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Sc (Hons) Mathematics

There will be a restructured programme in BA (Hons.)/ B.Sc (Hons.) Mathematics. The new restructured programme will be known as B.Sc (Hons.) Mathematics. The admission criterion for the new restructured programme will remain the same as for the previous BA (Hons.)/ B.Sc (Hons.) Mathematics. The restructured B.Sc (Hons.) Mathematics will have 12 papers of mathematics and five papers from disciplines other than Mathematics. Each paper of mathematics will be of 100 marks and have an examination of 3 hours.

**Structure of the course
**

(a) B.Sc (Hons) Mathematics I year Paper I: Calculus Paper II: Analysis I Paper III: Algebra I Along with the above mentioned papers, a student will have to opt for three courses from disciplines other than Mathematics. A student will have to choose one course each from Credit Course I, Credit Course II and Qualifying Course. The marks of Credit Course I and Credit Course II shall count in the final result of the student. Credit Course I (i) (ii) (iii) (iv) (v) (vi) (vii) (viii) (ix) Ethics in Public Domain Environmental Issues in India Reading Gandhi The Individual and Society Hindi Language, Literature and Culture Gender and Society Financial Management Chemistry Physics-I

Note: (a) Courses (i)-(vi) are the interdisciplinary courses of the BA (Hons) Programme. (b) Course (vii) is the elective course EL 210 (vi) of B.Sc Programme. (c) Course (viii) is the Paper V being taught in First year Physics (Hons). (d) Course (ix) is the Paper V being taught in First year Chemistry (Hons). Credit Course II (i) (ii) English Hindi

(iii) (iv) (v)

Sanskrit Chemistry Physics-I

Note: (a) Courses (i)-(iii) are the language credit courses of the BA (Hons) Programme. (b) Course (iv) is the Paper V being taught in First year Physics (Hons). (c) Course (v) is the Paper V being taught in First year Chemistry (Hons).

Qualifying Course (i) (ii) (iii) (iv) (v) (vi) (vii) English (Higher) English (Lower) Hindi (Higher) Hindi (Lower) Sanskrit Chemistry (Lab) Physics (Lab)

Note: (a) Courses (i)-(v) are the language qualifying courses of the BA (Hons) Programme. (b) Course (vi) is the Paper VIII being taught in First year Physics (Hons). For students of Maths (Hons), only six out of the twelve experiments will have to be done. These experiments may be selected at the college level. (c) Course (vii) is the Lab II being conducted in First year Chemistry (Hons). MARKS: * Each of the Credit I, Credit II and Qualifying courses are of 50 marks: annual examination 38 marks, internal assessment 12 marks. * The pass mark for the credit courses is 40 percent. * The pass mark for the qualifying courses is 36 percent. A student has to pass in the qualifying course to be eligible for an Honors degree. However, the marks in this course will not be counted in the final division awarded. * Internal assessments will be held for the credit courses but not for the qualifying course. NUMBER OF LECTURES: * Two hours per week or two classes for Credit Course I (i)-(vii), Credit Course II (i)-(iii) and Qualifying Course (i)-(v). For each of the credit courses, one tutorial will be held fortnightly for students. * Three hours per week or three classes for Credit Course I (viii)-(ix), Credit Course II (iv)-(v) and Qualifying Course (vi)-(vii).

RULES: * Every student must opt for at least one language. It can either be a credit course or a qualifying course. If they are opting for a language in both the credit as well as the qualifying course then these cannot be the same languages. * A student offering Chemistry/ Physics-I as Credit Course I will not be allowed to offer the same as Credit Course II. * A student will be allowed to take Chemistry (Lab)/ Physics (Lab) as a qualifying course if they have opted for Chemistry/Physics-I respectively as a credit course.

(b) B.Sc (Hons) II year Paper IV: Differential Equations and Mathematical Modeling I Paper V: Analysis II Paper VI: C++ Programming and Numerical Methods Paper VII: Algebra II Along with the above mentioned mathematics paper a student will have to opt for two courses from Credit Course III. These courses are from disciplines other than mathematics. In those subjects where more than one course is offered, the student shall opt for one of the course. The marks of Credit Course III shall count in the final result of the student. Credit Course III (i) (ii) (iii) Psychology for Living Hindi Literature Modern Indian Literature, Poems and Short Stories; Novel or Play OR Cultural Diversity, Linguistic Plurality and Literary Traditions in India. (iv) Formal Logic/ Symbolic Logic OR Readings in Western Philosophy OR Theory of Consciousness (v) Citizenship in Globalizing World (vi) Culture in India: a Historical Perspective OR Delhi: Ancient, Medieval and Modern OR Religion and Religiosity in India OR Inequality or Difference in India (vii) Sociology of Contemporary India (viii) Principles of Geography OR Geography of India (ix) Principles of Economics

Sc (Hons) III year Paper VIII: Differential Equations and Mathematical Modeling II Paper IX: Probability and Statistics Paper X: Algebra III Paper XI: Analysis III Paper XII: Optional (one of the following) (i) Applications of Algebra (ii) Discrete Mathematics (iii) Mathematical Finance (iv) Number Theory and Cryptography (v) Optimization Note: Each college will offer at least two optional courses . internal assessments 12 marks. For each of these courses.II Biophysics Note: (a) Courses (i)-(ix) are the discipline centred courses of the BA (Hons) Programme. (c) Course (xiii) is the Paper XI being taught in Second year Chemistry (Hons). (d) Course (xiv) is the Paper XXII (Option 2) being taught in Third year Physics (Hons). * The pass mark is 40 percent. EL 310 (i) and EL 310 (iii) of B.(x) (xi) (xii) (xiii) (xiv) Financial Accounting Green Chemistry Biotechnology Physics. (b) Course (x-xii) are the elective courses EL 210 (v). NUMBER OF LECTURES: * Two hours per week or two classes for courses (i-xii). MARKS: * Each course carries 50 marks: annual examination 38 marks. * Three hours per week for courses (xiii-xiv).Sc Programme. one tutorial will be held fortnightly for students. (c) B.

Fermat’s principle of optics and Snell’s law. rotation of axes and second degree equations. Chapter 4 (Sections 4. higher order derivatives. Leibniz rule and its applications. Review of deﬁnition of conic sections. graphs of spheres and cylinders in R3. operations with vector-valued functions. Review of coordinates and vectors in R3.Paper I: Calculus Total marks: 100 Theory: 75 Internal assessment: 25 5 Lectures. illustration of chain rule for a . 9. economics and life sciences. 9.4-9. applications in business. equality of mixed partials.3-4. level curves and surfaces. techniques of graphing quadric surfaces. partial differentiation (two variables). References: [1]: Chapter 1 (Section 1.7 (from page 124)). parametric equations. ellipses and hyperbolas. graphs of functions of two variables. References: [2]: Chapter 11 (Sections 11. quadric surfaces.3 (up to page 468). tangent and normal components of acceleration.3).1. sufficient condition for differentiability (statement only). partial derivative as a rate. introduction to vector functions. concavity and inﬂection points.4-11. triple product.5). higher order partial derivatives (notion only). [2]: Chapter 3 (page 197). optimization procedure.7). 1 Tutorial (per week per student) Review of inverse functions. reﬂections of surfaces in 3spaces. polar equations of conics.6). Chapter 10. asymptotes. hyperbolic functions. tangent planes. page 205). lines in R3. modeling ballistics and planetary motion. classiﬁcation into conics using the discriminant. forms of equations of a plane in R3. translation of quadric surfaces. traces of surfaces. sketching conics in polar coordinates. chain rule for one and two independent parameters. reﬂection properties of conic sections. [3]: Chapter 2 (Exercise 26. Functions of several variables. Kepler’s second law. limits and continuity of functions of two and three real variables. partial derivative as a slope.8 (pages 509-512)). Chapter 12 (Section 12. differentiation and integration of vector functions. approximations and differentiability. parameterizing a curve. technique for identifying quadric surfaces. standard forms of parabolas. limits and continuity of vector functions. Chapter 7 (Section 7. l’Hopital’s rule. References: [1]: Chapter 9 (Sections 9.

