PDE Note
PDE Note
Year-wise Class-Load
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List of Major Courses
First Year
AMTH 101 Fundamentals of Mathematics with Modeling 3 credits
AMTH 102 Applied Calculus 4 credits
AMTH 103 Coordinate and Vector Geometry 3 credits
AMTH 104 Applied Linear Algebra 3 credits
AMTH 105 Principles of Economics 3 credits
AMTH 106 FORTRAN Programming 3 credits
AMTH 107 Basic Statistics and Probability 4 credits
AMTH 150 Math Lab I (Mathematica) 3 credits
AMTH 199 Viva Voce 2 credits
Second Year
AMTH 201 Mathematical Analysis 3 credits
AMTH 202 Multivariate and Vector Calculus 4 credits
AMTH 203 Ordinary Differential Equations with Modeling 3 credits
AMTH 204 Advanced Linear Algebra 3 credits
AMTH 205 Numerical Methods I 3 credits
AMTH 206 Discrete Mathematics 3 credits
AMTH 207 Programming in C ++ 3 credits
AMTH 208 Mathematical Statistics 4 credits
AMTH 250 Math Lab II (Fortran) 3 credits
AMTH 299 Viva Voce 2 credits
Third Year
AMTH 301 Complex Variables and Fourier Analysis 3 credits
AMTH 302 Theory of Numbers and Groups 3 credits
AMTH 303 Partial Differential and Integral Equations 4 credits
AMTH 304 Mathematical Methods 4 credits
AMTH 305 Numerical Methods II 3 credits
AMTH 306 Mechanics 3 credits
AMTH 307 Hydrodynamics 3 credits
AMTH 308 Introduction to Financial Mathematics 3 credits
AMTH 309 Optimization Techniques 4 credits
AMTH 350 Math Lab III (Matlab) 3 credits
AMTH 399 Viva Voce 2 credits
Fourth Year
AMTH 401 Applied Analysis 3 credits
AMTH 402 Fluid Dynamics 3 credits
AMTH 403 Physical Meteorology 3 credits
AMTH 404 Elementary Hydrology 3 credits
AMTH 405 Differential Geometry and Tensor Analysis 4 credits
AMTH 406 Asymptotic Analysis and Perturbation Methods 3 credits
AMTH 407 Stochastic Calculus 3 credits
Several Courses from AMTH 408 to AMTH 430 will be offered as per the decision of the
academic committee. Among those three courses will be chosen by the students.
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AMTH 413 Mathematical Modeling in Biology and Physiology 3 credits
AMTH 414 Mathematical Neuroscience 3 credits
AMTH 415 Industrial Mathematics 3 credits
AMTH 416 Computational Science and Engineering 3 credits
AMTH 430 Special Topics 3 credits
AMTH 450 Math Lab IV (Application Software) 3 credits
AMTH 460 Honours Project 3 credits
AMTH 499 Viva Voce 2 credits
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AMTH 101: Fundamentals of Mathematics with Modeling 3 credits
Learning Outcomes
To see the math through its: focus on visualization, early introduction of functions, complete, optional
technology coverage and connection between math concepts and the real world.
Course Contents
1. Set Theory: Set concepts, subsets, Venn Diagrams & Set operations, Venn Diagrams with three
sets & verification of equality of sets, Applications of sets in the Management, Natural & Social
Sciences.
2. Graph and Functions: Define and identify relations & functions, Cartesian product of sets,
Equivalence relations, notations for functions, Graphs of relation & functions, visualizing domain
and range, composite functions, inverses, inverse & one-to-one functions, onto functions, finding
formulas for inverses, restricting a domain, applications of functions.
3. Logic: Statements and Logical Connectives, Truth Tables for Negation, Conjunction, and
Disjunction, Truth Tables for the Conditional and Biconditional, Equivalent Statements, Symbolic
arguments, Euler Diagrams and Syllogistic Arguments, Switching Circuits, applications and
models.
4. Real number system, Sequences and Series: Number Theory, The Integers, The Rational
Numbers, The Irrational Numbers and the Real Number System, Real Numbers and Their
Properties, Arithmetic and Geometric Sequences & Series, Fibonacci Sequence, Applications and
problem solving situations in business/ natural Science/ Economics.
5. Inequalities: Basic inequalities, Inequalities involving means, powers; inequalities of Cauchy,
Chebyshev and applications.
6. Polynomials: Polynomial Functions and Modeling (The leading term test, finding zeros of
polynomial functions, polynomial models) , Polynomial Division; The Remainder and Factor
Theorems ( Division and Factors, The remainder theorem, Synthetic division, finding factors of
polynomials), Theorems about zeros of polynomial functions (The fundamental theorem of
Algebra, finding polynomials with given zeros, zeros of Polynomial Functions with real
coefficients, rational coefficient, integer coefficients and the rational zeros theorem, Descartes'
rule of signs), Polynomial models and applications.
7. Voting and Apportionment: Voting Methods, Flaws of Voting, Apportionment Methods, Flaws
of the Apportionment Methods.
Evaluation: Incourse Assessment and Attendance 30 marks, Final examination (Theory: 3 hours) 70
Marks. Eight questions of equal value will be set, of which any five are to be answered.
References
1. Angel, Abbott and Runde, A survey of Mathematics with applications, 10th edition, Pearson.
2. Blitzer, Thinking Mathematically, 6th edition, Pearson.
3. Beecher, Penna and Bittinger, College Algebra, 5th edition, Pearson.
4. S. Lipschutz, Set Theory, Schaum‟s Outline Series.
5. S. Barnard & J. M. Child, Higher Algebra.
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AMTH 102: Applied Calculus 4 credits
Learning Outcomes
At the end of the course the students will be able to interpret a function from an algebraic, numerical,
graphical and verbal perspective and extract information relevant to the phenomenon modeled by the
function. They will be able to understand the concept of limit and continuity of a function at a point
graphically and algebraically using appropriate techniques. The students will be able to interpret the
derivative of a function at a point as the instantaneous rate of change and as the slope of the tangent
line, they will also learn to compute the value of the derivative at a point algebraically using the
(limit) definition. They will interpret the value of the first and second derivatives as measures of
increase and concavity of a function. They will also understand the consequences of Rolle‟s theorem
and the Mean Value theorem for differentiable functions.
The students will be able to interpret the definite integral geometrically as the area under a curve and
construct a definite integral as the limit of a Riemann sum. They will learn to understand
differentiation and anti-differentiation as inverse operations (Fundamental Theorem of Calculus, part
1) and will learn to evaluate integrals using techniques of integration.
The students will be able to understand the different types of improper integrals and solve them. The
students will also learn how to calculate the area between curves, volumes of solids of revolution,
surface area, arc length using integration.
Course Contents
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Evaluation: Incourse Assessment and Attendance 30 marks, Final examination (Theory: 4 hours) 70
Marks. Eight questions of equal value will be set, four from each group, of which five are to be
answered, taking at least two questions from each group.
References
1. H. Anton, I. C. Bivens, S. Davis, Calculus.
2. E.W. Swokowski, Calculus.
3. James Stewart, Calculus: Early Transcendentals.
4. Deborah Hughes-Hallett, Applied Calculus.
5. Stefan Waner and Steven Costenoble, Applied Calculus.
Learning Outcomes
Students that successfully complete this course will be able to:
Sketch graphs of and discuss relevant features of lines, circles, and other conic sections and
determine equations of curves when given information that determines the curves.
Perform translations and rotations of the coordinate axes to eliminate certain terms from
equations and use the polar coordinate system, relate it to the rectangular coordinate system, and
graph equations using polar coordinates.
Compute the distance between points, the distance from a point to a line, and the distance from a
point to a plane in the three-dimensional coordinate system.
Sketch and describe regions in space and perform algebraic operations with vectors in two and
three dimensions computing dot and cross product of vectors, finding scalar and vector
projections of a vector onto another, determining if vectors are parallel and orthogonal etc.
Find equations of lines and planes in space and identify and describe quadratic surfaces.
Course Contents
1. Coordinates, Equations and Graphs: The rectangular coordinate system: The coordinate plane,
Test for symmetry and their applications, Equations of lines and Circles and their graphs,
Applications, extensions and changes of both rectangular and polar coordinates.
2. Transformations: Translations of axes, Equation of a curve in a translated system, Graphing a
translated conic, Rotation of axes, analyzing an equation using a rotation (identify and sketch),
Identifying conics without rotation (use discriminant).
3. Conic sections: Standard equations of parabolas, ellipses and hyperbolas and their properties.
Solve applied problems involving parabolas, ellipses and hyperbolas. Polar Equations of conics,
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Finding a polar equation of an orbit, Application to describe a closed orbit of a satellite around the
sun (Earth or Moon).
4. Pair of straight lines: Ideas of pair of lines, Equation of a pair of lines, lines passing through
origin, angle between the lines, general equation of second degree, Equation of the angle of
bisectors, Homogenous equation of second degree.
5. Three dimensional coordinate system: Rectangular coordinate system in 3-space, Octants,
Direction cosines and direction angles, direction ratios, angle between two lines, projection on a
line, Applications to Human biomechanics, Genome expression profiles, Antogenic cartography,
species, vaccine design and vaccination.
6. Parametric equations of lines: Vector equation of a line, parametric form of equation of a line,
symmetric equations, intersection of two line (parametric form), Different types of lines
(perpendicular, parallel and skew), shortest distance and equations.
7. Plane in three space: Equation of a plane (vector and rectangle equations), line of intersection of
two planes, distance between two skew lines, point of intersection, intersection of a line with
other curves, planes and surfaces, Finding distance between two parallel lines, Angle between two
intersecting planes, Distance between a point and a plane.
8. Vectors in space: Geometric vectors, vectors in a coordinate plane, position vector, sum and
difference of vectors, magnitude, unit vectors, graphs of the sum and difference. Dot product and
Cross product: physical interpretation of the dot product (applications and extensions), orthogonal
vectors, component and projection of a vector on another, cross product of basis vectors, right
hand rule, physical interpretation of the cross product (applications and extensions) Areas, scalar
triple product, volume of a parallelepiped, coplanar vectors.
Evaluation: Incourse Assessment and Attendance 30 Marks, Final examination (Theory: 3 hours) 70
Marks. Eight questions of equal value will be set, of which any five are to be answered.
References
1. Khosh Mohammad, Analytic Geometry and Vector Analysis.
2. H. Anton et al, Calculus with Analytic Geometry.
3. D. G. Zill and J. M. Dewar, Pre-calculus with calculus previews.
4. Michael Sullivan, Pre-calculus.
5. Howard Anton, Iri Bivens and S. Davis, Calculus Early Transcendental.
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Learning Outcomes
On successful completion of this module students will be able to:
Solve systems of linear equations by using Gaussian elimination to reduce the augmented matrix
to row echelon form or to reduced row echelon form;
Understand the basic ideas of vector algebra: linear dependence and independence and spanning
and apply the basic techniques of matrix algebra, including finding the inverse of an invertible
matrix using Gauss-Jordan elimination;
Know how to find the row space, column space and null space of a matrix, to find bases for these
subspaces and be familiar with the concepts of dimension of a subspace and the rank and nullity
of a matrix, and to understand the relationship of these concepts to associated systems of linear
equations;
Compute the eigenvalues and eigenvectors of a square matrix using the characteristic polynomial
and will know how to diagonalize a matrix when this is possible;
Understand the general notions of a vector space over a field and of a subspace, linear
independence, dependence, spanning sets, basis and dimension of a general subspace and find the
change-of-basis matrix with respect to two bases of a vector space;
Use the notion of a linear transformation, its matrix with respect to bases of the domain and the
codomain, its range and kernel, and its rank and nullity and the relationship between them;
Know how to find the eigenvalues and eigenvectors of linear operators.
Course Contents
1. Matrices and Determinants: Review of matrix and determinants. Different types of matrices,
elementary row and column operations and row-reduced echelon matrices, rank. Block matrices,
Invertible matrices, matrix exponentials. Applications of Matrices and determinants: Leontief
Input-Output Models, Constructing Curves and Surfaces through Specified Points, Markov
Chains, Graph Theory.
