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Advanced Mathematics for Engineers with Applications
in Stochastic Processes 1st Edition Aliakbar Montazer
Haghighi Digital Instant Download
Author(s): Aliakbar Montazer Haghighi; Jian-ao Lian; Dimitar P. Mishev
ISBN(s): 9781624176814, 162417681X
Edition: 1
File Details: PDF, 16.38 MB
Year: 2010
Language: english
Copyright © 2010. Nova Science Publishers, Incorporated. All rights reserved.
Advanced Mathematics for Engineers with Applications in Stochastic Processes, Nova Science Publishers, Incorporated, 2010. ProQuest Ebook Central,
Copyright © 2010. Nova Science Publishers, Incorporated. All rights reserved.
Advanced Mathematics for Engineers with Applications in Stochastic Processes, Nova Science Publishers, Incorporated, 2010. ProQuest Ebook
MATHEMATICS RESEARCH DEVELOPMENTS
ADVANCED MATHEMATICS
FOR ENGINEERS WITH APPLICATIONS
IN STOCHASTIC PROCESSES
Copyright © 2010. Nova Science Publishers, Incorporated. All rights reserved.
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in Stochastic services.
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MATHEMATICS RESEARCH DEVELOPMENTS
Advanced Mathematics for Engineers with Applications in Stochastic Processes, Nova Science Publishers, Incorporated, 2010. ProQuest Ebook
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Copyright © 2010. Nova Science Publishers, Incorporated. All rights reserved.
Advanced Mathematics for Engineers with Applications in Stochastic Processes, Nova Science Publishers, Incorporated, 2010. ProQuest Ebook
MATHEMATICS RESEARCH DEVELOPMENTS
ADVANCED MATHEMATICS
FOR ENGINEERS WITH APPLICATIONS
IN STOCHASTIC PROCESSES
DIMITAR P. MISHEV
DEPARTMENT OF MATHEMATICS
PRAIRIE VIEW A&M UNIVERSITY
(A MEMBER OF THE TEXAS A&M UNIVERSITY SYSTEM)
Advanced Mathematics for Engineers with Applications in Stochastic Processes, Nova Science Publishers, Incorporated, 2010. ProQuest Ebook
Revised Edition 2011
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Copyright © 2010. Nova Science Publishers, Incorporated. All rights reserved.
Advanced Mathematics for Engineers with Applications in Stochastic Processes, Nova Science Publishers, Incorporated, 2010. ProQuest Ebook
To My Better Half, Shahin, for her long patience and support
-A. M. Haghighi
To Xiaoli, you and your beautiful smile are always my best home remedies
-J.-A. Lian
Advanced Mathematics for Engineers with Applications in Stochastic Processes, Nova Science Publishers, Incorporated, 2010. ProQuest Ebook
Copyright © 2010. Nova Science Publishers, Incorporated. All rights reserved.
Advanced Mathematics for Engineers with Applications in Stochastic Processes, Nova Science Publishers, Incorporated, 2010. ProQuest Ebook
CONTENTS
Dedication vii
Preface xiii
Chapter 1 Introduction 1
1.1. Functions of Several Variables 1
1.2. Partial Derivatives, Gradient, & Divergence 6
1.3. Functions of a Complex Variable 17
1.4. Power Series & their Convergent Behavior 20
1.5. Real-Valued Taylor Series & Maclaurin Series 24
1.6. Power Series Representation of Analytic Functions 25
1.6.1. Derivative and Analytic Functions 25
1.6.2. Line Integral in the Complex Plane 29
1.6.3. Cauchy’s Integral Theorem for Simply Connected 30
Domains
1.6.4. Cauchy’s Integral Theorem for Multiply Connected 32
Domains
1.6.5. Cauchy’s Integral Formula 33
1.6.6. Cauchy’s Integral Formula for Derivatives 34
Copyright © 2010. Nova Science Publishers, Incorporated. All rights reserved.
Advanced Mathematics for Engineers with Applications in Stochastic Processes, Nova Science Publishers, Incorporated, 2010. ProQuest Ebook
x Contents
Advanced Mathematics for Engineers with Applications in Stochastic Processes, Nova Science Publishers, Incorporated, 2010. ProQuest Ebook
Contents xi
Advanced Mathematics for Engineers with Applications in Stochastic Processes, Nova Science Publishers, Incorporated, 2010. ProQuest Ebook
xii Contents
7.10.1.
