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Indian Institue of Technology 1

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Indian Institue of Technology 1

CourseNo:MA5720

CourseName:Numerical Analysis of Diff. Equations

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The objective is to study the basic theory and application of various numerical methods for
solving ordinary and partial differential equations.

CourseContent:Ordinary Differential Equations: Initial value problems- basic theory and application of
multistep methods (explicit and implicit), stability analysis- zero stability, absolute stability, relative stability
and intervals of stability, eigenvalue problems, predictor- corrector methods, Runge-Kutta methods, boundary
value problems-shooting methods.Partial Differential Equations: (a) Parabolic Equations:Explicit and implicit
finite difference approximations to one-dimensional heat equation, Alternating Direction Implicit (ADI)
methods. (b) Hyperbolic equations and Characteristics: Numerical integration along a characteristic,
equations, numerical solution by the method of characteristics, finite diference solution of second order wave
equation. (c) Elliptic equations: finite difference methods in polar coordinates, techniques near curved
boundaries, improvement of accuracy- direct and iterative schemes to solve systems, methods to accelerate
the convergence. (d) Convergence, consistency and stability analysis.

TextBooks:1. S S Sastry, Introductory methods of Numerical Analysis, 5th Edition, Prentice Hall of India,
2012. 2. G D Smith, Numerical Solution of PDE: Finite Difference Methods, Clarendon Press, 1985.

ReferenceBooks:1. M K Jain, S R K Iyengar and R K Jain, Numerical Methods for Scientific and Engineering
Computation, 5th edition, New Age International, 2007. 2. G Evan, J Blackledge and P Yardley, Numerical
methods for PDEs, Springer, 2009.

Prereqisites:

CourseNo:MA5540

CourseName:Probability and Statistics

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:Probability theory is the branch of mathematics that deals with modelling random processes
(uncertainty). It plays a fundamentally important role due to its direct application in many real life problems.
It also forms the fundamental basis for many other areas in the mathematical sciences including statistics,
modern optimisation methods and risk modelling. This course provides an introduction to probability theory,
random variables and Markov processes.

CourseContent:Probability calculus- Random variables- Standard discrete and continuous distributions-


Expectation- Moments- Law of large numbers. Data presentation- Frequency distributions and their
characteristics- sampling distributions- Point and interval estimation- Tests of hypotheses- Large and small
sample tests.Curve fitting- Simple correlation and regression.

TextBooks:1. Introduction to probability by Dimitri P. Bertsekas and John N.Tsitsiklis, 2nd edition. 2.
Mathematical Statistics with Applications by John E. Freund

ReferenceBooks:1. Introductory Statistics by Sheldon M.Ross , Third edition. 2. Fundamentals of applied


probability and random processes by OliverC. Ibe, 2nd edition.

Prereqisites:
Indian Institue of Technology 2
CourseNo:MA5710

CourseName:Mathematical Modelling in Industry

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This course is a tour on mathematical modelling methodology, modelling tools and modelling
approaches traveling through various case studies.

CourseContent:Methodology: Models, reality, properties of models, system characterization, steps in


building in mathematical models, source of errors, dimensional analysis, model classification and illustration.
Case Studies related to R&D fields (one in each): Simulated Reality [Example: Traffic flow, Motion of Fibers,
Behavior of Vehicles - Multi body systems, Behavior of Filters etc]; Optimization and Control [Example:
Inverse problems and parameter identification, multi criteria optimization, Optimal shape design etc];
Multiscale models and algorithms [Example: Considering scenes of different scales nano, micro, mezzo and
macro, Different algorithms on different scales and combining them]; Risks and decisions [Example: Portfolio
optimization, Option pricing etc]; Data, text and Images [Example: Signal processing, Input-Output systems,
Discover order in data sets, Image Denoising etc) Modeling Lab [Thinking with Mathematical Models through
Problems): Counting, Estimation, Structuring and Reasoning; Frame work through different mathematical
(structural) equations and analysis; Optimization; Probabilities and Stochastic Processes.

TextBooks:NIL

ReferenceBooks:1. "Mathematical modeling: Case Studies with Industry", Alister D.Fitt, CRS & Springer,
2008. 2. "Mathematical Modeling - A Case Study Approach", Reinhard Iliner, C.Sena Bohun, Samanta
Mccallum and Thea van Roode, AMS, 2005. 3. "Mathematics and Technology", Christiane Rousseau and Yuan
Saint-Aubin, Springer, 2008. 4. "Mathematical Models in Biology", Leah Edelstein-Kesht, SIAM, 2005. 5.
"Principles of Mathematical Modeling", Cliev L.Dym, Elsevier, 2004. 6. "Mathematical Modeling of Earth's
Dynamical Systems", Rudy Slingerland and Lee Kump, Princeton University Press, 2011. 7. "Mathematical
Modeling for the Life Sciences", Jacques Istas, Springer, 2005

Prereqisites:

CourseNo:MAPCT0

CourseName:Preparatory Course - Mathematics

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:

CourseContent:

TextBooks:

ReferenceBooks:

Prereqisites:
Indian Institue of Technology 3
CourseNo:MA2130

CourseName:Basic Graph Theory

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This course is intended as an introduction to graph theory. The objective is to present some
basic material, along with a wide variety of applications, both to other branches of mathematics and to real-
world problems. The emphasis will be to learn how to prove results and to study some algorithmic aspects,
giving rise to efficient methods of solving some graph theoretical problems.

CourseContent:Fundamentals:Graphs, subgraphs, isomorphism, representation of graphs, degrees and


graphic sequences, walks, trails, Paths, Cycles, connectivity, bipartite graphs Trees: Characterisations of
trees, minimum -spanning -trees, number of trees, cayley's formula connectivity: cut-seats, characterization of
blocks. Search algorithms: DS,BFS, shortest peth algorithms, identification of cut-vertices and cut-edges.
Eulerian and Hamilton graph; Characterizations, Necessary / sufficient conditions, Fleury's algorithms.
Converings, independent sets:Basic relations, Matchings in bipartite graphs, Tutte's perfect matching
theorem and consequences. Colorings, Edge-colorings of bipartite graphs, Gupta Vizing's theorem (without
Proof), greedy algorithm for vertex-colorings, Brook's theorem, clique-number and vertex shromatic number.
Planar graphs: Euler's formua V-E+F=2 and its consequences, Kuratowski's Characterization(without proof),
DMP planarity algorithm. Direct graphs: Basics, various connectivities and tournaments.

TextBooks:1.J.A.Bondy and U.S.R.Murthy; Graph theory with applications, Macmillan (1976)

ReferenceBooks:D.B.West; Introduction to graph theory, P.H.I.(1999).

Prereqisites:

CourseNo:MA2150

CourseName:Linear Algebra and Optimization

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The objective here is to introduce the student to the various fundamental notions in Linear
Algebra and to consider applications to Optimization Theory. Beginning with vector spaces, subspaces, bases,
linear transformations, eigenvalues-eigenvectors and inner product spaces, the student is led to the study of
basic aspects in linear and nonlinear optimization.

CourseContent:Vector Spaces, subspaces, basis, dimension. Linear Transformation and their representation
by Matrices. Matrices: Review of Matrix Algebra; Rank of matrix; Eigen-values and Eigen-vectors;
Diagonalisation; Systems of Linear Equations; Quadratic surfaces. Inner Product Spaces, Orthonormal Sets,
Gram Schmidt orthogonalisation process and its applications to the method of least squares and QR
algorithm. Introduction to Optimization problems. Nature of Solutions and Algorithms.

TextBooks:NIL

ReferenceBooks:1. C.W. Curtis Linear Algebra: An Introductory Approach. Springer, 1984. 2. G. Strang
Introduction to Linear Algebra. Wellesley, MA: Wellesley-CambridgePress, 1993. 3. D.G. Luenberger, Linear
and Nonlinear Programming , Addison – Wesley, 1984. 4. A.D. Belegundu and T.R. Chandrupatla Optimization
Concepts and Applications in Engineering, Pearson Education Asia, 2002.

Prereqisites:
Indian Institue of Technology 4
CourseNo:MA2040

CourseName:Probability, Statistics and Stochastic Process

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The objective of this course is to provide the fundamentals and some advanced topics in
probability theory, random processes and statistics. The mathematical foundations will be studied at a fairly
rigorous level and certain applications to engineering problems will be emphasised. After completing the
course, the student will be able to solve a variety of problems arising out of random processes.

CourseContent:Probability: Probability models and axioms, conditioning and Bayes' rule, independence
discrete random variables; probability mass functions; expectations, examples, multiple discrete random
variables: joint PMFs, expectations, conditioning, independence, continuous random variables, probability
density functions, expectations, examples, multiple continuous random variables, continuous Bayes rule,
derived distributions; convolution; covariance and correlation, iterated expectations, sum of a random number
of random variables. Stochastic processes: Bernoulli process, Poisson process, Markov chains. Weak law of
large umbers, central limit theorem. Statistics: Bayesian statistical inference, point estimators, parameter
estimators, test of hypotheses, tests of significance.

TextBooks:D. Bertsekas and J. Tsitsiklis, Introduction to Probability, 2nd ed, Athena Scientific, 2008.

ReferenceBooks:1. K.L. Chung, Elementary Probability Theory with Stochastic Process, Springer Verlag,
1974. 2. A. Drake, Fundamentals of Applied Probability Theory. McGraw-Hill, 1967. 3. O. Ibe, Fundamentals
of Applied Probability and Random Processes.Academic Press, 2005. 4. S. Ross, A First Course in Probability.
8th ed. Prentice Hall, 2009.

Prereqisites:

CourseNo:MA5310

CourseName:Linear Algebra

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The topic of Linear Algebra is fundamental to both mathematicians and engineers. In this
introductory course, the student will learn the abstract theory of Linear Algebra. The emphasis will be on
studying finite dimensional vectors spaces and linear transformations between them.

CourseContent:Unit 1. Vector spaces, subspaces, basis and dimension, coordinates, algebra of linear
transformations, isomorphisms, representation of linear transformations by matrices, linear functionals and
annihilators, double dual and transpose of a linear transformation. (14 lectures)Unit 2. Characteristic values
and characteristic polynomials, diagonalizable transformations, annihilating polynomials, Cayley-Hamilton
theorem, invariant subspaces and triangular form, simultaneous triangularization and diagonalization, direct
sum decompositions, invariant direct sums, primary decompostion theorem. (14 lectures)Unit 3. Inner
product spaces, adjoints, unitary and normal transformations, spectral Theorem, Jordan canonical form. (12
lectures)

TextBooks:1. K. Hoffman and R. Kunze: Linear Algebra, 2nd Edition, Prentice Hall of India, 2005. 2. S. Axler:
Linear Algebra Done Right, 2nd Edition, Springer UTM, 1997.

ReferenceBooks:1. P. Halmos, Finite dimensional vectors paces, Springer, 1974. 2. Peter D. Lax, Linear
algebra, Wiley student edition, 1997. 3. E.B. Vinberg, A course in algebra, Graduate text in Mathematics,
volume 56, AMS, 2003. 4. M. Thamban Nair and Arindama singh, Linear algebra, Springer, 2018.

Prereqisites:
Indian Institue of Technology 5
CourseNo:MA5790

CourseName:Computer Modelling and Simulation

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This course aims to equip the students with basic concepts of computer modelling and various
simulation techniques, via problems arising in real life.

CourseContent:1. FEM Simulations: 1d/2d/3d Poisson Equation Solver, Convection-Diffusion Solver, Heat
Equation Solver, Efficient solutions of the Wave Equation, Non-Linear Finite Element Problems. 2. Grid free
Simulations: Simulating 2d/3d Boundary Value Problems, 2d incompressible/compressible Navier-Stokes
equations, Free surface flow problems, Moving interface problems and moving boundary problems. 3. FVM
Simulations: Fluid-Structure interaction problems, Flow through Porous media problems.

TextBooks:1. "Computational Partial Differential Equations", Hans Petter Langtangen, Lecture Notes in
Computational Science and Engineering 2, Springer, 1999. 2. "The Finite Element Method Using MATLAB",
Young W.Kwon, Hyochoong Bang, CRC Press, 2000. 3. "Partial Differential Equations and the Finite Element
Method", Pavel Solin, Wiley-Interscience, 2006. 4. "Numerical Approximation of Partial Differential
Equations", Alfio Quarteroni and Alberto Valli, Springer Series in Computational Mathematics 23, 1994. 5.
"Numerical Schemes for Conservation Laws", Dietmar Kroener, Wiley Teubner, 1997. 6. "Methods of
Computer Modeling in Engineering & the Sciences: Volume I", Satya N. Atluri, Tech Science Press, 2005.

ReferenceBooks:1. Don Kulasiri, "Computer Modelling & Simulation:An Introduction", 1999. 2. Ljung
Lenmart and Glad Torkel, "Modelling of Dynamical Systems", Prentice Hall Information and System Science
Series, 1994. 3. A.M.Law and W.D.Kelton, "Simulation Modelling and Analysis", Prentice Hall, 1991. 4.
J.B.Evansm "Structures of Discrete Event Simulation", John Weily, 1989.

Prereqisites:

CourseNo:MA5890

CourseName:Numerical Linear Algebra

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The course will focus on designing algorithms for matrix computations, analysing these
algorithms (in terms of complexity, communication costs, stability, performance in finite precision and exact
arithmetic), implementation on different computer architectures.

CourseContent:Floating point arithmetic (1 lecture), stability of algorithms (2 lectures), conditioning of a


problem (2 lectures), perturbation analysis (2 lectures), algorithmic complexity (1 lecture), Matrix
decomposition including LU, Cholesky, QR, SVD, etc. (12 lectures), Iterative techniques mainly focussing on
Krylov subspace methods including Lanczos, Arnoldi, Conjugate Gradient, GMRES, etc. (12 lectures),
Preconditioning (2 lectures), structured matrix computations (4 lectures), designing matrix algorithms on
modern computer architectures (3 lectures).

TextBooks:1. James W. Demmel, Applied Numerical Linear Algebra, Publisher : Society for Industrial and
Applied Mathematics, Year : 1997 2. N. Trefethen & David Bau III, Numerical Linear Algebra, Publisher :
Society for Industrial and Applied Mathematics, Year : 1997

ReferenceBooks:1. Biswa Nath Datta, Numerical Linear Algebra and applications, 2nd Edition, Publisher :
Society for Industrial and Applied Mathematics, Year : 2010

Prereqisites:
Indian Institue of Technology 6
CourseNo:MA5950

CourseName:Mathematical Finance

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:Starting with an introduction to stochastic processes, the student will be exposed to the notions
including interest rate analysis, Market Model Specification problems, Arbitrage Theorem and the Block-
Scholes formula. Applications to portfolio selection problem upto mean-variance analysis of risk will be
considered. Pricing options and applications will also be taught.

CourseContent:Introduction to Stochastic Processes, Poisson Process, Browian Motion, Martingales. Present


Value Analysis, Interest rate analysis, Marlet model Specification problems. Arbitage theorem, Multi-Period
binomial Model, Block- Scholes formula. Valuing investments by expected utility, Portfolio selection problem,
Capital Assets Pricing model, Rates of return, Single period and geometric Browian motion, Mean-Variance
analysis of risk- neutral-priced call options, Autoregressive models and mean regression, Other pricing
options and applications.

TextBooks:S.M.Ross, "An Introduction to Mathematiacl Finance", Cambridge University Press, 1999.

ReferenceBooks:1. R. Korn, Option pricing and portfolio optimization - Modern methods of financial
mathematics, AMS, 2001 2. S.M.Ross, "Applied Probability models with Optimization Applications",
Holdenday, 1980​​ 3. I. Karatzas and S.E. Shreve , Methods of Mathmatical Finance, Vol.39 (Stochastic
Modelling and Applied Probability) in Applications of Mathematics, Ioannis, 2016​

Prereqisites:

CourseNo:MA5990

CourseName:Project

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:

CourseContent:

TextBooks:

ReferenceBooks:

Prereqisites:
Indian Institue of Technology 7
CourseNo:MA6050

CourseName:Dynamical Systems

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This course will serve as an introduction to the exiting topic of dynamical systems.

CourseContent:One -dimensional flows: fixed points and stability, linear stability analysis, Saddle- node
bifurcation, Transcritical bifurcation, Pitchfork bifurcation, Flows on the circle. Two -dimensional flows:
Linear systems, nonlinear autonomous systems, phase portraits, Fixed points and linearization, conservative
systems, index theory, limit cycles, Poincare Bendixson theorem, Lienard systems, Saddle-node, Transcritical
and Pitchfork bifurcations, Hopf bifurcation Chaos Discrete dynamical systems.

TextBooks:(1) Steven H Strogatz, Nonlinear dynamics and Chaos, Perseus books publishing, 1994(2) James T
Sandefur, Discrete dynamical systems Theory and applications, Clarendon press, 1990

ReferenceBooks:(1) R. Edward Scheinerman, Invitation to dynamical systems, PrenticeHall,New – Jersey,


1996. (2) Morris W Hirsch, Stephen Smale, Robert L Devaney, Differential equations, dynamical systems and
an introduction to chaos, Elsevier, 2004. (3) R. Grimshaw, Nonlinear ordinary differential equations,
Blackwell scientificpublications, 1990. (4) P. D. Drazin, Nonlinear systems, Cambridge university press, 1992

Prereqisites:

CourseNo:MA6060

CourseName:Nonlinear Conservation Laws

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This course provides an introduction to nonlinear conservation laws.

CourseContent:Integral and differential forms of conservation laws, Burgers equation, Shock formation,
Weak solutions, Entropy conditions, Riemann problem, scalar and non-linear vector examples, Euler equations
of an ideal gas, Courant Fredrick Levy conditions, Upwind methods, Conservative schemes, Godunov
methods, Riemann solvers.

TextBooks:1. R.J. Leveque, Numerical methods for conservation Laws,Bikhauser Verlag, 1992.

ReferenceBooks:1. Eluterio F Toro, Riemann solvers and numerical methods for fluiddynamics – A practical
introduction, Springer, 1997. 2. Edwige Godlewski and PierreArnaudRaviart, Numerical approximation of
hyperbolic systems of conservation laws,Springer, 1996. 3. Randall J Leveque, Finite volume method for
hyperbolic problems,Cambridge university press, 2003.

Prereqisites:
Indian Institue of Technology 8
CourseNo:MA6080

CourseName:Fourier Analysis

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The objective is to introduce Fourier series and Fourier transform in a rigorous way by
discussing various convergence aspects. The students will learn the Schwartz class functions, tempered
distributions along with uncertainty principle so as to study advanced electives in the Analysis field and get to
know some important applications in Physics and other fields.

