AC-----------
Item No.--------
As Per NEP 2020
University of Mumbai
Title of the Program
A- P. G. Diploma in Mathematics __
B- M. Sc. (Mathematics) (Two Years) } 2023-24
C- M. Sc. (Mathematics) (One Year) - 2027-28
UU
Syllabus for
Semester: III & IV
(Academic Year 2024-25)
Ref: GR dated 16th May, 2023 for Credit
Structure of PG
i
University of Mumbai
(As per NEP 2020)
Sr. Heading Particulars
No
Title of the program
O:________________A A P. G. Diploma in Mathematics
01
O:________________B B M. Sc. (Mathematics) (Two Years)
O:________________C C M. Sc. (Mathematics) (One Year)
Eligibility O:__________A A B.Sc. Mathematics (with major)/B. Sc. General
(with mathematics course up to third year)/B.
O:__________B B E./B. Tech. Graduation in Mathematics with a
level 5.5
O:__________C C Graduation with 4 year U. G. Degree
(Honours/Honours with Research) with
specialization in Mathematics or equivalent
academic level 6.0
02
OR
Graduate with four year U. G. Degree program
with maximum credits required for award of
minor degree is allowed to take up to the post
graduate programme in minor subject provided
the student has acquired the required number of
credits as prescribed by the concerned Board of
studies.
03 Duration of the program A 1 Year
R:_________________ B 2 Years
C 1 Year
04 Intake capacity
150
R:_________________
ii
NEP
Scheme of Examination
05 50% Internal
R:___________________ 50% External, Semester End Examination
Individual Passing in Internal and External Examination
06 Standards of Passing
40%
R:___________________
07 Credit Structure Attached herewith
R:____________________
A Sem. I & II
08 Semesters B Sem. I, II, III & IV
C Sem. I & II
A 6.0
09 Program Academic Level B 6.5
C 6.5
10 Pattern Semester
11 Status New
A
To be implemented from 2023-24
12 B
Academic Year
C 2027-28
Sign of Chairman BOS Sign of Dean
Prof. B. S. Desale Name of the Dean: Prof. S. S. Garje
Head, Department of Mathematics Dean, Science and Technology
iii
Preamble
1. Introduction
With reference to GR No. NEP – 2022/ Pr. Kr. 09/ Vishi -3 Shikana Higher and
Technical Education, Government of Maharashtra dated 16th May 2023, University of
Mumbai has adopted New Education Policy 2020 for the Post Graduate Departments.
Accordingly the revised academic curricula and syllabi are being brought into force
from the academic year 2023–24. Mathematics has been fundamental to the
development of science and technology. In recent decades, the extent of applications
of Mathematics to real world problems has been increased by leaps and bounds.
Taking into consideration the rapid changes in science and technology and new
approaches in different areas of mathematics and related subjects like Physics,
Statistics and Computer Sciences, the University of Mumbai has prepared the syllabus
of M. Sc. Mathematics. The present syllabi of M. Sc. is for Semester I and Semester II
have been designed as per U.G.C. Model curriculum so that the students learn
Mathematics needed for these branches, learn basic concepts of Mathematics and are
exposed to rigorous methods gently and slowly.
2. Aims & Objectives
1. Deliver students a sufficient knowledge of fundamental principles, methods and
clear perception of innumerous power of mathematical ideas and tools and know
how to use them by modeling, solving and interpreting.
2. Reflecting the broad nature of the subject and developing mathematical tools for
continuing further study in various fields of sciences.
3. Enhancing student’s overall development and to equip them with mathematical
modeling abilities, problem solving skills, creative talent and power of
communication necessary for various kinds of employment.
4. Student should get adequate exposure to global and local concerns that explore
them many aspects of Mathematical Sciences.
3. Learning Outcomes
1. Enabling students to develop positive attitude towards mathematics as an
interesting and valuable subject.
2. Enhancing student’s overall development and to equip them with mathematical
iv
modeling, abilities, problem solving skills, creative talent and power of
communication.
3. Acquire good knowledge and understanding in advanced areas of mathematics,
science and technology.
4. Any other Point (If any)
5. Baskets of Electives
Semester I
1. 513016150611: Commutative Algebra
2. 513016150612: Graph Theory
3. 513016150613: Programming in Python
4. 513016150614: Linear and Non Linear Programming
Semester II
1. 513016251611: Algebraic Number Theory
2. 513016251612: Advanced Counting Techniques in Discrete Mathematics
3. 513016251613: Algebraic Topology
4. 513016251614: Numerical Analysis
Semester III
1. 513016355611: Advanced Partial Differential Equations
2. 513016355612: Coding Theory
3. 513016355613: Matrix Algebra
4. 513016355614: Integral Transforms
5. 513016355615: Financial Mathematics
6. 513016355616: Basics of Numerical Analysis
7. 513016355617: Quadratic Forms
8. 513016355618: Basic Algebraic Geometry
9. 513016355619: Numerical Linear Algebra
10. 513016355620: R Programming
Semester IV
1. 513016456511: Lie Algebra
2. 513016456512: Representation Theory of Finite Groups
3. 513016456513: Special Functions
4. 513016456514: Calculus on Manifolds
5. 513016456515: Calculus of Variations
6. 513016456516: Boundary Value Problems
7. 513016456517: Numerical Methods for PDE
8. 513016456518: Stochastic Calculus for Finance
9. 513016456519: Machine Learning
10. 513016456520: Computational Algebra
11. 513016456521: Design Theory
v
6. Credit Structure of the Program
M.Sc. Mathematics
Sr. No. Course Code Course Mandatory/E Theory/Practical Credits
lective
Semester-I (Level 6.0)
1 5130161501 Algebra I Mandatory 2TH + 2 PR 4
2 5130161502 Real Analysis Mandatory 2TH + 2 PR 4
3 5130161503 Ordinary Differential Equations Mandatory 2TH + 2 PR 4
4 5130161504 Discrete Mathematics and Mandatory 2 PR 2
Number Theory
5 5130161505 Research Methodology Mandatory 2TH + 2 PR 4
Students have to choose any one from the following elective courses
6 513016150611 Commutative Algebra Elective 2TH + 2 PR 4
7 513016150612 Graph Theory Elective 2TH + 2 PR 4
8 513016150613 Programming in Python Elective 2TH + 2 PR 4
9 513016150614 Linear & Non Linear Elective 2TH + 2 PR 4
Programming
Total Credits : 22
vi
Sr. No. Course Code Course Mandatory Theory/Practical Credits
/Elective
Semester-II (Level 6.0)
1 5130162511 Algebra II Mandatory 2TH + 2 PR 4
2 5130162512 Topology Mandatory 2TH + 2 PR 4
3 5130162513 Complex Analysis Mandatory 2TH + 2 PR 4
4 5130162514 Partial Differential Equations Mandatory 2 PR 2
5 5130162515 OJT (On Job Training)/ FP(Field Mandatory 2TH + 2 PR 4
Project)
(At least four
week training at
industry or Field
work Certificate)
Students have to choose any one from the following elective courses
6 513016251611 Algebraic Number Theory Elective 2TH + 2 PR 4
7 513016251612 Advanced Counting Techniques in Elective 2TH + 2 PR 4
Discrete Mathematics
8 513016251613 Algebraic Topology Elective 2TH + 2 PR 4
9 513016251614 Numerical Analysis Elective 2TH + 2 PR 4
Total Credits : 22
Cumulative Credits (SEM-I and SEM-II): 44
Note: Exit will be permitted as per National Education Policy-2020 (NEP 2020) on
successful completion of first year (with 44 credits) and Post Graduate Diploma in
Mathematics will be awarded by the University.
vii
Sr. No. Course Code Course Mandatory Theory/Practical Credits
/Elective
Semester-III (Level 6.5)
1 5130163551 Algebra III Mandatory 2TH + 2 PR 4
2 5130163552 Differential Geometry Mandatory 2TH + 2 PR 4
3 5130163553 Measure Theory and Mandatory 2TH + 2 PR 4
Integration
4 5130163554 Probability Theory and Mandatory 2 PR 2
Statistics
5 5130163555 Research Project Mandatory 4
Students have to choose any one from the following elective courses
6 513016355611 Advanced Partial Differential Elective 2TH + 2 PR 4
Equations
7 513016355612 Coding Theory Elective 2TH + 2 PR 4
8 513016355613 Matrix Algebra Elective 2TH + 2 PR 4
9 513016355614 Integral Transforms Elective 2TH + 2 PR 4
513016355615 Financial Mathematics Elective 2TH + 2 PR 4
11 513016355616 Basics of Numerical Analysis Elective 2TH + 2 PR 4
12 513016355617 Quadratic Forms Elective 2TH + 2 PR 4
13 513016355618 Basic Algebraic Geometry Elective 2TH + 2 PR 4
14 513016355619 Numerical Linear Algebra Elective 2TH + 2 PR 4
15 513016355620 R Programming Elective 2TH + 2 PR 4
Total Credits : 22
Cumulative Credits (SEM-I, SEM-II and SEM-III ): 66
viii
Sr. No. Course Code Course Mandatory/ Theory/Practica Credits
Elective l
Semester-IV (Level 6.5)
1 5130164561 Algebra IV Mandatory 2TH + 2 PR 4
2 5130164562 Fourier Analysis Mandatory 2TH + 2 PR 4
3 5130164563 Functional Analysis Mandatory 2TH + 2 PR 4
4 5130164564 Research Project Mandatory 6
Students have to choose any one from the following elective courses
5 513016456511 Lie Algebra Elective 2TH + 2 PR 4
6 513016456512 Representation Theory of Elective 2TH + 2 PR 4
Finite Groups
7 513016456513 Special Functions Elective 2TH + 2 PR 4
8 513016456514 Calculus on Manifolds Elective 2TH + 2 PR 4
9 513016456515 Calculus of Variations Elective 2TH + 2 PR 4
10 513016456516 Boundary Value Problems Elective 2TH + 2 PR 4
11 5130164565171 Numerical Methods for PDE Elective 2TH + 2 PR 4
3016456518
12 513016456518 Stochastic Calculus for Elective 2TH + 2 PR 4
Finance
13 513016456519 Machine Learning Elective 2TH + 2 PR 4
14 513016456520 Computational Algebra Elective 2TH + 2 PR 4
15 513016456521 Design Theory Elective 2TH + 2 PR 4
Total Credits : 22
Cumulative Credits (SEM-I, SEM-II, SEM-III and SEM-IV): 88
Note: As per NEP 2020 with successful completion of 2 years P.G. degree in M.Sc.
Mathematics ( with cumulative credits 88) will be awarded by the University.
ix
Letter Grades and Grade Points:
Semester GPA/ Program CGPA % of Marks Alpha-Sign / Letter Grade
Semester/Program Result
9.00-10.00 90.0-100 O (Outstanding)
8.00 =< 9.00 80.0 =< 90.0 A+ (Excellent)
7.00 =< 8.00 70.0 =< 80.0 A (Very Good)
6.00 =< 7.00 60.0 =< 70.0 B+ (Good)
5.50 =< 6.00 55.0 =< 60.0 B (Above Average)
5.00 =< 5.50 50.0 =< 55.0 C (Average)
4.00 =< 5.00 40.0 =< 50.0 P (Pass)
Below 4.00 Below 40 F (Fail)
Ab (Absent) - Absent
Teaching Pattern and Workload
1. Two theory lectures and two Practicals per week for each four credit courses.
2. Two Practicals per week for each Two credit courses.
3. Two theory and two Practicals per week for each four credit research project.
4. Four theory and two Practicals per week for each six credit research project.
5. Practicals to be conducted as per list provided for each course. In addition there
shall be tutorials, seminars as required for the content of the course.
6. Research project batch will consist of minimum 3 and maximum 8 students.
x
Scheme of Examination
A. For Four Credit Course
1. 50 : 50 scheme for all PG courses i. e. 50 marks for continuous internal assessment
and 50 marks for end semester examination.
2. Separate head of passing is required for internal and end semester examination.
3. Mid semester examination shall be of 50 (40+10) marks.
Items Marks Duration Remark
Internal Test (Theory
30
component) 40 marks
examination of 2 Based on Unit-I and II
Internal Test (Practical hours duration
10
component)
Journal Certification At the end of semester
and Attendance based on all practicals as
10
per the list provided in
syllabus
Total 50
4. The end semester examination shall be of 50 marks and 2.5 hours duration (It
consist of two sections. Section-I (Theory Component 30 marks), Section-II
(Practical Component 20 marks) )
Question Unit Theory/Pract Max. Marks Total maximum marks
No ical including options for each
question
Section-I (Theory Component)
Q1 Unit I and II Theory 10 15
Q2 Unit III and IV Theory 10 15
Q3 Common Theory 10 15
Section-II (Practical Component)
Q4 Unit III Practical 10 15
Q5 Unit IV Practical 10 15
Total 50
xi
B. For Two Credit Course:
25 : 25 scheme for all PG courses i.e. 25 marks for continuous assessment and 25
marks for end semester examination. Separate head of passing is required for internal
and end semester examination.
Mid semester examination shall be of 25 (15+10) marks.
Items Marks Duration Remark
Internal Test 15 15 marks Based on Unit-I
(Practical examination of 1
component) hour duration
Journal 10 At the end of semester
Certification based on all practicals as
and Attendance per the list provided in
syllabus
Total 25
The end semester examination shall be of 25 marks and 1.5 hours duration
Question No Unit Practical Max. Marks Total marks including
options
Q1 Unit I Practical 12 18
Q2 Unit II Practical 13 20
Total Marks 25
Note : The examination for the Elective Courses will be scheduled and conducted
only for the Elective Courses offered in that particular Semester and for backlog
Elective course ATKT depending on the record of students appearing for the
examination in that particular semester
xii
C. For Research Project:
1. The workload assigned for each research project of 4 and 6 credits are 4 and 6
hours per week respectively. Moreover, under the supervision of a research project
guide, each student has to spend a minimum of 2 hours per week in the soft com-
puting lab for the purpose of using e-learning resources, mathematical software’s,
graphics and plotting, literature review via e- database etc as a practical.
2. The evaluation of the Project submitted by a student in the form of dissertation
shall be made by a Committee appointed by the Head, University Department of
Mathematics / respective affiliated college.
