Suppose W'(t) gives the rate of growth of a pig in pounds per month. Let t=1...

Suppose W'(t) gives the rate of growth of a pig in pounds per month. Let t=1 correspond to February of 2020.

(a) What does integral^6_0 W'(t) dt represent?

(b) What does integral^6_0 |W'(t)| dt represent?

Solutions

Expert Solution

milcah answered 1 year ago

Next > < Previous

Related Solutions

Let V and W be Banach spaces and suppose T : V → W is a...

Let V and W be Banach spaces and suppose T : V → W is a linear map. Suppose that for every f ∈ W∗ the corresponding linear map f ◦ T on V is in V ∗ . Prove that T is bounded.

A pig weighing 200 pounds gains 5 pounds per day and costs 45 cents a day...

A pig weighing 200 pounds gains 5 pounds per day and costs 45 cents a day to keep. The market price for pigs is 65 cents per pound, but is falling 1 cent per day. Do a sensitivity analysis of the time to wait to sell (denoted by t) to the keeping cost k. Derive a general expression of S ( t , k ) and evaluate it at k = 0.45 keeping all other constants the same, g =...

Questionnnnnnn a. Let V and W be vector spaces and T : V → W a...

Questionnnnnnn a. Let V and W be vector spaces and T : V → W a linear transformation. If {T(v1), . . . T(vn)} is linearly independent in W, show that {v1, . . . vn} is linearly independent in V . b. Define similar matrices c Let A1, A2 and A3 be n × n matrices. Show that if A1 is similar to A2 and A2 is similar to A3, then A1 is similar to A3. d. Show that...

Let u(t) and w(t) be the horizontal and vertical components, respectively, of the velocity of a...

Let u(t) and w(t) be the horizontal and vertical components, respectively, of the velocity of a batted baseball: ??=−?? and ??=−?−?? ?? ?? where ? is the coefficient of air resistance and g is the acceleration of gravity. Determine u(t) and w(t) assuming the following initial conditions: ?(0) = ? cos ? and ?(0) = ? sin ?,where V is the initial speed of the ball, and A is its initial angle of elevation. Let x(t) and y(t) be the...

3.5.4 ([Ber14, Ex. 3.6.14]). Let T : V → W and S : W → U...

3.5.4 ([Ber14, Ex. 3.6.14]). Let T : V → W and S : W → U be linear maps, with V finite dimensional. (a) If S is injective, then Ker ST = Ker T and rank(ST) = rank(T). (b) If T is surjective, then Im ST = Im S and null(ST) − null(S) = dim V − dim W

Let T,S : V → W be two linear transformations, and suppose B1 = {v1,...,vn} andB2...

Let T,S : V → W be two linear transformations, and suppose B1 = {v1,...,vn} andB2 = {w1,...,wm} are bases of V and W, respectively. (c) Show that the vector spaces L(V,W) and Matm×n(F) are isomorphic. (Hint: the function MB1,B2 : L(V,W) → Matm×n(F) is linear by (a) and (b). Show that it is a bijection. A linear transformation is uniquely specified by its action on a basis.) need clearly proof

1. Let V and W be vector spaces over R. a) Show that if T: V...

1. Let V and W be vector spaces over R. a) Show that if T: V → W and S : V → W are both linear transformations, then the map S + T : V → W given by (S + T)(v) = S(v) + T(v) is also a linear transformation. b) Show that if R: V → W is a linear transformation and λ ∈ R, then the map λR: V → W is given by (λR)(v) =...

1. Suppose the interest rate on 6-month treasury bills is 7 percent per year in the...

1. Suppose the interest rate on 6-month treasury bills is 7 percent per year in the United Kingdom and 4 percent per year in the United States. Also, today’s spot exchange price of the pound is $2.00 while the 6month forward exchange price of the pound is $1.98. If the price of the 6-month forward pound were to _____, U.S. investors would be indifferent between covered U.K. investment and domestic U.S. investment under exact CD. a. rise to $1.990 b....

Let us suppose the demand at a firm is 200 units per month. The firm orders...

Let us suppose the demand at a firm is 200 units per month. The firm orders 80 units each time. How many times does the firm place an order per year? What is the average inventory level at this firm?

Mathematically derive the auto covariance function for y(t) = w(t) + θ1 · w(t - 1)...

Mathematically derive the auto covariance function for y(t) = w(t) + θ1 · w(t - 1) + θ2 · w(t - 2) + θ3 · w(t - 3)

Subjects