# Materials Multi-stage processes OSA Tübingen / Teacher 1999 J. Bemetz / Martin-Heidegger-Gymnasium Meßkirch J.

Bemetz / materials to multistage processes Page 1 Preface • The Lesson Multistage processes are matrices and vectors from its prev ious close ties to solve geometric problems. In this expanded view is nothing ot her than rectangular matrices and vectors are paying schemes are tuples. Both co mputational objects can be interpreted as the content very wide, which tasks are possible, which extend beyond the geometric aspects of linear algebra. Multista ge processes are characterized in that one described by a state vector start sit uation is transformed step by step with the help of transition matrices in succe ssion situations. This can be done by such a transfer from stage to stage variou s matrices (eg material linkages) or by applying the repeated and the same matri x (eg, population trends). The three examples discussed in detail this collectio n of material are selected so that will be developed with their help, the main c hallenges and issues related to multilevel processes with the students can. Cond itions are the matrix notation of linear equations (A ⋅ x = b) and the Gaussian algorithm (cf. Curriculum Unit 5: Linear Systems). The exercises align themselve s directly to the issues at the examples and extend them. Due to the variety of application areas arise depending on the domain name different ways. The most im portant are: - state vectors are also called distribution vectors, population ve ctors, start vectors, output vectors need vectors, etc. - transition matrices ar e also called (material) Verflechtungsmatrizen, input OutputMatrizen, etc. - The elements of the transition matrix are called correspondingly transitional facto rs, survival rates, death rates, transition probabilities, shares, etc. - the gr aph to represent the transitions are transition graphs, arrow diagrams, flowgrap h, Gozintographen, etc. mentioned. In dealing with the teaching unit Multistage processes, the use of a CAS to be very helpful. Thus, for example the impact of changing rapidly starting vectors or modified transition matrices are investigat ed. The MAPLEWorksheets (MAPLE V Release 5) to the examples 2 and 3 are added to these materials. • • • • J. Bemetz / materials to multistage processes Examples Page 2 Example 1: Material interdependence (Definition of matrix multiplication) In a production process used to manufacture two intermediates Z1 and Z2 three di fferent resources R1, R2, R3 and needs. From the two intermediates then create t hree different end products E1, E2 and E3. The figure below can be found, how ma ny units of the raw materials for the various intermediates and how many units o f the intermediates for the respective end products are needed. Wanted is the ra w material needed for the various end products. R1 R2 2 3 3 4 4 1 R3

Z1 Z2 3 E1 2 2 E2 1 3 3 E3 The needs of intermediates for the final products and the demand for raw materia ls for the intermediates is often provided in the form of tables: Z1 Z2 2 1 3 2 3 3 3 3 R 1 R 2 R 3 4 2 1 4 E1 E2 E3 Z1 Z2 Representation of these tables as LGS: E1 = E2 = Z2 + 2 3Z1 2Z1 + 3Z1 + 3Z2 Z2 = E3 In matrix notation: E1 3 2 Z1 E 2 = ⋅ 2 1 (1) E 3 3 Z2 3 R1 3 Z1 4 1 = Z 4 3 2 ⋅ 2 3 3 Z1 = R1 + R2 + R3 4 Z2 = 3 R1 + 2R2 + 4R3 (2) J. Bemetz / materials to multistage processes Examples Page 3 Inserting (2) in (a) provides the desired relationship between the finished prod ucts and raw materials: E1 2 3 = E2 e 3 3 2 1 1 3 4 ⋅ 1 R2 ⋅ 3 2 4 R B (3) A This connection between the end products and the raw materials required, however , can also describe a single matrix C: c E1 11 c E 2 = 21 E c31 3 c12 c13 R1 c 22 c 23 ⋅ R2 R3 c32 c33 C (4) In this example, spends c21 on how many units of the raw material for the finish ed product R1 E2 are required (E 2 = c 21 + c 22 ⋅ R1 ⋅ R2 ⋅ R3 + c 23).For the calculation of c21 you need the numbers necessary for the final product Zwische nprodukteinheiten E2 (2 units of Z1 and Z2 of a unit: second row of the matrix A ) and the intermediate units contained in each of the raw material R1 (3 units o R

