Department of Applied Mathematics: Four Year B.S. Honours Programme Sessions: 2014-2015 (1 Year) To 2017-2018 (4 Year)
Department of Applied Mathematics: Four Year B.S. Honours Programme Sessions: 2014-2015 (1 Year) To 2017-2018 (4 Year)
Department of Applied Mathematics: Four Year B.S. Honours Programme Sessions: 2014-2015 (1 Year) To 2017-2018 (4 Year)
Year-wise Class-Load
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List of Major Courses
First Year
AMTH 101 Fundamentals of Mathematics and Boolean Algebra 4 credits
AMTH 102 Applied Calculus I 4 credits
AMTH 103 Coordinate and Vector Geometry 3 credits
AMTH 104 Applied Linear Algebra 3 credits
AMTH 105 Fundamentals of Computer 3 credits
AMTH 106 FORTRAN Programming 3 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: Principles of Economics 3 credits
AMTH 208 Principles of Statistics 3 credits
AMTH 209 Mathematical Statistics 3 credits
AMTH 250 Math Lab I (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 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 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 two courses will be chosen by the students.
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Detailed Syllabi
AMTH 101: Fundamentals of Mathematics and Boolean Algebra 4 credits
References
1. S. Lipschutz, Set Theory, Schaum’s Outline Series.
2. S. Barnard & J. M. Child, Higher Algebra.
3. W.L. Ferrar, Algebra.
4. P.R. Halmos, Naive Set Theory.
5. Kenneth H Rosen, Discrete Mathematics.
A. Differential Calculus
1. Functions and their graphs: polynomial and rational functions, logarithmic and exponential
functions, trigonometric functions and their inverses, hyperbolic functions and their inverses,
combination of such functions.
2. Limit and Continuity of Functions: Definition. Basic limit theorems, limit at infinity and
infinite limits. Continuous functions. Properties of continuous functions on closed and
bounded intervals.
3. Differentiability and related theorems: Tangent lines and rates of change. Definition of
derivative. One-sided derivatives. Rules of differentiation. Successive differentiation. Leibnitz
theorem. Related rates. Linear approximations and differentials. Rolle’s theorem, Lagrange’s
and Cauchy’s mean value theorems. Extrema of functions, problems involving maxima and
minima. Concavity and points of inflection. L’Hospital’s rules.
4. Power series expansion: Taylor’s theorem with general form of the remainder; Lagrange’s and
Cauchy’s forms of the remainder. Taylor’s series. Maclaurin series. Differentiation and
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integration of series. Validity of Taylor expansions and computations with series.
Indeterminate forms.
5. Applications: Physical, Biological, Social Sciences, Business and Industry.
B. Integral Calculus
1. Integrals: Antiderivatives and indefinite integrals. Techniques of integration. Definite
integration using antiderivatives. Definite integration using Riemann sums.
2. Fundamental theorems of calculus. Basic properties of integration. Integration by reduction.
3. Improper integrals. Improper integrals of different kinds. Gamma and Beta functions.
4. Graphing in polar coordinates: Tangents to polar curves. Area and arc length in polar
coordinates.
5. Applications of integration: Plane areas. Solids of revolution. Volumes by cylindrical shells.
Volumes by cross-sections. Arc length and surface of revolution.
References
1. H. Anton et al., Calculus with Analytic Geometry.
2. E.W. Swokowski, Calculus with Analytic Geometry.
3. Michael Sulivan, Pre-Calculus.
4. Deborah Hughes-Hallett, Applied Calculus.
5. Stefan Waner and Steven Costenoble, Applied Calculus.
6. G. Strang, Calculus.
A. Two-dimensional Geometry
1. Coordinates in two dimensions. Transformations of coordinates.
2. Reduction of second degree equations to standard forms. Pairs of straight lines. Identifications
of conics. Equations of conics in polar coordinates.
B. Three-dimensional Geometry
3. Coordinates in three dimensions. Direction cosines and direction ratios.
4. Planes, straight lines and conicoids (basic definitions and properties only).
C. Vector Geometry
5. Vectors in plane and space. Algebra of vectors. Scalar and vector products. Triple scalar
products. Applications to Geometry.
Eight questions of equal value will be set in which 3 from A, 3 from B and 2 from C.
Any five questions are to be answered by taking at least one from each group.
