University of Dhaka Third Year B. 8. Honors Final Examination 2020 Subject: Mathematics jeal Analysis If Course No: MTH 301 Course Title: Full Marks: 70 (3 Credits) Answer any 5 (Five) questions of the followings. Figures given in the right margin ~ Indicate the marks of the respective questions. Ql. | Given f: A + Rand g: B > R¥, where A < R®, and B & R™ are open sets. Suppose f is continuous at a € A and g is continuous at f(a) € B. Prove that g © f is continuous at a. Show that the real valued functions on R? defined by P(x,y) = xy is continuous. Q| Let f:R? + R be defined by f(x,y) = 25 = if (x,y) # (0,0), and f(x,y) = 0, if (%,y) = (0,0). Show that D5f(0,0) exists for all # #0, but fis not differentiable at(x, y) = (0,0). Time: 1.5 Hours 14 4 . | State and prove the Cantor intersection theorem. 14 Let f:X > Y be a map, where X, Y are metric spaces. Show that f is continuous ifand | | 4 only if f-*(G) is open in X for any G open in ¥. 14 Let U be an open subset of R® and f:U — R” isa function differentiable at a © U. Prove that there is a unique linear transformation L: R” > R™ such that L is the Hy derivative of fat a < U. Prove that f(x, y) = Sin(x). is differentiable and find its derivative. [27 | Let f(x) = SO be a sequence of functions. Show that fy —> O uniformly. At What points does the derivative of the sequence f;; converges? Modify the sequence f,(x) to show that it is possible for a sequence to converge uniformly but for_f;, be unbounded. Q3. Q5. | State and prove the Hein-Borel theorem for compact set in metric space. 4 8. | Suppose that the mapping f:R? — Ris continuously differentiable, defined by x=u+t(v—1)? +1, and y = (u + 2)? + v + 1. Show that the mapping is locally invertible at (-2,1). Find the fourth degree Taylor polynomials of u and v about the | 14 points f(—2,1).University of Dhaka 3 year B.S. (Honors) Final Examination 2020 Full Marks: 70 Credits: 3 ‘Time: 1.5 Hours Answer any five questions. \U+ State De Moivre's theorem and using it find the 7! roots of unity. Define continuity of a complex function. Is the function f(z) = M!=282=2488 continuous at 2=i? 2. Prove that If the limit of a function f(z) at a point zo is exists then it is unique. Show that the function /(z) = |z(? is differentiable at : = 0 but is not analytic. S Define Harmonic function. Prove that u(z,y) = Sa%y +227 — y* — 2y? is Harmonic. Find v(z,y) such that f(z) = w+ iv is analytic. ME State and prove Rouche's theorem. Determine the number of roots, counting multiplicities of the equation 225 — 62? + z+1=0 in the annulus 1 < |z| <2 5. State the Cauchy Integral Formula. By evaluating § e* dz around the circle |z| = 1, show that e “ a of 2 cos + sind)30 = ff 4 sin(0 + sin d)d40 = 0 I fo State Taylor’s theorem for complex function. Expand f(z) = q=f=y in a Laurent series valid for (i) |z| > 2 and (ji) 0 < |z—2] <1}. 7. State Liouville’s theorem State Cauchy Residue theorem. Using the theorem evaluate § c: settiery dz around the circle |=3. 1 Define Bilinear transformation. Find the fixed point of Bilinear transformation w = 248. Ifa and bare these points then write the equation in the form ¥=8 = k(#=$), where k is a constant. (14) (a4) (a4) lq) {hal (ua) ti [a4]N. B.: Answer any 5 (Five) 4 Full Marks: 70 (3 Credits) University of Dhaka Third Year B. S. Honors Final Examination 2020 ibject: Mathematics are Course No: MTH 303 itle: Ordi ifferential Equations 1 r Course Title: Ordinary Differ TH 308 uestions of th indicate the marks of the respective questions. e followings. Figures given in the right margin [Qi] State the existence and uniqueness theorem of first order differential equations. Show that the IVP. x22 = y — 1; y(0) = 2 has no solution. 14 Q2. | Define ordinary and singular point of a linear differential equation. Classify the singular points, in the finite plane, of the equation 1“ x(x — 1)2(x + 2)y" + x2y' — GF + 2x - Dy =0. [[Q3: | Find two linearly independent solutions of the equation x*y” — 3xy' + 4y = 0. 