R2 R

3

f R1 in Z1 and 3 units of R1 in Z2: first column of the matrix B). and c21 = 2 ⋅ 1 ⋅ 3 + 3 = 9 = a 21 c21 b11 ⋅ ⋅ + a 22 b 21 General: To receive the item cik, multiply the elements of the i-th row of A in sequence with the corresponding elements of the k-th column of B and adds the pr oduct (scalar product of the i-th row of A with k th column of B). The so-define d shortcut that maps the two matrices A and B is a matrix C, matrix multiplicati on. We write: C = A ⋅ B Definition: A ⋅ B multiplication of two matrices A and B is defined if and only if the number of columns of A is the number of lines of B the same. If A is a (m , n)-matrix and B an (n, p) matrix, then C = A ⋅ B a (m, p) matrix for the eleme nts cik is: ai1b1k cik = ai + b2 2 k + .... Ain + bnk (scalar product of i-th ro w of A with k-th column of B) J. Bemetz / materials to multistage processes Examples Page 4 Notes: • The matrix multiplication is not commutative. • Identity element of mat rix is 1 0 ... 0 0 1 ... 0 = unit matrix En, a (n, n)-matrix, in whic h all elements of the ... ... ... ... 0 0 ... 1 main diagonal equal to 1 and all others are 0. If there is no confusion over n, we write E instead oft en En particular, is: E ⋅ x = xx: column vector With the scheme of the matrix Falk1 can be calculated in a clear way: Pnnm B C = a.b A For our example is: R1 R2 3 3 15 9 18 4 2 16 10 18 results R3 1 4 11 6 13 Z1 Z2 E1 E2 E3 Z1 Z2 3 2 3 2 1 3 E2 for the final product, for example, you need that is 9 units from R1, R2, and 10 units of six units of R3. Notes on the content of the right combination of t he matrices in material linkages 1 Sigurd Falk, a professor at the Technical University of Braunschweig J. Bemetz / materials to multistage processes Examples Page 5 The matrices are always correct links, if all sub-processes and the overall proc ess have the same orientation, ie, if the need for higher production level eithe r in all matrices (even in the Product Matrix!) From the lines or in all matrice s from the columns can read. Example: For a two-stage production process, the ma terial linkages are given by the following tables: E1 E2 Z1 Z2 1 3 2 4 5 7 Z1 Z2 R1 R2 6 8 The following two models are correct content marked links: Z1 Z1 Z2 12 34 R1 R2 5 7 19 43 6 8 22 50 Z1 Z2 Z1 57 68 E1 E2 1 2 19 22 3 4 43 50

E1 E2 R1 R2 All matrices are lineAll matrices are columnMathematical background is: C = A ⋅ B applies, then: CT = BT AT ⋅ The transpose of a product is equal to the product of the transpose in the reverse order of th e factors. J. Bemetz / materials to multistage processes Examples Page 6 Example 2: beetle population (Matrizenpotenzen, cyclic matrices) A beetle female lays 80 eggs and dies soon after. From the concomitant developin g larvae (grubs) survive only a quarter of the following year. In the second yea r only one quarter of the larvae survive. In the third year, the larvae pupate a nd from a fifth of them develop in the years following beetle females lay the eg gs again 80. 80 1 larvae 0.25 Larvae 2 0.25 Larvae 3 0.2 Beetle females We study the development of a start population of 6000 larvae 1, 2000 larvae 2, 300 and 500 larvae three female beetles. State vector of the starting population : l1 (0) 6000 l 2 (0) 2000 po = = l3 (0) 300 k ( 0) 500 For the distribution after one year is clear: l1 (1) = 80 ⋅ k ( 0) l 2 (1) = 0.25 ⋅ l1 (0) l 3 (1) = 0.25 ⋅ l 2 (0) k (1) = 0.2 l ⋅ 3 (0) LGS i n matrix notation: l1 (1) 2 l (1) l (a) = 3 k (1) 0 0 80 l1 (0) 0 0 0 0 l 2 (0) ⋅ 0.25 0 0.25 0 0 l 3 ( 0) 0 0 0.2 0 k (0) 0 0 80 0 0 0 0 0.25 with the transition matrix U = 0 0, 25 0 0 0 0 0.2 0 p1 = U ⋅ p 0 J. Bemetz / materials to multistage processes Examples Page 7

