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wlio 14466066 | THE UNIVERSITY OF NEW SOUTH WALES SCHOOL OF MATHEMATICS AND STATISTICS SEMESTER 2 2012 MATH1251 Mathematics for Actuarial Studies and Finance 1B (1) TIME ALLOWED — Two (2) hours (2) TOTAL NUMBER OF QUESTIONS ~ 4 (3) ANSWER ALL QUESTIONS (4) THE QUESTIONS ARE OF EQUAL VALUE. (5) ANSWER EACH QUESTION IN A SEPARATE BOOK (6) THIS PAPER MAY BE RETAINED BY THE CANDIDATE (7) ONLY CALCULATORS WITH AN AFFIXED “UNSW APPROVED” STICKER MAY BE USED. (8) ASHORT TABLE OF INTEGRALS IS ATTACHED ON THE LAST PAGE All answers must be written in ink. Except where they are expressly required pencils may only be used for drawing, sketching or graphical work. SEMESTER 2 2012 MATH1251 Page 2 Use a separate book clearly marked Question 1 1. i) Find all complex numbers z such that 1+z+27+2°=0 ii) a) Let a, » be n complex numbers. Suppose that (z= a4)(z — a9)-++(2- 04) = 2" + B+. Write down an expression for B b) Explain why at least one of the roots of 2-228 4324+2=0 satisfies Re(2) > 0. ©) Show that the differential equation dy dy | dy 52-252 +32 +27 =0 a as Fa SY has an unstable solution. iii) Sketch the following set in the Argand plane: {2eCiz# 1-4, |z—1] <2 and 0< Arg(z-1+%) < 4} “7 v) In the following question you may assume (without proof) that. d a Let V be the complex vector space of all functions f defined by F(0) = a+ be? + cc, BER, for some complex numbers a,b,c. The set. B={le”,e*} is an ordered basis for V. (Note that 1(@)=1 for all 8 R.) a) Show that the function @ ++ e”, @ € R, does not belong to the span of S, where iv) Show that the set S defined by s={(j) ew: is not a subspace of R?. =ie® for @ a real variable. S = {1,059}. b) The mapping T: V — V is defined for f €V by (LF)@) = f'(@) -f(m-8), GER. Show that T is a linear mapping, c) Write down the matrix A representing T’ with respect to the or- dered basis B = {1,e!,e-#}. d) Hence, or otherwise, compute the kernel, image and nullity of T. Please see over SEMESTER 2 2012 MATHI251 Page 3 Use a separate book clearly marked Question 2 as i) Suppose that A isan nxn Markov matrix and that the vector e € R” is given by e = (1, 1, ..., 1). Further, let v € R" be an eigenvector of A with corresponding eigen- value A. Given the result that Ave prove that if \41 then v is orthogonal to e ii) A state vector x(k) € R° satisfies the discrete-time dynamical system given in matrix form as x(k+1)= 0.50 0.15 0.30 0.40 0.25 0.40, Ax(k) where A= (: 10 0.60 0.30 Let the 3x3 matrix B be given by B= lim A*. ‘The MATLAB output below may assist in answering the questions that follow. >> format compact >> 0.5 0.15 0.3; 0.1 0.6 0.3; 0.4 0.25 0.4] Ae 0.5000 0.1500 0.3000 0.1000, 0.6000 0.3000 0.4000, 0.2500 0.4000 >> [V,D]=eig(a) ve -0.5386 -0.5239 -0.4366 0.5876 0.8043 -0.3792 -0.6039 -0.2804 0.8158 D 1.0000 0 0 0 0.4303 0 0 0 0.0697 a) Write down bases for ker(B) and im(B) . Using the output above, explain how you know these are bases. b) Find nullity(A), nullity(B), rank(A) and rank(B). (No expla. nation required.) c) Suppose that the initial condition for this dynamical system is 1 “o-(@) 1 Use the fact that A is a Markov matrix to find lim x(k) . Please see over SEMESTER 2 2012 MATH1251 Page 4 iii) a) Find the eigenvalues and the corresponding eigenvectors for A= ( 3) b) Hence find the solution of the differential equations a 2 = 2-2 d = tn - an satisfying (0) =2, v0) ©) Let y(t) = Ce) be the solution of Part b). Find Jim y(t). Let a be anon-zero veetor in R. The function T : R* — R° is defined by T(x) = xeR? xxa lal? You may assume (without proof) that T’ is linear. a) Describe geometrically the kernel and image of 7’, and find the nullity of 7. b) If a= (1,0,-1)", find a matrix A which represents T with respect to the standard basis of B® ©) Find a parametric vector equation for im (A) d) Find a basis for ker(T) . Please see over SEMESTER 2 2012 MATHI251 Page 5 Use a separate book clearly marked Question 3 ba +4 3. i) Evaluate t= f artery ii) Obtain the general solution for the ODE, fae iii) Consider the nonlinear ODE v\dy oy = (sinn(ey) + © )Z +2 sinh(ay) +1 =0 a) Show that the equation is not exact, but that it becomes exact after multiplying through by & b) Hence obtain a general implicit solution for the differential equation. ©) Init possible for a solution of this equation to pass through the point (1,0) ? iv) Find the points on the ellipse 2x? — dary + 5y? = 54 which are closest to the origin, v) Prove that lim (1+ = "=e for 2 >0 Please see over SEMESTER 2 2012 MATHI251 Page 6 Use a separate book clearly marked Question 4 4 i) Determine, using a convergence test, the convergence or divergence of each of the following two series: a pa = ni +n —2” b) yo ii) Consider the power series > (5a — 2) & 3k + Vk Determine the open interval I = (a,b) of convergence. You are not being asked to consider the behaviour of the series at the endpoints of your interval. iii) Consider the iterated integral: 1 past wf f ly = Ady de La Io a) Sketch the region of integration, and write the integral as a sum of two integrals with the order of integration interchanged. b) Perform the integral with respect to the new order of integration. iv) Let f(x) =sinhe a) Find the Maclaurin series for f b) Use the Lagrange remainder term Ryq4:(z) to estimate an upper bound for the error made in approximating f by the first 2n. terms Pan(e) of the series on the interval [1,1] v) Consider the sequence defined by a; =, and, for n>1, Gy 41 = 2Oy(1 ~ dn). a) Show that the sequence is bounded above by 4 2 b) Show that the sequence is strictly increasing ©) Explain why the sequence is convergent. d) Find lim a, SEMESTER 2 2012 MATHI251 Page 7 BASIC INTEGRALS C=Ink — = il = = rr a il g = = = 1s a dr= a" +C, a #1 sinarde = —} cosaz +C 1. cosarde = tsinar+C 1 sec? ar de = = tanax + C 1 cosec*ax dz = —~cot ar +C a E 5 8 a Be & I In| secaz|+C a 1 cot arde = *In|sinaz| +C @ 1 secar de = —In|secax + tanaz| + 1 sinh ax dx = = coshax + C i E 5 1 =-sinhar+C a 1 sech’ax de = a tanhaz +C 1 = cothar+C a = 8 §,| + SI 8 2 Stanh 240, |z|a>0 a a vga

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