3. The presentation of the project is to be made by the student in front of the
committee appointed by the Head of the Department of Mathematics of the
respective college. This committee shall have two members, possibly with one
external referee and research project supervisor.
4. Exceptional project output may be displayed on the website of the University.
5. A research project can consist of different research topices depending on the
students and research project supervisor.
6. The students will be evaluated on their individual performance and their
contribution to the research project.
7. The Marking scheme for the project of 4 credits are detailed below:
I. Literature Review : 10 Marks
II. Contents of the project : 30 Marks
III. Main Output of the Project : 10 Marks
IV. Use of e-learning resources : 10 Marks
V. Presentation of the project : 20 Marks
VI. Viva of the project : 20 Marks
VII. Total Marks : 100 Marks per project per student
8. The Marking scheme for the project of 6 credits are detailed below:
VIII. Literature Review : 10 Marks
IX. Contents of the project : 60 Marks
X. Main Output of the Project : 20 Marks
XI. Use of e-learning resources : 20 Marks
XII. Presentation of the project : 20 Marks
XIII. Viva of the project : 20 Marks
XIV. Total Marks : 150 Marks per project per student
xiii
Scheme of evaluation R8435 for M. Sc. Mathematics:
A) 100% internal evaluation scheme for University Department of Mathematics.
Both Mid and End semester examinations will be conducted by the
Department and answer books will be shown to the students.
B) For affiliated PG centers end semester examination will be conducted by the
University.
Syllabus Committee
(Ref: AAMS/ICD/2023-24/550 dated 02 Feb. 2024)
Sr. No. Name Department/ Institute Signature
01 Prof. B. S. Desale University Department of
(Chairman BOS) Mathematics
02 Prof. Vinayak Kulkarni University Department of
(Co-ordinator) Mathematics
03 Dr. Anuradha Garge University Department of
(Member BOS) Mathematics
04 Dr. Shridhar Pawar Sant Rawool Maharaj
(Member BOS) Mahavidyalay, Kudal
05 Prof. R. P. Deore University Department of
Mathematics
06 Prof. J. V. Prajapat University Department of
Mathematics
07 Dr. Madhumita University Department of
Gangopadhyay Mathematics
08 Dr. Deepak Sarwe University Department of
Mathematics
09 Mr. Kamalakar Survade University Department of
Mathematics
10 Mr. Shantilal Shendage University Department of
Mathematics
xiv
M. Sc. (Mathematics) Semester III & IV
Semester-III
5130163551: Algebra III
Course Objectives:
1. To discuss about the concepts of solvability and nilpotency.
2. To develop connections between two subjects like topology and ring theory.
3. To formulate basic properties of modules.
4. To study the structure theorem for modules over principal ideal domains.
Course Outcome:
1. Students will understand about important types of groups like solvable groups and
nilpotent groups and applications of these groups.
2. Students will be able to recall Zariski topology and verify properties of open and
closed subsets defined therein.
3. Students will be able to state the definitions of finitely generated modules, free
modules, rank of a free module.
4. Students will be able to prove the structure theorem for finitely generated mod-
ules over a principal ideal domain. They will compute the invariant factors and
elementary divisors in the special case of abelian groups.
Prerequisites: Basics of ring theory and group theory.
Note: All results have to be done with proof unless otherwise stated.
Unit-I: Groups (15 hours)
A5 is simple, Solvable groups, Solvability of all groups of order less than 60, Nilpotent
groups, Zassenhaus Lemma, Jordan-Hölder theorem, Direct and Semi-direct products,
Examples such as (i) The group of affine transformations x 7→ ax + b as semi-direct
product of the group of linear transformations acting on the group of translations.
(ii) Dihedral group D2n as semi-direct product of Z2 and Zn .
Classification of groups of order 12. (Ref: M. Artin, Algebra).
Unit-II: Prime spectrum and Zariski topology (15 hours)
Nilradical definition and relation to prime ideals, Jacobson radical and maximal ideals,
Radical of an ideal, Annihilator ideal, Local rings and equivalent conditions for a local
ring, Prime spectrum of a ring and Zariski topology, idempotents and connectedness,
ring homomorphisms and induced map on Spec. Hilbert Nullstellensatz (only statement)
and its corollaries. (Ref: Atiyah and MacDonald, Introduction to Commutative Algebra,
chapter 1, exercise 15, 16, 17, 18, 21 and 22).
1
Unit-III: Modules (15 hours)
Modules over rings, Submodules. Module homomorphisms, kernels. Quotient modules.
Isomor phism theorems. (ref:D.S. Dummit and R.M. Foote, Abstract Algebra ) Gen-
eration of modules, finitely generated modules, (internal) direct sums and equivalent
conditions. (ref:D.S. Dummit and R.M. Foote, Abstract Algebra ) Free modules, free
module of rank n. For a commutative ring R, Rn is isomorphic to Rm if and only if
n = m. Matrix representations of homomorphisms between free modules of finites ranks.
(Ref: N. Jacobson, Basic Algebra, Volume 1.)
Dimension of a free module over a P.I.D. (ref: S. Lang, Algebra).
Unit-IV: Modules over principal ideal domains (15 hours)
Noetherian modules and equivalent conditions. Rank of an R-module. Torsion submodule
T or(M ) of a module M , torsion free modules, annihilator ideal of a submodule. (ref:D.S.
Dummit and R.M. Foote, Abstract Algebra ).
Finitely generated modules over a PID: If N is a submodule of free module M (over
a P.I.D.) of finite rank n, then N is free of rank m ≤ n. Any submodule of a finitely
generated module over a P.I.D. is finitely generated. (ref: S. Lang, Algebra).
Structure theorem for finitely generated modules over a PID: Fundamental theorem,
Exis- tence (Invariant Factor Form and Elementary Divisor Form), Fundamental theorem,
Uniqueness. Applications to the Structure theorem for finitely generated Abelian groups
and linear operators. (ref:D.S. Dummit and R.M. Foote, Abstract Algebra ).
List of Practicals
1. Solvable groups and nilpotent groups.
2. Examples of direct and semi-direct products.
3. Properties of local rings.
4. Zariski topology and its properties.
5. Modules, submodules, quotient modules.
6. Generation of modules and their properties.
7. Noetherian modules, torsion submodule: examples and computations.
8. Interplay between invariant factor form and elementary divisor form.
Recommended Text Books:
1. D. S. Dummit and R.M. Foote, Abstract Algebra.
2. S. Lang, Algebra, Springer Verlag, 2004.
3. N. Jacobson, Basic Algebra, Volume 1, Dover, 1985.
2
4. M. Artin, Algebra, Prentice Hall of India.
5. M. F. Atiyah and I. G. MacDonald, Introduction to Commutative Algebra, Indian
Edition 2007.
3
5130163552: Differential Geometry
Course Objectives:
1. To study geometrical concepts of translations, rotations and reflections.
2. To study the various geometrical aspects of plane and space curves in view of
tangent, normal, binormal, curvature, torsion
3. To understand the concept of regular surface, smooth surface, orientable surface
4. To learn the first fundamental form and second fundamental form and their geo-
metrical application.
Course Outcome: On completion of the course, the learner will be able to
1. Parametrize curves and surfaces.
2. Compute arc length, tangent vector, normal, binormal, curvature, torsion for plane
and space curves.
3. Understand the role of the first fundamental theorem and the second fundamental
theorem in the computation of Gaussian curvature, mean curvature and principal
curvature.
4. Differentiate between plane curves and space curves, orientable and non orientable
surfaces.
Prerequisites: Vector algebra and Analytical geometry.
Unit-I: Isometries of Rn (15 hours)
Review of vector geometry: lines and planes, Orthogonal transformations of Rn and
Orthogonal matrices. Reflection, Rotations and Translations of R2 and R3 , Euler’s
theorem, Hyperplanes, Refection map about a hyperplane W of Rn through the origin,
Isometry of Rn , Isometries of the plane, Orientation preserving and reversing isometries
of Rn , Glide reflection.
(References for Unit I: S. Kumaresan, Linear Algebra, A Geometric Approach and M.
Artin, Algebra, PHI.)
Unit-II: Curves in Plane and Space (15 hours)
Parametrized curves, Regular curves in R2 and R3 , Arc length parametrization, Curva-
ture and torsion of curves in R3 , Plane curves, Signed curvature for plane curves, Fun-
damental theorem for plane curves, Space curves, Serret-Frenet equations. Fundamental
theorem for space curves.
4
Unit-III: Regular Surface (15 hours)
Regular surfaces in R3 , Examples. Surfaces as graphs, Surfaces as level sets, Surfaces
of revolution. Tangent space to a surface at a point, Equivalent definitions. Smooth
functions on a surface, Differential of a smooth function defined on a surface. Orientable
surfaces. Mobius band is not orientable.
Unit-IV: Curvature (15 hours)
The first fundamental form. Isometries of surfaces, Surface area, The Gauss map, The
shape operator of a surface at a point, Self-adjointness of the shape operator, The sec-
ond fundamental form, Normal curvature, Principle curvatures and directions, Euler’s
formula, Meusnier’s Theorem, Gaussian curvature and mean curvature, Computation of
Gaussian curvature. Geodesics.
List of Practicals
1. Examples based on translations, rotations and reflections.
2. Examples based on isometry and its properties.
3. Examples based on regular curves, unit speed curves, arc length of curves.
4. To find the tangent, normal, binormal, curvature and torsion of the plane and space
curves and hence to verify Serret-Frenet equations.
5. Verify the given surface is a regular surface.
6. Examples based on the tangent, normal and orientability.
7. To find the first fundamental form and second fundamental form of a regular surface
8. To find the Gaussian curvature, Principal curvature, mean curvature
9. Examples based on geodesics.
Recommended Text Books:
1. M. DoCarmo, Differential geometry of curves and surfaces, Dover.
2. A. Pressley, Elementary Differential Geometry, Springer UTM.
3. C. Bar, Elementary Differential geometry, Cambridge University Press, 2010.
4. M. Artin, Algebra, PHI.
5. S. Kumaresan, Linear Algebra, A Geometric Approach.
5
5130163553: Measure Theory and Integration
Course Objectives:
1. Understand the concept of measure, measurable sets on abstract space and Lebesgue
measure, Borel sets and Borel measure in the Euclidean space Rd .
2. Understand the concept of measurable and Lebesgue integrable functions.
3. Analyze and apply the Monotone convergence theorem, Fatou’s lemma and Lebesgue
Dominated convergence theorem.
4. Understand signed measure, importance of Hahn Decomposition theorem and Radon
Nikodym theorem.
Course Outcome: After successful completion of course the learner will be able to
1. Identify measurable sets and measurable functions.
2. Integrate measurable function on measurable set.
3. Apply the convergence theorems for Lebesgue integrable functions.
4. Apply the Radon Nikodym theorem.
Unit-I: Measures and Measurable Sets (15 hours)
Additive set functions, σ-algebra, Borel set, Borel algebra of Rd . Outer measure, µ∗
measurable sets (Definitions due to Carathéodory), µ∗ measurable subsetsP of X forms a
σ algebra, constructing measure from outer measure, measure space (X, , µ). Lebesgue
outer measure in Rd , properties of exterior measure, monotonicity property and countable
sub-additivity property of Lebesgue measure, translation invariance of exterior measure,
example of set of measure zero. Measurable sets and Lebesgue measure, properties of
measurable sets. Any closed subset and any open subset of Rd is Lebesgue measurable.
Every Borel set in Rd is Lebesgue measurable.
[Reference for Unit I: 1. Andrew Browder, Mathematical Analysis, An Introduction,
Springer Undergraduate Texts in Mathematics.
2. Elias M. Stein and Rami Shakarchi, Real Analysis, Measure Theory, Integration and
Hilbert Spaces, New Age International Limited, India]
Unit-II: Measurable functions and their Integration (15 hours)
Existence
P of a subset of R which is not Lebesgue measurable. Measurable functions
on (X, , µ), simple functions, properties of measurable functions. If f ≥ 0 is a mea-
surable function, then there exists a monotone increasing sequence (sn ) of non-negative
simple measurable functions converging to point wise to the function f . Lusin’s theo-
rem. Egorov’s theorem, Integral of nonnegative simple measurable functions defined on
6
P
the measure space (X, , µ) and their properties. Integral of a non-negative measurable
function.
[Reference for unit II: 1. Andrew Browder, Mathematical Analysis, An Introduction,
Springer Undergraduate Texts in Mathematics.
2. Elias M. Stein and Rami Shakarchi, Real Analysis, Measure Theory, Integration and
Hilbert Spaces, New Age International Limited, India]
Unit-III: Convergence Theorems (15 hours) R
MonotoneR convergence
R theorem. If f ≥ 0 and g ≥ 0 are measurable functions, then (f +
g)dµ = f dµ + gdµ, Fatou’s lemma, summable functions, vector space of summable
functions, Lebesgue’s dominated convergence theorem. Lebesgue integral of bounded
functions over a set of finite measure, Bounded convergence theorem.
[Reference for unit III: 1. Andrew Browder, Mathematical Analysis, An Introduction,
Springer Undergraduate Texts in Mathematics.
2. Royden H. L. Real Analysis, PHI]
Unit-IV: Space of Integrable functions (15 hours)
Lebesgue and Riemann integrals: A bounded real valued function on [a, b] is Riemann
integrable if and only if it is continuous at almost every point of [a, b]; in this case, its
Riemann integral and Lebesgue integral coincide.
Approximation of Lebesgue integrable functions by continuous functions. The space
L1 (µ) of integrable functions, properties of L1 integrable functions, Riesz-Fischer theo-
rem.
Signed Measures, positive set, negative set and null set. Hahn decomposition theorem.
Radon Nikodym theorem.
[Reference for unit IV: 1. Elias M. Stein and Rami Shakarchi, Real Analysis, Measure
Theory, Integration and Hilbert Spaces, New Age International Limited, India
2. Royden H. L., Real Analysis, PHI
3. Andrew Browder, Mathematical Analysis, An Introduction, Springer Undergraduate
Texts in Mathematics.]
