Advanced Applied Mathematics — Concise Notes (AHT-006)
Prepared by: ChatGPT Subjects: Laplace Transform, Fourier Transform, Numerical Methods,
Interpolation, ODEs, Statistical Techniques
Module 1: Laplace Transform (8 hours)
• Definition: L{f(t)} = F(s) = ∫_0^∞ e^{-st} f(t) dt
• Linearity: L{a f(t) + b g(t)} = a F(s) + b G(s)
• Common transforms:
• L{1} = 1/s
• L{t^n} = n! / s^{n+1}
• L{e^{at}} = 1/(s-a)
• L{sin(at)} = a/(s^2 + a^2)
• L{cos(at)} = s/(s^2 + a^2)
• Unit step: u(t-a) -> L{u(t-a) f(t-a)} = e^{-as} F(s)
• Dirac delta: L{δ(t-a)} = e^{-as}
• Properties: Time shifting, frequency shifting, differentiation in time/ s-domain, convolution:
L{f*g} = F(s)G(s)
• Inverse Laplace: partial fractions, convolution and using tables
• Application: Solve linear ODEs with initial conditions using Laplace transforms.
Module 2: Fourier Transforms (8 hours)
• Fourier transform: F(ω) = ∫_{-∞}^{∞} f(t) e^{-iωt} dt
• Inverse: f(t) = (1/2π) ∫_{-∞}^{∞} F(ω) e^{iωt} dω
• Fourier sine: F_s(ω)= ∫_0^∞ f(t) sin(ωt) dt
• Fourier cosine: F_c(ω)= ∫_0^∞ f(t) cos(ωt) dt
• Key properties: Linearity, time/frequency shift, scaling, modulation, Parseval's theorem
• Convolution theorem: FT{f * g} = F(ω) G(ω)
• Applications: PDEs (heat equation), signal analysis, simple 1-D heat transfer problems.
Module 3: Solution of Algebraic & Transcendental Equations and Interpolation (8 hours)
• Root finding methods: Bisection, Newton-Raphson, Secant, Regula-Falsi, Iteration method
• Newton-Raphson formula: x_{n+1} = x_n - f(x_n)/f'(x_n)
• Rate of convergence: Newton - quadratic (when derivative nonzero at root)
• Finite differences: Forward ∆, Backward ∇, Central differences
• Newton's forward interpolation (equal spacing):
• f(x) = f(x_0) + u ∆ f(x_0) + u(u-1)/2! ∆^2 f(x_0) + ... where u = (x-x_0)/h
• Backward interpolation for values near the end of table
• Lagrange interpolation (unequal spacing):
• f(x) = Σ_{i=0}^n f(x_i) Π_{j≠i} (x - x_j)/(x_i - x_j)
• Newton's divided differences for unequal intervals
• Interpolation error terms (brief): depend on (n+1)th derivative.
Module 4: Numerical Differentiation & Integration and Solution of ODE (8 hours)
• Numerical differentiation: forward, backward, central difference formulas for first and second
derivatives
• Integration rules:
• Trapezoidal rule: ∫_a^b f(x) dx ≈ (h/2)[f(a) + 2 Σ f(x_i) + f(b)]
• Simpson's 1/3 rule (n even): ∫_a^b f(x) dx ≈ (h/3)[f_0 + 4f_1 + 2f_2 + ... + f_n]
• Simpson's 3/8 rule: uses cubic interpolation over three subintervals
• Runge-Kutta 4th order for y' = f(x,y):
• k1 = h f(x_n,y_n)
• k2 = h f(x_n + h/2, y_n + k1/2)
• k3 = h f(x_n + h/2, y_n + k2/2)
• k4 = h f(x_n + h, y_n + k3)
• y_{n+1} = y_n + (k1 + 2k2 + 2k3 + k4)/6
• Milne's predictor-corrector: multistep method (useful for improving efficiency)
• Runge-Kutta and multistep error behavior and stability notes.
Module 5: Statistical Techniques (8 hours)
• Measures of central tendency: Mean, Median, Mode
• Moments about mean: µ_r = (1/N) Σ (x_i - x■)^r
• Variance (σ^2) and standard deviation (σ)
• Skewness (measure of asymmetry): sample skewness = (1/N) Σ[(x_i-x■)^3]/σ^3
• Kurtosis (peakedness): sample kurtosis = (1/N) Σ[(x_i-x■)^4]/σ^4
• Curve fitting: Method of least squares for linear fit y = a + bx
• Regression coefficients: b = Σ(x_i - x■)(y_i - ■) / Σ(x_i - x■)^2
• Correlation coefficient r = Σ(x_i - x■)(y_i - ■) / sqrt(Σ(x_i - x■)^2 Σ(y_i - ■)^2)
• Fitting second-degree parabola and exponential curves (linearize using logs)
Reference Books & Tips
• 1. Kreyszig: Advanced Engineering Mathematics
• 2. B.S. Grewal: Higher Engineering Mathematics (recommended)
• 3. S.S. Sastry: Introductory methods of numerical analysis
• 4. N.P. Bali & M. Goyal: Numerical and Statistical Techniques
• Study tips:
• - Memorize transforms table & important formulas.
• - Practice solving ODEs with Laplace and RK4.
• - Solve interpolation and integration numerical problems by hand.
• - Use small programs (Python / MATLAB) to verify numerical results.
Generated: Concise study notes for Advanced Applied Mathematics