M/M/1/N with Feedback 491
7.10.2.
Infinite Single-Server Queue with Feedback 492
7.10.3.
The Stationary Distribution of the Feedback Queue Size 497
7.10.4.
The Stationary Distribution of Sojourn Time
of the nth Customer 500
7.10.5. The Moments of Sojourn Time of the nth Customer 503
Chapter Seven Exercises 507
Appendices (Distribution Tables) 515
References 535
Answers to Selected Exercises 543
Index 547
Copyright © 2010. Nova Science Publishers, Incorporated. All rights reserved.
Advanced Mathematics for Engineers with Applications in Stochastic Processes, Nova Science Publishers, Incorporated, 2010. ProQuest Ebook
PREFACE
Topics in advanced mathematics for engineers, probability and statistics typically span
three subject areas, are addressed in three separate textbooks and taught in three different
courses in as many as three semesters. Due to this arrangement, students taking these courses
have had to shelf some important and fundamental engineering courses until much later than
is necessary.
This practice has generally ignored some striking relations that exist between the
seemingly separate areas of statistical concepts, such as moments and estimation of Poisson
distribution parameters. On one hand, these concepts commonly appear in stochastic
processes - for instance, in measures on effectiveness in queuing models. On the other hand,
they can also be viewed as applied probability in engineering disciplines – mechanical,
chemical, and electrical, as well as in engineering technology.
There is obviously, an urgent need for a textbook that recognizes the corresponding
relationships between the various areas and a matching cohesive course that will see through
to their fundamental engineering courses as early as possible. This book is designed to
achieve just that. Its seven chapters, while retaining their individual integrity, flow from
Copyright © 2010. Nova Science Publishers, Incorporated. All rights reserved.
Advanced Mathematics for Engineers with Applications in Stochastic Processes, Nova Science Publishers, Incorporated, 2010. ProQuest Ebook
Copyright © 2010. Nova Science Publishers, Incorporated. All rights reserved.
Advanced Mathematics for Engineers with Applications in Stochastic Processes, Nova Science Publishers, Incorporated, 2010. ProQuest Ebook
Chapter 1
INTRODUCTION
The first and second semesters of calculus cover differential and integral calculus of
functions with only one variable. However, in reality, students have to deal with functions
with two or more variables. That is exactly what the third semester calculus is all about: the
differential and integral calculus of functions with two or more variables, usually called
multiple variable calculus. Why bother? Calculus of functions of a single variable only
provides a blurry image of a picture. Yet, many real world phenomena can only be described
by functions with several variables. Calculus of functions of multiple variables perfects the
picture and makes it more complete. Therefore, we introduce a few critical key points for
functions of several variables in this book. Further details can always be found in a textbook
for multivariable calculus.
1
z-axis
-1 4
-4 2
-2
0
0
2 -2
4 -4 y-axis
x-axis
Advanced Mathematics for Engineers with Applications in Stochastic Processes, Nova Science Publishers, Incorporated, 2010. ProQuest Ebook
2 Aliakbar Montazer Haghighi, Jian-ao Lian and Dimitar P. Mishev
Definition 1.1.1.
A function of several variables is a function with domain being a subset of and range
being a subset of , where the positive integer is the number of independent variables.
It is clear that explicit functions with two variables can in general be visualized or
plotted, as the function shown in Figure 1.1.1.
Example 1.1.1.
Find the domain and range, and sketch the graph of the function of two variables
.
Solution
The domain of can be determined from the inequality , i.e., the
unit disk in : . If we let , the range is clearly
, simply because . Henceforward, the graph of is the top half
of the unit sphere in space, or . See Figure
1.1.2.
Definition 1.1.2.
.
Copyright © 2010. Nova Science Publishers, Incorporated. All rights reserved.
