@- g 4 Question 4, (7 points} Find the total cost of Solving 5 x5 system using LU- Factor. ization metho Question 5. (7 points) A small Business has weebly Profits of Plo) =x? +4220" all here « is the number of hundreds of units produced each week. approximate (with error less than 10-2 )the level of production that yields the Mazimum mol Pegextetyrid [PCM ce pe mT fi Ihe ucr ste “Use DAlethoe Pe L vy we | PK Birzeit University ‘Mathematies Department Second Semester 2013/2014 MATEL330—xam No. 1 Instructor: Dr. Hani Kabajah --Key Fann 2. Stadent No. Name Gays): __ ‘Sections: Put a tick in te last column Section Time ‘Your section 1 ER 09:30 ~11:00 2 SMW 9:00 —10:00 3 SMW 10:00~ 14:00 ‘Question 1 26 potnts) Circle the correct answer then Hilt the following table. In the table write 4, B, C, or D tn the answer column, Question Answer Question Answer L Bb a Cc 2 > 2 C 3 8B 3 A 4 B 4 B 5 3B 15 f, ae | 6 Ca B " € 8 B | 18 D [HoH EIA » | 8B 10 BR. Ey Cc MATH 380~ Exam No. 1~ Semester 1132 Form 2— Page? MATH 330 ~ Exam Wa, 2~ Semester 1132 1) Let f(x) = x9 ~ 40x + 4, using Newton method and py = —2 then p, equals a) 33496327 ~-3.345969012 <) -3.345963296, @) None of the above, 2) Let FO) = equals a) 18 ») 225 o) 075 None of te above, ~ 10x +4, using bisection method on the interval [0,3] then o, 3) Let FO qual a) 0.6667 0.186 2) 09148 @ 1a 3 — 101 -+4, using false position method on the interval (0.2 ] then ¢, 4) Let f(e) equals a) 0.6667 0.4444 ®) 1.5556 &) 09148 = 10+ 4, using secant method and py = O and p, = 1 then p, 5) The interpolation polynomial of the following data points (0,0), (1,1), (2,3), (3,-1),, (44) is of degree a} Atleast 4 At most 4 =) Atmost § 4d) Atleast 5 6) Polynomial Tnterpotation of the data points (xp. ¥a)s (tins ---4OGw Ya) moans a) Finding a fiiction f(e) such that f(x) = y for all b) Finding a polynomial F(x) such thet P(x) = y for all x Finding 2 polynomial P, (x) such that P,(v,) = Ye for alle, k= O,1, «22 ©) None of the above, 7). Using interpolation by polynomial ofthe following data points (0,0), (1,1), (2.3) the value of (1.5) is best approximated by a2 1.895 ©) 2.25 @) 2375 +8) The fimotion g(x) = £4 2 fas fixed point in the interval [1,10], Which statoment is true? a) Using the Fixed Point Theorem we are sure thatthe function g(x) hes a unique fixed point in the intervel [1,10]. ‘Using the Fixed Point Theorem we cannot know ifthe fiction g(x) has a unique {fixed point in the interval [1,10]. €) Using the Fixed Point Theorem we are sure that the Fixed Point Iteration of the fimetion g(x) converges for any pp € [1,10]. 4d) None of the above, #9) Let f(z) = Ge 1)- sin (wx), If we use the secant method to find the soot p é the order of convergence will be R=1 6) None of the above. 