2. System of Linear Equations: Linear equations. System of linear equations (homogeneous and
non- homogeneous) and their solutions. Application of Matrices and determinants for solving
system of linear equations. Gaussian and Gauss-Jordan eliminations. Applications of linear
systems: Network Analysis (Traffic Flow), Electrical Circuits, Polynomial Interpolation, Bacterial
growth etc.
3. Vector Spaces: Review of geometric vectors in and space. Norms vectors in and . Vector
space and subspace. Sum and direct sum of subspaces. Linear independence of vectors, basis and
dimension of vector spaces. Row spaces, column spaces and null spaces, rank and nullity of a
matrix. Application of Vector Spaces: Solution spaces of systems of linear equations.
4. Linear Transformations: Linear transformations. Kernel and image of a linear transformation
and their properties. Matrix representation of linear transformations. Change of bases, Transition
matrix. Applications of Linear Transformations: Geometry of Matrix Operators on .
5. Eigenvalues and Eigenvectors: Definition of Eigenvalues and eigenvectors, diagonalization.
Cayley- Hamilton theorem. Applications of Eigenvalues and Eigenvectors: Markov Chains, Age-
Specific Population Growth.
Evaluation: Incourse Assessment and Attendance 30 Marks, Final examination (Theory: 3 hours) 70
Marks. Eight questions of equal value will be set, of which any five are to be answered.
References
1. H. Anton, and C.Rorres, Linear Algebra with Applications.
2. S. Lipshutz, Linear Algebra, Schaum‟s Outline Series.
3. Brestscher, Linear Algebra with Applications
4. D. Lay, Linear Algebra with Applications
5. G. Strang, Linear Algebra with Applications.
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AMTH 105: Principles of Economics 3 credits
Learning Outcomes
Upon successful completion of the course the student will be able to:
Understand basic economic problems and how different economic system solve those problems,
consumer and producer behavior and the nature of demand and supply.
Understand how households (demand) and businesses (supply) interact in various market
structures to determine price and quantity of a good produced.
Know about different kinds of markets and how they function, and the welfare outcomes of
consumers and producers.
Apply economic reasoning to individual and firm behavior.
Understand the basics of national income accounting, the roles of fiscal and monetary policy in
fighting recessions and inflation.
Apply economic reasoning to understand the operation of an economy.
Course Contents
1. Basic Concepts: Definition and scope of economics, basic economic problems and their sources,
choice, tradeoff and opportunity cost, economic systems - command economy, market economy
and mixed economy; microeconomics and macroeconomics.
2. Demand and supply: definition, factors influencing them, demand and supply schedules &
curves, law of demand, market demand and market supply, movements along and shifts in
demand curve, shifts in supply curve, market equilibrium: price theory in the market, its
implications, effects of a shift in demand or supply on equilibrium position, special cases.
3. Elasticity: Elasticity of demand and supply - concepts, definitions and problems associated with
calculations, price elasticity, income elasticity and cross elasticity of demand, consumer‟s
expenditure pattern and total revenue in relation to elasticity of demand, computation of elasticity
from demand function and family budget data.
4. Consumer Behavior and Utility: basic concepts, ordinal and cardinal measurements of utility,
consumer‟s preference ordering. Total utility and marginal utility, relationship between them, law
of diminishing marginal utility, equimarginal principle. Substitution and income effects and the
law of demand. Slutsky equation, computation of elasticity from Slutsky equation. consumer‟s
surplus and its applications.
5. The indifference Curve Analysis: Indifference curve analysis as an improvement over
Marshallian analysis, consumer‟s indifference curve: properties, rate of commodity substitution.
The equilibriums position of tangency: consumer‟s equilibrium, effects of income and price
change on equilibrium.
6. Production and Cost: Concept of a Production Function, factors of production-fixed and
variable, Total, Average and Marginal Product, the Law of Diminishing Returns, Returns to
Scale; Costs: Fixed and Variable Cost, Total, Average and Marginal cost, Short Run and Long
Run Costs.
7. Decision of firm and Revenue: Isoquants, Isocosts and the Least Cost Combination, Total,
Average and Marginal Revenue; Equating Marginal Revenue with Marginal Cost, Market
Structure, Perfectly Competitive Markets, Monopoly, Oligopoly (Game Theory), Monopolistic
Competition.
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8. Macroeconomics: key concept of macroeconomics: GDP, GNP, Real vs. Nominal GDP, Price
Deflators; Saving, consumption, investment; National income analysis; Inflation, Unemployment;
Fiscal and monetary policy, Investment Decision, Cost benefit analysis, NPV, IRR, Payback
period.
Evaluation: Incourse Assessment and Attendance 30 Marks, Final examination (Theory: 3 hours) 70
Marks. Eight questions of equal value will be set, of which any five are to be answered.
References
1. Samuelson, P. A. and W. D. Nordhaus (2004). Economics, 18th Edition, McGraw-Hill/Irwin.
2. Pindyck, R. S. and D. L. Rubinfeld (2012). Microeconomics, 8th Edition, Pearson Education.
3. Mankiw, G. N. (2012). Macroeconomics, 8h Edition, Worth Publishers, Inc.
Learning Outcomes
After successful completion of this course, the students will be able to understand the basic
components of the digital computer, the basic characteristics of several operating systems, several
number systems, and the conversion of numbers from one system to others. They will know the
evolution, development and standard solving techniques of Fortran programming language. The
students will learn several loops, decision statements, several external and internal procedures of
Fortran programming in detail. They will also able to use arrays, allocate memory for arrays and use
files efficiently in Fortran programming language.
Course Contents
1. Introduction to Computing: Introduction to Digital Computers; Operating Systems;
Programming and Problem Solving.
2. Number System: Binary; Octal; Decimal and Hexadecimal number systems. Conversion of
numbers from one system to others.
3. Fundamentals of Computer Programming: Programming basics; High-level programming
languages; Introduction to FORTRAN; Fortran Evolution; Basic difference of FORTRAN 77 and
Fortran 90; Problem-Solving Techniques: Flowcharts; Algorithms; Pseudo code.
4. Programming in Fortran: Syntax and semantics; Constants; and Variables; Data Types;
Arithmetic; Relational and Logical operations; Operator Precedence; Single and Mixed Mode
Arithmetic; Expressions and Assignment Statements; Fortran Input/Output.
5. Control Constructs and Arrays: IF Constructs; Nested and Named IF Constructs; SELECT
CASE Construct; Do Loops; Named and Nested Loops; Do While Loops; Declarations and
construction of Arrays; Memory allocation for Arrays; Problems solving using Arrays.
6. Programming Units: Types of Programming Units; Main Program; External Procedures; Internal
Procedures; Modules; Function subprograms; Subroutines; subprogram for recursion.
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7. Use of Files: Necessity of using files; opening and closing of files; reading from files; writing into
files; Construction and implementation of Fortran programs for solving problems in Mathematics
using Files.
Evaluation: Incourse Assessment and Attendance 30 Marks, Final examination (Theory: 3 hours) 70
Marks. Eight questions of equal value will be set, of which any five are to be answered.
References
1. Stephen J. Chapman, Introduction to FORTRAN 90/95.
2. Michael Metcalf, John Reid, Malcolm Cohen, Modern Fortran explained, Oxford University
Press.
3. Gordon B. Davis & Thomas R. Hoffmann, FORTRAN 77: A Structured, Disciplined Style.
Learning Outcomes
After successfully completing this course, a student will be able to: Demonstrate the ability to apply
fundamental concepts in exploratory data analysis, Construct and analyze graphical displays to
summarize data, Compute and interpret measures of center and spread of data, Calculate, interpret and
communicate the correlation coefficient and simple linear regression model, Utilize basic concepts of
probability including independence and conditional probability to calculate, interpret and
communicate event probabilities both for discrete and continuous random variables, Determine the
appropriate probability distribution based on experiment conditions and assumptions.
Course Contents
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Part B: Probability
5. Basic concepts of probability: Meaning of probability, Scope of probability, Definition of
probability, Different types of probability definitions: classical, axiomatic empirical and
subjective. Difference between probability and possibility. Laws of probability, Conditional
probability, Theorem of total probabilities.
6. Bayes theorem: Uses and importance of Bayes theorem in statistics.
7. Random variables: Discrete and continuous random variables, probability mass function,
probability density function, Distribution function, function of random variable and its
distribution, joint distribution, marginal and conditional distributions, independence of random
variables, Mathematical expectation, expectations of sum and products of random variables.
Moments and moment generating functions, Cumulants and cumulant generating functions,
Relation between moments and cumulants.
8. Probability Distributions: Detail study of Binomial, Poisson & Normal distributions.
Evaluation: Incourse Assessment and Attendance 30 marks, Final examination (Theory: 4 hours) 70
Marks. Eight questions of equal value will be set, four from each group, of which five are to be
answered, taking at least two questions from each group.
References
1. Islam, M.N. (2006). An Introduction to Statistics & Probability, Book World, Dhaka.
2. Sheldon Ross; Introductory Statistics, Third Edition.
3. Larson, R. and Farber, B. (2003), Elementary Statistics.
4. Yule and Kendall, M.G. An Introduction to the Theory of Statistics, Charles Griffin, London.
5. Mosteller, Rourket Thomas, Probability with Statistical Application.
Evaluation: Internal Assessment (Laboratory works) 40 Marks. Final examination (Lab: 3 hours) 60
Marks.
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AMTH 201: Mathematical Analysis 3 credits
Learning Outcomes
A sound knowledge of the sets of real numbers, boundary of a set, supremum, infimum, limit,
interior, exterior of a set and when a set close or open.
Understanding the idea of infinite sequences of real numbers and their convergences.
Working knowledge of the convergence of infinite series of real numbers.
Understanding the concept of limit, continuity, differentiability of real valued functions.
Be familiar with the Riemann integral in R and R^n and able to calculate the values of integrals.
Ability to deal with various examples of metric spaces, open and closed sets in metric spaces.
Implementations of the convergence of infinite sequence of metric in many real life problems.
Course Contents
1. Real number system: Supremum and infimum of a set, cluster (limit) points; the completeness
axiom, Dedekind‟s theorem and Bolzano-Weierstrass theorem (No proof), Open and closed sets,
interior, exterior and boundary of a set, cluster point and derived set.
2. Infinite sequences: Sequences of real number, Convergence, Monotone sequences,
subsequences, Cauchy‟s general principle of convergence, some important sequences.
3. Infinite series of real numbers: convergence and absolute convergence, Tests for convergence;
Power series, Uniform convergence, differentiation and integration of power series.
4. Limit, continuity and differentiability: Limit, continuity and differentiability of functions,
properties, Intermediate value theorem (no proof), Uniform continuity, Differentiation in ,
Implicit and inverse function theorems (Statements and verifications, and applications only, no
proof).
5. The Riemann integral: definitions via Riemann‟s sums and Darboux‟s sums, Darboux‟s
theorem, (equivalence of the two definitions) Necessary and sufficient conditions for integrability
and integration in .
6. Metric Spaces: Definition and examples. ϵ- neighborhood, open and closed sets in metric spaces,
Interior, exterior and boundary of a set.. Cluster points of sets in metric spaces, Derived set,
closure of a set. Bounded sets, Equivalent metrics.
7. Infinite sequences in metric spaces: Infinite sequences in metric spaces and their convergence,
Cauchy sequences, Complete metric spaces, Continuity and uniform continuity of functions on
metric spaces, Sequences and series of functions and their convergence.
Evaluation: Incourse Assessment and Attendance 30 Marks, Final examination (Theory: 3 hours) 70
Marks. Eight questions of equal value will be set, of which any five are to be answered.
