P.G.Dept.

of Mathematics

Utkal University

Proposed Syllabus
for M.A/M.Sc. Mathematics
Under

Choice Based Credit System

 SEMESTER-I
Paper Course Title Category Marks Credits
MTC101 Real Analysis Core 100 4
MTC102 Complex Analysis Core 100 4
MTC103 Topology Core 100 4
MTC104 Advanced Abstract 100 4
Algebra Core
MTC105 Data Processing and
Numerical
Computing Lab Core 100 3
TOTAL-19

SEMESTER-II
Paper Course Title Category Marks Credits
MTC201 Functional Analysis Core 100 4
MTC202 Differential Equation Core 100 4
MTC203 Linear Algebra Core 100 4
MTC204 Numerical 100 4
Optimization Core
MTC205 Data base and C++ Core 100 3
Lab
TOTAL-19

SEMESTER-III
Paper Course Title Category Marks Credits
MTCE301 Numerical Analysis-I Core 100 4
Elective
MTCE302 Number Theory and Core Elective 100 4
Cryptography-I
MTAE303 Statistical Methods Allied 100 4
Elective
MTFE304 Discrete Mathematics Free Elective 100 4

MTAE305 Differential 100 4

Geometry/Computational Allied
Fluid Dynamics-I/ Elective
Theory of Computation-I
TOTAL-20
N:B-The dept. also offers the following core elective papers:

Theory of Relativity-I, Sequence Spaces-I, Numerical solution of Partial

Differential Equations-I, Operator Theory-I, Computational Finance-I,
Distribution Theory and Sobolev Spaces-I, Fluid Dynamics-I, Beizer Techniques
for Computer Aided Geometric Designs-I, Analytic Number Theory-I, Fourier
Analysis-I.

The dept. also offers the following Allied elective papers:

Fractal Geometry-I, Design and Analysis of Algorithm –I , Wavelet Analysis-I

SEMESTER-IV
Paper Course Title Category Marks Credits
MTC401 Numerical Analysis- Core Elective 100 4
II
MTC402 Number Theory and Core Elective 100 4
Cryptography-II
MTAE403 Advanced Analysis/ Allied Elective 100 4
Computational Fluid
Dynamics-II/ Theory
of Computation-II
MTC404 Project Core 100 6
TOTAL-18

N.B- The dept. also offers the following core elective Papers.

Theory of Relativity-II, Sequence Spaces-II, Numerical solution of Partial

Differential Equations-II, Operator Theory-II, Computational Finance-II,
Distribution Theory and Sobolev Spaces-II, Fluid Dynamics-II, Beizer Techniques
for Computer Aided Geometric Designs-II, Analytic Number Theory-II, Fourier
Analysis-II.

The dept. also offers the following Allied Elective papers:

Fractal Geometry-II, Design and Analysis of Algorithm-II,Wavelet Analysis-II

 DETAILED SYLLABUS
SEMESTER-I

MTC101 (REAL ANALYSIS)

(Marks: 100)
Unit-1: Metric space, Sequences and series of functions, Uniform convergence, Continuity, Integrability,
Differentiability, Equicontinous functions, Weirstrass approximation theorem.
Unit-II.: Measures and integration, Open sets, cantor like sets, Lebesgue outer measure, Measurable sets, regularity,
Measurable functions, Borel and Lebesgue measurability.
Unit-III. Integration of non-negative functions, the general integral, Integration of series, Riemann and Lebesgue
integrals.
Unit-IV :The four derivatives, Functions of bounded variation, Lebesgue differentiation theorem, Differentiation and
integration, the Lebesgue set.
Unit-V :The Lp spaces, Convex functions, Jensen's inequality. The inequalities of Holder and
Minkowski,Completeness of Lp(µ), convergence in measure, Almost uniform convergence, Convergence
diagrams,Counter examples.
Books Recommended
1. W.Rudin : Principles of Mathematical Analysis, Chapters 2, 7.
2. G.De. Barra : Measure Theory and Integration (Willey Eastern Ltd.). Chapters 1(1.6 & 1.7), 2(excluding 2.6),
3,4(excluding 4.2), 6, 7.

MTC102 (COMPLEX ANALYSIS)

(Marks: 100)
Unit-I :Elementary properties of analytic functions, Power series, analytic functions, Cauchy-Riemann equations,
Branches of many valued functions.
Unit-II :Analytic functions as mappings, Mobius transformations, Complex integration.
Unit-III :Power series representation of analytic functions, Zeros of an analytic functions.
Unit-IV :Index of a closed curve, Cauchy's theorem and integral formula, counting zeros, Open mapping theorem,
Goursat's theorem.
Unit-V :Singularities and classifications, Laurent series, Residues evaluation of integrals, Argument
principle,Rouche's theorem.
Book Recommended
J.B.Conway: Functions of one Complex variable, Springer-Verlag, International Student-Edition, Narosa Publishing
House, 1980. Chapters : III, IV(excluding art.6), V.

MTC103 (TOPOLOGY)
(Marks: 100)
Unit-1 :Countable and uncountable sets, Infinite sets and the Axiom of choice, Well-ordered sets. Topological spaces,
Basis and subbasis for a topology, The order, Product and subspace topology, Closed sets and limit points.
Unit-II :Continuous functions and homeomorphism, Metric topology, Connected spaces, Connected subspaces of the
real line, Components and local connectedness.
Unit-III :Compact spaces, Basic properties of compactness, Compactness and finite intersection property, Compact
subspaces of the real line, Compactness in metric spaces, Limit point compactness, Sequential compactness and their
equivalence in matric spaces, Local compactness and one point compactification.
Unit-IV :First and second countable spaces, Lindelof space, Seperable spaces, Seperable axims, Hausdorff Regular
and normal spaces.
Unit-V :The Urysohn lemma, Completely regular spaces, the Urysohn metrization theorem, Imbedding theorem, Tietu
extension theorem, Tychonoff theorem, Stone-Cech campatification.
Book Recommended
J.R.Munkres - Topology, 2nd Edition, Pearson Education, 2000.
Chapters : 1(7,9,10), 2 (excluding section 22), 3, 4(excluding section 36), 5.
Books for Reference
1. K.D.Joshi, Introduction to General Topology, Wiley Eastern Ltd., 1983.
2. W.J.Pervin, Foundation of General Topology, Acadmic Press, 1964.
3. S.Nanda and S.Nanda, General Topology, Macmillan India.

MTC104 (Advanced Abstract Algebra)

(Marks-100)
Unit-I : Normal subgroups, Isomorphism theorems, Automorphisms, Permutation groups: Cyclic decomposition &
alternating group An. Structure theorems for groups: Direct product, finitely generated abelian groups.
Unit-II : Structure theorems for groups: Invariants of a finite abelian group, Sylow's theorem. Unique factorization
domains & Euclidean domains: Unique factorization domain, Principal ideal domains, Euclidean domains, Polynomial
rings over UFD.
Unit-III : Algebric extensions of fields : Irreducible polynomials and Einstein criterion, Adjunction of roots, Algebraic
extensions. Algebraically closed fields, Normal separable extensions : Splitting fields, Normal extensions.
Unit-IV : Normal separable extensions : Multiple roots, Finite fields, Separable extensions. Galois Theory
:Automorphisim groups and fixed fields, Fundamental theorem of Galois theory.
Unit-V : Application of Galois theory to classical problems : Roots of unity and Cyclotomic polynomials, Cyclic
extensions, Polynomials solvable by radicals, Symmetric functions, Ruler and compass constructions.
Book Recommended
P.B.Bhattacharya, S.K.Jain and S.R.Nagpaul: Basic Abstract Algebra, Cambridge University Press. Chapters : 5(Art
2,3),7(Art 1,2), 8(Art 1-4), 11(Art 1-4), 15(Art 1-3), 16(Art 1,2), 18(Art 1-5)

MTC105 (DATA PROCESSING & NUMERICAL COMPUTING LAB.)