List of Practicals
1. Computation of measure of sets in R and R2
2. Problems based on measurable sets.
3. Problem based on measurable functions.
4. To calculate measure of addition, and multiplication of measurable functions.
5. Problems based on convergence of measurable functions.
6. Integration of positive, negative measurable functions.
7
7. Problems based on Monotone convergence theorem, Fatou’s lemma.
8. Problems based on signed measures.
Recommended Text Books:
1. Andrew Browder, Mathematical Analysis, An Introduction, Springer Undergraduate
Texts in Mathematics.
2. Elias M. Stein and Rami Shakarchi, Real Analysis, Measure Theory, Integration
and Hilbert Spaces, New Age International Limited, India
3. Royden H. L., Real Analysis, PHI.
4. Terence Tao, Analysis II, Hindustan Book Agency (Second Edition).
8
5130163554: Probability and Statistics
Course Objectives:
1. To define conditional probability, demonstrate Bayes’ theorem and recognize ran-
dom variables.
2. To discuss discrete random variables, distribution functions and density functions.
3. To calculate expectation, variance and characteristic functions of a random variable.
4. To derive the Chebyshev inequality, law of large numbers and to formulate the
Central limit theorem.
Course Outcome:
1. Students will be able to calculate probability, conditional probability and verify
independence of events.
2. They will develop the notion of random variables and distribution functions of
random variables, both discrete and continuous.
3. The students will recognize the notions of expectation, variance of a random variable
and its characteristic function.
4. Students will estimate using the Chebyshev inequality. They will also employ the
law of large numbers and the central limit theorem to compute in specific examples.
Pre-requisites: A first course in real analysis.
Unit-I: Basic concepts of Probability and random variables (15 hours)
Classical probability spaces, basic concepts of probability, events, Conditional Probability,
total probability formula, Bayes theorem, independence of events. Random variables,
discrete and absolutely continuous random variables, distribution function of a random
variable, Bernoulli, Binomial, Poisson and Normal distrbutions, independence of random
variables.
Reference: Chapters 2,7 and 8 of Capinski and Zastawniak.
Unit-II: Expectation and variance of a random variable, Characteristic func-
tions and Limit theorems (15 hours)
Simple random variable, expectation and variance of discrete and absolutely continuous
random variables, Characteristic functions of random variables, both discrete and contin-
uous, Chebyshev inequality, Weak law of large numbers, Kolmogorov Strong law of large
numbers (statement only), Central limit theorem (statement only).
Reference: Chapters 9, 11 and 12 of Capinski and Zastawniak.
9
List of Practicals
1. Problems based on Total probability formula, Bayes’ theorem, independence of
events.
2. Problems based on discrete random variables having Bernouli, Binomial, Poisson
distributions and absolutely continuous random variables having normal, exponen-
tial distributions etc.
3. Expectation and variance of random variables both discrete and absolutely contin-
uous.
4. Properties of expectation and variance.
5. Problems based on Chebyshev inequality, weak law of large numbers, strong law of
large numbers and Central limit theorem.
Recommended Text Books:
1. Marek Capinski and Tomasz Zastawniak, Probability through problems.
2. J.F. Rosenthal, A first look at rigorous probability theory, World Scientific.
3. Kai Lai Chung, Farid AitSahlia, Elementary Probability theory, Springer, Verlag.
4. Sheldon M.Ross, A first course in Probability (8th edition), Pearson.
10
5130163555: Research Project
In order to maintain its quality and purpose of research projects, the following guide-
lines has to be follow
1. Research project batch will consist of minimum 3 and maximum 8 students.
2. A research project can consist of different research topices depending on the students
and research project supervisor.
3. The students will be evaluated on their individual performance and their contribu-
tion to the research project.
4. Students has to do detailed literature review on their respective research topic.
5. It is mandatory to spend at least two hours a week on e-learning resources as
practical work during research project.
6. Use of soft computing tools/ mathematical softwares viz Matlab, Mathematica,
MathCAD etc. will be highly appreciated.
7. For semester IV, a student may be allowed to continue with the research topic
done by her/him in Semester III. However the material submitted for evaluation in
Semester 3 cannot be included for evaluation in Semester IV.
8. A student has option of choosing a research topic and supervisor different from the
one in Semester III.
11
513016355611: Adavanced Partial Differential Equations
Course Objectives:
1. To study the nature of given partial differential equations viz parabolic, hyperbolic
and elliptic.
2. To study the fundamental properties of the Laplace equation.
3. To study the fundamental properties of the Heat equation.
4. To study the fundamental properties of the Wave equation.
Course Outcome:
1. Students will be able to grasp nature of the differential operator viz parabolic,
hyperbolic and elliptic.
2. Students will be able to understand the solution and various properties of the
Laplacian operator,heatoperator and waveoperator.
3. Students will be aware about applications of the Laplacian operator,heatoperator
and waveoperator.
Unit-I: Local existence theory (15 hours)
Basic preliminaries and notations, The differential operator, Real first order equations,
the general Cauchy problem, Cauchy-Kowalevsky theorem, Local solvability: the Lewy
example, the fundamental solution.
Unit-II: Laplace operator (15 hours)
Symmetry properties of the Laplacian, basic properties of the Harmonic functions, Green’s
identities, The mean value theorem, Liouville’s theorem, the Fundamental solution, the
Dirichlet and Neumann boundary value problems, the Green’s function. Applications to
the Dirichlet problem in a ball in Rn and in a half space of Rn .
Unit-III: Heat operator (15 hours)
The properties of the Gaussian kernel, solution of initial value problem for heat equa-
tion: homogeneous and non-homogeneous, The fundamental solution for heat operator,
Heat equation in a bounded domains, Maximum principle for the heat equation and
applications.
Unit-IV: Wave operator (15 hours)
Wave operator in dimensions 1, 2 & 3; Cauchy problem for the wave equation. D’Alemberts
solution,of the one dimensional wave equation, Poisson formula of spherical means, Hadamards
method of descent, Inhomogeneous Wave equation, Wave equation in a bounded domain.
12
List of Practicals
1. Find the solution of given Cauchy Problem under the prescribed conditions.
2. Find the characteristics curve of the given partial differential equations.
3. Find the solution of the Dirichlet’s problem in a half space
4. Find the solution of the Dirichlet’s problem in a ball.
5. Find the solution of the heat equation using the Fourier transform on Rn × (0, ∞)
subjected to the non-zero initial temperature.
6. Find the solution of inhomogeneous heat equation.
7. Find the solution of one dimensional wave equation using the D’Alemberts method.
8. Find the solution of wave equation using the Hadmards descent method.
9. Find the solution of inhomogeneous wave equation.
Recommended Text Books:
1. G.B. Folland, Introduction to partial differential equations, Overseas Press.
2. F. John, Partial Differential Equations, Springer publications.
3. Lawrence C. Evans, Partial Differential Equation, Second edition, American Mathe-
matical Society, 2010.
13
513016355612: Coding Theory
Course Objectives:
1. To implement coding theory algorithms in practice.
2. To categorize codes into linear and non-linear.
3. To demonstrate the importance of finite fields.
4. To plan for projects in this area in the next semester.
Course Outcome:
1. The students will be able to detect errors, do correction and decoding. They will
learn about communication channels, maximum likelihood decoding, Hamming dis-
tance, nearest neighbor / minimum distance decoding and distance of a code.
2. They will be able to identify vector spaces over finite fields, linear codes and their
generator matrix and parity check matrix. They will learn about cosets and syn-
drome decoding.
3. Students will get accustomed to the definition of cyclic codes and their properties.
They will also learn about MacWilliams identities.
4. Students will develop an understanding of coding theory over finite fields using
the theoretical concepts of Frobenius automorphism, trace code, subfield code and
relation to projective geometry.
Prerequisites: A basic course in linear algebra and ring theory.
Unit-I: Error detection, Correction and Decoding, Linear codes (15 hours)
Communication channels, Maximum likelihood decoding, Hamming distance, Nearest
neighbour/minimum distance decoding, Distance of a code. Linear codes: Vector spaces
over finite fields, Linear codes, Hamming weight, Bases of linear codes, Generator matrix
and parity check matrix, Equivalence of linear codes, Encoding with a linear code, De-
coding of linear codes, Cossets, Nearest neighbour decoding for linear codes, Syndrome
decoding.
Unit-II: Cyclic codes (15 hours)
Definitions, Generator polynomials, Generator and parity check matrices, Hamming code,
Simplex code, Decoding of cyclic codes, BCH codes, definition and parameters.
Unit-III: Codes and their duals (15 hours)
Weight distribution and MacWilliams theorem, distance distribution of a code, distance
polynomial of a code, MacWilliams identities, Kravchouk polynomials, Minimum distance
separable codes.
14
Unit-IV: Finite fields and their application to coding theory (15 hours)
Basics of finite fields, Frobenius automorphism, Trace of finite extensions of finite fields,
trace code and subfield code, Delsarte’s theorem, projective geometry and the main the-
orem, projective planes, hyperplanes, points and lines.
List of Practicals
1. Various examples of decoding.
2. Linear codes and computations of generator and parity check matrices.
3. Cyclic codes and relations to ideals.
4. Decoding of cyclic codes.
5. Examples illustrating MacWilliams theorem.
6. MDS codes: examples and Kravchouk polynomial properties.
7. Basic properties of finite fields.
8. Projective geometry and associated codes.
Recommended Text Books:
1. San Ling and Chaoing xing, Coding Theory- A First Course.
2. Rudolf Lidl and Günter Pilz, Applied Abstract Algebra, Second Edition, Springer
Verlag.
3. Jurgen Bierbrauer, Introduction to Coding Theory, Chapman and Hall/CRC.
4. Joseph A. Gallian, Contemporary Abstract Algebra, Fourth Edition, Narosa.
5. Lidl and Niedeereiter, Finite fields, Cambridge University Press, 1996.
15
513016355613: Matrix Algebra
Course Objectives:
1. To define the basics of bilinear and quadratic forms.
2. To give examples of skew symmetric forms and derive Sylvester’s theorem over real
numbers.
3. To outline the structure of the general linear group over fields.
4. To explain the structure of the symplectic group over fields.
Course Outcome:
1. The students will be able to differentiate between degenerate and non-degenerate
bilinear forms.
2. The students will compute the rank and signature of real matrices.
3. The students will interpret the concepts of group theory in the special context of
the general linear groups over fields.
4. The students will describe the symplectic linear group over fields in terms of the
elementary symplectic transvections.
Prerequisites : A basic course in Linear algebra at master’s level is a must.
Unit-I: Basics of bilinear forms over fields (15 hours)
Linear functions and bilinear forms, bilinear form, left radical and right radical of a
bilinear form, non-degenerate bilinear form, equivalent conditions for non-degeneracy,
orthogonality relation, characterization of orthogonality in terms of the bilinear form,
discriminant of a bilinear form.
Unit-II: Alternate forms over fields (15 hours)
Defintion of alternate form, Skew symmetric form, Structure theorem for alternate bilin-
ear forms, rank of an alternate matrix over a field is even, determinant of the alternate
matrix over a field is a square, Statement of Sylvester’s diagonalization theorem, proof
of Sylvester’s theorem.
Unit-III: General linear group over fields(15 hours)
Structure of the general linear group over fields, special linear group over fields, com-
mutator subgroup, properties of commutator subgroup, special linear group being its
own commutator subgroup (except finitely many cases), elementary matrices, generation
of the special linear group by elementary matrices, counting cardinalities of the general
linear group and the special linear group over finite fields, computing the center of the
general linear group, computing the normalizer of the subgroup of diagonal matrices in
the general linear group. (Ref: Jacobson, Basic Algebra, Chapter 6).
16
Unit-IV: Symplectic group over fields (15 hours)
Symplectic form, symplectic basis, symplectic transvection, properties of symplectic transvec-
tions, generation of symplectic group by symplectic transvections, center of the symplectic
group, commutator subgroup of the symplectic group, exceptions for coincidence of the
symplectic group and its commutator subgroup.
List of Practicals
1. Computations of left and right radicals.
2. Non-degeneracy and orthogonality.
3. Rank of alternate matrix and examples of skew symmetric, alternate forms.
4. Diagonalization and Sylvester’s theorem.
5. Commutator subgroups: examples and properties.
6. Computation of center and normalizer in various examples.
7. Properties of symplectic transvections.
8. Center and commutator subgroup in symplectic group.
Recommended Text Books:
1. N. Jacobson, Basic Algebra, Second edition, Dover, 1985.
2. Roger Carter, Lie Algebras of Finite and Affine Type, Cambridge University Press,
January 2010.
3. Lam, T. Y, Introduction to quadratic forms over fields, Graduate Studies in Math-
ematics, Volume 67.
4. S. Lang, Algebra, Springer Verlag, 2004.
5. Larry C. Grove, Classical Groups and Geometric Algebra, Graduate Studies in
Mathematics volume 39, American Mathematical Society, 2001 .
17
513016355614: Integral Transforms
Course Objectives:
1. To study the development of various kernels of the integral transforms.
2. To learn the properties and applications of the Laplace transforms.
3. To learn the properties and applications of the Fourier transforms.
4. To learn the properties and applications of the Mellin transforms.
5. To learn the properties and applications of the Hankel transforms.
Course Outcome:
1. Students will be able to grasp the concept of integral transforms and development
of corresponding kernels.
2. Students will be able to understand various properties of the Laplace transform,
Fourier transform, Mellin transform and Hankel tranform.
3. Students will aware about applications of the integral transform in the solution of
initial and boundary value problems.
Unit I: The Laplace Transform (15 hours)
Definition of Laplace Transform, Laplace transforms of some elementary functions, Exis-
tence theorem, Properties of Laplace transform, Inverse Laplace Transform, Properties of
Inverse Laplace Transform, Convolution Theorem, Inversion theorem, Laplace transform
of special functions: Heaviside unit step function, Dirac-delta function and Periodic func-
tion, Application of Laplace transform to evaluation of integrals and solutions of ODEs
& PDEs: One dimensional heat equation & wave equation.