2°10) The eystem, a) has one solution ‘has two solutions ¢) has three solutions 4) bas four soutions ATH 380 ~ Evarn No. 1~ Semester 1132 Form 2—Pages | | (At) Using V- (de) fone 869) ¢ SXIG > EK |, Yee Co, ly | ey FP, thee y ee ular an ves Nel pun yo \P RE PORE AUD Why yee | \yyie wea | oh Lusigsee she} 5,£ rd <0 | we WW Vg Sw be ay \.M 13324 VMOU R? 3 at mp lee (Q#2) (2opoints) Consider the same equation f(x) = 27 — sine -1=0 (1) Use Newton Method to estimate the solution of the above equation with accuracy 1073, (2) Find the order of convergence of the above iteration both theoretically and numerically. ‘ Pewter ethed + Phe ele, © Vea = Pal we ha- Dh) © = re) 1 q- CET z Walb xyes a rae -3 3 fe < lo a) ea Asgemne BR we EH OTEDY 8 (edge cia #9 eee Ail m RNe an,y he | Soy o.s612. zee oe ae erro! ; Veal Vio .glge -- \ o SOQ {3) (18points} Consider the same equation f(x) = x* —sinx -1=0 {2} Use false position method to find ps ,p een Po = 0, py =F (b) Use bisection method to estimate the root, find co ,c, only, starting with [0, 7/9] {clUse secant Method to find the 1 two iterations starting with py = 0, p, = */ (a) Qo ie byo= ally) Cana) £0bn)~ Blan) Con bee RUB ae) tle A Beey 2% - PA) lee) SH) £0) Fle HOPE SINAVE RAL sah = L \otous, &] £; GX 4 =), cea dy FP) F(R) ~ Pl \eaensy a) Gis basen cri Ge SH gy opag £377 “\ 2 em = lia $043 (e\ he same os ers @) Wea (4) (20points) (a) Solve the following system using L-U Factorization G29@-@) {b)Find the cost of fa) {c}Find the cost of L-U for nam matrix: \ \ 1&4 Oe : (920%) |e | re De atte: — oe oe a es » o 7 yo\ Uns y \ \ & 3 % A Ciettecerfeeee taser cat \- pole fie mre x Qwviy as N24, , ystems Jaz 4, yal? ABM Lo 2s oo et ES 2 wine € 4 ert BS 2 ye x. ge 2 SHB Gabe 2B t.7 |X, wo) (2) (ea (u-2*+ (rey ‘ ; (ntenitws) : we) Gon) *¥ Gee) y etqe ! ¥ f \e \ st + re eR Ss (Se o key nel ep wt Ho Ge ertia a Unde Outen Seana i Pr Saas ; Set é ae e Gee as a ont yh | (5} (12 points}Using Newton Method to estimate the solution of the following system starting with (1,1) Find only one iteration —Ny ean -! . [worl Say? : \ "3 yet wy / Fly) 2 ty) = 7x8 ~10x-y-1=0 BS (mig de Auk 10% wy By8 Ly +x-1=0 vind it PeaMeae: Ftey ye gy? RA AR J ai “% - Aart sre ee 2 z Pee cal \ ay Laver redhed | ey vo I 31 Guay 4 ° ~ ELLtega) 1 Ye [forRs) ey \ i a ee ~ -s] “ ma Le 1 ~ ONAL 1 Tf eo a yuy cy Ei L =) CLa= Grane , View 4) AQ 2 CE SE \ a / BIRZEIT UNIVERSITY \ a oe MATHEMATICS DEPARTMENT ee atte MATE380 -Midterm Exxam- Spring 2014/2015 « Name, oreBSl peta Ble ¢ Number...L|,.262$§..._ ¢ Section... QU) Consider the function f(z) = 82” — of — 1, Batimaie the root of f(z) in method, Find the first, three iterations. [1,2] using the bisection ft De a FERS ffi = 014? pe L(Q> 34 Se eter: plaubie CF 125) » Cf, xy — (= EET es Th 12g 2 ene fase L2b ose ee ; => Cobids an Mey ‘ \ 0 “ ed Cs HhSs 0G ~ TS as Q2) For f(z) = 327 -e* -1 Eatin the first two iterations. rate the Foot of f(a) in [1,2] using the faleo position method: Find 4 = Se FIS2b 