14 [@ACT Convert the differential equation y”” — 2xy” + y' + 3y = 0 into a system of first order equations and hence write it in matrix form. 14 [pe Find the first four terms of the series solution about x = 0 of the equation | (x? +1)y" — 4xy! + 6y = 14 ae Solve the following IVP Pee 14 ae Ww; 2,20 = (any Derive Rodrigue’s formula for Hermite ‘polynomials. ag Solve in series the differential equation xy” + y’ + xy = 0 by the methods of Frobenius. |“University of Dhaka 3 year B.S. (Honors) Final Examination 2020 Subject: Mathematics Course Title: Abstract Algebra. Course No: MTH 304 Full Marks: 70 Credits: 3 Time: 1.5 Hours ‘Answer any FIVE questions taking at least TWO from each part. Section A (Group) What is an Abelian group? (14) Define the order of an element in a group with example. Let G be a group and a,b € G such that o(a) =3 and daba-"} = b?, Prove that o(b) =7 2. Given non-empty subsets H, K of a multiplicative group G. What do you mean by HK? [14 Suppose H, K are subgroups of G. Prove that HK is a subgroup of G if and only if HK and KH are equal as sets. Z State the Theorem of Lagrange. Is the converse of Lagrange’s theorem true? [14] Define permutation and transposition, What is the order of the eycle (1.457) € Se @) 4. Define normal subgroup of a group with examples. Prove that every subgroup of a group of index [14] 2 is normal. Let H be a subgroup and N be a normal subgroup of a multiplicative group G. Prove that (HON) oH. Section B (Ring) 14} 7 What is a commutative ring? Explain with example Consider the set R = C[0,1] = {f : [0,1] + RIf is continuous}. Then show that (R,+,.) is a commutative ring with unity. Where + is function addition and . is function multiplication. AZ Define integral domain, division ring, and field with examples. Prove that a finite commutative ring | [14] R without zero divisors is a field, _7/What is meant by characteristic of a ring? Show that the characteristic of an integral domain is [14] either 0 or a prime number. 0 Consider the ring R = Z Q) chen show that R/A=4(" g |Ine€Z> for A= Q). 0 0 0 0, 0 0 (a4) 8. Define prime and maximal ideals in a ring. Prove that: each maximal ideal is prime ideal in a ring with unity but the converse is not true in general. Show that in the ring Z[/=5], the element 2 + /=5 is irreducible but not prime.Full Marks: 70 (3 Credits) University of Dhaka Third Year B. S. Honors Final Examination 2020 Subject: Mathematics Course Title: Fundamentals of Topology _ Course No: MTH 305. Time: 1.5 Hours N. B.: Answer any 5 (Five) questions of the followings. Figures given in the right margin indicate the marks of the respective questions. Ce Define usual topology on the set of real numbers. Let T be the collection of subsets of natural numbers N that contains the empty set and all subsets of the form Gj, =| 14 {m,m + 1,m + 2, J,m€ N. Show that T is a topology on N. a Q2. | State necessary and sufficient conditions for a class of sets to be a base for a 14 topology. Let (A = [0,1], 11) be a subspace of (R, 1). Find a subbase for 14. Q3.| Let :X +Y , and g:¥ > Z Where X, ¥,Z are topological spaces, Show that g > #:X~Z is continuous. Prove that if a function f:X -> ¥ is continuous then for aw | each AC X, f(A) c F(A). i “ | Prove that a topological space (X,T) is T; ifand only if every singleton set is closed. Prove that the property Hausdorff is a hereditary property. 14 | QS. | Show that the homeomorphie image of a Tspace is a T space. Show that a Fs regular space is not necessarily a T,space, and every,1'g space is a T's space. (86. | Define first countable space. Determine ifthe usual topological spaced (Ty) first countable? Show that a discrete space (X,Tp) is separable if and only ifX is | 14 | countable. | Q7. | Prove that a topological space is compact iff every class of closed sets with finite i intersection property has a finite subclass with empty intersection. Q8. | Let E be a connected set. If E F ¢ E, then F is connected. Show that local 14 connectedness neither implies, nor is implied by connectednessUNIVERSITY OF DHAKA. Third Year Honors Examination- 2020 Subject: Mathematics Course No: MTH 306 (Credit: 3) Course Title: Numerical Analysis IT Total Marks: 70 ‘Time: 1.5 Hours Answer any FIVE of the following questions:- Marks, Derive power method to approximate the dominant eigenvalues of a x 1 matrix 14 with corresponding eigenvectors. What are the disadvantages of power method? 7 4 Consider the ordinary differential equation y’ = (ty)° -2) » {l)=1. Taker one step of Taylor series method of order 2 with / = 0.1 and then use the Runge-Kutta method of order 2 to re-compute y(I-1). Use Householder’s method to place the following matrix in tri-diagonal form. 14 eel | Aalto iesl (Eten 14 Use Adams-Bashforth method to approximate the solution to the given IVP 2 1 yl=1+(t-»), 25153, y(2)=1, actual solution is y(¢)=1+ 1=t" In each ease use exact starting values and compare the results to the actual values. Let p(t) be the number of individuals in a population at time ¢, measured in years. If | 14 the average birth rate b is constant and the average death rate d is proportional to the size of the population, then the growth rate of the population is given by the logistic equation # = bp(t)- k[p(OP where d= kp(i). ~ {OP S Suppose p(0) = 50976, b = 2.9x107 and k =1.4x107 . Find the population after S. x 6. Derive ‘Adams variable step-size Predictor-Corrector method. 