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Integration with variables Notes_Part_12

Course: MATH 5587, Fall 2010
School: UCF
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.1 Center: Radius: .5 Center: .2 + i Radius: 1 Center: 1 + i Radius: 1 Center: -2 + 3 i Radius: 3 2 4.2426 Center: .2 + i Radius: 1.2806 Figure 7.21. Center: .1 + .3 i Radius: .9487 Center: .1 + .1 i Radius: 1.1045 Center: -.2 + .1 i Radius: 1.2042 Airfoils Obtained from Circles via the Joukowski Map. rest of the plane, as do the images of the (nonzero) points inside the unit circle. Indeed, if we...

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.1 Center: Radius: .5 Center: .2 + i Radius: 1 Center: 1 + i Radius: 1 Center: -2 + 3 i Radius: 3 2 4.2426 Center: .2 + i Radius: 1.2806 Figure 7.21. Center: .1 + .3 i Radius: .9487 Center: .1 + .1 i Radius: 1.1045 Center: -.2 + .1 i Radius: 1.2042 Airfoils Obtained from Circles via the Joukowski Map. rest of the plane, as do the images of the (nonzero) points inside the unit circle. Indeed, if we solve (7.67) for (7.68) z = 2 - 1 , we see that every except 1 comes from two different points z; for not on the critical line segment [ - 1, 1 ], one point lies inside and and one lies outside the unit circle, whereas if -1 < < 1, the points lie on the unit circle and on a common vertical line. Therefore, (7.67) defines a one-to-one conformal map from the exterior of the unit circle | z | > 1 onto the exterior of the unit line segment C \ [ -1, 1 ]. Under the Joukowski map, the concentric circles | z | = r = 1 are mapped to ellipses with foci at 1 in the plane; see Figure 7.20. The effect on circles not centered at the origin is quite interesting. The image curves take on a wide variety of shapes; several examples are plotted in Figure 7.21. If the circle passes through the singular point z = 1, then its image is no longer smooth, but has a cusp at = 1; this happens in the last 6 of the figures. Some of the image curves have the shape of the cross-section through an airplane wing or airfoil. Later, we will see how to construct the physical fluid flow around such an airfoil, a result that was a critical step in early aircraft design. Composition and the Riemann Mapping Theorem One of the features of conformal mapping is that one can assemble a large repertoire of complicated examples by simply composing elementary mappings. The method rests on the simple fact that the composition of two complex analytic functions is also complex analytic. This is the complex counterpart of the result, learned in first year calculus, that the composition of two differentiable functions is itself differentiable. 1/19/12 249 c 2012 Peter J. Olver w = ez = w-1 w+1 Figure 7.22. Composition of Conformal Maps. Proposition 7.31. If w = f (z) is an analytic function of the complex variable z = x + i y, and = g(w) is an analytic function of the complex variable w = u + i v, then the composition = h(z) g f (z) = g(f (z)) is an analytic function of z. The proof that the composition of two differentiable functions is differentiable is identical to the real variable version, [7, 129], and need not be reproduced here. The derivative of the composition is explicitly given by the usual chain rule: d g f (z) = g (f (z)) f (z), dz or, in Leibnizian notation, d dw d = . dz dw dz (7.69) If both f and g are one-to-one, so is their composition h = g f . Moreover, the composition of two conformal maps is also conformal, a fact that is immediate from the definition, or by using the chain rule (7.69) to show that h (z) = g (f (z)) f (z) = 0 provided g (f (z)) = 0 and f (z) = 0. Example 7.32. As we learned in Example 7.22, the exponential function w = ez 1 maps the horizontal strip S = { - 1 < Im z < 2 } conformally onto the right half plane 2 R = { Re w > 0 }. On the other hand, Example 7.24 tells us that the linear fractional w-1 transformation = w+1 maps the right half plane R conformally to the unit disk D = { | | < 1 }. Therefore, the composition ez - 1 (7.70) = z e +1 is a one-to-one conformal map from the horizontal strip S to the unit disk D, which we illustrate in Figure 7.22. Of course, to properly define the composition, we need to ensure that the range of the function w = f (z) is contained in the domain of the function = g(w). 