References: [1]: Chapter 4 (Section 4. modeling ﬂuid pressure and force. volumes by cylindrical shells. India.6. Smith.. Chapter 11 (Section 11. Dorling Kindersley (India) Pvt.8). Reduction formulae. L.8-5. method of Lagrange multipliers. Thomas. ∫(log x)n dx. References: [1]: Chapter 11. Chapter 12 (Section 12. ∫sinn x cosm x dx. Ltd. 3. work.2-8. G. ﬁnding arc length by numerical methods. extrema of functions of two variables. References: 1. John Wiley and Sons (Asia) Pvt. Strauss. Matlab/ Mathematica/ Maple/ MuPad/ wxMaxima in identifying the singular points. B. . L. I. Bradley and K.3 (pages 532-538)). Pearson Education. constrained optimization problems. Delhi. Singapore.1). ∫tann x dx. cylindrical and spherical coordinates. M. curvature. arc length of parametric curves. modeling the centroid of a plane region. Bivens and S. References: [2]: Chapter 8 (Sections 8. Finney. arc length. volumes by slicing. Singular points. derivations and illustrations of reduction formulae of the type ∫sinn x dx. 2. ∫secn x dx. 2007. points of inﬂection and tracing of curves. 2002. Davis. [3]: Chapter 5 (Sections 5. Calculus: Calculus and Analytic Geometry (9th Edition). Jr. J. Calculus (7th Edition). equations of surfaces in cylindrical and spherical coordinates. G. Ltd. surface area. 2005. curve tracing in polar coordinates.10). volume theorem of Pappus.5).3). 5.4 (page 145)). Lagrange multipliers with two parameters.function of three variables with three independent parameters.2-5. Use of computer aided software for example. Calculus (3rd Edition). [2]: Chapter 4 (Section 4. curve tracing in Cartesian coordinates. and R. H. (Pearson Education). surface of revolution. ∫cosn x dx. disks and washers methods. Chapter 13 (Section 13. Anton. directional derivatives and the gradient. J. least squares approximation of data.

monotone sequences.1-2.18). . monotone convergence theorem. 15). isolated points. nested intervals.Paper II: Analysis I Total marks: 100 Theory: 75 Internal assessment: 25 5 Lectures. Deﬁnition of inﬁnite series. closure. References: [1]: Chapter 3 (Sections 3. deﬁnition of Cauchy sequence. References: [2]: Chapter 9 (Sections 9. the Archimedean property.1. Cauchy’s convergence criterion. characterization of intervals. ratio test. open sets.7).6). convergence of inﬁnite series. uncountability of R. limit comparison test. the completeness property of R.8)). convergence via boundedness of sequence of partial sums. Leibniz test. [3]: Chapter 2 (Sections 14. 1 Tutorial (per week per student) The algebraic and order properties of R. Cantor intersection theorem for nested intervals. convergence and divergence criteria.1. closed sets.4.1-3.5. density of rational numbers in R. [3]: Chapter 2 (Sections 10. sequence of partial sums. suprema and inﬁma. neighborhoods.1 (up to 11. Bolzano-Weierstrass theorem for sequences and sets. Chapter 11 (Section 11. limit superior and limit inferior of a sequence. convergent sequences.9-14.6-10. 2. Sequences. 9.5 (up to 2.1. Cauchy criterion. limit of a sequence. Cauchy’s nth root test (proof based on limit superior). limit points of a set.6 and 11. subsequences. complements. existence of monotonic subsequences.10. absolute and conditional convergence. alternating series.4)). tests of convergence: comparison test. References: [1]: Chapter 2 (Sections 2. integral test (without proof). limit theorems.

Sudhir R. Taylor series. maxima and minima. interior extremum theorem. discontinuity criterion. the maximumminimum theorem. differentiation. boundedness theorem.8).6)). log (1+x). Caratheodory theorem. cos x.1-5.3. Singapore.2. preservation of interval property. Chapter 9 (Section 9. Taylor’s theorem with Lagrange and Cauchy form of remainders. convex functions. R. combinations of continuous functions and compositions of continuous functions. 3.4 (up to 6. intermediate value property.3). uniform continuity theorem. Bartle and D. Springer (SIE). 6. review of limit theorems and one-sided limits. K. Use of computer aided software for example.4. Undergraduate Texts in Mathematics. (1+x)n. continuous functions. logarithmic and trigonometric functions. Introduction to Real Analysis (3rd Edition). Bolzano’s intermediate value theorem. R. Ltd. John Wiley and Sons (Asia) Pte. ex. References: 1. A Course in Calculus and Real Analysis. Limaye.1-4.6-31.. Indian reprint.3). Uniform continuity.4 (page 271)). Chapter 6 (Sections 6. inverse of graphs. References: [1]: Chapter 6 (Sections 6. divergence criteria. Chapter 5 (Sections 5. 2004.Limits of functions. binomial series theorem. combinations of differentiable functions. derivative. Elementary analysis: the theory of calculus.4 up to 5. References: [1]: Chapter 4 (Sections 4. Springer (SIE). Undergraduate Texts in Mathematics. Dirichlet’s nowhere continuous function (illustrations). References: [1]: Chapter 5 (Section 5. . Ghorpade and Balmohan V. Cauchy’s mean value theorem. Indian reprint. expansions of exponential. mean value theorem. sequential criterion for continuity. sequential criterion for limits.3). G. chain rule. review of Rolle’s theorem. A. continuous functions on intervals. 2006. applications of mean value theorems and Taylor’s theorem to monotone functions. 2002. [3]: Chapter 5 (Sections 31. Maclaurin series. 2. location of roots theorem.1-6. derivative of inverse functions.4. Ross.2). Matlab/ Mathematica/ Maple/ MuPad/ wxMaxima for Taylor and Maclaurin series of sin x. intermediate value property for derivatives (Darboux’s theorem). Sherbert.

References: [1]: Chapter 0. relation between roots and coefficients for any polynomial equation. complex roots of unity. Descarte’s rule of signs. binary operations. the Argand diagram. elementary properties of groups. Chapter 5 (till the end of Example 3).4).1-2. well-ordering property of positive integers.6). binary relations. statement of the fundamental theorem of algebra and its consequences. finite product of sets. division algorithm. classification of subgroups of cyclic groups. center of a group. normalizer. 1 Tutorial (per week per student) Directed complex numbers. circles and straight lines. definition and examples of groups including permutation groups and quaternion groups (illustration through matrices). De Moivre’s theorem for rational indices and its applications. Chapter 4. [2]: Chapter 2 (Sections 2. irrational roots and complex roots. Sets. Chapter 2. bijective functions. results about occurrence of repeated roots. equivalence relations. principle of mathematical induction. References: [1]: Chapters 1. geometrical representation of addition and subtraction of directed complex numbers. subgroups and examples of subgroups. Chapter 3 (including Exercise 20 on page 66 and Exercise 2 on page 86). composition of functions. congruence relation between integers. centralizer. generators of cyclic groups. cyclic groups. dihedral groups. Symmetry of a square.4. References: [4]. introduction of finite and infinite sets through correspondence. invertible functions. Chapter 3. functions.4 up to Definition 4.Paper III: Algebra I Total marks: 100 Theory: 75 Internal assessment: 25 5 Lectures. Chapter 4 (Section 4. . statement of fundamental theorem of arithmetic.

