Find the equilibrium distribution of the Markov chain

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Mathematics Questions -

Q1. A climate scientist makes the following observations on the weather in Ballarat in winter:

i. There are never two consecutive days of nice weather.

ii. Following a nice day, there are equal probabilities (i.e. 1/2) of having either a rainy day or a windy day.

iii. Following a rainy day or a windy day, the probability of having the same weather the next day is 1/2, and the probability of having a nice day is 1/4.

a) What is the state space of this process?

b) Write down the Markov chain modelling the weather in Ballarat according to these observations.

c) Show that this is a regular Markov chain.

d) Find the equilibrium (stationary) distribution of the Markov chain.

e) In the 3 months (90 days) of winter, how many days of nice weather can be expected?

Q2. Let u(x, t) be a function of two variables which satisfies the following partial differential equation:

∂u/∂x + u/x = 3x

a) Solve to determine u. (Note that the PDE contains only u, derivatives of u, and functions of x.)

b) Find the solution which satisfies u(1, t) = sin2t.

c) Find any non-constant solution to the following partial differential equation:

2u/∂x∂y + 1/x ∂u/∂y = 0

Q3. Rewrite the third-order differential equation

cos ty'''(t) + √ty'(t) - ety(t) = 2t

as a system of first-order differential equation.

Note - Needing all work shown. And answers to be correct.

Verified Expert

In this assignment I solved the mathematics questions related to the partial differential equation in two variables, questions related to Markov chain modeling by using probability. The matrices are used for the simplification of third order differential equation into system of first order differential equation. I have also used matrix multiplication for the first problem. This work includes all above work.

Reference no: EM132321229

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