(Reference for Unit I: Section 4.1, 4.2, 4.3, 4.5, 4.6, 4.7, 5.2, 5.3, 5.4 of L. Andrews and
B. Shivamogg, Integral Transforms for Engineers)
Unit II: The Fourier Transform (15 hours)
Fourier integral representation, Fourier integral theorem, Fourier Sine & Cosine integral
representation, Riemann-Lebesque lemma, Fourier transform pairs, Fourier Sine & Co-
sine transform pairs, Fourier transform of elementary functions, Properties of Fourier
Transform, Convolution Theorem, Convolution integrals of Fourier, Parseval’s Identity,
Cosine & Sine convolution integrals, Relationship of Fourier and Laplace Transform, Ap-
plication of Fourier transforms to the solution of initial and boundary value problems,
Heat conduction in solids (one dimensional problems in infinite & semi infinite domain).
(Reference for Unit II: Section 2.2, 2.3, 2.4, 2.5, 2.7, 3.2, 3.3 of L. Andrews and B.
Shivamogg, Integral Transforms for Engineers, Prentice Hall of India)
18
Unit III: The Mellin Transform (15 hours)
Derivation for Mellin transform & its inversion by Fourier integral theorem, Properties
and evaluation of Mellin transforms, Complex variable method, Convolution theorem for
Mellin transform, Applications of Mellin transform: Summation of series, Products of
random variables, Boundary value problems.
(Reference for Unit III: Section 6.1, 6.2, 6.3, 6.4 of L. Andrews and B. Shivamogg, Integral
Transforms for Engineers, Prentice Hall of India)
Unit IV: The Hankel Transform (15 hours)
Definition of Hankel tarnsform and its inverse, Evaluation of Hankel transform, Hankel
tarnsform of some elementary functions, Properties of Hankel tarnsform, Parseval’s re-
lation, Evaluation of integrals, Applications of Hankel tarnsform to solutions of Partial
differential equations.
(Reference for Unit IV: Sections 7.1, 7.2, 7.3, 7.4 of L. Andrews and B. Shivamogg,
Integral Transforms for Engineers, Prentice Hall of India)
List of Practicals
1. Find the Laplace transform and the inverse Laplace transform of the given function.
2. Find solution of the given ordinary differential equation using the Laplace trans-
forms.
3. Find solution of the given boundary value problem using the Laplace transforms.
4. Find the Fourier transform and the inverse Fourier transform of the given function.
5. Find solution of the given initial and boundary value problem using the Fourier
transforms.
6. Find the Mellin transform of the given function.
7. Find solution of the given initial and boundary value problem using the Mellin
transforms.
8. Find the Hankel transform of the given function.
9. Find solution of the given initial and boundary value problem using the Hankel
transforms.
Recommended Text Books:
1. L. Andrews and B. Shivamogg, Integral Transforms for Engineers, Prentice Hall of
India.
19
2. Lokenath Debnath and Dambaru Bhatta, Integral Transforms and their Applica-
tions, CRC Press Taylor & Francis.
3. Brian Davies, Integral transforms and their Applications, Springer.
4. I.N.Sneddon, Use of Integral Transforms, Tata-McGraw Hill.
5. R. Bracemell, Fourier Transform and its Applications, MacDraw hill.
20
513016355615: Financial Mathematics
Course Objectives:
1. To learn the various financial terms and their role in the portfolio management.
2. To understand the corelation between risk and return.
3. To study the various aspects of risk management.
4. To study the role of statistical measures in portfolio and risk management.
Course Outcome:
1. Students will be able to grasp the various concept of finance.
2. Students will be able to understand portfolio and risk management.
3. Students will aware about applications of statistical measures in portfolio and risk
management.
Unit I: A Simple Market Model (15 hours)
Basic notations and assumptions, no arbitrage principle, one-step binomial model, risk
and return, forward contracts, call and put options, foreign exchange, managing risk with
options.
Unit II: Risk Free Assets (15 hours)
Time value of money: simple interest, periodic compounding, streams of payments, con-
tinuous compounding, comparision of compounding methods.
Money market: zero-coupon bonds, coupon bonds, money market account.
Unit III: Portfolio Management (15 hours)
Risk and return: expected return, standard deviation as risk measure.
Two securities: risk and expected return on a portfolio, feasible set.
Several securities: risk and expected return on a portfolio, minimum variance portfolio,
efficient frontier, two-fund theorem, market portfolio.
Capital asset pricing model.
Unit IV: Forward and Futures Contracts (15 hours)
Forward contracts: underlying asset, forward price, value of forward contract.
Futures: Pricing, margins, hedging with futures, index futures.
21
List of Practicals
1. Examples based on no-arbitrage principle.
2. Examples based on risk and returns.
3. Examples based on periodic and continuous compunding.
4. Examples based on zero coupon bonds and coupon bonds.
5. Examples based on risk management.
6. Examples based on Capital asset pricing model.
7. Examples based on hedging.
8. Examples based on index futures.
Recommended Text Books:
1. Marek Capinski and Tomasz Zastawniak, Mathematics for Finance, second edition,
Springer, 2004.
2. Sheldon Ross, An Elementary Introduction to Mathematical Finance, third edition,
Cambridge University Press, 2011.
22
513016355616 Basics of Numerical Analysis
Course Objectives:
1. To execute some numerical methods for solving an algebraic or differential equation
when an exact solution of the same cannot be obtained by analytical methods.
2. To test the order of convergence or stability of a method.
3. To predict the truncation error involved, in interpolating a function by a polynomial.
4. To solve ordinary differential equations with initial conditions using numerical meth-
ods.
Course Outcome:
1. Students will perform some iterative methods for solving transcendental and poly-
nomial equations with an emphasis on the order of convergence.
2. Iterative methods for solving a system of algebraic equations, theorems pertaining
to their convergence and bounds on eigenvalues will be discussed in the course.
3. Students will be able to calculate using various methods of interpolation.
4. The course incorporates solving initial value problems using numerical methods
and understanding the stability of the methods together with the truncation error
involved.
Pre-requisites: A course of linear algebra.
Unit-I: Transcendental and Polynomial equations (15 hours)
Newton-Raphson method, Regula Falsi and Secant methods, Ramanujan’s method, Muller’s
method, Chebyshev method: derivation and rate of convergence. Iterative methods for
polynomial equations: Birge-Vieta method and Bairstow method.
Reference: Chapter 2 of Jain, Iyengar, Jain and Chapter 2 of S.S.Sastry.
Unit-II: Numerical Linear Algebra (15 hours)
Solving a system of linear equations by Gauss elimination method, Jacobi Iteration
method, Gauss-Seidel Iteration method, Convergence theorems of Jacobi and Gauss-
Seidel methods.
Bounds on Eigenvalues: Gerschgorin theorem and Brauer theorem for bounds of eigenval-
ues of matrices, Power method for determining the largest eigenvalue of a matrix, inverse
power method, singular value decomposition.
Reference: Chapter 3 of Jain, Iyengar Jain and Chapter 7 of S.S.Sastry.
23
Unit-III: Interpolation (15 hours)
Lagrange’s interpolation, Newton’s divided difference interpolation, Truncation error
bound, Newton’s forward and backward difference interpolation, finite difference opera-
tors, Piecewise and Spline interpolation.
Reference: Chapter 4 of Jain, Iyengar, Jain.
Unit-IV: Initial Value Problems (15 hours)
Local Truncation error, convergence and stability of numerical methods, Euler’s method,
Backward Euler method, Mid point method, Taylor Series method, Explicit Runge Kutta
methods of second, third and fourth order.
System of Equations: explicit Runge Kutta method of fourth order.
Stability analysis of single step methods: Euler’s method, Backward Euler method, ex-
plicit Runge Kutta methods.
Reference: Chapter 6 of Jain, Iyengar, Jain.
List of Practicals
1. Solving algebraic or transcendental equations by Newton-Raphson method, Regula
Falsi and Secant methods, Ramanujan’s method, Muller’s method and Chebyshev
method.
2. Solving polynomial equations by Birge-Vieta method and Bairstow method.
3. Solving a system of equations by Gauss elimination method, Jacobi iteration method
and Gauss-Seidel method.
4. Finding the largest eigenvalue of a matrix by Power method and inverse power
method, singular value decomposition.
5. Approximating a function by Lagrange’s interpolation and Newton’s forward and
backward interpolation, finding a bound for the truncation error.
6. Problems based on piecewise and spline interpolation.
7. Solving an initial value problem by Euler’s method, Mid point method, Taylor Series
method and explicit Runge Kutta methods.
8. Solving a system of first order differential equations with initial conditions by fourth
order Runge Kutta method.
Recommended Text Books:
1. M.K.Jain, S.R.K.Iyengar and R.K. Jain, Numerical Methods for Scientists and
Engineers, New Age International, Sixth Edition (2014).
2. S.S.Sastry, Numerical Methods, Prentice Hall India (2013).
24
3. H.M.Antia, Numerical Methods for Scientists and Engineers, TMH (1991).
4. K.E.Atkinson, An introduction to Numerical Analysis, John Wiley and Sons, 1978.
25
513016355617: Quadratic Forms
Course Objectives:
1. To define the notion of a quadratic form and represent it via matrices.
2. To develop the concept of p-adic integers and study their properties.
3. To detect representability by a quadratic form.
4. To determine when quadratic forms represent all numbers.
Course Outcomes:
1. Students will be able to outline the basics of quadratic and symmetric forms. Moreover,
they will be able to define to p-adic integers.
2. The learners will be able to summarize the notion of representability by a quadratic
form along with the concepts of hyperbolic plane and isotropy.
3. The students will be able to illustrate various results related to quadratic forms over
finite fields.
4. The students will be able to recall the historical theorems of Gauss and Lagrange
related to triangular numbers and sums of squares.
Unit I. Basics of quadratic forms and bilinear forms (15 hours)
Revision of basics of quadratic forms, symmetric bilinear forms, discriminant of a quadratic
form, radical of a quadratic form and non-degenerate quadratic form.
p-adic valuation, lifting congruences modulo higher prime powers, completions and
statement of Ostrowski’s theorem, ring of p-adic integers: definition and properties, field
of p-adic integers, units in the ring of p-adic integers, Hensel’s lemma, proof of Hensel’s
lemma.
Unit II. Witt’s theorem and representability by a quadratic form (15 hours)
Orthogonality, radical, orthogonal direct sum, Quadratic module, non-degenerate quadratic
module, orthogonal basis, isotropy, hyperbolic plane, quadratic form represents every el-
ement of the field under suitable technical conditions, existence of orthogonal basis for
every quadratic module, equivalent properties for representability by a non-degenerate
quadratic form.
(Ref: A Course in arithmetic, J. P. Serre, Chapter 4).
Unit III. Quadratic forms over finite fields (15 hours)
Finite fields, existence of finite fields, multiplicative group of a finite field is cyclic using
Euler’s ϕ function, equations over finite fields, Chevalley-Warning theorem and proof, all
quadratic forms in atleast three variables over a finite fields are isotropic.
(Ref: A Course in arithmetic, J. P. Serre, Chapter 4).
26
Unit IV. Sums of squares and representations over integers(15 hours)
Hasse-Minkowski theorem (statement), Gauss’s theorem on a positive integer to be a sum
of three squares, positive definite quadratic form, equivalent conditions for positive defi-
nite quadratic form, Davenport-Cassels lemma on representations in Q to representations
in Z, Lagrange’s four square theorem, Gauss’s theorem on every positive integer being a
sum of three triangular numbers.
(Ref: A Course in arithmetic, J. P. Serre, Chapter 4, Appendix).
List of Practicals
1. Basics of quadratic forms and properties.
2. Introduction to p-adic integers.
3. Non-degenerate quadratic forms and representability.
4. Examples of isotropy, hyperbolic plane.
5. Properties of finite fields.
6. Illustrations of Chevalley-Warning theorem.
7. Positive definite quadratic forms and their properties.
8. Miscellaneous examples on sums of k-th powers.
Recommended Text Books:
1. Fernando Q. Gouvea, p-adic numbers, Springer Verlag, Third Edition, Universitext.
2. Serre, J.P., A course in arithmetic, Graduate Texts in Mathematics, GTM, Volume 7.
3. Lam, T. Y, Introduction to quadratic forms over fields, Graduate Studies in Mathe-
matics, Volume 67.
4. M. Artin, Algebra, Prentice Hall of India.
27
513016355618: Basic Algebraic Geometry
Course Objectives:
1. To outline the algebraic approach to understand solutions of system of equations.
2. To recognize the interplay between commutative algebra and geometry.
3. To differentiate singularity and non-singularity of varieties through algebra.
4. To convince the students of the relation between discrete valuation rings and certain
topics in geometry.
Course Outcomes:
1. Students will correlate between geometry and commutative algebra after the course.
2. That topology gives comprehensive understanding of the ideal theoretic systems
will get underlined.
3. The students will assemble the necessary background to understand the algebraic
counterpart of the Jacobian matrix.
4. The students will correlate much better the topics of commutative algebra and
algebraic geometry.
Prerequisites: Basic knowledge of algebra and commutative algebra is required.
Unit-I: Affine Variety (15 hours)
Algebraic set, affine n-space An over algebraically closed field k, Union and intersection
of algebraic sets, Zariski topology on An . Irreducible space, Affine algebraic varieties,
ideal IY of Y ⊂ An of A = k[X1 , . . . , Xn ], some relations between ideal IY and a set
Y ⊂ An , affine coordinate ring, Hilbert’s nullstellensatz.
Unit-II: Noetherian Topological space and Regular functions (15 hours)
Noetherian Topological space, Height of prime ideal, dimension of ring, Quasi-affine vari-
ety, Krull’s Hauptidealsatz, one dimensional Noetherian integral domain. Regular func-
tions, Regular function is continuous.
Unit-III: Regular functions and Morphism of Varieties (15 hours)
Morphism of Varieties, Isomorphism of Varieties, Ring of germs of regular functions on
a variety, Ring O(y) of regular functions on a variety Y .
Function field K(Y ). Connection between function field, ring of germs, ring of regular
functions of a variety. If B is an integral domain then B is equal to the intersection
(inside its quotient field) of its localizations at all maximal ideals.
If X is any variety and Y is an affine variety then X is isomorphic to Y if and only if
A(X) is isomorphic to A(Y ) as a k-algebra. Finiteness of integral closure.
28
Unit-IV: Non-singular varieties (15 hours)
Regular local ring, Singularity at a point, Set SingY of singular points of Y is a proper
closed subset of Y .