183 carted Rie 26) 644340 ob} LY RE Co\ ber Hee a dee FVD 2 LSS? Maley "hoe. y PAA) 2 ey] 30 7eS7PM ce \ G - 6 [De £1 16640uei2, sy > qs he- Eta ( bh -Ba) «Pb da-e)_ Aqgst3 034 PU bi )-Feo fl fle), 2, Show that g(c) has a fixed point in the interval [2, 3} in £033 (24 Ele Co leo! dab 98) tet (2) = 5+ ab BO) 1S Centimns . ~34 eee Jw. 34 2 Lor eter sete foe Na we a> GO) Fs Gheays witsng KE pmax Te Gf 2) 22.125 pony 91) = 2.03709 70 2B - \ (20373 Po FR ahagbo 4 i sf he Peed” Ph tn £23) QA) For the above fonction g(a), f Fun = (Py), show why this iteration converges for any Po€ 2,3) DOT a beceese FAs whens Leerrasins Soma [AOR oh va = mer ( gol Je Bros Bw) < he Pa = BOR bh, eX A Pals - 6 Q6) Use the iterations you found in the previous question to find the order of convergence both theoretically and numerically. Pap. |. 20003014) feby | (Pl= 2 A- [Ee zeta) lgnurtealig ad 2 (apne) ait wing Gunssien elimination Mage PEF? = 13,02 123, ae oe [in| [i 6:30] 2.635 oe QE5y [Ido PLANS ie O l474 i) wm fil2 ~ 23.5206342 2 1424 = ) LIN = TRet* 7.573 > “YR /. C : iuaanie _seeeeatuiceel 7 > aR ot, Ve bs A \ye P67. KM hel =] AGS fe eee pe ooh QUO) A small business has weekly cost of e(z) = ~ 2° — ‘Qa? — 6x +1500} where < is the number of hundreds of units produced each weel ‘proximate (with orror less than 10“ ) the level of production thst yields the minimum cost. Hint: minimurn cost means ¢(x) = 0 CO) = Bye 3 yt Uy g =e take $900 y Yves BH os far | YB Tene be a va Vg bya ee CL oS 9454 nS Je Kiya 689 but Ci Lo haw AID ~~, PY es TRLM IT Oo) Hoke P= 2 ® a Rx. G86299576 CP a BIGHT Py wx fe PG STS fa k 74751 I Aer 0 Ph OMI < 10 ¥ shy ~f Pe LaeRsHa Hig shrEe7 75 F b (Ieee + ~PIMP by [re paling # Spry. rymy paoaay a cp enetanyn= St Pale h Kfeqe een wy ley eg = i-ihy TB ihe fo \ a ae ( if {ajar +3 (4 274s AXh 7° uae ip HD ay iy pL = xtsyenr ¢ x g © Jo qumENO,op fun 30 w60p) TERFY “ry s.romeeag asa g = ay Tanyas WONT y x FB BayATOS JO yoo ou PUA (BO ao Sypo3 10 shane 4.7 t! € (QD pean 7 spray ser © te zt Sao 5 rad lene = br bul = 4 e oe a va [iS SSsnEee Q 2 APO S + b <196 & in ic Wado (ax +d) = (9b6G APSE(E MAL + CAI AX yr (IG af Ue aryio} =fygeoiqno yea] ye Aen YE Huy Aq payeroue eouonbes aga wary (er) 6 = (aA PRO of = (ag) HHH MONS (LD. LF Birzeit University-Dept. of Mathematics ‘Maec330-Microeconomic Theory tnstryctor: Dr. Marwan Alogefi ) Spring 2020/2021 | « 0 dear... selon Number. IQ.A20.82! First Hour Exe Haruttas ion 1 Answer by TRUE or FALSE: 1. Let A be a 4x4 symmetric matrix end let Ay denotes & kth order "A. Answer questions (a)-(¢) below: : leading principal minor of (e) Wr <0, Aa > 0, As <0 and Ay <0 then Ais 2 positive api = (ofeene) | matrix. i LW) If Ay = 0, Aa > 0) As > 0 and A, = 0 then A is either positive ' sernidefinite or indefinite. (oe Cat. (0) If Aa <0 then A is indefinite. oa (a) A hes 15 leading principal minors. (en (0) Ie Ay = 0, Aa > 0, As = Q and Ay > 0 then A might be pogitive® semidefinite or negative semidefinite. (HS 2, Lab f UCR OR, U is open and f is of class) % Dita) = o* EU, Answer questions (})-(v) below: (2) IE f has elocal minimum et the point 27 then D3f(c*) is positivg ; So definite. (arch (i) F DF(x*) is jtive semidefinite then f has global maximum at =_ the point z*. ae e—an iF D2f(at) is indefinite then f does not have locel extreme value ate. CELLS sher oe If D2 f(z) is positive semidefinite ab every point « € UV then, f has (al. oa @ global minimum at 2°. el) IED#Y (at) = 0 then the second order test fails. fe — Question 2 A firm produces some good according to the function q = juppose that the price of q is p and the prices of k and I arer ,, respectively. Define the profit function m(k, 2). Find the quantities of K and L that maximize profit. Show that D’x(k, 1) is negative definite He 2 = 7 ww 2 Revenue - Cost Mis Krewe ~p@t) ; OME REL RM 8 germ PT 44% @ BE ewe ght LY oe 68> Mi x Kk ' 7 [* (dyn *¥ kt) Feuer es stayed te? Abe At grade) Be Tide do ae dhde Ab" on 8 Use the Lagrange multiplier method to find the minimum of the function f(z,y,2) = 27+ y+ # subject to the constraints t+ y = 9 and 2y-+2z = 8, Explain the problem geometrically and conclude that a minimum always exists. phe { ee } Rank = Cree 2 baadrgs constants Live?) = Beg 2a? — pth eg) - Me (2G 422-3) Boz te ps =e vA Mit 2k? ‘ay 28> yc0 Beall r we 2 ey fr % 7 he =4e*® jh ee tpg =e jo mead 2 . z fis aary-% Fara Gad-4t® 4 gtq> 24 ? 222g (eur) GP aya 2eevee ay aye ag oF 22y = Qa xe (yet2 erg = 4 min aluays erst Since Ceaaeiae J2S ows 2ygr2es3 1o2)5 0\7 8 a t2er3 eae Wo ae ote @2 eh mo ns3 i cone! eet noah? det(W)2 2% He sens syhn A en” du the pasthwe clad L499 i 77, freab resp 2 eelegnat ye me crikel 5 the enn Dh Question 4 Find the maximum and the minimum of the function 2? + y# ‘subject to the constraint 2? + y° + ay = 1. (2476 2 Llmy) = bray? H(t Ry AFH N) 2yi%) are acnel dé + 2h - 2% 2, 2 pene! gt e"Hleety) aa ee Aes Ze ge Moye hag/ Mati ens 3 o ¢ praprray 7h Me 29 saa zyae Ze 2 2X a : dp 2 TOF \ 2g0% 2K y re ferme | a (egret) = glP® e4). \ 2 “ He \ Dy tht. gga g* Ue fe oe 5) \ a2 gh Ome \ hte co a AR wry te ts! \ ; a-ty I +h uth aah ee a’ (3 Wey (apa Lee ee cyreck poste ale 4 “y-b) \( en ol wh ENC e) 4) (2) x A424) GNC Xe Se are Crrbacedy, Had *l NORG IL Cae Dy ee 4 peels Steet oe [Me Ry fz) + age Testis Question imize the function f(#,y) = x+y subject to the constraints Poy ell (AWS O m2 (= ) (6) Define the Lograngian and solve the first order conditions. sian fee = Leashes ergo hy bd) Hh ety) ore body, Constlaint, dee | —ank 4 ha? (oe BUA AAA PUK oI 5 * 2Kk 2 ugk ~~ De dil - gk, tho } (ens ‘gy wey. Dare sl Cox » e492 0 piper ae lead bee SE at An2° Ru (Keg) 70 p pare 2 shrek got? a} nL get fh verve we fe giv cries > (hoch) 9 bs ey . 