CourseContent:Unit 1: The genesis of Fourier Analysis, Fourier Series, Uniqueness of Fourier coefficients,
Pointwise and Uniform convergence of Fourier series, Convolution in , Cesaro and Abel summability of
Fourier series, Fourier series in , A continuous function with a divergent Fourier series, Applications to
Weierstrass Approximation theorem and The Isoperimetric Problem. (15 lectures) Unit 2: Schwartz space on
R, Fourier transform on the Schwartz space, Fourier transform on ; Fourier transform on , Density of D(R) in ;
1 ≤ p < ∞. (12 lectures) Unit 3: Poisson summation formula, Heisenberg uncertainty principle, Hardy's
theorem, Paley-Wiener theorem, An introduction to tempered distributions, Differentiation, convolution and
Fourier transform on the class of tempered distributions. (13 lectures)

TextBooks:1. E. M. Stein and R. Shakarchi, Fourier Analysis - An Introduction, Princeton Lectures in


Analysis, Volume 1, 2003. 2. H. Dym and H. P. McKean, Fourier series and Integrals, Academic Press, 1972.

ReferenceBooks:1. R. Radha and S. Thangavelu, Fourier Analysis, Lecture Notes, 2012,


https://nptel.ac.in/courses/111106046/ 2. M.A. Pinsky, Introduction to Fourier Analysis and Wavelets, GTM vol
102, AMS, 2008. 3. E. M. Stein and G. Weiss, An introduction to Fourier Analysis on Euclidean spaces,
Princeton University Press, 1971. 4. Y. Katznelson, An introduction to Harmonic Analysis, Cambridge
University Press, 3rd Edition, 2002.

Prereqisites:

CourseNo:MA6120

CourseName:Advanced Complex Analysis

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This course can be considered as a follow-up to MA5360 Complex analysis. The primary
objective of this course is to offer a detailed perspective of various analytic and geometric aspects/properties
of complex valued functions of a single complex variable. The course is meant to serve as a good foundation to
those who intend to take up advanced study in mathematical analysis and related areas.

CourseContent:Unit I: Analytic Continuation, Monodromy theorem, Hurwitz' theorem, Inverse function


theorem, Winding number, Simply connected domains. (15 Lectures) Unit II: Automorphisms of the upper half
plane, the unit disc, Schwarz-Pick Lemma, Montel’s theorem, Riemann mapping theorem. (10 Lectures) Unit
III: The Poisson Integral formula, Characterization of harmonic functions, Schwarz Reflection principle,
Runge’s theorem, Mittag-Lefler theorem, Infinite products, Weierstrass’ product theorem, Gamma and Zeta
functions – a brief introduction. (15 Lectures)

TextBooks:1. T.W. Gamelin, Complex Analysis, Springer-Verlag, 2001. 2. S. Ponnusamy and H. Silverman,
Complex Variables with Applications, 2006, 524 pp, Birkhaeuser, Boston.

ReferenceBooks:1. L. Ahlfors: Complex Analysis, 2nd ed., McGraw-Hill,New York, 1966. 2. J.B. Conway,
Functions of One Complex Variable, 2nd ed., Springer, 2002.

Prereqisites:
Indian Institue of Technology 9
CourseNo:MA6140

CourseName:Fixed Point Theory and Applications

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This course introduces the student to some special topics in Fixed Point Theory.

CourseContent:Contraction Principle, and its variants and applications; Fixed points of nonexpansive maps
and set valued maps, Brouwer -Schauder fixed point theorems, Ky Fan Best Approximation Theorem, Principle
and Applications of KKM -maps, their variants and applications. Fixed Point Theorems in partially ordered
spaces and other abstract spaces. Application of fixed point theory to Game theory and Mathematical
Economics.

TextBooks:1. M.A.Khamsi and W.A.Kirk, An introduction to Metric Spaces and Fixed Point Theory, Wiley
Inter Sci. (2001). 2. Sankatha Singh, Bruce Watson and Pramila Srivastava, FixedPoint Theory and Best
Approximation: The KKM map Principle,Kluwer Academic Publishers, 1997. 3. Kim C. Border, Fixed point
theorems with applications to economics and game theory, Cambridge University Press, 1985.

ReferenceBooks:1. D.Smart, Fixed Point Theorems, London (1973). 2 . K. Goebel and W.A.Kirk, Topics in
Metric fixed point theory,Cambridge University Press, 1990.

Prereqisites:

CourseNo:MA6150

CourseName:Basic Operator Theory

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This is a second level course in Functional Analysis, where the emphasis will be on the theory of
operators between normed linear spaces.

CourseContent:Unit I: Operators on Hilbert spaces: self-adjoint, normal, unitary, isometry, partial isometry,
projections, positive operators. (7 Lectures) Unit II: Spectral Results: Eigen spectrum and spectrum; spectral
radius formula; spectral mapping theorem; spectrum of various operators on Hilbert spaces. (12 Lectures)
Unit III: Finite rank operators, compact operators; Riesz-Schauder theory for compact operators; spectral
theorem for compact self-adjoint and compact normal operators; singular value decomposition of compact
operators; Trace class & Hilbert Schmidt operators. (11 Lectures) Unit IV: Continuous functional calculus;
Polar decomposition; Borel functional calculus; Spectral theorem for self-adjoint & normal operators - sketch
of the proofs. (10 Lectures)

TextBooks:1. M. T. Nair, Functional analysis: A First Course, PHI-Learning, New Delhi, 2002 (Fourth Print:
2014). 2. M. Reed and B. Simon, Methods of Modern Mathematical Physics, Vol. I: Functional Analysis,
Academic Press, New York, 1962.

ReferenceBooks:1. J. B. Conway, A Course in Functional Analysis, Springer, 1997. 2. C.D. Kubrusly,


Elements of Operator Theory, Birkhauser, 2001. 3. B.D. MacCluer, Elementary Functional Analysis, Springer,
2009. 4. V. S. Sunder, Functional Analysis: Spectral Theory, Hindustan Book Agency (TRIM Series), 1997.

Prereqisites:
Indian Institue of Technology 10
CourseNo:MA6180

CourseName:Introduction to Algebraic Geometry

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This will be an introductory course on selected topics in algebraic geometry.

CourseContent:AFFINE AND PROJECTIVE VARIETIES: Noetherian rings and modules; Emmy Noether's
theorem and Hilbert's Basissatz; Hilbert's Nullstellensatz; Affine and Projective algebraic sets; Krull's
Hauptidealsatz; topological irreducibility, Noetherian decomposition; local ring, function field, transcendence
degree and dimension theory; Quasi-Compactness and Hausdorffness; Prime and maximal spectra; Example:
linear varieties, hypersurfaces, curves. MORPHISMS: Morphisms in the category of commutative algebras
over a commutative ring; behaviour under localization; morphisms of local rings; tensor products; Product
varieties; standard embeddings like the segre- and the d-uple embedding. RATIONAL MAPS: Relevance to
function fields and birational classification; Example: classification of curves; blowing-up. NONSINGULAR
VARIETIES: Nonsingularity; Jacobian Criterion; singular locus; Regular local rings; Normal rings; normal
varieties; Normalization; concept of desingularisation and its relevance to Classification Problems; Jacobian
Conjecture; relationships between a ring and its completion; nonsingular curves. INTERSECTIONS IN
PROJECTIVE SPACE: Notions of multiplicity and intersection with examples.

TextBooks:1. Robin Hartshorne, Algebraic Geometry, Graduate Texts inMathematics (GTM) Vol.52, Corr. 8th
Printing, 1997, SpringerVerlag. 2. C. Musili, Algebraic Geometry for Beginners, Texts and Readings
inMathematics 20, Hindustan Book Agency, India, 2001 .

ReferenceBooks:1. David Mumford, The Red Book of Varieties and Schemes. LectureNotes in Mathematics
1358. Springer Verlag,Berlin, 1998. 2. N. S. Gopalakrishnan, Commutative Algebra, Oxonian Press, 1984. 3.
M. F. Atiyah, I. G. Macdonald, Introduction to Commutative Algebra.Addison-Wesley,1969. 4. H. Matsumura,
Commutative Algebra. Second edition. MathematicsLecture Notes Series 56, Benjamin / Cummings
Publishing,1980. 5. Serge Lang, Algebra, Second edition, Addision-Wesley,Reading,MA.

Prereqisites:
Indian Institue of Technology 11
CourseNo:MA6230

CourseName:Graph Theory

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:Most algorithms can be formally seen as graphs. The course aims at enabling students to think
binary relations and their properties in terms of graphs. It lays foundation for study of algorithms, in general

CourseContent:Basics: subgraphs, isomorphism, automorphism group, matrices associated with graphs,


degrees, walks, connected graphs, shortest path algorithms. Connectivity: Connectivity and Mengers
theorem; Structure of 2-connected and 3-connected graphs, Maders theorem. Matchings: Berge's theorem,
Hall's theorem, Tutte's perfect matching theorem, k-matchings (reduction to perfect matching problem), job-
assignment-problem. Ramsey Theory: Pigeonhole Principle, Ramsey Theorem, Ramsey Numbers. Eulerian and
Hamiltonian graphs: characterization of Euler graphs, necessary/ sufficient conditions for the existence of
Hamilton cycles, Fleury's algorithm for eulerian trails, Chinese-postman-problem (complete algorithmic
solution), approximate solutions of traveling salesman problem. Planar Graphs: Euler's formula, Dual graphs,
Characerization of planar graphs, planarity testing. Coloring: Brooks' Theorem, Graphs with large chromatic
number, Turan's theorem.

TextBooks:1. D.B. West, Introduction to graph theory, PHI Learning, New Delhi, 2004.

ReferenceBooks:1. J.A. Bondy and U.S.R. Murty, Graph Theory and Applications, GTM Vol. No. 244,
Springer 2008. 2. R. Diestel, Graph Theory, Springer, 2006.

Prereqisites:

CourseNo:MA6270

CourseName:Numerical Solutions of Partial Diff. Equations

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This is a second level course intended to teach the students some advanced topics in the
numerical solutions of partial differential equations.

CourseContent:Parabolic Equations: explicit and implicit finite difference approximations to one -


dimensional heat equation, Alternating Direction Implicit (ADI) method, Hyperbolic Equation: Characteristic
method, finite difference solution of second order wave equation, Elliptic equations: finite difference method
in polar coordinates, techniques near curved boundaries, improvement of accuracy, methods to accelerate the
convergence, Convergence, consistency and stability analysis, Finite element method: types of integral
formulations, one and two dimensional elements, Galerkin formulation, application to Dirichlet and Neumann
problems.

TextBooks:1. G D Smith, Numerical solution of partial differential equations:Finite difference methods,


Oxford University press, 1977.2. G. Evans, J. Blackledge, P. Yardley, Numerical Methods for
PartialDifferential Equations, 2nd edition, Springer, 2001.

ReferenceBooks:1 S. Larsson, V. Thomee, Partial Differential Equations withNumerical Methods, Springer,


2003. 2. K. Eriksson, D. Estep, P. Hansbo, C. Johnson, ComputationalDifferential Equations, Cambridge Univ.
Press, 1996. 3. H. P. Langtangen, Computational Partial Differential Equations,Numerical Methods and
Diffpack Programming, 2nd edition,Springer, 2003. 4. D. Braess Finite Elements, 2nd edition, Cambridge
Univ. Press,2001. 5. C. Johnson, Numerical Solution of Partial Differential Equations bythe Finite Element
Method, Cambridge Univ. Press, 1987.

Prereqisites:
Indian Institue of Technology 12
CourseNo:MA6360

CourseName:Optimization Techniques

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The aim of this course is to equip the students with advanced topics in optimization theory,
which includes the theory of variational principles.

CourseContent:Hilbert spaces: The projection theorem - Approximation - Minimum norm problems. Calculus
of variations: Extrema functionals - Gateax variatin - Euler-Lagrange equations - Problems with variable end
points - Isoperimetric problem - Direct methods for solving variational problems. Optimal Control Theory:
Pontryagin's maximum principle - Time optimal problems.

TextBooks:1. X S Yang Optimization Techniques And Applications With Examples, Wiley, 2018.

ReferenceBooks:1. D GLuenberger, Introduction to linear and nonlinear programming, Addison-Wesley,


1973. 2. N Andr´easson, A Evgrafov, and M Patriksson, An Introduction to Continuous Optimization:
Foundations and Fundamental Algorithms, Dover, 2019.

Prereqisites:

CourseNo:MA6380

CourseName:Stochastic Methods in Industry

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This course is intended to serve as an introduction to the various techniques of Stochastic


Processes in solving certain problems arising in the industry.

CourseContent:Inventory and Stock Control: Practical stock systems, Various associated costs, Lead time-
Type of Systems- Inventory Policies, Objective functions- Mathematical Methods of Inventory and
applications. Reliability Theory: Replacement and maintenance, discounting, Group replacements- System
Reliability and availability- Simple Reliability models. Quality Control: Acceptance sampling for attributes and
for variables, operating Characteristic and average run length; Single-Double and sequential plans, Control
Charts- their construction and use. Simulation: Simulation Concepts- Generation of uniform variates,
generation of Variates from Standard distributions; Monte Carlo Calculus and variance reduction techniques,
Analogue simulation of systems.

TextBooks:1. Ross, S. M. Stochastic processes, Wiley, New York, 1983. 2. Karlin, S and Taylor, H. M. A First
Course in Stochastic Processes, Second edition, Academic Press, New York, 1975. 3. Medhi, J. Stochastic
processes , Second Edition, Wiley , New York ,1994.

ReferenceBooks:1. Parzen,E.Stochastic Processes, SIAM Classics in Applied Mathematics 24,1999 (First


published by Holden Day), Inc, 1962

Prereqisites:
Indian Institue of Technology 13
CourseNo:MA6460

CourseName:Computational Fluid Dynamics

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:One of the main objectives of this course is to investigate various fluid flow systems with an aim
at a deeper understanding of the basic principles of fluid mechanics. The student will be exposed to some of
the difficulties that one may encounter in CFD, such as geometry simplification, mesh problems, convergence
problems, multiple solutions, etc.

CourseContent:Review of the governing equations of Incompressible viscous flows, Stream function -


vorticity approach, upwind schemes, Primitive variables, Staggered grid, Artificial compressibility, pressure
correction and vortex methods; Compressible inviscid flows, central schemes with combined and independent
space time discretisation, Compressible viscous flows, Explicit, implicit and PISO methods; Grid generation:
Structured and unstructured grid generation methods; Finite volume method: Finite volume method to
convection-diffusion equations.

TextBooks:1. P Wessling, Principles of Computational Fluid Dynamics, Springer,1991. 2. John D Anderson,


Jr., Computational Fluid Dynamics, The Basicswith Applications, McGrawHill,1995.

ReferenceBooks:1. T J Chung, Computational Fluid Dynamics, Cambridge, 2002. 2. C A J Fletcher,


Computational Techniques for Fluid Dynamics,Volumes I & II, Springer Verlag,1988. 3. C Hirsch, Numerical
Computation of Internal and External Flows,Volume I & II, Wiley, 1991. 4. J C Tannehill, D A Anderson and R
H Pletcher, ComputationalFluid Mechanics and Heat Transfer, McGrawHill,1984. 5. H K Versteeg and W
Malalasekera, An Introduction toComputational Fluid Dynamics, The Finite Volume Method,Addison Wesley,
1996.

Prereqisites:

CourseNo:MA6470

CourseName:Commutative Algebra

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This will be an introductory course on selected topics in commutative algebra.

CourseContent:Rings and Modules, Localisation of Rings and Modules, Noetherian Rings and Modules,
Primary Decomposition, Artinian rings, Integral Extensions, Going-up, Lying-over and Going-down Theorems,
Hilbert's Nullstellensatz, Noether's Normalisation, Dimension Theorem, Krull's Principal Ideal Theorem,
Dedekind Domains.

TextBooks:1. M. F. Atiyah and I. G. Macdonald: Introduction to Commutative Algebra, Addision-Wesley ,


1969. 2. N. S. Gopalakrishnan: Commutative Algebra, Oxonian Press, 1984.

ReferenceBooks:NIL

Prereqisites:
Indian Institue of Technology 14
CourseNo:MA6480

CourseName:Galois Theory

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This will be an introductory course on selected topics in Galois theory.

CourseContent:Algebraic Extensions of Fields, Splitting Fields and Algebraic Closures, Separable and
Inseparable Extensions, Cyclotomic Polynomails and Extensions, Basics of Galois theory, Fundamental
Theorem and Galois Theory, Finite Fields, Composite Extensions and simple Extensions, Cyclotomic
Extensions and Abelian Extensions over q, Galois Group of Polynomials, Solvable and Radical extensions,
Insolvability of the quintic equations.

TextBooks:1. D.S. Dummit and R.M Foote: Abstract Algebra,2nd Edition, John-Wiley, 1999. 2. S. Lang:
Algebra. Revised third edition. Graudate Texts in Mathematics, 211. Springer- Verlag, New York, 2002.

ReferenceBooks:NIL

Prereqisites:

CourseNo:NUS050

CourseName:Non-Linear Programming

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:

CourseContent:

TextBooks:

ReferenceBooks:

Prereqisites:
Indian Institue of Technology 15
CourseNo:MA5340

CourseName:Measure and Integration

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The topics of measure and integration is fundamental to the understanding of notions that a
student would encounter in higher mathematics, like Functional Analysis and Operator Theory. This course
provides a sound back ground in measure theory and the associated theory of integration.

CourseContent:Unit I. Riemann integral to Abstract measure [14 lectures] Function theoretic view of
Riemann integral, Outer measure induced by the length, the Caratheodary condition, Lebesgue measurable
sets in R, Non-measurable sets in R, Abstract Measurable space, Borel σalgebra,Measure, Continuity
properties of a measure, Monotone class theorem, Uniqueness of the extension, Completion of a measure
space, Completeness of Lebesgue σ-algebra. Unit II. Measurable functions, convergence and integration [21
lectures] Measurable functions, Convergence of measurable functions (almost everywhere, in measure, in
mean, almost uniform), Egorov’s theorem, Lusin’s theorem, Integral of nonnegative measurable function,
Monotone convergence theorem, Fatou’s lemma, Lebesgue Integrable functions, Dominated convergence
theorem, Generalized dominated convergence theorem, Scheffe’s lemma, Completeness of L’(μ), L1 [a, b] as
the completion of R[a, b], Bounded variation, Absolute continuity, Fundamental theorem for Lebesgue
integrable functions. Unit III. Product measure [5 lectures] Product measure, Fubini’s theorem.