1/19/12 250 c 2012 Peter J. Olver Recall that our motivating goal is to use analytic functions/conformal maps to solve boundary value problems for the Laplace equation on a complicated domain by transforming them to boundary value problems on the unit disk. Of course, the key question the student should be asking at this point is: Is there, in fact, a conformal map = g(z) from a given domain to the unit disk D = g()? The theoretical answer is the celebrated Riemann Mapping Theorem. Theorem 7.33. If C is any simply connected open subset, not equal to the entire complex plane, then there exists a one-to-one complex analytic map = g(z), satisfying the conformality condition g (z) = 0 for all z , that maps to the unit disk D = { | | < 1 }. Thus, any simply connected domain -- with one exception, the entire complex plane -- can be conformally mapped the unit disk. Note that need not be bounded for this to hold. Indeed, the conformal map (7.57) takes the unbounded right half plane R = { Re z > 0 } to the unit disk. The proof of this important theorem relies on some more advanced results in complex analysis, and can be found, for instance, in [3]. The Riemann Mapping Theorem guarantees the existence of a conformal map from any simply connected domain to the unit disk, but its proof is not constructive, and so is of little help for constructing the desired mapping. And, in general, this is not an easy task. In practice, one assembles a collection of useful conformal maps that apply to particular domains of interest. An extensive catalog can be found in [74]. More complicated maps can then be built up by composition of the basic examples. Ultimately, though, the determination of a suitable conformal map is more an art than a systematic science. Example 7.34. Suppose we are asked to conformally map the upper half plane U = Im z > 0 to the unit disk D = | | < 1 . We already know that the linear fractional transformation w-1 = g(w) = w+1 maps the right half plane R = Re w > 0 to D = g(R). On the other hand, multiplication by i = e i /2 , with z = h(w) = i w, rotates the complex plane by 90 and so maps the right half plane R to the upper half plane U = h(R). Its inverse h-1 (z) = - i z will therefore map U to R = h-1 (U ). Therefore, to map the upper half plane to the unit disk, we compose these two maps, leading to the conformal map = g h-1 (z) = iz + 1 -iz - 1 = -iz + 1 iz -1 (7.71) from U to D. In a similar vein, we already know that the squaring map w = z 2 maps the upper 1 right quadrant Q = 0 < ph z < 2 to the upper half plane U . Composing this with our previously constructed map -- which requires replacing z by w in (7.71) beforehand -- leads to the conformal map i z2 + 1 (7.72) = i z2 - 1 that maps the quadrant Q to the unit disk D. 1/19/12 251 c 2012 Peter J. Olver
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UCF - MATH - 5587
Example 7.35. The goal of this example is to construct an conformal map that takes a half disk D+ = | z | &lt; 1, Im z &gt; 0 (7.73) to the full unit disk D = cfw_ | | &lt; 1 . The answer is not = z 2 because the image of D+ omits the positive real axis, resulting
UCF - MATH - 5587
7.5. Applications of Conformal Mapping.Let us now apply what we have learned about analytic/conformal maps. We begin with boundary value problems for the Laplace equation, and then present some applications in fluid mechanics. We conclude by discussing h
UCF - MATH - 5587
Figure 7.25.A NonCoaxial Cable.Example 7.39. A non-coaxial cable. The goal of this example is to determine the electrostatic potential inside a non-coaxial cylindrical cable, as illustrated in Figure 7.25, with prescribed constant potential values on th
UCF - MATH - 5587
0 Figure 7.29.15 Fluid Flow Past a Tilted Plate.30Note that = ( 1, 0 ), and hence this flow satisfies the Neumann boundary conditions (7.95) on the horizontal segment D = . The corresponding complex potential is (z) = z, with complex velocity f (z) = (
UCF - MATH - 5587
on the unit disk D for an impulse concentrated at the origin; see Section 6.3 for details. How do we obtain the corresponding solution when the unit impulse is concentrated at another point = + i D instead of the origin? According to Example 7.25, the lin
UCF - MATH - 5587
as long as n = -1. Therefore, we can use the Fundamental Theorem of Calculus (which works equally well for real integrals of complex-valued functions), to evaluate n+1 1 -1 = n = 2 k + 1 odd, 0, 2 t + i (t - 1) 2 z n dz = = , n = 2 k even. n+1 P t = -1 n+
UCF - MATH - 5587
Figure 7.32.Orientation of Domain Boundary.Theorem 7.48. If f (z) is analytic on a bounded domain C, then f (z) dz = 0.(7.118)Proof : If we apply Green's Theorem to the two real line integrals in (7.109), we find u dx - v dy = - u v - x y = 0,v dx +
UCF - MATH - 5587
Proof : Note that the integrand f (z) = 1/(z - a) is analytic everywhere except at z = a, where it has a simple pole. If a is outside C, then Cauchy's Theorem 7.48 applies, and the integral is zero. On the other hand, if a is inside C, then Proposition 7.