(Marks: 100)
Mid Term- Written test on Part-A(Introduction to Computers): 30 Marks
End Term- Record: 8 Marks, Viva: 12 Marks, Expt: 50 Marks(Part-B: 20 Marks ,Part-C: 30 Marks.)

Part-A: Introduction to Computers -

Application of Information Technology, Computer system and CPU, Input & output, secondary storage, System and
application software(Windows & Linux), Communications & multimedia.
Part-B: Use of scientific software package (Maple/ Matlab/ Scilab/ Mathematica).
Part-C: Numerical Computation using C.
(1) Basic elements of C, Control structures, Loops, I/O concepts, Arrays, Functions.
(2) Implementation of the following by using C.
(i) Solution of the equation f(x) = 0 by (a) Fixed point iteration method (b) Newton-Raphson method.
(ii) Solving a tridiagonal system of equations. (iii) Solving a system of linear equations by (a) Matrix
Factorisation Method. (b) Gauss-Seidel Method.
(iv) Finding the inverse of a matrix.
(v) Finding least square polynomial fit to a given data.
(vi) Approximating a definite integral by (a) Newton-Cotes Rules. (b) Gauss-Legender Rules.
(vii) Solution of an initial value problem by Runge-Kutta Method of order 4.
 (viii) Determination of eigen values of a matrix by Power method/QR method.
Books Recommended
1. J.H. Mathews: Numerical Methods for Mathematics, Science and Engineering (2nd edition), Prentice-Hall of India
Pvt. Ltd., New Delhi.
2. B.W. Kernighan and D.M. Ritchie: Programming in ANSI C, Prentice-Hall of India Pvt. Ltd., New Delhi.

SEMESTER-II
MTC201 (FUNCTIONAL ANALYSIS)
(Marks: 100)
Unit-1 : Normed linear spaces, Continuity of linear maps, Equivalent norms, Hahn-Banach theorem for real linear
spaces, complex linear spaces and normed linear spaces.
Unit-II : Banach spaces and examples, Quotient spaces, Uniform boundedness theorem and some of its consequences,
Open mapping theorem and Closed graph theorems, Bounded inverse theorem.
Unit-III : Spectrum of a bounded linear operator, Duals and transpose, Duals of Lp([a; b]) and C([a;b]).
Unit-IV : Weak and weak* convergence, Reflexive spaces, Weak sequential compactness.
Unit-V : Inner product spaces, Hilbert spaces and examples, Orthonormal sets, Bessel`s inequality, Complete
orthonormal sets and Parseval`s identity, Approximation and Optimization, Projection theorem, Riesz-representation
theorem.
Book Recommended
B.V. Limaye: Functional Analysis, New Age International Ltd(2nd Edn.),1995.
Chapters : II(Art. 5,6,7(except7.12),8), III(Art.9(9.19.3),10,11,12),IV(Art.13,14(14.6,14.7),15,16),VI(Art. 21,22,
23,24).
MTC202 (DIFFERENTIAL EQUATION)
(Marks: 100)
Unit-1 : Existence and Uniqueness of Solutions : Lipschitz condition, Gronwall inequality, Successive
approximations, Picard's theorem, Continuation and dependence on initial conditions, Existence of solutions in the
large, Existence and uniqueness of solutions of systems, Fixed point method .Systems of Linear Differential Equations
: nth order equation as a first order system, Systems of first order equations, Existence and uniqueness theorem,
fundamental matrix, Non-homogeneous linear systems, Linear systems with constant coefficients.
Unit-II : Non-linear Differential Equations : Existence theorem, Extremal solutions, Upper and Lower solutions,
Monotone Iterative method and method of quasi linearization. Stability of Linear and Nonlinear Systems : Critical
points, Systems of equations with constant coefficients, Linear equations with constant coefficients, Lyapunov
stability.
Unit-III : Boundary value problems for ordinary differential equations : Sturm-Liouville problem, Eigen value and
eigen functions, Expansion in eigen functions, Green's function, Picard's theorem for boundary value problems. Series
solution of Legendre and Bessel equations.
Unit-IV : The Laplaces Equation : Boundary value problem for Laplace's equation, fundamental solution, Integral
representation and mean value formula for harmonic functions, Green's function for Laplace's equation, Solution of
the dirichlet problem for a ball, solution by seperation of variables, solution of Laplace's equation for a disc.
Unit-V : The wave equation and its solution by the method of separation of variables, D'Alembert's solution of the
wave equation, Solution of wave equation by fourier transform method.
Books Recommended
1. S.D.Deo, V.Lakshmikantham and V.Raghavendra: Text Book of Ordinary Differential Equations, 2nd Eidtion,
TMH. Chapters : 4(4.1-4.7), 5, 6(6.1-6.5), 7(7.5), 9(9.1-9.5).
2. J.Sinha Roy and S.Padhy: A Course on Ordinary and Partial Differential Equations, Kalyani Publishers. Chapters:
10, 15, 16 and 17
 MTC203 (LINEAR ALGEBRA)
(Marks: 100)
Unit-1 : Dual spaces, Algebra of linear transformations, Characteristics roots.
Unit-II : Modules, Direct sums, Cyclic modules, Vector spaces, Quotient modules, Homomorphisms, Simple
modules, Semi simple modules, Schur's modules.
Unit-III : Artinian & Notherian Modules & rings, Hilbert basis theorem, Fundamental theorem of finitely
generated modules over PID's.
Unit-IV : Canonical forms: Similarity of linear transformations, Invariant spaces, Reduction to triangular forms.
Invariants of nilpotent transformation, Primary decomposition theorem.
Unit-V : Canonical forms: Jordan Canonical form & Rational Canonical form.
Books Recommended
1. I.N. Herstein: Topics in Algebra, Vikas Publishing House Pvt. Ltd.
2. C. Musili: Introduction to Rings and Modules, Narosa Publishing House.
3. I.S. Luthar and I.B.S Passi: Algebra (Vol-3-Modules), Narosa Publishing House.

MTC204 (NUMERICAL OPTIMIZATION )

(Marks-100)
Unit-I : One Dimensional Optimization: Introduction, Function comparison methods, Polynomial Interpolation,
Iterative methods.
Unit-II : Gradient Based Optimization Methods(I): Calculus on R n, Method of Steepest Descend, Conjugate Gradient
Method, The Generalized reduced Gradient Method, Gradient Projection Method.
Unit-III : Gradient Based Optimization Methods(II): Newton type Methods( Newton's method, Marquardt's method),
Quasi Newton Methods.
Unit-IV : Linear Programming: Convex Analysis, Simplex Method, Two Phase Simplex Method, Duality Theory,
Dual Simplex Method.
Unit-V : Constrained Optimization Methods: Lagrange Multipliers, Kuhn-Tucker Conditions, Convex Optimization,
Penality function techniques, method of Multiplier, Linearly Constrained problems-Cutting plane Method.
N.B.-The mid-semester examinations (Marks:30) will be a programming assignment followed by a viva-voce test.
Books Recommended
1. M.C. Joshi and K.M. Moudgalya-Optimization: Theory and Practice, Narosa Publishing House, 2004.
2. J.A. Snyman Practical Mathematical Optimization, Springer Sciences, 2005.

MTC205 (DATABASE & C++ LAB.)