References
1. W. Rudin, Principles of Mathematical Analysis.
2. R. G. Bartle, Introduction to Real Analysis.
3. W F Trench, Introduction to Real Analysis.
4. Malik Arora, Mathematical Analysis.
5. Fatema Chowdhury and Munibur Rahman Chowdhury, Essentials of Real Analysis.
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AMTH 202: Multivariate and Vector Calculus 4 credits
Learning Outcomes
The students will be able to
Perform operations with vectors in two and three dimensional space and apply to analytic
geometry.
Differentiate and integrate vector-valued functions and apply calculus to motion problems in two
and three dimensional space.
Determine the limits, derivatives, gradients, and integrals of multivariate functions.
Solve problems in multiple integration using rectangular, cylindrical, and spherical coordinate
systems.
Select and apply appropriate models and techniques to define and evaluate line and surface
integrals; these techniques will include but are not limited to Green‟s, Divergence, and Stoke‟s
theorems.
Course Contents
Evaluation: Incourse Assessment and Attendance 30 marks, Final examination (Theory: 4 hours) 70
Marks. Eight questions of equal value will be set, four from each group, of which five are to be
answered, taking at least two questions from each group.
References
1. H. Anton, Irl Bivens, Stephen Davis, Calculus: Early Transcendentals, 10th Edition.
2. J. Stewart, Calculus: Early Transcendentals, 6th Edition.
3. E. Swokowski, Calculus with Analytic Geometry.
4. R. T. Smith and R. B. Minton, Calculus: Early Transcendental Functions 4th Edition.
Learning Outcomes
The students will have a basic idea of differential equations, order, degree and classifications of
differential equations, modeling approach, initial value problems and autonomous differential
equations. They will be able to formulate differential equations by removing arbitrary constants from
algebraic relations and draw solutions curves using direction field. They will be able to find whether
an IVP has solution and whether the solution is unique by using the Existence and Uniqueness
theorem. They will learn to classify first-order DE‟s as separable, homogeneous, linear, exact,
Bernoulli‟s etc. and solve them using appropriate methods. Using the knowledge of solving DE‟s,
they will be able model various real life phenomena. The students will know about higher order,
mostly second order ODE‟s and their classifications such as Homogeneous and Nonhomogeneous.
They will be able to solve them using reduction of order, method of undetermined coefficients,
variation of parameters. They will learn about Cauchy Euler equations and their solution process; will
study and analyze several linear and nonlinear models using higher order ODE‟s, systems of linear
differential equations using matrices, common applications of linear systems. The students will know
about autonomous systems, stability and linearization of systems of nonlinear differential equation
and learn to use nonlinear systems in some well-known mathematical models.
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Course Contents
1. Introduction to Differential Equations: Definition of Differential Equation, Order and Degree;
Classification of Differential Equations; Formulation; Modeling Approach, Models and Initial
Value Problems, Solution Curves without a solution: Direction fields, Autonomous first order
DEs. The Modeling Process: Differential Systems.
2. First-Order Differential Equations: Existence and Uniqueness theorem (without proof),
Solution of First-order DE‟s: Separable, Homogeneous, Linear, Exact, Solutions by substitutions,
Linear models, Nonlinear models. Modeling with systems of first order DEs: Population models,
Models of growth and decay, Acceleration velocity models: Motion of a falling body,
Compartmental analysis, heating and cooling of buildings, Newtonian mechanics, Electrical
circuits.
3. Higher-Order Differential Equations: Homogeneous and Nonhomogeneous equations,
Reduction of order, Homogeneous linear equations with constant coefficients, Undetermined
coefficients, Variation of parameters, Cauchy Euler equations, Mass spring oscillator, Coupled
Spring/Mass systems: Free damped motion, free undamped motion, Driven motion, Series circuit
Analogue. Electrical Networks and Mechanical Systems, Linear models: BVP, Nonlinear models.
4. Systems of Linear Differential Equations: Matrix form of a linear system, Homogeneous and
Nonhomogeneous linear systems, Second order systems and Mechanical applications.
Metapopulations, Natural killer cells and Immunity, Transport of Environmental pollutants,
Solution by Diagonalization.
5. Systems of Nonlinear Differential Equations: Chemical Kinetics: The Fundamental Theorem,
Autonomous systems, Stability of linear systems, Ecological models: Predators and competitors,
linearization and local stability.
Evaluation: Incourse Assessment and Attendance 30 Marks, Final examination (Theory: 3 hours) 70
Marks. Eight questions of equal value will be set, of which any five are to be answered.
References
1. Robert L. Borrelli and Courtney S. Coleman, Differential equations: A Modeling Perspective.
2. D. G. Zill and Warren S. Wright, Differential Equations with Boundary-Value Problems.
3. C. Henry Edwards, David E. Penney and David T. Calvis, Differential Equations and Boundary
Value Problems: Computing and Modeling.
4. Nagle, Saff and Snider, Fundamentals of Differential Equations and Boundary Value Problems.
Learning Outcomes
By the end of the course, the student must be able to: give an example to illustrate the basic concepts
of the course, reconstruct elementary proofs, apply techniques from the course to various problems,
compute eigenvalues/vectors, orthogonal bases etc., formulate accurate proofs and arguments,
synthesize major results of the course to give a „big picture‟ of the material and its potential
applications.
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Course Contents
1. Similar Matrices: Canonical forms of matrices, Similar matrices, Symmetric, orthogonal and
Hermitian matrices.
2. Linear Functional and Dual Space: Linear functional and the dual space, Dual basis, Second
dual space, Annihilators, Transpose of a linear transformation.
3. Inner Product Space: Inner products, Norms and inner product of vectors in and , Inner
product spaces, Orthogonality and Gram-Schmidt process, orthonormal sets, Orthogonal
complement, Linear functional and adjoints, Positive operators, Unitary operators and normal
operators.
4. Bilinear, Quadratic and Hermitian Forms: Matrix form of transformations, Symmetric and
skew symmetric bilinear forms, Canonical forms, Reduction form, Index and signature of real
quadratic form, Definite and semi-definite forms, Hermitian forms, Principal minors and
factorable forms.
5. Applications: Solving problems in Mathematics, Physics, Social and Applied sciences.
Evaluation: Incourse Assessment and Attendance 30 Marks, Final examination (Theory: 3 hours) 70
Marks. Eight questions of equal value will be set, of which any five are to be answered.
References
1. Howard Anton and Chris Rorres, Elementary Linear Algebra Applications Version.
2. W. Greub, Linear Algebra.
3. Bernard Kolman, Linear Algebra.
4. WK Nicholson, Introduction to Abstract Algebra.
Learning Outcomes
At the conclusion of the course, students should be able to:
Find numerical approximations to the roots of an equation by Newton method, Bisection Method,
Secant Method, etc.
Find numerical solution to a system of linear equations by Gaussian Elimination, Jacobi and
Gauss-Siedel Iterative methods.
Demonstrate the use of interpolation methods to find intermediate values for any given set of
points.
Apply several methods of numerical integration, including Romberg integration.
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Course Contents
1. Preliminaries of Computing: Basic concepts, Floating point arithmetic, Types of errors and their
computation, Convergence.
2. Numerical solution of non-linear and transcendental equations: Bisection method, Method of
false position. Fixed point iteration, Newton-Raphson method, Iterative method and Error
Analysis.
3. Interpolation and polynomial approximation: Polynomial interpolation theory, Finite
differences and their table, Taylor polynomials, Newton's Interpolation, Lagrange polynomial,
Divided differences, Extrapolation.
4. Numerical Differentiation and Integration: Numerical differentiation, Richardson‟s
extrapolation, Elements of Numerical Integration, Trapezoidal, Simpson's, Weddle's etc.,
Adaptive quadrature method, Romberg‟s integration.
5. Numerical Solutions of linear systems: Direct methods for solving linear systems, Gaussian
elimination and backward substitution, pivoting strategies, numerical factorizations, Iterative
methods: Jacobi method, Gauss Seidel method, SOR method and their convergence analysis.
Evaluation: Incourse Assessment and Attendance 30 Marks, Final examination (Theory: 3 hours) 70
Marks. Eight questions of equal value will be set, of which any five are to be answered.
References
1. R.L. Burden and J. D. Faires – Numerical Analysis.
2. K. Atkinson – Introduction to Numerical Analysis
3. M. A. Celia and W. G. Gray – Numerical Methods for Differential Equations.
4. L.W. Johson & R. D. Riess, Numerical Analysis.
Learning Outcomes
After successful completion of this course, the students will be able to understand logical arguments
and logical constructs, have a better understanding of logic and mathematical proofs and apply
Boolean Algebra to construct gates and to minimize the circuits. The learners will understand the
basics of Induction, Recursion, Recurrence relations and Generating functions, and be able to apply
the methods from these topics in solving problems. The students will be able to understand the
terminologies, definitions, concepts and methods of graphs and trees. They will have complete
knowledge to solve realistic problems using the graphs and/or trees.
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Course Contents
1. Logic and Mathematical Proofs: Propositional logic and Equivalences; Rules of Inferences and
Quantifiers; Various Quantified Statements; Methods of proof.
2. Boolean Algebra: Boolean Functions; Representing Boolean Functions; Logic Gates;
Minimization of Circuits using Karnaugh maps.
3. Induction and Recursion: Mathematical induction; Well ordering; Recursive Definitions.
4. Combinatorics: The principle of Inclusion and Exclusion; Pigeonhole Principle. Recurrence
relations; Applications to computer operations; Solving Linear Homogeneous and
Nonhomogeneous Recurrence Relations; Generating Functions.
5. Graph Theory and Applications: Graphs; Graph Terminology; Special Types of Graphs;
Representing graphs; Adjacency Matrices; Incidence Matrices; Graph Isomorphism; Paths;
Circuits; Eulerian and Hamiltonian Paths; Shortest-Path problems; Dijkstra‟s Algorithm;
Traveling Salesperson Problem, Planar Graphs.
6. Trees: Tree Terminology; Properties of Trees; Spanning Trees; Minimum Spanning Trees;
Algorithms (Prim‟s and Kruskal‟s) for Minimum Spanning Trees and their comparison.
Evaluation: Incourse Assessment and Attendance 30 Marks, Final examination (Theory: 3 hours) 70
Marks. Eight questions of equal value will be set, of which any five are to be answered.
References
1. K. H. Rosen, Discrete Mathematics and its Applications.
2. RP Grimaldi and BV Ramana, Discrete and Combinatorial Mathematics.
3. Bernard Kolman, Robert C. Busby, Sharon Cutler Ross, Discrete Mathematical Structures,
Pearson Education.
Learning Outcomes
The students will be able to understand:
basic idea of programming language and object oriented programming language, properties of
object oriented programming language, how C++ improves C with object-oriented features,
syntax and semantics of C++ programming language.
different data types, conditional logics, different arithmetic, relational and basic I/O operations.
Writing programs with different types of loops and to write programs using different types of
arrays and Strings.
different types of functions, difference between call by value and call by reference, recursion.
They will understand about code reusability with the help of various user defined functions.
the basics of structures, pointers and various types of file operations.
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design C++ programs with objects, classes, constructors, destructors, function overloading and
operator overloading.
inheritance and virtual functions implement dynamic binding with polymorphism and how
inheritance promote code reuse in C++.
Course Contents
1. Basic Concepts: Introduction to Computer Programming, Problem Solving Techniques,
Programming Style, Debugging and Testing, Documentation.
2. Object Oriented Programming Concepts: Object Oriented Programming Overview,
Encapsulation, Inheritance and Polymorphism. Object Oriented vs. Procedural Programming,
Basics of Object Oriented Programming Language.
3. Data Types, Conditional Logics and Operators: Basic I/O, Data Types, Conditional Logics
such as If, If-Else, Switch. Arithmetic, Relational, Logical and Bitwise Operators, Precedence and
Associativity, Arithmetic Expression Evaluation.
4. Loops, Arrays and Strings: Looping Basic, Necessity of Loops, While Loop, For Loop, Do
While Loop, Nested Loop. Basics of Array, Accessing through Indices, Accessing using Loops,
Two Dimensional Arrays. Basics, I/O Operations using String, Basic String Operations.