Complex numbers and theory of equations. the matrix equation Ax = b. null space. University of Delhi. bases and dimension of subspaces of Rn. characterizations of invertible matrices. rank. lecture notes published by the Institute of Life Long Learning. Systems of linear equations. partitioned matrices. the vector space Cn over C. subspaces.2). matrices. Discrete Mathematics with Graph Theory (2nd Edition). Goodaire and Michael M. David C. solution sets of linear systems. References: [1]: Chapter 12. row reduction and echelon forms. Parmenter. application to Markov chains. linear independence.8-2. Edgar G. eigenvalues and eigenvectors. eigenvector. linear transformations.7. definition and examples of fields. References: [3]: Chapter 1 (Sections 1. Ltd. eigenvalue. 4. . Lay. dimension. inverse of a matrix.9) and Chapter 2 (Sections 2. Chapter 13 (till the end of Example 10).9).4. 2007. characteristic equation. Using computer aided software for example. Chapter 5 (Sections 5. New Delhi. change of basis. introduction to linear transformations.1-1. Joseph A. determinant. 3. integral domains. solution of system of equations. Narosa Publishing House. inverse of a matrix. operations of matrices. 1999. plotting of complex numbers. Indian Reprint. 2. Contemporary Abstract Algebra (4th Edition).1-5. properties of rings. References: 1. Indian Reprint. Gallian. rank. Matlab/ Mathematica/ Maple/ MuPad/ wxMaxima for operations of complex numbers.1-4. Vector Spaces over R or C. 4. Delhi. column space. Linear Algebra and its Applications (3rd Edition). References: [3]: Chapter 4 (Sections 4.. linearly independent sets and basis. coordinate systems.Definition and examples of rings. 2. vector equations. 2003. subrings. the matrix of a linear transformation. Pearson Education (Singapore) Pte.9). 2008.1-2. Pearson Education Asia. applications of linear systems. subspaces of Rn.

3).6). exponential growth of population.5-3. wronskian. lake pollution model (with case study of Lake Burley Griffin).3. 1 Practical. 1 Tutorial (per week per student) Differential equations and mathematical models. limited growth of population. order and degree of a differential equation. 3.4). principle of superposition for a homogeneous equation. Chapter 3 (Sections 3. Euler’s equation. Introduction to compartmental models.2.1. Linear homogeneous and non-homogeneous equations of higher order with constant coefficients. method of variation of parameters.1. 1. 3. 1.8).4. case study of alcohol in the bloodstream). Chapter 2 (Section 2. case of a course of cold pills. reducible second order differential equations. application to projectile motion. application of first order differential equations to acceleration-velocity model. 3. References: [2]: Chapter 1 (Sections 1. . drug assimilation into the blood (case of a single cold pill. general solution of homogeneous equation of second order.6). growth and decay model. 2. References: [1]: Chapter 2 (Sections 2. logistic equation with time lag. applications of second order differential equations to mechanical vibrations. exact differential equations and integrating factors of first order differential equations. References: [2]: Chapter 3 (Sections 3.Paper IV: Differential Equations and Mathematical Modeling I Total marks: 100 Theory: 70 Internal assessment: 30 (15 for theory and 15 for practicals) 4 Lectures. discrete population growth and chaos.5-2. method of undetermined coefficients.1. [3]: Chapter 2. Chapter 3. limited growth with harvesting. its properties and applications.

6-5. Edwards and D. epidemic model of influenza and its analysis. Chapter 6. H.4. India. Power series solution about an ordinary point. Penny. Pearson Education. E.2-8. interpretation of the phase plane. predator-prey model and its analysis. Bessel’s equation and Legendre’s equation. References: [2]: Chapter 7 (Sections 7.1-7.3). Laplace transform and inverse transform. 2002. battle model and its analysis. 5. Differential Equations. Taylor and Francis. 2. . Differential Equations and Boundary Value Problems: Computing and Modeling. John Wiley and Sons. 2004.Equilibrium points. Ross. Mathematical Modeling with Case Studies. competing species and its analysis. S. Fulford. Practical/ Lab work to be performed on a computer: Modeling of the following problems using Mathematica/ Maple/ Matlab (i) (ii) (iii) (iv) (v) (vi) (vii) (viii) (ix) (x) (xi) (xii) Plotting second and third order solution families Growth and decay model Lake pollution model Case of a single cold pill and a course of cold pills Case study of alcohol in the bloodstream Limited growth of population Discrete population growth and chaos Logistic equation with time lag Automated variation of parameters Predator prey model Epidemic model of influenza Battle model References: 1. A Differential Equation Approach Using Maple. 3. application to initial value problem up to second order.7). India. Belinda Barnes and Glenn R. London and New York. L.3-5.3). 2005. C. solution about a singular point. Chapter 8 (Sections 8. References: [1]: Chapter 5 (Sections 5.

References: [4]: Chapter 6 (Articles 32-34).1. mean value theorem for double integrals. 9.4. consequences of the fundamental theorem of calculus: integration by parts and change of variables.2. Iterated integrals (double and triple).4-9. 8. Chapter 9 (Sections 9. uniform convergence and differentiation. uniform norm. basic inequality of Riemann integral. applications of multiple integrals to average value. mass. centre of mass for regions in plane.3. reduction to iterated integrals.1-9. the fundamental theorem of calculus. 8.6).Paper V: Analysis II Total marks: 100 Theory: 75 Internal assessment: 25 5 Lectures.6). properties of double integrals. convergence of improper integrals.2. moment of inertia. Riemann sum. integrals over rectangles and boxes. tests of convergence for improper integrals. rearrangement of series. Riemann condition of integrability. arbitrary term series. series of functions. 1 Tutorial (per week per student) Riemann integral.3-8. References: [1]: Chapter 8 (Sections 8. Riemann integrability for continuous functions. double integrals over a region.13) [2]: Chapter 9 (Sections 9.4). improper integrals.4. Weierstrass M-test. Pointwise and uniform convergence of sequence of functions. Power series.1-8. monotonic functions and functions with finite number of discontinuities. mean value theorem of calculus. Cauchy-Hadamard theorem. References: [1]: Chapter 9 (Sections 9. . change of variables for double and triple integrals.4. Abel's and Dirichlet's tests for improper integrals.4. properties of exponential. Weierstrass approximation theorem (statement only).1.7-9. logarithmic and trigonometric functions. Beta and Gamma functions and their relations. algebraic and order properties of the Riemann integral. radius of convergence. uniform convergence and continuity. volume.

Stoke’s and Gauss' theorem. E. Gauss' theorem. Indian reprint. Stoke’s theorem. Indian reprint. Sherbert. orientation. Limaye. illustrations to demonstrate that they are higher dimensional version of the fundamental theorem of calculus. line integrals along geometric curves. J. integral of a scalar function over a surface. References: [3]: Chapter 7. John Wiley and Sons (Asia) Pte. moment of inertia. fluid flow. Springer (SIE). Elementary analysis: the theory of calculus. References: 1. 3. fluid flow. divergence and flux. work. circulation and curl. Use of computer aided software for example.References: [3]: Chapter 5. integrals of scalar functions along paths. Bartle and D. mass. 2002. vector form of Green’s theorem. 2006. centre of mass for regions in a plane. Ltd. References: [3]: Chapter 6. Springer (SIE). parametrized surfaces. independence of parametrization. Springer (SIE). Sudhir R. Ross. Weinstein. area of a surface. . Introduction to Real Analysis (3rd Edition). G. line integrals of gradient fields. area of a shadow. inter relations of Green’s. A. 2004. Indian reprint. 2005. Singapore. surface integrals. 2. Tromba and A. Definition of a line integral. Matlab/ Mathematica/ Maple/ MuPad/ wxMaxima for applications of multiple integrals to average value. tangent plane. area of a shadow. Gauss' law. Basic multivariable calculus. volume. K. independence of parametrization. Ghorpade and Balmohan V. Undergraduate Texts in Mathematics. Gauss' divergence theorem in the plane. J. R. differential form notation of a line integral. A. surface integral for graphs. 4. Undergraduate Texts in Mathematics. A Course in Calculus and Real Analysis. R.. application to work. Green’s theorem. Marsden.