Starting from the initial vector p 0 we can therefore now the populations for th e following years: route 40,000 1500 p1 = U ⋅ p0 = 500 60 8 000 1200 p3 ⋅ U = p 2 = 2500 75 4800 10 000 p 2 = U ⋅ p1 = 375 100 6000 p 2000 4 = U ⋅ p3 = p0 = 300 500 In a cycle of four years, thus returns to its initial population. Development of the beetle population Such four-year cycles observed in beetle populations in the country! J. Bemetz / materials to multistage processes Examples Page 8 If we define the powers of square matrices, one might then be the cause for this cyclic behavior quickly see through: Definition: Under the n-th power An (n ∈ N ) of a square matrix A is understood as the n-fold product of A with itself . ar e also to be: A0 = E (unit matrix) with the help of Matrizenpotenzen we can writ e now: p1 = U ⋅ p 0 p 2 = U ⋅ p1 = U ⋅ U ⋅ p 0 = U 2 ⋅ p 0 p3 = U ⋅ p 2 = U ⋅ U 2 ⋅ p 0 = U 3 ⋅ p 0 p 4 = U ⋅ p3 = U ⋅ U 3 ⋅ p 0 = U 4 ⋅ p 0 Thus the four-year cycle is characterized in that applies to the transition matrix U: U4 = E recalc ulating supplies for our example now: 0 16 0 0 0 0 0 0 20 0 3 U2 = U = 0.0625 0 00 0 0 0 , 0125 0.05 0 0 4 0 0 0 0 4 0 0 0 0 5:00 0 1 0 0 U4 = 0 0 1 0 0 0 0 1 0 0 0 = E 0 1 We call matrices that lead to such cycles, cyclic matrices. Definition: A square matrix is called cyclic if there exists k ∈ N, so that Ak = E. Notes: • For the occurrence of the four-year cycle is crucial that the product is made of the pr opagation rate v and the three survival a1, a2, and a3 equal to 1. 0 a1 For U = 0 0 0 0 0 0 0 0 a2 a3 v 0 0 0 2 a1 a a3 v 0 a1 a3 a 2 v 0 0 0 4 gives U = 0 0 0 2 a1 a a3 v 0 0 0 0 0 a1 a 2 a 3 v U 4 = E for a 2 a1 a3 v = 1 J. Bemetz / materials to multistage processes Examples Page 9 • Is a 2 a1 a3 v> 1, then the beetle population to grow long term, however, is a 2 a1 a3 v <1, so extinction of the population. Examples: I. Doubles are for examp le v due to changes in environmental conditions at constant survival a1, a2 and a3, the rate of increase, it follows that a 2 a1 a3 v = 2. 2 0 0 0 0 2 0 0 4 This follows: U = = 2E (doubling once every four years) 0 0 2 0 0 0 0 2 Unlimited growing population II is half the growth rate at constant survival rates, however, we have: a1 a3 a 2 v = 0.5. 0 0.5 0 0 0 0 0.5 0 4 This leads to U = = 0.5 E (halved a fter 4 years) 0 0 0.5 0 0 0 0 0.5 Endangered Population Endangered Population J. Bemetz / materials to multistage processes

Examples Page 10 the computational cost should be kept low, it lends itself to the introduction o f cyclic matrices in the following example with a (3,3) - Transition Matrix: Dev elopment of a fictitious beetle population A beetle lays so many eggs that devel op from it in the next 10 years larvae. Soon after he dies. A fifth of these lar vae survived the first year of the second year, half of the larvae pupate and ar e in the third year in a beetle. Investigate the development of a one-year from 60 initial larvae (L1), 30-year larvae (L2) and 18 beetles existing population. 10 L1 0.2 L2 0.5 K Transition matrix: 0 10 0 U = 0.2 0 0 0.5 0 0

U3 = E results in the development of this population a cycle of three years. Map : J. Bemetz / materials to multistage processes Examples Page 11 Example 3: Inheritance of characteristics (Stationary distribution, stochastic matrices) A population of insects contains animals with two different characters A and B ( eg, color). Observations show a long time that insects with characteristic A 30 to 70% offspring with feature A and feature B% are those with. Insects with feat ure B to have offspring with 80% again this characteristic, such as 20% is chara cteristic of A. The multiplication rate is not influenced by the features. Überg angsgraph: 0.3 0.7 A characteristic feature of B 0.8 0.2 xA (0) be the proportion of insects with a feature to start watching, xB (0) in accordance with the one who is as characteristic for the distribution of charact eristics in the next generation then xA (1) = 0.7 xA (0) + 0.2 xB (0) xB (1) = 0 .3 xA (0) + 0,8 xB (0) 0.7 0.2 0.3 0.8 U = x A (0) With the help of the initial vector x0 = x (0) and the transition matrix U can be the dis tribution B The transition matrix is thus given: in the nth generation (see Example 2): xn = n U can ⋅ x0 By calculating the following Matrizenpotenzen we a re in an overview of the development the distribution of the gain characteristic

s:

0.55 0.30 0.45 0.70 U2 = 0.475 0.350 U3 = 0.525 0.650 0.438 0.375 0.563 0.625 U4 = .601 0.601

0.420 0.388 0.582 0.613 U5 = 0.410 0.394 0.591 0.607 U6 = U12 = 0.401 0.400 (U6) 2 =

0

Notes: • The fact that the column totals are not exactly one is due to rounding errors. • If you want to go quickly to high Matrizenpotenzen, so we recommend th e following procedure: A 2 = A ⋅ A, A 4 = A 2 ⋅ A 2; A8 = A 4 A 4 ⋅, ⋅ A16 A8 = A8, etc. J. Bemetz / materials to multistage processes Examples Page 12 Assumption: The Matrizenfolge (Un) is a border matrix G is approaching with: 0.4 0.4 n G = lim U = 0.6 0.6 n → ∞ Is this the case, it is to stabiliz e the distribution to a limit vector x out. With a uniform distribution of chara cteristics in the starting population (xA (0) = 0.5 and xB (0) = 0.5) we get: 0.4 0.4 0.5 0.4 x = G ⋅ x0 = ⋅ 0.6 0.6 0.5 0.6 = the long term will be adjusted so a stable distribution of characteristics su ch that the feature A at 40% and the feature B at 60% of the insects found. The long-term recruiting stable limit distribution (= stationary distribution) does not depend on the initial distribution of the features: a Be x0 = 1 - a with a ∈ [0,1] an arbitrary initial distribution, the result is a stable a + 0.4 0.4 (1 - a) 0.4 limit distribution: x = x0 = G ⋅ a + 0.6 0.6 (1 a) = 0.6 Assuming the convergence of distributions of xn to a lim it distribution point x, the limit distribution can also be calculated without k nowledge of the boundary matrix. The limit vector x is characterized in that it is no longer under the effect of the transition matrix changed. It is therefore: U = x ⋅ x Applied to our example: 0.7 0.2 x A x A ⋅ 0.3 0.8 x x = B B xA and xB to calculate a homogeneous LGS must therefo re be solved: 0,7 xA xB = xA + 0.2 0.3 + 0.8 xA xB = xA xB -0.3 + 0.2 = 0 0.3 xA xB - xB = 0 0.2 (a) (2) (a ') (2') An equation turns out to be unnecessary. We choose t = xA xB = 1.5, and then get t. The required boundary vector is calculated as the special solution of the ho mogeneous LGS under the constraint: xA + xB = a (xA and xB specify the proportio ns that occur with the characteristics in the population, therefore their sum mu st be equal to 1). t + 1.5 t = 1 ⇒ t = 0.4 0.4 border vector: x = 0.6 J. Bemetz / materials to multistage processes Examples Page 13 Remarks on Convergence The convergence of the distribution of vectors is due to the special structure of the transition matrix - these are a so-called stochasti c matrix. Definition: Stochastic matrices are square matrices whose elements are not negative, and in which either all the column sums (or all the row sums) are equal to 1. For stochastic matrices is the following limit theorem: Given a sto chastic (m, m)-matrix U and an initial distribution x0. Next there is a matrix U k (transition matrix for the k-th stage), with at least one line in which all el ements are strictly positive. (1) Then there are the limits lim u ik (n) of n-st ep transition values and we have: lim n → ∞ u ik (n) = gi for all i and k, where : n → ∞

Σg i = 1 m i = 1 The limits are thus independent of the column number k. It follows: g1 g 1 ... g1 g 2 g 2 ... g 2 n U = lim n → ∞ ... ... ... ... g g m ... gm m g1 g2 (2) g = is one of the initial distribution x0 independen t limit distribution ... m g (3) The limit distribution g is the only s olution of the system U ⋅ x = x under the constraint x1 + x2 + ... Xm + = 1 is a proof of this theorem, for example, in [8] If the conditions of this sentence a re met, there exists a limit matrix and thus a limit distribution. According to (3), this limit distribution can then be determined by solving a LG with respec t to the constraint.Note: Processing of the kind described in Example 3 is also called Markoffprozesse (or Markoffketten). uch processes are determined by a s tochastic matrix U, whose elements are to be interpreted as probabilities, and b y an initial vector x0. J. Bemetz / materials to multistage processes Exercise Page 14 Exercise Task 1 A firm produces two goods X and Y. Therefore, the following paragraph pla n exists for the first quarter of the year: Jan Feb Mar XY 53 97 4 11 Table 1 The production of both goods three components R, and T are needed. The consump tion of parts per unit of two goods given by the following table: XYR 4 0 2 5 T 1 3 Table 2 a) Determine for each month the needs of individual parts R, and T. b) The thr ee components are produced but not even bought. The price of a part is at R 5 DM , must at and T 2 DM 4 DM In what month are spent mostly for the purchase of t hese parts? from [9] Task 2 The following tables describe the connections in a t wo-stage production process: Z1 Z2 2 2 1 5 0 2 Table 1 E1 E2 E3 Z3 3 7 3 Z1 Z2 Z3 A b c R1 R2 8 1 3 R 3 2 5 2 E1 E2 E3 R1 25 10 11