5. Functions and Structures: Basic Functions, Different Types of Functions, Local and Global
Variables, Call by Value, Call by Reference, Passing Arrays in a Function as Parameter,
Recursive Function. Structures, Pointers and File Operation: Basics of Structures, Pointer
Operation, Call by Reference using Pointers, Basic File Operations.
6. Objects and Classes: Attributes and Functions, Constructors and Destructors, Operator
Overloading, Function Overloading.
7. Inheritance and Virtual Functions: Derived Class and Base Class, Derived Class Constructors,
Overriding Member Functions, Abstract Base Class, Virtual Functions: Virtual Functions, Pure
Virtual Functions, Friend Functions, Friend Class.
8. Exception and Exception Handling: Exception Handling Fundamentals, Exception Types.
Evaluation: Incourse Assessment and Attendance 30 Marks, Final examination (Theory: 3 hours) 70
Marks. Eight questions of equal value will be set, of which any five are to be answered.
References
1. Robert Lafore, Object-Oriented Programming in C++.
2. Herbert Schildt, Teach Yourself C++.
3. E Balagurusamy, Object Oriented Programming with C.
4. P. J. Deitel, H. M. Deitel, C++ How to Program.
5. Joyce Farrell, Object Oriented Programming using C++.
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Learning outcomes
On successful completion of this course, students will be able to: understand the basic concept of
random variables, methods of finding the distribution of a function of random variables, Central limit
theorem and Chebyshev‟s inequality with applications, Sampling distributions, basic terms of
estimation theory and test of hypothesis, obtain point estimators and construct confidence intervals of
parameters with applications of estimation methods and hypothesis testing.
Course Contents
Part B: Inference
5. Basics of Estimations: Methods of estimation and criteria of estimations. Preliminaries of tests:
Hypothesis, Types of hypotheses, concept of test of significance, procedures of a test, errors in
testing of hypothesis, level of significance, one tailed and two-tailed tests, p-value. Tests based on
different statistic.
6. Tests: Testing the significance of a single mean, single variance, single proportion, difference of
two means and proportions, ratio of two variances and their confidence intervals. Tests and
confidence intervals concerning simple correlation coefficient and regression coefficient for
single and double sample. Paired t-test.
7. Attributes and Contingency Tables: Association of attributes, Association & disassociation,
Measure of association, Attribute, contingency tables, General test of independence in an r x c
contingency table. Fisher‟s exact test for a 2×2 contingency table.
8. Goodness of fit: Test of goodness of fit, Analysis of Variance (ANOVA): One-way, two-way
classification etc.
Evaluation: Incourse Assessment and Attendance 30 marks, Final examination (Theory: 4 hours) 70
Marks. Eight questions of equal value will be set, four from each group, of which five are to be
answered, taking at least two questions from each group.
References
1. Hoog, R.V.& Craig, A.T., An introduction to mathematical statistics.
2. Prem S. Mann, Introductory Statistics, 8th Edition John Wiley & Sons.
3. Gupta, S.C. and Kapoor, V.K., Fundamental of Mathematical Statistics.
4. Richard A. Johnson and Gouri K. Bhattacharyya, Statistics: Principles and Methods.
5. John E. Freund, Miller and Miller, Mathematical Statistics with Applications.
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AMTH 250: Math Lab II (Fortran) 3 credits
Problem solving in concurrent courses (e.g. Calculus, Linear Algebra, Differential Equations,
Numerical Analysis and Discrete Mathematics) using FORTRAN Programming.
Evaluation: Internal assessment (Laboratory works) 40 Marks. Final examination (Lab: 3 hours) 60
Marks.
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AMTH 301: Complex Variables and Fourier Analysis 3 credits
Learning Outcomes
Give an account of the concepts of analytic function and harmonic function and to explain the role of
the Cauchy-Riemann equations; explain the concept of conformal mapping, describe its relation to
analytic functions, and know the mapping properties of the elementary functions; Give an account of
and use the Cauchy integral theorem, the Cauchy integral formula and some of their consequences;
Analyze simple sequences and series of functions with respect to uniform convergence, describe the
convergence properties of a power series, and determine the Taylor series or the Laurent series of an
analytic function in a given region; Basic properties of singularities of analytic functions and be able
to determine the order of zeros and poles, to compute residues and to evaluate integrals using residue
techniques; Formulate important results and theorems covered by the course and describe the main
features of their proofs; finally use the theory, methods and techniques of the course to solve
mathematical problems.
Course Contents
1. Complex Numbers: The Complex Number System, Fundamental Operations with Complex
Numbers, Graphical Representation of Complex Numbers, Polar Form of Complex Numbers,
DeMoivre‟s Theorem, Roots of Complex Numbers, Equations, The nth Roots of Unity, Vector
Interpretation of Complex Numbers.
2. Complex Function and its Derivative: Functions, Limits and Continuity, The Complex
Derivative, The Derivative and Analyticity, Cauchy–Riemann Equation, Harmonic Functions,
Some Physical Applications of Hannonic Functions.
3. Integration in the complex plane: Definite Integrals, Contour Integrals, Antiderivatives,
CauchyGoursat Theorem, Cauchy Integral Formula, Liouville's Theorem, Fundamental Theorem
of Algebra, Maximum Modulus Principle.
4. Series: Taylor‟s and Laurent‟s expansion, singularity, Poles and Residues, Cauchy's Residue
Theorem, Residue at Infinity, Zeros of Analytic Functions.
5. Conformal mappings: Elementary conformal mappings and their geometric properties. The
bilinear transformations.
6. Complex Beta and Gamma functions: Gauss's of Gamma function, Gauss's multiplication
theorem of Gamma function, The Weierstrass form of the Gamma function, Hankel form of the
Gamma function, Weierstrass Form equivalent to Euler Form, limiting relation between Gamma
and Beta function, Euler‟s Gamma function, logathematic derivative of gamma function, Stirling's
formula.
7. Fourier Series: Fourier series and its convergence. Fourier sine and cosine series. Properties of
Fourier series. Operations on Fourier series. Complex from. Applications of Fourier series.
8. Fourier transforms: Fourier transforms. Inversion theorem. Sine and cosine transforms.
Transform of derivatives. Transforms of rational function. Convolution theorem. Parseval‟s
theorem.
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References
1. J. H. Mathews and R. W. Howell, Complex analysis for mathematics and Engineering.
2. E. B. Saff and A. D. Snider, Fundamentals of complex analysis with applications in Engineering
and Science.
3. D. G. Zill and P. D. Shanahan, A first course in complex analysis with applications.
4. A. D. Wunsch, Complex variables with applications.
Learning Outcomes
Ability to describe and use the continued fraction algorithm to find representations of rational
and quadratic irrational numbers.
Familiar with linear Diophantine equation and Linear Congruencies, Chinese remainder
theorem.
Get proper knowledge of congruence and can apply in different real life problems.
A sound knowledge of groups and subgroups, symmetric and cyclic groups, normal
subgroups and quotient groups, groups of small orders.
Course Contents
1. Continued fractions: Simple continued fraction, Convergent of continued fraction, Infinite
Continued fraction- Periodic and Non-Periodic.
2. Linear Diophantine equations and Congruence: Linear Congruence, Solution of System of
Linear Congruencies with single variable but different moduli and different variables but
single modulus, Chinese remainder theorem.
3. Application of congruence: Divisibility test, Round Robin tournament schedule, ISBN
Check Digits, Pseudorandom Generators etc.
4. Arithmetic of quadratic fields: Quadratic Integers, Quadratic Congruence, Quadratic
Residue and Euclidean quadratic Fields, Representation by sum of two and four squares only
statements (No Proof).
5. Application of Number theory in Cryptography: Encryption Schemes, Digital Signatures,
Fault-Tolerant Protocols and Zero-Knowledge Proofs, RSA encryption method.
6. Notions of Group: Definition and examples of groups and subgroups, symmetric and cyclic
groups, normal subgroups and quotient groups, groups of small orders.
References
1. Kenneth H. Rosen, Elementary Number Theory.
2. S. G. Telang , Number Theory.
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3. G.H. Hardy & E.M. Wright, An Introduction to Theory of Number.
4. Oded Goldreich, Foundations of Cryptography.
5. WK Nicholson, Introduction to Abstract Algebra.
Learning Outcomes
The students will be introduced to partial differential equations (PDEs) and some basic classification
of PDEs. At the end of the course the students will be able to solve first order partial differential
equations using the method of characteristics. The students will be able to recognize classical PDEs
describing physical processes such as diffusion, wave propagation, etc. and will learn to classify
second-order PDEs as elliptic, hyperbolic or parabolic. They will learn to solve analytically the heat
and wave equations (in one space variable) using the method of separation of variables and
eigenfunction expansion method. The students will also learn to solve Laplace's equation (in two
space variables) on rectangular and circular domains and also get a basic idea of maximum-minimum
principle. The students will be introduced to various types of integral equations and their relations
with initial value problems and boundary value problems. They will know how to solve the linear and
nonlinear integral equations using various methods.
Course Contents
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Part B: Integral Equations
5. Integral equations: Classification of integral equations: Volterra and Fredholm integral
equations, Singular and Integro-differential equations. Converting Volterra equation to ODE
and IVP to Volterra integral. Converting IVP and BVP to Fredholm integral equations.
Volterra equation of the first and second kind, various types of Fredholm integral equations.
6. Methods of solutions of integral equations: Successive approximations and substitutions,
Adomian decomposition methods for Volterra and Fredholm integral equations. Nonlinear
integral equations: Picard‟s method, Adomian decomposition method.
References
1. Larry C. Andrews, Elementary Partial Differential Equations with Boundary Value Problems,
Academic Press College.
2. Paul DuChateau and David Zachmann , Applied Partial Differential Equations.
3. Richard Haberman, Elementary Partial Differential Equations with Fourier series and BVPs,
Prentice-Hall International Editions.
4. Yehuda Pinchover and Jacob Rubinstein, An Introduction to Partial Differential Equations,
(Cambridge University Press).
5. M. Rahman, Integral Equations and their Applications (WIT press).
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Learning Outcomes
This course is aligned with the following Applied Mathematics program learning outcomes:
Students will be able to solve mathematical problems using analytical methods and recognize
the relationships between different areas of mathematics and the connections between
mathematics and application to other disciplines.
Students will be able to apply series solution method about ordinary and singular points to
solve various physical and engineering problems arises as models in terms of ordinary and
partial differential equations.
Students will understand Eigen function methods and Strum-Liouville problems and will be
able to solve such problems arises in various fields.
Students will be able to understand and use Green‟s function to solve ordinary and partial
differential equations such as steady state heat equation, wave equation, Laplace equation in
2D and 3D etc.
Students will understand special functions such as Bessel‟s function, Legendre function,
Hermite function, Laguerre function, hypergeometric and confluent hypergeometric functions
with their applications.
Students will understand the most effective transformation to transform physical space to
Laplace space and the inversion to solve linear/nonlinear problems of Mathematical models of
different physical/ engineering areas with constant coefficients and/or variable coefficients.
Course Contents
1. Series solution of differential equations: Series solution about ordinary and singular point,
regular and irregular singular point of a linear ODE, distinct roots not differing by an integer,
repeated root of an indicial equation, distinct roots differing by an integer, Frobenius method
for 2nd order ODE, Derivative method.
2. Eigenfunction methods and Strum-Liouville Theory: Adjoint, eigenfunction properties,
regular Strum-Liouville boundary value problems. Nonhomogeneous boundary value problems.
Singular Strum-Liouville boundary value problems. Oscillation and comparison theory.
3. Green’s function and Fredholm alternative: Solution by eigenfunction expansion, Inverse of
differential operator, Green‟s function via Delta function, General linear boundary value
problem, General Green‟s Function,Applications to steady state heat equation and wave
equations in 1D, steady state heat equation and potential flow problems (Laplace) in 2D and 3D,
Fredholm alternative.
