Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
Scribd
Upload
46 views

F

finall exim

Uploaded by

وسيم عواشرة
Copyright
© © All Rights Reserved
Available Formats
Download as PDF or read online on Scribd
46 views

F

finall exim

Uploaded by

وسيم عواشرة
Copyright
© © All Rights Reserved
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