DEPARTMENT OF MATHEMATICS

Course Book for

B. Tech, B. Arch and M. Tech. in All Branches

Visvesvaraya National Institute of Technology, Nagpur

October 2015

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Brief about B.Tech Programs:

Department of Mathematics offers various courses in Mathematics and Statistics to undergraduate and
postgraduate students of different Engineering Departments. The Department also offers Master and
Doctorial programs in Mathematics. Faculty members in the Department are highly qualified and
having research collaboration with different National and International Institutions. The Department
has a good computing facility. The areas of interests of the staff members include General Relativity,
Cosmology, Numerical Analysis, Fluid Mechanics, Operator Theory, Functional Analysis, Fixed point
theory, Ordinary Differential Equations and Partial Differential Equations, Nonlinear Analysis, Non-
linear dynamics.

The number of credits attached to a subject depends on number of classes in a week. For example a
subject with 3–1–0(L–T–P) means it has 3 Lectures, 1 Tutorial and 0 Practical in a week. This subject
will have four credits (31+11+01=4). If a student is declared pass in a subject, then he/she gets the
credits associated with that subject. Depending on marks scored in a subject, student is given a
Grade. Each grade has got certain grade points as follows:
Grades AA AB BB BC CC CD DD FF
Grade Points 10 09 08 07 06 05 04 Fail

The performance of a student will be evaluated in terms of two indices, viz., the Semester Grade Point
Average (SGPA) which is the Grade Average for a semester and Cumulative Grade Point Average
(CGPA) which is the Grade Point Average for all the completed semesters at any point in time. SGPA
& CGPA are:
 (CoursecreditsX Grade points)for all coursesexcept audit
SGPA  Semester
 (Coursecredits)for all coursesexcept audit
Semester

 (CoursecreditsX Grade points)for all courseswith pass grade except audit

CGPA  All Semester
 (Coursecredits)for all coursesexcept audit
All Semester

Students can Audit a few subjects, i.e., they can attend the classes and do home work and give exam
also, but they will not get any credit for that subject. Audit subjects are for self enhancement of
students.

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 Details about Faculty members of Mathematics Department

S.No. Name of faculty Member Designation Qualification Area of Specialization

Relativity and
1 Dr. G. P. Singh Professor and Head Ph.D. Cosmology,
Mathematical Modelling

Numerical Analysis,
Numerical Analysis of
2 Dr. P. P. Chakravarthy Associate Professor Ph.D.
Singular Perturbation
problem

Functional Analysis and

3 Dr. Pallavi Mahale Assistant Professor Ph.D.
Operator equations

Functional Analysis,
4 Dr. R. P. Pant Assistant Professor Ph.D. General Topology,
Fixed point theory

Partial Differential
Equations, Spectral
5 Dr. G. Naga Raju Assistant Professor Ph.D.
Element Methods,
Parallel Computing.

6 Dr. M. Devakar Assistant Professor Ph.D. Fluid Dynamics

Algebraic Topology and

7 Dr. V. V. Awasthi Assistant Professor Ph.D. its Application

Numerical Analysis,
8 Dr. Pradip Roul Assistant Professor Ph.D.
ODE, Fractional Calculus

9 Dr. Deepesh Kumar Patel Assistant Professor Ph.D. Fixed Point Theory

10 Dr. Jyoti Singh Assistant Professor Ph.D. Commutative Algebra

11 Dr. A. Satish Kumar Assistant Professor Ph.D. Approximation Theory

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 Scheme of Instruction for B. Tech

I Semester II Semester

Code Course L-T-P Cr Code Course L-T-P Cr

Mathematics - I Mathematics - II
MAL 101 3-1-0 4 MAL 102 3-1-0 4
Mathematics
MAL 103 3-1-0 4
(for B.Arch)
III Semester IV Semester
Integral Transforms and Numerical Methods and
MAL 201 Partial Differential 3-1-0 4 MAL 203 Computation 3-1-0 4
Equations
Numerical Methods and Linear Algebra and
MAL 203 3-1-0 4 MAL 204 3-1-0 4
Computation Applications
Complex variables and Discrete Mathematics and
MAL 207 Partial Differential 3-1-0 4 MAL 206 Graph Theory 3-1-0 4
equations
Probability Theory and Probability Theory and
MAL 208 3-1-0 4 MAL 208 3-1-0 4
Statistical Methods Statistical Methods
V/ VII Semesters VI/VIII Semesters
Introduction to Financial Mathematics
MAL 301 3-0-0 3 MAL304 3-0-0 3
Operations Research
Fractional Calculus Wavelet Analysis
MAL 302 3-0-0 3 MAL 305 3-0-0 3
Calculus of variations Numerical Linear Algebra
MAL 303 3-0-0 3 MAL403 3-0-0 3
and Integral equations
Finite Difference Application of Operational
MAL 401 methods for 3-0-0 3 MAL 405 Research Techniques in 3-0-0 3
Differential Equations Construction Management
Statistical Analysis and Statistics & Optimization
MAL 408 3-0-0 3 MAL407 3-0-0 3
Queuing Theory Techniques
Perturbation Methods Introduction to Finite
MAL406 3-0-0 3 MAL 409 3-0-0 3
Element Method
Statistics &
MAL407 Optimization 3-0-0 3
Techniques

Scheme of Instruction only for M. Tech.

I Semester II Semester

Code Course L-T-P Cr Code Course L-T-P Cr

Applied Linear MAL 503 Optimization
MAL 504 3-0-0 3 3-0-0 3
Algebra Techniques
Mathematical
MAL 505 elements for 3-0-0 3
Engineers
Statistical methods
MAL 506 3-0-0 3
for Urban Planning

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 Syllabus
Note: For all text books/reference books, the latest editions are requested to use.

MAL101 - MATHEMATICS-I [(3-1-0); Credit: 4]

Objective: The objective of this subject is to expose student to understand the basic importance of
Differential calculus, Integral calculus, Infinite series and Matrix theory in science and engineering.

