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Exercises1 Math

The document contains a series of exercises from a course on socio-economic systems, covering various mathematical and statistical concepts. Exercises include expanding functions, solving differential equations, analyzing probability distributions, and applying Lagrange's equations. Additional topics involve queueing theory, eigenvalue problems, and the Helmholtz equation in cylindrical coordinates.

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Razib hosen
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0% found this document useful (0 votes)
2 views3 pages

Exercises1 Math

The document contains a series of exercises from a course on socio-economic systems, covering various mathematical and statistical concepts. Exercises include expanding functions, solving differential equations, analyzing probability distributions, and applying Lagrange's equations. Additional topics involve queueing theory, eigenvalue problems, and the Helmholtz equation in cylindrical coordinates.

Uploaded by

Razib hosen
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 3

QM of socio-economic Systems B.

Wolle
Winter 2021 Exercises 1 21.01.2021

Exercises 1
Exercise 1

Expand the function f (x) = c x2 + c2 m2 up to second order in x2 .

Exercise 2

Show that (cos ϕ + i sin ϕ)n = cos nϕ + i sin nϕ with n ∈ N.


(Hint: Use de Moivre's formula.)

Exercise 3

Solve
dy
= y 2 − 4, subject to y(0) = −2.
dx
(Hint: Use partial fractions.) Discuss the result.

Exercise 4

Solve
dy
= 5y.
dx
(Hint: Use the integrating factor.)

Exercise 5

A die is tossed until the fourth 3 is thrown. Find:


a) the mean and the variance of the number of throws required;
b) the probability that exactly 24 throws will be required.

Exercise 6

By using moment generating functions, Show that for two independent normally distributed varia-
bles X and Y :
a) X + Y is normally distributed;
b) the mean is (µX + µY ) and the variance is (σX
2
+ σY2 ).

Exercise 7

In a single station service facility to be considered as a queueing system, the mean arrival rate λ is
one customer every 4 minutes and the mean service time µ is 2.5 minutes. Find:

a) the average number of customers in the system;


b) the average queue length;
c) the average time a customer spends in the system;
d) the average time a customer waits in line to be served.

Exercise 8

Consider a Corona test. The probability for a person being infected is 0.2%. A given individual test
will correctly identify the infection with 95% probability. With 2% probability non-infected persons
will be wrongly identied as infected.

1/3
QM of socio-economic Systems B. Wolle
Winter 2021 Exercises 1 21.01.2021

a) Now, someone is getting tested and the test result is positive. What is the probability that
the person is really infected?

b) Due to an outbreak, ocials decide to test a whole city with 10000 inhabitants. How many
people a wrongly identied as infected and how many infected persons are not correctly identied
as either positive or negative?

c) Consider an intensive care unit with 100 patients where the infection rate is 80%. The hos-
pital uses the test described above. What is the probability that an infection is not recognized?

Exercise 9

Consider the simple pendulum with mass m constrained by


a wire of length l to swing in an arc. Obtain the equation of
motion in the limit of small amplitudes by using Lagrange's
equations by using Lagrangian multipliers.

Exercise 10

The ground state energy of a particle in a pillbox (right-circular cylinder) is given by


~2 (J0 (R))2 π2
 
E= 2
+ 2 ,
2m R H

where R is the radius, H is the hight of the pillbox, and J0 (R) ≈ 2.4048 is the lowest root of the
Bessel function. Use Lagrange multipliers λ to nd the ratio R/H that will minimize the energy E
for a xed volume V .

Exercise 11

Consider the following system with three states 1,2,3 and given transition rates wij :

w12 P2 = w21 P1
w23 P3 = w32 P2
w31 P1 = w13 P3

Set up the Master equation and solve it for steady state condition (detailed balance).

Exercise 12

Find the eigenvalues and eigenvectors to:


 √ 
5 0 3
A =  0 3 0 

3 0 3

Exercise 13

Find the eigenvalues and eigenvectors to:

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QM of socio-economic Systems B. Wolle
Winter 2021 Exercises 1 21.01.2021

 √ 
√1 8 √0
A =  8 1 8

0 8 1

Exercise 14

Show that σk2 = 1 and σ × σ = 2iσ , where


     
0 1 0 −i 1 0
σ1 = σ2 = σ3 =
1 0 i 0 0 −1

Exercise 15

The function ψ(ρ, ϕ, z) is a solution of the Helmholtz equation

∇2 ψ + k 2 ψ = 0.
Use circular cylindrical coordinates ρ, ϕ, z with x = ρ cos ϕ, y = ρ sin ϕ, z = z for separation of this
equation with ψ = P (ρ)Φ(ϕ)Z(z).

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