python代写-HW5
时间:2021-04-15
4/15/2021 HW5 E[1 - JXp\WeU NoWebook
localhoVW:8888/noWebookV/DoZnloadV/HomeZoUk/HW5 E[1.ip\nb# 1/5
IQ¦[39]:
:L[[PUN!
:PT\SH[PVUPZHSZV\ZLKPU[OLÄUHUJPHSTHYRL[-VYL_HTWSLZPT\SH[PVUJHUIL\ZLK[VZPT\SH[L
Z[VJRWYPJL:PUJL[OLZ[VJRWYPJLPZ\Z\HSS`HZZ\TLK[VILJVU[PU\V\ZS`JOHUNPUNWLVWSL\Z\HSS`
KPZJYL[PaL[OL[PTLPU[VZTHSSPU[LY]HSZH[ HUKZPT\SH[LZ[VJRWYPJLH[LHJO[PTLWVPU[
8B7VPU[ZD
;VWYLWHYLMVYZ[VJRWYPJLZPT\SH[PVUSL[ZÄYZ[SVVRH[HZPTWSLYWYVJLZZ!)YV^UPHUTV[PVUWYVJLZZ
;OLZ[HUKHYK)YV^UPHUTV[PVUJHUILKLÄULKHZMVSSV^Z!
MVYHU`NP]LU[^V[PTLWVPU[Z HUK
^OLYL PZHUVYTHSKPZ[YPI\[PVU^P[OHZ[OLTLHUHUK HZ[OL]HYPHUJL
5V[PJL[OLZPTPSHYP[`IL[^LLU)YV^UPHUTV[PVUHUKHOVTVNLULV\Z7VPZZVUWYVJLZZ!
>LJHUZPT\SH[L)YV^UPHUTV[PVU\ZPUN[OLMVSSV^PUNHSNVYP[OT!
:[HY[^P[O HUK
MVY [V !
ZHTWSL MYVT
\WKH[L \ZPUN
)HZLKVU[OLWYL]PV\ZHSNVYP[OT
:PT\SH[L H[
#This imports all the packages \ou need for the homeZork
#Please run this first
import QXmS\ as QS

import VciS\.VSecial as VSVS

import maWSlRWlib.S\SlRW as SlW

%maWSlRWlib iQliQe

import V\mS\

import VciS\.VWaWV as VSVW
import VimS\
import cRS\
!SiS iQVWall h\SeURSW -T
import h\SeURSW
4/15/2021 HW5 E[1 - JXp\WeU NoWebook
localhoVW:8888/noWebookV/DoZnloadV/HomeZoUk/HW5 E[1.ip\nb# 2/5
:OV^[OL[YHQLJ[VY`VM \ZPUNYV\UKZVMZPT\SH[PVUB@V\^PSSILWYV]PKPUNSPULWSV[ZPU
[OLZHTLNYHWOD
IQ¦[22]:
IQ¦[23]:
IQ¦[24]:
8B7VPU[ZD
)YV^UPHUTV[PVUWYVJLZZPZ\Z\HSS`JVUZPKLYLK[VIL[VVZPTWSLHUK\UYLHSPZ[PJMVY[OLZ[VJR
THYRL[-VYL_HTWSL[OLZ[VJRWYPJLZOV\SKILWVZP[P]LHUKZ[HY[MYVTHUHYIP[YHY`]HS\L(SZV
KPɈLYLU[Z[VJRZZOV\SKMVSSV^KPɈLYLU[[YLUKZHUK]HYPH[PVUZ(ZHYLZ\S[WLVWSL\ZLH.LVTL[YPJ
)YV^UPHUTV[PVU.)4WYVJLZZ[VTVKLSZ[VJRWYPJL-VY[OL.)4WYVJLZZWLVWSLHZZ\TL[OH[
MVYHU`NP]LU[^V[PTLWVPU[Z HUK
^OLYL HUK HYLJHSSLKKYPM[HUK]VSH[PSP[`YLZWLJ[P]LS ` WVZP[P]LS`PTWHJ[Z
^OPSL HUK IV[OWVZP[P]LS`HɈLJ[Z
PZ[OLPUP[PHSZ[VJRWYPJL
PZ[OLZ[VJRWYPJLH[[PTL
(ZHYLZ\S[WLVWSLJHUZPT\SH[L.)4WYVJLZZMYVT [V \ZPUN[OLMVSSV^PUN
HSNVYP[OT!
ZL[
MVY [V !
ZHTWSL MYVT
\WKH[L \ZPUN
)HZLKVU[OLWYL]PV\ZHSNVYP[OT
:PT\SH[L H[ HZZ\TPUN
:OV^[OL[YHQLJ[VY`VM \ZPUNYV\UKZVMZPT\SH[PVUB@V\^PSSILWYV]PKPUNSPULWSV[ZPU
[OLZHTLNYHWOD
#generate Bt, an arra\ that giYes Bt Yalue for each t Yalue in t_arra\
def B_W(W):
return BW