References
1. A.F.M. Abdur Rahman & P.K. Bhattacharjee, Analytic Geometry and Vector Analysis.
2. Khosh Mohammad, Analytic Geometry and Vector Analysis.
3. H. Anton et al, Calculus with Analytic Geometry.
4. J. A. Hummel, Vector Geometry.
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AMTH 104: Applied Linear Algebra 3 credits
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.
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. LU decomposition.
Applications.
3. Vector Spaces: Review of geometric vectors in ℝ2 and ℝ3 space. Norms vectors in ℝ𝑛 and ℂ𝑛 .
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. 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.
5. Eigenvalues and Eigenvectors: Definition of Eigenvalues and eigenvectors, diagonalization.
Cayley-Hamilton theorem.
6. Applications: Solving problems in physical, social and applied sciences.
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.
6. Peter J. Olver and Cheri Shakiban, Applied Linear Algebra
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maintenance. Selection of computers : different types of hardware configuration, hardware selection,
software and cost consideration. Software installation: Low level and high level formatting, Harddisc
partitioning, heterogeneous operating system installation, application software installation and setup.
5. Introduction to system analysis: system development life cycle, case studies, system conversion
techniques, system audits.
6. Management information system: definition, office management, infrastructure, manpower, e-
governance, e-learning etc.
Reference
1. Pradeep K. Sinha, Computer Fundamentals.
2. M. Lutfar Rahman and Alamgir Hossain, Computer Fundamentals.
3. Peter Norton, Introduction to Computer.
Evaluation: Internal Assessment (Laboratory work) 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. Programming in Fortran, Schaum’s Outline Series.
3. Gordon B. Davis & Thomas R. Hoffmann, FORTRAN 77: A Structured, Disciplined Style.
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AMTH 201: Mathematical Analysis 3 credits
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 of functions, properties. Intermediate value theorem (no
proof). Uniform continuity, Differentiation in Rn, Implicit and inverse function theorems
(Statements and verifications, and applications only, no proof).
5. Metric Spaces. Definition and examples. -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.
6. 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.
7. 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. Classes
of integrable functions. Convergence of Improper integrals.
References
1. Fatema Chowdhury and Munibur Rahman Chowdhury, Essentials of Real Analysis.
2. W F Trench, Introduction to Real Analysis.
3. R. G. Bartle, Introduction to Real Analysis.
A. Differential Calculus
1. Vector-valued functions: Introduction to Vector-Valued Functions, Calculus of Vector-Valued
Functions, Tangent lines to graphs of vector-valued functions. Arc length from vector view point.
Arc length parameterization.
2. Curvature: Unit Tangent, Normal, and Binormal Vectors, Curvature of plane and space curves:
Curvature from intrinsic, Cartesian, Parametric and Polar equations. Radius of curvature. Centre
of curvature.
3. Partial Differentiation: Functions of several variables, Graphs of functions of two variables,
Limits and continuity, Partial derivatives, Differentiability, linearization and differentials. The
Chain rule. Partial derivatives with constrained variables, Directional Derivatives and Gradients,
Tangent Planes and Normal Vectors.
4. Extrema of functions of several variables, Lagrange multipliers. Taylor’s formula for functions of
two variables.
B. Integral Calculus
1. Double Integrals: Double Integrals over Nonrectangular Regions, Double Integrals in Polar
Coordinates, Surface Area; Parametric Surfaces and Applications of Double Integrals.
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2. Triple integrals: Volume as a triple integral, Triple Integrals in Cylindrical and Spherical
Coordinates, Centers of Gravity Using Multiple Integrals and Applications of Triple Integrals.
3. Change of Variables in Multiple Integrals; Jacobians.
4. Topics in vector calculus: Vector Fields, Gradiaent, Divergence, curl and their physical
meanings Line Integrals, Green’s Theorem, Surface Integrals, The Divergence Theorem,
Stokes’ Theorem, Applications of Surface Integrals; Flux.
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.
1. Modeling and Differential Equations: The Modeling Approach, A Modeling Adventure, 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: Introduction: Motion of a falling body, Existence and
uniqueness theorem (without proof), Solution of First-order DE’s: Separable, Homogenous,
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, Compartmental analysis, heating and cooling of buildings, Newtonian
mechanics, Electrical circuits.
3. Higher-Order Differential Equations: Introduction: The mass spring oscillator, Homogenous and
Nonhomogenous equations, Reduction of order, Homogenous linear equations with constant
coefficients, Undetermined coefficients, Variation of parameters, Cauchy Euler equations,
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, Homogenous and Non-
homogeneous 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.