Ideal-adic topology, m-adic topology for maximal ideal m. Completion. Properties of
completion of Noetherian local ring.
Non-singular curves: Prerequisites: Integral extension, valuation ring, DVR, integrally
closed ring Dedekind domain.
Any DVR of K|k is isomorphic to a point on some non singular affine curve.
List of Practicals
1. Determine algebraic sets, affine variety, Zariski Topology, irreducible sets.
2. Determine Zariski Topology, irreducible sets, connectedness and affine coordinate
rings.
3. Determine height, dimension, depth altitude of ideals rings and varieties.
4. Determine One dimensional Noetherian integral domain and affine curves.
5. Determine regular functions on a variety, Ring of germs of regular functions on a
variety.
6. Determine Ring of germs of regular functions on a variety, some examples of Mor-
phism of Varieties.
7. Determine non-singular varieties, completion of rings and non-singular curves.
8. Determine completion of rings and non-singular curves.
Recommended Text Books:
1. Robin Hartshorne, Algebraic Geometry; Springer International.
2. C. Musili; Algebraic Geometry f or Biginners; Hindustan Book Agency, TRIM 20.
3. Miles Reid; U ndergraduate Algebraic Geometry; Cambridge University Press.
4. Balwant Singh, Basic commutative algebra, World Scientific.
5. Dilip P. Patil and Uwe Storch, Introduction to algebraic geometry and commutative
algebra, World Scientific.
29
513016355619: Numerical Linear Algebra
Course Objectives:
1. To develop algorithmic approach to understand transformations.
2. To underline the unity between topics with relevant emphasis on details.
3. To discuss the technique of singular value decomposition.
4. To implement the least square method on the computer.
Course Outcomes:
1. Students will calculate the matrices for the linear transformations.
2. To develop ideas that are not normally emphasized in a standard linear algebra
course.
3. To recognize which problems can be solved with linear algebra techniques.
4. To implement algorithms and demonstrate the power of computers, since calcula-
tions by hand become cumbersome for matrices of very large sizes.
Unit-I: Singular Value Decomposition(SVD) (15 hours)
Singular values, Singular vectors, SVD, Reduced SVD, Full SVD, Existence and unique-
ness of SVD of m × n matrices, Difference between SVD and eigenvalue decomposition,
Matrix properties via the SVD, R and python program to evaluate SVD of matrices.
Unit-II: QR Factorization (15 hours)
Projector (or Idempotent), Projection with orthonormal basis, Projection with an arbi-
trary basis, Reduced QR factorization, Full QR factorization. Existence and uniqueness
of full (and reduced) QR factorization. Solution of Ax = b by QR factorization.
Classical Gram-Schmidt (iteration or) algorithm (unstable), Modified Gram-Schmidt (it-
eration or) algorithm, Operation count of QR factorization.
Python and R codes for classical and modified Gram-Schmidt algorithm.
Unit-III: Householder Triangularization and Least Square Problem(LSP) (15
hours)
Discrete LSP, Orthogonal matrices, rotators, reflectors (or Householder transformations),
Householder Triangularization.
Solution of LSP: Full rank case and Rank-deficient case. Geometric approach to the LSP.
Discrete and continuous LSP.
30
Unit-IV: Eigenvalues and Eigenvectors (15 hours)
Diagonalization, Orthogonal Diagonalization, Unitary Diagonalization,, Schur Factoriza-
tion, Matrix reduction to Hessenberg or Tridiagonal form. Rayleigh quotients, Inverse
iteration.
Francis algorithm for computing the complete set of eigenvalues of matrix: Francis iter-
ation of degree one and two.
List of Practicals
1. Compute reduced SVD of m × n matrix explicitly in R and Python.
2. Compute full SVD of m × n matrix explicitly in R and Python.
3. Python and R codes for classical Gram-Schmidt algorithm.
4. Python and R codes for modified Gram-Schmidt algorithm.
5. Python and R codes for Householder Triangularization.
6. Python and R codes for Least Square Problem.
7. Francis algorithm for computing the complete set of eigenvalues of matrix in R.
8. Francis algorithm for computing the complete set of eigenvalues of matrix in Python.
Recommended Text Books:
1. Lloyd N. Trefethen and David Bau; N umerical Linear Algebra; Siam.
2. David S. Watkins; F undamentals of M atrix Computations; A Wiley-Interscience
Series of Texts, Monographs, and Tracts.
3. Mike X Cohen; Linear Algebra : T heory, Intuition, Code; Shroff Publishers and
Distributors.
31
513016355620: R Programming
Course Objectives:
1. To underline the benefits of Git Repository.
2. To differentiate between various kinds of graph plots.
3. To demostrate the use of loops and Apply family.
4. To explain the important concepts of statistics.
Course Outcomes:
1. Students will sketch easily different graphs and will derive initial conclusion from
graphs.
2. The course illustrates the techniques to handle T-tests and non-parametric tests.
3. Students will predict using ANOVA by the end of the course.
4. The course integrates along with theory programming skill which is very much
essential in today’s world.
Unit-I: R Programming (15 hours)
Creating Git Repository, Basic Data types in R, Missing values and removing missing
values(either in list or in vectors), Exploring packages, loading packages and learning
of packages. Basic Data Management: Creating new variables; Recoding and renaming
variables; Sorting, Merging, Subsetting datasets. Reading data from different files, Data
Manipulation with dplyr/tidyverse.
Unit-II: Graph Plot (15 hours)
Graph with ggplot2, saving graphs.Plotting data with bar, box, and dot plots; Creating
pie charts, tree maps, Histogram. Kernel Density plot, Box plot.
Unit-III: Apply Family and Exploratory Data Analysis(EDA) (15 hours)
Loops, Apply Family, Working with Dates and Time, Exploratory Data Analysis.
Unit-IV: Probability and Statistics (15 hours)
Probability, Conditional Probability, Random Variables, Expectation, Variance, Moment
generating functions, Central Tendencies, Measures of central tendencies, Confidence
Intervals, Hypothesis Testing, Distributions, T test and non-parametric tests. Analysis
of variance and power analysis.
32
List of Practicals
1. Manage R workspace; Exploring, loading and learning of packages.
2. Understanding data sets; R data structures; Crating Data Frames; Data input(import
data); Annotating datasets.
3. Basic Data Management: Creating new variables; Recoding and renaming variables;
Sorting, Merging, Subsetting datasets.
4. Use of dplyr to manipulate data frames;
5. Creating a graph with ggplot2, saving graphs.
6. Functions in R for manipulating data: Mathematical, Statistical and probability
functions. Other useful functions.
7. Plotting data with bar, box, and dot plots; Creating pie charts, tree maps, His-
togram.
8. Kernel Density plot, Box plot.
9. Descriptive Statistics.
10. Frequency and contingency tables.
11. T-tests. Non-parametric tests of group differences.
12. Anova.
Recommended Text Books:
1. Laura M. Chihara and Tim C. Hesterberg; M athematical Statistics with Resampling and R;
Wiley Publisher.
2. Robert I. Kabacoff; R in Action, Data Analysis and Graphics with R and T idyverse;
Manning publication.
3. Nina Zumel and John Mount; P ractical Data Science with R; Manning publica-
tion.
4. Hadley Wickham, Mine Çetinkaya-Rundel and Garrett Grolemund; R f or Data Science;
O’Reilly publication.
33
Semester-IV
5130164561: Algebra IV
Course Objectives:
1. To recall the fascinating history of solving polynomial equations and its relation to
group theory.
2. To identify normal extensions and separable extensions.
3. To evaluate the Galois group in specific cases.
4. To recognize cyclotomic polynomials and develop their relation with the roots of
unity.
Course Outcomes:
1. Students will be able to test if the given extensions are algebraic and determine their
properties.
2. Learners will compute the splitting fields and their degrees. Normal extension is
defined and its equivalent properties are discussed.
3. Interpretation of finite fields as splitting fields and the notion of algebraic closure will
be explained in detail by the students at the end of course.
4. Galois extensions can be classified by students and the fundamental theorem of Galois
theory will be illustrated via examples.
Unit I. Algebraic Extensions (15 hours)
Prime subfield of a field, definition of field extension K/F , algebraic elements, mini-
mal polynomial of an algebraic element, extension of a field obtained by adjoining one
algebraic element.
Algebraic extensions, Finite extensions, degree of an algebraic element, degree of a
field extension. If α is algebraic over the filed F and mα (x) is the minimum polynomial
of α over F , then F (α) is isomorphic to F [X]/(mα (x)). If F ⊆ K ⊆ L are fields, then
[L : F ] = [L : K][K : F ]. If K/F is a field extension, then the collection of all elements of
K which are algebraic over F is a subfield of K. If L/K, K/F are algebraic extensions,
then so is L/F . Composite filed K1 K2 of two subfields of a field and examples. (Ref:D.S.
Dummit and R.M. Foote, Abstract Algebra)
Classical Straight-edge and Compass constructions: definition of Constructible points,
lines, circles by Straight-edge and Compass starting with (0, 0) and (1, 0), definition of
constructible real numbers. If a ∈ R is constructible, then a is an algebraic number and
its degree over Q is a power of 2. cos 200 is not a constructible number. The regular 7-
gon is not constructible. The regular 17-gon is constructible. The Constructible numbers
34
√
form a subfield of R. If a > 0 is constructible, then so is a. (Ref:M. Artin, Algebra,
Prentice Hall of India).
Impossibility of the classical Greek problems: 1) Doubling a Cube, 2) Trisecting an
Angle, 3) Squaring the Circle is possible. (Ref:D. S. Dummit and R.M. Foote,Abstract
Algebra).
Unit II. Normal and Separable Extensions (15 hours)
Splitting field for a set of polynomials, normal extension, examples such of splitting fields
of xp − 1 (p prime), uniqueness of splitting fields, existence and uniqueness of finite fields.
Algebraic closure of a field, existence of algebraic closure.
Separable elements, Separable extensions. In characteristic 0, all extensions are separable.
Frobenius automorphism of a finite field. Every irreducible polynomial over a finite field
is separable. Primitive element theorem.
(Reference for Unit II: D. S. Dummit and R. M. Foote, Abstract Algebra).
Unit III. Galois Theory (15 hours)
Galois group G(K/F ) of a field extension K/F , Galois extensions, Subgroups, Fixed
fields, Galois correspondence, Fundamental theorem of Galois theory, Cyclotomic field
Q(ζn ) (splitting field of xn − 1 over Q), cyclotomic polynomial, degree of Cyclotomic field
Q(ζn ). (Reference: D. S. Dummit and R.M. Foote, Abstract Algebra)
Unit IV. Applications (15 hours)
Galois group of the cyclotomic field, Galois group for an irreducible cubic polynomial,
Galois group for an irreducible quartic polynomial. (Ref: M. Artin, Algebra, Prentice
Hall of India).
Solvability by radicals in terms of Galois group and Abel’s theorem on the insolvability
of a general quintic. (Ref: D. S. Dummit and R. M. Foote, Abstract Algebra)
List of Practicals
1. Algebraic extensions and related properties.
2. Constructible numbers.
3. Splitting field, normal extensions.
4. Separability and related properties.
5. Galois groups and fixed fields.
6. Cyclotomic polynomials and fields.
7. Galois groups of cubic and quadrtic polynomials.
8. Insovability of quintic polynomials.
35
Recommended Text Books:
1. D. S. Dummit and R. M. Foote, Abstract Algebra, John Wiley and Sons.
2. M. Artin, Algebra, Prentice Hall of India, 2011.
3. S. Lang, Algebra, Springer Verlag, 2004
4. N. Jacobson, Basic Algebra, Dover, 1985.
36
5130164562: Fourier Analysis
Course Objectives:
1. To study conditions under which a function has a Fourier series expansion and its
properties.
2. Development of the Dirichlet’s kernel, the Fejer kernel and the Poisson kernel and
study their applications.
3. To analyze the convergence of the Fourier series.
4. To study the Dirichlet’s problem and development of heat kernel as an application
of the Fourier series.
Course Outcome: On completion of this course the learner will be able to
1. Generate the Fourier series expansion of a periodic function and analyze their con-
vergence.
2. Grasp the properties of the Dirichlet kernel, Fejer kernel, Poisson kernel and the
concept of a good kernel.
3. Obtain a Fourier series solution of the Dirichlet problem and the heat equation.
Unit-I: Fourier Series (15 hours)
The vibrating string problem, one dimensional heat conduction problem and its solution
by the separation of variables. Dirichlet’s conditions, Definition of the Fourier series of
a periodic function, Bessel’s inequality for a 2π periodic Riemann integrable function,
Derivatives, Integrals and Uniform Convergence properties, Fourier series on intervals,
Even & odd extensions, Fourier series of a periodic function of an arbitrary period,
Uniqueness theorem.
(Reference for Unit I: Unit 1 of E. M. Stein and R. Shakarchi, Fourier Analysis an
Introduction, Princeton University Press, 2003. Sections 2.1, 2.2, 2.3, 2.4 of the G.B.
Folland, Fourier Analysis and its Applications, American Mathematical Society, Indian
Edition 2010.)
Unit-II: Dirichlet’s Kernel and applications (15 hours)
Dirichlet kernel, Convergence theorem for the Fourier series of a periodic and piecewise
smooth function, Fourier coefficients of integrable and square integrable periodic func-
tions, The Riemann-Lebesque lemma and its converse, Bessel’s inequality for a periodic
functions, Dirichlet’s theorem, Concept of Good kernels, Dirichlet’s kernel is not good
kernel.
37
(Reference for Unit II: Sections 2.2 of the G.B. Folland, Fourier Analysis and its
Applications, American Mathematical Society, Indian Edition 2010. Sections 13A, 13B,
13C of R. Beals, Analysis An Introduction, Cambridge University Press, 2004 and Section
4 of unit 2 of E. M. Stein and R. Shakarchi, Fourier Analysis an Introduction, Princeton
University Press, 2003, for converse of Riemann-Lebesgue lemma refer section 5.14 of W.