UCF - MATH - 5587
0 Figure 7.36.15 Kutta Flow Past a Tilted Airfoil.30which remains asymptotically 1 at large distances. By Cauchy's Theorem 7.48 coupled with formula (7.123), if C is a curve going once around the disk in a counter-clockwise direction, then i 1 dz = - 2
UCF - MATH - 5587
is analytic in the disk | z | 2 since its only singularity, at z = 3, lies outside the contour C. Therefore, by Cauchy's formula (7.135), we immediately obtain the integral ez dz = z2 - 2 z - 3 f (z) i dz = 2 i f (-1) = - . z+1 2eCCNote: Path independe
UCF - MATH - 5587
Chapter 12 Dynamics of Planar MediaIn previous chapters we studied the equilibrium configurations of planar media - plates and membranes - governed by the two-dimensional Laplace and Poisson equations. In this chapter, we analyze their dynamics, modeled
UCF - MATH - 5587
In this manner, we arrive at the basic conservation law relating the heat energy density and the heat flux vector w. As in our one-dimensional model, cf. (4.3), the heat energy density (t, x, y) is proportional to the temperature, so (t, x, y) = (x, y) u(
UCF - MATH - 5587
for the diffusion equation. See [35; p. 369] for a precise statement and proof of the general theorem. Qualitative Properties Before tackling examples in which we are able to construct explicit formulae for the eigenfunctions and eigenvalues, let us see w
UCF - MATH - 5587
Theorem 12.1. Suppose u(t, x, y) is a solution to the forced heat equation ut = u + F (t, x, y), for (x, y) , 0 &lt; t &lt; c,where is a bounded domain, and &gt; 0. Suppose F (t, x, y) 0 for all (x, y) and 0 t c. Then the global maximum of u on the set cfw_ (t, x
UCF - MATH - 5587
so there are no non-separable eigenfunctions . As a consequence, the general solution to the initial-boundary value problem can be expressed as a linear combination u(t, x, y) =m,n = 1cm,n um,n (t, x, y) =m,n = 1cm,n e- m,n t vm,n (x, y)(12.41)of
UCF - MATH - 5587
Let us start with the equation for q(). The second boundary condition in (12.50) requires that q() be 2 periodic. Therefore, the required solutions are the elementary trigonometric functions q() = cos m or sin m , where = m2 , (12.53)with m = 0, 1, 2, .
UCF - MATH - 5587
15 10 5 -4 -2 -5 -10 -15 2 4Figure 12.3.The Gamma Function.Thus, at integer values of x, the gamma function agrees with the elementary factorial. A few other values can be computed exactly. One important case is when x = 1 . Using 2 the substitution t
UCF - MATH - 5587
Remark : The definition of a singular point assumes that the other coefficients do not both vanish there, i.e., either q(x0 ) = 0 or r(x0 ) = 0. If all three functions happen to vanish at x0 , we can cancel any common factor (x - x0 )k , and hence, withou
UCF - MATH - 5587
we find that the only non-zero coefficients un are when n = 3 k +1. The recurrence relation u3 k+1 = u3 k-2 (3 k + 1)(3 k) yields u3 k+1 = 1 . (3 k + 1)(3 k)(3 k - 2)(3 k - 3) 7 6 4 3The resulting solution isx3 k+1 . (3 k + 1)(3 k)(3 k - 2)(3 k - 3) 7 6
UCF - MATH - 5587
two different Frobenius expansions. Usually, this expectation is valid, but there is an important exception, which occurs when the indices differ by an integer. The general result is summarized in the following list: (i ) If r2 - r1 is not an integer, the
UCF - MATH - 5587
We have thus found the series solution (-1)k xm+2k . 22k k(k - 1) 3 2 (r + k)(r + k - 1) (r + 2)(r + 1) k=0 k=0 (12.93) So far, we not paid attention to the precise values of the indices r = m. In order to continue the recurrence, we need to ensure that t
UCF - MATH - 5587
where h0 = 0, while = limkhk = 1 +1 1 1 + + + , 2 3 k (12.102)hk - log k .5772156649 . . .is known as Euler's constant. All Bessel functions of the second kind have a singularity at the origin x = 0; indeed, by inspection of (12.101), we find that th