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 and Dvid E. Penney, Differential Equations and Boundary-Value Problems:
Computing and Modeling.
4. Nagel, Saff and Sinder, Fundamentals of Differential Equations and Boundary value problems.
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AMTH 204: Advanced Linear Algebra 3 credits
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 Rn and Cn, 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, Quadratric 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. Notions of Group: Definition and examples of groups and subgroups, symmetric and cyclic
groups, normal subgroups and quotient groups, groups of small orders.
6. Applications of linear algebra in solving problems in Mathematics Physical, Social and Applied
sciences.
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.
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.
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.
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AMTH 206: Discrete Mathematics 3 credits
1. Logic and Proofs: Propositional logic and equivalences, Rules of inferences and quantifiers,
Methods of proof.
2. Induction and Recursion: Mathematical induction, Well ordering, Recursive definitions and
structural Induction.
3. Combinatorics: Counting principles. The principle of Inclusion and Exclusion. Pigeonhole
principle. Generating functions. Recurrence relations. Applications to computer operations.
4. Graph theory and applications: Graphs and subgraphs, structure and symmetry of graphs, Graph
isomorphism.Trees and connectivity, Eulerian and Hamiltonian graphs and diagraphs, Directed
graphs, planar graphs.
5. Algorithms on graphs: Introduction to graphs, paths and trees. Shortest path problems: Dijkstra’a
algorithm, Floyd-Warshall algorithm and their comparisons. Spanning tree problems. Kruskal’s
greedy algorithm, Prim’s greedy algorithm and their comparison.
6. Boolean algebra: Boolean functions, Logic Gates, minimization of circuits, Karnaugh maps.
References
1. K. H. Rosen, Discrete Mathematics and Its Applications.
2. RP Grimaldi and BV Ramana, Discrete and Combinatorial Mathematics.
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 downward-sloping 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 Behaviour and Utility: basic concepts, ordinal and cardinal measurements of utility,
consumers preference ordering. Total utility and marginal utility, relationship between them, law
of diminishing marginal utility, equal marginal utilities: 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: Firm’s behavior: main aim, optimal policy, price-taking behaviour, factors
of production-fixed and variable. Costs of production-fixed and variable, total and marginal costs.
7. Pricing of the Factors of Production: Theory of distribution-meaning, factor pricing by marginal
productivity, factor demand, marginal revenue product. Demand for & supply of factors of
production and their curves, least-cost rule. Theories of Wage, Rent, Interest and Profit.
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Evaluation: Incourse Assessment 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. P.A. Samuelson, Economics.
2. P.A. Samuelson and W.D. Nordhaus, Economics.
3. H.R. Varian, Intermediate Microeconomics: A Modern Approach.
References
1. M.G. Bulmer, Principles of Statistics.
2. Richard A. Johnson and Gouri K. Bhattacharyya, Statistics: Principles and Methods.
3. William Navidi, Principles of Statistics for Engineers and Scientists.
4. Wackerly, Mendenhall, Scheaffer, Mathematical Statistics with Applications.
5. Steel &Torie, Principles and Procedures of Statistics.
1. Basic concept of random variable and its types, probability mass function, probability density
function, distribution function, probability distribution and mathematical expectation.
2. Functions of random variables and random vectors: Method of distribution functions, method
of transformations. Method of moment generating functions, probability integral
transformation.
3. Distribution of sum, difference, product and quotient of random variables, functions of
random vectors of continuous and discrete type.
4. Central limit theorem, other limit laws and their applications.
5. Conditional expectations, Chebyshev’s inequality, probability generating function,
characteristic function, inversion theorem.
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6. Sampling distributions: Definition, examples from discrete and continuous populations,
difference from probability distribution. Different methods of finding sampling distribution:
Analytical method, inductive method, geometrical method, method of using characteristic
function, etc. Sampling from the normal distributions, role of normal distribution in statistics,
distribution of sample mean and variance and their independence for normal population.
7. Detailed study of Chi-square ( 𝜒 2 ), Snedecor-Fisher’s 𝐹 and Student’s 𝑡 distribution,
Sampling distribution of correlation and regression coefficients, frequency 𝜒 2 , and their uses.
8. Standard errors of statistics and their large sample approximations. Transformation of
variables including square root, log, sin-inverse etc.