Rudin, Real and Complex Analysis, Tata McGraw Hill )
Unit-III: Fejer’s Kernel and applications (15 hours)
Cesaro summability, Cesaro mean and Cesaro sum of the Fourier series, Fejer’s Kernel,
Fejer’s kernel is a good kernel, Fejer’s Theorem, Weierstrass approximation theorem as an
application, Parseval’s identity. Convergence of Fourier series of an L2 periodic function
w.r.t the L2 -norm, Riesz-Fischer theorem on Unitary isomorphism from L2 [−π, π] onto
the sequence space l2 of square summable complex sequences.
(Reference for Unit III: Sections 13D, 13E, 13F of R. Beals, Analysis An Introduc-
tion, Cambridge University Press, 2004, Section 5.1 & 5.2 of unit 2 of E. M. Stein and
R. Shakarchi, Fourier Analysis an Introduction, Princeton University Press, 2003 and
Sections 2.2, 3.2 of E. M. Stein and R. Shakarchi, Real Analysis an Introduction, New
age International).
Unit-IV: Poisson kernel and applications (15 hours)
Abel summability, Abel sum of the Fourier series, The Poisson kernel, The Poisson kernel
is a good kernel, Laplacian, Harmonic functions, Dirichlet Problem for the unit disc, The
solution of Dirichlet problem for the unit disc. The Poisson integral, Applications of
Fourier series to heat equation on the circle and development of heat kernel.
(Reference for Unit IV: Section 2 of unit 1, Section 5.3 & 5.4 of unit 2 and section 1 &
4 of unit 4 of E. M. Stein and R. Shakarchi, Fourier Analysis an Introduction, Princeton
University Press, 2003.)
List of Practicals
1. Examples based on the one dimensional wave equation subjected to arbitrary initial
displacement.
2. Examples based on the one dimensional heat equation subjected to arbitrary initial
temperature.
3. Find the Fourier series of real and complex valued periodic functions of the period
2π.
4. Find the Fourier series of real and complex valued periodic functions of the arbitrary
period.
5. Examples based on even and odd extension of the function and its Fourier series.
38
6. Examples based on Unitary isomorphism.
7. Examples based on the Dirichlet’s problem in the unit disc subjected to arbitrary
temperature on the boundary of the disc.
8. Examples based on the Poisson kerenel.
9. Examples based on the Cesaro summability and Abel summability.
Recommended Text Books:
1. G.B. Folland, Fourier Analysis and its Applications, American Mathematical Soci-
ety, Indian Edition 2010.
2. E. M. Stein and R. Shakarchi, Fourier Analysis an Introduction, Princeton Univer-
sity Press, 2003.
3. E. M. Stein and R. Shakarchi, Real Analysis an Introduction, New age International
4. R. Beals, Analysis An Introduction, Cambridge University Press, 2004
39
5130164563: Functional Anaysis
Course Objectives:
1. This course aims to introduce the concept of Hilbert space, Banach space and their
properties.
2. To study the concept of normed and inner product spaces, bounded linear trans-
formation and orthogonal decomposition of Hilbert space.
3. To understand the concept of dual spaces and their properties.
4. Make to understand the concept of separable and reflexive spaces. To study some
properties of normed spaces such as ℓp and LP [a, b].
5. To under stand the concepts of fundamental theorems such as Open mapping and
closed graph theorem. Also to understand the concept of uniform boundedness
principle.
Course Outcome:
1. Students will learn Hilbert and Banach spaces.
2. Students will be able to understand the concept of bounded linear transformations
on normed space.
3. Students will learned the spaces such as ℓp and Lp [a, b] and to determine their dual
spaces.
4. Student will understand the open mapping and closed graph theorem and their
applications.
5. Students will understand the Riesz lemma, Riesz Representation theorem and their
applications.
Unit-I: Normed Linear Spaces (15 hours)
Normed Linear spaces, Banach spaces. Quotient spaces, Examples of Normed linear
spaces, Arzela-Ascoli theorem, Holder’s, Minkowski’s and Cauchy-Schwarz inequalities.
Examples of Banach spaces such as ℓp and Lp [a, b] spaces for 1 ≤ p ≤ ∞. Finite di-
mensional normed linear spaces, Equivalent norms, Riesz Lemma and its application to
a normed linear spaces.
Unit-II: Bounded Linear Transformations (15 hours)
Bounded linear transformations, Equivalent characterizations. B(X, Y ) a space of bounded
linear transformation, completeness of B(X, Y ). Dual space of a normed linear space,
Dual space of ℓp and Lp [a, b] (1 ≤ p ≤ ∞). Separable spaces and their examples. Riesz
Representation theorem.
40
Unit-III: Hilbert Spaces (15 hours)
Inner product and its properties, inner product spaces, complete inner product spaces,
Hilbert spaces, ℓ2 and L2 [−π, π] spaces. Norm induced by inner product and vice-versa.
Orthogonal sets and orthogonal decomposition of Hilbert space. Equivalence of complete
orthonormal set and maximal orthonormal set. Gram-Schmidt orthogonalization process.
Bessel’s inequality and Parseval’s identity. Existence of a maximal orthonormal set,
separability of Hilbert space. Riesz Representation theorem for Hilbert spaces.
Unit-IV: Reflexive spaces and Fundamental Theorems (15 hours)
Bidual space, canonical mapping from space X into X ′′ . Reflexive spaces and their
examples. Reflexivity of Hilbert space, ℓ1 is not reflexive, relation between reflexivity
and separability. Hahn-Banach theorem for normed spaces and its applications. Open
mapping and Closed graph theorem, Uniform boundedness principle and its application.
List of Practicals:
1. Verification of norm function and computation of norm, To test the equivalence of
given norms norms.
2. Verify the completeness of given norm and example of Banach spaces.
3. Examples of bounded and unbounded transformations.
4. Example based on Separable and dual spaces.
5. Computation of inner product. Completeness of inner product space
6. Example of Hilbert space. Construction of orthonormal set.
7. Examples of reflexive spaces
8. Examples based on open mapping theorem and closed graph theorem.
9. Problem based on Uniform bounded principle.
Recommended Text Books:
1. Andrew Browder, Mathematical Analysis, An Introduction, Springer International
Edition, 1996.
2. E. Keryszig, Introductory Functional Analysis with Applications, Wiely India, 1978.
3. B. V. Limaye, Functional Analysis, New Age International, 1996.
4. M. T. Nair, Functional Analysis, Prentice Hall, India
5. H. L. Royden, Real Analysis, Pearson, 4th edition, 2017.
41
6. G. F. Simmons, Introduction to Topology and Modern Analysis, Tata McGraw-Hill,
2004.
7. Peter D. Lax, Functional Analysis, Wiley.
42
5130164564: Research Project
In order to maintain its quality and purpose of research projects, the following guide-
lines has to be follow
1. Research project batch will consist of minimum 3 and maximum 8 students.
2. A research project can consist of different research topices depending on the students
and research project supervisor.
3. The students will be evaluated on their individual performance and their contribu-
tion to the research project.
4. Students has to do detailed literature review on their respective research topic.
5. It is mandatory to spend at least two hours a week on e-learning resources as
practical work during research project.
6. Use of soft computing tools/ mathematical softwares viz Matlab, Mathematica,
MathCAD etc. will be highly appreciated.
7. For semester IV, a student may be allowed to continue with the research topic
done by her/him in Semester III. However the material submitted for evaluation in
Semester 3 cannot be included for evaluation in Semester IV.
8. A student has option of choosing a research topic and supervisor different from the
one in Semester III.
43
513016456511: Lie Algebras
Course Objectives:
1. To define Lie algebras.
2. To illustrate basic concepts in Lie algebras like ideals, homomorphisms, subalgebras,
derived algebras.
3. To discuss Engel’s theorem.
4. To develop the notion of root systems.
Course Outcomes:
1. Students will recognize Lie algebras and their many examples.
2. They will be able to calculate the matrix of the adjoint representation.
3. The students will use Killing form and develop Cartan’s criterion for solvability of Lie
algebras.
4. The students will be able to test if a given set of vectors forms a root system and
determine certain Weyl groups.
Unit I. Basics of Lie algebras (15 hours)
Definition of Lie algebras, examples, Jacobi identity, classical algebras and their examples,
Lie algebras of upper triangular matrices, strictly upper triangular matrices, diagonal
matrices. Subalgebras of the general linear algebra, ideals and homomorphisms, derived
algebra.
Unit II. Simple Lie algebras and adjoint representation (15 hours)
Simple Lie algebras, examples, definition of derivation and examples, adjoint representa-
tion of a Lie algebra, automorphisms of a Lie algebra, inner automorphisms, ad-nilpotent
and conjugation by exponential.
Unit III. Further types of Lie algebra (15 hours)
Solvable Lie algebras, nilpotent Lie algebras, examples from general linear Lie algebra,
Engel’s theorem, adjoint of nilpotent endomorphism, existence of common eigenvector for
Lie algebra of nilpotent endomorphisms. Existence of Jordan-Chevalley decomposition,
semisimple and nilpotent elements.
Unit IV. Introduction to root systems (15 hours)
Cartan’s criterion for solvability, Killing form, characterization of semisimple Lie algebras
using non-degeneracy of Killing form, Definition of Root system, reflections, hyperplanes,
Weyl group, conjugation action of the automorphism group on the Weyl group, pairs of
roots and possible angles, Computation of some root systems of rank two, computation
of some Weyl groups.
44
List of Practicals
1. Examples of Lie algebras
2. Subalgebras, ideals, homomorphisms in Lie algebras.
3. Simple Lie algebras.
4. Adjoint representation.
5. Solvable Lie algebras and semisimple elements.
6. Nilpotent Lie algebras and nilpotent elements.
7. Root systems of rank two: classification.
8. Simple computations of Weyl groups.
Recommended Text Books:
1. James E. Humphreys, Introduction to Lie Algebras and Representation Theory, Grad-
uate Text in Mathematics, Volume 9.
2. S. Lang, Algebra, Springer Verlag, 2004
3. N. Jacobson, Basic Algebra, Dover, 1985.
45
513016456512: Representation Theory of Finite Groups
Course Objectives:
1. To define a representation and list examples.
2. To discuss characters and orthogonality relations.
3. To demonstrate the role of Frobenius reciprocity.
4. To associate character tables to groups.
Course Outcomes:
1. Students will recognize what is a representation and their examples. Also they will
give original examples of invariant vectors and invariant subspaces.
2. They will compute the characters of various representations.
3. The students will be able to check the orthogonality relations for characters.
4. The Frobenius reciprocity law will help students to calculate further examples of char-
acter tables.
Unit I. Basic Definitions (15 hours)
Definition, trivial representation, sign representation, regular representation, faithful rep-
resentatiion, matrix representation, examples, dimension of representation, character of
a representation, character is constant on conjugacy class, G-invariant subspaces, G-
invariant vector, examples, definition of irreducible representation.
(Reference: Artin, Algebra).
Unit II. Maschke’s theorem (15 hours)
Equivalence of representations, relation between character of equivalent representations,
reducible representation, standard representation, examples of representations, Maschke’s
theorem, Unitary representation, existence of G-invariant, positive definite Hermitian
form on V for a representation ρ of GL(V ). Corollaries of Maschke’s theorem.
(Reference for Unit II: Artin, Algebra).
Unit III. Characters and orthogonality relations (15 hours)
Definition of character, examples of characters, properties of characters like relation to
dimension, proof of orthogonality relations for characters, character tables, examples of
character tables for small groups.
Unit IV. Frobenius reciprocity and examples of character tables (15 hours)
Induced representation, restriction of a representation, statement of Frobenius reciprocity,
proof of the statement of Frobenius reciprocity law, further examples of character tables.
46
List of Practicals
1. Representation definition and examples.
2. Invariant vectors and subspaces.
3. Averaging trick and unitary representations.
4. Examples of representations.
5. Character tables of groups of small order.
6. Orthogonality relations and characters.
7. Frobenius reciprocity.
8. Further examples of character tables.
Recommended Text Books:
1. Gordon James and Martin Liebeck, Representations and characters of groups, Second
edition, Cambridge.
2. M. Artin, Algebra, Prentice Hall of India, 2011.
3. Serre, Linear Representations of finite groups, Graduate Texts in Mathematics, GTM,
Volume 42.
4. Peter Webb, A Course in Finite Group Representation Theory,
47
513016456513: Special Functions
Course Objectives:
1. To study the hypergeometric equation and its solutions.
2. To study the properties of hypergeometric functions and its generating functions.
3. To study the solution of Legendre’s differential equations and evaluation of Legen-
dre’s polynomials.
4. To study Bessel’s functions and its applications.
5. To solve Hermite equations and its solutions
Course Outcome:
1. Students will learn hypergeometric functions and their applications .
2. Student will able to solve special kind of second order Legendre’s differential equa-
tions.
3. To be understand first and second kind of Bessel’s functions, generating functions
and its orthogonal properties.
4. Students will be able to understand the Hermite polynomials and its properties.
Use it to solve some specific type of second order differential equations.
Unit-I: Hypergeometric Functions (15 hours)
[Revision of ordinary points, regular singular points, points at infinity and method of
series solutions-only for revision]. The hypergeometric series, integral formula for hy-
pergeometric series, Gauss theorem, Vander-Monde’s theorem, hypergeometric equation,
relation of contiguity, the confluent hypergeometric function.
Unit-II: Legendre’s Functions (15 hours)
Legendre polynomials, recurrence relations, Morphy and Rodrigues formula, generating
function for Legendre polynomials, orthogonality property, Legendre series, relation be-
tween Legendre polynomial and its derivatives, associate Legendre functions, Neumann’s
formula.
Unit-III: Bessel’s Functions (15 hours)
Bessel’s equation and its solution, Bessel’s functions of first and second kind, generat-
ing function for Bessel functions, integral representation, recurrence relations, Hankel
function, modified Bessel functions, orthogonality property, Bessel’s series.
48
Unit-IV: Hermite Polynomials (15 hours)
Hermite equation and its solution, generating function for Hermite polynomials, explicit
expression for, and special values of the Hermite polynomials, orthogonality property of
Hermite polynomial, relation between Hermite polynomials and its derivatives, Weber-
Hermite functions.