TextBooks:1. G. de Barra: Measure and Integration, Wiley Eastern, 1981. 2. H.L. Royden: Real Analysis,
Third edition, Prentice-Hall of India, 1995.(Chapter 3, Sections 1-5) 3. W. Rudin: Real and Complex Analysis,
Third edition, McGraw-Hill,International Editions, 1987. (Chapters 1, 3)

ReferenceBooks:1. I.K. Rana: An Introduction to Measure and Integration, Second Edition,Narosa, 2005. 2.
D.L. Cohn: Measure Theory , Birkhauser, 1997. 3. P.K. Jain and V.P. Gupta: Lebesgue Measure and
Integration, New Age International, 2006.

Prereqisites:
Indian Institue of Technology 16
CourseNo:MA5400

CourseName:Probability Theory

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This course is a first course on Probability Theory. First, probability spaces seen as measure
spaces with total mass equal to unity. Then the student will learn different notions of convergence of
sequences of random variables, culminating in the strong law of large numbers. Finally, the topic of
convergence in distribution will be studied in detail, culminating in the central limit theorem.

CourseContent:Probability: Axiomatic Definitions, Three Definitions of Probability, Independent Events,


Arithmetical Density, Counting and Probability.Random Variables, Distributions and Expectations, Discrete
and Continuous Random Variables, Borel Fields and General Random Variables.Conditioning and
Independence, Sequential Sampling, Mean Variance and Transforms.Poisson Process, Law of Large Numbers,
Central Limit Theorem, Stirling's Formula and De-Moivre's Theorem.Introduction to Random Walk, Markov
Chain and Martingale.

TextBooks:K. L. Chung and F. AitSahlia, Elementary probability theory, fourth edition, Undergraduate Texts
in Mathematics, Springer-Verlag, New York, 2003.

ReferenceBooks:1. Feller, William. An Introduction to Probability Theory and its Applications. Vol. I and II.
New York, NY: Wiley, 1968-1971. 2. Dudley, R. M. Real Analysis and Probability. Cambridge, UK: Cambridge
University Press, 2002. 3. Jacod, Jean; Protter, Philip. Probability essentials. Second edition. Universitext.
Springer-Verlag, Berlin, 2003. 4. Walsh John B. Knowing the Odds: An Introduction to Probability. American
Mathematical Soc. 2012.

Prereqisites:

CourseNo:MA5140

CourseName:Introduction to Algebraic Topology

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This course is a gateway for Algebraic topology for master students.

CourseContent:Some Basic Topological Notions: Homotopy, Convexity, Contractibility, Paths and Path
Connectedness ; Fundamental group and Covering Spaces: The Fundamental Group of the circle, Induced
Homomorphisms, Free Products of Groups, Seifert Van Kampen's Theorem, Covering Spaces, Lifting
Properties, The Classification of Covering Spaces, Deck Transformations and Group Actions, Singular
Complexes and Homology Functions, Homotopy Invariance, Exact Homology sequences, reduced homology,
Excision and Mayer-Victoris sequences, Axioms for Homology.

TextBooks:1. Allen Hatcher, Algebraic Topology, Cambridge University Press,New York 2002.2. W. S.
Massey, A Basic Course in Algebraic Topology, GraduateTexts in Mathematics 127, Springer Verlag, New
York 1991.

ReferenceBooks:1. M. Greenberg and J. R. Harper, Algebraic Topology : A FirstCourse Benjamin/Cummings,


Menlo Park, CA, 1981.2. J.R. Munkres, Elements of Algebraic Topology, Benjamin/Cummings 1984.3. Singer
and J.A. Thorpe, Lecture Notes on Elementary Topologyand Geometry, Springer Verlag, New York 1969.4. E.
Spanier, Algebraic Topology, Springer Verlag, New York 1982.5. J.R. Munkres, Topology, second edition,
Prentice Hall, 1984.6. William Fulton Algebriac Topolygy: A first course, Springer IndianEdition (Paperback),
2009

Prereqisites:
Indian Institue of Technology 17
CourseNo:MA2020

CourseName:Differential Equations

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This is a one-semester introduction to ordinary differential equations with applications. Topics


include classification of, and what is meant by the solution of a differential equation, first-order equations for
which exact solutions are obtainable, explicit methods of solving higher-order linear differential equations, an
introduction to systems of differential equations, and the Laplace transform. Applications of first-order linear
differential equations and second-order linear differential equations with constant coefficients will be studied.
In the second part, the student will be exposed to PDEs. Here, we start by solving first order PDEs using the
method of characteristics. The problem of determining the existence, uniqueness, and well-posedness of
solution of PDEs, will be discussed in detail. As a final goal, the the student will study how one could solve
linear second order PDEs using canonical variables for initial-value problems, Separation of Variables and
Fourier series for boundary value problems.

CourseContent:Ordinary Differential Equations: First order ODE, systems of linear equations with constant
coefficients. Higher order linear ODE, power series method, Legendre Polynomials and properties, Frobenius
method, Bessel Function, sturm Liouville problems. Partial Differential Equations: First order PDE,
classification of second order linear PDE, reduction to canonical forms, method of separation of variables,
solutions of heat, Wave and Laplace equations (Polar and Cartesian coordinates).

TextBooks:E. Kreyszig, Advanced Engineering Mathematics, 10th Ed., John Willey & Sons, 2010.

ReferenceBooks:1. W.E. Boyce and R.C. DiPrima, Elementary Differential Equations, 7th Ed., John Wiely&
Sons, 2002. 2. S.J. Farlow, Partial Differential Equations for scientists and Engineers, Dover, 2006. 3. N.
Piskunov, Differential and Integral Calculus Vol. 1-2, Mir Publishers, 1974.

Prereqisites:

CourseNo:MA6001

CourseName:Introduction to Coding Theory

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This course will present an introduction to topics in coding theory along with their applications.

CourseContent:Introduction to linear codes and error correcting codes. Encoding and decoding of a linear
code, dual codes. Hamming codes and perfect codes. Cyclic codes. Codes with Latin Squares, Introduction to
BCH codes. Weight ennumerators and MDS codes. The main linear coding theory problems and conclusions.

TextBooks:1. Raymond Hill, A first course in Coding Theory, Clarandon Press,Oxford (1986).2. J. H. Van Lint,
Introduction to Coding Theory, Springer (1998).

ReferenceBooks:1. W. Cary Huffman and Versa Pless, Fundamentals of Errorcorrecting codes, Cambridge
University Press (2003). 2. W. W. Peterson, Error correcting codes, Cambridge, MA MIT Press(1961). 3. V.
Pless, W. C. Huffman and R. A. Brualdi, “An Introduction toAlgebraic Codes”, in Handbook of coding theory,
Eds. AmsterdamElsevier (1998), pages 3 – 139.

Prereqisites:
Indian Institue of Technology 18
CourseNo:MA6002

CourseName:Approximation Theory

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The problem of approximating a set of data points or a transcendtal function, by means of a


polynomial is fairly old and has applications in various branches or science and engineering. In this course,
the student will learn a variety of sophisticated approximation techniques, in an abstract framework.

CourseContent:Approximation of Periodic Functions, Approximation by Algebraic Polynomials, Convergence


of Bernstein Polynomials, Korovkin's Theorem, The StonWeierstrass Theorem. Approximation in Normed
Linear Spaces, Linear Chebyshev Approximation of Vector - valued Functions, Uniqueness Results and Haar
Subspaces. Strong Uniqueness and Continuity of Metric Projection, Upper Semicontinuity of Metric
Projections, Lower Continuity, Continuous Selections and Lipschitz Continuity of Metric Projections.

TextBooks:1 N. Mhaskar and Devidas V.Pai , Fundamentals of ApproximationTheory, Revised Edition Narosa
, 2007.

ReferenceBooks:1. Ronald A.DeVore, George G.Lorentz, Constructive Approximation,Springer Verlag,1993.


2 Cheney, W., Introduction to Approximation Theory, Chelsea, NewYork, 1982.

Prereqisites:

CourseNo:MA6003

CourseName:Theory of Wavelets

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:Wavelets have been applied in various diversified research fields in the past 20 years. The
objective of the course is to introduce the foundation of wavelets from the mathematical point of view. At the
end of the course a student can go for further research in this field or work on various applications.

CourseContent:UUnit 1: A quick review of Fourier series in and Fourier transform on , Genesis of Wavelets,
Short time Fourier transform, Properties and Orthogonality relation, Inversion formula Continuous wavelet
transform, Orthogonality relation and Inversion formula (13 lectures) Unit 2: Discretization, Frames and Riesz
bases, Frame operators, Gabor frames and Wavelet frames, Balian-Low theorem (12 lectures) Unit 3:
Multiresolution analysis, System of translates, Construction of wavelets from Multiresolution analysis,
Daubechies compactly supported wavelets, Some well known examples of wavelets (15 lectures)

TextBooks:1. O. Christensen, Frames and Bases : An Introductory Course, Springer, 2008. 2. A. Henandez
and G. Weiss, A First Course on Wavelets, CRC Press, 1996.

ReferenceBooks:1. I. Daubechies , Ten Lectures on wavelets, SIAM, 1992. 2.M. A. Pinsky, Introduction to
Fourier Analysis and Wavelets, GTM vol 102, AMS, 2008. 3. M. W. Frazier, An Introduction to Wavelets
through Linear Algebra, Springer, 1999. 4. K. Groechenig, A Foundation of Time-Frequency Analysis,
Springer, 2001.

Prereqisites:
Indian Institue of Technology 19
CourseNo:MA6004

CourseName:Mathematics of Fractals

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:One might think of fractals as just complex shapes and beautiful pictures generated by
computers. They are much more than that. In fact, in an abstract sense, anything that occurs randomly and is
irregular may turn out to be a fractal. Fractals arise in places as tiny as the membrane of a cell and as
gigantitic as the solar system. In this course, the student will be taught the mathematical theory of fractals.
Certain selected applications will be dealt with, as the course progresses.

CourseContent:Classical Fractals, Self-similarity, Metric Spaces, Equivalent Spaces, The Space of Fractals,
Transformation on Metric Spaces, Contraction Mapping and Construction of fractals from IFS. Fractal
Dimension, Hausdorff measure and dimension, Fractal Interpolation Functions, Hidden Variable FIF, Fractal
Splines, Fractal Surfaces, Measures on Fractals, Complex Dynamics, Mandelbrot Set, Julia Set and Fatou Set.

TextBooks:1. M.F. Barnsley, Fractals Everywhere, Academic Press. 2. K. Falconer, Fractal Geometry
(Mathematical Foundations and Applications), John Wiley \& Sons, 2003. 3. Robert Devaney, A First Course in
Dynamical Systems, Addison-Wesley,

ReferenceBooks:1. P.R.Massopust, Fractal Functions, Fractal Surfaces and Wavelets,Academic Press., 1994.
2. HeinzOttoPeitgen and Peter Richter, The Beauty of Fractals,Springer, 1986. 3. Richard M. Crownover,
Introduction to Chaos and Fractals, Jonesand Bartlett Publishers, 1995. 4. Gerald A. Edgar, Measure,
Topology and Fractal Geometry,Springer, 1990.7. M.F. Barnsley, Superfractals, Academic Press, 2006. 5. B.
B. Mandelbrot, The Fractal Geometry of Nature, Freeman, 1981.

Prereqisites:

CourseNo:MA6005

CourseName:Applied Linear Algebra

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:To introduce advanced techniques in matrix theory.

CourseContent:Review of Schur’s unitary triangularization theorem, its consequences: Denseness of


diagonalizable matrices, simultaneous triangularization, continuity of eigenvalues, eigenvalues of rank one
perturbation, Various characterizations of normal matrices. Singular value decomposition and its applications
including Moore-Penrose inverse, Polar decomposition. Hermitian matrices and congruences:
Characterizations, Variational principles of eigenvalues, Courant Fischer minimax theorem, Weyl’s inequality
and Cauchy’s interlacing theorem. Algebraic, Analytic and geometric properties of vector norms, various
matrix norms, Gershgorin’s theorem, spectral radius and Gelfand’s formula. Positive definite matrices:
Various characterizations, Schur product, Hadamard and Fischer inequalities. Non-negative matrices: Perron-
Frobenius theory, Birkhoff theorem for doubly stochastic matrices.

TextBooks:R.A. Horn and C.R. Johnson, Matrix Analysis, Cambridge university press, 2013.

ReferenceBooks:1. F. Zhang, Matrix Theory: Basic Results and Techniques, 2nd Ed., Springer, 2011. 2. M.
Fiedler, Special Matrices and Their Applications in Numerical Mathematics, Dover Publications, 2008.

Prereqisites:
Indian Institue of Technology 20
CourseNo:MA6007

CourseName:Non-linear Partial Differential Equations

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This will be an introductory course on selected topics in non-linear partial differential equations.

CourseContent:Review of first order equations and characteristics.Weak solutions to hyperbolic equations -


discontinuous solutions, shock formation, a formal approach to weak solutions, asymptotic behaviour
ofshocks.Diffusion Processes-Similarity methods, Fisher's equation, Burgers'equation, asymptotic solutions to
Burgers' equations.Reaction diffusion equations-traveling wave solutions, existence ofsolutions, maximum
principles and comparison theorem, asymptoticbehaviour.Elliptic equations - Basic results for elliptic
operators, eigenvalue problems,stability and bifurcation.Hyperbolic systems – Elementary results.

TextBooks:1. J David Logan, An introduction to nonlinear partial differential equations,John Wiley and Sons,
Inc., 1994.

ReferenceBooks:1. Lokenath Debnath, Nonlinear Partial differential equations forscientists and engineers,
Birkhauser, 2005. 2. J. David Logan, Applied Mathematics, John Wiley and Sons, Inc.,1987.

Prereqisites:

CourseNo:MA6200

CourseName:Theory of Computation

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The course aims at exposing the students to formal models of computation and arguing about
them. It discusses the ultimate capabilities of computers in view of what can be computed and what cnnot be
computed. Also, the course aims at an absract exposition to resource-bound computations.

CourseContent:Grammars and Languages: Language basics, Regular expressions, Regular grammars,


Contextfree grammars, context-sensitive grammars, unrestricted grammars, Chomsky hierarchy. Automata:
Finite automata, pushdown automata, Pumping Lemmas and Closure properties, Turing machines and
recursively enumerable languages. Computability: Computable functions, non-recursively enumerable
languages, Undecidability, Rice's theorem, Post's correspondence problem, Undecidability of validity problem
of First Order Logic. Complexity: Asymptotic order symbol, Space and Time complexity, Classes P and NP,
NP-completeness, Cook-Levin tehorem, Other NP-complete problems.

TextBooks:1. K.Krithivasan and R.Rama, Introduction to Formal Languages, Automata and Computation,
Pearson Education, 2009. 2. A.Singh, Elements of Computation Theory, Springer (In: Texts in Computer
Science Series),2009.

ReferenceBooks:1. J.E.Hopcroft, R. Motwani and J.D.Ullman, Introduction to AutomataTheory, Languages,


and Computation, 3rd Ed., Pearson Education,New Delhi, 2007.2. H.R.Lewis and C.H.Papadimitriou, Elements
of the Theory ofComputation, 2nd Ed., PHI Learning, New Delhi, 2003.3. D.C.Kozen, Automata and
Computability, Springer, New York,1997.4. M.Sipser, Introduction to the Theory of Computation, 2nd
Ed.,Cengage Learning, 2008.

Prereqisites:
Indian Institue of Technology 21
CourseNo:MA6009

CourseName:Mathematical Programming

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The course aims at giving the methods of both linear and nonlinear programming problems
along with the various aspects of duality.

CourseContent:Linear Programming: Representation of linear constraints, geometry, basic solutions, convex


sets, extreme points. Theoretical and computational aspects of the simplex method. Dual simplex method and
sensitivity analysis. Network problems. Nonlinear Programming:Unconstrained Optimization: Optimality
conditions, Newton's method, Line-Search methods. Constrained Optimization: Lagrange multipliers, Kuhn-
Tucker optimality conditions for equality and inequality constraints, Aspects of duality.

TextBooks:1. David Kinciad & Ward Cheney, Numerical Analysis and Mathematics of Scientific Computing,
Brooks/Cole, 1999.

ReferenceBooks:1. G H Golub and Ch F Van Loan, Matrix computations, The John Hopkins University press,
Third edition, 1996. 2. James W. Demmel , Applied Numerical Linear Algebra, SIAM, 1997. 3. Lloyd N.
Trefethen and David Bau, Numerical Linear Algebra, SIAM, 1997. 4. Anne Greenbaum, Iterative Methods for
Solving Linear Systems, SIAM, 1997.

Prereqisites:

CourseNo:MA5220

CourseName:Continumm Mechanics

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The aim of the course is to describe motion, deformation and forces in a continuum and derive
equations of motion and conservation laws for a continuum. The student will be able to understand the need
of tensor and constitutive models for fluids and viscoelastic solids and to solve simple boundary value
problems for fluids and solids.​

CourseContent:Algebra of Cartesian Tensors, Index notation, Isotropic tensors, Invariants of a tensor, Polar
decomposition theorem. Course contents: Continuum Hypothesis, Kinematics of deformation, Compatibility
conditions, Balance principles, Euler's laws of motion, Stress-Laws of Thermodynamics, Energy Balance,
Constitutive equations of fluids and elastic materials, principles of material objectivity, Applications (simple
problems of fluid dynamics and elasticity)

TextBooks:1. D.S. Chandrasekhraiah and Loknath Debnath, Continuum Mechanics, Academic Press (1995)

ReferenceBooks:1. S.C. Hunter, Mechanics of Continuous Media, Ellis Harwood Ltd (1983). 2. Continuum
Mechanics, George E Mase, McGraw Hill (1969)3. Y.C. Fung, A First Course in Continuum Mechanics,
PrenticeHall (1982).

Prereqisites:
Indian Institue of Technology 22
CourseNo:MA6190

CourseName:Mathematical Logic

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:To get the students familiar with formal reasoning which helps in understanding formal systems
used in theoretical computer science, and mathematics, in general. By way of formulating and proving
general principles such as compactness and completeness of logical systems, it will enable the students to see
the applications of these results to many mathematical problems. Also, it aims at understanding the limits of
human logical abilities, in general.

CourseContent:First order with equality: First order structures in mathematics, Propositional reduction,
completeness and compactness.Variants of Lowenheim-Skolem theorem. Some complete axiom systems.
Isomorphisms and equivalence of structures. Expressive and distinguishing power of First order logics. EF
games and 0-1 law. Proof sketch of Incompleteness theorems. Undecidability.