R2 30 37 19 R 3 35 18 18 Table 2 Table 3 In Z1 are a lot of units from R1, Z2 are in b units of R1 and Z3 are c units fro m R1. Determine a, b and c. J. Bemetz / materials to multistage processes Exercise Page 15 Task 3, a manufacturer provides industrial warehouses from welded steel normaliz ed units. To produce these finished products it needs the raw materials gravel ( R1), cement (R2), steel (R3) and water (R4). For the precast wall panel (Z1), su pport (Z2) and carriers (Z3), three types of Hall (H1), (H2) and (H3) are mounte d. The table below indicates how many tonnes of raw materials for the production of one ton each of the finished parts are needed: Z1 Z2 0.7 0.1 0.1 0.1 0.55 0. 2 0.15 0.1 Z3 0.5 0.2 0.2 0.1 R1 R2 R3 R4 It is assumed that the mass input in the production of raw materials is maintain ed in the intermediates. H1 The hall, the mass 400 tons, 600 tons of H2 and H3 i s 800 tonnes. How many tons of the intermediates in the hall three types are nee ded, please see the following table: Z1 Z2 Z3 240 80 80 H1 H2 H3 300 120 180 320 280 200 a) How many tons of various raw materials are processed each of hall? b) In the camp still 1712 tonnes of R1, 424 tons and 384 tons of R2 R3 and R4 are plenty o f stock. How many tons of the individual finished parts can be produced with the se materials when supplies R1, R2 and R3 are to be used up completely? How many tons of R4 are necessary? Vocational schools / Luke chool in 1996 [13] J. Bemetz / materials to multistage processes Exercise Page 16 Task 4 can be described in the annual changes in a board of three age levels A1, A2 and A3 population by the following transition matrix at one mammalian specie s: 0 A = a1 0 0 0 a2 v 0 v> 0 , 0 <a1 ≤ 1, 0 <a2 ≤ 1 (v: rate of in crease, a1, a2 survival) 0 a) Draw the transition graph. b) Find a1, a2 and v so that the population reprod uced with the initial distribution of 1,000 animals in A1, A2, and 500 animals i n 100 animals in A3 after two years. c) Are there values for a1, a2 and v, so th at any initial distribution to three years reproduced? is from [10] Task 5 The p opulation development of a species through the matrix 0 1 4 0.5 0 0 T = 0 0 a described.

a) Draw the transition graph and describe these graphs from a biological point o f view. ( ee Problem 4) b) For what value of a there is a population that is rep eated each year? Determine the age distribution in this patient population, if i t includes a total of 2600 animals. [10] Task 6 fictitious than the population o f beetles following is known: half of all newborn beetles survived the first mon th of life, a third of the month-long beetles survived the second month and no b eetle is more than three months (ie when there is only zero, one - two months an d beetles). Nullmonatige month and beetles have no children, two-month beetles h ave on average five offspring. a) Draw the transition graph and adjust to the tr ansition matrix U. b) Calculate the Matrizenpotenz U3 and justify the fact that there can be no stable population x tart. c) Please confirm this by showing tha t U ⋅ x = x has only the trivial solution. J. Bemetz / materials to multistage processes Exercise Page 17 Problem 7 A liter of water (according to taste and wine, beer, etc.) is distribu ted over two vessels,to hold at least one liter. x1 is the capacity of a vessel , x2 that of second vessel One after another will now be transferred twice, firs t the half of the water from a vessel into the vessel 2 and then half of the now filled in vessel 2 contained water back into vessel 1. After completion of thes e two Umfüllaktionen have in the vessels new quantities x1 x2'ergeben 'and. If t his process of transferring twice successively carried out very often, it is ult imately always - regardless of one of the initial distribution - the same statio nary limit distribution. a) Find the matrix U, the transition from x = x1 x 'to x ' = 1 describes . x 'x2 2

b) Calculate the Matrizenpotenzen U2 and U4. What does that mean for the presump tion lim n border matrix G (G = U n → ∞). Calculate so that the limit distribution x g. c) The limit distribution xg appli es: U ⋅ xg = xg. Compute the limiting distribution in this way. (Note: distribut ion vectors T1 is the sum of components a) Task 8 A of particles have energy can take three states I, II and III. change within a fixed time step Δt the particl e its energy states with the following transition probabilities: • particles in the state I remain in this state to 25%, 25%, they go into state II and 50%, the y go in the state III. All particles move in the state II to state III. Particle s remain in the state III to 50% in this state, they switch to 25% in condition I and II to 25% in state • • a) Draw the corresponding transition graph and adjust to the transition matrix. b) At the beginning of the observation that half of the particle is in state I, the other half 0.5 in condition II applies to the distribution vector of the initial dist ribution that is v 0 = 0.5 . 0 Calculate the distribution for the next four time steps and make it a conjecture about the convergence of the distribution of vectors vn for n → ∞. c) Calculate the marginal vector vg Following the distribution of vectors on the assumption that this sequence converges to vg. Interpret the components of vg as probabilit ies. d) A different kind of particles T2 shows up on the exception that all part icles are in state II to remain in this state, T1 the same transition behavior a