9. Methods of estimation and criteria of estimations.
References
1. John E. Freund, Miller and Miller, Mathematical Statistics with Applications.
2. Weatherbum, C.E., A First course in Mathematical Statistics.
3. Gupta, S.C. and Kapoor, V.K., Fundamental of Mathematical Statistics.
4. Hoog, R.V.& Craig, A.T., An introduction to mathematical statistics.
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AMTH 301: Complex Variables and Fourier Analysis 3 credits
1. Complex Numbers: The Complex Number System, Fundamental Operations with Complex
Numbers, Graphical Representation of Complex Numbers, Polar Form of Complex Numbers,
De Moivre’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. Complex integration: 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. Beta and Gamma function: Introduction, different form of beta function, relationship between
beta and gamma function, reduction of definite integrals to beta and gamma functions.
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. Applications to boundary value problems and integral equation.
References
1. R.V. Churchill & J.W. Brown, Complex Variables and Applications.
2. M. R. Spiegel, Complex Variables, Schaum’s Outline Series.
3. R.V. Churchill & J. W. Brown, Fourier Series and Boundary value problems.
4. E. Kreuszig, Advanced Engineering Mathematics.
5. M. R. Spiegel, Laplace Transforms, Schaum’s Outline Series.
References
1. Kenneth H. Rosen, Elementary Number Theory.
2. G.H. Hardy & E.M. Wright, An Introduction to Theory of Number.
3. I.S. Niven and H.S. Zuckermann, An Introduction to Theory of Number.
4. W.J. LeVeque, Fundamentals of Number Theory.
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AMTH: 303 Partial Differential and Integral Equations 4 credits
1. Mathematical formulation and modeling of physical systems in PDE, well-posed problems,
usual operators and classes of equations, boundary conditions, IVP, BVP, EVP, IBVP.
2. First order equations: Methods for finding general solutions, constant-coefficient advection
equation, liner and quasi-linear equations, methods of characteristics, variable-coefficient
equation, IVP for conservation laws and applications. Solution by ODE method and
separation variables. System of first order equations.
3. Second order PDE: General equations and classifications, constant coefficient equations.
Methods of solutions: separation of variables and eigenfunction expansion methods for one
dimensional heat (heat flow in a rod) and wave equations, nonhomogeneous problems. Initial
BVPs. Two dimensional heat and wave equations.
4. The potential equation: Method of separation variables for Laplace and Poisson equations,
Dirichlet and Neumann problems in rectangular, circular (disk), partially bounded and
unbounded domains, Properties of Harmonic functions. Maximum-Minimum principles,
Mixed BVPs, Eigenvalue problem, Helmholtz equation, Nonhomogeneous boundary
conditions.
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.
2. Paul DuChateau and David Zachmann , Applied Partial Differential Equations.
3. Richard Haberman, Elementary Partial Differential Equations with Fourier series and BVPs.
4. M. Rahman, Integral Equations and their Applications (WIT press).
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
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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.
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.
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. Extrapolation methods-higher order differential equations and systems of differential equations
6. Multi-step methods: Adams-Bashforth, Adams-Moulton, Predictor-Corrector and Hybrid
methods, variable step-size multi-step methods, error and stability analysis.
7. Boundary value problem for ODE: Shooting method for linear and nonlinear problems, Finite
difference methods for linear and nonlinear problems. The Sturm–Liouville eigenvalue problem.
References
1. R.L. Burden & J.D. Faires, Numerical Analysis.
2. M.A. Celia & W.G. Gray, Numerical Methods for Differential Equations.
3. H M Antia, Numerical methods for scientists and engineers.
4. L.W. Johson & R.D. Riess, Numerical Analysis.
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AMTH 306 Mechanics 3 credits
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. Mary Lun, A first course in Mechanics.
2. R. Douglas Gregory, Classical Mechanics.
3. Andrew Paytel, Engineering Mechanics: Dynamics.
4. David Acheson, From Calculus to Chaos An Introduction to Dynamics.
1. 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. 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. 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, 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 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.
6. Complex potential and complex velocity, Stagnation points, Uniform flows, Source, Sink,
Vortex and Doublet. Complex potential due to source, sink, vortex and doublet.