UCF - MATH - 5587
of the Bessel boundary value problem (12.5455) are the squares of the roots of the Bessel function of order m. The corresponding eigenfunctions are wm,n (r) = Jm (m,n r) , n = 1, 2, 3, . . . , m = 0, 1, 2, . . . , (12.112)defined for 0 r 1. Combining (12
UCF - MATH - 5587
t=0t = .04t = .08t = .12 Figure 12.6.t = .16 Heat Diffusion in a Disk.t = .212.5. The Fundamental Solution of the Heat Equation.As we learned in Section 4.1, the fundamental solution to the heat equation measures the temperature distribution result
UCF - MATH - 5587
for the planar heat equation is given by the linear superposition formula u(t, x, y) = 1 4 t f (, ) e- [ (x-)2+(y-)2 ]/(4 t)d d.(12.125)We can interpret the solution formula (12.125) as a two-dimensional convolution u(t, x, y) = F (t, x, y) f (x, y)
UCF - MATH - 5587
Vibration of a Rectangular Drum Let us first consider the vibrations of a membrane in the shape of a rectangle R= 0 &lt; x &lt; a, 0 &lt; y &lt; b ,with side lengths a and b, whose edges are fixed to the (x, y)plane. Thus, we seek to solve the wave equation utt = c2
UCF - MATH - 5587
A table of their values (for the case c = 1) can be found in the preceding section. The Bessel roots do not follow any easily discernible pattern, and are not rational multiples of each other. This result, known as Bourget's hypothesis, [142; p. 484], was
UCF - MATH - 5587
following table, we display a list of all relative vibrational frequencies (12.158) that are &lt; 6. Once the lowest frequency 0,1 has been determined - either theoretically, numerically or experimentally - all the higher overtones m,n = m,n 0,1 are simply o
UCF - MATH - 5587
For example, on a unit square R = 0 &lt; x, y &lt; 1 , an accidental degeneracy occurs whenever m2 + n2 = k 2 + l2 (12.163) for distinct pairs of positive integers (m, n) = (k, l). The simplest possibility arises whenever m = n, in which case we can merely reve
UCF - MATH - 5587
Chapter 9 Linear and Nonlinear Evolution EquationsIn this chapter, we analyze several of the most important evolution equations, both linear and nonlinear, involving a single spatial variable. Our first stop is to revisit the heat equation. We introduce
UCF - MATH - 5587
Chapter 3 Fourier SeriesJust before 1800, the French mathematician/physicist/engineer Jean Baptiste Joseph Fourier made an astonishing discovery. Through his deep analytical investigations into the partial differential equations modeling heat propagation
UCF - MATH - 5587
Chapter 8 Fourier TransformsFourier series and their ilk are designed to solve boundary value problems on bounded intervals. The extension of Fourier methods to the entire real line leads naturally to the Fourier transform, an extremely powerful mathemat
UCF - MATH - 5587
Chapter 6 Generalized Functions and Green's FunctionsBoundary value problems, involving both ordinary and partial differential equations, can be profitably viewed as the infinite-dimensional function space versions of finite dimensional systems of linear
UCF - MATH - 5587
Math 5587 September 8, 2011Homework #1Problems: Chapter 1: 1.1ae, 1.2b,d, 1.5a,e, 1.6, 1.12a, 1.16ad, 1.18, 1.19, 1.20, 1.24. Chapter 2: 2.1 2, 3c,e, 4, 6.Due: Thursday, September 15
UCF - MATH - 5587
Math 5587 September 20, 2011Homework #2Problems: Chapter 2: 2.2 2.3 2a, 3b, 9, 17, 26, 27. 2, 5, 14, 15.Due: Thursday, September 29 First Midterm: Tuesday, October 11 Will cover chapters 1 &amp; 2. You will be allowed to use one 8&quot; 11&quot; sheet of notes. Note
UCF - MATH - 5587
Math 5587 September 29, 2011Homework #3Problems: Chapter 2: 2.4 2, 3, 4c,d, 8, 11, 12.Also, in 2.4.8, determine the domain of influence of the point (0,2) and the domain of dependence of the point (3,-1). Discuss what these tell you about the solution.