TextBooks:1. A. Singh, Logics for Computer Science, PHI Learning. 2003 2. Lecture notes by Madhavan
Mukund and S P Suresh (https://www.cmi.ac.in/~madhavan/papers/pdf/logic-aug2011.pdf)

ReferenceBooks:1. A Friendly Introduction to Mathematical Logic - Christopher C. Leary, Lars Kristiansen -


Milne Library 2nd edition 2015. 2. A course in mathematical logic - Yu I Manin – Springer. 1977. 3. S.
Bilaniuk, A Problem Course in Mathematical Logic, GNU Free Documentation,
http://euclid.trentu.ca/math/sb/pcml/, 2003. 4. Leonid Libkin, Elements of Finite Model Theory, Springer,
2004. (https://homepages.inf.ed.ac.uk/libkin/fmt/fmt.pdf)

Prereqisites:

CourseNo:MA5430

CourseName:Algebra II Ring Theory & Field Theory

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The objecive of this course is two-fold. First, to introduce modules over commutative and non-
commutative rings and do some of the interesting properties of simple and semi-simple modules. Secondly, do
advanced topics in ring theory and field theory as a continuation of Algebra I.

CourseContent:Module Theory: Right and Left modules ; Examples over Z , polynomial rings and other
simple rings ; Quotient modules ; module homomorphisms ; homomorphism theorems. Ring Theory: Structure
Theorem of modules over a PID ; a polynomial ring over a UFD is again a UFD ; basic properties of
Noetherian rings and modules ; Universal Property of a Polynomial Ring; Quotient field and localization for
integral domains. Field Theory : Criteria for Irreducibility ; Classical Straightedge and Compass construction
and examples ; normal and separable extensions. Basic Non-Commutative Algebra: Linear Maps and Modules
over non-commutative rings ; Simple and Semi-simple modules and rings.

TextBooks:1. D. S. Dummit and R. M. Foote: Abstract Algebra, 2nd Edition, John-Wiley, 1999. 2. S. Lang:
Algebra 3rd Edition, Addison-Wisely, 1999.

ReferenceBooks:1. J.A. Gallian: Contemporary Abstract Algebra, 4th Ed., Narosa, 1999. 2. M. Artin: Algebra,
Prentice Hall inc 1994. 3. I.N. Herstein: Topics in Algebra, John-Wiley, 1995. 4. T. A. Hungerford: Algebra,
Graduate Texts in Mathematics, Vol. 73, Springer-Verlag, 1980.

Prereqisites:
Indian Institue of Technology 23
CourseNo:MA5470

CourseName:Numerical Analysis

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:To introduce numerical methods for solving differential equations and illustrate the necessity of
the approximation techniques. To demonstrate methods of interpolation and ways to compute approximate
computation of an integral. To provide a firm basis for the study of advance courses in the field.

CourseContent:Linear and nonlinear systems : (13 lectures) Norms of vectors and matrices, Linear systems:
direct and iterative schemes, Ill conditioning and convergence analysis; Numerical schemes for Non-linear
Systems, Interpolation : (10 lectures) Interpolation and Error, Hermite interpolation, Piecewise polynomial
(Spline) interpolation, Numerical differentiation, Newton-cotes and Gaussian quadrature, Numerical solution
to ordinary differential eqns : (17 lectures) Difference equations, Numerical solution of IVPs: Single step and
multi-step methods: order, consistency, stability and convergence analysis, Two point boundary value
problems: Shooting and finite difference methods, Eigenvalue Location, Power Method, Jacobi Method.

TextBooks:1. D. Kinciad & W. Cheney, Numerical Analysis and mathematics of Scientific Computing,
Brooks/Cole, 1999. 2. K. E. Atkinson, An Introduction to Numerical Analysis, John-Wiley & Sons, 2nd Edition,
1989.

ReferenceBooks:1. R. L. Burden & J. D. Faires, Numerical Analysis, 7th Edition, Cengage Learning (India),
2008. 2. B. Bradie, A Friendly Introduction to Numerical Analysis, Pearson Education (India), 2007. 3. C. E.
Gerald & P. O. Whealtley, Applied Numerical Analysis, Pearson Education (India), 2006. 4. S. S. Sastry,
Introductory Methods of Numerical Analysis, PHI. 2009. 5. S. D. Conte & C. De Boor, Elementary Numerical
Analysis, TATA Mcgraw-Hill, 2010. 6. J. Stoer & R. Bulirsch, Introduction to Numerical Analysis by Springer
(India), 2009. 7. F. B. Hildebrand, Introduction to Numerical Analysis, Dover Publication, South Asia Edition,
2008. 8. A. Iserles, A First Course in the Numerical Analysis of Differential Equations, Cambridge University
Press, 1996. 9. J. H. Mathews, Numerical Methods for Mathematics, Science and Engineering, PHI, 1994. 10.
V. S. Ryabenkii & S. V. Tsykkov, A theoretical Introduction to Numerical Analysis by, Chapman & Hall/CRC,
2010.

Prereqisites:
Indian Institue of Technology 24
CourseNo:MA5490

CourseName:Fluid Dynamics

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The course is devised to introduce the fundamental aspects of fluid flow behaviour. Some of the
basic ideas that will be taught in this course include, steady state mechanical energy balance equation for
fluid flow systems, estimation of pressure drop in fluid flow systems and performance characteristics of fluid
machinery.

CourseContent:Kinematics of Fluid flow, Laws of fluid motion, Inviscid incompressible flows, two and three-
dimensional motions, Airfoil theory, inviscid compressible flows; Viscous incompressible flows, Navier-Stokes
equations of motion and some exact solutions; Flows at small Reynolds numbers; Boundary layer theory.

TextBooks:1. M.E.O Neill and F. Chorlton, Ideal and Incompressible Fluid Dynamics, John Wiley and Sons,
New York, 1986. 2. M.E.O Neioll and FD. Chorlton, Viscous and compressible Fluid Dynamics, John Wiley and
Sons, New York, 1989.

ReferenceBooks:1. F. Chorlton, Textbook of Fluid Dynamics, CBS Publishers, 1998. 2. A.J. Chorin and J.E.
Marsden, A Mathematical Introduction to Fluid mechanics, Springer-Verlag, 1999. 3. G-Emanuel, Analytical
Fluid Dynamics, CRC Press, 2001. 4. P.K. Kundu and I.M. Cohen, Fluid Mechanics (3rd edition) Elsevier
Science & Technology, 2002.

Prereqisites:

CourseNo:MA5460

CourseName:Transform Techniques

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The theory of various transforms like, Laplace transform, Fourier transform and Z- transform
will be studied in detail with applications to initial and boundary value problems.

CourseContent:Riemann - Lebesgue Lemma, localization lemma, Fourier integral theorem, Fourier


Transform, Inversion, Convolution and Parseval's Theorem, Applications to Partial Differential Equations.
Laplace transform :Definition, properties, Complex inversion, Applications to initial and boundary value
problems. Z - Transform and Difference equations

TextBooks:1. I.N. Sneddon, The Use of Integral Transforms, Tata Mc-Graw Hill (1974). 2. J.L. Schiff, The
Laplace Transform, Springer (1999). 3. Michael Frazier, An Introduction to wavelets through Linear Algebra,
Springer, 1999 (Chapter 2). 4. A.V. Oppenheim & R.W. Schafer, Digital Signal Processing, Prentice-Hall,
1975.

ReferenceBooks:1.M.R. Spiegel, Laplace Transforms (Schaum's Series), McGraw-Hill, 1965. 2.M.R. Spiegel,
Advanced Mathematics for Engineers and Scientists, (Schaum'sSeries), McGraw Hill, 1983. 3.Jeffery M.
Cooper, Introduction to PDE with MATLAB (Chapter 6) Birkhauser, 1997.

Prereqisites:
Indian Institue of Technology 25
CourseNo:MA7011

CourseName:Advanced Topics in Commutative Algebra

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This course is intented to introduce basic research tools for anyone working or planning to work
in the area of classical commutative algebra.

CourseContent:Review of commutative rings, ideals and modules. Localisation and Spectrum of a ring,
Nullstellensatz, Dimension theory, Associated primes and primary decomposition, Flatness, Completion and
Artin-Rees lemma, Integral extensions, Graded rings, The Hilbert and Samuel functions, system of parameters
and multiplicity, Regular sequences and Koszul complex, Cohen-Macaulay rings and Gorenstein rings,
Regular rings, UFDs and Complete intersections.

TextBooks:1. H. Matsumura, Commutative Ring Theory, Cambridge University Press, 1989 2. W. Bruns and
J. Herzog, Cohen-Macaulay rings, Revised second edition, Cambridge University Press, 1998

ReferenceBooks:1. D. Eisenbud, Commutative Algebra with view toward Algebraic Geometry, GTM 150,
Springer-Verlag, New York, 1995. 2. N. Bourbaki, Elements of Mathematics – Commutative Algebra Chapters
1 – 7, Springer-Verlag, 1989.

Prereqisites:

CourseNo:MA7012

CourseName:Abstract Harmonic Analysis

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:To study harmonic analysis from the representation theory point of view.

CourseContent:Fourier transform on a locally compact abelian group: Topological groups – definition and
examples, Haar measure, the dual group of a locally compact abelian group and the Fourier transform,
Fourier-stieltjes transforms, positive definite functions, the inversion formula and the Plancheral theorem, the
Pontryagin duality theorem. Linear Lie groups: Introduction to matrix Lie groups, definition and examples,
compactness, connectedness and simply connectedness, homomorphisms and isomorphisms, the polar
decomposition for SL(n,R) and SL(n,C), the exponential map and the Lie algebra of a linear Lie group,
calculus on linear Lie groups, invariant differential operators. Basic representation theory: Representations,
examples, the irreducible representations of su(2), direct sums of representations, tensor product of
representations, dual representations, Schur’s lemma. Representations of compact groups: Unitary
representations, compact self-adjoint operator, Schur-orthogonality relations, Peter-Weyl theorem, character
and central functions, absolute convergence of Fourier series, Casimir operator.

TextBooks:

ReferenceBooks:1) S. C. Bagchi, S. Madan, A. Sitaram and U. B. Tewari, A first course on representation


theory and linear Lie groups, Universities Press, 2000. 2) W. B. Rudin, Fourier analysis on groups, Wiley
classics, 2008. 3) B. C. Hall, Lie groups, Lie algebras and representations, Springer, 2004. 4) J. Faraut,
Analysis on Lie groups, Cambridge University Press, 2008.

Prereqisites:
Indian Institue of Technology 26
CourseNo:MA7013

CourseName:Fourier Analysis on Eucidean Spaces

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:To study in detail the theoretical aspects of Fourier transforms which is useful in various
subjects of Science and Engineering

CourseContent:Fourier transform and tempered distributions: Review of the L1 and L2 theory of Fourier
transform, Schwartz class of rapidly decreasing functions S(R), Topology on S(R), the class of tempered
distributions, calculus of tempered distributions, convolution and Fourier transform of tempered distributions.
Some primary theorems in Fourier analysis: Qualitative and quantitative uncertainty principle, Hardy’s
theorem, Paley-Wiener theorem, Wiener’s theorem, Wiener-Tauberian theorem, spherical harmonics.
Introduction to singular integrals: Maximal function, integral of Marcinkiewicz, decomposition in cubes of
open sets in Rn, an interpolation theorem for Lp, Carlderon-Zygmund kernel, Lp boundedness of a convolution
operator with singular kernel.

TextBooks:

ReferenceBooks:1) Steven G. Krantz, A panorama of Harmonic Analysis, The Mathematical Association of


America, 1999. 2) W. B. Rudin, Functional analysis, Tata McGraw Hill, 1991. 3) E. M. Stein, Singular integrals
and differentiability properties of functions, Princeton University Press, 1986. 4) H. Dym and H. P. McKean,
Fourier series and integrals, Academic Press, 1972.

Prereqisites:

CourseNo:MA7014

CourseName:Riemann Surfaces and Algebraic Curves

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:To introduce the students to the geometry of Riemann surfaces, both from analytic as well as
algebraic viewpoints, highlighting the rich interplay between the topological, analytical and algebraic aspects
of compact Riemann surfaces and their moduli.

CourseContent:Topology of Riemann Surfaces : Definitions and examples of Riemann surfaces, Euler-


Poincare and Riemann-Hurwitz formulae, Galois Theory of Coverings, Uniformisation, Kleinian, Fuchsian and
Elementary Groups Analytic Theory of Riemann Surfaces : Holomorphic differentials, Integration, Weyl's
Lemma, Meromorphic functionsAlgebraic Aspects of Riemann Surfaces : Compact Riemann Surfaces as
Algebraic Curves, Riemann-Roch Theorem, Abel's Theorem, Jacobian Variety of a Riemann Surface, Jacobi
Inversion

TextBooks:1) H. M. Farkas, I. Kra, Riemann Surfaces, Graduate Texts in Mathematics 71, Springer-Verlag,
19802) R. Miranda, Algebraic Curves and Riemann Surfaces, Graduate Studies in Mathematics vol.5,
American Mathematical Society, 1995References:1) O. Forster, Lectures on Riemann Surfaces, Graduate
Texts in Mathematics 81, Springer-Verlag, 19812) R. Hartshorne, Algebraic Geometry, Graduate Texts in
Mathematics 52, Springer-Verlag, 19973) E. Arbarello, M. Cornalba, P. A. Griffiths, J. Harris, Geometry of
Algebraic Curves - I,Grundlehren der mat.Wissen.267, Springer-Verlag, 1985

ReferenceBooks:NIL

Prereqisites:
Indian Institue of Technology 27
CourseNo:MA6312

CourseName:Mathematical Theory of Games

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:Game Theory addresses various conflict scenarios and analyzes them to find optimal ways of
adopting action plan or strategies. The main objective of this course is to introduce and analyze the concepts
of various types of strategies and equilibria in both static and dynamic games, with an emphasis on theory.
This will equip the students with various possible models of conflict and in each case, methods for adopting
optimal strategies. Apart from mathematics students, this course is of interest t

CourseContent:Part I: Static Games Two-person zero-sum finite games: Matrix games, Pure and mixed
strategies, saddle point equilibrium strategies, extensive form games. N-Person finite games: Nash
equilibrium, Refinements of Nash equilibrium, N-person games in extensive form. Infinite games: Equilibrium
Strategies, continuous-kernel games, stackelberg equilibrium. Part II: Dynamic Games Formulation of
Dynamic games: Discrete-time dynamic games, continuous-time dynamic games, mixed and behavioural
strategies in dynamic games, representations of strategies along trajectories, time-consistency of optimal
policies. Equilibria of dynamic games: Open-loop and feedback equilibria for dynamic games in discrete-time,
informational properties of Nash equilibrium in discrete-time dynamic games, Open-loop and Feedback
equilibria for differential games. Pursuit-evasiongames: Necessary and sufficient conditions for equilibrium,
capturability, singular surfaces.

TextBooks:1. T.Basar and G J Olsder, Dynamic Noncooperative Game Theory, SIAM, 2nd edn, 1999.

ReferenceBooks:1. R.B Myerson, Game Theory: Analysis of Conflict, Harvard University Press, 1997 2.
M.J.Osborne and A. Rubinstein, A Course in Game Theory, MIT Press, 1994 3. D. Fudenberg and J.Tirole,
Game Theory, MIT Oress, 1991.

Prereqisites:

CourseNo:MA6650

CourseName:Project

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:

CourseContent:

TextBooks:

ReferenceBooks:

Prereqisites:
Indian Institue of Technology 28
CourseNo:MA5311

CourseName:Linear Systems Theory

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This course aims to introduce the state space theory of linear systems with inputs and outputs. It
includes the fundamentals of linear system formulation, their stabiility, minimal realization, control and
estimation.

CourseContent:Introduction: Physical systems, models, and representaions.Linear system representation:


Definitions, state transition map, response map, impulse response matrix, adjoint equations, linear quadratic
optimization, applications.Linear time invariant systems: General properties, minimal polynomial,
decomposition theorem, the linear map X -> AX+XB.Stability: Input-output stability, state related stability
concepts and applications. Controllability and Observability: Controllability and observability of dynamical
systems,Controllability of the pair (A(.),B(.)), observability of the pair (C(.),A(.)), duality, Kalmandecomposition
theorem, minimal realization, controllable canonical form.Linear state feedback and estimation: Linear state
feedback, linear output injection and state estimation, feedback of the estimated state, infinite time horizon
linear quadratic optimization

TextBooks:1. L. A. Zadeh and C. A. Desoer, Linear System Theory: The state space approach, Dover, 2008.

ReferenceBooks:1. P. J. Antsaklis and A. N. Michel, Linear Systems, Birkhauser, 2005. 2. Chi-Tsong Chen,
Linear System Theory and Design, Oxford Univ Press, 3rd edition, 1998. 3. W. J. Rugh, Linear System Theory,
Prentice Hall, 2nd edition, 1995. 4. T. Kailath, Linear Systems, Prentice Hall, 1980.

Prereqisites:

CourseNo:MA5312

CourseName:Stochastic Differential Equations

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This course aims to introduce the basic theory of stochastic differential equations and their
applications to boundary value problems, filtering, stochastic control and mathematical finance. In particular,
Ito integral is defined, Ito’s formula is proved, and an existence-uniqueness theorem for stochastic differential
equations is established.

CourseContent:Introduction: Stochastic analogs of classical differential equations. Mathematical


preliminaries: Probability space, random variable, stochastic process, Brownian motion. Ito Integral:
Definition, properties, extensions. Ito formula and Martingale representation Theorem: One-dimensional Ito
formula, Multi-dimensional Ito formula, Martingale representation Theorem. Stochastic differential equations:
Examples and some solution methods, Existence an Uniqueness result, weak and strong solutions.
Applications: Boundary value problems, filtering, optimal stopping, stochastic control, mathematical finance.

TextBooks:1. B. K. Oksendal, Stochastic Differential Equations: An Introduction with Applications, 6th


edition, Springer, 2010.

ReferenceBooks:1. I. Karatzas and S. E. Shreve, Brownian Motion and Stochastic Calxulus, Springer, 1991.
2. P. Protter, Stochastic Integration and Differential Equations, Springer, 2nd edition, 2010. 3. I. Karatzas and
S. E. Shreve, Methods of Mathematical Finance, Springer, 2010. 4. S. Watanabe and N. Ikeda, Stochastic
Differential Equations and Diffusion Processes, North-Holland, 1981.