4. Special functions: Bessel functions (differential equations; series solutions; integral
representations), Bessel functions of 1st and 2nd kind, applications; Legendre equations and
Legendre functions and their properties, generalization, applications; orthogonal polynomials:
Legendre/Jacoby; Hermite; Laguerre, Chebyshev, Hypergeometric, confluent Hypergeometric
and their applications.
5. Laplace transform and Inverse Laplace Transform: Definition, Laplace transform of some
elementary functions; sufficient conditions for the existence of Laplace transform; some
important properties of Laplace transform: translations, derivatives of a transform, transforms of
integrals; initial and final value theorem; Laplace transforms of some special functions (periodic
functions, Dirac Delta functions).Inverse Laplace, some important properties of the inverse
Laplace transform; partial function decompositions; convolution theorem; Heaviside‟s
expansion formula; evaluation of integrals.
6. Applications of Laplace transform: Solving differential equations (ordinary and partial) using
the Laplace transform, solving differential equations involving unit step functions and the Dirac
Delta function, solving systems of ODEs using Laplace Transforms. Use of Laplace Transform
techniques to model application problems from the physical sciences.
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References
1. I. Stakgold, MJ Holst, Green's Functions and Boundary Value Problems.
2. Erwin Kreyszig, Advanced Engineering Mathematics.
3. N. N. Lebedev- Special functions and their applications.
4. M. R. Spiegel - Laplace Transform.
5. KT Tang – Mathematical methods for Engineers and Scientists.
Learning Outcomes
At the conclusion of the course the student should be able to:
Use least squares approximation to find the best fit curve for a given set of data points.
Choose an appropriate numerical solution method based on the properties of the given non-linear
system.
Find numerical solution of a initial value problems (IVP) by different single and multistep
methods.
Construct numerical methods for the numerical solution of boundary-value problems and
accuracy properties of these methods.
Course Contents
1. Curve Fitting and Approximation: Spline Interpolation and Cubic Splines, Least Squares
Approximation.
2. Approximating Eigenvalues: Eigenvalues and eigenvectors, the power method,
Convergence of Power method, Inverse Power method, Rayleigh Quotient Method,
Householder‟s method, Q-R method.
3. Nonlinear System of Equations: Fixed point for functions of several variables, Newton‟s
method, Quasi-Newton‟s method, Conjugate Gradient Method, Steepest Descent techniques.
4. Initial Value Problems for ODE (Single-step methods): Euler‟s and modified Euler‟s
method, Higher order Taylor‟s method, Runge-Kutta methods.
5. Multi-step Methods: Adams-Bashforth, Adams-Moulton, Predictor-Corrector and Hybrid
methods, variable step-size multi-step methods, error and stability analysis.
6. Higher Order Methods: Methods solving higher order differential equations and systems of
differential equations.
7. Boundary Value Problem for ODE: Shooting method for linear and nonlinear problems,
Finite difference methods for linear and nonlinear problems.
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Evaluation: Incourse Assessment and Attendance 30 Marks, Final examination (Theory: 3
hours) 70 Marks. Eight questions of equal value will be set, of which any five are to be answered.
References
1. R.L. Burden and J.D. Faires – Numerical Analysis.
2. K. Atkinson – Introduction to Numerical Analysis.
3. M.A.Celia and W.G. Gray – Numerical Methods for Differential Equations.
4. L.W. Johson & R.D. Riess –Numerical Analysis.
5. John H. Mathews –Numerical Methods for Mathematics, Science and Engineering.
Learning Outcomes
To be a successful applied mathematician, physicist engineer or scientist, you will be required to solve
problems in your job that you have never seen before. It is important to learn problem solving
techniques, so that you may apply those techniques to new problems. However, this course will be
helpful to develop the students‟ analytical and creative ability for solving the real world problems
requires insight gained from experience rather than memorization. Learning the engineering approach
to problem solving is one of the more valuable lessons to be learned in an introductory dynamics
course.
Course Contents
1. Newtonian Mechanics: Newton‟s law of motion, Inertial frames and the law of inertia, Law
of multiple interactions, Center of mass.
2. Dynamics of a particle (Rectangular coordinates): Kinematics, kinetics: force-mass
acceleration method, Dynamics of rectilinear motion, curvilinear motion.
3. Planetary motion: Equation of motion under a central force, Differential equation for the
orbit, Orbits under an inverse square law.
4. Vibrations: Free vibrations of particles, forced vibrations of particles, Rigid body vibrations.
5. Mass Moments and Product of Inertia: Moments of inertia of thin plates, Mass moment of
inertia by integration, Mass product of inertia; Parallel axis theorem, Products of inertia by
integration; thin plates, Principal moments and principal axes of inertia.
6. Planar kinematics of Rigid Bodies :Plane angular motion, rotation about a fixed axis,
relative motion of two points in a rigid body, motion relative to a rotating reference frame.
References
1. David Acheson, From Calculus to Chaos An Introduction to Dynamics.
2. Mary Lun, A first course in Mechanics.
3. R. Douglas Gregory, Classical Mechanics.
4. Andrew Paytel Engineering Mechanics: Dynamics.
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AMTH 307: Hydrodynamics 3 credits
Learning Outcomes
After successful completion of this course, the students will be able to understand the basic properties
of water, different types of flow and the standard computational flow visualization techniques. They
will know the Bernoulli, continuity and Euler equations, its applications in various fields and the
limitation (if any) of using these equations. The learners will be able to study the potential flow, its
solution techniques, complex potential and its uses in solving Uniform Flow, Source, Sink, Vortex
and Doublet problems. The students will study the Joukowski transformation and its applications in
solving complex flow problems and will be able to make the superposition of several standard flow
problems mentioned above in solving more complex problems. Besides they will be able to
understand the characteristics of open channel flow i.e., flows in River, Canal etc. which has many
obvious applications in Bangladesh. Finally, the students will study the surface waves that generally
exist in open channel flows, and Finite Amplitude Waves in Shallow Water.
Course Contents
1. Water Flows: Water and its properties; Steady and Unsteady flows; Uniform and Non-
uniform flows; Rotational and Irrotational flows; Compressible and Incompressible flows;
Flow visualization: Streamlines; Streaklines; and Pathlines.
2. Bernoulli’s Equation: Hydrostatics; Liquid flow under conservative force; Bernoulli‟s
theorem; Applications of Bernoulli‟s equation: Torricelli‟s theorem; Sluice gate and its
applications; Discharging a tank; etc.
3. Equations of Motion: Concept of control volume; Equations of continuity; Viscous and
Inviscid flows; Euler‟s equation of motion; The hydrodynamic equations; The shallow-water
equations. Vorticity; Helmholtz‟s vorticity equation; Circulation.
4. Potential Flow: Potential flow; Stream function and Velocity potential in Cartesian and
Polar-coordinates; Relation between stream function and velocity potential; Three-
dimensional potential flows: Velocity potential; Stoke‟s stream function.
5. Complex Potential: Complex potential and complex velocity; Stagnation points; Uniform
flows; Source; Sink; Vortex and Doublet. Complex potential due to source; sink; vortex and
doublet.
6. Transformations: Joukowki‟s transformation: Transformation of circle into straight line and
ellipse; Method of images; Circle‟s theorem; Flow past a circular cylinder with circulation
and without circulation; Pressure distribution and Pressure coefficient on the surface of the
Cylinder.
7. Open-Channel Water Flows: General characteristics of Open-Channel Flow. Froude
number effects. Uniform flow approximations; The Chezy and Manning Equations;
Classification of surface shapes; The Hydraulic jump.
8. Waves in Water: Surface waves; Small amplitude plane waves; Propagation of surface
waves; Complex potential for travelling waves. Sound waves; Finite amplitude waves in
shallow water.
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Evaluation: Incourse Assessment and Attendance 30 Marks, Final examination (Theory: 3
hours) 70 Marks. Eight questions of equal value will be set, of which any five are to be answered.
References
1. L. M. Milne Thomson, Theoretical Hydrodynamics.
2. Yunus Cengel & John Cimbala, Fluid Mechanics: Fundamentals and Applications.
3. H. R. Vallentine, Applied Hydrodynamics.
4. Bruce R. Munson, Donald F. Young, Theodore H. Okiishi, Fundamentals of Fluid Mechanics.
Learning Outcomes
On successful completion of the course, students will be able to:
Knowledge of basic financial concepts and financial derivative instruments.
Use the fundaments of no-Arbitrage pricing concept.
Apply basic probability theory to option pricing in discrete time in the context of simple financial
models.
Understand fundamental knowledge of Stochastic analysis (Ito Formula and Ito Integration) and the
Black-Scholes formula./get the concept of Introduction to actuarial mathematics.
Price financial derivatives such as options.
Course Contents
1. Introduction to Finance: Definition of finance, types of finance, major financial decisions, goals
of finance, functions of financial institutions and financial Market, difference between the capital
markets and the money markets.
2. Time Value of Money: Definition and concepts-cash flow, discounting and compounding, present
value, future value, annuities, mixed streams, effective annual interest rate, amortization.
3.Interest rates, Bond and Stock Valuation: Interest rates and required returns, Term structure
of interest rates, important bond features, different types of bond, valuation fundamentals and bond
valuation; Difference between debt and equity, features of both common and preferred stock, basic
stock valuation using zero-growth, constant-growth, and variable growth models.
4.Overview of basic concepts in securities markets: Exchange-traded markets; Over-the-counter
markets; Forward contracts; Future contracts; Options; Types o f traders, etc.
5.Stochastic models for stock prices: Continuous-time stochastic processes; Wiener processes; The
process for a stock price; The parameters; Itˆo‟s lemma; The lognormal property of stock prices.
6.Hedging strategies and managing market risk using derivatives: Financial derivatives; European
call and put options; Payoff diagrams, short selling and profits; Trading strategies: Straddle, Bull
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Spread, etc; Bond and risk-free interest rate; No arbitrage principle; Put-call parity; Upper and lower
bounds on call options.
7.Binomial option pricing model: One-step binomial model and a no-arbitrage argument; Risk-
neutral valuation; Two-steps binomial trees; Binomial model for stock price; Option pricing on
binomial tree; Matching volatility σ with u and d; American put option pricing on binomial tree.
8.Risk-neutral Protfolio: Risk-neutral valuation, replication and pricing of contingent claims.
9.Black-Scholes analysis: Black-Scholes model; Black-Scholes Equation; Boundary conditions for
call and put options; Exact solution to Black-Scholes equation; Delta-hedging; the Greek letters;
Black-Scholes equation and replicating portfolio; Static and dynamic risk-free portfolio; Option on
dividend-paying stock; American put option.
References
1. L J Gitman, Principles of Managerial Finance 12th Edition.
2. J. Hull,Options, Futures and Other Derivatives, 8th Edition, Prentice-Hall, 2012.
3. P. Wilmott, S. Howison and J. Dewynne, The Mathematics of Financial Derivatives: A Student
Introduc- tion, Cambridge University Press, 1995.
Learning Outcomes
Students that successfully complete this course will be able to:
Have a basic idea of Linear programming Problems ( LPP ), Formulate the LPP,
Conceptualize the feasible region, Solve the LPP with two variables using graphical method.
Know about Simplex Method and also different types of simplex Method, Solve the LPP
using different types of simplex method.
Know about Dual Simplex Method, , Formulate the dual problem from primal and its
solution.
Analyze the sensitivity of decision variable(s).
Recognize and formulate transportation, assignment problems and drive their optimal
solution.
Find Nonlinear Programming Problems solution using different types of method.
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Course Contents
1. Introduction to Linear Programming: Basic definitions, Formulation of linear
programming problems, Graphical solutions.
2. Simplex Method : Simplex method, Setting up the Simplex Method, The Algebra of the
Simplex Method, The Simplex Method in Tabular Form, Solution and Convergence: Two
phase method, Big-M simplex method.