##run the B_t(t) 5 times and plot the trajector\ for each case
QS.UaQdRm.Veed(10)

4/15/2021 HW5 E[1 - JXp\WeU NoWebook
localhoVW:8888/noWebookV/DoZnloadV/HomeZoUk/HW5 E[1.ip\nb# 3/5
IQ¦[25]:
IQ¦[26]:
IQ¦[27]:
8B7VPU[ZD
(ZZ\TL[OH[^L^HU[[V\ZLZPT\SH[PVU[VLZ[PTH[L ^OLU
/LYL PZ[OLH]LYHNLWYPJLVMZ[VJRWYPJLIL[^LLU
HUK
.LULYH[LZHTWSLZVM \ZPUN -VYLHJOYV\UK[OLZHTWSLVM
JHUILHWWYV_PTH[LK\ZPUN[OLH]LYHNLVMHSS[OLZ[VJRWYPJLZ^LJHSJ\SH[LKIL[^LLUHUK;
)HZLK[OLZLZHTWSLZYLWVY[[OLJLU[LYHUK[OL^PK[OVMH JVUÄKLUJLPU[LY]HSMVY

(WWS`[OLHU[P[OL[PJTL[OVK[V HUKYLWVY[[OLJLU[LYHUK[OL^PK[OVMH JVUÄKLUJL
PU[LY]HSMVY IHZLKVUNLULYH[PUNNLULYH[LZHTWSLZVM \ZPUN

IQ¦[28]:
IQ¦[29]:
8B7VPU[ZD
(ZZ\TL^L^HU[[VLZ[PTH[L ^OLU

>P[OV\[\ZPUNHU`]HYPHUJLYLK\J[PVU[LJOUPX\LNLULYH[LZHTWSLZVM
\ZPUN )HZLK[OLZLZHTWSLZYLWVY[
[OLJLU[LYHUK[OL^PK[OVMH JVUÄKLUJLPU[LY]HSMVY

ZHTWSLZVM \ZPUN )HZLK[OLZL
ZHTWSLZYLWVY[[OLJLU[LYHUK[OL^PK[OVMH JVUÄKLUJLPU[LY]HSMVY

#generate S_t
def S_W(W,a, mX, Vigma2):
return SW


##run the S_t(t) 5 times and plot the trajector\ for each case
QS.UaQdRm.Veed(10)

#Zithout using Yariance reduction
QS.UaQdRm.Veed(10)



#antithetic method
QS.UaQdRm.Veed(10)