Prereqisites:
Indian Institue of Technology 29
CourseNo:MA7830

CourseName:Advanced Algebra (for Ph.D Scholars)

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This course deals with some advanced topics in Algebra which are generally not dealt with in the
basic M.Sc. courses, but are highly interesting and useful

CourseContent:Group theory (~ 12 lectures): G-sets, orbit stabiliser theorem, Burnside lemma and
applications, semi-direct products, solvable groups, groups of order pq, simple groups, simplicity of A_n.
Rings, modules and basic techniques in commutative algebra: (~ 14 lectures) Nilradical, Jacobson radical and
Nakayama's lemma. Localisation. Free, Projective and Flat modules. Finitely Presented Modules. Local Rings.
Noetherian Rings and Modules. Basic Non-Commutative Algebra: (~ 8 lectures) Linear Maps and Modules
over non-commutative rings ; Simple and Semi-simple modules and rings. Category theory and Homological
Algebra: (~22 lectures) Basic notions of category, functors and natural transformations. Direct Limit, Inverse
Limit, Fiber Product. Hom, adjoints and Yoneda's lemma. Abelian categories, Projective and Injective
resolutions, Left and Right derived functors, Ext and Tor. Tensor product, exterior and symmetric products,
determinants.

TextBooks:1. S. Lang, Algebra, 3rd Edition, Addison-Wesley, 1999. 2. M. F. Atiyah, I. G. Macdonald,


Introduction to Commutative Algebra. Addison-Wesley, 1969. 3. C. A. Weibel, An introduction to Homological
Algebra. Cambridge Studies in Advanced Mathematics 38.

ReferenceBooks:1. H. Matsumura, Commutative Algebra. Second edition. Mathematics Lecture Notes Series
56, Benjamin / Cummings Publishing,1980. 2. P. M. Cohn, Basic Algebra. Springer London, First Edition. 3. P.
M. Cohn, Further Algebra and Applications. Springer London, First Edition.

Prereqisites:

CourseNo:MA7840

CourseName:Analysis (for Ph.D Scholars)

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:To introduce certain advanced notions in Analysis

CourseContent:Unit 1: Convexity and extreme points Topologies on linear spaces, linear functionals on
topological spaces, weak topology, weak*topology, extreme points, Krein - Milman theorem Unit 2 : Banach
algebras Banach algebra, complex homomorphisms on a Banach algebra, properties of spectra, spectral
radius formula, Gelfand – Mazur theorem, Gelfand transform, maximal ideal space, involutions, Gelfand
–Naimark theorem Unit 3 : Spectral theory Bounded operators on a Hilbert space, normal, self adjoint, unitary
and projection operators, resolutions of the identity, spectral theorem and symbolic calculus of normal
operators

TextBooks:1. W.Rudin, Functional Analysis, International series in pure and applied Mathematics, Tata-
McGraw Hill edition, 2007. 2. S.David Promislow, A first course in Functional Analysis, Pure and applied
Mathematics, Wiley-Interscience, 2008.

ReferenceBooks:1. M.T.Nair, Functional Analysis: A First Course, Prentice-Hall of India, New Delhi, 2002. 2.
Peter D.Lax, Functional Analysis, Wiley-Interscience, 2002. 3. J.B.Conway, A course in Functional Analysis,
GTM 96, Springer, 1985.

Prereqisites:
Indian Institue of Technology 30
CourseNo:MA5313

CourseName:Introduction to Mathematical Statistics

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The aim of the course is to teach statistical thinking concepts that are essential for learning from
data and communicating insights. By the end of the course, students will be able to perform exploratory data
analysis, understand key principles of sampling, and select appropriate tests of significance for multiple
contexts along with the foundational skills that prepare them to pursue more advanced topics in statistical
thinking and machine learning.​

CourseContent:Unit I: Distributions of Random Variables: The probability set function; random variables;
probability density function; distribution function; certain probability models; mathematical expectation;
Chebyshev�s inequality; conditional probability; marginal and conditional distributions; correlation
coefficient; stochastic independence. Unit II: Special Discrete and Continuous Distributions and the
Distributions of Functions of Random Variables. Sampling Theory; Transformation of variables: Discrete and
Continuous; Distribution of order statistics; moment generating function technique; Distribution of X̄ and S2
and expectations. Unit III: Limiting Distributions and Estimation: Limiting distributions; stochastic
convergence; limiting moment-generating functions; central limit theorem; point estimation, measures of
quality of estimators; Confidence intervals: mean, differences of means; variances; Bayesian estimators. Unit
IV: Statistical Hypotheses and other Statistical Tests: Testing of hypotheses, Neyman-Pearson lemma, tests
for one sample and two sample problems; chi-squared tests; analysis of variance; regression problem; test for
stochastic independence.​

TextBooks:1. Hogg R. V. and Craig, A. T., Introduction to Mathematical Statistics, Macmillan Publishing Co.,
Fourth Edition, (1989).

ReferenceBooks:1. G. Casella and R. L. Berger. Statistical Inference. Duxbury Press, (2001). 2. V. K. Rohtagi
and A. K. Md. E. Saleh. An Introduction to Probability and Statistics. Wiley Eastern, Second Edition (2002).

Prereqisites:
Indian Institue of Technology 31
CourseNo:MA5013

CourseName:Applied Regression Analysis

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:In statistical modeling, regression analysis is a set of statistical processes for estimating the
relationships between a dependent variable and one or more independent variables. Regression analysis is
widely used for prediction and forecasting, as well as in some situations, where it is employed to infer causal
relationships between the independent and dependent variables. This course aims to introduce the theory of
regression analysis and its applications in data analysis.

CourseContent:Simple linear regression, maximum likelihood estimation, testing of hypotheses and


confidence interval estimation related to regression parameters, multiple linear regression, model adequacy
checking, transformations and weighting to correct model inadequacies, residual analysis, outliers and lack of
fit. Polynomial regression models, orthogonal polynomials. dummy variables, variable selection and model
building, multicollinearity. Nonlinear regression. Generalized linear models, autocorrelation, measurement
errors, calibration problem, bootstrapping.

TextBooks:Montgomery, D. C., Peck, E. A., and Vining, G. (2012), Introduction to Linear Regression Analysis
(5th ed.), Hoboken, NJ: Wiley.

ReferenceBooks:1. Draper, N. R., and Smith, H. (2003), Applied Regression Analysis, New York: Wiley. 2.
Sen, A. A. and Srivastava, M. (1990). Regression Analysis – Theory, Methods & Applications, Springer-Verlag,
Berlin. 3. Bowerman, B. L. and O'Connell, R. T. (1990). Linear Statistical Models: An Applied Approach, PWS-
KENT Pub., Boston.

Prereqisites:

CourseNo:MA5014

CourseName:Applied Stochastic Processes

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This course aims to introduce the basic theory of stochastic processes which is crucial in
stochastic modeling and applications to science and engineering.

CourseContent:Stochastic Process-Description and definition. Discrete-Time Markov Models: Discrete-Time


Markov Chains, Transient Distributions, Occupancy Times, Limiting Behavior, First-Passage Times. Poisson
Processes: Poisson Processes, Superposition of Poisson Processes, Thinning of a Poisson Process, Compound
Poisson Processes. Continuous-Time Markov Models: Continuous-Time Markov Chains, Transient Analysis:
Uniformization, Occupancy Times, Limiting Behavior, First-Passage Times. Generalized Markov Models:
Renewal Processes, Cumulative Processes, Semi-Markov Processes. Queueing Models: Queueing Systems,
Single-Station Queues, Birth and Death Queues. Brownian Motion: Standard Brownian Motion, Brownian
Motion, First-Passage Times, Martingales and Semimartingales, Black–Scholes Formula.

TextBooks:V. G. Kulkarni, Introduction to modeling and analysis of stochastic systems, second edition,
Springer, 2011

ReferenceBooks:S. M. Ross, Stochastic processes, second edition, Wiley, 1996. S. Karlin and H. M. Taylor, A
first course in stochastic processes, second edition, Academic Press, 1975. S. M. Ross, Introduction to
Probability Models, tenth edition, Academic Press, 2009.

Prereqisites:
Indian Institue of Technology 32
CourseNo:MA6999

CourseName:Special Topics in Mathematics

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The course envisages to train research scholar in the preparation of a “critical review of
literature”, present the same in the form of a written report and make as oral presentation before members of
DC and invitees and take feedback.

CourseContent:Review of literature in the related area.

TextBooks:As prescribed by the guide.

ReferenceBooks:Relevant journal paper.

Prereqisites:

CourseNo:MA7999

CourseName:Special Topics in Mathematics

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The course envisages to train research scholar in presenting simulation / preliminary


experimental / analytical verification of prior art in the area of research, in the form of a report and an oral
presentation to the DC and invitees and take feedback

CourseContent:To be suggested by the guide

TextBooks:To be prescribed by the guide.

ReferenceBooks:To be prescribed by the guide.

Prereqisites:
Indian Institue of Technology 33
CourseNo:MA5015

CourseName:Number Theory

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description: Number Theory is a branch of mathematics, devoted to the study of the properties of whole
numbers, sometimes called “Higher Arithmetic” or “The Queen of mathematics”. The subject is one of the
oldest branch of pure mathematics. It is a vast and fascinating field. It has many applications in Numerical
Analysis, Cryptography and to many other areas. The knowledge of this subject is absolutely indispensable for
those who wish to pursue higher study or research in several areas of pure mathematics especially in analytic
or algebraic number theory, arithmetic geometry, algebraic geometry, cryptography.

CourseContent:Primes, Divisibility and the Fundamental Theorem of Arithmetic, Euclidean Algorithm,


Congruences, Ring of Integers mod n, Chinese Remainder Theorem, Arithmetic Functions, Fermat's Last
Theorem, Mobius Inversion Formula, Quadratic Residues, Quadratic Reciprocity Law, Binary Quadratic
Forms, Continued Fractions, Pell's Eqn, Diophantine Eqns.

TextBooks: 1. Burton, David M. Elementary Number Theory. Allyn and Bacon, 1976. 2. Ireland, Kenneth F.,
and Michael I. Rosen, A classical Introduction to Modern Number Theory, Springer 1990.

ReferenceBooks:1. Niven, Ivan, Herbert S. Zuckerman, and Hugh L. Montgometry. An Introduction to the
Theory of Numbers. Wiley, 1991. 2. G.A. Jones & J.M. Jones, Elementary Number Theory, Springer, UTM,
2007.

Prereqisites:

CourseNo:MA5016

CourseName:Ergodic Theory

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This course will be on Dynamics of Group actions and will take into account both algebraic and
analytic aspects of the subject. The objective is to build on that both Algebra and Analysis when combined
turns out to be very powerful tool in attempting to understand the physical world. The applications of Ergodic
theory are immense, primarily in Physics and Operator Algebras, and can even stretch surprisingly to Number
theory to understand the distribution of primes.In short, Ergodic theory is all about `how a system evolves
with respect to time or some other relevant dynamics of the system.'

CourseContent:Basic Concepts – Ergodicity, Freeness, Poincare Recurrence, Almost Periodicity, Weak


mixing, Mixing; Structure Theorems: Furstenberg-Zimmer structure theorem, Hilbert modules, Extensions;
Amenablity: Ameanble groups, Ergodic Theorems, Quasi Tilings, Rokhlin Lemma. Borel Equivalence
Relations: Connes-Feldman-Wiess Theorem.

TextBooks:Peter Walters -- An Introduction to Ergodic Theory, Springer, ISBN 978-0-387-95152-2 Eli


Glasner – Ergodic Theory via Joinings, AMS, ISBN-10: 0-8218-3372-3 Ergodic Theory – Hanfeng Li and David
Kerr, online book.

ReferenceBooks:Online Lecture Notes -- 1. Jesse Peterson Vanderbilt University – Ergodic Theory 2.


Blog/Course Notes of Terrence Tao – Ergodic Theory

Prereqisites:
Indian Institue of Technology 34
CourseNo:MA5017

CourseName:Representation Theory

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:Very roughly speaking, representation theory studies symmetry in linear spaces. It is a beautiful
mathematical subject which has many applications, ranging from number theory and combinatorics to
geometry, probability theory, quantum mechanics and quantum field theory.

CourseContent:Representation of finite groups: Definitions, Basic examples, sub representations, irreducible


representations, tensor product of two representation, character of representation, Schur's lemma,
orthogonality of characters, regular representation, induced representation, representation of compact
groups, various examples.

TextBooks:Introduction to representation theory- J.P. Serre, Springer GTM

ReferenceBooks:Representation Theory- Fulton and Harris, Springer GTM

Prereqisites:

CourseNo:MA6090

CourseName:Sobolev Spaces and PDE

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:Sobolev spaces and PDE is an advanced course in analysis that deals with studying the partial
differential equations using tools from the analysis. The distribution theory, Sobolev spaces and the weak
formulation of certain elliptic boundary value problems are discussed in this course.

CourseContent:Distribution theory: The space of test functions and the convergence, the space of
distributions, support and singular support of distributions, the convolution of distributions, fundamental
solutions, tempered Distributions. [12] Sobolev spaces: Definition and basic properties Sobolev spaces,
extension theorems, Sobolev embedding theorems, Rellich-Kondrasov compactness theorems, dual spaces,
fractional order Sobolev spaces, trace theorems. [16] Weak Solutions: Abstract variational problems, Lax-
Milgram theorem, weak solutions of second order elliptic equations, regularity of weak solutions, maximum
principle, the eigenvalues of Laplacian. [12]

TextBooks:1. S. Kesavan, Topics in Functional Analysis and Applications, New Age International Publishers,
2015. 2. H. Brezis, Functional Analysis, Sobolev Spaces and Partial Differential Equations, Springer, 2011.

ReferenceBooks:1. R. A. Adams and J. F. Fournier, Sobolev Spaces, Academic Press, 2003. 2. W. Rudin,
Functional Analysis, Tata McGraw-Hill, 2006. 3. R. S. Strichartz, A guide to Distribution Theory and Fourier
Transforms, World Scientific, 2008. 4. M. Renardy and R. C. Rogers, An Introduction to Partial Differential
Equations, Springer, 2004.

Prereqisites:
Indian Institue of Technology 35
CourseNo:MA7015

CourseName:Introduction to Cryptology

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This course will help in learning basic elementary number theory and familiarity with few
encryption algorithms which are used in daily life basis.

CourseContent:Introduction: Brief introduction to number theory, Euclidean algorithm, Euler’s totient


function, Fermat’s theorem and Euler’s generalization, Chinese Remainder Theorem, primitive roots and
discrete logarithms, Quadratic residues, Legendre and Jacobi symbols. Private key cryptography: Stream
ciphers, Block ciphers, DES and differential and linear cryptanalysis, Advanced encryption standards,
Collision resistant hashing, Authenticated encryption: security against active attacks. RSA public key
cryptosystems: RSA system, primality testing, survey of factoring algorithms. Other public key cryptosystems:
El Gamal public key cryptosystem, algorithms for discrete log problem.

TextBooks:1. Introduction to Modern Cryptography by J. Katz and Y. Lindell.

ReferenceBooks:1.Cryptography: Theory and Practice by D. Stinson. 2.Handbook of Applied Cryptography


by A. Menezes, P. C. Van Oorschot and S. A. Vanstone. 3. A Course in Number Theory and Cryptography by N.
Koblitz.

Prereqisites:

CourseNo:MA7870

CourseName:Game Dynamics

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This course aims to equip interested phd students with fundamentals of single and
multipopulation game dynamics which is an active area of research with applications in Biology, Economics
and Learning. The objective is to make these phd students ready to begin research in game dynamics and
related areas.

CourseContent:N-person games: Strategy, payoff function, dominance, best response, Nash equilibrium,
refinements of Nash equlibrium, symmetric two-person games. Evolutionary stability: Evolutionarily stable
strategies and characterizations, setwise evolutionary stability criteria, preplay communication, role-
dependent behavior. Replicator dynamics: Derivation and basic properties, stationary points of replicator
dynamics and their stability, relations with evolutionarily stable strategy, replicator dynamics of doubly
symmetric games, discrete-time version of replicator dynamics. Other selection dynamics: General selection
dynamics, replication by imitation, BNN dynamics. Multipopulation models: Evolutionary stability criteria,
standard and adjusted replicator dynamics.

TextBooks:1. J. Weibull, Evolutionary Game Theory, MIT Press, 1995. 2. R. Cressman, Evolutionary
Dynamics and Extensive Form Games, MIT Press, 2003.

ReferenceBooks:1. W. H. Sandholm, Population Games and Evolutionary Dynamics, MIT Press, 2010. 2. J.
Hofbauer and K. Sigmund, Evolutionary Games and Population Dynamics, Cambridge University Press, 1998.
3. J. Hofbauer and K. Sigmund, Evolutionary game dynamics, Bull. AMS, 40(4): 479-519, 2003.

Prereqisites:
Indian Institue of Technology 36
CourseNo:MA6006

CourseName:Applied Integral Equations

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This is an introductory course on integral equations and their applications.

CourseContent:Classification of Integral Equations, various examples, Abel's problem, 2nd order ordinary
differential equations and Integral Equations, Initial and boundary value problems, singular boundary value
problems. Integral Equations of second kind: degenerate kernels, Neumann series. Compact self-adjoint
operators: Structure theorem, spectrum, Applications to integral equations, positive operators and Integral
equations arising from Sturm-Liouville theory. Approximate methods for eigenvalues and eigenvectors of self-
adjoint operators, Approximation of integral equations based on variational principles. Singular integral
equations: introduction, solution methods, applications.

TextBooks:1. David Porter & David S.G. Stirling, Integral Equations: A PracticalTreatment, from Spectral
Theory to Applications, Cambridge textsin Applied Mathematics, 1990.

ReferenceBooks:1. F.G. Tricomi, Integral Equations, Dover Publ., New York, 1985. 2. Pipkin, A. C., A Course
on Integral Equations, SpringerVerlag,New York, 1991. 3. Kress, R., Linear Integral Equations, 2nd edition,
SpringerVerlag,New York, 1999. 4. Kanwal, R. P., Linear Integral Equations, Birkhäuser, Boston, 1997.Mark J.
Ablowitz & Athanassios S. Focas, Complex Variables,Cambridge press, 2003.

Prereqisites:

CourseNo:MA1101

CourseName:Functions of Several Variables

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The objective of this course is to introduce the students to the theory and applications of
functions of several variables. The paradigm shift from the study of one variable theory, to the case of several
variables, will be discussed in great detail. The main focus will be on functions of two or three variables, due
to the fact that the essential theory of several variables is captured in two dimensions, and a variety of real
life applications abound in two and three variables. Some of the main topics that will be discussed are,
Taylor's theorem and its application to optimization, and applications to Physics and Engineering problems,
via vector differentiation and vector integration.

CourseContent:Limits, continuity and differentiability of functions of several variables. Taylor's theorem and
applications to unconstrained and constrained optimization. Vector calculus: Gradient, Divergence, Curl, Line
integral, conservative fields, Green's theorem, surface area of solids of revolution, surface area, surface
integral, Triple integrals and Gauss Divergence theorem, Stokes' theorem.

TextBooks:G.B. Thomas Jr., M.D. Weir and J.R. Hass, Thomas Calculus, Pearson Education, 2009..