enumeration type. Chapter 4 (pages 146-200). character array. void functions. nested control statement. pointer data and pointer variables. relational operators. “while” and “do – while” loops. static and automatic variables. 2 Practicals (per week per student). Bisection method. rate of convergence. output using the insertion operator << and cout. Chapter 7 (pages 273-368). Chapter 3 (pages 96-137). Cholesky methods.simple data types. 1 Tutorial (per fortnight per student) Note: Maximum number of students allowed per batch for the practicals shall be 25. value versus reference parameters. preprocessor directives. LU decomposition. The duration of the practical examination will be 3 hours. Chapter 8 (pages 374416). input using the extraction operator >> and cin. expressions. string data types. There will be one external examiner and one internal examiner for the practical examination. character data types. value returning functions. false position method.Paper VI: C++ Programming and Numerical Methods Total marks: 100 Theory: 50 Practical: 25 Internal assessment: 25 (15 for theory and 10 for practicals) 4 Lectures. arithmetic operators and operator precedence. switch and break statements. References: [4]: Chapter 2 (pages 24-91). variables and constant declarations. Newton’s method. Introduction to structured programming: data types. error analysis. Remark: The emphasis for C++ programming should be more on practicals rather than the theory. input/output. one dimensional array. “for”. increment (++) and decrement operations (--). References: [4]: Chapter 5 (pages 204-265). two dimensional array. Chapter 6. logical operators and logical expressions. if and if … else statement. secant method. local and global variables. break and continue statement. floating data types. Chapter 13 (pages 686-696). condition . Chapter 9 (pages 424-465). creating a C ++ program.

2). Gauss-Siedel and SOR iterative methods. User defined function to find the absolute value of an integer. input-output model for a simple economy.4-3. References: [3]: Chapter 4 (Sections 4.1. pages 164-166). Simpson’s rule IVP of ODE: Euler’s method. iii. ill conditioned system.number. error estimate. Development of programs for the above methods with applications to electrical circuits. Generate a random number between 0 and 99. References: [1]: Chapter 6 (Sections 6. Language programs and Numerical programs of the following (and similar) type have to be done: i. References: [1]: Chapter 1 (Section 1. Read floating point numbers and computes two averages: the average of negative numbers and the average of the positive numbers.5).2. .4-2. iv. Lagrange and Newton interpolation: linear and higher order. 5. backward difference and central difference. finite difference operators and interpolating polynomials using finite differences. [1]: Chapter 5 (Sections 5.e. Integration: trapezoidal rule. overview). 6.5.4 up to Gregory Newton Backward interpolation).3. 2.2). Chapter 7 (Section 7. 4. Development of programs for the above methods with applications to properties of water and spread of an epidemic. Chapter 2 (Sections 2. Calculate the sum 1/1 + 1/2 + 1/3 + 1/4 + ----------+ 1/ N. Gauss-Jacobi.3. Boolean ) valued function which takes a single integer parameter and returns “ True “ if and only if the integer is a prime number between 1 and 1000.8.2.4). Numerical differentiation: forward difference.1-2. 3. Logical ( i. Chapter 3 (Sections 3. v.7-3. ii.

viii. xviii. O. Gerald and P. Simpson’s rule. Read from a text file and write to a text file. Lagrange and Newton Interpolation Gregory Newton Backward and forward interpolation. xvii. Root finding methods . A friendly introduction to Numerical Analysis. Applied Numerical Analysis. Wheatly. ix. LU decomposition and Cholesky methods. 2003.vi. K. • Trapezoidal rule. false position. M.Newton and secant Method. Function “print…pyramid(. Numerical methods for scientific and engineering computation. • SOR iterative methods. K. xv. Demonstrate the use of enumeration. B. C++ Programming: Program design including data structures (2nd Edition). xvi. write c ++ function (and a corresponding program to test it) which multiplies an m x n matrix of integers by an n x r matrix of integers. Jain. . Iyengar and R. India. D. 3. Malik. xiii. Pearson Education. New age International Publisher. Thomson Press. Thomson Course Technology. xii. India. 2005. India.)” which takes a single integer argument “height” and displays a “pyramid”of this height made up of “*” characters on the screen. R. xix. S. 4. • Enter 10 integers into an array and print the largest of them. x. Jain. F. Enter 10 integers into an array and then search for a particular integer in the array. xi. C. 2004. 2. Bradie. USA. Enter 100 integers into an array and sort them in an ascending order. Pearson Education. Some part of the project work might consist of the programs of the following type: • Find roots of a second degree polynomial. • Bisection. vii. xiv. Reference: 1. S. K. Euler’s method.. 2006. To create employee data base using two dimensional arrays. Gauss-Jacobi and Gauss-Siedel method. Using two dimensional arrays.

normal subgroups. Chapter 10.3-9. field of quotients. References: [2]: Chapter 6. ideal generated by subsets in a commutative ring with unity. alternating group. operations on ideals. Chapter 14. definition and examples of isomorphisms. properties of isomorphisms. definition and examples of the external direct product of a finite number of groups. References: [2]: Chapter 5. commutator subgroup. a Check-Digit Scheme based on the dihedral group D5 . definition and examples of automorphisms. definition and properties of cosets. applications of factor groups to automorphism groups. Chapter 15. Lagrange’s theorem and consequences including Fermat’s Little theorem. Cayley’s theorem. 6 and 7 on page 168). Isomorphism theorems I.Paper VII: Algebra II Total marks: 100 Theory: 75 Internal assessment: 25 5 Lectures. Chapter 9 (Theorems 9.5). automorphism group of finite and infinite cyclic groups. . Characteristic of a ring. applications of factor groups to the alternating group A4. factor rings. an application of cosets to permutation groups. 1 Tutorial (per week per student) Cycle notation for permutations. Isomorphism theorems I. factor groups. even and odd permutations. Chapter 8 (till the end of Example 2). Cauchy’s theorem for finite abelian groups. properties of ring homomorphisms. properties of homomorphisms. properties of permutations. isomorphisms. ideals. definition and examples of ring homomorphisms. Chapter 7 (including Exercises 3. Definition and examples of homomorphisms. automorphism and inner automorphism group. References: [2]: Chapter 13. the rotation group of a cube and a soccer ball. Chapter 9 (till the end of Example 13 and including Exercise 52 on page 188). product (HK) of two subgroups. II and III. prime ideals and maximal ideals. II and III. inner automorphisms.

isomorphism. Dual spaces. Isomorphism theorems. double dual. Chapter 17. Stephen H. Gallian.6). Friedberg. subspaces. range. 5. Insel. Arnold J. References: [1]: Chapter 1 (Sections 1. algebra of linear transformations. change of basis. Eisenstein criterion. primes. invertibility and isomorphisms.1-5.Definition of polynomial rings over commutative rings. irreducibility tests. Ltd.6). quotient spaces. dimensions of subspaces. Linear Algebra (4th Edition).3). Spence. invariant subspaces and the Cayley-Hamilton theorem. References: [1]: Chapter 2 (Section 2. the division algorithm and consequences. principal ideal domains. annhilators. dual basis. eigenvalues and eigenvectors. Chapter 18. Chapter 5 (Sections 5. Vector spaces. null space.2-1. Contemporary Abstract Algebra (4th Edition). References: 1. 7. Prentice-Hall of India Pvt. 1999. basis and dimension. linear transformations. . Joseph A. characteristic polynomial. New Delhi.1-2. Narosa Publishing House. diagonalizability. linear independence.4. transpose and its matrix in the dual basis. algebra of subspaces. matrix of a linear transformation. factorization of polynomials. reducibility tests. References: [2]: Chapter 16. unique factorization domains. divisibility in integral domains. the minimal polynomial for a linear transformation. rank and nullity of linear transformations. linear span. Euclidean domains. Chapter 2 (Sections 2. linear combinations and systems of linear equations. irreducibles. an application of unique factorization to weird dice. Lawrence E. 2004. 2. unique factorization in Z[x]. New Delhi..2.5).