UCF - MATH - 5587
Math 5587 October 13, 2011Homework #4Problems: Chapter 3: 3.1 3.2 2b, 5. 1, 2g, 3a, 5, 6a,g, 15a,d, 16a,d, 24, 25, 34, 35, 41b, 52, 53.Due: Thursday, October 20
UCF - MATH - 5587
Math 5587 October 25, 2011Homework #5Problems: Chapter 3: 3.3 1, 2, 8. 3.4 2b, 3c, 7, 9 (just use one of the two methods). 3.5 2b,c,d, 4, 8, 11a,b,c. Due: Tuesday, November 1 Second Midterm: Thursday, November 17 Will cover chapters 3 &amp; 4. You will be a
UCF - MATH - 5587
Math 5587 November 3, 2011Homework #6Problems: Chapter 3: 3.5 13, 21c,e, 22b,c, 27b,d, 30, 31, 35a, 42. Chapter 4: 4.1 2, 4c, 10, 17a,b. Due: Thursday, November 10 Second Midterm: Thursday, November 17 Will cover chapters 3 &amp; 4. You will be allowed to u
UCF - MATH - 5587
Math 5587 November 10, 2011Homework #7Problems: Chapter 4: 4.2 3a, 4b,e, 8, 14a,d,e, 26. 4.3 4, 7, 10c, 11, 12a, 16, 24a, 29, 31. Due: Tuesday, November 22 Second Midterm: Thursday, November 17 Will cover chapters 3 &amp; 4. You will be allowed to use one 8
UCF - MATH - 5587
Math 5587 December 6, 2011Homework #8Problems: Chapter 4: 4.4 2a,e,f, 12a,e,f, 13, 17a,b. Chapter 6: 6.1 1b,d, 2d, 3, 5b, 8, 13, 19, 35. 6.2 2, 6. 6.3 1, 2, 6. Due: Tuesday, December 13 Final Exam: Take Home, to be handed out on Tuesday, December 13 and
UCF - MATH - 5587
Chapter 2 Linear and Nonlinear WavesOur exploration of the vast mathematical continent that is partial differential equations will begin with simple first order equations. In applications, first order partial differential equations are most commonly used
UCF - MATH - 5587
Chapter 5 Numerical Methods: Finite DifferencesAs you know, the differential equations that can be solved by an explicit analytic formula are few and far between. Consequently, the development of accurate numerical approximation schemes is essential for
UCF - MATH - 5587
Chapter 11 Numerical Methods: Finite ElementsIn Chapter 5, we introduced the first, the oldest, and in many ways the simplest class of numerical algorithms for approximating the solutions to partial differential equations: finite differences. In the pres
UCF - MATH - 5587
Chapter 10 A General Framework for Linear Partial Differential EquationsBefore pressing on to the higher dimensional forms of the heat, wave, and Laplace/ Poisson equations, it is worth taking some time to develop a general, abstract, linear algebraic fr
UCF - MATH - 5587
Chapter 12 Partial Differential Equations in SpaceAt last we have reached the ultimate rung of the dimensional ladder (at least for those of us living in a three-dimensional universe): partial differential equations in physical space. As in the one- and
UCF - MATH - 5587
Chapter 4 Separation of VariablesThere are three paradigmatic linear second order partial differential equations that have collectively driven the development of the entire subject. The first two we have already encountered: The wave equation describes v
UCF - MATH - 5587
Chapter 1 What are Partial Differential Equations?Let us begin by specifying our object of study. A differential equation is an equation that relates the derivatives of a (scalar) function depending on one or more variables. For example, d4 u du + u2 = c
University of Florida - CEG - 4012
Lecture 1 Review of Geostatic Stresses Unit WeightsYw = unit weight of water Ym = moist unit weight of unsaturated soil Ysat = unit weight of saturated soil y' = &quot;effective&quot; unit weight of soil = (Ysat - Yw) if soil saturated= Ym if soil not saturated=