Marks: 100 (Mid Term- 30, End Term- Viva:12, Record:8, Experiment:50)

Part-A - Use of a RDBMS package( Marks:10)

Part-B - Implementation of algorithms and program studied in units 2,3 and 4 of paper IX.( Marks:40)
 SEMESTER-III
MTCE301 (NUMERICAL ANALYSIS-I)
(Marks-100)
Unit-I : Solution of equations in one and two variables: Fixed point iteration method, Accelerate on of convergence,
Zeros of polynomials and Muller`s method, fixed points for functions of several variables, Newton's method.
Unit-II : Interpolation : Hermite interpolation, Cubic spline interpolation, parametric curves, Hermite, Bazier and B
spline curves.
Unit-III : Least square approximation, Discrete L.S.approximation, Orthogonal polynomials, Chebyshev poly-
nomials and economization, rational approximation.
Unit-IV : Numerical integration : Elements, Composite integration, Romberg integration, Gauss quadrature.
Unit-V : Approximation of multiple integrals : Product rules, Rules exact for monomials, Radon formula for
approximation of integrals in two dimensions.
Books Recommended
1. Numerical Analysis (7th Edition) by R.L.Burden and J.D.Faires, (Books/Cole, Thomson learning)
2. Methods of Numerical Integration (4th Edition) by P.J.Davis and Rabinowitz (AP).
MTCE302 (NUMBER THEORY and CRYPTOGRAPHY-I)
(Marks-100)
Unit-I : Divisibility and primes, Modular arithmetic. Time estimates for doing arithmetic.
Unit-II : Cryptography : Classical cryptosystem and their vulnerability public key cryptography, RSA scheme.
Unit-III : Primality testing and factoring, Primitive roots, EI gamal system. Signature scheme,Quadratic
congruences and applications.
Unit-IV : Continued fractions, Factoring methods, Diophantine approximations.
Unit-V : Diophantine equations, Arithmetical functions and Dirichlet series, Quadratic reciprocity law.
Book Recommended
1. Ramanujachary Kumanduri and Christina Romero : Number Theory with Computer Applications, Prentice Hall,
New Jersy, 1998.
2. Neal Koblitz : A course of Number Theory and Cryptography, Second Edition, Springer Verlag, New York, 1987.

MTAE303 (STATISTICAL METHODS)

(Marks-100)
Unit-I: Review of descriptive statistics-detailed study on the interpretation, analysis and measurements of various
numerical characteristics of a frequency distribution.

Unit-II: Concepts of univariate and bivariate distributions, curve fittings, regression and correlation analysis, rank
correlation, correlation ratio, intra-class correlation.

Unit-III: Concept of multivariate distribution, multiple regression analysis, partial and multiple correlations and their
properties, Random sampling, sampling distribution and standard error, standard errors of moments and functions of
moments.

Unit-IV: Exact sampling distributions-t, F and chi-square distributions, sampling from bivariate normal distribution,
distribution of sample correlation coefficient (null case) and regression coefficient, tests based on t, F and chi-square
distributions.
Unit-V: Theory of attributes: classes, its order, class frequencies, consistency of data, independence and association
of attributes, coefficients of association and colligation.

Book Recommended

1. Mukhopadhyaya, P., Mathematical statistics, New central Book Agency, Calcutta.

2. Gun, A.M., Gupta, M.K. and Dasgupta, B., An outline of statistical theory, vol II (4 th Edition), World
press
3. Kale, B. K., A first course in parametric inference, Narosa publishing house
4. Kingman, J.F.C. and Taylor, S. J., Introduction to measure and probability, Cambridge university press
MTFE304(DISCRETE MATHEMATICS)
(Marks-100)
5. Unit-1 :Fundamentals of logic, Logical inferences, Methods of proof of logical inferences, First order
logic, Inference for quantified propositions, Order relations, Posets, Lattices, Enumerations, Hasse
diagrams, Path and closure, Discrete graphs, and adjacency matrices.
6. Unit-II :Boolean algebra, Boolean functions, Switching mechanisms, Cannonical forms, Minterms,
Minimization of Boolean functions.
7. Unit-III :Graphs: Basic concepts, Isomorphic graphs, Sub-graphs, Trees and properties, Spanning trees,
Directed trees and Binary trees.
8. Unit-IV :Planar graphs, Euler formula, Multi graphs and Euler Circuits, Hamiltonian graphs, Chromatic
numbers.
9. Unit-V :Network flows: Graphs as models of flow of commodities, flows, Maximal flows, and minimal
cuts, Max-flow Min-cut theorem.
Book Recommended
1. J.L. Mott, A. Kendel and T.P. Baker: Discrete mathematics for Computer Scientists and
Mathematicians,
Chapters-I(1.5-1.9),IV(4.4-4.7),V(5.1-5.11),VI(6.1-6.5),VII(7.1-7.4).

MTAE305 (DIFFERENTIAL GEOMETRY)

(Marks-100)
Unit-I : Preliminary Comments on Rn, Topological Manifolds, Differentiability for Functions of Several Variables,
Differentiability of Mappings and Jacobians, The Space of Tangent Vectors at a point of R n,
Another definition of Ta(Rn), Vector Fields on Open subsets of Rn, The Inverse Function Theorem.
Unit-II : Definition of a Differential Manifold, Example of Differential Manifolds, Differentiable Functions and
Mappings, The Tangent Space at a point of a Manifold, Vector Fields, Tangent Covectors, Covectors on Manifolds,
Covector Fields and Mappings, Bilinear Forms, The Riemannian Metric, Riemannian Manifolds as Metric Spaces,
Tensors on a Vector Space.
Unit-III : Lie Groups, The Action of a Lie Group on a Manifold, The Action of a Discrete Group on a Manifold, One
parameter and local one parameter Groups acting on a Manifold, The Lie Algebra of Vector Fields on a Manifold.
Unit-IV : Tensor Fields, mapping and Covariant Tensors, Symmetrising and Alternating Transformations,
Multiplication of Tensors on a Vector Space, Multiplication of Tensor Fields, Exterior Multiplication of Alternating
Tensors, Exterior Algebra on Manifolds, Exterior Differentiation.
Unit-V : Differentiation of Vector Fields along curves in Rn, The Geometry of Space Curves, Differentiation of Vector
Fields on Submanifolds of Rn, Formulas for Covariant Derivatives, Differentiation on Riemannian Manifolds, The
Curvature Tensor, The Riemannian Connection and Exterior Differential Forms, Basic Properties of Riemannian
Curvature Tensor, The Curvature Forms and the equations of Structure.
Book Recommended
William Boothby: An Introduction to Differentiable manifolds and Riemannian Geometry, Academic Press, New
York.
 OR

MTAE305 (COMPUTATIONAL FLUID DYNAMICS-I)

(Marks-100)
Unit-1: Basic Concepts, Continuum Hypothesis, Viscosity, Strain Analysis, Stress Analysis,
Relation between Stress and Rate of Strain, Thermal Conductivity, Law of Heat
Conduction.

Unit-2: Equation of Continuity in Vector Form and in Various Coordinate Systems, Boundary
Conditions, Navier-Stokes Equations, Energy Equations, Vorticity and Circulation in
Viscous Flow.

Unit-3 : Dynamical Similarity by Inspection Analysis, Physical Importance of Non-

Dimensional Parameters, Important Non-Dimensional Coefficients in the Dynamics of
Viscous Fluids. Exact Solution of Navier-Stokes Equations (Flow between Parallel
Plates, Circular Pipes -Velocity and Temperature Distribution).

Unit-4: Finite Difference Methods for Parabolic Equation in one Space Variable (Explicit
Method and Its Convergence, Fourier Analysis of the Error, Implicit and Weighted
Average Methods and Their Convergence). Finite Difference Method for Hyperbolic
Equations in one Space Dimension, Characteristics, The CFL Condition, Furior Error
Analysis of The Upwind Scheme, The Lax-Wendroff Shceme and its Application to
Conservation Laws.