initial boundary value problems. spherical and cylindrical wave equation. conduction of heat in solids.7). Cauchy problem for second order PDE. method of separation of variables for first order PDE. non-homogeneous problem. non-homogeneous boundary conditions. conservation laws and Burger’s equations.Paper VIII: Differential Equations and Mathematical Modeling II Total marks: 100 Theory: 75 Internal assessment: 25 5 Lectures. References: [2]: Chapter 2. canonical form of first order PDE. existence and uniqueness of solution of heat conduction problem. References: [2]: Chapter 5. gravitational potential. classification. non-homogeneous wave equation. heat conduction problem. Goursat problem. vibrating string problem.1-3. classification of second order PDE. construction and geometrical interpretation of first order partial differential equations (PDE).3. Laplace and beam equation. equations with constant coefficients. . Chapter 4. existence and uniqueness of solution of vibrating string problem. Riemann problem. general solution.5-3. vibrating membrane. homogeneous wave equation. References: [2]: Chapter 7. 1 Tutorial (per week per student) Introduction. reduction to canonical forms. References: [2]: Chapter 3 (Sections 3. 3. Method of separation of variables for second order PDE. Mathematical modeling of vibrating string. finite strings with fixed ends. method of characteristic and general solution of first order PDE.

gray codes. Frank R. vertex degree. Chapter 3 (Sections 3. Using Computer aided software for example. vibrating membrane. 2007.3) are to be reviewed only. regular and bipartite graphs. diagram tracing puzzles. social networks. Queuing Models: harbor system. simplex method. Generating Random Numbers: middle square method. Weir.4). . gravitational potential. Joan M. Indian reprint. 2006. conduction of heat in solids. networks and subgraphs. Chapter 3. Wilson. Giordano. morning rush hour. Thomson Learning.1-2. Graphs and Applications: An Introductory Approach.3-7. Springer.2). linear congruence. Chapter 2 (Sections 2. Fox. Graphs. Aldous and Robin J. four cube problem.1). References: [3]: Chapter 5 (Sections 5. 2. A First Course in Mathematical Modeling. 3. Eulerian and Hamiltonian graphs. conservation laws and Burger’s equations.Monte Carlo Simulation Modeling: simulating deterministic behavior (area under a curve. Springer.1). generating random numbers. Chapter 7 (Sections 7. References: 1. applications to dominoes. Knight’s tour problem. 2003.5). vibrating string. Tyn Myint-U and Lokenath Debnath. volume under a surface). Maurice D. This is in order to understand the models on Graph Theory. Linear Partial Differential Equation for Scientists and Engineers. morning rush hour. References: [1]: Chapter 1 (Section 1. Remark: Chapter 1 (Section 1. diagraphs. exploring and traveling. Linear Programming Model: algebraic solution.1-3. Indian reprint.1-5. London and New York. William P. paths and cycles. Chapter 2. Matlab/ Mathematica/ Maple/ MuPadcharacteristics. area under a curve.

3. real random variables (discrete and continuous). 1 Tutorial (per student per week) Note: Use of scientific calculator may be permitted in the examination.5-1. mathematical expectation. Practical examination will carry 5 marks for project. 1 Practical. 2. binomial. References: [1]: Chapter 2 (Sections 2.1. 5 marks for CD prepared on the work done throughout the year and 5 marks for viva voce. Poisson. Central Limit theorem for independent and identically distributed (iid) random variables with finite variance. bivariate normal distribution. cumulative distribution function. moments. probability mass/density functions.3).Paper IX: Probability and Statistics Total Marks 100 Theory: 70 Practical: 15 (External Examination) Internal Assessment: 15 4 Lectures.7). . discrete distributions: uniform. negative binomial. Sample space. Chapter 4 (Sections 4. conditional expectations. Chapter 8 (Sections 8. moment generating function. joint probability density functions. definitions and simple properties of chi-square. expectation of function of two random variables.1-5. Chapter 16 (Section 16. normal. geometric. t and F distributions. References: [1]: Chapter 1 (Sections 1.5. exponential. [2]: Chapter 5 (Sections 5.7). characteristic function.114. [3]: Chapter 2 (Section 2. independent random variables. 5.5-6. method of least squares. linear regression for two variables.2-6.4).9). 1. statement and interpretation of (weak) law of large numbers and strong law of large numbers. Joint cumulative distribution function and its properties.3. Chebyshev’s inequality. Markov Chains.47). 14.1.3-2.6).3. correlation coefficient. References: [2]: Chapter 4 (Section 4. joint moment generating function (jmgf) and calculation of covariance (from jmgf). Chapter 14 (Sections 14.5). Chapman-Kolmogorov equations. classification of states. probability axioms.6). the rank correlation coefficient. [2]: Chapter 4 (Exercise 4. Chapter 6 (Sections 6.7). marginal and conditional distributions. 6. 1.7).1-4.6). continuous distributions: uniform.1-8. Chapter 6 (Section 6. sampling distributions of sample mean.

null and alternative hypotheses. McKean and Allen T.7-10. Practical/ Lab work to be performed on a computer using SPSS/Excel. etc.8. Asia. Normal Distributions. 2007. t and F Distributions. Exercise 13. 12.5). Hogg. estimation of means and difference in means.2. Indian Reprint. Asia. the analysis of an r x c table. Freund’s mathematical statistics with applications (7th Edition). Z and t-test for difference in means. 2007. References: 1. Pearson Education. Chapter 13 (Sections 13. Introduction to mathematical statistics. chi-square and F-tests concerning variances. [2]: Chapter 10 (Sections 10. 3.1-12. Poisson. size and power of the test. methods of estimation: maximum likelihood and moments. Testing of Hypothesis: simple and composite hypotheses. Irwin Miller and Marylees Miller. Sheldon Ross. chi-square test for goodness of fit. test for difference in proportions. Rank Correlation. .1-11.7-13.1-13. Calculation of correlation coefficient. Pearson Education. Chapter 11 (Sections 11.12). Robert V. minimum variance unbiased estimators and Cramer-Rao inequality. Z and t-test for single mean.8). test concerning proportions. 2006.Unbiased estimation. Fitting of polynomials and regression curves. 2. 13. Practicals should broadly cover the following areas: (i) (ii) (iii) (iv) (v) (vi) Fitting of Binomial. Craig. Introduction to probability models (9th Edition). interval estimation. estimation of proportions and difference between proportions. Academic Press. Negative Binomial.1-10.5. type-I and type–II errors. Methods of estimation (MLE and method of Moments) Selecting a simple random sample using random number tables.7). John E. estimation of variances and the ratio of two variances. 10. Applications of Chi-square.3. Joseph W. References: [2]: Chapter 12 (Sections 12.