University of Florida - CEG - 4012
Geostatic Stresses These self-weight stresses (ay, a'y, ah' a'h) are called geostatic stresses For a level surface there are no shear forces induced by the geostatic stresses, and therefore they are also principal stresses: a, =ay and a3 = ah Karl Terzag
University of Florida - CEG - 4012
using the effective weight concept:= 0&quot; h6'(100 pet + 4'(118-62.4 pet + 6'(126-62.4 pet+4'(120-62.4 pet 230 pst: 1434 pst= 600 pst + 222 pst + 382 pst +=-K (J'y : 0.5 (1434 pst) : 717 pst 14' (62.4 pet): 874 pst U(a' h + u): 717 pst + 874 pst: 15
University of Florida - CEG - 4012
S1 Stresses Changes Due to Surface Loads (Aerv) o Stresses within a soil mass will change as a result of surface loads. The change in total stress spreads and diminishes with distance from the load. Equations and charts are available to calculate both th
University of Florida - CEG - 4012
S2 Pyramid Approximation For Surface Loads: The &quot;2:1 melhod &quot;used for &quot;back of Ihe envelope&quot; solutions (seen on the PE exam). o A=LoadedArea =BxLQ = Tolal Load = q x B x LQr+-&quot;q=unit pressurewhere B = width (short sjde, alwill's) L _ length !loM-si
University of Florida - CEG - 4012
S3 Point Load on the Surface: Boussinesq (1883) - French Physicist(with the parameters as shown at right)Qo Assumotionc:. I. nALF-SPACE - semi-infinite 2. ELASTIC 3. HOMOGENEOUS - same properties throughout 4. ISOTROPIC - same properties in all directi
University of Florida - CEG - 4012
84Circular Surface Load:o The stress increase at a point (A) on the axis beneath the center of a circular loaded area is &quot;easily&quot; determined by integrating the Boussinesq point solution over the loaded area. (same assumptions as before)dav6=30z 5 2
University of Florida - CEG - 4012
S5IPta (m)z(m)~&quot;f.r~;,&lt;,iJa 0r (m)&lt;w, (&quot;,1,;r/a~I,.()OAGy=I x q(kPa)IS ':JI'llC.L.Surface12 12 12 12 12 12 12 1200 0 12 0 12 0 12 2400 1 0 1 0 1 2AB6 612 12 24 24 24C 0E FG0.5 0.5 1 1 2 2 2o'I ()h'f'ltt&quot;,o~f) (,((),
University of Florida - CEG - 4012
r~.lr0.20.3 0.4 0.50.6,86810_ Influence Chart for Vertical Stress Increase Beneath Circular Loaded Area '(From Perlott and Baron)Influence value, I(x 100) 2 3 4 5 60.8 1.020_. 30 40 50 60 I I I I I80 100I11-~V1lllll1Ui .-I'm'N-I'3,!)
University of Florida - CEG - 4012
S11~~trlp and Square FootingsStrips footings have fixed width and infinite (or relatively long) length and are often used for smaller buildings (1-2 story) and walls. Square footings are a special case of the rectangular footing.BqzInfluence charts
University of Florida - CEG - 4012
812o Boussinesq Influence Chart for Strip &amp; Square Footings48382B88I - 1-.a~ I ~/v 28'. l' 1-~'l.O; 1./0-11 VI VI I , /'0.' VI / I ~, l&quot; / / / \ IIV ~ v ~ rtf :\l/I-&quot; ./ /\ \III 11I\.q,.I'.'~) OAq~ ~ ~.-.~ ~ t'. ~0.4;1 ~l\.'~~8 8U!
University of Florida - CEG - 4012
813 Rectangular Surface Loads: (Boussinesq solution - the limn&quot; methodo This method determines the vertical stress ~ay at a point P under the corner of a rectangular loaded area using footing dimensions normalized to the depth z: m = Biz n=Uz (note that
University of Florida - CEG - 4012
o814 Influence Chart for Vertical Stress Increase Beneath Corner of a Rectangular Load (Perloff &amp; Baron)I PI JrI i J I1II i,i J:It- -_ 'j0.23 1i-I--TyO.22~mt!tJ0.21Ffj:fSffi Ff1':11+WM-10,0.20 H+J+.;+J+j 0.190.18=pl&lt; pflm,nl for sq