s the particle type. Which border stationary vector is now? (Convergence may be required) J. Bemetz / materials to multistage processes Exercise Page 18 How to interpret this result? J. Bemetz / materials to multistage processes Exercise Page 19 9 A task specific appearance (eg color) of a plant species is determined by one gene pair - each of these two genes can be dominant (G) or recessive (g) be. Acc ording to one assigns to the plants following genotypes: • • • GG: Gg homozygous dominant: heterozygous recessive (hybrid) gg: homozygous recessive Only for types GG and Gg occurs on the appropriate image. Under the assumption t hat the two genes of a "parental couple" with equal probability to the following genotypes are passed, resulting in cross with a heterozygous recessive genotype following transition probabilities: GG → GG: GG → 0.5 Gg: 0.5 gg → gg: 0.5 gg → Gg: 0.5 Gg → GG: 0.25 → Gg Gg: 0.5 gg → gg: 0.25 A plant population continues w ith heterozygous recessive plants crossed. a) Draw the corresponding transition graph and adjust to the transition matrix. b) Calculate, assuming the convergenc e of the distribution of vectors is recruiting long-term stationary distribution of the genotypes. What percentage of the plants will thus have the appropriate look? see [5] Task 10 0 Given is the transition matrix U with U = 1 0 0 1 2 1 2 0 3 1 2 3 a) how by induction that applies to the n-th power of U: 0 4 18 1 n = 6 7 7 3 18 n 0 n 1 7 6 n 4 1 + Un 4 3 1 0 n 4 7 3 7 nb) Determine lim U = U g and show that is: U g = U ⋅ U gn → ∞ from [3] J. Bemetz / materials to multistage processes Hints Page 20 Hints to the exercises Exercise 1 a) Table 1 leads to the intertwining matrix A: 5 3 A = 9 7 4 11 leads Table 2 to the interconnection matrix B: 4 2 1 B = 0 5 3 The product matrix C = A ⋅ B provides the link between the months and the i ndividual parts. R TX 4 2 1 XY 0 5 3 Jan 5 3 20 25 14 Feb 9 7 36 53 30 March 4 1 1 16 63 37 5 b) The cost vector for the components R, and T: k = 2 + 6 n 7 7 3 3 1 6 7 7

1 + 6

7

7

6 7 4

4

The monthly cost for the items arising out then: m = C ⋅ k 20 25 14 5 206 m = 36 53 30 ⋅ 2 = 406 16 63 37 354 4 must therefore be issued in February with 406 DM, the largest sum for the pur chase of parts. Task 2 scheme of Falk: E1 E2 E3 Z1 Z2 2 2 1 5 0 2 Z3 Z2 Z3 3 7 3 R1 abc 2a +3 b +5 c +7 c 2a a +2 b +3 c 8 1 3 30 R2 R3 37 19 2 5 2 35 18 18 A comparison with Table 3 immediately leads to the following LG : 2a + b + 5 = 2 5 2a + 3c 7c = 10 a + 2b + 3c = 11 As a solution we have: a = 5, b = 3 and c = 0 J. Bemetz / materials to multistage processes Hints Page 21

Task 3 0.7 0.55 0.5 240 300 320 a) Verflechtungsmatrizen: B =

0.1 0.2 0.2 0.1 0.15 0.2 A = 80,120,280 80,180,200

Both matrices are column-oriented (see page 4). It reveals the following Falk sc heme: Z1 Z2 Z3 0.5 0.2 0.2 0.1 240 80 80 252 H1 56 H2 52 40 300 120 180 366 90 84 60 H 3 320 280 200 478 128 114 80 R1 R2 R3 R4 Z1 0.7 0.1 0.1 0.1 Z2 0.55 0.2 0.15 0.1 Translator is needed to e.g. of hall for 1252 tons of R1, R2 of 56 tons, 52 tons from 40 tons of R4 and R3. b) In a tons of type Z1 0.7 ⋅ a ton of R1, in tons o f type b ⋅ b Z2 are 0.55 tons of R1 and Z3 are tons of type in c ⋅ c 0.5 tons of R1 o : 0.7 ⋅ 0.55 ⋅ a + b + c = 0.5 ⋅ 1712 The same is true for R2, R3 and R4. This results in a total of LG following: 0.7 0.55 0.1 0.15 0.1 0.2 0.1 0.1 0.5 1712 a 0.2 42 4 ⋅ = 384 b 0.2 c r 0.1 4 With the help of the Gaussian elimination, the three unknowns a, b and c are det ermined from the first three equations (three equations for three unknowns). 0.7 0.5 0.55 1712 424 0.1 0.2 0.2 0.1 0.1 0.2 ⇔ 384 70 55 171 2 00 50 10 20 20 42400 ⇔ 10 15 20 38400 70 55 50 171200 70 55 50 171200 0 - 85 - 90-125600 ⇔ 0 - 85-90 125 600 0 - 50 - 90-97600 0-35 0-28000 Thus: b = 800, c = 640 and a = 1360 insertion into the 4.Gleichung supplies: r4 = 280 It can be 1360 tonnes of Z1, Z2 and produce 800 tonnes of 640 tonnes of Z3 . These 280 tons of R4 are necessary. Task 4 J. Bemetz / materials to multistage processes Hints

0.1 and 0.1 0.1

Page 22 a) v A1 a1 A2 a2 A3 b) Calculation of A2: 0 0 0 a2 v 0 0 a2 v va 2 0 0 0 0 VA1 = 100 0 500 500 0 0 100 12 aa 100 0 0 = 0 0 a1 a 2 0 0 ⋅ 0 0 a1 0 a1

1000 must apply: A 2 ⋅ s = s with s = 500 va 2 0 0 0 1000 1000 VA1 ⋅ 1 1, a2 = 2 5