Differential Calculus: Functions of single variable: Review of limit, continuity and differentiability.
Mean value theorems: Rolle’s theorem, Lagrange’s theorem, Cauchy’s theorem, Taylor’s theorem
with Lagrange’s form of remainder, curve tracing.
Integral Calculus: Fundamental theorem of Integral calculus, mean value theorems, evaluation of
definite integrals, applications in area, length, volumes and surface of solids of revolutions, Improper
integrals: Beta and Gamma functions, differentiation under integral sign.
Infinite series: Sequences, Infinite series of real and complex numbers, Cauchy criterion, tests of
convergence, absolute and conditional convergence, improper integrals, improper integrals depending
on a parameter, uniform convergence, power series, radius of convergence.
Matrices: Rank of matrix, consistency of a system of equations, linear dependence and
independence, linear and orthogonal transformations, Eigen values and eigen vectors, Cayley –
Hamilton theorem, reduction to diagonal form, Hermitian and skew Hermitian matrices, Quadratic
forms.

Text Books:
1. Kreyszig, E. ; Advanced Engineering Mathematics (Eighth Edition); John Wiley & Sons.
2. Jain, R.K. and Iyengar, S.R.K.; Advanced Engineering Mathematics; NarosaPublishers .
3. Thomas, G.B. and Finney, R.L.; Calculus and Analytic Geometry (Ninth Edition); Addison
Wesley Longman, Inc.

Reference Books:
1. Michael D. Greenberg: Advanced Engineering Mathematics, Pearson Education Pvt. Ltd.
2. Piskunov, N. : Differential and Integral calculus, Vol. 1, Vol. 2, MIR Publishers, Moscow -
CBS Publishers and Distributors (India).

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MAL102 - MATHEMATICS-II [(3-1-0); Credit: 4]

Objective: The objective of this subject is to expose student to understand the basic importance of
multi variable calculus (Differential calculus & Integral calculus), Vector calculus and ordinary
differential equations in engineering.

Limit, continuity and differentiability of functions of several variables, partial derivatives and their
geometrical interpretation, Tangent plane and normal line. Euler’s theorem on homogeneous
functions, Total differentiation, chain rules, Jacobian, Taylor’s formula, maxima and minima,
Lagrange’s method of undetermined multipliers.

Multiple Integrals: Double and triple integrals, change of order of integration, change of variables,
application to area, volumes, Mass, Centre of gravity.

Vector Calculus: Scalar and vector fields, gradient of scalar point function, directional derivatives,
divergence and curl of vector point function, solenoidal and irrotational motion.

Vector integration: line, surface and volume integrals, Green’s theorem, Stoke’s theorem and Gauss
divergence theorem (without proof).

Ordinary Differential Equations:

First order differential equations: Exact equation, Integrating factors, Reducible to exact differential
equations, Linear and Bernoulli’s form, orthogonal trajectories, Existence and Uniqueness of
solutions. Picard’s theorem, Picard’s iteration method of solution (Statements only).

Solutions of second and higher order linear equation with constant coefficients, Linear independence
and dependence, Method of variation of parameters, Solution of Cauchy’s equation, simultaneous
linear equations.

Text Books:
1. Kreyszig, E. ; Advanced Engineering Mathematics (Eighth Edition); John Wiley & Sons.
2. Jain, R.K. and Iyengar, S.R.K.; Advanced Engineering Mathematics; Narosa Publishers.
3. Thomas, G.B. and Finney, R.L.; Calculus and Analytic Geometry (Ninth Edition); Addison
Wesley Longman, Inc.

Reference Books:
1. Piskunov, N. : Differential and Integral calculus, Vol.1, Vol.2 MIR Publishers, Moscow - CBS
Publishers and Distributors (India).
2. Michael D. Greenberg: Advanced Engineering Mathematics, Pearson Education Pvt. Ltd.

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MAL 103 – Mathematics (for B. Arch) [3-1-0; Credits 4]

Objective: The objective of this subject is to expose student to understand the basic concepts of
differential and integral calculus, ordinary differential equations, matrix theory, three dimensional
geometry and basic statistics.

Calculus:
Tangent and Normal, Maxima and minima of functions of one variable, Curvature (Cartesian and
Parametric form), Curve tracing, Taylor’s and Maclaurin’s expansion for one variable, Indeterminate
forms, partial differentiation, Maxima and minima of functions of two variables.
Double integrals, Calculation of areas using double integrals (Cartesian and Polar), Applications of
double integrals for Centre of gravity and Moment of inertia.

Ordinary Differential Equations:

First order ODEs: Method of solution, orthogonal trajectories, Newton’s law of cooling.
Second and higher order linear ODEs: Solution of homogeneous and non-homogeneous linear
equations with constant coefficients, Applications

Matrices:
Review of inverse of a square matrix using Adjoint matrix. Rank of a matrix, consistency and
inconsistency of system of linear equations, solution of LPP using graphical method.

Three Dimensional Geometry:

Directional Cosines and ratio’s, angle between two lines, equations of straight line, coplanar lines,
equation of plane, shortest distance between lines and planes, tangent plane and normal line,sphere.

Statistics:
Arithmetic mean, median, mode, standard deviation and variance, regression and correlation;
Curve fitting, method of least squares (Straight line and parabola).

Reference Books:

1. Kreyszig, E., Advanced Engineering Mathematics, 8th Edition, John Wiley & Sons, New York 2008.
2. Thomas G.B., Calculus and Analytical Geometry, Addison Wesley, London, 1998.
3. Grewal B.S., Higher Engineering Mathematics, Khanna Publishers, New Delhi, 2011.
4. Jain, R.K. and Iyengar, S.R.K.; Advanced Engineering Mathematics; Narosa Publishers 2005.
5. Piskunov, N. : Differential and Integral calculus, Vol. 1, Vol. 2, MIR Publishers, Moscow - CBS Publishers
and Distributors (India),1996.
6. James Stewart, Calculus -Early Transcendental, Thomson Brooks/Cole, 2008.