List of Practicals
1. Problems based on hypergeometric functions and derivatives.
2. Problems based on integral representation of hypergeometric functions.
3. Problems based on Confluent hypergeometric function.
4. Solution of Legendre differential equations
5. Problems based on properties of Legendre’s polynomials.
6. Solution of Bessel’s differential equations
7. Problems based on derivatives of Bessel’s functions and modified Bessel functions.
8. Problems based on Hermite equation.
9. Problems based on Hermite polynomials and Weber-Hermite functions.
Recommended Text Books:
1. W. W. Bell, Special Functions for Scientists and Engineers, D. Van Nostrand Com-
pany Inc., Princeton, New Jersey, 1963.
2. Ian N. Sneddon, Special Functions of Mathematical Physics and Chemistry, Oliver
and Boyd Ltd., 1966.
3. George E. Andrews, Richard Askey and Ranjan Roy, Special Functions, Cambridge
University Press, 2010.
4. N. N. Lebedev, (translated by Richard A. Silverman), Special Functions and Their
Applications, Prentice-Hall Inc., London, 1965.
5. Rainville E. D., Special Functions, the Macmillan Co., New York, 1960.
49
513016456514: Calculus on Manifolds
Course Objectives:
1. To introduce the concept of multilinear function and its properties.
2. To understand and apply the concepts of differential form, pullback form, closed
and exact form.
3. To understand and apply the concept of exterior derivatives.
4. To study the Green’s theorem, divergence theroem and Stokes theorem and their
applications.
Course Outcomes: On completion of this course the learner will be able to
1. Grasp the concept of tensor, alternating tensor, wedge product and differential forms
and compute them.
2. Analyze fields and forms on manifolds.
3. Understand and apply the Classical theorems: Stoke’s theorem, Green’s theorem,
Gauss divergence theorem.
Prerequisites: Differential Geometry.
Unit I: Multilinear Algebra (15 hours)
Multilinear map on a finite dimensional vector space V over R and k−tensors on V , the
collection ℑk (V ) or ⊗k (V ∗ ) of all k−tensors on V , tensor product S ⊗ T of S ∈ ℑk (V )
and T ∈ ℑl (V ), alternating tensor and the collection Λk (V )∗ ) of k−tensors on V , the
exterior product or wedge product, basis of Λk (V )∗ ), orientation of finite dimensional
vector space V over R.
(References for Unit I: PP 75 − 84 in Chapter IV of M. Spivak, Calculus on Manifolds,
W.A. Benjamin Inc.)
Unit II: Differential Forms (15 hours)
Differential forms or k−forms on Rn , wedge product of k−forms ω and l−forms η, the
exterior derivative and its properties, Pullback forms and its properties, closed and exact
forms, Poincare’s lemma.
(Reference for Unit II: PP 86 − 97 in Chapter IV of M. Spivak, Calculus on Manifolds,
W.A. Benjamin Inc.)
50
Unit III: Basics of Submanifolds of Rn (15 hours)
Submanifolds of Rn , submanifolds of Rn with boundary, smooth functions defined on
submanifolds of Rn , Tangent vector and tangent space of submanifolds of Rn .
p−forms and differential p−forms on a submanifolds of Rn , exterior derivative dω of
any differential p−forms on a submanifolds of Rn , orientable submanifolds of Rn and
oriented submanifolds of Rn , Orientation preserving map, Vector fields on submanifolds
of Rn , outward unit normal on the boundary of a submanifolds of Rn with nonempty
boundary, induced orientation of the boundary of an oriented submanifolds of Rn with
nonempty boundary.
(Reference for Unit III: PP 109 − 122 in Chapter V of M. Spivak, Calculus on Manifolds,
W.A. Benjamin Inc.)
Unit IV:R Stoke’s Theorem (15 hours) R
Integral [ 0, 1]k ω of a k−forms on cube [0, 1]k , Integral c ω of a k−forms on an open
subset A of Rk where c is a singular k− cube in A, Stoke’s Theorem for k− Rcube, ifR ω is
k − 1form on an open subset A of Rk and c is a singular k− cube in A then c ω = ∂c ω.
(Reference for Unit IV: PP 100 − 108 in Chapter IV of M. Spivak, Calculus on Manifolds,
W.A. Benjamin Inc.)
Integration of a differentiable k−forms on oriented k dimensional submanifolds M of
R , Change of variables theorem, if c1 , c2 : [0, 1]k −→ M are two Orientation preserving
n
mapsRin M and R ω is any k−forms on M such that ω = 0 outside of c1 ([0, 1]k ) ∩ c2 ([0, 1]k )
k
then c1 ω = c2 ω, Stokes’ theorem for submanifolds of R , Volume element, Integration
of functions on a submanifold of Rk , Classical theorems: Green’s theorem, Divergence
theorem of Gauss, Green’s identities.
(Reference for Unit IV: PP 122 − 137 in Chapter V of M. Spivak, Calculus on Manifolds,
W.A. Benjamin Inc.)
List of Practicals
1. Examples based on the tensor production and wedge product.
2. Examples based on the alternating tensor.
3. Examples based on the exterior derivatives.
4. Examples based on the closed and exact forms.
5. Examples based on the manifolds in Rn without boundary.
6. Examples based on the manifolds in Rn with boundary.
7. Examples based on Green’s theorem.
8. Examples based on divergence theorem.
9. Examples based on Stoke’s theorem.
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Recommended Text Books:
1. M. Spivak, Calculus on Manifolds, W.A. Benjamin Inc.
2. V. Guillemin and A. Pollack, Differential Topology, AMS Chelsea Publishing, 2010.
3. J. Munkers, Analysis on Manifolds, Addision Wesley.
4. A. Browder, Mathematical Analysis, Springer International Edition.
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513016456515: Calculus of Variations
Course Objectives:
1. To understand the concept of variational methods in Euclidean space and Banach
space
2. To understand the concept of convex sets, convex functions and their importance
in optimization problems
3. To learn techniques to find minimizers for given problem
4. To learn techniques to find saddle point solutions to given problem
Course Outcome:
1. Analyze given problem and apply suitable variational method to solve it.
2. Solve convex optimization problems.
3. Find minimizers applying the given conditions for solving problems in finite dimen-
sion and finding solutions of PDE.
4. Find saddle point solution applying the Mountain pass theorem in finite dimension
and in Banach spaces to solve PDEs.
Prerequisites: Several variable Calculus, Basic course in PDE, Functional Analysis.
Unit I: Finite Dimensional Case (15 hours)
Review of finding critical points in Rn , second derivative test. Lower semicontinuity,
Lagrange multiplier theorem, Notions of differentiability, conditions of local optimality,
Danskin’s theorem, parametric monotonicity of optimizers, Ekeland variational principle,
Mountain pass theorem.
Reference: Chapter 2 of “Elementary convexity with optimization” Vivek S. Borkar
and K.S.Mallikarjuna Rao, Trim series Hindustan book agency
Unit II: Convex Optimization (15 hours)
Convex sets, minimum distance problem, separation theorems, Brouwer fixed point the-
orem. Convex functions- continuity, differentiability, approximation. Legendre and
Fenchel duality, Lagrange multiplier rule
Reference: Chapter 3, 4, 5 of “Elementary convexity with optimization” Vivek S.
Borkar and K.S.Mallikarjuna Rao, Trim series Hindustan book agency
Unit III: Critical points in Banach Space (15 hours)
Coercivity, Existence of Minimizers, Palais-Smale condition, Deformation lemma, Critical
points of mountain pass type
Reference: Section 1, 2, 3 and 9 of Chapter 2 of Variational methods by Michael
Struwe.
53
Unit IV: Solving PDEs using variational methods (15 hours)
Application to game theory: Min-Max theorem, existence of Nash equilibria, Application
to finding solutions of PDE: Existence of minimizers, weak solutions of Euler Lagrange
equations, nonlinear eigenvalue problem, application of mountain pass theorem for exis-
tence of solution to semilinear elliptic problem.
Reference: Chapter 5, Section 5.6 of “Elementary convexity with optimization” Vivek
S. Borkar and K.S.Mallikarjuna Rao, Trim series Hindustan book agency and Section 8.2,
8.4 and 8.5 Chapter 8 of Partial Differential Equations, L.C. Evans Graduate studies in
Mathematics, Vol. 19 AMS.
List of Practicals
1. Finding and classifying critical points, Lagrange multiplier rule
2. Lower semicontinuity, Ekeland variational principle
3. Local optimizers, Mountain Pass theorem, Applications of theorems in Unit 1
4. Convex sets, convex functions and their properties
5. Approximation, Applications of theorems in Unit 2
6. Verifying coercivity, Palais-Smale condition
7. Applications of theorems in Unit 3
8. Solving specific PDES using variational methods
Recommended Text Books:
1. Lawrence C. Evans, Partial Differential Equation, Second edition, American Mathe-
matical Society, 2010.
2. Vivek S. Borkar and K.S.Mallikarjuna Rao, Elementary convexity with optimization,
Trim series Hindustan book agency, Springer, 2023.
3. Michael Struwe, Variational methods, Springer, 2008.
54
513016456516: Boundary Value Problems
Course Objectives:
1. The main of this course is to study the real life problems in the context of initial
and boundary value problems in the bounded and unbounded domains.
2. To study the Dirichlet and Neumann problems and their mahematical solution using
various integral transforms.
3. To learn the development and properties of Green’s function and its role in the
fundamental solution of boundary value problems.
4. To study the Sturm-Liouville boundary value problem and its application.
Course Outcome: After successful completion of this course, students will learn
1. the mathematical modelling of real life problems in the science and engineering.
2. the mathematical solution and its physical interpretation of real life problems in
the science and engineering using various integral transforms.
3. to distinguish parabolic, hyperbolic and elliptic partial differential equations and
their physical interpretation.
4. identify study the Sturm-Liouville boundary value problem and application of their
mathematical properties.
Prerequisites: Partial Differential Equations and Integral Transforms.
Unit I: Boundary Value Problems in Bounded Domain (15 hours)
Basic concepts and definitions, the linear superposition principle, types of boundary con-
ditions, well posed boundary value problem, classical linear models, the second order
linear PDE and its classification, Method of characteristics, canonical form, the Cauchy
problem, Boundary Value Problems in Bounded Domain, Method of Separation of Vari-
ables, Tranverse vibration of a string, one and two dimensional diffusion equation in
bounded domain, Dirichlet’s problem for a circle.
Unit II: Boundary Value Problems in unbounded Domain (15 hours)
Fourier transform method, convolution theorem, the Cauchy problem for wave and dif-
fusion equation in unbounded domain, Dirichlet’s problem in the half plane, Neumann’s
problem in the half plane, the Dirichlet problem for the three dimensional Laplace equa-
tion, the Cauchy problem for the two dimensional wave equation. Multiple Fourier trans-
forms, Dirichlet problem for three dimensional Laplace equation, Cauchy problem for the
two dimensional wave equation, Laplace transform method, Hankel transform method.
55
Unit III: Green’s Function and Boundary Value Problems (15 hours)
Green’s function: definition and properties, Green’s function and fundamental solution,
Green’s function for one and two dimensional diffusion equation, Green’s function for
three dimensional poisson equation, two and three dimensional Helmholtz equation, Wave
equation.
Unit IV: Sturm-Liouville Boundary Value Problems (15 hours)
Sturm-Liouville problem, Cauchy-Euler equation, Sturm-Liouville problem involving Leg-
endres and Bessel equation, Lagranges identity, Abel’s formula, properties of eigenvalue
of Sturm-Liouville system, orthogonal and orthonormal eigenfunction, Paresval’s rela-
tion, solution of Sturm-Liouville problem associated with the wave equation and diffusion
equation, Green’s function for SL system and its properties, Bilinear expansion of Green’s
function, Higher dimensional equations, Uniquness of solution, maximum-minimum prin-
ciple.
List of Practicals
1. The linearized Korteweg-de Vries equation
2. The Schrodinger equation in quantam mechanics
3. Inhomogeneous Cauchy problem for wave equation
4. Heat conduction equation in a finite and semi-infinite medium
5. Wave equation for the tranverse vibration in a sem infinite string
6. The Cauchy-Poisson wave problem in fluid dynamics
7. Steady temperature distribution in a semi-infinte solid with steady heat source
8. Axisymmetric accoustic radiation problem
9. Axisymmetric biharmonic equation, axisymmetric Cauchy-Poisson water wave prob-
lem
10. Tranverse vibration of a thin elastic circular membrane
Recommended Text Books:
1. Lokenath Debnath, Nonlinear Partial Differential Equations for Scientits and Engi-
neers, Second edition, University of Texas, 2004.
2. Lawrence C. Evans, Partial Differential Equation, Second edition, American Mathe-
matical Society, 2010.
3. Thomas Alazard and Claude Zuily, Tools and Problems in Partial Differential Equa-
tions, Springer, 2020
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513016456517: Numerical Methods for Partial Differential
Equations
Course Objectives:
1. The course aims at empowering the students with finite difference methods to find
the approximate solution of an initial or boundary value problem when the exact
solution is not possible to attain.
2. Errors creep into the solution when derivatives are approximated by differences and
hence it is envisaged that the students understand the convergence and stability
aspects of the numerical scheme.
3. The concept of well-posed problem and Lax equivalence theorem have to be under-
stood and hence forms a part of this course.
4. The CFL condition for a hyperbolic equation and the notion of errors for all forms
of partial differential equations is an important component of this course.
Course Outcome:
1. The students will be able to understand the concept of well-posed problems, trun-
cation error, convergence and stability of a numerical scheme.
2. They can solve a parabolic equation by explicit and implicit schemes with a prior
knowledge of the advantages and disadvantages of each.
3. The course develops various methods for solving a hyperbolic equation together
with initial and boundary conditions.
4. The CFL condition, Lax equivalence theorem and various iterative methods for
solving a system of equations arising from an elliptic equation are some other take
away contents of this course.
Prerequisites: Partial Differential Equations, One course of Numerical Analysis
Unit-I: Finite difference method (15 hours)
Characterization of a two-dimensional partial differential equation, criteria for a well-
posed problem, Laplace’ equation with Dirichlet, Neumann or mixed boundary condi-
tions, heat conduction problem, Cauchy problem for the one-dimensional wave equation,
discretization of a domain, representing derivatives by forward, backward or central dif-
ferences, convergence, stability, von-Neumann stability.