500VA 2 = 1000 (1) o: 100va1 = 500 (2) 1000a1 a 2 = 100 (3) c) Calculation of A 3: 0 A 3 = A 2 = A ⋅ 0 0 0 a1 a2 v 0 0 ⋅ 0 0 a1 a 2 a 0 0 result is: v = 10, a1 = a 0 a 1 v 2 0 0 = VA1 0 a1 a 2 v 0 0 0 0 a1 a 2 v

For a cycle of three years must apply: a1 a 2 v = 1. This is for example also fo r the b) calculated values fulfilled. Task 5 J. Bemetz / materials to multistage processes Hints Page 23 a) 1 4 A1 0.5

2 v

A2 a A3 The population in this species is divided into three age groups A1 (juveniles), A2 (adult animals) and A3 (adult animals). In contrast to this task 4, both the adult birds as well as the adults are capable of reproduction. b) For a stationary population must apply x: T ⋅ x = x 0 1 4 0 0 0.5 x 2 ⋅ = x 2 0 x 0 a x x3 = 0 and 0.5 x1 - x 2 = 0 ax 2 - x3 = 0 results with the help of Gaussian -1 1 4 0 0,5-1 - 4 0 + a -1 0 a olution is then: x = 4t t includes 200 animals in 1600, 800 Task 6 J. Bemetz / materials to multistage processes Hints Page 24 a) 5 O Transition Matrix: 3 5 3 0 0 5 0 0 1 2 1 1 3 2 b) 0 0 2.5 5 6 2 U 3 = U ⋅ U = 0 0 5 6 0 0 5 0 = E ⋅ 6 6 5 5 6-fold 0 0 1 2 U = 0 0 0 U2 = 1 0 0 1 6 3

x1 x1 3 - x1 + x 2 + 4

elimination is: -1 1 -1 1 4 0 4 0 4 0 0 0 ⇔ 0-1 4 0 ⇔ 0-1 1 0 -1 0 0 a 0 0 A nontrivial solution is given for 8t The s results with x1 + x2 + x3 = 2600 are: t = A1 to A2 and A3 200th 1 1 + 4 = 0, ie for a = a 4

This means that any population has decreased after three months on that. Therefo re, it can not be a stable population. c) apply for a stable population would ha ve: U = x ⋅ x The Gaussian elimination method is: 1 ⇔ -1 0 0 0-2 5 0 ⇔ 0-2 5 0 -1 0 5 0 5 0 5 0 -1 0 -1 0 2 0 1 0 0 0 -1 -1 0 0 1

-1 0 3 3 0 Task 7

The LG thus has only the trivial solution x1 = x2 = x3 =

J. Bemetz / materials to multistage processes Hints Page 25 a) The following applies: x1 '= x1 + 0.5 0.5 (0.5 x2 + x1) x2' x2 = x1 + 0.5 - 0.5 (0.5 x2 + x1) x1 0.75 0.5 x1 = x ' ⋅ 00:25 0.5 x 2 2 '

o: 00:25 0.5 as a transition matrix 0.34 0.67 0.66 4 U U = U 2 = 2 ⋅ 2 3 1 G = 3 2 1 3 2 0.69 0.63 b) 12:33 0.34 (each rou 3

with 0.75 0.5 U = U = 0:31 nded to 2 Dec)

Presumption of the border matrix G: a With x1 = a (a ∈ [0, 1]) and x2 = 1 - a is for an arbitrary starting vector : x = 1 - a 2 3 This means that for the stationary limit distribu tion: ⋅ xg = G = x 1 3 c) U ⋅ xg = xg leads to the LG : 0,75 x1 + 0. 5 x2 = x1 (1) 0.25 x1 + 0.5 x2 = x2 (2) -0.25 x1 + 0.5 x2 = 0 (1 ') -0.25 x1 - 0 .5 x2 = 0 (2') An equation turns out to be superfluous: with x1 = x2 = 0 t is cl ear, 5t. From x1 + x2 = 1 follows: t = 2 and x2 = 3 2 1 3 3 This results in the stationary limit distribution: x1 = Task 8 J. Bemetz / materials to multistage processes Hints Page 26 0.5 a) III 0.5 0.25 0.25 0.25 1 I 0.25 0.25 0 0.25 II Transition matrix: b) For the next three distributions follows: 0.219 v 2 = 0.219 0.563 201 v 4 = 0.201 0.598 0.125 0.195 = 0.125 v1 0.75 v3 = 0.195 0.609 0. U = 0.25 0 0.25 0.5 0.5 1

0.2 Conjecture: The sequence vn of the state vectors have the border vecto r vg = 0.2 0.6 c) applies for vg: vg = vg U ⋅ - 0.75 0 0, 25 0 - 0 .75 0 0.25 0 LG : 0.25 to 1 0.25 0 ⇔ 0.75 0 to 0.25 0 0.5 0, 5 1 - 0.5 0 1 to 0.5 0 An equation is redundant: use of x3 = 3t supplies: x1 = x2 = t and t. With x1 + x2 + x3 = 1 results in the assumed b) the border ve ctor. Interpretation: In the long term is a particle with 20% probability in sta te I, with 20% probability are in state II with 60% probability in state III. 0.25 0 0.25 * New transition matrix: U = 0.25 0.25 1 0.5 0.5 0 * * * As the solution of ⋅ U * v * = v * with the constraint v1 + v 2 + v3 = 1 i s clear: gg d) 0 * G v = 1 0

