From ba14b89a35bacaa55daad01c342a0b6b6f0865ad Mon Sep 17 00:00:00 2001 From: Youwen Wu Date: Thu, 23 Jan 2025 14:21:33 -0800 Subject: [PATCH] auto-update(nvim): 2025-01-23 14:21:33 --- .../by-course/math-4b/course-notes/main.typ | 51 ++- .../by-course/pstat-120a/course-notes/dvd.typ | 341 ------------------ .../pstat-120a/course-notes/main.typ | 66 ++++ 3 files changed, 116 insertions(+), 342 deletions(-) delete mode 100644 documents/by-course/pstat-120a/course-notes/dvd.typ diff --git a/documents/by-course/math-4b/course-notes/main.typ b/documents/by-course/math-4b/course-notes/main.typ index 354ffb5..320d1fc 100644 --- a/documents/by-course/math-4b/course-notes/main.typ +++ b/documents/by-course/math-4b/course-notes/main.typ @@ -250,7 +250,7 @@ When $F(t,y)$ (RHS) is not nice (differentiable) at the initial value $(t_0, y_0)$, existence and uniqueness (E/U) could fail. We do have E/U when $F(t,y)$ is nice. -== Existence of solutions to IVT - linear case +== Existence of solutions to IVP - linear case The first order linear ODE is @@ -339,3 +339,52 @@ $ y' = 1 / 2 cos(y) + t, y(0) = -1 $ The righthand side is nice, by @eutheorem, it has a unique solution. We can't find an explicit solution. + += Lecture #datetime(day: 23, month: 1, year: 2025).display() + +Second order linear differential equation. + +$ + y'' = p(t)y' + q(t)y = g(t) +$ + +We say it is homogenous if $g(t) = 0$. + +== Initial value problem and uniqueness on 2nd order linear ODEs + +Suppose $p(t)$, $q(t)$, and $g(t)$ are given continuous functions defined on +$I$. +$ + y'' = p(t)y' + q(t)y = g(t) \ + y(t_0) = y_0, y'(t_0) = y'_0 +$ + +has a unique solution $y(t)$ defined on $I$. Same as first order case. Always write in standard form first before identifying. + +#example[ + What is the largest interval on which the IVP + $ + (t+1)y'' + y = 3, y(0) = 1, y'(0) = 0 + $ + is certain to have a solution? + + $ + y'' + 1 / (t+1) y = 3 / (t+1) + $ + + So the functions are nice except at -1. Our intervals are + + $ + (-infinity, -1), (-1, infinity) + $ + + But we have initial values at 0, so we know for certain that a solution (but not for certain it's the only solution) exists + + $ + (-1, infinity) + $ +] + +== 2nd order linear homogenous ODEs + + diff --git a/documents/by-course/pstat-120a/course-notes/dvd.typ b/documents/by-course/pstat-120a/course-notes/dvd.typ deleted file mode 100644 index 06deb27..0000000 --- a/documents/by-course/pstat-120a/course-notes/dvd.typ +++ /dev/null @@ -1,341 +0,0 @@ -#import "@preview/ctheorems:1.1.3": * -#import "@preview/showybox:2.0.3": showybox - -#let colors = ( - rgb("#9E9E9E"), - rgb("#F44336"), - rgb("#E91E63"), - rgb("#9C27B0"), - rgb("#673AB7"), - rgb("#3F51B5"), - rgb("#2196F3"), - rgb("#03A9F4"), - rgb("#00BCD4"), - rgb("#009688"), - rgb("#4CAF50"), - rgb("#8BC34A"), - rgb("#CDDC39"), - rgb("#FFEB3B"), - rgb("#FFC107"), - rgb("#FF9800"), - rgb("#FF5722"), - rgb("#795548"), - rgb("#9E9E9E"), -) - -#let dvdtyp( - title: "", - subtitle: "", - author: "", - abstract: none, - bibliography: none, - paper-size: "a4", - date: "today", - body, -) = { - set document(title: title, author: author) - - set std.bibliography(style: "springer-mathphys", title: [References]) - - show: thmrules - - set page( - numbering: "1", - number-align: center, - header: locate(loc => { - if loc.page() == 1 { - return - } - box(stroke: (bottom: 0.7pt), inset: 0.4em)[#text( - font: "New Computer Modern", - )[ - *#author* --- #datetime.today().display("[day] [month repr:long] [year]") - #h(1fr) - *#title* - ]] - }), - paper: paper-size, - // The margins depend on the paper size. - margin: ( - left: (86pt / 216mm) * 100%, - right: (86pt / 216mm) * 100%, - ), - ) - - - set heading(numbering: "1.") - show heading: it => { - set text(font: "Libertinus Serif") - - block[ - #if it.numbering != none { - text(rgb("#2196F3"), weight: 500)[#sym.section] - - text(rgb("#2196F3"))[#counter(heading).display() ] - } - #it.body - #v(0.5em) - ] - } - - set