Reference: Chapters 1 and 2, P.Niyogi, S.K.Chakrabarty amd M.K.Laha, An itroduction
to Computational Fluid Mechanics, Part=I, Pearson Education India, 2006.
57
Unit-II: Parabolic Equations (15 hours)
Transformation to non-dimensional form, an explicit method of solution, Crank-Nicolson
implicit method, a weighted average approximation, local truncation error and consis-
tency, convergence and stability, Vector and matrix norms, a necessary and sufficient
condition for stability (constant coefficients), Stabilty by Fourier series method, Lax
equivalence theorem(Statement only).
Reference: Chapter 2, G.D.Smith, Numerical Solution of Partial Differential Equations:
Finite Difference Methods.
Unit-III: Hyperbolic Equations (15 hours)
Characteristics, System of conservation laws, the CFL condition, Error analysis of the
upwind scheme, the Lax-Wendroff scheme, the Lax-Wendroff method for conservation
laws, finite volume schemes, leap-frog scheme.
Reference: Chapter 4, Morton and Mayers, Numerical Solution of partial Differential
equations.
Unit-IV: Elliptic Equations (15 hours)
The torsion problem, Derivative boundary conditions in a heat-conduction problem, For-
mulae for derivatives near a curved boundary when using a square mesh, improvement
of accuracy of solutions, analysis of the discretization error in case of Poisson’s equation,
solution of large systems of algebraic equations by successive over-relaxation method, a
necessary and sufficient condition for its convergence.
Reference: Chapter 5, G.D.Smith, Numerical Solution of Partial Differential Equations:
Finite Difference Methods.
List of Practicals
1. Well-posed problem, knowledge of Dirichlet problem, Cauchy problem, heat con-
duction problem.
2. Convergence and stability of a numerical scheme.
3. Solving one-dimensional heat equation by explicit scheme and Crank-Nicolson method
subject to certain initial and boundary conditions.
4. Finding the truncation error and condition for stability in either case.
5. Solving a linear advection equation by the method of characteristics and analysing
a system of conservation laws.
6. The CFL condition, the upwind scheme, Lax-Wendroff scheme, the Leap-frog scheme
for a hyperbolic equation.
7. Solving the Laplace’s equation by finite difference method using SOR scheme sub-
sequently.
58
8. Finding the necessary and sufficient condition for the convergence of the iterative
methods.
Recommended Text Books:
1. G.D.Smith, Numerical Solution of Partial Differential Equations: Finite Difference
Methods, Oxford University Press (2010).
2. K.W.Morton and D.F.Mayers, Numerical Solution of partial Differential equations,
Cambridge University Press (2005).
3. P. Niyogi, S.K.Chakrabarty amd M.K.Laha, An itroduction to Computational Fluid
Mechanics, Part=I, Pearson Education India, 2006.
4. R.Mitchell and S.D.F.Griffiths, The finite difference methods in partial differential
equations, Wiley and Sons, NY, 1980.
59
513016456518: Stochastic Calculus for Finance
Course Objectives:
1. To understand relation between concepts of Probability and Analysis
2. To analyze the properties of Brownian motion
3. To understand the concept of Itô integral and its properties
4. To learn the concept of strong and weak solution of a Stochastic differential equation
5. To study conditions under which the Stochastic differential equations can be solved
Course Outcome: On completion of the course, the learner will be able to
1. relate concepts of probability, calculus, measure theory, ODE, PDE with those of
practical finance
2. apply Itô integral and its properties
3. apply Itô’s formula, chain rule and integration by parts for Itô integral
4. model and identify Stochastic differential equations
5. solve linear Stochastic differential equations
Prerequisites: All UG Calculus courses (differential and integral), Measure theory
and Lebesgue integration, Propbability, ODE and PDE.
Unit-I: Topics from Probabilty theory (15 hours)
Review of Discrete and Continuous probability model, expectations and Lebesgue in-
tegral, Transforms and convergence, independence and covariance, Normal distribution,
conditional expectation, Stochastic process in continuous time
Reference: Chapter 2, Introduction To Stochastic Calculus With Applications (3rd
Edition) By Fima C Klebaner
Unit-II: Brownian motion (15 hours)
Brownian motion and its properties, hitting times and exit times, maximum and min-
imum of Brownian motion, distribution of hitting times, reflection principle and joint
distribution
Reference: Chapter 3, Introduction To Stochastic Calculus With Applications (3rd
Edition) By Fima C Klebaner
60
Unit-III: Itô Calculus (15 hours)
Random walk, stochastic integral in discrete time, Poisson process, definition of Itô inte-
gral, Itô integral process, Itô integral and Gaussian processes, Itô ’s formula for Brownian
motion
Reference: Chapter 4, Introduction To Stochastic Calculus With Applications (3rd
Edition) By Fima C Klebaner
Unit-IV: Stochastic differential equations and applications (15 hours)
Itô processes and stochastic differentials, Itô ’s formula for Itô processes, SDEs, Solution
to linear SDEs, Existence and uniqueness of strong solutions(Only statement), markov
property of solution, weak solutions to SDEs, contruction of weak solution, backward and
forward equations, applications
Reference: Chapter 5, Introduction To Stochastic Calculus With Applications (3rd
Edition) By Fima C Klebaner
List of Practicals Problems on following topics
1. Convergence in distribution, convergence of expectation
2. Properties of conditional expectation
3. Stopping times, Fubini theorem
4. Properties of Brownian motion
5. Examples of stopping times and random times
6. Application of distribution of maximum and minimum of a Brownian motion
7. Itô integral and its properties
8. Itô integral process, Gaussian process
9. Itô’s formula, integration by parts
10. Stochastic differential equations
Recommended Text Books:
1. Michael Steele, Stochastic Calculus and Financial Applications, Applications of
Mathematics Springer series in Stochastic modelling and applied probability, vol.
45.
2. Steven E. Shreve, Stochastic Calculus for Finance II Continuous time model, Springer
Finance textbook.
61
3. Daniel J. Stroock, Elements of Stochastic Calculus and Analysis, CRM short courses,
Springer.
4. Lawrence C.Evans, An Introduction to Stochastic Differential Equations, AMS.
62
513016456519: Machine Learning
Course Objectives:
1. To illustrate Regression methods in R.
2. To define Regression diagnostic, unusual observations and corrective measures
3. To implement ANOVA type models.
4. To execute PCA and SVM.
Course Outcomes:
1. Students will recognize linear regression.
2. Students will be able to outline the classification problem.
3. Students will design the fitting and interpretation of ANOVA type models.
4. Students will be able to make predictions with basic types of decision trees.
Prerequisites: Good knowledge of R Programming is necessary for this course.
Unit-I: Regression (15 hours)
Simple Linear Regression, Multiple Linear Regression, Overview of Classification Prob-
lem, Logistic Regression, polynomial regression, Regression Diagnostic. Unusual obser-
vations (Outliers, High-leverage points, Influential observations). Corrective measures
(Deleting observations, Transforming variables, Adding or deleting variables)
Unit-II: Probability and Statistics in R (15 hours)
Linear Discriminant Analysis of p = 1 and p > 1, Cross Validation, Fitting and inter-
preting ANOVA type models
Unit-III: Exploratory Data Analysis(EDA) (15 hours)
Power Analysis, T-tests, Creating Power Analysis Plots; Resampling Methods, Bootstrap.
Principal components and factor analysis in R. Linear Model Selection and Regulariza-
tion, Ridge Regression, LASO and PCR.
Unit-IV: Tree Based Methods (15 hours)
Basic Decision trees like Regression Trees, Classification Trees, Bagging, Random Forest,
Boosting, Support Vector Machines,
63
List of Practicals
1. Simple Linear Regression, Multiple Linear Regression,polynomial regression.
2. polynomial regression, Regression Diagnostic.
3. Cross validation.
4. Fitting and interpreting ANOVA type models.
5. Fitting and interpreting ANOVA type models.
6. Creating Power Analysis Plots.
7. Resampling Methods.
8. Resampling Methods, Bootstrap.
9. Principal components and factor analysis.
10. Linear Model Selection.
11. Linear Model Selection and Regularization.
12. Ridge Regression.
13. Regression Trees, Classification Trees.
14. Random Forest.
15. Support Vector Machines.
Recommended Text Books:
1. Gareth James, Witten, Hastie and Tibshirani; An Introduction to Statistical Learning;
Springer.
2. Nina Zumel and John Mount; P ractical Data Science with R; Manning publica-
tion.
3. Scott Burger; Introduction to M achine Learning with R; O’Reilly publication.
4. Robert I. Kabacoff; R in Action, Data Analysis and Graphics with R and T idyverse;
Manning publication.
64
513016456520: Computational Algebra
Course Objectives:
1. To summarize the basic notions of representation theory.
2. To describe the notion of Groebner basis.
3. To perform calculations using free mathematical software.
4. To demonstrate the algorithmic approach towards proof.
Course Outcome:
1. Students will develop the skill of using computers.
2. Previously learnt concepts will be implemented by exploring topics using the math-
ematical softwares.
3. Students will develop necessary theoretical background before seeing their computer
implementation.
4. Students will compute with polynomial rings in many variables and possibly work
on research problems in that area in future.
Prerequisites: Students should have done group theory and module theory courses.
Unit-I: Representation Theory (15 hours)
Linear representations of a finite group on a finite dimensional vector space over C. If
ρ is a representation of a finite group G on a complex vector space C, then there exists
a G-invariant positive definite Hermitian form on V. Complete reducibility (Maschke’s
theorem). The space of class functions, characters and orthogonality conditions. For a
finite group G, there are as many irreducible representations (upto isomorphism) as the
number of conjugacy classes in G. Two representations having the same character are
isomorphic. Regular representation. Schur’s lemma and proof of orthogonality relations.
Every irreducible representation over C of a finite abelian group is one dimensional.
Character tables with emphasis on examples of small order.
Unit-II: Group Theory software (15 hours)
Introduction to SAGE Math and GAP softwares. Permutation groups, examples, groups
with generators, center of a group, derived series examples, character tables, matrices
over finite fields.
Unit-III: Ideals, Varieties and Algorithms (15 hours)
Polynomials in one variable, Affine spaces, Parameterizations of affine spaces, Polyno-
mial rings in more variables, Monomial orderings, Division Algorithm, Dickson’s lemma,
Hilbert basis theorem, Basics of invariant theory, Groebner basis, Buchberger algorithm
and applications.
65
Unit-IV: Commutative Algebra Software (15 hours)
Introduction to Singular and Macaulay, Polynomials in more than two variables over
fields, quotient rings, localizations and Groebner bases.
List of Practicals
1. Examples of representations and invariant subspaces and vectors.
2. Characters of representations.
3. Orthogonality relations and computation of conjugacy classes in known groups.
4. Examples of groups and commands necessary for SAGE MATH and GAP.
5. Examples of center, character tables and commands necessary for SAGE MATH
and GAP.
6. Examples of Dickson’s lemma and division algorithm in polynomial ring in more
variables.
7. Groebner basis and computations in examples.
8. Examples of polynomials in more variables and related commands in software.
9. Examples of computation of Groebner bases in software.
Recommended Text Books:
1. M. Artin, Algebra, Prentice Hall of India, 2011.
2. David A. Cox, John Little and Donald O’Shea, Ideals, Varieties and Algorithms,
Springer, 2015.
3. S. Sternberg, Group theory and physics, Cambridge University Press, 1994.
4. Bernd Strumfels, Algorithms in Invariant theory, Springer, 2008.
5. Gordon James and Martin Liebeck, Representations and characters of groups, Sec-
ond edition, Cambridge.
66
513016456521: Design Theory
Course Objectives:
1. To develop knowledge of balanced incomplete block designs, which has played an
important role in design theory.
2. To relate projective geometry and certain designs.
3. To classify difference families and their constructions.
4. To give examples of Hadamard matrices and model methods for their construction,
Course Outcomes:
1. Students will recognize basic designs and their examples.
2. They will be able to classify affine and projective planes from a design theory point of
view.
3. The students will demonstrate construction of difference families.
4. The students will formulate properties of Hadamard matrices.
Unit I. Introduction to Balanced Incomplete Block Designs (15 hours) What
Is Design Theory? Basic Definitions and Properties, Incidence Matrices, Isomorphisms
and Automorphisms, Constructing BIBDs with Specified Automorphisms, New BIBDs
from Old, Fisher’s Inequality.
Unit II. Symmetric BIBDs (15 hours) An Intersection Property, Residual and
Derived BIBDs, Projective Planes and Geometries, The Bruck-Ryser-Chowla Theorem.
Finite affine and and projective planes.
Unit III. Difference Sets and Automorphisms (15 hours) Difference Sets and
Automorphisms, Quadratic Residue Difference Sets, Singer Difference Sets, The Multi-
plier Theorem, Multipliers of Difference Sets, The Group Ring, Proof of the Multiplier
Theorem, Difference Families, A Construction for Difference Families.
Unit IV. Hadamard Matrices and Designs (15 hours) Hadamard Matrices,
An Equivalence Between Hadamard Matrices and BIBDs, Conference Ma- trices and
Hadamard Matrices, A Product Construction, Williamson’s Method, Existence Results
for Hadamard Matrices of Small Orders, Regular Hadamard Matrices, Excess of Hadamard
Matrices, Bent Functions.
67
List of Practicals
1. Examples of designs and other properties.
2. Fisher’s inequality and construction of specific designs.
3. Intersection property and examples.
4. Introduction to affine and projective planes and their properties.
5. Examples of difference sets and relation to automorphisms.
6. Multiplier theorem and difference families.
7. Hadamard matrices and their properties.
8. Illustration of different methods of constructions of Hadamard matrices.
Recommended Text Books:
1. D. R. Stinson, Combinatorial Designs: Constructions and Analysis, Springer,2004.
2. W.D. Wallis, Introduction to Combinatorial Designs, (2nd Ed), Chapman & Hall.
3. D. R. Hughes and F. C. Piper, Design Theory, Cambridge University Press, Cam-
bridge, 1985.
4. T. Beth, D. Jungnickel and H. Lenz, Design Theory, Volume 1 (Second Edition),
Cambridge University Press, Cambridge, 1999.
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