Interpretation are: long term, all the particles in the energy state II (One suc h state is called absorbing) J. Bemetz / materials to multistage processes Hints Page 27 Task 9 0.5 a) Übergangsgraph: Gg GG 0.5 0.25 0.5 0.25 0.5 0.5 gg Transition Matrix: 0 0.5 0.25 U = 0 0.5 0.5 0.5 0.25 0.5 xG G with x = xGg leads U ⋅ x = x x gg 0.5 0.25 - 0.5 0.25 0.5 0.25 0 0 0 0 0 0 - 0.25 0.5 0 ⇔ 0 to 0.25 0.5 0 from 0.5 to 0.5 0.5 0 0 ⇔ 0 0 0 0.25 - 0, 5 0 0.25 to 0.5 0 0 0 0 setting xGg = 2t = t and provides xgg xGG = t. With xGG xGg + + xgg = 1 follows, for the long term recruiting stationary limit distribution: 0.25 0.5 x = 0,2 5 ince the corresponding characteristic both the GG genotype and the genoty pe Gg shows long-term 75% of the plants will have this appearance. b) J. Bemetz / materials to multistage processes Hints Page 28 Task 10 a) Induction start: 0 4 18 1 1 U1 = 7 7 6 3 1 8 1 1 + 7 7 6 induction hypothesis: applies for any n ∈ N: 0 4 18 1 n U n = 6 7 7 3 18 n 1 + 7 7 6 0 n 4 4 1 6 7 7 3 4 n 1 + 7 7 6 1 4 4 1 = 1 7 7 6 1 3 4 1 0 + 6 7 7 0 1 4 3 0 1 2 1 2 0 4 3 1 0 n = 2 U 3 1 + 6 3 n 7 7 3 3 1 6 6 7 7 1 + n + 1 7 7 1 + 6 7 7 1 3 3 1 6 7 7

Induction assertion: 0 4 18 1 n +1 =

7 7 3 18

6 U n +1 0 n +1 4 3

0 n +1 4 4

1

-

-

6 7 7 3 4 n + 1

1

+

-

6

7

1

+

-

6 7 7 3 3 n +1

1 -

-

6 1

7 7 n U n +1 = U ⋅ + 7 7 6 7 7

Inductive inference: recalculating supplies: 0 4 18 6 7 7 3 18 1 + n +1 7 7 6 0 n +1 4 4 1 6 7 7 3 4 n + 1 1 0 n +1 4 3 qed. J. Bemetz / materials to multistage processes Hints Page 29 b) 0 4 n it holds: U = lim n → ∞ 0 4 7 3 7 4 g 7 3 0 1 2 1 2 0 0 4 7 3 7 0 4 7 3 7 J. Bemetz / materials to multistage processes Page 30 0 2 4 ⋅ 3 3 7 1 3 7 = 0 7 Ug 7 3 7 0 0 4 4 = 7 7 3 3 7 7 1 + 6 7 7 3 3 n +1 1 6

0 U ⋅ U g = 0

1

3

7 7 0

References: [1] [2] [3] [4] [5] [6] [7] [8] [9] [10] [11] [12] [13] Bosch, Karl, Mathematics for Economists, Oldenbourg Verlag 1999 Hahn / Dzewas, Linear Algebr a / Geometry, Westermann 1996 Lehmann, Eberhard, linear algebra with vectors and matrices, JBMetzler 1990 Lehmann, Eberhard, Linear Algebra with the Computer, T eubner 1983 Kroll, Reiffert, Vaupel, Analytical Geometry / Linear Algebra, Dümml er 1997 LEU Issue M 36, Amann, elinka, To the application of Mathematics Educat ion, Issue 3 Linear Algebra and Analytic Geometry, 1994 LEU Issue M 41, How the teaching of mathematics changed by the use of a computer algebra system?, 1998 R ényi, Alfred, probability, VEB German publisher of cience, Berlin, 1979 Black, Jochen, Mathematics for Economists, Verlag Neue Wirtschafts-Briefe, 1996 igma, analytical geometry, Velcro (out of print) top, Friedmar, including, Mathematic s IV (Matrices, Linear optimization), book publisher Leipzig-Köln, 1992 Trinkaus , Hans L. problems? Higher Mathematics!, pringer-textbook, 1993 Vohrer, Thilo, school vocational schools and specialized secondary schools, publishing T. Vohre r 1997 A collection of sample tasks of the academy in Karlsruhe on "multi-step processe s" can be found at: http://www.lehrer.uni-karlsruhe.de/ ~ za242/osa/mstproz/Must

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