adjoints of linear operators. algebraic extensions.5-4. References: [3]: Chapter 20. Chapter 23. Inner product spaces and norms. Cayley’s theorem. [3]: Chapter 8. Exercise 9). Chapter 11. [3]: Chapter 25. Gram-Schmidt orthogonalisation process. Chapter 9 (Section on internal direct products). Chapter 22. straight edge and compass construction.4. 4. non-simplicity tests.Paper X: Algebra III Total marks: 100 Theory: 75 Internal assessment: 25 5 Lectures.3. public key cryptography.2). fundamental theorem of field theory. conjugacy in Sn. Bessel’s inequality. stabilizers and kernels of group actions. class equation and consequences. References: [1]: Chapter 3 (Section 3. perfect fields. definition and examples of group actions. solvable groups. Index theorem. Chapter 2 (Section 2. p-groups. permutation representation associated with a given group action. minimal solutions to system of linear equations. finite extensions. structure of finite fields. Extension fields. Applications of group actions: Cauchy’s theorem. classification of finite fields.2-4. conjugacy relation. composition series. Chapter 21.6). Sylow’s theorems and consequences.1). applications of external direct products to data security. constructible numbers. the group of units modulo n as an external direct product. characterization of extensions. 1 Tutorial (per week per student) Properties of external direct products. orthogonal complements. References: [1]: Chapter 1 (Section 1. Chapter 4 (Section 4. definition and examples of internal direct products. zeros of an irreducible polynomial.7). Definition and examples of simple groups. Jordan-Holder theorem. fundamental theorem of finite abelian groups. subfields of finite fields. splitting fields. Chapter 4 (Sections 4. References: . least square approximations. properties of algebraic extensions.

rigid motions. Linear Algebra (2nd edition). 2003. Gallian. Contemporary Abstract Algebra (4th Edition). .3). References: [4]: Chapter 6 (Section 6. New Delhi. cyclic decomposition theorem. 4. John Wiley and Sons (Asia) Pte. 2005. Linear Algebra (4th Edition). References: 1. Primary decomposition theorem. Ltd.4-6. Prentice-Hall of India Pvt. Normal operators and self-adjoint operators. unitary and orthogonal operators. Jordan form. 1999. Kenneth Hoffman and Ray Kunze. Friedberg. 3.. Ltd.1-6. rational form. References: [2]: Chapter 6 (Sections 6. cyclic subspaces and annihilators. 2. Spence. invariant factors. theorem on decomposition into sum of diagonalizable and nilpotent operator. Stephen H. orthogonal operators on R2.. Chapter 7 (Sections 7. Lawrence E. Dummit and Richard M. Narosa Publishing House. conic sections. Arnold J. Insel.3). Singapore.8).[2]: Chapter 6 (Sections 6. Foote.5). India. New Delhi. David S. Pearson Education Inc. matrices of orthogonal and unitary operators.1-7. 2004. Abstract Algebra (2nd Edition). Joseph A.

1.5). Chapter 3. connected sets and polygonally connected sets in the complex plane.(v) and (viii) in the theorem 12.1.1 with 1st two criteria). Chapter 4 (Sections 4. Continuity and uniform continuity. 7. diameter.9-8.10).7). 6.4. 12.3). Chapter 3 (Sections 3. analytic polynomials. 8.8). open and closed balls. 10. open and closed sets. functions ez .4.4-6. 8.1-5. Chapter 2.17). Chapter 12 (Sections 12. References: [1]: Chapter 1.6).4.1-4.2.5-2.3). accumulation and boundary points. 1. 1 Tutorial (per week per student) Deﬁnition and examples of metric spaces. Review of complex plane. isolated points.9).1 (up to example 1. sin z .3.Paper XI: Analysis III Total marks: 100 Theory: 75 Internal assessment: 25 5 Lectures.1-8. sequences and series.Riemann equations. Cauchy sequence and boundedness.3. Chapter 7 (Sections 7. and cos z .8). 7. criteria of compactness and their equivalence. Cauchy. 3.10).7).1.2 (only Cauchy criterion).6-3.6-7. 4. deﬁnition of a compact set (using open covers). .1-2.1. Chapter 5 (Sections 5. analytic functions.4.8. isometries. contraction mapping theorem. 9. 10.3. closure and interior.2 (Theorem 9. stereographic projection.3-1.1-6.6-1.3.1 (excluding criteria (iv). Chapter 10 (Sections 10.7). power series. completeness. convergence.1 (up to Subsection 9. Chapter 2 (Sections 2.5. 9. 10.1.3). 12.1. Chapter 9 (Sections 9. 9. 2. Chapter 6 (Sections 6.2. References: [2]: Chapter 1 (Sections 1. open covers. References: [2]: Chapter 8 (Sections 8. Cantor’s intersection theorem.

9.3 (up to theorem 6.11 (with examples). References: [1]: Chapter 4. 9..13 ).2. 2008. Mícheál Ó Searcóid. New York. 9.1. 2.2 (up to Theorem 13.9 (statement only). 6. References: 1.Line integrals and their properties. Joseph Bak and Donald J. 9.8.7. Cauchy integral formula and Taylor expansions for entire functions. Fourier theorem. Springer-Verlag New York. lecture notes published by the Institute of Life Long Learning. London. bilinear transformations. Springer Undergraduate Mathematics Series. University of Delhi. 1997. Complex analysis (2nd Edition). Power series representation for functions analytic in a disc. Piecewise continuous functions. discussion of the theorem and its corollary. Chapter 13 (Sections 13.11 including examples).10. Fourier series. Fourier series. Inc. Chapter 9 (Sections 9.1-6.9). 13. References: [1]: Chapter 6 (Sections 6. Metric Spaces. Liouville’s theorem and the fundamental theorem of algebra. property of Fourier coeffcients. analyticity in an arbitrary open set. 9. . Fourier cosine and sine series. References: [3]. 3. Fourier Series. uniqueness theorem. Matlab/ Mathematica/ Maple/ MuPad/ wxMaxima for power series of analytic functions. deﬁnitions and examples of conformal mappings. Undergraduate Texts in Mathematics.2. Newman. Use of computer aided software for example. closed curve theorem for entire functions. Springer-Verlag London Limited. Delhi. Chapter 5. 9. 2007.

construction of BIBD from finite fields. 1 Tutorial (per week per student) Balanced incomplete block designs (BIBD): definitions and results.Paper XII (i) (Optional): Applications of Algebra Total marks: 100 Theory: 75 Internal assessment: 25 5 Lectures. Positive Semi-definite matrices: positive semi-definite matrices. Special types of matrices: idempotent.6). References: [2]: Chapter 2 (Sections 2. Polya theorem and pattern inventory.1-2. and their simultaneous diagonalization. constrained optimization. incidence matrix of a BIBD. minimum distance. and applications to image processing and statistics. Symmetry groups and color patterns: review of permutation groups. generator and parity check matrices. involution. generating functions for non-isomorphic graphs. square root of a positive semi-definite matrix.17).König theorem. decoding. a pair of positive semi-definite matrices.4. nilpotent. Birkhoff theorem. colouring and colouring patterns. Frobenius. 2. Vandermonde matrices. construction of BIBD from difference sets.1-4.3. Hadamard matrices. References: [2]: Chapter 5. References: [5]: Chapter 4. Coding theory: introduction to error correcting codes. circulant matrices. References: [2]: Chapter 4 (Sections 4. groups of symmetry and action of a group on a set. Hamming Codes. permutation and doubly stochastic matrices. quadratic forms. . singular value decomposition. and projection tridiagonal matrices. difference set families. Symmetric matrices and quadratic forms: diagonalization of symmetric matrices. up to Example 4. and cyclic codes.3. construction of BIBD using quadratic residues. linear codes.

