Engineering

Mathematics I Final B June 12, 2019

1. Polar decomposition: For a given matrix ,

(a) Show that is a Hermitian matrix (5 points)
(b) Find by applying the Spectral Theorem learned in the class. Also obtain

eigenvalues and normalized eigenvectors . (35 points)

(c) Calculate and .

Show that . (30 points)

(d) Calculate and show that . (20

points)

2. (a) Calculate . (10 points)

(b) Find the solution of the first order differential equation (20 points)

when .
3. Find the solution of the ordinary differential equation (50 points)

when the initial conditions are given by

, and .

4. Find the general solution of . (40 points)

5. Find the solution of

when and . Here is a unit step function. Use Laplace

transformation. (50 points)

6. (a) Given for with elsewhere, ind the

 Fourier transform of . (30
points)

(b) Using the Parseval’s theorem, evaluate . (20

points)
Engineering Mathematics I Final June 24, 2020

1. Polar decomposition: For a given matrix ,

(a) Show that is a Hermitian matrix (5 points)
(b) Find by applying the Spectral Theorem learned in the class. Also obtain

eigenvalues and normalized eigenvectors . (25 points)

(c) Calculate and . Show that

. (20 points)

(d) Calculate and show that . (20 points)

2. Find the solution of the first order differential equation (20 points)

when .
3. Find the solution of the ordinary differential equation (40 points)

when the initial conditions are given by

, , and .

4. Find the general solution of . (30 points)

5. Find the solution of when and .

Use Laplace transformation. (30 points)

6. (a) Given for with elsewhere, find the Fourier

transform of . (20 points)

(b) Using the Parseval’s theorem, evaluate . (10 points)

7. The Black-Scholes partial differential equation for the option price is given by

with the boundary condition

1
where is the option price, is the stock price, is time, is the fixed interest
rate, is the volatility and is the “maturation date” of the call option. By assuming

the form of the solution as with

show that with the new boundary condition

. (50 points)

2
Engineering Mathematics I Final June 14, 2021

1. Polar decomposition: For a given matrix ,

(a) Show that is a Hermitian matrix (10 points)
(b) Find the eigenvalues and normalized eigenvectors of the matrix .
(20 points)
(c) Find by applying the Spectral Theorem learned in the class. (20 points)

(d) Calculate and

. Show that . (20

points)

(e) Calculate and show that . (20 points)

2. (a) Calculate . (10 points)

(b) Find the solution of the first order differential equation (20 points)

when .
3. Find the solution of the ordinary differential equation (40 points)

when the initial conditions are given by

, and .

4. Find the general solution of . (40 points)

5. Find the original function when the Laplace transformation is given by

. (30 points)

6. Find the solution of when and .

Use Laplace transformation. (30 points)

7. (a) Given for with elsewhere, find the Fourier

 transform of . (20 points)

(b) Using the Parseval’s theorem, evaluate . (10 points)