Unit-5: Consistency, Convergence and Stability of Finite Difference Methods, Introduction to

Finite Volume Method.

Text Books Recommended:

1. J.L.Bansal - Viscous Fluid Dynamics, Oxford University Press.

2. K.W, Morton & D.F.Mayers – Numerical Solution of Partial Differential Equations, Second
Edition, 2005, Cambridge University Press.
Reference

1.P.Wesseling – Principles of Computational Fluid Dynamics, Springer Verlag, 2000.

2.T.Petrila and D.Trif – Basics of fluid Mechanics and Introduction to Computational Fluid Mechanics,
Springer Verlag, 2005.

1. Z.U.A.Warsi – Fluid Dynamics – Theoretical and Computational Approach, CRC Press.

2. M.D.Raisinghania – Fluid Dynamics, S.Chand and Company.
OR

MTAE305 (THEORY OF COMPUTATION-I)

(Marks-100)
Unit-I : Introduction to Automata & Computability theory, Mathematical preliminaries.
Unit-II : Finite automata and Non-determinism.
Unit-III : Regular expressions, Pumping lemma for regular languages.
Unit-IV : Context-Free Grammars and Pumping lemma for Context free languages.
Unit-V : Pushdown automata.

Books Recommended
1. Michael Sipser: Introduction to the Theory of Computation, PWS Publishing Company, 1997,First Reprint 2001
by thomson Asia Pvt. Ltd.
2. J.E. Hopcroft, Rajeev Motwani, J.D. Ullman: Introduction to Automata Theory, Languages &
Computation,Pearson Education, Inc. 2001.
3. Peter Linz: An Introduction to Formal Languages & Automata, Narosa Publishing House, 1998.

The Dept. also offers the following Core Elective Papers

Theory of Relativity-I
(Marks-100)
Unit-I : Foundations of Special Relativity.
Unit-II : Electromagnetic field.
Unit-III : Accelerated observers and incompatibility with special relativity.
Unit-IV : Geodesic deviation and spacetime curvature.
Unit-V : Riemannian Geometry: Metric as foundation of all.
Book Recommended
Gravitation by C.W. Misner, K.S. Thorne, J.A. Wheeler(W.H. Freeman).
Chapters:2(Unit-1),3(Unit-2),6.1 & 7(Unit-3),11(Unit-4),13(Unit-5).
Sequences Spaces-I
(Marks-100)
Unit-I : Matrix and linear transformations.
Unit-II : Algebra of matrices, Summability, Tauberian theorems.
Unit-III : Limitation methods, Example of Limitation method.
Unit-IV : Norlund and Riesz means, Consistence of matrix methods.
Unit-V : The Norlund mean, Cesaro and Holder matrices, Hausdroff methods.
Books Recommended
1. I.J. Maddox: Elements of Functional Analysis, Cambridge Univ. Press, 1970.
Chapter: 7 only.
2. G.M. Peterson: Regular Matrix Transformation, McGraw Hill.
Chapter: 2(2.1-2.3).

Numerical Solution of Partial Differential Equations-I

(Marks-100)
Unit-I : Introduction to finite difierences (finite difference approximation of partial differential equations (PDE),
derivation of difference equations), convergence and consistency of difference schemes for Intial-Value problems
and initial-boundary value problems.
Unit-II : Stability of difference schemes for initial-value-problems and initial-boundary value problems, The lax
theory, Implicit schemes, Analysis of stability, Finite fourier series and stability, Computational
considerations.
Unit-III : Parabolic Equations : Difference schemes for two dimensional parabolic equation, Convergence,
Consistency and Stability, Alternating direction implicit schemes (Peaceman-Rachford scheme, Stability consistency
and implementation; douglas-Rachford scheme and its stability), Difference schems in polar cordinates..
Unit-IV : Hyperbolic equations : Initial-value problems, Explict & implicit difference schemes for IVP(one sided,
centred, lax-windroff and crank-Nicolson schems), Initial-Boundary-value problem and their difference schemes,
Two dimensional hyperbolic equations and difference schemes, CFL conditions, Computational considerations.
Unit-V : Rieview of classical iterative methods (Gauss-Jacobi, Gause-Seidel, SOR, Gradient methods, Conjugate
gradient and the minimal residual method, Pre-conditioning, Multigrid methods, Convergence of multigrid
methods, Computation of starting values using multigrid method, non-linear multigrid method.
Books Recommended
1. J.W.Thomas: Numerical Partial Differential Equations (Fintie Difference Methods), Springer Verlag, 1995.
Chapters : 1,2,3,4,5.
2. D.Braess: Finite Elements, Cambridge University Press, 1997. Chapters : IV, V.
Books References
1. K.W.Morton and D.F.Mayers: Numerical Solution of Partial Differential Equations, Cambridge University Press,
1994.
2. J.C.Strikwerda: Finite Difference Scheemes and Partial Differential Equations, Wadsworth and Books, 1889.
3.W.Hackbusoh: Interative Solution of Large Sparse System of Equations, Springer-Verlag, 1994.
Operator Theory-I
(Marks-100)
Unit-I : Introduction, Complex homomorphisms.
Unit-II : Basic properties of spectrum, Symbolic calculus.
Unit-III : Differentiation, the groups of invertible elements, Commutative Banach algebra.
Unit-IV : Ideals and homomorphisms, Gelfand transform.
Unit-V : Involutions, Application to non-commutive algebra, Positive functionals.

Book Recommended
W.Rudin : Functional Analysis (TMH), Chapter: 10, 11.

Computational Finance-I
(Marks-100)
Unit-I : Basic concepts of financial derivatives (forwards and futures, stock options, speculation, hedging), Putcall
parity, Principle of non-arbitrage pricing, Black-Scholes Option Pricing formula and the 'Greeks', Implied volatility
Hedging strategies, American option pricing modele.
Unit-II : Stochastic processes, Markov processes, Random walks, Arithmetic Brownian motion, Geometric Brawnian
motion, Martingles.
Unit-III : Stochastic integrals, Ito integral, Ito's lemma, Mean-reverting processes, Derivation of Black-Scholes
differential equation, Kolmogorov equations.
Unit-IV : Finite difference methods for partical differential equations - finite difference approximation to
derivatives, Local truncation error, Convergence, Consistency and stability, Explicit implicit and ADI
schemes for parabolic equations, Finite difference method for elliplic equations, Solution of sparse system of linear
equations.
Unit-V : Numerical schemes for pricing options. Binomial pricing models and extensions, Explicit and implicit finite
difference methods for Europian and American options, Monte Carlo simulation.
Note: The midterm test shall be on computer implementation of algorithms and methods studied.
Book Recommended
1. J.Bax and G.Chacko-Financial Derivatives : Pricing, Applications and Mathematics-Cambridge Univ. Press, 2004.
2. Steven Shreve-Stochastic Calculus and Finance, Vol.I and II-Springer Verlag.
3. P.Wilmott-Paul Willmott on Quanktative Finance-John Wiley, 2000.
4. Y.K.Kwok-Mathematical Models of Financial Derivatives-Springer Verlag.
5. G.Evans, J.Blackledge and P.Yardly-Numerical Methods for Partial Differential Equations-Springer Verlag, 2000.
6. Y.D.Lyun-Financial Engineering and Computation : Principles, Mathematics and Algorithms-Cambridge Univ.
Press, 2002.
7. J.C.Hull-Options, Futures and other Derivatives-Prentice Hall of India, 2003.