1
0.8
0.6
z-axis
0.4
0.2
0
-0.2
1
0.5 1
0 0.5
-0.5 0
-0.5
-1 -1
y-axis x-axis
Advanced Mathematics for Engineers with Applications in Stochastic Processes, Nova Science Publishers, Incorporated, 2010. ProQuest Ebook
Introduction 3
It is also called a contour of . A contour plot is a plot displaying level sets for several
different levels. A level set of a function with two variables and at level is called a
level curve or a contour curve, i.e., . Level curves of the function in Figure 1.1.1
at level is a collection of infinite circles
A level set of a function with three variables , , and at level is called a level surface
or a contour surface, i.e., . The level surface of at
level , which is nonnegative, is the sphere .
Functions with three or more variables cannot be visualized anymore. As a simple
example, the function is a function with three variables. Although
cannot be visualized in the four-dimensional space, we can study the function by
investigating its contour plots, i.e., for different level values on .
Definition 1.1.3.
(1.1.1)
(1.1.2)
Advanced Mathematics for Engineers with Applications in Stochastic Processes, Nova Science Publishers, Incorporated, 2010. ProQuest Ebook
4 Aliakbar Montazer Haghighi, Jian-ao Lian and Dimitar P. Mishev
where and .
-3
-6
-9
-4 -4
0 0
4 4
Figure 1.1.3. Graph of a seashell surface with its parametric form given by (1.1.2).
Definition 1.1.4.
For , a -neighborhood (or -ball) of a point in is the set of points that are
less units away from , i.e., if , the -neighborhood of is the set
Copyright © 2010. Nova Science Publishers, Incorporated. All rights reserved.
Definition 1.1.5.
Advanced Mathematics for Engineers with Applications in Stochastic Processes, Nova Science Publishers, Incorporated, 2010. ProQuest Ebook
Discovering Diverse Content Through
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No. 40—PIE MADE FROM GROUSE,
HAZELHEN, SNOWHEN, SNIPE, QUAIL,
PARTRIDGE.
Quantity for 6 Persons.
Ingredients and preparation are given under No. 39, Chapter 6.
No. 44—NOODLES.
Quantity for 6 Persons.
4 eggs
Piece of butter size of walnut
2 cups of flour
Preparation: Beat the eggs and butter well, mix in the flour
gradually, knead the dough 20 minutes, roll it out very thin, so it is
almost transparent, then roll it up and cut in ¼ inch slices for
cooking and baking and still finer for soup, then dry them
thoroughly.
2 eggs
Piece of butter, size of ½ walnut
1 cup of sugar
¼ cup of currants
1 cup of flour
Salt water
1 lb. of apples
½ cup of peeled, chopped almonds
1 cup of water
½ tsp. of cinnamon
2 eggs
Piece of butter, size of ½ egg
1 cup of flour
4 medium-sized apples
½ cup of almonds
2 tbsps. of citron
¼ cup of currants
½ cup of sugar
¼ tsp. of cinnamon
1 tbsp. of butter
⅛ lb. of butter for baking
Preparation: The eggs and butter are mixed with the cup of
flour and a noodle dough made which is rolled out to be almost
transparent. The apples are peeled, cored and chopped into quite
small pieces, the almonds peeled and almonds and citron chopped
quite fine. All these are placed on the dough, then sugar, cinnamon,
currants and lastly the tablespoonful of butter cut into small pieces
added, these rolled up in the dough and placed into a long pan. The
⅛ lb. of butter is cut in pieces and put on the strudel and this is
baked in the oven to a nice color. Cream may be served with this as
dressing.
2 eggs
Butter, the size of ½ egg
¼ cup of milk
2 cups of flour
½ tsp. of baking powder
6 medium-sized apples
12 strawberries
Sugar
Cinnamon
Lard for baking
Preparation: Butter and eggs are mixed well, then milk and
flour added and lastly the baking powder, a smooth paste made and
rolled out thin. The apples are peeled, cored and left whole, then
each apple filled with fresh or preserved strawberries. Each apple is
wrapped into a piece of paste, which is pressed around it, so it
cannot come off and fry in deep fat. When done, strew with sugar
and cinnamon and serve hot.
3 eggs
1 cup of flour
½ cup of milk
¼ tsp. of salt
3 medium-sized apples
½ cup of sugar
¼ tsp. of cinnamon
Butter for baking
Sugar and cinnamon for sprinkling.