3. Duality Theory: The Essence of Duality Theory and Primal-Dual Relationships, Economic
Interpretation of Duality, Duality of linear programming and related theorems (No Proof),
Dual simplex method.
4. Sensitivity Analysis: Analysis of the effect of changing various parameters in linear
programming problems such as right hand side of the constraints, cost coefficients, addition
of a new constraint, deletion of a constraint etc.
5. Transportation and Assignment Problem: Introduction, Formulation, Solution procedure,
applications.
6. Nonlinear Programming: Introduction, Unconstrained problem, Lagrange Method for
Equality constraint problem, Kuhn-Tucker Method for Inequality constraint problem,
Quadratic programming problem.
References
1. The Wayne L Winston, Operations Research: Applications and Algorithms, Indiana
University.
2. Sharma J K, Operations Research: Theory and Applications, (2013), Macmillan Pub India.
3. Taha H A, Operations Research: An Introduction, ( 2009),Prentice-Hall of India.
4. Hillier, F.S. and G.J. Lieberman, 'Introduction to Operations Research', 9th Ed., 2010,
McGraw Hill, New York.
Problem solving in concurrent courses on First year to Third year using MATLAB Programming.
Evaluation: Internal assessment (Laboratory works) 40 Marks. Final examination (Lab, 3 hours) 60
Marks.
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AMTH 401: Applied Analysis 3 credits
Learning Outcomes
By the end of this course, students will understand basic concepts and results in topology functional
analysis, be able to solve routine problems and have developed skills in applying the techniques of the
course to unseen situations. Students also will be able to appreciate how ideas from different areas of
mathematics combine to produce new tools that are more powerful than would otherwise be possible,
and will understand how topology and functional analysis underpin modern analysis. This provides
the basic tools for the development of such areas as quantum mechanics, harmonic analysis and
stochastic calculus. It also has a very close relation to measure and integration theory.
Course Contents
1. Topological Spaces: Definition and examples (discrete, indiscrete, cofinite, cocountable
topologies), closed and open set, interior, exterior and boundary points, derived set, cluster
point of a set, dense set, relative topology, neighborhood system. Continuity.
2. Separation axioms: Properties of Hausdorff spaces. Product spaces. Countability of
topological spaces.
3. Properties of metric spaces: Complete and incomplete metric spaces, Baire‟s category
theorem. Necessary and sufficient condition for compactness. Heine-Borel theorem. Finite
intersection property. Equivalence of sequential compactness, Bolzano-Weierstrass property,
Totally boundedness, Lebesgue number and compactness in a metric spaces. Cantor set.
4. Connectedness in metric spaces: totally disconnected spaces, components of space, locally
and path wise connected spaces.
5. Normed Linear Spaces: Definitions and examples, Cauchy-Schwarz inequality,
Parallelogram law, Metric derived from a norm. Holder and Minkowski inequalities for finite
p p
and infinite sums, and integrals. l space in a metric space, Norm of L p , l and Sobolev
spaces, Banach spaces. Riez‟s lemma.
6. Linear operators: Boundedness and continuity, Linear operators in finite dimensional
spaces. Spaces of bounded linear operators. Open mapping theorem, Closed graph theorem,
and their applications, Uniform boundedness principle.
7. Inner product Space: Inner product space and Hilbert Space, polarization identity,
orthogonal and orthonormal sets in Hilbert space, Bessel‟s inequality.
8. Fixed point theorems: Contraction mapping, Banach fixed point theorem, Applications of
fixed point theorems.
34
References
1. G.F. Simmons, Introduction to Topology and Modern Analysis.
2. S. Lipschutz, General Topology.
3. Fatema Chowdhury and Munibur Rahman Chowdhury, Essentials of Topology and
Functional Analysis.
4. E. Kreyszig, Introduction to Functional Analysis with Applications.
5. J N Reddy, Applied Functional Analysis and Variational Methods in Engineering.
Learning Outcomes
Understand the basic concepts of fluid mechanics, the mathematical description of fluid flow,
understand the conservation principles governing fluid flows. Able to solve inviscid flow problems
using stream functions and velocity potentials, compute forces on bodies in fluid flows, solve
(analytical and numerical) viscous flow problems and many others. Use mathematical software
packages (Mathematica, Matlab, C++, Fortran and others) in solution methods.
Course Contents
1. Fundamental concepts: Fluid as a continuum, Newton‟s law of viscosity, Newtonian and
non-Newtonian fluids, Body and surface forces, Stress and Rate of strain and their relation.
2. Navier-Stokes equation: Navier-Stokes equations in different coordinate systems, Vorticity
Transport Equation, Nondimensionalization, Dimensionless parameters, Reynolds similarity.
3. Unidirectional Flow, Exact solutions of the Navier-Stokes equations: Couettee flows,
plane Poiseuille flow, Flow through a circular pipe, the Hagen-Poiseuille flow, Flow between
two coaxial cylinders and concentric circular cylinders,Pulsating flow between parallel
surfaces, Stoke‟s first and second problems.
4. Very Viscous Flow: Introduction, Low Reynolds number flow past a sphere, Swimming at
low Reynolds number, Uniqueness and reversibility of slow flows, Flow in a thin film,
Lubrication theory.
5. Boundary layers: General concepts and properties of boundary layer.Prandtl‟s boundary
layer equations, boundary layer Separation, Similar and nonsimilarsolutions of the boundary
layer equations, Flow in a convergent channel, Flow past a wedge, Boundary layer on a flat
plate, Boundary layer flow with pressure gradient, Karman‟s integral equation, Karman-
Pohlhausen method.
6. Thermal boundary layer: Energy equation, Thermal boundary layer simplifications, Natural
and Forced flows, Parallel forced flow past a flat plate at zero incidence, Natural flow past a
horizontal vertical plat.
35
References
1. D.J. Acheson, Fluid Dynamics.
2. I.G. Currie, Fundamental Mechanics of Fluids.
3. Frank M. White, Viscous Fluid Flow.
4. H. Schlichting, Boundary Layer Theory.
Learning Outcomes
• Students can understand various layers of atmosphere in terms of height and temperature
• and the properties of individual layers to realize the physical phenomena at the layers
• Students can demonstrate knowledge of the typical vertical variation of the basic variables used
to quantify the atmospheric state, including temperature, pressure, humidity, winds, and natural
and anthropogenic particles
• Students can demonstrate knowledge of climate and climate change, together with the possible
influences that humans have on diverse climate phenomena
• Students can demonstrate knowledge of the forces that drive three-dimensional atmospheric
motions
• Students can demonstrate knowledge of clouds and their formation mechanisms, together with
the precipitation types and other materials that precipitation cleanses from the air
• Students can demonstrate the physical processes of formation of thunderstorm, various stages
and safety of thunderstorm
• Students can demonstrate knowledge of a variety of mesoscale and small-scale atmospheric
phenomena, including tropical storms, severe thunderstorms, and tornadoes
Course Contents
1. Meteorological Concepts: Meteorology, synoptic meteorology, Climatology, Physical
meteorology, Dynamic meteorology, Agricultural meteorology, applied meteorology.
2. Atmosphere: Origin of the atmosphere, layering of the atmosphere; troposphere,
stratosphere, mesosphere, thermosphere, exosphere and other layers of atmosphere,
Composition of the atmosphere, homogeneous atmosphere, height of homogeneous
atmosphere.
3. Thermodynamics of dry air: Pressure, temperature and ideal gas law; The Maxwell-
Boltzmann distribution, hydrostatic equilibrium, surface pressure and mass of the atmosphere,
36
surface pressure and sea level pressure, Heating, working and the First law; Enthalpy and the
second law.
4. Thermodynamics of moist air: Six ways of quantify moister content, potential pressure,
potential temperature, static stability of moister non-condensing air. The Clausius-Clapeyron
equation, level of cloud formation.
5. Atmospheric Radiation: Solar radiation, Characteristic of Sun, nature of solar radiation,
Geographical and seasonal distribution of solar radiation, Deposition of solar radiation with
and without cloudy skies. Solar radiation and Earth-troposphere system, terrestrial radiation,
characteristics and transmission through the atmosphere, Greenhouse effects, Causes of
greenhouse effects, future trends of G H effects, Sea level changes, Impact of 1-meter sea
level rise in Bangladesh.
6. Cloud and cloud formation: Cloud formation, cloud classification, various types of clouds,
cloud droplet growth, droplet growth by diffusion and condensation, terminal velocity of
falling drops. Lightning and thunder, formation and various stages of thunderstorm and
thunderstorm safety.
7. Vorticity: The circulation theorem, vorticity, the vorticity equation in Cartesian and isobaric
coordinates, scale analysis, potential vorticity, Ertel potential vorticity, shallow water
potential vorticity conservation.
8. Tropical Cyclone: Formation stage, Immature stage, mature stage, terminal stage;
Climatological conditions for tropical cyclone formation, North Indian Ocean, Large scale
conditions associated with tropical cyclone formation.
References
1. J. Houghton, The Physics of Atmospheres.
2. James R .Holton: An Introduction to Dynamic Meteorology
3. Rodrigo Caballero, Lecture notes in Physical Meteorology.
4. R. R. Rogers and M. K. Yau, A short course in cloud physics.
5. Grant W. Petty, A first course in Atmospheric Radiation.
37
Learning Outcomes
The students will be able to determine why Hydrology is necessary by knowing about the basic
definitions, historical development and scopes of Hydrology, Hydrologic Cycle and the Global water
Budget. They will have some preliminary ideas about Hydrologic System model, Hydrologic model
classification and Black Box model. The students will be able to determine how the atmosphere
behaves and precipitation occurs by having knowledge of evaporation, transpiration,
evapotranspiration. They will learn about methods of precipitation measurements and other
meteorological observations and will be able to determine the effect of altitude and temperature on
various forms of precipitation. They will know how infiltration and redistribution of water in the
ground occur, the importance of vadose zone, soil moisture and ground water in hydrologic cycle,
relation between rainfall and runoff, source of stream flow, excess rainfall and direct runoff. They will
be able to solve various types of rainfall-runoff problems using infiltration equation, SCS method and
Φ index method. The students will be capable of drawing hydrograph and using it to analyze rainfall-
runoff relation. They will be able to apply the unit hydrograph and the synthesized unit hydrograph
theory in various real life problems.
Course Contents
1. Introduction: Definition and scope of Hydrology, Hydrologic Cycle, Hydrologic System
model, Hydrologic model classification, the development of Hydrologic Black Box model,
Historical development, the Global water Budget.
2. Hydro-meteorology: Introduction, constituents of the atmosphere, vertical structure of the
atmosphere, solar radiation, the general circulation formulation of precipitation, types of
precipitation, forms of precipitation, evaporation, transpiration, evapotranspiration,
precipitation measurement, climate and weather seasons in the Indian subcontinents.,
meteorological observations.
3. Topography: Watershed delineation, topographic effect (altitude, temperature) on
precipitation.
4. Water in soils: Infiltration and redistribution, vadose zone and soil moisture, ground water in
hydrologic cycle.
5. Rainfall and runoff: Relations between rainfall and runoff, source of stream flow, excess
rainfall and direct runoff. Abstraction using infiltration equation, SCS method for abstraction,
Φ index method, travel time, stream flow.
6. Hydrograph: Definition of hydrograph, unit hydrograph, synthesized unit hydrograph,
applications of hydrographs.
References
1. P. Jaya Rami Reddy, A text book of Hydrology.
2. V. Subramaniya, Engineering Hydrology.
3. Rafael L. Bras, Hydrology.
4. H. M. Raghunath, Hydrology.
5. V. P. Sing, Elementary Hydrology.
38
AMTH 405: Differential Geometry and Tensor Analysis 4 credits
Learning Outcomes
By the end of the course, the student must be able to apply mathematical concepts in the general
theory of Relativity, Riemannian geometry and Engineering. Tensors are multi-arrays with at least 3
indices and it appears frequently in data analysis, communication and video surveillance. The recent
interest in tensor in computer science is in quantum computing and quantum information theory.