Distribution Theory and Sobolev Spaces-I

(Marks-100)
Unit-I : Test functions and distributions, Operation with distributions.
Unit-II : Supprots and singular supports of distributions, Convolution of functions and distributions.
Unit-III : Fundamental solutions, Fourier transform, Schwartz space, Fourier inversion formula, Tempered
distributions.
Unit-IV : Definitions and basic properties of Sobolev spaces.
Unit-V : Approximation of elements of a Sobolev space by smooth functions.
Book Recommended
S.Kesavan : Topics in Functional analysis and Application, Willey Eastern Ltd. Chapter: 1, 2(2.1-2.2).
Fluid Dyanamics-I
(Marks-100)
Unit-I : Basic concepts, Continum hypothesis, Stress in a fluid at rest and in motion, Relation between stress and
rate of strain components, Thermal conductivity, Law of heat conduction.
Unit-II : Methods of describing fluid motion, Velocity and acceleration of a fluid particle, Equation of continuity,
Boundary conditions, Stream lines and Path lines, Velocity potential.
Unit-III : Navier-Stokes equations, Energy equations, Vorticity and circulation in viscous flow, Bernoulli's equation.
Unit-IV : Dimensional similarity and analysis, Reynold's law,PAI- theorem, Physical importance of non-dimensional
parameters, important non-dimensional parameters, Method of finding out product,
important non-dimensional coefficients in the Dynamics of viscous fluids.
Unit-V : Exact solution of Navier-Stokes equations: Flow between parallel plates and flSow in circular pipes(Velocity
and temperature distribution).
Books Recommended
1. J.L. Bansal- Viscous Fluid Dyanamics, IBH Publication. Chapters: 1, 2, 3(3.1-3.9), 4,(4.1-4.4).
2. M.D. Raisinghania- Fluid Dynamics, S. Chand and co., Chapters: 2(2.1-2.11, 2.17-2.26), 4(4.1-4.3).
Bezier techniques for Computer Aided Geometric Design-I
(Marks-100)

Theory - Marks 60
Unit-I : Affine maps, Barycentric coordinates, Linear and piecewise linear interpolation, Hat functions,
C1functions. Curves and surfaces in Euclidean spaces, Parametric curves and arc length. Frenet frame,
Osculating circle.
Unit-II : Bezier curves, The de Casteljau algorithm, Properties of Bezier curves, the Blossom, Bernstein forms of
Bezier curves, Subdivision, Blossom and polar.
Unit-III : Degree elevation, Variation diminishing property, Degree reduction, Non-parametric curves, Cross plots,
Different interpolation by polynomial curves, Aitken's algorithm, Lagrange interpolation, Cubic and quintic Hermite
interpolation.
Unit-IV : Spline curve in Bezier form, Smoothness conditions, C1 and C2 continuity conditions, C1-quadratic and C2-
cubic B-spline curves, Pamamentrization, C1 piecewise cubic interpolation.
Unit-V : cubic spline interpolation, Hermite form, end conditions and curvature plots, Minimum property.
Practical - Marks-40
1. Constructing Bezier curves using de Casteljau algorithm and Bernstein form.
2. Repeated degree elevation and convergence of control polygons to the Bezier curve.
3. Numerical verification of Weierstrass approximation theorem.
4. To construct cubic and quintic Hermite interpolants.
5. To construct C1 and C2 spline curves.
6. To construct the C1-piecewise cubic interpolant for prescribed data.
7. To draw a curve close to given figure by designing first an appropriate control polygon and then the spline curve
of desired shape.
8. To construct the C1-piecewise cubic spline interpolant for prescribed data.

Book Recommended
G.Frain: Curves and Surfaces for Computer Aided Geometric Design, Academic Press, Third Edition,1993.
Analytic Number Theory-I
(Marks-100)
Unit-I :The unique factorization theorem, congruences.
Unit-II :Rational approximation of irrationals & Hurwitz's theorem, Quadratic residues & the representation of a
number as a sum of four squares.
Unit-III :Arithmetical functions & Lattice points.
Unit-IV :Chebyshev theorem on the distribution of prime numbers.
Unit-V :Weyl's theorems on uniform distribution & Kronecker's theorem.
Book Recommended
K. Chandrasekharan : Introduction to Analytic Number Theory, Springer-Verlag, 1968.
Chapters: 1,2,3,4,6,7,8.
(Fourier Analysis-I)
(Marks-100)
Unit-I : Trigonmetric series and fourier series.
Unit-II : Group structure and fourier series.
Unit-III : Convolution of functions.
Unit-IV : Homomorphism of convolutions.
Unit-V : The dirchlet and fejer kernels, Cesaro summability.
Book Recommended
R.E.Edward, Fourier Series: A Modern Introduction, Holt, Rinehart 7 winsten.
Chapters: 1,2,3,4,5.

Allied Electives
Fractals Geometry-I
(Marks-100)
Unit-I : Fractals examples : The triadic cantor dust, the sierpinski gasket, A space of strings.
Unit-II : Fractal examples : Ture graphics, Sets defined recursively, Number system.
Unit-III : Metric topology : Uniform convergence, The Hausdorff metric, Matrices for strings.
Unit-IV : Topological dimension : Small and large inductive dimension.
Unit-V : Two dimensional Euclidean space, other topological dimensions.
Book Recommended
G.A.Edger : Measure, Topology, Fractal Geometry, Springer-Verlag.
Chapter: 1, 2(2.3-2.5), 3.
Design and Analysis of Algorithms-I
(Marks-100)
(Correctness proof of algorithms along with their design and performance analysis are to be studied)
Unit-I : Design and analyis Techniques(i) : Introduction growth of function, Recurrence, Divide and Conquer
(Heap sort, Quick sort), Lower bounds of sorting, counting sort.
Unit-II : Design and Analysis Techniques(II) : randomization (Randomized quick sort, Dynamic programming (Logest
common subsequence), Greedy Method (Single source shortest path algorithms, Matroids, Task Scheduling).
Unit-III : Analysis of Data Strucutre : Hash tables, Balanced Trees, Binomial Heap, Amortised analysis,Disjoint sets.
Unit-IV : Number-Theoretic Algorithms : Moduler-Exponentiation, the RSA Public-key Crypto system, Primality
testing, Integer factorization.
Unit-V : Geometric Algorithms : Determining line segment intersection, Finding Convex Hull, finding closestpair of
points, Vornoi Diagram..

Note : Midterm test shall comprise of (i) a written examination (weightage 15%) and (ii) a test on computer
implementation of some algorithms assigned by the teacher (weightage 15%)
Book Recommended
1. T.H.Corman, C.E.Leiserson and R.L.Rivest, Introduction to Algorithms, Prentice Hall of India, 2001.
2. Aho, Hoperoft and Ullman, The Design and Analysis of Computer Algorithms, AWL, 1998.
3. M.A.Weiss, Data Structure and Algorithm Analysis in C-Addison, Wesley Longmans, 1999.
4. M.de.Btrg, M.Vankreveld, M.Overmars and O.Schwrekopf, Computational geometry - Algorithms and
Applications, Springer Verlag, 2000.
Wavelet Analysis-I
(Marks-100)
Unit-I : Bounded functions, Square Integrable L2 Functions, Differentiable Cn Functions, Numerical Convergence,
Pointwise Convergence, Uniform Convergence, Mean Convergence, Mean square Convergence,
Interchange of Limits and Integrals, Trigonometric Series, Approximate Identities, Generalized Fourier
Series.
Unit-II : The Fourier Transform-:Motivation and Definition, Basic Properties of the Fourier Transform, Fourier
Inversion, Convolution, Plancherel's Formula, The Fourier Transform for L2 Functions, Smoothness versus Decay,
Dilation, Translation and Modulation, Bandlimited Functions and the Sampling formula, Signals, Systems, Periodic
Signals and the Discrete Fourier transform, The Fast Fourier transform, L2 Fourier series.
Unit-III : Dyadic Step Functions, The Haar System, Haar Bases on [0; 1]; Comparison of Haar Series with Fourier Series,
Haar Bases on R; The Discrete Haar Transform(DHT), The DHT in two Dimensions, Image Analysis with DHT.
Unit-IV : Orthonormal Systems of Translates, Multiresolution Analysis- Definition and Some Basic Properties of
MRAs, Examples of Multiresolution Analysis, Construction and Examples of Orthonormal Wavelet Bases, Necessary
Properties of the Scaling Function, General Spline Wavelets.
Unit-V : Motivation-From MRA to a Discrete Transform, The Quadrature Mirror Filter Conditions, The
Discrete Wavelet Transform(DWT), Scaling Functions from Scaling Sequences.
Book Recommended
An introduction to Wavelet Analysis, David F. Walnut, Birkhauser, 2002.
Ch-I, II, III(7.1-8.4).