½ glass white wine
½ lb. of macaroni
3 qts. of water
1 tbsp. of salt
1 medium-sized onion
2 cloves
⅛ lb. of butter
1 pinch of pepper
⅛ lb. of grated Parmesan cheese
½ lb. of macaroni
3 qts. of water
1 tbsp. of salt
2 lbs. of boiled fish
¼ lb. of grated Parmesan cheese
½ pt. white wine
1 tbsp. of flour
1 pt. of cream or milk
2 tbsps. of lemon juice
Salt to taste
1 pinch of pepper
½ cup sliced champignons
¼ lb. of butter
½ lb. of macaroni
3 qts. of water, for cooking
1 tbsp. of salt
Scant ¼ lb. of butter
⅛ lb. of grated Parmesan cheese
4 eggs
½ pt. of cream
1 pinch of pepper and one of salt
No. 57—MUFFINS.
Quantity for 6 Persons.
½ pt. of flour
½ pt. of corn meal
⅓ cup of sugar
½ pt. of milk
2 tbsps. of melted butter
2 tsps. of baking powder
2 eggs
¼ lb. of butter
½ glass water
1½ cups of flour
¼ lb. of sugar
¼ lb. grated sweet chocolate
¼ cup of water
1 tsp. vanilla
3 eggs
Whipped cream
Preparation: The pie crust is made as given under No. 16. For
the filling, cook the chocolate 5 minutes with the water, sugar and
vanilla, stirring constantly, remove from the stove and stir in the
yolks of eggs and the beaten whites.
This mixture is poured into the baked pie crust and put back into
the oven to thicken. When cold, cover with whipped cream mixed
with sugar and vanilla.
CHAPTER 16.
SAUCES.
FRUIT.
Stewed fruit used as a sauce is a wholesome and valuable food.
It is served with poultry and game. It is refreshing for patients. The
fruit must be cooked in a pot or kettle free from any kind of grease.
The spices must be removed from sauces and jams before serving.
Fruit jams and sauces look best when served in glass dishes.
2 lbs. of apples
3 cups of water
Sugar to taste
½ cup of white wine. If you like it
1 slice of lemon
1 tsp. of lemon juice
2 lbs. of cherries
Sugar to taste
1 cup of water
2 qts. of strawberries
1 cup of sugar
½ cup of water
1 qt. of raspberries
¾ cup of sugar
½ cup of water
Preparation: Clean the berries, boil the water and sugar 5
minutes, then put in the berries and cook a little while. Carefully
remove the scum and serve the fruit cold.
2 qts. of currants
1 cup of water
1½ cups of sugar
Preparation: Clean the currants and pick them off the stems.
Boil the sugar and water, put in the berries and cook them a few
minutes, take them out and put them into a dish. Boil the syrup until
thick, then pour over the berries and serve cold.
1½ qts. of whortleberries
½ cup of sugar
1 tbsp. of lemon juice
1 lemon slice
2 qts. of mulberries
½ cup of sugar
½ cup of white wine or water
1½ tbsps. of lemon juice
Preparation: The plums are cut into halves and the stones are
taken out. The water and sugar boiled a few minutes, the plums put
in, covered and cooked slowly without stirring until tender. Carefully
place them into a dish so they will not be crushed. Boil down the
juice and pour it over the fruit. Serve cold.
1½ qts. of gooseberries
¼ cup of water
2 cups of sugar
1 piece of lemon peel
1 qt. berries
2 cups of water
1 cup of sugar
2½ lbs. of peaches
¾ cup of sugar
½ cup of water
10 peach stones
Preparation: The peaches are pared, cut into halves and the
stones removed. Sugar and water are boiled a few minutes, the
peaches put in and 10 of the stones, set to simmer a few minutes;
then take them out with a skimmer, boil down the syrup and pour
over the fruit when cold.
1 pineapple
1 cup of sugar
2 tbsps. of lemon juice
1 cup of water
2 melons
Juice of 1 lemon
1 cup of sugar
½ cup of water
Preparation: The melons are peeled, the seeds taken out, the
fruit cut into neat pieces and boiled until tender in sugar, water and
lemon juice. Then take out the melon with a skimmer, boil down the
juice to a syrup and pour it over the fruit. Serve cold.