7 amy £54 tise gay oT a Peo Pee) * z- 3 58h, Re 14K de 2 Age 1442°2¢ =P kyoP ee eae Re oD K+tY 72 Bre se ° Ms (i 0) 2? lotf,| = a-h>e eran a>\ ar aa wem(g) make the no Ther i i Qaeee Laden a Birzeit University-Dept. of Mathematics ¥ Maec330-Microeconomic Theory Of First Hour Exam (Instructor: Dr. Marwan Alogeili) Spring 2011/2012 Name:.Abmad....Abd..0kRinenss. Number: 108.2125, Question 1 Prove the following: (a) Let u € RY, Show that the matrix A= somidefinite. (Hint: use the fact that v‘ Let weiRr us a Tae, M4 af ula/ uff puhes x isfy Ob} Show thet if A is a symmetric n xn positive definite matrix and \ is an eigenvalue of A then \ > 0. Recall that 2 is and eigenvalte of A if thera exists a nonzero vectorx €1R" such that Ax = dx. le Ng rut is symmetric and positive vv =|vP, VER). (c) Show that if A is a positive definite matrix then ay > 0. Pssume Ana ma, Leé A as ave dehikte = all LPM. yo (Thea) 21 LPs = foul, lol, lag} =-- ul So- Question 2 A firm produces a certain good according to the function f(z,y,2) = Infe + 1) + in(y + 1) + 1n(2+ 1). Suppose that the price of the output is p and the prices of the inputs 2, y and z ater, s and w, respectively. Pind the input quantities that maximize profit. Check the sedond order conditions. Py, 2) = La (vel) rly +i) +n (er) 9 R(4y,2) = p( slat t obo) Laesl) pitt PCOS Ker YSe BO ac = Rw.) - Cm) Fj plLa xa plaloal) apudtgat ee Sede 2 af O72 enone ex Kal = © Bea EL ts =0 We S Bat er =. PP —_weogee © i es Fon SZ 7 Oe Om fb ara tee SS ON Xa cf @a $.=83 Yale ty DOF @2 \ sing \ es Drv.) ) > Dou = M22 (2. ay 2 HORA. atte), Question 3 Use the ie multiplier method to na the maximum of the function f(z,y,z) = 2+ 2z subject to the constraints z+y+z= 1 and a +y?+2=7/4. Follow the steps below: (a) Define the Lagrangian and write down the set of first order conditions. lel egeey tl PTI watts) @ LOM Ey uy va) a XAQVZE- pilxtg+e-l) ~palxefr2-3) @ &- a - =p) - 22 ¥/-0 .@ 95> - My - 2hyf= @ Se a2- ping 220, ® oh SPAN 4 @4 = — (xy 2 = +) ee 4 (b) Write « and y in terms of jz; and pre Fon © SD \ py = 22k : \ ee er) Feem(D —Hy-2prY =o we AD pyr dpry s : (c) Write z in terms of iz and solve the conditions. Pom -kagrees e» Xayrt -leo we op else tr Der 2 \-Py- A ye cleo aM _ (2h a (32) From@ Dp - 6, =O 2 beta, 2 -pr= My oe ew\ - (ae) \ D pee Za \-4Ur2gen 5 g=1-(-3. Ce) Question 4 Let f(x,y) = cy ++ y. Consider the problem of maximizing F(@,u) subject to the constraints a? +y? <2,2+y <1. (a) Setup the Lagrangian and check the NDCQ condition. g d= Pag S21 9,xy)= Keg <\ = P9lay)= (2 °s) tee rank of Day) B Ness Maan een ae ofS Kis Re). (% xey= “Ay - eal) L (49a, = XY a key — ak SN (b) Write down the first order conditions. Then show that we must have yas. oO Bp = ys\ 1A) k- Ag. =o © Beat + 28y = a OD ) @ a, or Awe @Q ALxP-reo . Ax xy-Tee Q xraggre, Ksyvsy lek Pass? Brieo and eee Xtleo i D\YycieX Dve (c) Solve the set of