SEMESTER-IV
MTCE401 (NUMERICAL ANALYSIS-II)
(Marks-100)
Unit-I : Solution of Linear system of equations, Direct methods, Gauss elimination method, Pivoting strategy, Matrix
factorization techniques crout, Dolittle and Cholesky's method
Unit-II : Interative techniques for linear systems, GaussJacobi and Gauss-Seidel techniques, Approximating eigen
values - Gerschgovin Circle Theorem, Power method.
Unit-III : Numerical solution of i.v.p. : - Euler method, Taylor method Runge-Kutta methods, Control of
error in R.K.Methods.
Unit-IV : Multti step methods, Adam Moulton and Adam-Bash for the methods, Variable step size methods, Stability.
Unit-V : BVP for ODE : The shooting method, Finite difference methods.
Books Recommended
1. Numerical Analysis by R.L.Burden and J.D.Faires
2. Introduction to Numerical Analysis by A.Z.Aitkanson, Mc-Graw Hill.

MTCE402 (NUMBER THEORY AND CRYPTOGRAPHY-II)

(Marks-100)
Unit-I : Finite fields and Quadratic residues, Knapsack problem in public key cryptography, Zero knowledge
protocols.
Unit-II : Primality and factoring: Factoring by continued fractions, Quadratic sieves .
Unit-III : Distribution of primes, Binary quadratic forms.
Unit-IV : Discrete Logarithms ,ElGamal Cryptosystem, Algorithm for Discrete Logarithm Problem, Security of
ElGamal System, Schnorr signature scheme, The ElGamal signature scheme, The digital signature algorithm, Provable
secure signature schemes.
Unit-V : Elliptic curves over the reals, Elliptic curves modulo a prime, Properties of Elliptic curves, Point compression
and ECIes, Computing point multiples on Elliptic curves, Elliptic curve digital signature algorithm, Elliptic curve
factorization, Elliptic curve primality test. .
Books Recommended
1. Ramanujachary Kumanduri & Christna Romero: Number Theory with Computer Applications, Prentice Hall, New
Jersey 1998.
2. Neal Koblitz: A Course of Number Theory and Cryptography(2nd Edn.), Springer-Verlag, New York, 1987.
3. I.P. Blake, G. Seroussi and N.P. Smart: Elliptic Curves in Cryptography, Cambridge Univ. Press, Cambridge,1999.
4. Douglas R. Stinson: Cryptography: Theory and Practice (3rd Edn.), Chapman Hall/CRC, 2006.

MTAE403 (ADVANCED ANALYSIS)

(Marks-100)
Unit-I : Signed measure, Hahn decomposition theorem, mutually singular measures, Raydon-Nikodim theorem,
Lebesgue decomposition , Riesz representation theorem, Extension theorem(Caratheodary).
Unit-II : Completion of a measure, Lebesgue-Stieltjes measure, Absolutely continuous functions, Integration by
parts, Product measures, Fubini's theorem.
Unit-III : Spaces of analytic functions, Montel's theorem, Weierstrass factorization theorem, Gamma function
and its properties,Riemann Zeta function.
Unit-IV : Schwarz reection principle, Monodromy theorem, Harmonic functions on a disc, Harnack's inequality and
theorem, Dirichlet problem, Green's function.
Unit-V : Canonical products, Jensen's formula, Pisson-Jensen formula, Hadamard three circle's theorem, Order of an
entire function, Exponent of convergence, Borel's theorem, Hadamard's factorization theorem, The range of an
analytic function, Bloch's theorem, The Little Picard's theorem, Schottky's theorem, Montel caratheodary and the
Great Picard theorem. .
Books Recommended
1.G.de Barra: Measure Theory and Integration, Wiley Eastern Ltd.,1981.
2.J.B. Conway: Functions of one Complex Variable, Springer-Verlag, International Student-Edition, Narosa
Publishing House,1990.

OR

MTAE403 (COMPUTATIONAL FLUID DYNAMICS-II)

(Marks-100)
Unit-I: Exact solutions of Navier-Stokes’ Equations: Flow in the types of uniform cross-sections,
circular-cross section, annular cross-section, elliptic cross-section, equilateral triangular cross-section,
rectangular cross-section. Flow between two concentric rotating cylinders (courtly flow): velocity
distribution temperature distribution.

Unit-II: Stagnation point flows: Stagnation in two dimensional flows (Hiemenz flow), rotationally
symmetrical flow with stagnation point (Hamann flow), flow due to a rotating disc (Kärmän flow), steady
incompressible flow with variable viscosity plane poiscuille flow, unsteady incompressible flow with
constant fluid properties, flow due to a plane wall suddenly set in motion, flow due to an oscillating plane
wall, starting flow in a pipe, plane coquette flow with transpiration cooling. Two Unit-III: Two
Dimensional parabolic equations: Neumann boundary conditions, convergence, consistency, stability
(stability of initial value schemes, stability of initial boundary value schemes). Alternating direction implicit
schemes, Peaceman, Richford Scheme, Initial-value problems, two dimensional hyperbolic equations, Lax-
wendroff scheme, crank. Nocdson scheme, Stability analysis of two dimensional hyperbolic equations.

Unit-IV : The finite volume method for diffusion problems, Finite volume method for one-dimensional
steady state diffusion, the finite volume method for convection-diffusion problems, steady one-dimensional
convection and diffusion, the central differencing scheme, properties of discrimination scheme,
conservativeness, boundless, transportiveness.

Unit-V : Finite element method for elliptic model problems, finite element method for the model problem
with piecewise linear functions, an error estimate for finite element method for the model problem, finite
element method for the poisson equation.

References:

1.An Introduction to Computational Fluid Dynamics, The finite volume method by H.K.Versteeg and
W.MaLa Lasakera.

2. Numerical Methods for Partial Differential Equations by G.Evans, J.Blackledge and P.Yardley. Springer
Publication.

OR

MTAE403 (THEORY OF COMPUTATION-II)

(Marks-100)
Unit-I : Turing Machine, Variants of Turing Machine.
Unit-II : Definition of Algorithm, Hilbert's problem, Decidable Languages.
Unit-III : Halting problem and Undecidable problems from Language theory.
Unit-IV : Post Correspondence problem, Mapping Reducibility.
Unit-V : Measuring Complexity, The class P and the class NP.
Books Recommended
1. Michael Sipser: Introduction to the Theory of Computation, PWS Publishing Company, 1997,First Reprint 2001
by Thomson Asia Pvt. Ltd.
2. J.E. Hopcrof, Rajeev Motwani, J.D. Ullman: Introduction to Automata Theory, Languages & Computation, Pearson
Education, Inc. 2001.
3. Peter Linz: An Introduction to Formal Languages & Automata, Narosa Publishing House, 1998.