ReferenceBooks:1. E. Kreyszig, Advanced Engineering Mathematics, 10th Ed., John Willey & Sons, 2010. 2.
N. Piskunov, Differential and Integral Calculus Vol. 1-2, Mir Publishers, 1974. 3. G. Strang,Calculus,
Wellesley-Cambridge Press, 2010. 4. J.E. Marsden, A.J. Tromba, A. Weinstein, Basic Multivariable Calculus,
Springer Verlag, 1993.

Prereqisites:
Indian Institue of Technology 37
CourseNo:MA1102

CourseName:Series and Matrices

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The aim of this course is to equip the students with series representation of functions of a real
variable, and methods of matrix theory. Identifying an appropriate series for a function in a certain domain is
an overarching problem in many branches of engineering and sciences. Among other things, this course will
discuss this fundamental problem. The concept of Fourier series, basic to a variety of engineering applications
will be discussed in detail, keeping in mind its use in solving partial differential equations, a topic that will be
discussed in subsequent semesters. Many of the mathematical models of real life situations, eventually lead to
a large system of linear equation. The second part of this course aims to make the students familiar with the
fundamentals notions of matrix theory. Starting from the basic notions, the course culminates in solving the
problem of identifying the nature of a quadratic form.

CourseContent:Series: Sequences of real numbers, Series, ratio and root test, improper integral, integral
test, alternating series, absolute and conditional convergence, power series, radius and interval of
convergence of power series, term by term differentiation and integration of power series, Taylor’s formula,
Taylor series, periodic functions and Fourier series, convergence of Fourier series, functions of any period,
even and odd functions, half-range expansions. Matrices: Matrix operations, special types of matrices,
matrices as linear transformations, linear independence, basis and dimension, rank of a matrix, nullity of a
matrix, elementary operations, inverse of a matrix, orthogonalization, determinant, existence-uniqueness of
solutions of a linear system, Gaussian elimination, Gauss-Jordan elimination, Eigenvalues, eigenvectors,
eigenvalues of special types of matrices, similarity of matrices, basis of eigenvectors, diagonalization.

TextBooks:1. G.B. Thomas Jr., M.D. Weir and J.R. Hass, Thomas Calculus, Pearson Education, 2009. 2. E.
Kreyszig, Advanced Engineering Mathematics, 10th Ed., John Willey & Sons, 2010.

ReferenceBooks:1. J. Hefferon, Linear Algebra, http://joshua.smcvt.edu/linearalgebra, 2014. 2. S. Lang,


Introduction to Linear Algebra, 2nd Ed., Springer-Verlag, 1986. 3. M.T. Nair, Calculus of One Variable, Ane
Books, 2014. 4. N. Piskunov, Differential and Integral Calculus Vol. 1-2, Mir Publishers, 1974. 5. G. Strang,
Linear Algebra and its Applications, Cengage Learning, 4th Ed., 2006.

Prereqisites:

CourseNo:MA6021

CourseName:Introduction to Research

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:NIL

CourseContent:NIL

TextBooks:NIL

ReferenceBooks:NIL

Prereqisites:
Indian Institue of Technology 38
CourseNo:MA2031

CourseName:Linear Algebra for Engineers

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This course aims to introduce the fundamental concepts of finite dimentional vector spaces,
linear transformations and matrix representations of linear transformations and the notion of eigenvalues
(and eigenvectors) of linear transformations. Applications to least squares solution of linear equations via best
approximation will be discussed in detail. Several decomposition techniques like the spectral theorem,
singular value decomposition and the polar decomposition will be derived and some of their engineering and
physical applications will be discussed in detail.

CourseContent:Vector spaces: Real and Complex Vector Spaces, Subspaces, Span, Linear Independence,
Dimension. Linear Transformations: Linear Transformations, Rank and Nullity, Matrix Representation,
Change of Bases, Solvability of linear systems. Inner Product Spaces: Inner products, angle, Orthogonal and
orthonormal sets, Gram-Schmidt orthogonalization, Orthogonal and orthonormal Basis, Orthogonal
complement, QR-factorization, Best approximation and least squares, Riesz representation and adjoint. Eigen
Pairs of Linear Transformations: Eigenvalues and eigenvectors, spectral mapping theorem, characteristic
polynomial, Cayley-Hamilton Theorem. Matrix Representations: Block-diagonalization, Schur
triangularization, Diagonalization Theorem, Generalized eigenvectors, Jordan form, Singular value
decomposition, Polar decomposition.

TextBooks:1. S. Lang, Linear Algebra, 3rd edition, Springer, 2004. 2. D. W. Lewis, Matrix Theory, World
Scientific, 1991.

ReferenceBooks:1. K. Janich, Linear Algebra, Springer, 1994. 2. B. Koleman and D. Hill, Elementary Linear
Algebra, Pearson; 9th edition, 2007. 3. H. Anton, C. Rorres, Elementary Linear Algebra: Applications, Wiley;
11th edition, 2013.

Prereqisites:

CourseNo:MA5850

CourseName:Operations Research

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:To give the necessary knowledge of optimization techniques to the M.Tech (IMSC) students

CourseContent:Linear Optimization: Formulation and Geometrical Ideas of Linear Programming Problems,


Simplex Method, Revised Simplex Method, Duality, Sensitivity Analysis, Transportation and Assignment
Problems, Introduction to Interior-Point Methods. (Ellipsoid Method, Karmarkar's Method). Unconstrained
optimization of functions of several variables, Basic theory, Classical techniques and numerical methods for
unconstrained optimization (Gradient methods, Newton's method, Conjugate Direction methods, and Quasi-
Newton methods). Constrained nonlinear optimization of functions of several variables, Method of Lagrange
multipliers, Kuhn-Tucker theory, Convex optimization, Quadratic optimization, Numerical methods for
constrained optimization, Dynamic programming.

TextBooks:E.K.P. Chong, and S.H. Zak: An Introduction to Optimization, 4th Edn., Wiley Interscience, 2013

ReferenceBooks:1. D. G. Luenberger and Yinyu Ye, Linear and Nonlinear Programming, 2nd Edn., Kluwer,
2003. 2. N. S. Kambo, Mathematical Programming Techniques, East West Press, 1997. 3. M. S. Bazarra, H.D.
Sherali, and C. M. Shetty, Nonlinear Programming: Theory and Algorithms, 3rd Edn., Wiley, 2006. 4. D.P.
Bertsekas, Nonlinear Programming, 2nd Edn., Athena Scientific, 1999

Prereqisites:
Indian Institue of Technology 39
CourseNo:MA5440

CourseName:Combinatorics and Number Theory

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:To acquaint the students with the basics of combinatorics and number theory. It aims at giving a
glimpse of discrete mathematics, especially those topics that could not be covered in Fundamentals of
Discrete Mathematics, but are used mostly in applications.

CourseContent:Combinatorics: Numbers and counting, partitions and permutations, principle of inclusion


and exclusion, pigeon hole principle, recurrence relations, generating Functions. Number Theory: Primes,
divisibility and the fundamental theorem of arithmetic, prime number theorem, Euclidean algorithm,
congruences, ring of integers mod n, chinese remainder theorem, arithmetic functions, Fermat's last theorem,
Mobius inversion formula, quadratic residues, quadratic reciprocity law, binary quadratic forms, continued
fractions, Pell's equation, Diophantine equations.

TextBooks:1. J. L. Mott, A. Kandel, and T. P. Baker, Discrete Mathematics for Computer Scientists and
Mathematicians, PHI Learning, 2003. 2. I. Niven, H.S. Zuckerman, and H.L. Montgomery. An Introduction to
the Theory of Numbers, Wiley, 1991.

ReferenceBooks:1. T. Koshy, Discrete Mathematics with Applications, Elsevier, 2004. 2. K.F. Ireland and
M.I. Rosen, A Classical Introduction to Modern Number Theory, Springer, 1990.

Prereqisites:

CourseNo:MA6420

CourseName:Algebraic Theory of Codes and Automata

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:Object is to study the properties concerning factorizations of words into sequences of words
taken from a given set. One of the basic techniques used is constructing special automata that perform this
kind of parsing. We show how properties of codes are reflected in combinatorial or algebraic properties of the
associated devices. The course also presents the theory of automata from the point of view of variety of
languages.

CourseContent:Automata and words: Descriptional complexity of finite state automaton, local languages,
syntactic semigroups, tree automata, words, Fine-Wilf theorem. Codes: Basics of coding, types of codes, test
for codes, flower automaton, finite transducers for codes. Shift spaces: Finite and infinite, sofic shifts,
entropy, Perron-Frobenius theory, finite state codes, cellular automata, dynamical systems.

TextBooks:1. J. Berstel, D. Perrin, C. Reutenauer, Codes and Automata, Cambridge University Press, 2010. 2.
D. Lind, B. Marcus, An introduction to Symbolic Dynamics and Coding, Cambridge University Press, 1995.

ReferenceBooks:1. M. Ito, Algebraic theory of Automata and Formal Languages, Cambridge University
Press, 2004. 2. M. Lothaire, Combinatorics on Words, Cambridge University Press, 1997. 3. A. Salomaa,
G.Rozenberg, Handbook of Formal Languages (Vol I), Springer, 1997. 4. J-P. Allouche, J.Shallit, Automatic
Sequences, Cambridge University Press, 2003. 5. S. Ginsberg, Algebraic and Automata-Theoretic Properties
of Formal Languages, North Holland Publishing Co., 1975. 6. R. Tao, Finite Automata and Applications to
Cryptography, Springer, 2009.

Prereqisites:
Indian Institue of Technology 40
CourseNo:MA7040

CourseName:Advanced Probability Theory

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This course aims to introduce advanced topics in probability theory which will equip graduate
students with tools to start research in this area.

CourseContent:Independent Sums: Weak/Strong Law of Large Numbers, Law of Iterated Logarithm. Central
Limit Theorem: Berry-Essen and Lindeberg Theorems, Some Extensions. Convergence of Measures: Modes of
Convergence, Infinite divisibility, Invariance Principle. Wiener's Measure: Gaussian and Markov Aspects
Conditioning and Martingales: Conditional Expectation, Discrete and Continuous Martingales, Doob's
Inequality and stopping time theorem, Diffusions.

TextBooks:Stroock, D. W. Probability theory. An analytic view. Second edition. Cambridge University Press,
Cambridge, 2011.

ReferenceBooks:Varadhan, S. R. S. Probability theory. Courant Lecture Notes in Mathematics, 7. New York


University, Courant Institute of Mathematical Sciences, New York; American Mathematical Society,
Providence, RI, 2001. Dudley, R. M. Real analysis and probability. Revised reprint of the 1989 original.
Cambridge Studies in Advanced Mathematics, 74. Cambridge University Press, Cambridge, 2002. Billingsley,
P. Convergence of probability measures. Second edition. Wiley Series in Probability and Statistics: Probability
and Statistics. A Wiley-Interscience Publication. John Wiley & Sons, Inc., New York, 1999. Billingsley, P.
Probability and measure. Wiley Series in Probability and Statistics. John Wiley & Sons, Inc., Hoboken, NJ,
2012.

Prereqisites:

CourseNo:MA5741

CourseName:Object Oriented Programming

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:To give the M.Tech (IMSC) students, the required programming skills

CourseContent:Object Oriented Programming (OOP) Concepts, Design, Programming in C++, OOP in Large
Scale Computing,MATLAB/PYTHON

TextBooks:Nil

ReferenceBooks:Nil

Prereqisites:
Indian Institue of Technology 41
CourseNo:MA7654

CourseName:Algebraic Combinatorics

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The course aims to reveal the fascinating interplay between Algebra, Combinatorics, and
Graphs. It not only builds the fundamentals for students who plan to do PhD in Algebra/ Combinatorics/ Graph
theory and related topics, but also useful to students and researchers in other areas of science and
engineering to which the methods of Algebra, Combinatorics, Graph theory may be applied.

CourseContent:Eigen values and Walks on graphs. Radon transform and hypercubes. Sperner property,
lattices and boolean algebra. Enumeration under group actions. Ferrer's diagram, Young tableaux and Matrix
Tree theorem. Applications to Electrical networks, planar graphs. Introduction to combinatorial commutative
algebra.

TextBooks:1. Richard P Stanley, Algebraic Combinatorics : Walks - Trees - Tableaux and More, Springer,
2013. 2. A preliminary copy of the book is available from Stanley's webpage.

ReferenceBooks:1.Richard P Stanley, Enumerative Combinatorics - Volume 1, Springer. 2001. 2.Richard P


Stanley, Enumerative Combinatorics - Volume 2, Springer, 2001. 3. Combinatorial Commutative Algebra. Erza
Miller and Bernd Sturmfels. Springer, 2005. 4. Rafael H Villarreal, Monomial Algebras, CRC Press, 2015. 5. R
B Bapat, Graphs and Matrices, Springer, 2014.

Prereqisites:

CourseNo:MA2070

CourseName:Differential Geometry of Curves and Surfaces

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The objective of this course is to introduce Differential Geometry of curves and surfaces in 2 and
3 dimensions. the notions of curvature and torsion for plane curves, space curves, curves on surfaces and
curvature of surfaces in 2 and 3 dimensions and the relationships between these, will be the learning
outcomes. This course could also serve as a first introduction preparing for more advanced courses in
Differentiable Manifolds and Differential Topology offered by the Department.

CourseContent:Curves in the Plane and in Space; Arc-Length; Reparametrization; Curvature; The


Isoperimetric Inequality; The Four Vertex Theorem Surfaces in Three Dimensions; Tangents, Normals and
Orientability; The First Fundamental Form; Lengths of Curves on Surfaces; Equiareal Maps and a Theorem of
Archimedes The Second Fundamental Form; Curvature of Curves on a Surface; The Normal and Principal
Curvatures; Geometric Interpretation of Principal Curvatures Gaussian and Mean Curvatures and the Gauss
Map; Flat Surfaces; Gaussian Curvature of Compact Surfaces Geodesics; Geodesic Equations; Geodesics on
Surfaces of Revolution; Geodesics as Shortest Paths; Geodesic Coordinates Gauss's Theorema Egregium;
Isometries of Surfaces; The Gauss-Bonnet Theorem for Simple Closed Curves, for Curvilinear Polygons and for
Compact Surfaces

TextBooks:Pressley, Andrew: Elementary differential geometry, Springer undergraduate mathematics series,


First Edition, 2001, Chapters 1 to 8, 10 and 11

ReferenceBooks:1) Pressley, Andrew: Elementary differential geometry, Enlarged Second Edition, Springer,
2010. 2) Widder, David: Advanced Calculus, Dover Publications, 1989

Prereqisites:
Indian Institue of Technology 42
CourseNo:MA7531

CourseName:Combinatorics Tool Kit

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The course aims to equip the students with commonly used algebraic and probabilistic tools in
Combinatorics, and Graph Theory. It not only builds the fundamentals for students who plan to do PhD in
Algebra/ Combinatorics / Graph theory and related topics, but also useful to students and researchers in other
areas of science and engineering to which the methods of Algebra, Combinatorics, Graph theory and
Probability may be applied.

CourseContent:The Twelve Fold way, Techniques from Probabilistic Method , The Method of Linear Algebra
, LGV Lemma and applications, Chip firing games. Discharging method for graphs, Combinatorial
Nullstellensatz, Polynomial method. Bijective combinatorics and the Catalan garden, Species of Combinatorial
structures.

TextBooks:1. N. Alon and J.H. Spencer, The probabilistic method, Third Ed., John Wiley & Sons Inc., New
Jeresey, 2008. 2. S. Jukna, Extremal combinatorics: with applications to computer science, Second Ed.,
Springer Verlag, Heidelberg, 2011.

ReferenceBooks:1. Richard P Stanley, Enumerative Combinatorics - Volume 1, Springer. 2001 2. Richard P


Stanley, Enumerative Combinatorics - Volume 2, Springer, 2001. 3. Introduction to combinatorial Species of
Structures (lecture notes) – Bergeron et al. - (online copy available)

Prereqisites:

CourseNo:MA7557

CourseName:Random Graphs and Complex Networks

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:Complex networks are huge real life networks like Neural, Social, Communication networks or
The World wide web. The study of these are hindered by their immense size. The only feasible approaches are
studying the local structure or use the idea of random graphs and asymptotes. This course aims to prepare
the interested student to delve in to the fascinating area which is a current topic of huge interest.

CourseContent:Introduction to graphs and connectivity, Complex networks with real world examples:
Internet, Social networks, Brain, collaboration network. Scalefreeness and small world properties. Random
graphs and the need for it. Useful probabilistic methods and results. Phase transition in random graphs: The
evolution of clusters. The giant component and Central limit theorem. Criticality properties and bounds.
Models suitable for Complex networks with related results: 1. Generalized random graphs, 2. Configuration
model and 3. Preferential attachment models.

TextBooks:R. van der Hofstad, Random Graphs and complex networks, Vol:1, Cambridge University Press,
2016.

ReferenceBooks:R. van der Hofstad, Random Graphs and complex networks, Vol:1 & 2, (Class notes),
2013-2014, e-copy available from the author.

Prereqisites:
Indian Institue of Technology 43
CourseNo:MA6490

CourseName:Introduction to Algebraic Number Theory

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:Teach basic concepts and results in algebraic number theory which will help the students to
pursue research in number theory and related areas.

CourseContent:Commutative Algebra (General Theory of Dedekind Domains): Localization, Integral


Dependence, DVR and Dedekind Domains, Modules over Dedekind Domains, Decomposition of primes in
extensions. Class Groups and Dirichlet's Unit Theorem: Class groups, Norms and Traces, Discriminant, Norms
of Ideals, Computing ring of integer in Quadratic Fields and Cyclotomic Fields, Quadratic Reciprocity,
Minkowski's Bound, Dirichlet's Unit Theorem. Zeta and L-functions and applications: L-functions, Riemann
Zeta functions, Dedekind Zeta functions, Class number formula, Frobenius Density Theorem, Dirichlet L-
functions, Dirichlet's theorem on arithmetic progression. Theory of p-adic numbers: Valuations, Non-
Archimedean absolute values, Completion and local fields, p-adic integers, Hensel's Lemma and applications,
Ostrowski's theorem.

TextBooks:Gerald J. Janusz: Algebraic Number Fields, Second Edition. Graduate Studies in Mathematics,
Volume 7. (American Mathematical Society, 1996)

ReferenceBooks:Daniel A. Marcus, Number Fields,Springer, New York (1977). UniversitextSerge Lang,


Algebraic Number Theory, Second Edition. Graduate Texts in Mathematics, Volume 110 (Springer, New York,
1994)J. Neukirch, Algebraic Number Theory. Grundlehren Math. Wiss. (Springer, Berlin, 1999)J.W.S. Cassels
and A. Frohlich, Algebraic Number Theory, Second Edition. London Mathematical Society, 2010.