first order conditions for (#,4, 1,2). Hint: consider ell possible cases about the multipliers. Oo A= Ar2e yd %X=Y=-\ Qo (vapee) ---- © © APO, MW =2 ye) Ax=o0 F Y-% DX =\ x*\ —Y7,9 <0 YK -2AY =-1 2 y LAKE A-LIAY ayret. Dxe) aret] ayehket\) 2 141-2%s0 ee 24224 De ---@ Question 8 Prove the following: 1. Let a and § be positive constants and f, g are convex functions on a convex ‘2 sot U CR", Show that af + Bg is a convex functions on U. Let hex) = a £7) +8900 | A(t C-NF) =X f(ERC-0F) +P 9CHH+C-H9) & xf tf) 0-9 fay} re[eg@+ Ha) | = tL x pre) +e ga} ls9) eS | - ¢ hex) +4) hoy | = \o Ww) convex + i, 2 Let f be a quasiconcave, positive function defined over the convex subset $ of ' IR". Show that g(x) = 1/f(x) is a quasiconvex function over S. since £(R 1s qUamemcave thon te sel AN Plt Chef] fone teaype come ~ wb oe is convex et of% | Faq S TE ; 247 9G < IF vw cenvex Set. = J wo quan conver - 3 (a) Solve the above problem graphically. q 3 Joa (e/ Maximum at (470) XK a (| pj=- } \ 4, ©) Solve the problem ta nclading a mtn for the objective function L Oey, pons o pe et) Hel) yo ~2 eX +3 pu (Qe) ” =o af) y“ () - 2poy— 4g (ahd (sa W\ poo wd. @) Cpe) # C80) DY peo =) X=! Ws, >: af re =) 3p. (X- = any numbers o> Ba yro SIY=0, 4 Question 5 Determ : (eave, or neither 2 following, functions are qnasiconvex, quasicon- _, @ Sey,2) =n? +? +2). 3 ayaa vs convex funchon - Ina yo artiT. 2 ft is 4 Comvex (HiT of Convex) 2, ©) Hen) = a >0. J = Syoax x Since both BoS ou, Comex ely = peo both - , © f@=erh 9 @ f@y) =e, y> 0 ay era Js ae” x 6,1 - @ 0 Convex get i 4- Concave + | _Question,6 Answer the following Za) Is having decreasing marginal utility, a < 0, for all i, an ordinal property? ‘Why? \ je $2) = 9 (UG) , FB MT os = 9'(U(X) BY ¥t 2 ee fu) 2 xe "war =) + - ‘ + & This & et Iam ordinal preperlg - (b) Show that-if f is concave on an open convex set U.C R” and Df (2") = 0 then 4 f(e*) is a global maximum, 7B eencave itt AF) DS PMR) IX) : dq Df (x9 =Bo £9) PM <2 > fa)p< HR) VI<¥ aI) a gl x (c) Find the value(s) of such that the function f(x,y) = 2? + 2cry + y? is convex. 2 2 Cc | Wieay -[ Ze zx ue DI(%) Gk ee sermbep - + dee prts | 2>e, e>0 9 2 yd ee wee 6 2 Birzeit University-Dept, of Mathematics es Maec330-Microeconomic Theory © Second Hour Byam | (Instructor: Dr. Marwan Alogeili ) Spring 2011/2012 NameAlbma.d.... Abd... ALRaman Number:\O8.24.29, Question 1 Find the largest domain over which the function (a) f(2,y) = 2? — 4? ~ zy — 2? is concave. = Lx) fs eagrensnyy D Pa) ee > nice ax Pays —2 Fyg- -2 3 -* Puy 2 ow uy (b) f(e,y) = = is convex. Pi. 2X Tix S Bey 2 ee Patt oe v & : : >< & ~ ofo-Fes}f pe Sve od, Question 2 Prove the following: (a) If f(2,y) is homogeneous of degree one then 27 fe. = 9" fy. i \ead i ar 3k Po) = aK Pes) Ce Tim) © XBh he 3.29) (LS yx Sa +Bdhyy K-) < = Ploy ® xiCxx4vy boy ee O. Boke sy fay = (b) The function