14 ¢ | Q7- | Deseribe the Shooting method for non-linear BVP 4 y=fxy.y") asxsb, yal=a, yb)=B. | Q8: | Consider the boundary value problem (BVP) 14 y= y'+2y +c0s(x), osxsF, ¥(0)=-0.3, of 5) =-0. se the rite - Difference method algorithm to approximate the solution with step size h =~. 4 363UNIVERSITY OF DHAKA Third Year Honors Examination- 2020 Subject: Mathematics Course No: MTH 307 (Credit: 3) Course Title; Mathematical Methods Total Marks: 70 Time: 1.5 Hours Answer any FIVE of the following questions:- Marks 7 eae. Define real form Fourier series. Findthe Fourier series expansion of the function 14 J (x) = x? in the interval — < x < 7m. Hence evaluate the sum Teas | 2 | Write down the Fourier integral of an odd function ffx). Find the Fourier integral _ | 14 of the function f(x).= e-**, when x > 0 and f(-x)=-f(x). for k > 0 and ew du=Ze-k 2. Lope pad iil Seats —3. Sx 3by f(x) = { GSoe i hence prove that dex aet Find the Fourier series for f over (-3,3]. x4 Q4- | Suppose fis continuous on the real line and {' ® If ()|dx converges. Establish 4 scaling and time shifting properties of Fourier transformation of 5. | Solve the boundary value problem %=324,00. u(o,t)=0, | U(2,t) = 0, U(x, 0) = x using finite Fourier transform. Give the physical interpretation. a JAB [Let FCS) = LEF(O) exists for s > @ = 0, where L stands for Laplace 14 i transformation operator. i) Show that ifcis a positive constant, then L{f(ct)} = 2F (2),s > ca. |__| _ i) Show that if& is a positive constant, then £-*{F(ks)} = 6 14 ROT se Laplace transform to solve 24 = <4, subject to the conditions U(0,t) = | 0, U(1, t) = 0, U(x,0) = 3sin2nx, where 0 0. Q8. | Construct the Green’s function by the relations of the boundary value problem: —("+y) =F) y(0)=0, y(1)=0. 14 x|UNIVERSITY OF DHAKA ‘Third Year Honors Examination- 2020 Subject: Mathematics Course No: MTH 308 (Credit: 3) Course Title: Optimization Time: 1.5 Hours Total Marks: 70 ‘Answer any FIVE of the following questions:- Marks 4 Qu. Using algebraic approach test the convexity of the following sets: @ S=((%y): <%p]<3) Gy T=((x,y): <4) 14 Q. This is lucky day. You have just won $10,000 prize. You are sitting aside $4,000 for taxes and partying expenses, but you have decided to invest the rest of the money. Upon hearing this news, two different friends have offered you an opportunity to become a partner in two different entrepreneurial ventures, one planned by each friend. In both cases, this investment would involve expending some of your time next summer as well as putting up cash. Becoming a full partner in the first friend’s venture would require an investment of $5000 and 400 hours and your estimated profit (ignoring the value of your time) would be$4500. The corresponding figures for the second friend’s venture are $4000 and 500 hours with an estimated profit of $4500. However, both friends are flexible and would allow you to come in at any fraction of a full partnership you would like. If you choose a fraction of a full partnership, all the above figures given for a full partnership (money investment, time investment and your profit) would be multiplied by this same fraction. Because you were looking for an interesting summer job anyway (maximum of 600 hours), you have decided to participate in one or both friends’ ventures in whichever combination would maximize your total estimated profit. Formula a linear | programming model for this problem. State the characteristics of a standard linear programming problem and hence write 4 the standard form of the following linear program (LP): Maximize z= x, —3x,+4x, subject to: x, +2x, +3x, $5 rayeB 2x, -3x, +4x, 28 3x, ~ 5x, — 8x, =-9 I x, 20,x, $0, x; unrestricted in sign. |. | Write Phase I for the following problem and then solve it to show that the problem has no 14 feasible solution. Maximize z= 2x, + 5x, subject to: 3x, + 2x, 26 2x, +x, $2 x, 20, x, 20. f | State primal-dual characteristics for asymmetric linear programs. Using it construct 14 the dual problem of the following LP: Minimize 2 =~4x, + 5x, + 2x, aor subject to: 6x, +x, —x, $5 ways We ae) 2x, +2x, -3x, 23 q on’ 3x, -Sx, x, <0, x, <0, x, unrestricted in sign. J‘Use the dual simplex method to