Course Contents
References
1. T.J. Willmore, An Introduction to Differential Geometry.
2. S. Stamike, Differential Geometry.
3. M.M. Lispchutz, Theory and Problems of Differential Geometry.
4. B. Spain, Tensor Calculus.
5. M. R. Spiegel, Vector and Tensor Analysis.
39
AMTH 406: Asymptotic Analysis and Perturbation Methods 3 credits
Learning Outcomes
At the end of the course the students will be able to understand fundamental ideas used in the theory
of asymptotic expansions. They will be able to develop appropriate practical skill in applying
asymptotic methods for analysing mathematical and physical problems with small or large
parameters. The students will be introduced to the basic idea of singular perturbation theory.
Course Contents
1. Asymptotic equivalence: Asymptotic expansions. Taylor expansion as a conventional
converging power series and as an example of an asymptotic expansion. Asymptotic
expansions for definite integrals with the upper or lower limits of integration depending on
small or large parameters. Functions defined by real integrals. Laplace‟s method for definite
integrals, Watson‟s Lemma. Generalisation for functions defined by contour integrals.
Steepest descent.
2. Approximate solution of linear differential equations: Asymptotic solutions of second-
order linear equations (expansions near an irregular singularity, expansion for large
arguments, equations containing a large parameter, equations involving a small parameter).
3. Singular perturbations: Method of strained coordinates, Inner and outer solutions. Overlap
region. Matching of the asymptotic expansions. Ordinary differential equations with singular
perturbations.
4. Method of multiple scales: Quasi-periodic solutions of second order ordinary differential
equations developing non-uniformity at large time. Uniformly valid solutions. Amplitude
equations. WKB Method.
References
1. C. M. Bender and S.A. Orzag, Advanced Mathematical Methods for Scientists and
Engineers, Springer.
2. J.D. Murray, Asymptotic Analysis. Springer.
3. E. J. Hinch, Perturbation Methods. Cambridge University Press.
4. F. W. J. Olver, Asymptotics and Special Functions.
5. Ali Hassan Nayfeh, Introduction to Perturbation Techniques.
40
AMTH 407: Stochastic Calculus 3 credits
Learning Outcomes
On successful completion of this course unit students will be able to :
understand the following mathematical concepts with their properties:
– sigma-algebra
– expectation w.r.to sigma algebra
– martingale
– Wiener process
– the stochastic integral (Itˆo‟s integral)
apply Itˆo‟s formula to smooth functions of continuous semimartingales;
know basic facts and theorems of stochastic calculus;
understand the concept of the stochastic differential equation driven by a Wiener process.
Course Contents
1. The Wiener process (standard Brownian motion): Review of various constructions. Basic
proper- ties and theorems. Brownian paths are of unbounded variation.
2. The Itoˆ’s integral with respect to a Wiener process: Definition and basic properties.
Continu- ous local martingales. The quadratic variation process. The Kunita-Watanabe
inequality. Continuous semi-martingales. The Ito‟s integral with respect to a continuous semi-
martingale: Definition and basic properties. Stochastic dominated convergence theorem.
3. The Ito’s formula: Statement and proof. Integration by parts formula. The Levy
characterization theorem. The Cameron-Martin-Girsanov theorem (change of measure). The
Dambis-Dubins-Schwarz theorem (change of time).
4. The Ito-Clark theorem: The martingale representation theorem. Optimal prediction of the
maximum process.
5. Stochastic differential equations: Examples: Brownian motion with drift, geometric
Brownian motion, Bessel process, squared Bessel process, the Ornstein-Uhlenbeck process,
branching diffusion, Brownian bridge. The existence and uniqueness of solutions in the case
of Lipschitz coefficients.
References
1. Rogers, L. C. G. and Williams, D., Di_usions, Markov Processes and Martingales.
2. Revuz, D. and Yor, M., Continuous Martingales and Brownian Motion.
3. Karatzas, I. and Shreve, S. E., Brownian Motion and Stochastic Calculus.
4. Durrett, R., Stochastic Calculus.
41
AMTH 408: Econometrics 3 credits
Learning Outcomes
To analyze critically the basic elements of Econometrics in order to understand the logic of
econometric modelling and be able to specify causal relationships among economic variables. To
identify the relevant statistical sources in order to be able to search for, organize and systematically
arrange available economic data. To use with confidence appropriate statistical methods and available
computing tools in order to correctly estimate and validate econometric models. To handle
econometric prediction tools in order to estimate unknown or future values of an economic variable.
To interpret adequately the results obtained in order to be able to write meaningful reports about the
behaviour of economic data.
Course Contents
1. The Nature of Econometrics and Economic Data: Econometrics, Steps in Empirical
Economic Analysis, The Structure of Economic Data, Causality and the Notion of Ceteris
Paribus in Econometric Analysis.
2. The Simple Regression Model: Definition of the Simple Regression Model, Deriving the
Ordinary Least Squares Estimates, Properties of OLS on Any Sample of Data, Units of
Measurement and Functional Form, Expected Values and Variances of he OLS Estimators,
Regression through the Origin.
3. Multiple Regression Analysis: Estimation: Motivation for Multiple Regression,The Model
with Two Independent Variables, The Model with k Independent Variables, Mechanics and
Interpretation of Ordinary Least Squares, The Expected Value of the OLS Estimators, The
Variance of the OLS Estimators, Efficiency of OLS: The Gauss-Markov Theorem.
4. Multiple Regression Analysis: Inference: Sampling Distributions of the OLS Estimators,
Testing Hypotheses about a Single Population Parameter: The t Test, Confidence Intervals,
Testing Hypotheses about a Single Linear Combination of the Parameters, Testing Multiple
Linear Restrictions(The F Test), Reporting Regression Results.
5. Multiple Regression Analysis: OLS Asymptotics: Consistency, Deriving the Inconsistency
in OLS , Asymptotic Normality and Large Sample Inference, Asymptotic Efficiency of OLS,
Effects of Data Scaling on OLS Statistics(Beta Coefficients ), More on Functional Form(
Logarithmic Functional Forms, Models with Quadratics, Models with Interaction Terms )
6. Basic Regression Analysis with Time: Series Data: The Nature of Time Series Data, Some
of Time Series Regression Models: Static Models , Finite Distributed Lag Models, A
Convention about the Time Index, Finite Sample Properties of OLS under Classical
Assumptions, Functional Form, Dummy Variables, and Index Numbers, Trends and
Seasonality.
7. Further Issues in Using OLS with Time Series Data: Stationary and Weakly Dependent
Time Series, Stationary and Nonstationary Time Series, Weakly Dependent Time Series ,
Asymptotic Properties of OLS, Using Highly Persistent Time Series in Regression Analysis,
Highly Persistent Time Series, Transformations on Highly Persistent Time Series, Deciding
Whether a Time Series Is I(1) , Dynamically Complete Models and the Absence of Serial
Correlation.
42
Evaluation: Incourse Assessment and Attendance 30 Marks, Final examination (Theory: 3
hours) 70 Marks. Eight questions of equal value will be set, of which any five are to be answered.
References
1. Jeffrey M. Wooldridge,Introductory Econometrics: A Modern Approach.
2. Joshua D. Angrist & Jˆrn-Ste§en Pischke, Mostly Harmless Econometrics: An Empiricistís
Companion.
3. Johnston J. and DiNardo, J., Econometric Methods.
Learning Outcomes
Course Contents
1. Survival models: Survival models, Some actuarial concepts in survival analysis, Force of
Mortality, Expectation of life, Curtate failure, Selected survival models, Common Analytical
Survival Models, Mixture models.
2. Life Tables: Life tables, Actuarial Models, Deterministic survivorship group and random
survivorship group, Continuous computations, Interpolating life tables, Select and Ultimate
Tables.
3. Life insurance: Introduction to life insurance, Payments paid at the end of the year of death.
Further properties of the APV for discrete insurance, Non-level payments paid at the end of the
year, Payments at the end of the m-thly time interval, Level benefit insurance in the continuous
case. Further properties of the APV for continuous insurance, Non-level payments paid at the end
of the year, Computing APV's from a life table.
4. Life annuities: Whole life annuity, n-year deferred annuity, n-year temporary annuity, n-year
certain annuity, Contingencies paid m times a year, Non-level payments annuities, Computing
present values from a life table.
5. Benefit premiums: Funding a liability. Fully discrete benefit premiums. Benefits paid annually
funded continuously. Benefit premiums for fully continuous insurance. Benefit premiums for
semicontinuous insurance. Benefit premium for an n-year deferred annuity. Premiums paid m
times a year. Non-level premiums and/or benefits. Computing benefit premiums from a life table,
Premiums found including expenses.
6. Benefit reserves: Benefit reserves, Fully discrete insurance. Fully continuous insurance, Reserves
for insurance paid immediately and funded discretely, Reserves for insurance paid discretely and
funded continuously, Benefit reserves for general fully discrete insurance, Benefit reserves for
general fully continuous insurance, Benefit reserves for m-thly payed premiums. Benefit reserves
including expenses. Benefit reserves at fractional durations.
7. Multiple life functions : Multivariate random variables, Joint life status, Last survivor status,
Joint survival functions, Common shock model, Insurance for multi--life models, Problems for
recent actuarial exams,
8. Markov chains: Stochastic processes. Markov chains, Random walks, Hitting probabilities,
Gambler's ruin problem, Some actuarial applications.
43
References
1. S. David Promislow – Fundamentals of Actuarial Mathematics.
2. Newton L. Bowers, Hans U. Gerber – Actuarial Mathematics, Society of Actuaries.
3. http://www.math.binghamton.edu/arcones/450/syllabus.html.
Learning Outcomes
After successful completion of this course, the students will be able to understand the basic laws of
heat transfer, the basic mechanisms of heat transfer, the general heat diffusion equation. The learners
will be able to model and solve different types of heat conduction problems. The students will be able
to understand the fundamentals of thermal and solar radiation. Besides the students will understand
the physical phenomena associated with convection, Newton‟s law of cooling, and the significance of
nondimensional parameters in convection heat transfer. Finally, the students will learn the governing
equations, physical mechanism associated with natural convection and its applications over surfaces
and inside enclosures.
Course Contents
1. Basics of Heat Transfer: Thermodynamics and Heat Transfer; Heat and Other Forms of
Energy; The First Law of Thermodynamics; Heat Transfer Mechanisms: Conduction;
Convection and Radiation; Simultaneous Heat Transfer Mechanisms. Thermal Insulation.
2. Heat Conduction: Introduction; The conduction equation; Steady state conduction in Simple
Geometries. Extended surfaces; Multidimensional Steady Conduction; Transient Heat
Conduction.
3. Numerical Methods in Heat Conduction: Why Numerical Methods? Numerical solution of
One-Dimensional Steady Heat Conduction; Two-Dimensional Steady Heat Conduction and
Transient Heat Conduction Problems.
4. Fundamentals of Thermal Radiation: Introduction; Thermal Radiation; Blackbody
Radiation; Radiative properties; The Green House Effect; Atmospheric and Solar Radiation.
5. Fundamentals of Convection: Physical mechanism of Convection; Classification of Fluid
Flows; Velocity Boundary Layer; Thermal Boundary Layer; Laminar and Turbulent Flows;
Derivation of Differential Convection Equations; Nondimensionalized Convection Equations
and Similarity. Forced and Natural Convections.
6. Natural Convection: Introduction; Boussinesq Approximation; Physical mechanism of
Natural Convection; Equation of motion and the Grashof Number. Natural Convection over
surfaces. Natural Convection inside Enclosures.
44
Evaluation: Incourse Assessment and Attendance 30 Marks, Final examination (Theory: 3
hours) 70 Marks. Eight questions of equal value will be set, of which any five are to be answered.
References
1. J. P. Holman, Heat Transfer.
2. Frank Kreith, Raj M. Manglik, Mark S. Bohn, Principles of Heat Transfer.
3. Yunus A. Cengel, Heat Transfer, A Practical Approach.
Learning Outcomes
Upon completion, students should be able to demonstrate a general understanding of the solar system.