f(a, y) = x°y* + zy +1 is homothetic, P we need do show War Bp 2B PKs) @ PK ey) wy fOu9)= ger) won) = xy ae = Exrer\ (0) If f(%) is homogeneous of degree hind g(x) is homogeneous of degree ! then h(x) = f(x)g(%) is homogeneous of degree k+l. Leb Rod) fs pVewng, oP degree = puUds=axx*ty ---- od Let 4&0) Ys ewes. oP ge®) = EQ) inter, -o64) =f) a) A \ lek) = RUK ge") 2vkN= S39) a Wes EO WwW) 5 S Ko Ye @ Question 8 Consider the problem of optimizing f(x,y) = 2° +? subject to the __. constraint x” + xy + y? = 3. Use the second order conditions to show that the point 7 (v3, -V3),\ = 2 is a maximum. Then, use the envelope theorem to estimate the maximum of f subject to the constraint 11a? + xy +y? = 3. Lous a) = Xayt ae OP ary sa? -3) op Lx= 2% -2¢K- HAE “pk Ly eed -opy -% Lub x exygad = ?- Lxx= 2-2p Wye a%ey aye 424 Lays --» Lyy = 2Z-2pe PY Lb 4) oO BXAY KAY DKA 9-2 @-ae 4 es “pe Oe = pL = ° we “8 (b) Solve the problem by including a multiplier a” the objective function, a LOxvemrer poe wolteade 4d) - pry) Laaqo(ia) + 3p = 9 Ly apry apy =o oad 2 o(X4!) ¥ 3 ese que — apiyg =o bozo =» po =p? Sy to. 2 wee hone Wy 0. 2) Olek =D pho (2X42) ASB Mo Leo | ayer + 9K Question 5 Determine, whether the following functions are quesiconvex, quasicon- cave, or neither @) fea ©) fey) = vey <0. / Question 6 Prove the falloving A : (6) If f is convex then epi(f) = {(x,u) € REVO < v} is “5 Wex set. a sx v Or lw j@nser § P fs Convex ® Pts def: ea a PERM -y& » POg 40-9 PC) (b) Suppose that f(2x) is defined on an/open convex set $ CR" and g(u) is defined over an interval in R that contains f(x), ¥x € $. Show that if f(x/is convex, “a(t is convex and increasing then h(x) = 9( f(x) is convex. & Ber XY Sy Consek ond Prerenst : Jeiechy ayeresiny - 5 397° ts stily Ve Y 4 Sc MT on: "Trays 7 a pcs) is cee FO) TS Yomey = sinter eee aale (Po) XS rerio Wn i Qn ckow a i 0. ok ‘| Jd since We Waar —F ; on - LES) Is Yors avdire® a Aa Convey. Birzeit University-Dept, of Mathematics Maec330-Microeconomic Theory Second Hour Exam (Instructor: Dr. Marwan Alogelli ) Fall 2012/2013 Name:———— — Number:———_—— ? hee + iy? Ua ion 1 Consider the problem of maximizing the function f(z, y) = subject to the constraint 2x-+2y= 1. —~ L o (a) Use second order conditions to show that the point (2,y,u) = (0,0.5,2) is a minimum. LU up) = xtex ay pCexaey-Y) orem & Wie 2 9° a0 VS. lHl = -32 92 We co = min- é (b) Use the envelope theorem to estimate the maximum of the sare function under the constraint 2e-+2y = 11 and the maximum minder the constraint 2x-+2.1y = 1. (©) ZyxXery =! f= tlot+h Gl) =l4a(ol=le- (@) KE ade ay? p (ext ay-t) tae flat) + 2ede = 1-B (00) = )- M(4)le) =l-o} =O .F.~ |... Question. 