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MAL201: Integral Transforms and Partial Differential Equations [(3-1-0); Credit: 4]

Objective: The objective of this subject is to expose student to understand the importance of transform
techniques to solve real world problems. It also focuses the partial differential equations and its
applications in science and engineering.

Laplace Transforms: Definition of Laplace Transforms, Linearity property, condition for existence
of Laplace Transform, first and second shifting properties, transforms of derivatives and integrals,
evaluation of integrals by Laplace Transform. Inverse Laplace Transform, convolution theorem,
Laplace Transform of periodic functions, unit step function and Dirac delta function. Applications of
Laplace Transform to solve ordinary differential equations.

Fourier Series and Fourier Transforms: Fourier series, half range sine and cosine series
expansions, exponential form of Fourier series. Fourier integral theorem, Fourier transform, Fourier
Sine and cosine Transforms, Linearity, scaling, frequency shifting and time shifting properties,
convolution theorem.

Partial differential equations: Classification of linear second order PDEs, method of separation of
variables, Solution of One dimensional wave equation, heat equation, Laplace equation (Cartesian and
polar forms), D’Alembert solution of wave equation.

Z-transform: Z - transform, Properties of Z-transforms, Convolution of two sequences, inverse Z-

transform, Solution of Difference equations.

Text Books:
1. Kreyszig, E. ; Advanced Engineering Mathematics (Eighth Edition); John Wiley & Sons.
2. Jain, R.K. and Iyengar, S.R.K.; Advanced Engineering Mathematics; Narosa Publishers.

Reference Books:
1. Thomas, G.B. and Finney, R.L.; Calculus and Analytic Geometry (Ninth Edition); Addison
Wesley Longman, Inc.

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MAL203 - Numerical Methods and Computation [(3-0-1); Credit: 4]

Objective: The objective of this subject is to make the students aware of the numerical methods for
the solution of scientific problems which cannot be solved analytically.

Interpolation : Existence, Uniqueness of interpolating polynomial, error of interpolation -

unequally spaced data; Lagrange’sformula, Newton’s divided difference formula. Equally spaced
data : finite difference operators and their properties, Gauss’s forward and backward,
Sterling’s formulae - Inverse interpolation - Hermite interpolation.

Differentiation : Finite difference approximations for first and second order derivatives.

Integration : Newton-cotes closed type methods; particular cases, error terms - Newton cotes
open type methods - Romberg integration Gaussian quadrature; Legendre formulae.

Solution of nonlinear and transcendental equations: RegulaFalsi method, Newton-Raphson

method, Newton Raphson method for system of nonlinear equations.

Solution of linear algebraic system of equations: LU Decomposition, Gauss-Seidal methods;

solution of tridiagonal system. Ill conditioned equations. Eigen values and eigenvectors : Power and
Jacobi methods.

Solution of Ordinary differential equations:

Initial value problems: Single step methods; Taylor’s, Euler’s, Runge-Kutta methods, Implicit
RungeKutta methods Boundary value problems: Finite difference methods, Shooting method.

Text Books:
1. Jain, Iyengar and Jain : Numerical Methods for Engineers and Scientists, Wiley Eastern.
2. S. D. Cante and C. de Boor, Elementary Numerical Analysis, an algorithmic approach,
McGraw-Hill.

Reference Books:
1. Gerald and Wheatley : Applied Numerical Analysis, Addison-Wesley.
2. Aitkinson : Numerical Analysis, John Wiley and Sons.

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MAL204 - Linear Algebra and Applications [(3-1-0); Credit: 4]

Objective: The objective of this subject is to expose student to understand the basic importance of
Linear Algebra and its applications its applications to science and engineering.

Matrices: Review of Matrix Algebra; Rank of matrix; Row reduced Echelon form; Determinants and
their properties; Solution of the matrix Equation Ax = b; Gauss eliminationmethod.

Vector space, subspaces, linear dependence/independence, basis, dimension, linear transformation,

range space and rank, null space and nullity, rank nullity theorem, matrix representation of a linear
transformation, linear operators on Rn and theirrepresentation as square matrices, invertible linear
operators, inverse of a non-singular matrix, eigenvalues and eigenvectors of a linear operator,
properties of eigenvalues and eigenvectorsof Hermitian, skew-Hermitian, unitary, and normal matrices
(symmetric, skew-symmetric,and orthogonal matrices), characteristic equation, bounds on
eigenvalues,Cayley-Hamiltontheorem, diagonalizability of a linear operator, invariant sub spaces,
annihilators, minimal polynomials.
Inner product spaces, norm; orthonormal sets, Gram-Schmidt orthogonalisation process;projections
and least squares approximation, Ad-joint operator, normal, unitary and self-adjoint operator. Spectral
theorem for normal operator, applications of linear algebra in engineering.

Text books:
(1) G. Strang, Linear algebra and its applications , Thomson Publications.
(2) E. Kreyszig, Advanced engineering mathematics, John Wiley publications .

References:
(1) Hoffman and Kunje, Linear Algebra, Prentice Hall of India.
(2) S. Kumaresan, Linear algebra - A Geometric approach, Prentice Hall of India.
(3) Nagpaul, First course in Linear Algebra, Wiley Eastern Ltd, New Delhi.

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MAL206 –Discrete Mathematics and Graph Theory [(3-1-0); Credit: 4]

Objective: The objective of this subject is to make the students aware of sets, relations, functions,
Boolean algebra and graph theory and its applications in science and engineering.

Sets and propositions: Combinations of sets, Finite and Infinite sets, uncountably infinite sets,
principle of inclusion and exclusion, mathematical induction. Propositions, fundamentals of logic, first
order logic, ordered sets.

Permutations, combinations, numeric functions, generating functions.