Prereqisites:
Indian Institue of Technology 44
CourseNo:MA7880

CourseName:Advanced Stochastic Processes

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:To teach necessary concepts and basic results in Stochastic Processes that will enable students
to pursue research in related areas.

CourseContent:Operator Semigroups: Hille-Yosida Theorem, Multivalued Operators, Semigroups on


Function Spaces, Approximation and Perturbation Theorems. Stochastic Processes and Martingales: Local
Martingales, Projection Theorem, Doob-Meyer Decomposition; Semigroups of Conditioned Shifts, Martingales
indexed by directed sets. Convergence of probability measures, Prohorov’s Theorem, Generators and Markov
Processes. Levy Processes, Levy-Khinchine Formulation, Stable Laws, Infinite divisibility.

TextBooks:Ethier, S. N..; Kurtz, T. G. Markov processes. Characterization and convergence. John Wiley &
Sons, Inc., New York, 1986. Stroock, D. W. Probability theory. An analytic view. Second edition. Cambridge
University Press, Cambridge, 2011.

ReferenceBooks:Varadhan, S. R. S. Probability theory. Courant Lecture Notes in Mathematics, 7. New York


University, Courant Institute of Mathematical Sciences, New York; American Mathematical Society,
Providence, RI, 2001. Dudley, R. M. Real analysis and probability. Revised reprint of the 1989 original.
Cambridge Studies in Advanced Mathematics, 74. Cambridge University Press, Cambridge, 2002. Billingsley,
P. Convergence of probability measures. Second edition. Wiley Series in Probability and Statistics: Probability
and Statistics. A Wiley-Interscience Publication. John Wiley & Sons, Inc., New York, 1999. Billingsley, P.
Probability and measure. Wiley Series in Probability and Statistics. John Wiley & Sons, Inc., Hoboken, NJ,
2012.

Prereqisites:
Indian Institue of Technology 45
CourseNo:MA7890

CourseName:Advanced Algebraic Topology

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:Main goal of topology is to study the properties of 'objects'. Now-a-days many techniques from
topology are applicable to various subjects for example in biology, physics and differential equations. This
proposed course will help the students to grasp the some important connections among topology, algebra and
geometry.

CourseContent:Homotopy Theory: (16/17 lectures) Operations on Spaces, Homotopy and criteria for
homotopy equivalence, Homotopy lifting property. Paths and path homotopy, Fundamental groups and
examples. Homotopy invariants. Free groups and their products, Van Kampen theorem and several
applications. Covering spaces and Deck transformations, Classification of covering spaces. Homology Theory:
(16/17 lectures) Cell complexes and Delta-complexes, Simplicial and Singular homology, Relative homology
groups, Exact sequences and Excision, Equivalence of Simplicial and Singular homology. Homotopy
invariance and degrees, Cellular homology and applications, Mayer-Vietories sequences. More applications.
Cohomology Theory: (17/18 lectures) Cohomology groups of spaces, Cup product and cohomology ring,
Some Spaces with polynomial cohomology rings, A Kunneth formula. Orientations and homology of manifolds,
Cap product and Poincare Duality. Some applications.

TextBooks:Allen Hatcher: Algebraic topology. Cambridge University Press, Cambridge, 2002.

ReferenceBooks:1. James Munkres: Elements of algebraic topology. Addison-Wesley Publishing Company,


Menlo Park, CA, 1984. 2. William Massey: A basic course in algebraic topology. Graduate Texts in
Mathematics, 127. Springer-Verlag, New York, 1991. 3. Glen Bredon: Topology and geometry. Graduate Texts
in Mathematics, 139. Springer-Verlag, New York, 1993.

Prereqisites:

CourseNo:MA5314

CourseName:Differential geometry of manifolds

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This course is an introduction to differential geometry. While the course will be mathematically
rigorous, emphasis will be made on certain concrete aspects of geometry.

CourseContent:Revision of multivariate calculus, inverse and implicit function theorems Smooth manifolds,
manifolds with boundary : definitions ,examples, smooth maps, diffeomorphisms, tangent vector, tangent
plane, derivative (differential) of a smooth map immersions, submersions, embeddings and submanifolds
orienation on manifolds vector fields and Lie bracket, Lie derivative Riemmanian metric, Riemmanian
manifold, definition, example, pullback of a metric, vector bundles, tangent and cotangent bundle, Lie groups
definition and examples, left , right and bi-invariant Riemmanian metric, connections on manifolds,
Riemmanian (Levi-Civita) connections, covariant derivative, connections on vector bundles geodesics,
geodesic flow, exponential maps, map, minimizing properties of geodesics curvature, sectional curvature,
scalar curvature, tensors on Riemmanian manifolds.

TextBooks:Manifolds and Differential geometry by J.M. Lee, publisher AMS ,Roode Island,2009

ReferenceBooks:1)Riemmanin geometry by Manfredo Peridiago Do Carmo, Publisher Birkhauser, 1992


2)Foundations of Differentiable manifolds and Lie groups F.K.Warner, publisher Springer,1983.

Prereqisites:
Indian Institue of Technology 46
CourseNo:MA5315

CourseName:Differential Topology

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:To introduce manifolds, differential (smooth) structures on manifolds and classifying smooth
manifolds up to the notion of diffeomorphisms

CourseContent:Revision of multivariate calculus , inverse and implicit function theorems, Smooth manifolds,
manifolds with boundary, : definitions ,examples, smooth maps, diffeomorphisms, tangent plane, derivative of
smooth maps, immersions, submersions, local immersion and submersion theorems, embeddings and
submanifolds, regular and critical points of a smooth maps, regular and critical values of smooth maps,
Transversality , homotopy and stability of transversality, Sards theorem, Whitney embedding theorem ( We
need to define partition of unity and its existence) The degree modulo 2 of a mapping , Oriented manifolds,
The Brouwer degree Vector fields and Euler number, Poincare-Hopf index thorem Differential forms,
integration on manifolds, Stoke's theorem on manifolds with boundary and introduction to De-Rham
cohomolgy

TextBooks:Differential topology : Victor Guillemin and Alan Pollack, Publisher: Prentice-Hall 1974

ReferenceBooks:1) Topology from Differentiable viewpoint : John W Milnor , Princeton University Press,
1997 2) Differential Manifolds : Antoni A Kosinski Dover Publications, Inc, New York 1993

Prereqisites:

CourseNo:MA5895

CourseName:Numerical Optimization

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This course is intended to provide a strong foundation of computational methods for solving
linear and nonlinear continuous optimization problems. The course will not only emphasis on the theoretical
properties of these methods but also on algorithms and implementations to solve problems.

CourseContent:Introduction (1 lecture), Background and Classification of optimisation problems (1 lecture),


Unconstrained optimisation (2 lectures), Line Search methods (3 lectures), Trust region methods (3 lectures),
Gradient descent (2 lecture), Exact and Quasi-Newton Methods (5 lectures), Non-linear least squares (1
lecture), Nonlinear equations (2 lectures), Constrained optimization (3 lectures), Linear programming:
Simplex method (2 lectures); Nonlinear constrained optimization (1 lecture), Farkas' lemma (1 lecture),
Karush–Kuhn–Tucker (KKT) conditions (2 lectures), Quadratic programming (2 lectures), Penalty, Barrier and
Augmented Lagrangian methods (4 lectures), Sequential Quadratic Programming (2 lectures), Large scale
optimization: Algorithms and Softwares (4 lectures).

TextBooks:1. Jorge Nocedal & Stephen J. Wright, Numerical Optimization, Publisher : Springer 2. R.
Fletcher, Practical Methods of Optimization, Publisher: Wiley 3. D. Bertsekas, Nonlinear Programming,
Athena Scientific.

ReferenceBooks:1. P. E. Gill, W. Murray and M. H. Wright, Numerical Methods for Linear Algebra and
Optimization: Volume 1, Addison-Wesley. 2. P. E. Gill and W. Murray, Numerical Methods for Constrained
Optimization, Academic Press. 3. P. E. Gill, W. Murray, and M. H. Wright, Practical Optimization, Academic
Press.

Prereqisites:
Indian Institue of Technology 47
CourseNo:MA5892

CourseName:Numerical Methods & Scientific Computing

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:Provide a strong foundation of numerical methods and scientific computing for the M.Tech
students. Emphasis will be on both theoretical and practical computing/implementing aspects. The course will
also act as a stepping stone for other courses such as Numerical Linear Algebra, Numerical Optimization,
Numerical solution of PDE.

CourseContent:– Part 0 Introduction, Root finding: Fixed point iteration (Newton method, Secant mathod,
etc.) – Part 1: Floating point arithmetic – Part 2: Orthogonal polynomials, Polynomial Interpolation and
Approximation ∗ Weierstrass approximation theorem ∗ Minimax approximation ∗ Computing the best
approximation ∗ Lebesgue constants ∗ Error analysis – Part 3: Numerical Differentiation ∗ Construction of
finite difference schemes ∗ Pade Approximants ∗ Error analysis ∗ Non-uniform grids – Part 4: Numerical
Integration ∗ Rectangular, Trapezoidal and Simpsons rule ∗ Romberg integration and Richardson
extrapolation ∗ Gaussian quadrature ∗ Adaptive quadrature ∗ Error analysis – Part 5: Transform techniques ∗
Fourier, Laplace and Chebyshev transforms ∗ Fast algorithms for above

TextBooks:– Approximation Theory and Approximation Practice, by Lloyd N. Trefethen – Interpolation and
Approximation by polynomials, by George M. Phillips

ReferenceBooks:– Chebyshev and Fourier Spectral Methods, by John P. Boyd

Prereqisites:

CourseNo:MA5755

CourseName:Data Analysis & Visualization in R/Python/SQL

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:To equip the students with the basics of statistical learning theory and use this knowledge in
analyzing and visualizing the data.

CourseContent:– Importance of analytics and visualization in the era of data abundance. – Review of
probability, statistics and random processes. - Brief introduction to estimation theory. – Introduction to
machine learning, supervised and unsupervised learning, gradient descent, overfitting, regularization. –
Clustering techniques: K-means, Gaussian mixture models and expectation-maximization, agglomerative
clustering, evaluation of clustering - Rand index, mutual information based scores, Fowlkes-Mallows index –
Regression: Linear models, ordinary least squares, ridge regression, LASSO, Gaussian Processes regression. –
Supervised classification methods: K-nearest neighbor, naive Bayes, logistic regression, decision tree, support
vector machine. – Introduction to artificial neural networks (ANNs), deep NNs, convolutional neural network
(CNN). – Data visualization: Basic principles, categorical and continuous variables. – Exploratory graphical
analysis. - Creating static graphs, animated visualizations - loops, GIFs and Videos. – Data visualization in
Python and R, examples.

TextBooks:– Hastie, T., Tibshirani, R.,, Friedman, J. (2009). The elements of statistical learning: data mining,
inference and prediction. Springer.

ReferenceBooks:– Richard O. Duda, Peter E. Hart, and David G. Stork. 2000. Pattern Classification (2nd
Edition). Wiley- Interscience, New York, NY, USA. – Christopher M. Bishop. 2006. Pattern Recognition and
Machine Learning (Information Science and Statistics). Springer-Verlag, Berlin, Heidelberg.

Prereqisites:
Indian Institue of Technology 48
CourseNo:MA5320

CourseName:Algebra I

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:To introduce basics of group action and its applications, ring theory and field theory to the M.Sc.
students. The course should equip the students with the basic topics in this field to take up related courses in
Algebra and related areas.

CourseContent:Group Theory: Review of basic Group Theory, Direct sum and direct product of groups,
Group Actions, Cayley's Theorem, The Class Equation, Sylow's Theorems (15 lectures) Ring Theory: Review of
basic Ring Theory, Properties of Ideals, Prime and Maximal Ideals, Two-sided ideals and Quotient Rings,
Chinese Reminder Theorem, Euclidean Domain, Euclidean Algorithm, Principal Ideal Domain, Euclidean
Domain is a Principal Ideal Domain, UFD, PID implies UFD. (20 lectures) Field Theory: Field extensions, basic
properties of degree of field extensions. (5 lectures)

TextBooks:1. D. S. Dummit and R. M. Foote: Abstract Algebra, 2nd Edition, John-Wiley, 1999. 2. S. Lang:
Algebra 3rd Edition, Addison-Wesley, 1999.

ReferenceBooks:1. J.A. Gallian: Contemporary Abstract Algebra, 4th Ed., Narosa, 1999. 2. M. Artin: Algebra,
Prentice Hall inc 1994. 3. I.N. Herstein: Topics in Algebra, John-Wiley, 1995. 4. T. A. Hungerford: Algebra,
Graduate Texts in Mathematics, Vol. 73, Springer-Verlag, 1980

Prereqisites:

CourseNo:MA5450

CourseName:Functional Analysis

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:In this course we focus on the basic theory of infinite dimensional vector spaces equipped with a
norm or an inner-product. It has numerous applications in both pure and applied mathematics. This theory
provides the framework for the theory of harmonic analysis, differential equations, representation theory,
operator theory/algebra, quantum probability, quantum mechanics etc.

CourseContent:Unit I: (14 lectures) Normed linear spaces, Banach spaces; Classical examples: C([0,1]), lp, c,
c0, c00, Lp[0,1]; Continuity and boundedness of linear operator; Quotient spaces; Finite dimensional normed
spaces; Riesz lemma, (non)compactness of unit ball; Seperability with examples; Unit II: (10 lectures) Hahn
Banach extension theorem, Open mapping theorem, Closed graph theorem, Uniform boundedness principle.
Unit III: (16 lectures) Hilbert spaces, Projection theorem; Orthonormal basis, Bessel inequality, Parseval
equality; Dual, Duals of classical spaces-c0, lp, Lp[0,1]; Riesz representation theorem, Adjoint of an operator;
Double dual, Weak and weak* convergence;

TextBooks:1. M. Fabian, P. Habala, P. Hajek, V. M. Santalucia, J. Pelant and V. Zizler, Functional analysis
and infinite-dimensional geometry. (Canadian Math. Soc, Springer 2001). 2. M. T. Nair, Functional analysis.
(PHI-Learning, New Delhi, Fourth Print 2014).

ReferenceBooks:1. B. Bollobas, Linear analysis (Cambridge Univ. Press 1999). 2. J. Conway, A course in
functional analysis. (Springer 2007). 3. C. Goffman and G. Pedrick, A first course in functional analysis,
(Prentice-Hall 1974). 4. P. D. Lax, Functional analysis (Willey interscience 2002). 5. B.V Limaye, Functional
analysis (New Age International 1996). 6. M. Reed and B. Simon, Methods of Modern Mathematical Physics,
Vol I. (Academic press, 1980).

Prereqisites:
Indian Institue of Technology 49
CourseNo:MA5350

CourseName:Combinatorics

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The objecive of this course is to introduce the methods of counting varoius combinatorial
stuctures. This course will help in understanding mathematical structures in other topics like analysis, graph
theory, computer science, algorithm design and etc.

CourseContent:Introduction to Combinatorics, Pigeonhole principle, Permutations and Combinations,


Generating functions and combinations, Binomial coefficients, Polya's theory (Burnside Lemma, Permutation
and Symmetry Groups, Polya's Theorem), Principle of inclusion-exclusion and applications, Derangements,
Permutations with forbidden positions, Recurrence relations, Catalan numbers, Bell numbers, Difference
sequences and Stirling numbers, Partition numbers, Lattice paths and Schroder numbers, System of distinct
representatives.

TextBooks:1. R. A. Brualdi, Introductory Combinatorics, Pearson Modern Classics for Advanced Mathematics
Series, 5th edition, 2019

ReferenceBooks:1. P. J. Cameron, Combinatorics: Topics, Techniques, Algorithms, Cambridge University


Press, 2001. 2. J. M. Harris, J. L. Hirst, M. J. Mossinghoff, Combinatorics and Graph Theory, Springer, 2nd
edition, 2008.

Prereqisites:

CourseNo:MA5920

CourseName:Partial Differential Equations

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The objective is to learn basics of the rigorous theory of partial differential equations. This
course develops students' skills in the formulation, solution, understanding and interpretation of PDE models.

CourseContent:First order partial differential equations: Linear, quasi-linear equations-Method of


characteristics, Lagrange method. (6 lectures) Second order partial differential equations: Classification and
Canonical forms of equations in two independent variables, One dimensional wave equation- D'Alembert's
solution, Reflection method for half-line, Inhomogeneous wave equation, Fourier Method. (13 lectures) One
dimensional diffusion equation: Maximum Minimum principle for the diffusion equation, Diffusion equation on
the whole line, Diffusion on the half-line, inhomogeneous equation on the whole line, Fourier method. (13
lectures) Laplace equation: Maximum -Minimum principle, Uniqueness of solutions; Solutions of Laplace
equation in Cartesian and polar coordinates-Rectangular regions, circular regions, annular regions; Poison
integral formula. (8 lectures)

TextBooks:1. Ioannis P Stavroulakis and Stepan A Tersian, Partial differential equations- an introduction
with mathematica and maple, world - Scientific, Singapore, 1999. 2. I. N. Sneddon, Elements of partial
differential equations, McGraw-Hill, New York, 1986.

ReferenceBooks:1. Jeffery Cooper, Introduction to partial differential equations with matlab, Birkhauser,
1998. 2. Clive R Chester, Techniques in partial differential equations, McGraw-Hill, 1971. 3. W. E. Williams,
Partial differential equations, Clarendon Press, Oxford, 1980. 4. Tyn Myint-U and Lokenath Debnath, Linear
Partial Differential Equations for Scientists and Engineers, Fourth Edition, Birkhauser. 5. R.P. Agarwal and D.
O'Regan, Ordinary and Partial Differential Equations, Springer- Verlag.

Prereqisites:
Indian Institue of Technology 50
CourseNo:MA5360

CourseName:Complex Analysis

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The primary objective of this course is to introduce the student to the theory of complex valued
functions of a single complex variable. The course is meant to equip the student with the knowledge of
fundamental concepts in the theory and some related applications and also to serve as a foundation to more
advanced courses in mathematical analysis. There are no prerequisites for this course.