2 Answer the following: aise _ @) Use Euler's formula to show that the function 2/3y4/ ig homogeneous. xx 48 sf ry(tety%) 6 Ma VG v3 V6 | eae gy 2x’y VAG Werney- of degue Y2 \ (b) Use fa/f, to show that the function f(x,y) = 24 is homothetic 2 Sopten’) = v0" 2 KPT (3 +) 2 9 +1 2 p= ymplesd= 609) — 2 a w+)? ony A. btext) 2 2 gtk Py yr e2xey 8 ( xy42x) XY ae BO) =f “ie home senecus +f deg ve deve Rx) * => ft oO homo eke 2 Birzeit University-Deptartment of Mathematics O ‘Maeo330-Microeconomic Theory First Semester 2014/2015 Midterm Exam : Nase. AMON pay, Namber. zea. We Question 1 Find the extreme values of the function f(x,y,2) =2-+y+2 subject toa +y? = 1 and = EU yAye XAG Kequal tag Constraiay hy) = At GPs) bp Ky = xe): Us fy rnciarayie- Cree renee) eae EAA = at 3q.5 [> OAS =O ab = 4 hes © Wake, ged Ree [= AANYAO \“ AN By co Sue ys ot a ts Kr»\> ne Se.) ie exrreme VES Ma ae fa a NR a2 ee Heed Eee Ee Te Ee FPovrhs + OO, B Arye) C8 sa 381) (Bp ay (Ss togh $0) CP bokB sc) « y (4, BPO) = vay ee - Baty (46129 5 A ANE ease Yo the constraint $a? + y? <1. ys Question 2 Find the masimum of the funetion f(2,y) = a Seyye $xe oa moos d C oe A 1a24 Jy? subject \ 7 — yy fs eS) 2g ae LOD s 4 Bagyee ALOE) Oak = XK — Ax c0 ol x(t 6 Zk s ~% a oo QABCO ® 306 | O X (per Oeor \ @ixrkshigas x (1-9 whan x20 se | \ aA Cy toys yevco (0) 3 win 1 O (xe yerey so cgay (Cee 40-50 Kea a xe -lO far fo Lora BEE 2) = a ¢ (os). AL 2 (M0) in e (8230 Zz U ee - V cs tha afta POLO AS. (oe) BWDO) - yu 4 Question 3 Find the minimum of the function f(y) = +y°-2—y subject to 2? + 9? 0,y 2 0, where a is a positive real number. ECM) = aye XY i WON) ES xt Wea Yok) e “XO L a ae hs) D -BSO _Y¥ eee Oo (aga) prox 43h + YC 29 dayne AY = xX oe Dok Ost = QxX =] ~QdX 42-0 PY = 2a, 4 4d a<0 DA Kswadco @ arxzo ® rs 426 © dz soDL SSL @® x20 yeo Se pee MN O8s Ff a8 ne oe 2 xno AN vasea. i ewe Q520 -1-0% AsO 3 s 1S Question 4 Suppose that the point (2, ys14) = (1.44) is a critical point of the Lagrangean function L(x, y, 1) = 22 +y — m/z + VU 1). (a) Use the second order conditions to Show that tiie given int is aumini- mizer of f(c,y) = 20 +y subject to y+ Vi= 1. Dey - aba vat) , © HOIENEANG= | afi aah cde jah ob Sspl SPs axes , EE Teel: aL sal ate : j \ ee o 2 6 OK 2 We \ ae e < ie = \ x gu gt =) eR A) et \ “me wa NS Ex \ aA 7 aie AR, / Be at AC) \ 4 S38 SE ge, oe ‘ ade LM rane / ve/ (esas cig bos ewe YW = pr (- L LNG Z aN 2 eet £1) i ve PODCY: ti age ee is oo sek Wh Ise the envelope theorem estimate the minimum 0! subject te the be it ’ © Ce movemevacieh o abies ORS seen Qa area pT ae SN fe Co * Fao = ee r oe Mea -aR | ada Kel J = %& wee law ® g =é6éo%4 ey Sew ve tis \O Question 5 Answer the following: 1. Determine whether the following functions are homogeneous, homoth- etic or neither. ae > whe a (a) F(z) = sin(y/2) + c0s(/y)- ae xs eg)= Sin ( a cos (2b fee D a) eyo) at 2009) H 1FS homogenous of degree O/feyeetyreytl +O Not He Zia “pie Pe) Fie Pe Bt ag eX De 3D enee ey wees 2. Show that if F(z,y) * homogeneous of degree. then lee TADS a dxay XS Ht ©

You might also like