Recurrence relations and recursive algorithms : recurrence relations, linear recurrence relations with
constant coefficients, homogeneous solutions, particular solutions, total solutions, solution by the
method of generating functions, sorting algorithm.

Relations and functions : properties of binary relations, equivalence relations and partitions, partial and
total ordering relations, Transitive closure and Warshal’s algorithm.

Boolean algebra : Chains, Lattices and algebraic systems, principle of duality, basic properties of
algebraic systems, distributive and complemented lattices, boolean lattices and algebras, uniqueness of
finite boolean algebras, boolean expressions and functions.

Graphs and planar graphs : Basic terminology, multigraphs and weighted graphs, paths and circuits,
shortest paths in weighted graphs, Eulerian paths and circuits, Hamiltonian paths and circuits.
Colourable graphs, Chromatic numbers, Five colour theorem and Four colour problem. Trees and cut-
sets : trees, rooted trees, path lengths in rooted trees, spanning trees and BFS & DFS algorithms,
minimum spanning trees and Prims &Kruskal’s algorithms.

Text Books:
1. Mott, Kandel and Baker, Discrete Mathematics for Computer Scientists, PHI.
2. C.L.LIU, Elements of Discrete Mathematics, McGraw Hill.
3. Tremblay and Manohar, Discrete Mathematical Structures with applications to Computer
Science, McGraw Hill Book Co.

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MAL207 - Complex Variables and Partial Differential Equations [(3-1-0); Credit: 4]

Objective: The objective of this subject is to expose student to understand the importance of complex
variables. It also focuses the partial differential equations and its applications in science and
engineering.

Laplace Transforms: Definition of Laplace Transforms, Linearity property, condition for existence
of Laplace Transform, first and second shifting properties, transforms of derivatives and integrals,
evaluation of integrals by Laplace Transform. Inverse Laplace Transform, convolution theorem,
Laplace Transform of periodic functions, unit step function and Dirac delta function. Applications of
Laplace Transform to solve ordinary differential equations.

Complex variable: Functions of a complex variable - continuity - differentiability - analytic

functions - complex integration - Cauchy’s integral theorem. Cauchy’s integral formula,
Taylor’s theorem - Laurent’s theorem , zeros of an analytic function – singularities, Residue -
Cauchy’s residue theorem - contour integration.

Fourier Series and Fourier Transforms: Fourier series, half range sine and cosine series
expansions, exponential form of Fourier series. Fourier integral theorem, Fourier transform, Fourier
Sine and cosine Transforms, Linearity, scaling, frequency shifting and time shifting properties,
convolution theorem.

Partial differential equations: Classification of linear second order PDEs, method of separation of
variables, Solution of One dimensional wave equation, heat equation, Laplace equation ( Cartesian and
polar forms), D’Alembert solution of wave equation.

Text Books:
1. Kreyszig, E. ; Advanced Engineering Mathematics (Eighth Edition); John Wiley & Sons, 1998
2. R.V. Churchill and Brown : Complex variables and applications, McGraw Hill, 2001.

Reference Books:
1. Jain, R.K. and Iyengar, S.R.K.; Advanced Engineering Mathematics; Narosa Publishers, 2005.
2. Copson, E.T. : Theory of complex variables, Oxford University Press, 1988.

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MAL 208 - Probability Theory and Statistical Methods [(3-1-0); Credit: 4]

Objective: The objective of this subject is to expose student to understand the importance of
probability theory and statistical analysis in science and engineering.

Probability

Random Variable & Probability Distributions: Random Variables, Density function, distribution
function for continuous and discrete random variables, Joint distributions.
Mathematical Expectation: Mathematical Expectation, The variance and Standard deviation , Moment
Generating Function, Characteristic Function.
Special Probability Distributions: Some special probability distributions like Binomial Poisson,
Geometric, Normal, Uniform, Exponential Gamma Beta, Chi-Square, Students ‘t’, F-distribution and
Weibull Distribution.

Statistics
Moments, correlation, covariance and regression.
Sampling Theory: Population Parameter, Sample Statistics, Sampling distributions, Sample
mean,Sampling distribution of means, The Sample variance, The sampling distribution of variance.
Estimation Theory: Point estimate and Interval Estimates, Reliability, Confidence interval estimates of
population parameters, confidence intervals for means , proportions and variance .
Tests of Hypothesis and Significance: Statistical decisions, Tests of hypothesis and significance. Type
I and Type II errors. Level of significance, one tailed and two tailed tests.Tests involving small
samples and large samples. Fitting theoretical distributions to sample frequency distribution .The chi-
square test for goodness of fit.

Text Books:
1. Paul L. Meyer, Introductory Probability and Statistical Applications,Addison Wesley.
2. Miller and Freund: Probability and Statistics for Engineers Eastern Economy Edition, PHI.
3. E.Parzen: Modern Probability Theory and Its Applications J. Wiley and Sons Inc., New
York.

Reference Books:
1. M.R.Speigal: Probability and Statistics, McGraw-Hill, 1995.
2. V.K. Rohatgi and A.K.M. EhsanesSateh: An Introduction to Probabability and Statistics, John
Wiley & Sons.

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MAL301– Introduction to Operations Research [(3-0-0); Credit: 3]

Objective: The objective of this subject is to expose student to understand the optimization technique
for solving Linear and Non Linear programming problems.

Linear Programming : Formulation of a Linear Programming Problem - Graphical solution - Simplex

method (including Big M method and two phase method) - Dual problem - duality theory - dual
simplex method - revised simplex method.

Transportation problem - existence of solution - degeneracy - MODI method.

Assignment problem: travelling salesman problem.

Dynamic programming: Multistage decision process-concept of sub optimization-principle of

optimality-computational procedure in dynamic programming -Application to problems involving
discrete variables, continuous variables and constraints involving equations and inequalities.

Nonlinear programming problem (NLPP): Constrained NLPP, Lagrange’s multipliers method -convex
NLPP, Kuhn-Tucker conditions.