Demonstrate conceptual understanding of fundamental physical principles and measurement
techniques used in modern astronomy. Demonstrate conceptual understanding of astronomical objects
and phenomena. Understand various objects within the Solar System. Understand the size, scale, and
structure of the Solar System. Be able to observe the sky and gain an understanding of the objects and
motions visible.
Course Contents
1. Celestial Sphere: Sphere and spherical triangles, the celestial sphere, problems connected
with diurnal motion.
2. Astronomical Co-ordinate: The first system of coordinates, The Second system of
coordinates, The Third system of coordinates, Transformation Co-ordinates, Astronomical
Refraction, The ecliptic and the first point of Aries.
3. Kepler’s laws: Equations of time, unit of time.
4. Geocentric parallax: The moon, Local line, Eclipses.
5. The Solar System: Planets, Bode‟s Law, Sidreal Period and synodic period of a Planet,
General Description of Solar System.
6. The Moon: Moon;s Librations, Relation between Sidreal months and synodic months, Phases
of Moon, Moon‟s Nodes and Nodal period, Daily retardation of moon-rise.
7. Precession and mutation: Annual parallax, Aberration of light.
8. The stellar universe:Modern finding of astronomical objects, Working process of the Hubble
telescope and its finding.
References
1. K.R. Khan & A.Z. Sikder, Astronomy.
2. W.R. Smart, Spheical Astronomy.
3. G.V. Ramnchandran, A Text Book of Astronomy.
45
AMTH 412: Quantum Theory and Special Relativity 3 credits
Learning Outcomes
On completion of the course, students should understand field quantisation and the expansion of the
scattering matrix and to be able to carry out practical calculations based on Feynman diagrams.
Understand how to construct and use space-time tensor equations to solve practical problems in
applied physics, determine under what conditions relativistic effects such as time dilation and Einstein
velocity addition are important and calculate the pseudo acceleration caused by coordinate
transformations.
Course Contents
1. Wave-particle duality: Schrödinger's equation; stationary states; quantum states of a particle
in a box, infinite square well potential, finite square wells, boundary conditions at a potential
step, bound states in a finite well, reflection and transmission by a finite step, and by a barrier,
tunnelling.
2. The one-dimensional harmonic oscillator: higher-dimensional oscillators and normal
modes; degeneracy.
3. The basic postulates of quantum mechanics: Commutation relations and compatibility of
different observables; Heisenberg's uncertainty principle.
4. Angular momentum in quantum mechanics: angular momentum operators; Orbital angular
momentum, particle in two dimensions (eigenfunctions and eigenvalues of Lz), particle in
three dimensions (eigenfunctions and eigenvalues of L² and Lz), rotational states of a diatomic
molecule; Spherical harmonics.
5. Hydrogen Atom: Central potential, Energy levels, size and shape of energy eigenfunctions,
effect of finite mass of nucleus, EM spectrum, hydrogen-like systems.
6. Electron spin: Sten-Gerlach experiment, quantum states of two identical particles, spin and
space wave functions and origin of the Pauli Exclusion Principle. Energy states of the He
atom.
7. Constancy of the speed of light: Galilean relativity, Maxwell‟s equations, wave equation in
electromagnetism, Principles of Einstein‟s special relativity, Lorentz transformations, time
dilation, length contraction, simultaneity, space-time separation, the Twin paradox, causality.
8. Tensor equations: Index notation, four-vectors, four-velocity and four-momentum;
equivalence of mass and energy: ; particle collisions and four-momentum
conservation; Photons and Compton scattering, mass transport by photons, particle production
and decay, four-acceleration and four-force, Lorenz force, the example of the constant-
acceleration world-line, the relativistic Doppler effect.
46
References
1. B.H. Bransden and C.J Joachain Quantum Mechanics.
2. P.C.W. Davies and D.S. Betts, Quantum Mechanics.
3. R.P Feynman, R.B Leighton, M. Sands The Feynman Lectures on Physics.
4. A.I.M. Rae, Quantum Mechanics.
5. N. M. J. Woodhouse, Special Relativity.
6. W Rindler, Introduction to Special Relativity.
Learning Outcomes
• Use simple ODE models to discuss questions in population dynamics.
• Read, understand and analyze dynamical systems that describe networks of biochemical
reactions.
• Ability of understanding the Hodgkin–Huxley Model and the FitzHugh–Nagumo model
Course Contents
1. Introduction to modeling in Biology: Mathematical modeling and Mathematical modeling in
Biology. Basic idea to create a model in Biology.
2. Analysis of Dynamic Mathematical Models (Discrete and Continuous): Graphical
Analysis, Linearization and Bifurcation for First Order Differential Equations and Phase Plane
Analysis for Second Order Differential Equations.
3. Population Models for single species: Discrete Population Models: Introduction: Simple
Models, Logistic-Type Model, Fishery Management Model and Delay Models. Continuous
population model: Simple Model, Logistic Model, Insect Outbreak Model, Harvesting a Single
Natural Population and Delay Models.
4. Population Dynamics of Interacting Species: Host-parasitoid Interactions, Predator–Prey
Models: Lotka–Volterra Systems, Competition, Mutualism or Symbiosis.
5. Infectious Diseases: The Simple Epidemic and SIS Diseases, SIR Epidemics, SIR Endemics-
No Disease-related Death and Including Disease-related Death.
6. Modelling on Chemical Reaction Network: Closed and Open networks, Dynamic behavior
of reaction networks, and Numerical simulation of differential equations.
7. Excitability: The Hodgkin–Huxley Model- History of the Hodgkin–Huxley Equations,
Voltage and Time Dependence of Conductance‟s, Qualitative Analysis, The FitzHugh–
Nagumo Equations- The Generalized FitzHugh-Nagumo Equations, Phase-Plane Behavior.
47
Evaluation: Incourse Assessment and Attendance 30 Marks, Final examination (Theory: 3
hours) 70 Marks. Eight questions of equal value will be set, of which any five are to be answered.
References
1. J.D. Murray, Mathematical Biology: I. An Introduction
2. Nicholas F. Britton, Essential Mathematical Biology
3. James Keener and James Sneyd, Mathematical Physiology I.
4. S. J. Chapman, A. C. Fowler & R. Hinch, An Introduction to Mathematical Physiology
Learning Outcomes
Course Contents
1. Introduction to Neurons,
2. Neural encoding and decoding
3. The Hodgkin–Huxley Equations
4. Dynamical Systems and Neuronal Dynamics
5. The Variety of Channels
6. Bursting Oscillations
7. Propagating Action Potentials
8. Synaptic plasticity
9. Neural Oscillators
10. Neuronal Networks: Fast/Slow Analysis
11. Firing Rate Models
Evaluation: Incourse Assessment and Attendance 30 Marks, Final examination (Theory: 3 hours) 70
Marks. Eight questions of equal value will be set, of which any five are to be answered.
References
1. G. Bard Ermentrout, David H. Terman, Mathematical Foundations of Neuroscience.
2. Alla Borisyuk, Avner Friedman, Bard Ermentrout, David Terman - Tutorials in Mathematical
Biosciences I.
3. Peter Dayan, L. F. Abbott -Theoretical Neuroscience Computational and Mathematical Modeling
of Neural Systems-The MIT Press (2005).
4. H. Wilson - Spikes, Decisions and Actions, Visual Sciences Center, University of Chicago.
48
AMTH 415: Industrial Mathematics 3 credits
Learning Outcomes
Students in industry must be able to see their work from an economic viewpoint.
Course Contents
1. Statistical reasoning: Random variables, Uniform distributions, Gaussian distributions, The
binomial distribution, The Poisson distribution, Taguchi quality control.
2. Data acquisition and manipulation: The z-transform, Linear recursions, Filters, Stability, Polar
and Bode plots, Aliasing, Closing the loop, Why decibels, Cost benefit analysis, Present value, Life
cycle costing.
3. Microeconomics: Supply and demand, Revenue, cost, and profit, Elasticity of demand, Duopolistic
competition.
4. Theory of production: Leontiev input/output, Frequency domain methods, The frequency domain,
Generalized signals, Plants in cascade, Surge impedance, Stability, Filters, Feedback and root-locus,
Nyquist analysis, Control.
5. Divided differences: Euler's method, Systems, PDEs, Runge-Kutta, Splines, Cubics, m-Splines,
Cubic splines.
Evaluation: In course Assessment and Attendance 30 marks, Final examination (Theory: 3 hours) 70
Marks. Eight questions of equal value will be set, of which any five are to be answered.
References
1. Industrial Mathematics: modeling in industry, science, and government, C. R. MacCluer, Prentice
Hall, 2000.
Learning Outcomes
To bring ideas and algorithms together into a more useful course in a natural way to become
computational science and engineering.
Course Contents
1. Applied Linear Algebra: Four Special Matrices, Differences, Derivatives, and Boundary
Conditions, Elimination Leads to K = LDL^T, Inverses and Delta Functions, Positive Definite
Matrices, Numerical Linear Algebra: LU, QR, SVD.
2. A Framework for Applied Mathematics:
Equilibrium and the Stiffness Matrix, Oscillation by Newton's Law, Least Squares for Rectangular
Matrices, Graph Models and Kirchhoff's Laws, Networks and Transfer Functions, Nonlinear
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Problems, Structures in Equilibrium, Covariances and Recursive Least Squares, Graph Cuts and Gene
Clustering.
3. Boundary Value Problems: Differential Equations of Equilibrium, Cubic Splines and Fourth
Order Equations, Finite Differences and Fast Poisson Solvers, Elasticity and Solid Mechanics.
4. Fourier Series and Integrals: Convolution and Signal Processing, Deconvolution and Integral
Equations, Wavelets and Signal Processing.
5. Analytic Functions: Famous Functions and Great Theorems, The Laplace Transform and z-
Transform, Spectral Methods of Exponential Accuracy.
6. Initial Value Problems: Introduction, Finite Difference Methods for ODE's, Accuracy and
Stability for u_t = c u_x, The Wave Equation and Staggered Leapfrog, Diffusion, Convection, and
Finance, Nonlinear Flow and Conservation Laws, Fluid Mechanics and Navier-Stokes, Level Sets
and Fast Marching.
7. Solving Large Systems: Elimination with Reordering, Iterative Methods, Multigrid Methods,
Conjugate Gradients and Krylov Subspaces.
Evaluation: In course Assessment and Attendance 30 marks, Final examination (Theory: 3 hours) 70
Marks. Eight questions of equal value will be set, of which any five are to be answered.
References
1. Gilbert Strang, Computational Science and Engineering
2. Gilbert Strang, Introduction to Applied Mathematics
Any mathematical topic not covered in other courses may be offered under this title. The course-
teacher will prepare an outline of the course and obtain the approval of the departmental academic
committee.
Evaluation: Incourse Assessment and Attendance 30 Marks, Final examination (Theory: 3 hours) 70
Marks. Eight questions of equal value will be set, of which any five are to be answered.
Problem solving in concurrent courses on First year to Fourth year using different application
software imposed by the lab teachers.
Evaluation: Internal assessment (Laboratory works) 40 Marks. Final examination (Lab, 3 hours) 60
Marks.
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AMTH 460: Honours Project 3 credits
Completion of project
The project must be completed before the termination of the classes. Each student is required to
prepare a separate report on the project. Each report should be of around 40 pages typed on one side
of A4 size white paper preferably using word processors. Graphs and figures should be clearly drawn
preferably using computers. Reports of different students working on the same group project should
differ in some details and illustrations.
The Academic Committee will select a date for the submission of the project reports to the PCEC.
Each student must submit three printed copies of her/his project report to the PCEC on or before the
date announced for such submission.
The PCEC, on receiving the reports will arrange the presentation of reports by individual students
before the PCEC. This presentation should take place soon after the completion of the written
examination.
Any student who fails to submit the report on the due date or to present the thesis on the fixed date
will not get any credit for this course.
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