Herstein and D. Pearson Education Asia. Inc. construction of the initial blocks and corresponding block designs. Klima. Springer-Verlag New York. K. and differential equations. 9. coding theory. Boca Raton. Jain. 1990. Winter. David C. Indian Reprint. 4. R. Applications of Abstract Algebra with Maple. 2007.. New York. [4]: Chapter 7. finding functions that approximate data. Thomson Brooks and Cole. 2005. 2. J. Applications of linear transformations: Fibonacci numbers. Ernest Stitzinger. symmetry groups and colour patterns.4-9. backward and forward substitution.References: [5]: Chapter 6 (Sections 6. The lectures for the topics BIBD. and the last set of topics include the use of computer aided software for example Matlab/ Mathematica/ Maple/ MuPad/ wxMaxima to demonstrate (i) (ii) (iii) (iv) (v) construction of Hadamard matrices. Topics in Applied Abstract Algebra. Lay. References: [1]: Chapter 9 (Sections 9. approximate inverse of an m×n matrix. Linear Algebra and its Applications (3rd Edition). solving a matrix equation using its normal equation. 1999. 5. Neil Sigmon. 2000. approximate inverse and projection algorithms. CRC Press LLC. S. Linear algorithms: LDU factorization. construction of pattern inventories and how to count patterns. Nagpaul and S.1. New York. Chapter 11. the row reduction algorithm and its inverse.1-6. how to test the algorithms.2). incidence models. Fuzhen Zhang. Macmillan Publishing Company. I. construction of Linear (Hamming) codes. Least squares methods: Approximate solutions of system of linear equations. References: 1. Richard E. Chapter 10. Maple routines for some of the above can be found in [3]. N. . Matrix theory.5). Primer on Linear Algebra. 3. Belmont.

maps between ordered sets. lattices as ordered sets. Definition. pseudographs. [3]: Chapter 1 (Section 1). products and homomorphisms.17). travelling salesman’s problem. Dijkstra’s algorithm. Hamiltonian cycles. [3]: Chapter 1 (Sections 3-6). Boolean polynomials. Chapter 5 (Sections 5. scheduling problems. spanning trees. lattices as algebraic structures. Eulerian circuits. maximal and minimal elements. building new ordered sets. Karnaugh diagrams. digraphs.1-2. the Bellman-Ford algorithm. examples and basic properties of ordered sets. weighted graph. directed network. Definition. bi-partite graphs. Chapter 2 (Sections 7-8). sublattices. examples and properties of modular and distributive lattices. Chapter 10. duality principle. References: [2]: Chapter 9. ideals. Applications of paths and circuits: the Chinese postman problem. examples and basic properties of trees. paths and circuits. complete lattices. the adjacency matrix. Quinn-McCluskey method.Paper XII (ii) (Optional): Discrete Mathematics Total marks: 100 Theory: 75 Internal assessment: 25 5 Lectures. Chapter 2 (Sections 2. 1 Tutorial (per week per student) Definition. Boolean algebras. tournaments. complete graphs. down-sets. References: [1]: Chapter 1. examples and basic properties of graphs. isomorphism of graphs. minimum spanning . Floyd-Warshall algorithm. definition.11). shortest path. switching circuits and applications of switching circuits. minimal forms of Boolean polynomials.1-5. up-sets. References: [1]: Chapter 6. filters and equations.

constructing maximal flows.4-11. Pearson Education (Singapore) Pte. Chapter 12. Priestley. 1990.2. Applied Abstract Algebra (2nd Edition). total solutions. Indian reprint. Tata McGraw Hill. A.. linear recurrence relations with constant coefficients. 3. solution by method of generating functions. Discrete numeric functions. facilities design.2. Cambridge University Press. Publishing Company Limited. New Delhi.1-9. References: [2]: Chapter 11 (Sections 11. Planar graphs. Goodaire and Michael M. Davey and H. flows and cuts. Cambridge. Elements of Discrete Mathematics (2nd Edition). References: [4]: Chapter 9 (Sections 9.1-10. statement of the four-colour theorem. Undergraduate Texts in Mathematics. colouring of graphs. 9. Kruskal’s algorithm.tree algorithms. 2004. Chapter 15. Rudolf Lidl and Günter Pilz. matchings. 2. 11. Edgar G. 2003.1-11.4). B A. Ltd. acyclic digraphs. Springer (SIE). L.5). rational weights. 2001. 4. Discrete Mathematics with Graph Theory (2nd Edition). Liu. particular solutions.7). circuit testing. References: [2]: Chapter 14. generating functions. homogenous solutions. the fivecolour theorem. Parmenter. References: 1. applications of directed networks. Prim’s algorithm. Introduction to Lattices and Order. construction of flows. C. Bellman’s algorithm. Chapter10 (Sections 10. Indian Reprint. recurrence relations. .

diversification. 1 Practical. Chapter 7. arbitrage and risk-aversion. net present value. long. hedging with stock index futures. optimal hedge ratio. Two fund theorem.Paper XII (iii) (Optional): Mathematical Finance Total marks: 100 Theory: 75 Internal assessment: 25 4 Lectures. Chapter 3. One fund theorem. portfolio return. Markowitz model (review of Lagrange multipliers for 1 and 2 constraints). explanations of term structure. portfolio diagram. interest rate futures. immunization. discrete and continuous). . convexity. Sharpe index. data and statistics. security market line. random returns.8). term structure of interest rates: spot and forward rates. Harmony theorem. currency futures. time value of money. putable and callable bonds. Binomial Tree model for stock prices. comparison of NPV and IRR. References: [2]: Chapter 1. inflation. cross. Lognormal model/ Geometric Brownian Motion for stock prices. value of a forward/futures contract. 1 Tutorial (per student per week) Basic principles: comparison. swaps. Chapter 2. parameter estimation. rolling). [4]: Chapter 1 (for a quick review/description of expectation etc. floating-rate bonds. Chapter 4. comparison of the models. marking to market. Asset return. internal rate of return (calculation by bisection and Newton-Raphson methods). Lognormal distribution. replicating portfolios. use of CAPM in investment analysis and as a pricing formula. Interest (simple and compound. hedging (short. Bonds. risk free assets. futures on assets with known income or dividend yield. variance. Macaulay and modified duration. Capital Asset Pricing Model (CAPM). Fisher-Weil and Quasi-modified duration.5-8. covariance and correlation). bond prices and yields. (brief introduction to expectation. feasible set. short selling. running present value. References: [2]: Chapter 6. betas of stocks and portfolios. Jensen’s index.) Forwards and futures. capital market line. Chapter 8 (Sections 8. portfolio mean return and variance.

Chapter 13 (except 13.10 and 7. 13. bounds on options premiums. pricing American and exotic options with BOPM. use of Monte Carlo techniques to price exotic options and calculate VaR. Chapter 15 (Sections 15.6. Chapter 13 (except 13. ii. Goal Seek).2 and 11. immunization. Monte Carlo techniques (including an introduction to random number generation). References: [3]: Chapter 10. A choice of 10 practicals can be attempted from this list. duration.References: [2]: Chapter 10 (except 10. Binomial option pricing model (BOPM). Chapter 11. Speculation strategies (Spreads. factors influencing options premiums. Bonds and duration: computing PV. i. Chapter 18 [4]: Chapter 9 Practical/ Lab work to be performed on a computer using Excel. theta. iii. without any use of macros/VBA. 10.12).10). Butterflies. The practicals should be of 2 hours each.7) [3]: Chapter 9. 13. BlackScholes formula for European options. Extension of risk neutral valuation to assets following GBM (without proof). linear and quadratic models.8).11) [4]: Chapter 3 European and American options. Portfolio models: calculating portfolio means and variances. Straddles. Strangles). rho and vega). Chapter 6. Introduction to spreadsheet programs. [4]: Chapter 7. Chapter 7 (except 7. dynamic hedging. hedging parameters (the “Greeks”: delta. Chapter 12. Chapter 9. Solver.9). Value at Risk (VaR). held fortnightly. risk neutral valuation (for European derivatives on assets following binomial tree model). Chapter 5. IRR.1 to 15. The sample practicals below can be implemented using the standard features of Excel (functions. dynamic hedging. gamma.8) [3]: Chapter 3. implied volatility. YTM. . put-call parity. Base Black-Scholes formula proof on Hull [3]. Chapter 11 (except 11.2. References: [1]: Chapter 12 (except 12.11.