Text Books:
1. J.C. Pant : Introduction to Optimisation: Operations Research, Jain Brothers, New Delhi.
2. KantiSwarupet. al. : Operations Research, Sultan Chand and Co.
3. H.A.Taha: Operations Research, An Introduction , PHI.

Reference Books :

1. S.S. Rao: Engineering Optimization : Theory & Practice, New Age International (p) Limited,
1998.
2. H.M.Wagner : Principles of Operations Research, Prentice Hall of India, New Delhi, 1982.
3. Kambo : Mathematical Progamming Techniques, East-West Publishers, New Delhi, 2008.

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MAL302–Fractional Calculus [(3-0-0); Credit: 3]

Objective:
The main objective of this course is to introduce the fractional-order calculus and its applications in
science and engineering.

Functions used in Fractional Calculus.

Gamma Function, Beta Function, Mittag-Leffler Function, Wright Function, Hyper geometric
Functions.

Fractional Derivatives and Integrals.

Grünwald-Letnikov Fractional Derivatives, Riemann- Liouville Fractional Derivative, Riemann-
Liouville Fractional Integral, Caputo’s Fractional Derivative, Fractional Integral Equations (First and
Second kind), Geometric and Physical Interpretation of Fractional Integration and Fractional
Differentiation. Left and Right Fractional Derivatives. Properties of Fractional Derivatives. Laplace
Transforms of Fractional Derivatives and Fractional Integrals. Fourier Transforms of Fractional
Derivatives and Fractional Integrals.

Linear Fractional Differential Equations.

Fractional Differential Equation of a General Form, Existence and Uniqueness Theorem as a Method
of Solution, Dependence of a Solution on Initial Conditions.

Methods for the Solution of Fractional-order Equations.

The Laplace Transform Method, The Mellin Transform Method, Power Series Method. Babenko's
Symbolic Calculus Method, Fractional Green’s function.

Text Books:

1. I. Podlubny, Fractional Differential Equations, Academic Press, San Diego, 1999.

2. S. Das, Functional Fractional Calculus, Springer Berlin, 2011.

Reference Books:

1. Miller KS & Ross B. An introduction to the fractional calculus. New York: John Wiley.
2. Oldham KB &Spanier J. The fractional calculus. New York: Academic Press.
3. A.A Kilbas, H.M. Srivastava, and J.J. Trujillo, J.J. Theory and Applications of Fractional
Differential Equations, Elsevier, Amsterdam.

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MAL303- Calculus of Variations and Integral equations [(3-0-0); Credit: 3]

Objective: The objective of this subject is to expose student to understand the basic importance of
special functions, calculus of variations and integral equations.

Special Functions: Series solutions, Frobenius method, Legendre equation, Bessel equation, Legendre
Polynomials, Bessel function of first kind, Sturm – Liouville Problems.

Calculus of Variations: Variation and its properties, Euler’s equation, Functional dependent on
higher order derivatives, functional dependent of the functions of several independent variables,
variational problems in parametric form, applications, variational problems with moving boundaries,
variational problems involving a conditional extremum, Direct methods – Ritz method, Kantorovich’s
method.

Integral Equations:Volterra Integral Equations: Basic concepts, Relationship between linear

differential equations and Volterra integral equations,Resolvent Kernel of Volterra Integral equation,
Solution of integral equations by Resolvent Kernel, Method of successive approximations,
Convolution type equations, Solution of integral differential equations with the aid of Laplace
transformation.

Fredholm Integral equations:Fredholm equations of the second kind, Fundamentals - Iterated

Kernels, Constructing the resolvent Kernel with the aid of iterated Kernels, Integral equations with
degenerate kernels, Characteristic numbers and eigenfunctions, Solution of homogeneous integral
equations with degenerate kernel, Non-homogeneous symmetric equations,Fredholm alternative.

Text Books:
1. I.Sneddon, The Use of Integral Transforms (Tata McGraw Hill), 1974.
2. Hildebrand, Methods of Applied Mathematics, Dover Publications; 2nd edition, 1992.
3. L. Elsgolts, Differential equations and calculus of variations, MIR publisher, Moscow.

Reference Books:
1. Krasnov, Problems and Exercises in Integral Equations (Mir Publ.), 1971.
2. Ram P Kanwal, Linear Integral Equations (Academic Press), 1971.
3. F.G.Tricomi, Integral Equations, Dover Publications, (1985).
4. R. V. Churchill and J. W. Brown, Fourier series and boundary value problems (7th Edition),
McGraw-Hill (2006).
5. Jain, R.K. and Iyengar, S.R.K.; Advanced Engineering Mathematics; Narosa Publishers, 2005.
6. E. Kreyszig, Advanced engineering mathematics (8th Edition), John Wiley (1999).

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MAL304–Financial Mathematics [(3-0-0); Credit: 3]
Prerequisite: Probability and Statistics for Engineering (MAL 205) and Operations Research (MAL
301).

Objective:
The main objective of this course is to introduce the financial mathematics and is applications to
marketing.

Some Basic definitions and terminology.

Basic Theory of Option Pricing: Single and Multi-Period Binomial Pricing Models, Cox-Ross-
Rubinstein (CRR) Model, Black-Scholes Formula for Option Pricing as a Limit of CRR Model.

Brownian and Geometric Brownian Motion, Theory of Martingales. Stochastic Calculus, Stochastic
Differential Equations, Ito’s Formula to Solve SDE’s.Applications of Stochastic Calculus in Option
Pricing.

Mean-Variance Portfolio Theory: Markowitz Model of Portfolio Optimization and Capital Asset
Pricing Model (CAPM). Limitations of Markowitz Model and New Measures of Risk.

Interest Rates and Interest Rate Derivatives: Binomial Lattice Model, Vasicek, Hull and White Models
for Bond Pricing.