4/15/2021 HW5 E[1 - JXp\WeU NoWebook
localhoVW:8888/noWebookV/DoZnloadV/HomeZoUk/HW5 E[1.ip\nb# 4/5
IQ¦[30]:
IQ¦[31]:
8B7VPU[ZD
(ZZ\TL[OH[HWLYZVU^HU[Z[VTHRLHUPU]LZ[TLU[KLJPZPVU;VL]HS\H[L[OPZKLJPZPVU[OPZWLYZVU
PZLZWLJPHSS`PU[LYLZ[LKPUTLHZ\YPUN HZZ\TPUN
HUK
;VLZ[PTH[L[OPZWYVIHIPSP[ `^LJHUKV[OLMVSSV^PUN!
ZPT\SH[L[OLZ[VJRWYPJLIL[^LLU HUK \ZPUN
,HJO[PTL^LJVTW\[L ^OLYL PZHZHTWSLVM PM PZ
;Y\L6[OLY^PZL
-VSSV^PUN[OPZ JHUILLZ[PTH[LK\ZPUN
-VY[OPZX\LZ[PVU
)HZLKVU[OPZTL[OVKLZ[PTH[L IHZLKVUZPT\SH[PUN[OLZ`Z[LT[PTLZ
)HZLKVUJLU[YHSSPTP[[OLVYLTJHSJ\SH[L[OL^PK[OVM[OL JVUÄKLUJLPU[LY]HS
9LWVY[IV[O]HS\LZ
IQ¦[32]:
8B7VPU[ZD
0[JHUILKLYP]LK[OH[[OLL_WLJ[LKZ[VJRWYPJLH[[PTL OHZHJSVZLKMVYTZVS\[PVUPM[OLZ[VJR
WYPJLMVSSV^Z[OL.LVTL[YPJ)YV^UPHU4V[PVUKLÄULKPU :WLJPÄJHSS `
]HYPHISLPZ[OLZ[VJRWYPJLH[ ,Z[PTH[L IHZLKVUZPT\SH[PUN[OLZ`Z[LT
[PTLZ
)HZLKVU[OLJLU[YHSSPTP[[OLVYLTJHSJ\SH[L[OL^PK[OVM[OL JVUÄKLUJLPU[LY]HSVM

9LWVY[IV[O]HS\LZ
IQ¦[40]:
##Zithout Yariance reduction
QS.UaQdRm.Veed(10)

#Common random number
QS.UaQdRm.Veed(10)


QS.UaQdRm.Veed(10)

#control Yariate
QS.UaQdRm.Veed(10)

4/15/2021 HW5 E[1 - JXp\WeU NoWebook
localhoVW:8888/noWebookV/DoZnloadV/HomeZoUk/HW5 E[1.ip\nb# 5/5
8B7VPU[ZD
>LJHUZLLPU8[OH[P[PZH]LY`ZTHSSJOHUJL[VVIZLY]L
3L[Z\ZLPTWVY[HUJLZHTWSPUN[VYLK\JL[OL]HYPHUJL>OLUZHTWSPUN PUZ[LHKVMZHTWSPUNMYVT
SL[ZZHTWSL ZV[OH[P[PZTVYLSPRLS`MVY\Z[V
ZLL
(ZZ\TL[OH[ \ZLPTWVY[HUJLZHTWSPUN[VYLK\JL[OL]HYPHUJLPU8,Z[PTH[L
IHZLKVUZPT\SH[PUN[OLZ`Z[LT[PTLZ
)HZLKVU[OLJLU[YHSSPTP[[OLVYLTJHSJ\SH[L[OL^PK[OVM[OL JVUÄKLUJLPU[LY]HSVM

9LWVY[IV[O]HS\LZ
IQ¦[34]:
8B7VPU[ZD
>LJHU\ZLO`WLYVW[[VÄUK[OLILZ[WHYHTL[LY
:LHYJO IL[^LLUHUK\ZPUN h\SeURSW [VYLK\JL[OL^PK[OVM[OL JVUÄKLUJL
PU[LY]HSVM IHZLKVUZHTWSLZ>OLUKVPUN[OLZLHYJOWLYMVYT WSe
HSNVYP[OTHUK\ZLP[LYH[PVUZ5VULLK[VZL[\WLHYS`Z[VWWPUN9LWVY[[OLILZ[
9LWVY[[OLLZ[PTH[L
)HZLKVUJLU[YHSSPTP[[OLVYLTJHSJ\SH[L[OL^PK[OVM[OL JVUÄKLUJLPU[LY]HSVM
9LWVY[[OL]HS\L
IQ¦[35]:
IQ¦[36]:
IQ¦[37]:
IQ¦[38]:
#importance sampling
QS.UaQdRm.Veed(10)

##h\opt to find optimal alpha
##report the best alpha
#use more samples to estimate the probabilit\ and Zidth of confidence inter


essay、essay代写