Probability and Numerical Methods MA 203 Syllabus Part |: Probability Sample space and events, Definitions of probability, Properties of probability, Conditional probability, Random variables, Distribution functions, Discrete and Continuous random variables, Moments of random variables, Conditional expectations, Chebyshev and Markov inequality, Special probability distributions:Bernoulli, Binomial, Geometric, Pascal, Hypergeometric, Poisson, Exponential, Erlang, Uniform, Normal distributions, Truncated distributions, Multiple random variables, Conditional distributions, Covariance and correlation, Functions of random variables, Law of large numbers, Central limit theorem 21 hours Part Il: Numerical Methods Errors; Solution of nonlinear equatio : Fixed Point Iteration, Newton-Raphson, Regula-falsi, Secant methods and analysis; Interpolation: Lagranges interpolation, Divided difference, Newton-Gregory forward interpolation, Cubic Spline interpolation; Solution of system of linear equations: Gauss Elimination, LU Decomposition, Gauss-lacobi, Gauss-Seidel, SOR, Steepest descent methods; Curve fitting; Numerical integration: Trapezoidal rule, Simpson rule, Quadrature methods; Solution of differential equations: Euler method, modified Euler, Runge-Kutta methods. 21 hours References: 1. Oliver C.lbe, Fundamentals of Applied Probability and Random Processes, Elsevier, 2007. 2. P.L.Meyer, Introductory Probability and Statistical Applications, American Publishing Company, 1990, K.L.Chung, Elementary Probability Theory with Stochastic Processes, Springer, 1979. C.F.Gerald and P.O.Wheatley, Applied Numerical Analysis, Addison Wesley, 1994. S.D.Conte and Carl de Boor, Elementary Numerical Analysis, McGraw-Hill, 1981 gee Froeberg and Carl-Erik, Introduction to Numerical Analysis, Addison Wesley, 2009.© P Elements of Complex Variables, Linear Algebra and Transforms ..\ 2 Syllabus Part |: Complex Variables Complex Functions, Limit, Continuity, Differentiability, Analytic Functions, C-R equations, Laplace Equation, Harmonic Functions, Conformal Mapping, Cauchy's integral Theorem, Cauchy's Integral Formula, Derivatives of an Analytic Function, power series, Taylor series, Laurent series, Zeros, singularities, Residues, Evaluation of Real integrals, 14 hours Part Il: Linear Algebra Introduction to Groups, Cyclic Group, Cosets, Statement of Lagrange’ theorem. 2 hours Vector spaces, Subspaces, Bases and Dimension, Linear Transformations, Representation of transformations by Matrices, Linear functionals, Transpose of Linear transformation, Canonical forms, Inner product spaces, Linear functionals and adjoints, Bilinear forms, Symmetric bilinear form, skew- symmetric bilinear forms. 14 hours Part Ill: Transform Techniques Laplace Transform, Inverse transform, Linearity, Laplace Transforms of Derivatives and Integrals, Partial Fractions, Unit Step function, Shifting on the t-axis, Periodic Functions, Application of Laplace transform for solving differential equations Fourier Transform, Fourier Integral, Fourier Sine and Cosine Transform, Convolution, Application of Fourier transform for solving differential equations 12 hours References: 1. E. Kreysig, Advanced Engineering Mathematics, Addison Wiley, 1983. 2. Alan Jeffrey, Advanced Engineering Mathematics, Academic Press, 2003. 3. Widder David, Advanced Calculus, PHI, 1989. 4, Kenneth Hoffman, Ray Kunze, Linear Algebra,PHI, 1992. 5. Daniel T. Finkbeiner, Introduction to Matrices and Linear Transformations, CBS Publishers, 1986. 6. IN. Sneddon, Use of Integral Transform, McGraw Hill, 1972.