Text books:

1. D. G. Luenberger: Investment Science, Oxford University Press.

2. M. Capińsky and T. Zastawniak: Mathematics for Finance: An Introduction to Financial
Engineering, Springer.
3. Thomas Mikosch: Elementary Stochastic Calculus with Finance in view, World Scientific.
4. Suresh Chandra, S. Dharmaraja, AparnaMehra, R. Khemchandani: Financial Mathematics: An
Introduction, Narosa Publishing House.

Reference Books:
1. S. E. Shreve: Stochastic Calculus for Finance, Vol. I & Vol. II, Springer.
2. Sean Dineen: Probability Theory in Finance: A Mathematical Guide to the Black-Scholes
Formula, American Mathematical Society, Indian edition.

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MAL305–Wavelet Analysis [(3-0-0); Credit: 3]

Objective: The main objective of this course is to introduce the wavelet Analysis.

Heuristic treatment of the wavelet transform – wavelet transform – Haar wavelet expansion :Haar
functions and Haar series, Haar sums and Dyadic projections, completeness of the Haar functions,
Haar series in C0 and Lp spaces, pointwise convergence of Haar series, construction of standard
Brownian motion, Haar function representation of Brownian motion – Multiresolution analysis :
Orthogonal systems, scaling functuions, from scaling function to MRA, Meyer wavelets, from scaling
function to orthonormal wavelet – Wavelets with compact support : from scaling filter to scaling
function, explicit representation of compact wavelets, Daubechies recipe, Hernandez-Weiss recipe,
smoothness of wavelets - convergence properties of wavelet expansions: wavelet series in Lp spaces,
large scale analysis, almost everywhere convergence, convergence at a preassigned point – Wavelets
in several variables: tensor product of wavelets, general formulation of MRA and wavelets in R d,
Examples of wavelets in Rd.

Text Books:

1. Mark A. Pinsky : Introduction to fourier analysis and wavelets, Cenage Learning India Pvt.
Ltd, 2002.
2. M.V.Altaisky :Wavewlets Theory, Applications Implementation, University Press, 2009

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MAL401–Finite Difference methods for Differential equations [(3-0-0); Credit: 3]

Objective: The objective of this subject is to expose student to understand the importance of finite
difference methods for solving ordinary and partial differential equations.

Finite difference methods: finite difference approximations for derivatives, boundary value problems
with explicit boundary conditions, implicit boundary conditions, Quasilinearization, Cubic splines and
their application for solving two point boundary value problems.

Solution of Partial Differential Equations: Classification of partial differential equations, finite

difference approximations for partial derivatives and finite difference schemes for:

Parabolic equations: Schmidt’s two level, multilevel explicit methods, Crank-Nicolson’s method.

Hyperbolic Equations : Explicit methods, implicit methods, one space dimension, two space
dimensions.

Elliptic equations: Laplace equation, Poisson equation, iterative schemes.

Computation using MATLAB.

Text Books:
1. G.D. Smith: Numerical solution of Partial Differential equations, Finite Difference methods,
Oxford University Press, 1985.
2. M.K. Jain, S.R.K. Iyengar& R.K. Jain: Numerical Methods for Scientific & Engineering
Computation, New Age International Publishers, 1996.

Reference Books:

1. DR. LotharCollatz : The numerical treatment of differential equations, Springer-Verlag, New

York 1960.
2. K.W. Morton & D.F. Mayers: Numerical solution of Partial differential equations, Cambridge
University press. 2005.
3. M.K. Jain : Numerical solution of Differential equations, Wiley Eastern, New Delhi, 1984.

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MAL 403 – Numerical Linear Algebra [(3-0-0); Credit: 3]

Objective: The objective of this subject is to expose student to understand the basic importance of
Linear Algebra and numerical linear algebra and its applications to science and engineering.

Special Matrices, Vector and Matrix Norms, SVD. Floating Point Numbers and Errors. Stability,
Conditioning and Accuracy. Gauss Elimination and Linear Systems, LU Factorization using Gaussian
Elimination, Stability of Gaussian Elimination, Basic Results on Existence and Uniqueness, Some
Applications Giving Rise to Linear Systems of Problems, LU Factorization Methods, Conditioning
and Pivoting, Inverses and Determinants. Iterative Methods for Large and Sparse Problems: Gauss
Seidal, SOR, Chebyshev Acceleration, Conjugate Gradient Method, Preconditioning. QR
Factorization, SVD, and Least Squares Solutions. Numerical Eigenvalue Problems, Generalized
Eigenvalue Problem.

Text Books:

1. G. H. Golub and C. F. van Loan: Matrix Computations, Johns Hopkins University Press, 1984.

2. L. N. Trefethen and D. Bau, III: Numerical Linear Algebra, SIAM, 1997.

3. G. Allaire and S. M. Kaber: Numerical Linear Algebra, Springer, 2007.

4. B. N. Datta: Numerical Linear Algebra and Applications, Springer, 2008.

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MAL405 - Application of Operational Research Techniques in Construction Management
[(3-0-0);Credit: 3]

Objective: The objective of this subject is to expose student to understand the importance of
operational research to solve problems related to construction management.

Introduction to linear programming, transportation and assignment problems.Dynamic programming

waiting line models.
Inventory Management, Sequencing, Decision theory, Game theory, Simulation as applied to
construction. Modifications and improvements on CPM/PERT techniques applications to construction
management.

Text books:

1. N. D. Vohra : Quantitative Techniques in Management , The Mc. Graw Hill Companies.

2. J.C. Pant, Introduction to Optimization : Operations Research Jain Brothers, New Delhi.
3. H.M.Wagner : Principles of Operations Research, Prentice Hall of India, New Delhi.
4. Kambo : Mathematical Progamming Techniques, East-West Publishers, New Delhi.

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MAL406–Perturbation Methods [(3-0-0); Credit: 3]

Objective: The objective of this subject is to expose student to understand the advanced methods to
tackle special class of linear and non linear problems which occur frequently in science and
engineering.

