Subject Name: ENGINEERING MATHEMATICS-III (3+0)

COURSE OUTLINE

(Name of Course Developers: Prof. P.V.S.N. Murthy and Prof. J. Kumar,

Mathematics Department, IIT Kharagpur, Kharagpur – 721 302)

Module 1: Numerical Analysis

Lesson 1: Finite Differences

1.1 Introduction
1.2 Difference Operators and their Utility
1.3 Construction of Difference Tables

Lesson 2: Relation between Difference Operator

2.1 Introduction

Lesson 3: Sources of Error and Propagation of Error in the Difference Table

3.1 Introduction

Lesson 4: Solutions of Non-Linear Equation

4.1 Introduction
4.2 Iterative Methods
4.3 Bisection Method

Lesson 5: Secant and Regula-Falsi Methods

5.1 Introduction
5.2 Scant Method
5.3 Regula-Falsi Method

Lesson 6: Newton-Raphson Method

6.1 Introduction

Lesson 7: Linear System of Algebraic Equations – Jacobi Method

7.1 Introduction

Lesson 8: Gauss-Seidel Iteration Method

8.1 Introduction
Lesson 9: Decomposition Methods
9.1 Introduction
9.2 LU Decomposition Method
9.3 Cholesky Method

Lesson 10: Interpolation

10.1 Introduction
10.2 Linear Interpolation
10.3 Quadratic Interpolation

Lesson 11: Higher Order Lagrange Interpolation

11.1 Introduction
11.2 Lagrange Interpolating Polynomial
11.3 Inverse Interpolation

Lesson 12: Newton’s Forward Interpolation Formula with Equal Intervals

12.1 Introduction
12.2 Gregory-Newton Forward difference interpolating polynomial

Lesson 13: Newton’s Backward Interpolation Polynomial

13.1 Introduction
13.2 Gregory-Newton Backward Interpolating Polynomial

Lesson 14 Gauss Interpolation

14.1 Introduction
14.2 Gauss-Forward Interpolation Formula
14.3 Gauss-Backward Interpolation Formula

Lesson 15: Everett’s Central Difference Interpolation

15.1 Introduction
15.2 Everett’s Formula

Lesson16: Stirling’s and Bessel’s Formula

16.1 Stirling’s Formula
16.2 Bessel’s Formula

Lesson17. Newton’s Divided Difference Interpolation

17.1 Introduction
17.2 Divided Difference
17.3 Generalization to Data Points
Lesson 18: Numerical Differentiation
18.1 Introduction
18.2 Methods based on Interpolation
18.3 Methods based on Finite Differences

Lesson 19 Numerical Integration

19.1 Introduction
19.2 Newton-Cotes Formulae

Lesson 20: Simpson’s one Third and Simpson’s Three Eighth Rules
20.1 Simpson’s One-Third Rule
20.2 Simpson’s Three-Eighth Rule

Lesson 21: Boole’s and Weddle’s Rules

21.1 Introduction

Lesson 22: Gaussian Quadrature

22.1 Introduction
22.2 Gauss-Legendre Integration Methods

Lesson 23: Difference Equations

23.1 Introduction
23.2 Formation of Difference Equations
23.3 Linear Difference Equations
23.4 Homogenous Equations

Lesson 24: Non Homogeneous Difference Equation

24.1 Introduction
24.2 Finding the Particular Integral

Lesson 25: Numerical Solutions of Ordinary Differential Equations

25.1 Introduction
25.2 Picard’s Method

Lesson 26: Taylor Series Method

26.1 Taylor Series Method
26.2 Local Truncation Error and Order of the Method

Lesson 27: Single Step Methods

27.1 Introduction
27.2 The Local Truncation Error (L.T.E)
 dy
27.3 Forward Euler Method for the I.V.P.  f ( x, y) ; y(t0 )  y0 :
dt
27.4 Backward Euler Method

Lesson 28: Modified Euler Method

28.1 Introduction

Lesson 29: Runge-Kutta Methods

29.1 Introduction
29.2 Runge-Kutta Methods
29.3 Second Order Runge-Kutta Method

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Lesson 30 Order Runge-Kutta Method
30.1 3rd Order Runge-Kutta Method

Lesson 31: Methods for Solving Higher Order Initial Value Problems
31.1 Introduction
31.2 Taylor Series Method
31.3 Euler Method

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Lesson 32: System of I.V.Ps.- Order R-K Method
32.1: Introduction

Module 2: Laplace Transform

Lesson 33: Introduction

33.1 Concept of Transformations
33.2 Laplace Transform
33.3 Laplace Transform of Some Elementary Functions
33.4 Example Problems

Lesson 34: Laplace Transform of Some Elementary Functions

34.1 Example Problems

Lesson 35: Existence of Laplace Transform

35.1 Piecewise Continuity
35.2 Example problems
35.3 Functions of Exponential Orders
35.4 Example Problems

Lesson 36: Properties of Laplace Transform

 36.1 First Shifting Property
36.2 Example Problems
36.3 Second Shifting Property
36.4 Example Problems
36.5 Change of Scale Property

Lesson 37: Properties of Laplace Transform (Cont.)

37.1 Laplace Transform of Derivatives
37.2 Example Problems
37.3 Laplace Transform of Integrals
37.4 Example Problems

Lesson 38: Properties of Laplace Transform (Cont.)

38.1 Multiplication by tn
38.2 Example Problems
38.3 Division by t
38.4 Example Problems

Lesson 39: Properties of Laplace Transform (Cont.)

39.1 Laplace Transform of a Periodic Function
39.2 Example Problems
39.3 Limiting Theorems

Lesson 40: Inverse Laplace Transform

40.1 Inverse Laplace Transform
40.2 Uniqueness of Inverse Laplace Transform
40.3 Linearity of Inverse Laplace Transform
40.4 Example Problems
40.5 First Shifting Property of Inverse Laplace Transform
40.6 Example Problems
40.7 Second Shifting Property of Inverse Laplace Transform
40.8 Example Problems

Lesson 41: Properties of Inverse Laplace Transform

41.1 Change of Scale Property
41.2 Inverse Laplace Transform of Derivatives (Derivative Theorem)
41.3 Inverse Laplace Transform of Integrals
41.4 Multiplication by Powers of s
41.5 Division by Powers of s
41.6 Example Problems
41.7 Evaluation of Integrals
41.8 Example Problems
Lesson 42: Convolution for Laplace Transform
42.1 Convolution
42.2 Example Problems
42.3 Properties of Convolution
42.4 Convolution Theorem
42.5 Example Problems

Lesson 43: Laplace Transform of Some Special Functions

43.1 Error Function
43.2 Example Problems
43.3 Dirac-Delta Function

Lesson 44: Laplace and Inverse Laplace Transform: Miscellaneous Examples

44.1 Bessel’s Functions
44.2 Laguerre Polynomials
44.3 Miscellaneous Example Problems

Lesson 45: Application of Laplace Transform

45.1 Solving Differential/Integral Equations
45.2 Example Problems

Lesson 46: Applications of Laplace Transform (Cont.)

46.1 Example Problems

Lesson 47: Applications to Heat Equations

47.1 Integral Equation
47.2 Example Problems
47.3 Integro-Differential Equations
47.4 Simultaneous Differential Equations

Lesson 48: Application of Laplace Transform (Cont.)

48.1 Solving Partial Differential Equations
48.2 Example Problems