xii. . David G Luenberger. Estimating betas and the Security Market Line. PrenticeHall India. Cambridge. Futures and Other Derivatives (6th Edition). Indian reprint.iv. Simulating lognormal price paths. vii. VaR estimation by Monte Carlo methods. References: 4. Financial Modeling. MIT Press. v. Massachusetts. Options. 1997. Calculating the efficient frontier and finding the capital market line with and without short sale restrictions. An elementary Introduction to Mathematical Finance (2nd Edition). Hedging and portfolio insurance. 5. Oxford University Press. 7. Investment Science. x. ix. vi. Delhi. Sheldon Ross. Testing CAPM. Implementing the Black-Scholes formulae in a spreadsheet. 2006. John C Hull. Calculating the parameters of the lognormal distribution from stock prices. Calculating implied volatility. Cambridge University Press. 6. xi. viii. USA. 1998. Simon Benninga. 2003.

Order of an integer modulo n. quadratic reciprocity. composite numbers having primitive roots. References: [1]: Chapter 6 (Sections 6. Goldbach conjecture. Chapter 3 (Section 3. quadratic congruences with composite moduli. Jacobi symbol and its properties.5).17.15Theorem 5. Chapter 4 (Section 4. theory of indices. sieve of Eratosthenes. Chapter 4. Euler’s phi-function. [3]: Chapter 2 (Theorem 2.5). definition and properties of the Dirichlet product. References: [1]: Chapter 8. some properties of Euler’s phi-function. prime counting function. Chapter 9. primitive roots for primes. fundamental theorem of arithmetic. . [3]: Chapter 7 (Section 7. Wilson’s theorem. sum and number of divisors. the Legendre symbol and its properties.2 (Definition 5. polynomial congruences.1-6. Chapter 5.2). Fermat-Kraitchik factorization method. Lame’s theorem.3 (Theorem 5. totally multiplicative functions.5-Theorem 5. pseudoprimes. linear congruences. the Möbius inversion formula.2-2.6).40. Section 5. statement of prime number theorem. Chinese remainder theorem. Theorem 5. Fermat’s little theorem. [3]: Chapter 5 (Section 5. Chapter 7. linear Diophantine equation.4). the greatest integer function.Paper XII (iv) (Optional): Number Theory and Cryptography Total marks: 100 Theory: 75 Internal assessment: 25 5 Lectures.3). Number theoretic functions. Chapter 3. complete set of residues. Euler’s criterion. binary and decimal representation of integers. Euler’s theorem.19)). reduced set of residues. 1 Tutorial (per week per student) Division algorithm. References: [1]: Chapter 2 (Sections 2.

3). the Fibonacci sequence.8). 2. References: [1]: Chapter 10 (Section 10. References: [1]: Chapter 11. Chapter 7 (Sections 7.4. Neville Robinns.Perfect numbers. The lectures for the topics on cryptography should include implementation of the encryption and decryption routines using computer aided software such as Matlab/ Mathematica/ Maple/ MuPad/ wxMaxima. Fermat numbers. Indian reprint. Chapter 8 (Sections 8. generalization of the Hill cryptosystem. integer factorization and digital signatures. [2]: Chapter 6. Richard E.2-7. CRC Press. the knapsack cryptosystem.1-8. the equation x2 + y2= z2. Limited. a discussion of some unsolved problems in number theory. Neil Sigmon. elliptic curves. certain identities involving Fibonacci numbers. Mersenne primes and amicable numbers. elliptic curve cryptography through examples.7). Applications of Abstract Algebra with Maple. Elementary Number Theory (6th Edition). Remark: For the topics that follow on cryptography there should be emphasis on implementation of the encryption routines. 2007. References: 1. Hill cryptosystem. sums of two squares. notes on primality testing. Fermat’s last theorem. Burton. public key encryption. . David M. References: [1]: Chapter 10 (Sections 10. Section 8. [3]: Appendix A. RSA encryption and decryption.3. Boca Raton. Ernest Stitzinger. Chapter 12.4)). Klima. [2]: Chapter 7 (Section 7. Elementary cryptosystems. 2007. Tata McGrawHill Edition.5-7. Chapter 14. Diffie Hellman key exchange. 2000. 3.2-10. 7. sums of more than two squares. Beginning Number Theory (2nd Edition).5 (Example 8. the ElGamal cryptosystem.1). Narosa Publishing House Pvt. Delhi. Chapter 13.

integral constraints.direct substitution. functions. functionals.1-4. 6. .1.Paper XII (v) (Optional): Optimization Total marks: 100 Theory: 70 Internal assessment: 30 (15 for theory and 15 for practical) 4 Lectures. functional with several functions in the integrand. the simplex algorithm. Calculus of Variations: Euler equation.3. References: [3]: Chapter 1. References: [1]: Chapter 6 (Sections 6. Duality. sensitivity analysis. simplex method in tableau format. economic interpretation of the Lagrange multipliers.2-3.dual relationships.2). formulation of the dual problem. introduction to artificial variables.7 (up to example 6. algebraic constraints.8). Big-M method and their comparison. neighborhoods. Theory of simplex method.6. References: [3]: Chapter 8. 3. inequality constraints.3. Lagrange multipliers. analytical methods applicable to optimization problems with constraints.4). economic interpretation of the dual. Chapter 4 (Sections 4. functional with higher order derivatives in the integrand.5-3.14)). optimality and unboundedness. method of steepest ascent. 1 Practical. functional with more then one independent variable. Chapter 2 (Section 2. functional with several functions and higher derivatives. two-phase method. 1 Tutorial (per week per student) Introduction to optimization problems with examples including calculus of variations and linear programming problem (LPP). primal. References: [1]: Chapter 3 (Sections 3. constrained variation. differential equation constraints.

games with mixed strategies. Introduction to Operations Research (8th Edition).ici. S.1. India. 8. Lieberman. i. graphical solution procedure. solving two person zero sum games.4). Copyright 2001. Hillier and G. 2004. 4. Practical/ Lab work to be performed on a computer. Linear programming and Network Flows (2nd edition). John Wiley and Sons. Chapter 8 (Cases 8.Transportation problem and its mathematical formulation. http://www. An Introduction (8th edition). Controlling air pollution iv.3-5. 5.3). Optimization for Engineering Systems. Mokhtar S. Hamdy A. J.2. [2]: Chapter 14.htm. Operations Research. Tata McGraw Hill. linear programming solution of games. 6.2). Case Studies of the following type and similar nature using computer software like MuPad / Excel.1.ro/camo/books/elbooks. Shipping wood to market vi.2). Bazaraa. Assigning students to school ii.1. F. John J. Jarvis and Hanif D. 2004. Farm management v. New frontiers iii. Hungarian method for solving assignment problem. Sherali. References: 1. Taha. assignment problem and its mathematical formulation. PrenticeHall India.Solver / LINGO / LINDO etc. Project pickings References: [2]: Chapter 4 (Cases 4. northwest-corner method least cost method and Vogel approximation method for determination of starting basic solution. Electronic book. . 2006. Ralph W. algorithm for solving transportation problem. 3. References: [4]: Chapter 5 (Sections 5. 4. 2. Chapter 6 (Case 6. Game theory: formulation of two person zero sum games. Singapore. Pike.

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