Approximate Solution of Linear Differential equations:

Classification of singular points of Homogeneous linear equations, Local behavior near ordinary
points of homogeneous linear equations, Local series expansions about regular singular points
homogeneous linear equations, Local behavior at irregular singular points of homogeneous linear
equations, Irregular singular point at infinity, Local analysis of Inhomogeneous Linear equations,
Asymptotic Relations, Asymptotic series.

Approximate Solution of Nonlinear Differential equations:

Spontaneous Singularities, Approximate solutions of first order non linear equations, Approximate
solutions to Higher order nonlinear differential equations, non linear autonomous systems.

Perturbation Methods
Perturbation theory: elementary introduction, application to polynomial equations and initial value
problems for differential equations. Regular and singular perturbation theory: classification of
perturbation problems as regular and singular, introductory examples of boundary – layer, WKB and
multiple scale problems.
Asymptotic Matching: Matched asymptotic expansions, application to differential equations.

Boundary Layer theory

Introduction to Boundary – Layer theory: Linear and nonlinear examples.
Mathematical Structure of Boundary Layers: Inner, outer and intermediate limits.
Higher order boundary layer theory: Uniformly valid global approximants to simple boundary value
problems.
Distinguished Limits and Boundary layers of thickness   : illustrative examples
Miscellaneous Examples of Linear Boundary Layer problems, Non Linear Boundary Layer problems.

Text Books:

1. Advanced Mathematical methods for Scientists and Engineers by Carl M. Bender & Steven A.
Orszag, McGraw Hill Inernational , 1999.
2. Perturbation Methods by Ali HasanNayfeh, John Wiley & Sons, New York, 2007.

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MAL 407 - Statistics & Optimization Techniques [(3-0-0); Credit: 3]

Objective: The objective of this subject is to expose student to understand the importance of statistical
analysis. It also focuses the optimization techniques to solve linear and nonlinear programming
problems.

Statistics

Sampling Theory: Population Parameter, Sample Statistics, Sampling distributions, Sample mean,
Sampling distribution of means, the sample variance, the sampling distribution of variance.

Estimation Theory: Point estimate and interval estimates, reliability, confidence interval estimates of
population parameters, confidence intervals for means, proportions and variance.

Tests of Hypothesis and Significance: Statistical decisions, tests of hypotheses and significance,
Type I and Type II errors, level of significance, one tailed and two tailed tests. Tests involving small
samples and large samples, fitting theoretical distributions to sample frequency distribution, The chi-
square test for goodness of fit.

O. R. Techniques

Linear Programming: Formulation of linear programming problem, Graphical solution- simplex

method (including Big M method and two phase method), dual problem- duality theory, dual simplex
method, revised simplex method.

Transportation problem: Existence of solution-degeneracy- MODI method; Assignment problem-

traveling salesman problem

Nonlinear programming problem (NLPP): Constrained NLPP, Lagrange’s multipliers method –

convex NLPP, Kuhn-Tucker conditions.

Text Books:
1. M.R. Speigel: Probability and Statistics, McGraw-Hill, 1995.
2. H.A. Taha : Operation Research Prentice Hall of India Pvt. Ltd, 1998.

Reference Books:
1. J.C. Pant, Introduction to Optimization: Operations Research Jain Brothers, New Delhi, 2004.
2. Miller and Freund, Probability and Statistics for Engineers, Economy Edition, PHI, 8th
Edition, 2011.

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MAL408 - Statistical Analysis & Queuing Theory [(3-0-0); Credit: 3]

Objective: The objective of this subject is to expose student to understand the importance of statistical
analysis. It also focuses on waiting time models.

Testing of Hypotheses: Neyman Pearson theory of testing of Hypotheses: Some fundamental notions
of hypotheses testing, Neyman Pearson lemma, unbiased and invariant tests, generalized likelihood
ratio tests, Chi – Square test, t – tests, F – tests, Bayes and minimax procedures, methods of finding
confidence intervals, unbiased and equivariant confidence intervals.

Stochastic Processes: Introduction, classification of stochastic processes, the Bernoulli process, the
Poisson process, Renewal process, availability analysis, random incidence, renewal model of program
behavior.

Discrete-Parameter Markov Chains: Introduction, computation of n- step transition probabilities,

state classification and limiting distributions, distribution of times between state changes, irreducible
finite change with A periodic states, the M/G/1 Queuing system, discrete parameter Birth-Death
processes, finite Markov chains with absorbing states.

Continuous – Parameter Markov Chains: Introduction, the Birth and death process, other special
cases of Birth –death Model, non Birth-Death processes, Markov chains with absorbing states.

Networks of Queues: Introduction, open queuing networks, closed queuing networks, non
exponential service-time distributions and multiple job types, Non – product- Form Networks.

Regression , correlation and Analysis of Variance: Introduction, Least squares curve fitting, the
coefficient of determination, confidence intervals in linear regression, correlation analysis, simple non
linear regression, higher dimensional least squares fit, analysis of variance.

Text books:

1. Vijay K. Rohatgi& A.K. Md. EhsanesSaleh: An Introduction to Probability and statistics ,

John Wiley & Sons Inc., New York, 1976.
2. Kishor S. Trivedi : Probability & Statistics with reliability, Queuing and computer Science
applications, PHI private Ltd, 2009.

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MAL 409 - Introduction to Finite Element Method [(3-0-0); Credit: 3]

Objective: The objective of this subject is to expose student to understand the importance of finite
element methods to tackle the problems of science and engineering.

Introduction to Calculus of Variations.

Finite Element Method: Rayleigh-Ritz minimization - weighted residuals - Galerkin method applied to
boundary value problems.

Global and local finite element models in one dimension - derivation of finite element equation.

Finite element interpolation - polynomial elements in one dimension, two dimensional

elements, natural coordinates, triangular elements, rectangular elements, Lagrangian and
Hermite elements for rectangular elements - global interpolation functions.

Local and global forms of finite element equations - boundary conditions - methods of
solution for a steady state problem - Newton-Raphson continuation - one dimensional heat and wave
equations.