MTC404 (PROJECT)
(Marks-100)
 The Dept. also offers the following Core Elective Papers

Theory of Relativity-II
(Marks-100)
Unit-I : Equivalence principle and measurement of the gravitational field, How mass energy generated curvature.
Unit-II : Weak Gravitational Field.
Unit-III : Spherical stars.
Unit-IV : Motion in Schwarzchild Geometry.
Unit-V : Gravitational aspect of black holes.
Book Recommended
Gravitation by C.W.Misner, K.S.Thorne, J.A.Wheeler, W.H.Freeman.
Chapters : 16.2 and 17(Unit-6), 18(Unit-7), 23(Unit-8), 25(Unit-9), 32.1-32.4 and 35 (Unit-10).

Sequence Spaces-II
(Marks-100)
Unit-I : Abel's method, Tauberian theorem.
Unit-II : Banach limits, Strongly regular matrices, Counting functions.
Unit-III : Some matrices of a special type, a universal tauberian theorem.
Unit-IV : Bounded sequences, Uniformly limitable sequences, Intersection of bounded convergence fields.
Unit-V : Sets of matrices, Bounds of limits of sequences, Matrix norms, Pairs of consistent matrices.
Book Recommended
G.M.Paterson : Regular matrix transformation (McGraw Hill)
Chapters : 2(2.4-2.5), 3, 4.

Numerical Solution of Partial Differential Equations-II

(Marks-100)
Unit-I : Sobolev spaces, Variational formulation of Elliptic boundary value problems of second order, The Neumann
boundary-value problem, The Ritz Galerkin method, Standard finite elements, Computational considerations.
Unit-II : Approximation properties of finite element approximations, Error bounds for elliptic problems of second
order, Abstract lemmas and boundary approximation, Isoparametric elements, Negative norms and adjoint
operators, Abstract existence and convergence theorems.
Unit-III : Saddle point problems, Mixed finite element methods,The stokes equation, finite element method for the
stokes equation, A posteriori error estimates..
Unit-IV : Finite element method for parabolic equations - One-dimensional problem, Semi-discretization in space,
Discretization in space and time, Error estimate for fully discrete approximation, Non-linear parabolic problem, The
incampressible Euler equation.
Unit-V : Domain Decomposition Method- One level algorithms: Alternating Schwarz method, Approximate Solvers,
Many subdomains, Convergence behaviour, Implementation issues.
Two level algorithms, Simple two level method, General two level methods, Coarse grid corrections, Convergence
behaviour, Implentation issues, Multi method Schwarz methods.
Book Recommended
1. D.Braess: Finite Elements, Cambridge University Press, 1997. Chapters : II, III.
2. C.Johnson, Numerical Solution of Partial Differential Equations by the Finite Element Method, Cambridge
University Press, 1990. Chapter : 8.
3. B.smith, P.Bjorstad and W.Gropp: Domain Decomposition - Parallel Multilevel Methods for elliptic Partial
Differential Equations, Cambridge Unviersity Press, 1996. Chapters : 1,2.
Books Reference
1. S.C.Brenner and L.R.Scoh: The Mathematical Theory of Finite Element Methods, Springer Verlag, 1994.
2. W.Hackbusch: Iterative Solution of Large Sparse Systems of Equations, Springer Verlag, 1994.
Operator Theory-II
(Marks-100)
Unit-I : Basic facts, bounded operators, a commutative theorem.
Unit-II : Resolution of identity, the spectral theorem, Eigen values of normal operators.
Unit-III : Positive operators and square roots, the group of invertible operators, a characterization of B-
algebras, Unbounded operators.
Unit-IV : Introduction, Graphs and symmetric operators, The Caley transform.
Unit-V : Resolution of the identities, the spectral theorem, semigroups of operators.
Book Recommended
W.Rudin: Functional Analysis (TMH). Chapters : 12, 13.

Computational Finance-II
(Marks-100)
Unit-I : Exotic and Path Dependent Options (Introduction, Barrier Options, Asian Options, Lookback Options,
Computational Schemes), Options on stock indices, Currencies and futures.
Unit-II : Extensions of Black-Scholes Model Limitation of Black-Scholes Model, Discrete Hedging, Transactioncosts,
Volatility smiles, Stochastic volatility, Jump difusion, Dividend modelling, Pricing models for multi-asset options.
Unit-III : Interest rates and their derivation Fixed-income products and analysis (yield, duration and convexity),
Swaps, One-factor and multifactor interest rate models, Interest rate derivatives, Health-Jarrow Merton model.
Unit-IV : Riskmeasurement and Management Portfolio management, Value at risk, Credit risk, Credit derivatives,
risk metrics and credit metrics.
Unit-V :Finite element methods for ordinarry differential equations (Galarkin method, Variational
formulation,Finite elements), Finite element methods for partial differential equation (variational methods, Finite
elements and assembly, Variational principle), Applications to finance.
Note - The midterm test shall be on computer implementation of the methods studied.
Book Recommended
1.J.Bax & G.Chacko-Financial Derivatives : Pricing, Applications and Mathematics-Cambridge Univ. Press, 2004.
2. Steven Shreve-Stochastic Calculus & Finance, Vol.I & II-Springer Verlag.
3. P.Wilmott-Paul Willmott on Quanktative Finance-John Wiley, 2000.
4. Y.K.Kwok-Mathematical Models of Financial Derivatives-Springer Verlag.
5. G.Evans, J.Blackledge & P.Yardly-Numerical Methods for Partial Differential Equations-Springer Verlag, 2000.
6. Y.D.Lyun-Financial Engineering and Computation : Principles, Mathematics and Algorithms-Cambridge Univ.
Press, 2002.
7. J.C.Hull-Options, Futures & other Derivatives-Prentice Hall of India, 2003.
.
Distribution Theory and Sobolev Spaces-II
(Marks-100)
Unit-I : Extensions and imbedding theorems in Soboleve space.
Unit-II : Compactness theorems.
Unit-III : dual spaces, Fractional order spaces and frace theore.
Unit-IV : Abstract variational problem : Theroem of stampacchia, Lax-milgram and Babuska-Brezz.
Unit-V : Weak solutions of elliptic boundary value problem : the 2nd order Dirchlet's problem and Neumann
problem, Regulation of week solutions.
Book Recommended
S.Kesavan: Topics in Functional Analysis and Applications (Wiley Eastern Ltd.)
Chapters : 2(2.3-2.), 3(3.1, 3.2.1, 3.2.2., 3.3).
Fluid Dynamics-II
(Marks-100)
Unit-I : Flow in the tubes of uniform cross section, flow between two concentric rotating cylinders.
Unit-II : Hiemarz flow, Hamman flow, Karman flow, Flow due to suddenly accelerated plate, Oscilating plane wall,
starting flow in aplane couette motion, Staring flow in a pipe, Plane coutee flow with transpiration colling.
Unit-III : Theory of very slow motions, Stokes equation, Oseen's equations, flow past a sphere, Lubrication theory.
Unit-IV : Theory of laminar boundary layers, Two dimensional boundary layer equations for flow over a plane wall,
Blasious-Topfer solutions.
Unit-V : Flow past porous flat plate and porous circular cylinder, Karman Karman - Pohlausen method, Energy
integral equation.
Books Recommended
1. Viscous fluid dynamics by J.L.Bansal (IBM Publication).
Chapters : 4(4.5-4.12, 4.15-4.17), 5(5.1-5.4, 5.6), 6(6.1-6.3), 7(7.1-7.4, 7.6).
2. Meeredith f.W and Friffith : A.A.Paper in AARC2315, 1955, R.A.E. Report No.8.
3. Lew, H.G., Problems in J.Aero/Space Science, Vol.23, p.276, 1956.