6 sweet-sour apples
6 oranges
½ cup of white wine
½ cup of water
1 cup of sugar
Preparation: The apples and oranges are peeled, the core and
seeds removed and each sliced or cut into 8 to 10 equal pieces. The
sliced apples are boiled in white wine, water and ½ cup of sugar.
Cook slowly, taking care that the pieces do not break. Let them cool.
The white skin is removed from the oranges. The yellow skin or
peeling is cut up and thickly sugared, set on the stove so the sugar
will adhere to the pieces, then set to cool. The orange slices are also
sugared well. Now in a glass dish, alternate layers of boiled apples
and sliced oranges are placed, repeating twice, and the apple and
orange juice poured over. The sugared orange peel is used for
garnishing the dish; but the rind of one orange should be sufficient
for that.
12 sweet-sour apples
2 cups of water ½ cup of white wine
¾ cup of sugar
¼ cup of currants
1 lb. of prunes
¾ cup of sugar
1 pt. of water
1 slice of lemon
Juice of ½ lemon
Preparation: The prunes are washed and set to boil with 1 pt.
of water, sugar, lemon slice and lemon juice. If there is too much
juice, take the prunes out, boil down to a thicker syrup and pour
over the prunes. Serve cold.
12 medium-sized tomatoes
2 cups of sugar
3 cloves
½ sliced lemon
1½ cups of water
½ lb. of rice
1 qt. of milk
¼ lb. of fresh butter
¼ lb. of sugar, scant
¼ lb. of raisins
¼ lb. of ground almonds
7 eggs
1 pinch of salt
½ lb. of rice
¾ qt. of milk
⅛ lb. of butter
¼ lb. of raisins
7 eggs
1 pinch of salt
6 sweet-sour apples
1 cup of sugar
¼ lb. of blanched, ground almonds
½ lb. of rice
¾ qts. of milk
⅛ lb. butter
7 eggs
¼ lb. of peeled and ground almonds
¼ lb. of raisins
1 lb. stoned sour cherries
1 cup of sugar
½ lb. of rice
¾ qt. of milk
7 eggs
⅛ lb. of butter
¼ lb. of peeled and ground almonds
¼ lb. of raisins
1½ lbs. of peaches
½ lb. of sugar
½ lb. of rice
¾ qt. of milk
⅛ lb. of butter
7 eggs
1½ lbs. of stoned apricots
¼ lb. of sugar
¼ lb. of peeled and ground almonds
¼ lb. of raisins
½ lb. of rice
1 qt. of milk
¼ lb. of butter
7 eggs
¼ lb. of sugar
½ pt. of milk
¼ lb. of butter
¼ lb. of sugar
¼ lb. of fine flour
1 lemon peel
8 eggs
8 zwieback
12 lady fingers
¼ lb. of raisins
¼ lb. of currants
1 pt. of milk
1 pt. of cream
6 eggs
¼ lb. of sugar
1 pinch of salt
1 lb. raisins
1 lb. currants
1 lb. of flour
1 lb. of sugar
1 lb. beef kidney suet
6 eggs
1 lemon peel
2 cups of milk
2 small cups of grated bread
½ cup of brandy
Rum
1 pt. of milk
Scant ¼ lb. of butter
¼ lb. grated sweet chocolate
Scant ¼ lb. of sugar
⅛ lb. blanched, ground almonds
6 eggs
¼ lb. fine flour
½ pt. of cream
¼ lb. of flour
⅛ lb. of butter
5 beaten whites of eggs
¼ lb. of sugar
½ lemon peel
5 yolks of eggs
1 pt. of milk
1 cup of fine farina
⅛ lb. of butter
Scant ¼ lb. of sugar
¼ lb. of blanched, ground almonds
The rind of ¼ lemon
6 eggs
1 qt. of milk
¼ lb. of butter
¾ cup of sugar
1 grated lemon peel
¾ cup of fine farina
8 bitter almonds
¼ lb. sweet almonds
8 eggs
Preparation: The milk and butter are brought to boil, then the
sugar, lemon peel and farina poured in and cooked 5 minutes to a
thick paste, stirring constantly. Now take from the fire, cool off and
add blanched and ground sweet and bitter almonds, the 8 yolks of
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