Text Books:

1. J.N.Reddy : An introduction to the Finite Element Method, McGraw Hill, New York, 2006.

Reference Book:

1. T.J. Chung : Finite element analysis in Fluid Dynamics, McGraw Hill Inc, 1978.

25
MAL 503 - Optimization Techniques [(3-0-0); Credit: 3]

Motivation. mathematical review , matrix factorizations, sets and sequences, convex sets and
functions, linear programming and simplex method, Weierstrass' theorem, Karush Kuhn Tucker
optimality conditions, algorithms, convergence, unconstrained optimization, Line search methods,
method of multidimensional search, steepest descent methods, Newton's method, modifications to
Newton's method , trust region methods, conjugate gradient methods, quasi-Newton's methods.
constrained optimization, penalty and barrier function methods, augmented Lagrangian methods,
polynomial time algorithm for linear programming, successive linear programming, successive
quadratic programming.

1. J.C. Pant : Introduction to Optimisation: Operations Research, Jain Brothers, New Delhi,
2004.
2. S.S. Rao: Engineering Optimization : Theory & Practice, New Age International (p) Limited,
1998.

Reference Books:

3. H.M.Wagner : Principles of Operations Research, Prentice Hall of India, New Delhi, 1982.
4. David Luenberger and Yinyu Ye, Linear and Nonlinear Programming, 3rd Edition,Springer,
2008.
5. Fletcher R., Practical Methods of Optimization, John Wiley, 2000.
6. Venkataraman P., Applied Optimization with MATLAB Programming, Wiley, 2001

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MAL 504 - Applied Linear Algebra [(3-0-0); Credit: 3]

Vector spaces, linear independence, bases and dimension, linear maps and matrices, eigenvalues,
invariant subspaces, inner products, norms, orthonormal bases, spectral theorem, isometries, Linear
Transformations, The Null Space and the Range Space of a Linear Transformation, , The Rank-
Nullity-Dimension Theorem. Isomorphisms between Vector Spaces, polar and singular value
decomposition, operators on real and complex vector spaces, characteristic polynomial, minimal
polynomial.

Text books:
1. K. Hoffman and R. Kunze, Linear Algebra, Pearson Education (India).
2. M. Artin: Algebra, Prentice Hall of India.
Reference Books:
1. I. N Herstein: Topics in Algebra, 2 nd Edition, John-Wiley.
2. S. Lang: Linear Algebra, Springer Undergraduate Texts in Mathematics.
3. S. Kumeresan: Linear Algebra: A Geometric Approach, Prentice Hall of India

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MAL 505 - Mathematical Elements for Engineers [(3-0-0); Credit: 3]

Objective: The objective of this subject is to expose student to understand the basic importance of
Linear Algebra and numerical techniques to solve scientific problems.

Linear Algebra & Matrices: Linear Vector Spaces, Linear dependence, basis and dimensions, Four
fundamental subspaces, Linear transformations, Transformation from one linear space to another,
Inner product space and applications, Eigen values and Eigen vectors, diagonalization, complex
matrices, similarity transformations, matrix norms & condition number, iterative methods for solving
AX = b.

Numerical Techniques: Review of the topics in elementary numerical analysis, Basic Principles,
Construction of approximate integration formulae using method of undetermined weights & nodes, Gauss-
Legendre formula, Gauss Chebyshiv formula, Gauss-Hermite formula, Errors in numerical integration.

Finite Difference Methods : Approximation of derivatives (Ordinary & Partial) in terms of pivotal values:
Application to solve

1. Boundary value problems in ordinary differential equations

2. Boundary value problems in partial differential equations: Laplace equation, one dimensional heat
equation and one dimensional wave equation.

Introduction to Mathematical Modeling: Study of cases of modeling through Linear equations and
differential equations.

Text Books:
1. G.D. Smith: Numerical solution of Partial Differential equations, Finite Difference methods,
Oxford University Press, 1985.
2. R.K.Jain and S.R.K.Iyengar, Advanced Engineering Mathematics, Narosa Pub. House, 2008.
3. ErwynKreyszig, Advanced Engineering Mathematics, John Wiley and Sons, 8th Edition, 2008.
4. M.K.Jain, S.R.K.Iyengar and R.K.Jain, Numerical methods for Scientific and Engineering
Computation, New Age International Publications, 2008.
5. G. Strang, Linear algebra and its applications , Thomson Publications ( 2006).

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MAL 506 - Statistical Methods for Urban Planning [(3-0-0); Credit: 3]

Objective: The objective of this subject is to expose student to understand the importance of statistical
methods for urban planning.

Introduction, scope and methods of statistics, frequency distribution, measures of location, dispersion
and skewness.
Correlation & regression analysis, least square method – curve fitting
Theory of probability: random variables, some probability distributions – Binomial, Poisson, Normal.
Sampling Theory: Population Parameter, Sample Statistics, Sampling distributions, Sample mean,
Sampling distribution of means, the sample variance, the sampling distribution of variance.
Estimation Theory: Point estimate and interval estimates, reliability, confidence interval estimates of
population parameters, confidence intervals for means, proportions and variance.
Tests of Hypothesis and Significance: Statistical decisions, tests of hypotheses and significance, Type
I and Type II errors, level of significance, one tailed and two tailed tests. Tests involving small
samples and large samples, fitting theoretical distributions to sample frequency distribution, The chi-
square test for goodness of fit.

1. S.C. Gupta and V.K. Kapoor: Fundamentals of Mathematical Statistics,Khanna Publishers,

New Delhi, 1989.
2. M.R. Speigel: Probability and Statistics, McGraw-Hill, 1995.
3. Vijay K. Rohatgi& A.K. Md. EhsanesSaleh: An Introduction to Probability and statistics ,
John Wiley & Sons Inc., New York, 1976.
4. Kishor S. Trivedi : Probability & Statistics with reliability, Queuing and computer Science
applications, PHI private Ltd, 2009.

29