text(font: "New Computer Modern", lang: "en") - - show math.equation: set text(weight: 400) - - - // Title row. - align(center)[ - #set text(font: "Libertinus Serif") - #block(text(weight: 700, 26pt, title)) - - - #if subtitle != none [#text(12pt, weight: 500)[#( - subtitle - )]] - - #if author != none [#text(16pt)[#smallcaps(author)]] - #v(1.2em, weak: true) - - #if date == "today" { - datetime.today().display("[day] [month repr:long] [year]") - } else { - date - } - - ] - - if abstract != none [ - #v(2.2em) - #set text(font: "Libertinus Serif") - #pad(x: 14%, abstract) - #v(1em) - ] - - set outline(fill: repeat[~.], indent: 1em) - - show outline: set heading(numbering: none) - show outline: set par(first-line-indent: 0em) - - show outline.entry.where(level: 1): it => { - text(font: "Libertinus Serif", rgb("#2196F3"))[#strong[#it]] - } - show outline.entry: it => { - h(1em) - text(font: "Libertinus Serif", rgb("#2196F3"))[#it] - } - - - // Main body. - set par( - justify: true, - spacing: 0.65em, - first-line-indent: 2em, - ) - - body - - // Display the bibliography, if any is given. - if bibliography != none { - show std.bibliography: set text(footnote-size) - show std.bibliography: set block(above: 11pt) - show std.bibliography: pad.with(x: 0.5pt) - bibliography - } -} - -#let thmtitle(t, color: rgb("#000000")) = { - return text( - font: "Libertinus Serif", - weight: "semibold", - fill: color, - )[#t] -} -#let thmname(t, color: rgb("#000000")) = { - return text(font: "Libertinus Serif", fill: color)[(#t)] -} - -#let thmtext(t, color: rgb("#000000")) = { - let a = t.children - if (a.at(0) == [ ]) { - a.remove(0) - } - t = a.join() - - return text(font: "New Computer Modern", fill: color)[#t] -} - -#let thmbase( - identifier, - head, - ..blockargs, - supplement: auto, - padding: (top: 0.5em, bottom: 0.5em), - namefmt: x => [(#x)], - titlefmt: strong, - bodyfmt: x => x, - separator: [. \ ], - base: "heading", - base_level: none, -) = { - if supplement == auto { - supplement = head - } - let boxfmt(name, number, body, title: auto, ..blockargs_individual) = { - if not name == none { - name = [ #namefmt(name)] - } else { - name = [] - } - if title == auto { - title = head - } - if not number == none { - title += " " + number - } - title = titlefmt(title) - body = [#pad(top: 2pt, bodyfmt(body))] - pad( - ..padding, - showybox( - width: 100%, - radius: 0.3em, - breakable: true, - padding: (top: 0em, bottom: 0em), - ..blockargs.named(), - ..blockargs_individual.named(), - [ - #title#name#titlefmt(separator)#body - ], - ), - ) - } - - let auxthmenv = thmenv( - identifier, - base, - base_level, - boxfmt, - ).with(supplement: supplement) - - return auxthmenv.with(numbering: "1.1") -} - -#let styled-thmbase = thmbase.with( - titlefmt: thmtitle, - namefmt: thmname, - bodyfmt: thmtext, -) - -#let builder-thmbox(color: rgb("#000000"), ..builderargs) = styled-thmbase.with( - titlefmt: thmtitle.with(color: color.darken(30%)), - bodyfmt: thmtext.with(color: color.darken(70%)), - namefmt: thmname.with(color: color.darken(30%)), - frame: ( - body-color: color.lighten(92%), - border-color: color.darken(10%), - thickness: 1.5pt, - inset: 1.2em, - radius: 0.3em, - ), - ..builderargs, -) - -#let builder-thmline( - color: rgb("#000000"), - ..builderargs, -) = styled-thmbase.with( - titlefmt: thmtitle.with(color: color.darken(30%)), - bodyfmt: thmtext.with(color: color.darken(70%)), - namefmt: thmname.with(color: color.darken(30%)), - frame: ( - body-color: color.lighten(92%), - border-color: color.darken(10%), - thickness: (left: 2pt), - inset: 1.2em, - radius: 0em, - ), - ..builderargs, -) - -#let problem-style = builder-thmbox( - color: colors.at(11), - shadow: (offset: (x: 2pt, y: 2pt), color: luma(70%)), -) - -#let exercise = problem-style("item", "Exercise") -#let problem = exercise - -#let theorem-style = builder-thmbox( - color: colors.at(6), - shadow: (offset: (x: 3pt, y: 3pt), color: luma(70%)), -) - -#let example-style = builder-thmbox( - color: colors.at(16), - shadow: (offset: (x: 3pt, y: 3pt), color: luma(70%)), -) - -#let theorem = theorem-style("item", "Theorem") -#let lemma = theorem-style("item", "Lemma") -#let corollary = theorem-style("item", "Corollary") - -#let definition-style = builder-thmline(color: colors.at(8)) - -// #let definition = definition-style("definition", "Definition") -#let proposition = definition-style("item", "Proposition") -#let remark = definition-style("item", "Remark") -#let observation = definition-style("item", "Observation") - -// #let example-style = builder-thmline(color: colors.at(16)) - -#let example = example-style("item", "Example") - -#let proof(body, name: none) = { - v(0.5em) - [_Proof_] - if name != none { - [ #thmname[#name]] - } - [.] - body - h(1fr) - - // Add a word-joiner so that the proof square and the last word before the - // 1fr spacing are kept together. - sym.wj - - // Add a non-breaking space to ensure a minimum amount of space between the - // text and the proof square. - sym.space.nobreak - - $square.stroked$ - v(0.5em) -} - -#let fact = thmplain( - "item", - "Fact", - titlefmt: content => [*#content.*], - namefmt: content => [_(#content)._], - separator: [], - inset: 0pt, - padding: (bottom: 0.5em, top: 0.5em), -) -#let abuse = thmplain( - "item", - "Abuse of Notation", - titlefmt: content => [*#content.*], - namefmt: content => [_(#content)._], - separator: [], - inset: 0pt, - padding: (bottom: 0.5em, top: 0.5em), -) -#let definition = thmplain( - "item", - "Definition", - titlefmt: content => [*#content.*], - namefmt: content => [_(#content)._], - separator: [], - inset: 0pt, - padding: (bottom: 0.5em, top: 0.5em), -) diff --git a/documents/by-course/pstat-120a/course-notes/main.typ b/documents/by-course/pstat-120a/course-notes/main.typ index 0d26462..71fe880 100644 --- a/documents/by-course/pstat-120a/course-notes/main.typ +++ b/documents/by-course/pstat-120a/course-notes/main.typ @@ -774,4 +774,70 @@ us generalize to more than two colors. = Discussion section #datetime(day: 22, month: 1, year: 2025).display() += Lecture #datetime(day: 23, month: 1, year: 2025).display() +== Independence +#definition("Independence")[ + Two events $A subset Omega$ and $B subset Omega$ are independent if and only if + $ P(B sect A) = P(B)P(A) $ + "Joint probability is equal to product of their marginal probabilities." +] + +#fact[This definition must be used to show the independence of two events.] + +#fact[ + If $A$ and $B$ are independent, then, + $ + P(A | B) = underbrace((P(A sect B)) / P(B), "conditional probability") = (P(A) P(B)) / P(B) = P(A) + $ +] + +#example[ + Flip a fair coin 3 times. Let the events: + + - $A$ = we have exactly one tails among the first 2 flips + - $B$ = we have exactly one tails among the last 2 flips + - $D$ = we get exactly one tails among all 3 flip + + Show that $A$ and $B$ are independent. + What about $B$ and $D$? + + Compute all of the possible events, then we see that + + $ + P(A sect B) = (hash (A sect B)) / (hash Omega) = 2 / 8 = 4 / 8 dot 4 / 8 = P(A) P(B) + $ + + So they are independent. + + Repeat the same reasoning for $B$ and $D$, we see that they are not independent. +] + +#example[ + Suppose we have 4 red and 7 green balls in an urn. We choose two balls with replacement. Let + + - $A$ = the first ball is red + - $B$ = the second ball is greeen + + Are $A$ and $B$ independent? + + $ + hash Omega = 11 times 11 = 121 \ + hash A = 4 dot 11 = 44 \ + hash B = 11 dot 7 = 77 \ + hash (A sect B) = 4 dot 7 = 28 + $ +] + +#definition[ + Events $A_1, ..., A_n$ are independent (mutually independent) if for every collection $A_i_1, ..., A_i_k$, where $2 <= k <= n$ and $1 <= i_1 < i_2 < dots.c < i_k <= n$, + + $ + P(A_i_1 sect A_i_2 sect dots.c sect A_i_k) = P(A_i_1) P(A_i_2) dots.c P(A_i_k) + $ +] + +#definition[ + We say that the events $A_1, ..., A_n$ are *pairwise independent* if any two + different events $A_i$ and $A_j$ are independent for any $i != j$. +]