7. 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. 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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References:
1. L. M. Milne-Thomson, Theoretical Hydrodynamics.
2. Hugh L. Dryden, Francis D. Murnaghan, H. Bateman. Hydrodynamics.
3. H. R. Vallentine, Applied Hydrodynamics, Springer.
4. A.J. Hermans, Water Waves and Ship Hydrodynamics, Springer.
5. Bruce R. Munson, Donald F. Young, Theodore H. Okiishi, Fundamentals of Fluid Mechanics.
6. G. Currie, Fundamental mechanics of fluids.
References
1. J. Hull, Options, Futures and Other Derivatives.
2. P. Wilmott, S. Howison and J. Dewynne, The Mathematics of Financial Derivatives: A
Student Introduction.
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5. Transportation and assignment problem: Introduction, Formulation, Solution procedure,
applications.
6. Integer programming: Introduction, Branch and Bound algorithm, Cutting-plane algorithm,
applications.
7. Decision theory and games: Introduction, Minimax-maximin pure strategies, Mixed strategies
and Expected payoff, solution of 2X2 games, solution 2Xn and mX2 games, solution of m x n
games by linear programming, Brown’s algorithm.
References
1. Hamdy. A. Taha. Operation Research.
2. A. Ravindran , D.T. Phillips, J.J. Solberg. Operations Research.
3. B.E. Gillett. Introduction to Operations Research.
4. Anderson, Sweeney, Williams. An Introduction to Management Science.
Part A: Topology
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.
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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 products, 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.
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. D.H. Griffel, Applied Functional Analysis.
6. J N Reddy, Applied Functional Analysis and Variational Methods in Engineering.
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.
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AMTH 403: Physical Meteorology 3 credits
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.
3. Thermodynamics of dry air: Pressure, temperature and ideal gas law; The Maxwell-
Boltzamann distribution, hydrostatic equilibrium, surface pressure and mass of the
atmosphere, 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 Claussius-Clapeyvon
equation, level of cloud formation.
5. 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.
6. 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, Greenhouse effects,
Causes of greenhouse effects, future trends of G H effects, Sea level changes, Impact of 1-
meter sea level rise in Bangladesh.
7. 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. Rodrigo Caballero, Lecture notes in Physical Meteorology.
3. R. R. Rogers and M. K. Yau, A short course in cloud physics.
4. Grant W. Petty, A first course in Atmospheric Radiation.
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.
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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.
2. J.D. Murry, Asymptotic Analysis.
3. F. W. J. Olver, Asymptotics and Special Functions.
4. Ali Hassan Nayfeh, Introduction to Perturbation Techniques.
1. The Wiener process (standard Brownian motion): Review of various constructions. Basic
properties and theorems. Brownian paths are of unbounded variation.
2. The Ito's integral with respect to a Wiener process: Definition and basic properties. Continuous
local martingales. The quadratic variation process. The Kunita-Watanabe inequality.
Continuous semimartingales. The Ito's integral with respect to a continuous semimartingale:
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.
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
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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.
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.
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
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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.
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.
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.
References
1. J. P. Holman, Heat Transfer.
2. Yunus A. Cengel, Heat Transfer, A Practical Approach.
3. Frank Kreith, Raj M. Manglik, Mark S. Bohn, Principles of Heat Transfer.
4. M. Necati Ozisik, Heat Transfer, A Basic Approach.
5. Adrian Bejan and Allan D. Kraus, Heat Transfer Handbook.
25
AMTH 411: Modern Astronomy 3 credits
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.
References
1. Brian Ingalls, Mathematical Modelling in Systems Biology: An Introduction.
2. Fr´ed´eric Cazals, Pierre Kornprobst, Modeling in Computational Biology and Biomedicine: A
Multidisciplinary Endeavor.
3. James Keener and James Sneyd, Mathematical Physiology.
4. S. J. Chapman, A. C. Fowler & R. Hinch, An Introduction to Mathematical Physiology.
5. Johnny T. Ottesen, Mette S. Olufsen, Jesper K. Larsen, Applied mathematical models in
human physiology.
27
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.
Reference
1. C. R. MacCluer, Industrial Mathematics: modeling in industry, science, and government.
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 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.
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References
1. Gilbert Strang, Computational Science and Engineering.
2. Gilbert Strang, Introduction to Applied Mathematics.
The PCEC shall assign each group a project. The members of each group shall work independently
on the assigned project under the supervision of the concerned teacher. The PCEC and the
supervisors will monitor the progress of different projects.
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.
29