solve the following LP ae Maximize z=~2x,— x, Subject to; x, +x, —x, 25 4 Oe eae 1 es a a OF Bisag ay Z=8 How much can c, be varied without affecting the optimal solution. Find the optimal solution when ¢,= CLG 4 Define concave and convex functions with examples. Determine whether the fanction I &9%20%)) = 47 +x) + 2x)? xx, — 12, —x,4, is ConveR, concave or neither on R*. convexTotal Marks: 70 UNIVERSITY OF DHAKA Third Year Honors Examination- 2020 Subject: Mathematics Course No: MTH 309 (Credit: 3) Course Title: Stochastic Calculus Time: 1.5 Hours Answer any FIVE of the following question: Marks | (@) Discuss the general specifications of Brownian motion. This show that | 7 Var[B(t)] = t, and E[(4B(t))?] = at, where 4B(t) = B(t + 4t) — B(t), (| | (b) Discuss the construction of Brownian Motion from symmetric random walk, | 7 including the convergence of moment generating functions. 2. | (a) Prove that for ¢ 0 + [Be] = 1) Compute E[f*1B,1? at], . | Derive the linearity, distribution and martingale properties of stochastic integral for non-anticipating random step funct Using left end point T;, define the tochastic integral Ly © Yip B(ty)(B(te1) — B(te)| where B(t,) and B(ty41) — B(t,) are independent; using the right end point t, define a discrete Stochastic integral Ry & DHTA B (ts) (B(tx1) — B(t,)] Discuss Ly and Ry in details, 4 (@) Derive the /t6 formula for the function of Brownian motion f(B(f). Use it to show that E[(B(T))*] = 372. ‘ \ (b) Find an expression for {7 B(t)dB(t) a BUT-=T . | Let B = (By)ean be a SBM. Derive the stochastic differential solved by (@ Xe = Bz, for t 2 0, and (ii) f = exp[B(e) —3¢] 14NOTE: Actualrial Table If ( ZX (a) Solve for n (i) $= Rs— Az X5. e University of Dhaka year B.S, (Honors) Final Examination 2020 Subject: Mathematics Introd mI luction to Actuarial Mathematics. Course No: MTH 310 Marks: 70 Credits: 3 ‘Time: 1.8 Hours Answer any five questions. 4% rate of interest) is provided with the question paper. Course Title: cm (i) A= Ro (b) Prove that “21 + B-Boy), Fl oa If Orson are = (Sing + a57), then determine the value of x. a) Ani i (s) An investment fund advertises that it wil make your money tiple in 10 years. What rate of interest do you think compounded monthly? #04” (b) A savings and load association offers guaranteed investment certificates paying interest at three categories: j1¥=11}%, jp = 11) 3 ion wil 12 = 114%, ja = 11% and j, = 113%. Which option will you choose? Bangladesh supreme court is trying to determine the discounted value of the future income of a person paralyzed in a road accident. At the time of the accident, the man was earning Tk. 15,00,000 a year, and he anticipated getting a 5% raise each year. He is 20 years away from retirement. If money is worth j1 = 9%, what is the discounted value of his future income? 2°$356%3.\ |. A borrower has an Tk.60, 00,000 loan with the IDLC Finance Company. The loan is to be repaid over 7 years at ji2 = 15%. The contract stipulates a penalty in case of early repayment, equal to three months’ payments. Just after the 15” payment, the borrower determines that his local bank would lend him the money at j12 = 12%. Should he refinance? DUMSA members agreed to buy a piece of land, valued at Tk. 20,000,000 is sold for Tk. 40,00,000 down payment. The buyers agree to pay the balance with interest at jg = 12% by paying Tk.500,000 monthly as long as necessary, the first payment due one year from now. Find the number of Tk 500,000 payments needed and the size of the concluding payment one month after the last Tk.500,000 payment. LZ. (1s) What is life annuity? Define mathematically: Annuity due, Immediate annuity in terms of co” table I at 4% rate of interest, « 12-year temporary annuity-due deferred oe commutation functions. (b) Find the value of the following yearly annuities of 1 to a life aged 50 on the basis of actuarial y - 0.3844 ZG (a) What is Perpetuities? Derive a mathematical formula for ppecniio Aa -é (b) A scholarship fund is established by an endowment of Tk 300000 invested at 10% compounded continuously. What payment will this fund provide at the end of each year, forever? @0-|_) aay x (@) Write a short note on Life assurance, Endownment assurance and Net Premium. (b) On the basis of Actuarial table II at 4% rate of interest, determine the net annual premium for a 20 years endowment assurance of Tk. 1000 on a life aged 40 providing taka 1000 and a guaranted bonus of Tk. 20 per thousand sum assured. {09 (May~Mea +D1e) 120C Rep“ Reo™ 2° Moot 204s) Noto {14} faa) 14]