Bezier Technique for Computer Aided Geometric Design-II(Marks-100)

Theory : Marks-60
Unit-I : The space of spline functions of arbitrary degree n.B-splines, Knot insertion algorithm, The de Boor
algorithm, B-spline basis, Recursion formulas, respested knot insertion B-spline blossom.
Unit-II : Geometric continutiy, a characterization of G2-curves, Nu-splines, C2-piecewise Bezier curves and direct
G2 cubic splines, γ and β splines, Local basis function for G2-splines.
Unit-III : Rational Bezier curves, The de Casteljau algorithm, Derivatives, Reparametrization and degree elevation,
Rational cubic B-spline curves, Interpolation with rational cubics, Rational B-spline of aribitrary degree.
Unit-IV : Tensor product Bezier curvs, De Casteljau algorithm and degree elevation for surfaces, Composite
surfaces and spline interpolation, Sommothness subdivision, biobic B-spline surfaces, Tensor product interpellants.
Unit-V : (Bivariate surfaces) Bezier triangles, Barycentric coordinate and linear interpolation, Bernstein
polynomials, Derivtives, Subdivision, Degree elevation, Non-parametric patches.
Practical : Marks-40
1. Curvature plots of spline interpellants with different and conditions.
2. To evaluate n-th degree B-spline at a parameter value using knot insertion algorithm and de Boor algorithm.
3. To verify that by repeated knot insertion, the control polygons P' converge to the B-spline curve that they
define.
4. Chaikin's algorithm.
5. To construct G1 and G2 spline curves and Beta-spline curves for a polygon. Presise refinement in shaptes
achieved by verying the parametric values involved.
6. To construct rational cubic B-spline curve for a given control polygon.
7. Tensor product Bezier surfaces and Bezier triangles.
8. To verify the degree elevation process and subdivision for tensor product Bezier surface and Bezier triagle.
Book Recommended
G.Frain: Curves and surfaces for Computer Aided Geometric Design, Academic Press, Third Edition, 1993.
Analytic Number Theory-II
(Marks-100)
Unit-I : Minkowski's theorem on lattice points on convex sets.
Unit-II : Dirchlet's theorem on primes in an arithmetical progression, the prime number theorem.
Unit-III : Quadratic residue and the quadratic reciprocity law.
Unit-IV : Primitive roots.
Unit-V : Partitions.
Books Recommended
1. K.Chandrasekharan : Introduction to Analytic Number Theory, Springer Verlag, 1968.
Chapters : 9. 10, 11.
2. Tom. M.Apostal : Introduction to Analytic Number Theory, Springer International, 1980.
Chapters - 9(9.1-9.8), 10(10.1-10.9), 14.

Fourier Analysis-II
(Marks-100)
Unit-I : Cesaro summability of fourier series and its consequences.
Unit-II : Some special series and their application.
Unit-III : Fourier series in L2.
Unit-IV : Positive definite functions and Boolinear theorem.
Unit-V : Pointwise convergence of fourier series.
Book Recommended
R.E.Edward : Fourier series, A modern introduction. Chapters : 6,7,8,9,10.

Allied Electives

Fractals Geometry-II
(Marks-100)
Unit-I : Self similarity : Ratio lists, String models, Graph self similarity.
Unit-II : Measures for strings, Hausdorff measure, Examples, Self similarity.
Unit-III : Graph self similarity, Other fractional dimensions.
Unit-IV : A three demensional dragon overlap.
Unit-V : Self affine sets, Other examples.
Book Recommended
G.A.Edger : Measure, Topology, Fractaral Geometry (Springer-Verlag).
Chapters : 4, 5(5.5), 6, 7.
Note : Students are requred to write Turbo C++ programs for each of the fractal example discussed.
Design and Analysis of Algorithms-II
(Marks-100)
Unit-I : Discrete Logarithms, ElGamal Cryptosystem, Algorithm for Discrete Logarithm Problem, Security of ElGamal
System, Schnorr signature scheme, The ElGamal signature scheme, The digital signature algorithm, Provable secure
signature schemes. Fast Fourier transform & Application to finding product of large integers.
Unit-II : Elliptic curves over the reals, Elliptic curves modulo a prime, Properties of Elliptic curves, Point compression
and ECIes, Computing point multiples on Elliptic curves, Elliptic curve digital signature algorithm, Elliptic curve
factorization, Elliptic curve primality test.
Unit-III : NP-Completeness : Polynomial time, Polynomial-time veri_cation, NP-completeness and reducibility, NP-
completeness proofs, NP-complete problems. Approximation Algorithms : The vertex-cover problem, The travelling
salesman problem.

Unit-IV : Parallel Algorithms (I) : Introduction to parallel computing, Performance metrics for parallel systems, Brents
theorem and work efficiency, Bass parallel algorithm design techniques (Balanced trees, pointer jumping, Divide and
conquers), Introduction to MPI.
Unit-V : Parallel Algorithms (II) : Parallel Algorithm for : Matrix-Vector multiplication, Matrix-Matrix mul-
tiplication, solving a system of linear equations by Gaussian Ellimination, Iterative and conjugate
gradient methods.
Note : Midterm test shall comprise of (i) a written examination (weightage 15%) and (ii) a test on computer
implementation of some algorithms assigned by the teacher (weightage 15%)
Book Recommended
1. T.H.Corman, C.E.Leiserson, R.L.Rivest and C.Stein, Introduction to Algorithms, Prentice Hall of India, 2001.
2. J.Jaja, An Introduction to Parallel Algorithms, Addison Wesley, 1992.
3. A.Grama, A.Gupta, G.Karypis and V.Kumar, Introduction to Parallel Computing, Pearson Education, 2003.
4. M.J.Quinn, Parallel Programming in C with MPI, Tata MagrawHill, 2003.
5. M.T.Goodrich and R.Tamassia, Algorithm Design : Foundation, analysis and internet examples.
Wavelet Analysis-II
(Marks-100)
Unit-I : Vanishing Moments, Equivalent Conditions for Vanishing Moments, The Daubechies Wavelets, Image
Analysis with Smooth Wavelets.
Unit-II : Linear Independence and Biorthogonality, Riesz Bases and Frame Condition, Riesz Bases of Translates,
Generalized Multiresolution Analysis(GMRA), Riesz Bases Orthogonal Across Scales, A Discrete Transform for
Biothrogonal Wavelets, Compactly Supported Biorthogonal Wavelets.
Unit-III : Motivation- Completing the Wavelet Tree, Localization of Wavelet Packets, Orthogonality and
Completeness properties of Wavelet Packets, The Discrete Wavelet Packet Transform(DWPT), The Best-Basis
Algorithm.
Unit-IV : The Transform Step, The Quantization Step, The Coding Step, The Binary Huffman Code, A Model Wavelet
Transform Image Coder.
Unit-V : Examples of Integral Operators, Sturm-Liouville Boundary Value Problems, The Hilbert Transform, The Radon
Transform, The BCR Algorithm, The Scale j Approximation to T, Description of the Algorithm.
Book Recommended
1. An introduction to Wavelet Analysis, David F. Walnut, Birkhauser, 2002.
CH-III(9.1-9.3), IV, V.

2. C. Chui, ed., Wavelets: A Tutorial in Theory and Applications, Academic Press (1992).
3. M. Frazer, Introduction to Wavelets through Linear Algebra, Springer-Verlang (1999).