CourseContent:Unit I: Topology of the Complex plane, limits, continuity, Complex functions – Introduction to
the complex exponential, the complex logarithm and trigonometric functions, Linear fractional
transformations. (9 Lectures). Unit II: Differentiability, Cauchy-Riemann equations, Sufficient conditions for
differentiability, holomorphic functions, harmonic functions, harmonic conjugates, branches of the logarithm.
(9 Lectures). Unit III: The complex integral, Cauchy's theorem, The Cauchy integral formula, Morera's
theorem, Liouville's theorem, Maximum Modulus Principle, Schwarz lemma, Open mapping theorem,
Convergence of series of complex numbers, Power series, Radius of convergence, Differentiation of power
series, absolute and uniform convergence of a power series, Taylor’s Series, Laurent’s Series, Singularities,
Classification of singularities, Cauchy’s Residue theorem, Behaviour of a function near singularities including
the Casorati-Weierstrass theorem, evaluation of Real integrals, Argument principle, Rouche’s theorem. (22
Lectures).

TextBooks:1. S. Ponnusamy and H. Silverman, Complex Variables with Applications, Birkhauser, Boston,
2006. 2. D. Sarason, Complex Function Theory, Hindustan Book Agency, 2008.

ReferenceBooks:1. L. Ahlfors, Complex Analysis, 2nd ed., McGraw-Hill, New York, 1966. 2. T.W. Gamelin,
Complex Analysis, Springer-Verlag, 2001. 3. J.B. Conway, Functions of one Complex Variable, 2nd edition,
Springer-Verlag, 1978. 4. R.E. Greene and S.G. Krantz, Function theory of One Complex variable, AMS, 2006.
5. J.W. Brown and R.V. Churchill, Complex Variables and Applications, McGraw Hill, 2008.

Prereqisites:
Indian Institue of Technology 51
CourseNo:MA5380

CourseName:Topology

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:In this basic course on topology we introduce the concept of topological spaces and give several
examples where they naturally occur. We develop classical constructions to form new topological spaces. We
introduce characterizing properties like connectedness, compactness and separation axioms and prove
important basic results. The knowledge of topological spaces and their properties are indispensible in several
branches of pure and applied mathematics. This foundational course is necessary and sufficient for a
beginning graduate student to take further courses on algebraic and differential topology.

CourseContent:Topological Spaces: open sets, closed sets, neighbourhoods, bases, subbases, limit points,
closures, interiors, continuous functions, homeomorphisms. Examples of topological spaces: subspace
topology, product topology,metric topology, order topology, topological groups. Quotient topology, examples
of quotient topology: construction of cylinder, cone, suspension, Moebius band, torus, orbit spaces.
Connectedness and Compactness: Connected spaces, Components, Local connectedness, Compact spaces,
Local compactness, Tychnoff Theorem. Separation Axioms, Urysohn lemma, Urysohn Metrization
theorem,Tietze Extension theorem, One-point compactification, paracompactness and partition of unity.

TextBooks:1. J. Dugundji, Topology, UBS, 1999. 2. M. A. Armstrong, Basic Topology, Springer, 2005.

ReferenceBooks:1. J. R. Munkres, Topology: A First Course, Prentice Hall, 1975. 2. G. F. Simmons:


Introduction to Topology and Modern Analysis, Tata McGraw-Hill, 1963.

Prereqisites:
Indian Institue of Technology 52
CourseNo:MA5316

CourseName:Combinatorial Topology

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The goal of this course is to show how Combinatorial and topological ideas met and grew
together into an important branch of mathematics. The course also conveys the fun and adventure that can be
part of a mathematical investigation. Combinatorial topology has a wealth of applications, many of which
result from connections with the theory of differential equations, computer science, graph theory.
Combinatorial topology is uniquely the subject where students of mathematics below graduate level can see
the three major divisions of mathematics — analysis, geometry, and algebra — working together amicably on
important problems."

CourseContent:Combinatorial study of convex polytopes : (14/15 lectures) Basics of Convex Polytopes,


Combinatorial type of a polytope, Classification of convex polytopes up to homeomorphism, Polyhedral
complex, The classical concept of Euler characteristic and a geometric proof of Euler’s formula for convex
polytopes, Classification of Regular 3-Polytopes upto combinatorial equivalence. Triangulations of manifolds
:(14/15 lectures) Principal Fibrations, a brief recollection on Rn bundles, spherical fibrations and their
classifying spaces, PL triangulation on Manifolds and Fundamental Theorem of PL triangulation, Statement of
the Product Structure Theorem, Existence and uniqueness of triangulations and PL triangulations of
topological manifolds. Smoothings of piecewise linear manifolds : (14/15 lectures) Piecewise differentiable,
Whitehead triangulation of smooth manifolds, Statement of the Fundamental Theorem of Smoothing and its
applications, existence and uniqueness of smooth structures of the underlying piecewise linear structure on
topological manifolds.

TextBooks:Text Book: 1. Yuli Rudyak, Piecewise Linear Structures on Topological Manifolds, World
Scientific, 2016. 2. Morris W. Hirsch, Barry Mazur, Smoothings of Piecewise Linear Manifolds, Princeton
University Press, Princeton, N. J., 1974. Annals of Mathematics Studies, No. 80

ReferenceBooks:Reference Books: 1. R. C. Kirby and L. C. Siebenmann, Foundational Essays on Topological


Manifolds, Smooth- ings, and Triangulations, Princeton Univ. Press, Princeton, N.J., 1977. 2. Edwin E. Moise,
Geometric topology in dimensions 2 and 3, Springer-Verlag, New York, 1977, Graduate Texts in Mathematics,
Vol. 47. MR 0488059 (58 #7631) 3. C. P. Rourke and B. J. Sanderson, Introduction to piecewise-linear
topology, Springer-Verlag, New York, 1972, Ergebnisse der Mathematik und ihrer Grenzgebiete, Band 69. MR
0350744 (50 #3236)

Prereqisites:
Indian Institue of Technology 53
CourseNo:MA6110

CourseName:Topics in Advanced Analysis

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The objective of this course is to strengthen the knowledge in the theory of measure and
integration by supplementing it with advanced topics in that area, and also to expose the students to the
power of the theory by way of its applications to the study of many function spaces such as the space of
continuous functions with compact support and Lebesgue spaces defined on a locally compact Hausdorff
space.

CourseContent:Unit-1: Review of general positive measure and integral; Signed measures; Hahn
decomposition and Jordan decomposition; Lebesgue Radon-Nykodym theorem; Complex measures and Radon-
Nykodym theorem for complex measures; Total variation norm. (15 Lectures)} Unit-2: Stone Weiestrass
theorem; L^p spaces on a general measure space, and its completeness; Vitali's convergence theorem; Dual
of L^p for 1\leq p<\infty; Chebychev's inequality. (10 Lectures) Unit-3: Positive linear functionals on C_c(X),
where X is a locally compact Hausdorff space; Riesz representation theorem; Luzin's theorem; Vitali
Caratheodory theorem; Denseness of C_c(X) in L^p(X) for 1\leq p<\infty; Dual of C_0(X), Riesz-Thorin
interpolation theorem. (15 Lectures)

TextBooks:1. W. Rudin, Real and Complex Analysis, Third edition, McGraw-Hill, International Editions, 1987.
2. G. Folland}, Real Analysis: Modern techniques and Their Applications, Second Edition, John Wiley & Sons,
INC, 1999.

ReferenceBooks:1. H.L. Royden, Real Analysis, Third edition, Prentice-Hall of India, 1995. 2. S. Kesavan,
Measure and Integration, TRIM, 2019.

Prereqisites:

CourseNo:MA5510

CourseName:Algebra, Analysis and Probability in Combinatorics

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This course aims to prepare students for advanced studies and research in the exiting area of
combinatorics by offering a variety of both standard and advanced tools from a diverse collection of areas that
have a direct relevance to combinatorics.

CourseContent:The Methods of Linear Algebra, Polynomials, Nullstellensatz and the Incidence


Geometry.Poset counting using group theory. Formal Power series ring and species of structures.Probabilistic
Method.

TextBooks:1. Extremal combinatorics -Stasys Jukna - second edition, Springer. 20012. Generating
functionology - Hilbert Wilf - CRC Press (available also from his home page)
https://www.math.upenn.edu/~wilf/gfologyLinked2.pdf

ReferenceBooks:1. Combinatorial Species and Treelike Structures - Bergerone and Labelle - Cambridge
(1998). 2. Algebraic Combiantorics, Walks, Trees, Tableaux and More - R Stanley - Springer (2013). 3. The
Probabilistic Method - Alon and Spencer - Third Edition – Wiley. 2008. 4. Linear Algebra Methods in
Combinatorics - Babai and Frankl - draft version

Prereqisites:
Indian Institue of Technology 54
CourseNo:MA5325

CourseName:Linear Programming: Theory and Algorithm Design

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This course will give a good exposure to theory of linear programming and its combinatorial
properties while designing an algorithm for other computational intractable problems.

CourseContent:Linear Programming: Basic feasible solutions and extreme points of a linear polytope,
Change of basic feasible solutions and simplex algorithm, time complexity of simplex algorithm. Duality
theory, Complementary slackness conditions, Farka's Lemma, LP Based Algorithms: Min-Max relations and
LP-duality, Maximum flow Minimum Cut Theorem Primal-dual algorithms for Minimum Ste cover, Minimum
Vertex cover (half-integrality), Minimum Feedback Vertex Set, Algorithms for Maximum Satisfiability.

TextBooks:1. Combinatorial Optimization: Algorithms and Complexity, C. H. Papadimitrou, K. Steiglitz,


Dover Publications, Inc, New York, 1998. 2. Approximation Algorithms, V. V, Vazirani, Springer 2003.

ReferenceBooks:1. Linear Programming, K. G. Murthy, Springer, 1983. 2. The Design of Approximation


Algorithms, D.P. Williamson, D. B. Shmoys, Cambridge University Press, 2010.

Prereqisites:

CourseNo:MA5330

CourseName:Real Analysis

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This course on real analysis aims to equip the students with an understanding of the essential
results and techniques from metric topology, Riemann integration, and series and sequences of functions. The
ideas learnt in the course will be indispensable for many succeeding courses like measure theory, functional
analysis, complex analysis, topology etc.

CourseContent:Unit I - Metric spaces Review of the real number system, Basic concepts/ definitions and
examples, continuous functions, completeness, Baire category theorem, contraction mapping theorem,
connectedness, compactness, Heine-Borel theorem. (14 lectures) Unit II - The Riemann-Stieltjes integral The
Riemann-Stieltjes integral and its properties, integrals of continuous and monotone functions, fundamental
theorems of calculus, integration by parts, change of variables formula. (13 lectures) Unit III - Uniform
convergence Sequences and series of functions, Weierstrass M-test, uniform convergence and its relation to
continuity, differentiation and integration, Weierstrass approximation theorem, equicontinuity, Arzela-Ascoli
theorem. (13 lectures)

TextBooks:1. W. Rudin - Principles of mathematical analysis, Mcgraw-Hill 1976. 2. Terence Tao - Analysis I
and II, with Chapter 11 from volume I and Chapters 1,2 and 3 from Volume II, trim series 37 and 38,
Hindustan Book Agency.

ReferenceBooks:1. C. C. Pugh, Real Mathematical Analysis, Springer, 2002. 2. T. M. Apostol, Mathematical


Analysis, Addison-Wesley, 1974. 3. G. F. Simmons, Topology and Modern Analysis, Kreiger, 2003.

Prereqisites:
Indian Institue of Technology 55
CourseNo:MA5390

CourseName:Ordinary Differential Equations

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The prime objective is to introduce theory and concepts of ordinary differential equations. The
course discusses various solution techniques (including series methods) for linear and nonlinear ODEs and
also for system of differential equations. The course intends to give understanding of the properties of
solutions to the students and make them able to anlyze it. It provides a strong foundation for many other
mathematics courses.

CourseContent:Existence-Uniqueness for systems: Picard’s theorem, Non-local existence theorem. (6


lectures) Second Order Equations: General solution of homogeneous equations, Non-homogeneous equations,
Wronskian, Method of variation of parameters, Sturm comparison theorem, Sturm separation theorem,
Boundary value problems, Green's functions, Sturm-Liouville problems. (15 lectures) Series Solution of
Second Order Linear Equations: ordinary points, regular singular points, Legendre polynomials and
properties, Bessel functions and properties. (15 lectures) Systems of Differential Equations: Algebraic
properties of solutions of linear systems, The eigenvalue-eigenvector method of finding solutions, Complex
eigenvalues, Equal eigenvalues, Fundamental matrix solutions, Matrix exponential. (4 lectures)

TextBooks:1. E.A. Coddington, An Introduction to Ordinary Differential Equations, PHI Learning 1999. 2. Tyn
Myint U, Ordinary Differential Equations, Elesvier North- Holland, 1978.

ReferenceBooks:1. M. Braun, Differential Equations and Their Applications, 3rd Ed., Springer-Verlag, 1983.
2. G.F. Simmons, Differential Equations with Applications and Historical Notes, 2nd Ed.,McGraw- Hill, 1991.
3. P.J. Collins, Differential and Integral Equations, Oxford University Press, 2006. 4. W.E.Boyce and R.C. Di-
Prima, Elementary Differential Equations and Boundary Value Problems, John Wiely & Sons, 2001. 5. R.P.
Agarwal and D. O'Regan, An Introduction to Ordinary Differential Equations, Springer- Verlag, 2008.

Prereqisites:
Indian Institue of Technology 56
CourseNo:MA5370

CourseName:Multivariable Calculus

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:In this basic course on multivariable calculus we introduce the concepts of differential and
integral calculus over Euclidean spaces R^n and their submanifolds. This is a foundational course for learning
manifold theory, differential topology and analysis on manifolds.

CourseContent:Differentiability in Rn , directional derivatives, Chain rule, Inverse function theorem, Implicit


function theorem, Lagrange multiplier method. Riemann integral of real-valued functions on Euclidean
spaces, Fubini’s theorem, Partition of unity, change of variables. Differential forms on Rn , simplices and
singular chains, Stokes’ theorem for integral of differential forms on chains (general version) on Rn , closed
and exact forms, Poincaré lemma, Classical Green’s theorem, divergence theorem and Stokes’ formula as
applications of general form of Stokes’ theorem. Arbitrary submanifolds of Rn not necessarily open,
differentiable functions on submanifolds, tangent spaces, vector fields.

TextBooks:1. Walter Rudin, Principles of Mathematical Analysis, Third Edition, McGraw Hill International
Editions, Mathematical Studies 1976; Paper-back Indian Edition 2017. 2. S. Kumaresan, A Course in
Differential Geometry and Lie groups, Hindustan Book Agency, Trim 22, 2002.

ReferenceBooks:1. W. Fleming, Functions of Several Variables, Second Edition, Springer-Verlag, 1977. 2. J.


Munkres, Analysis on Manifolds, Addison-Wesley, 1991. 3. M. Spivak, Calculus on Manifolds, A Modern
Approach to Classical theorems of Advanced calculus, W.A.Benjamin, Inc.,1965.

Prereqisites:

CourseNo:MA7016

CourseName: Introduction to von Neumann algebras

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:To enable PhD students engage in serious research by end of 1st yr.

CourseContent:Spectral theorem:( 9 Lectures) Decomposition of Hilbert spaces as a module of abelian von


Neumann algebras, affiliated operators, functional calculus, Caley transforms. Density theorems: (5 Lectures)
Bicomuutant theorem, Kaplansky density, central supports and other density theorems. Comparison of
projections: (10 Lectures) Equivalence and comparison of projections, type decomposition, ideals, group von
Neumann algebras, property Gamma. Preduals and representation: (9 Lectures) Normal states, polar
decomposition of functionals, Sakai’s theorem, Radon-Nikodym derivatives, GNS representation with respect
to weights. Trace (10 Lectures) Finite von Neumann algebras, Center valued trace, dimension functions,
coupling constants, Dixmier’s approximation theorem, Group measure space construction

TextBooks:Fundamental of the theory of Operator algebras, vol II, Kadison and Ringrose, ISBN:
978-0-8218-0819-1

ReferenceBooks: Masamichi Takesaki vol I-III, Operator Algebras A. Sinclair and R. Smith, Finite von
Neumann algebras and masa S. Stratila and L. Zsido, Lectures on von Neumann algebras

Prereqisites:
Indian Institue of Technology 57
CourseNo:MA7017

CourseName: Introduction to II_1 Factors

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description: To provide traction to PhD students and help them begin research by the end of 1st yr.

CourseContent:Some Constructions:( 12 Lectures) ICC groups, left regular representations, II_1 factors.
Hyperfiniteness, Amenable groups and Hyperfiniteness, L(S_\inty) and L(F_n). Core material: (12 Lectures)
Trace, Conditional Expectations, Group measure space constructions, Cartan subalgefbras, masas and their
Pukanzsky invariants, Standard form. Ergodic Theory: (10 Lectures) Normalizers, masas and their types,
singular and semi-regular masas examples via Ergodic theory. Correspondences: (9 Lectures) Bimodules,
Completely positive maps, spatial derivatives, Connes’ fusion

TextBooks:Introduction to II_1 factors, Sorin Popa.

ReferenceBooks:Finite von Neumann algebras and masa, A. Sinclair and R. Smith.

Prereqisites:

CourseNo:MA5750

CourseName:Applied Statistics

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:To give the M.Tech (IMSC) students the necessary knowledge of statistics and their application
in various fields. A lab is also attached to the theory course so that the students can implement the theory in
to practice.

CourseContent:Review of Probability distribution and statistical inference, design of experiments, Single


factor, Randomized block, Lotin square.Regression, linear, multiple, curvilinear, nonparametric texts, sign,
signed rank, randomness and other parametric tests.Statistical Quality control, Control for charts for
measurements and for attributes. Tolerance limits, Acceptance Sampling.Reliability and life testing.

TextBooks:Ross, S. M. , Introduction to Probability and Statistics for Engineers and Scientists. Elsevier
Academic Press, UK., 2009

ReferenceBooks:Nil

Prereqisites:
Indian Institue of Technology 58
CourseNo:MA5898

CourseName:Mathematics for Machine Learning

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:Provides the students a mathematically rigorous foundation for machine learning addressing the
mathematical, algorithmic and implementation aspects of linear algebra and probability relevant to artificial
intelligence and data science.

CourseContent:• High dimensional probability distributions: Law of large numbers, geometry of high
dimensions, Random projections, Johnson-Lindenstrauss Lemma • Large scale Numerical Linear Algebra: Fast
Low-rank decompositions, Singular value decomposition, Computing singular and eigenvectors efficiently,
Principal Component Analysis • Random Walks and Markov Chains: Markov Chain Monte Carlo, Metropolis
Hastings Algorithm, Gibbs Sampling, Random walks on graphs, Random walks in Euclidean space • Machine
Learning: Kernel Functions, Uniform convergence in probability, Sauer Shelah lemma, On- line learning,
Supervised learning, Support-Vector Machines, Vapnik Chervonenkis theory, Stochastic Gradient Descent •
Graph and Matrix Algorithms for Massive Data Problems: Streaming, Sketching and Sampling algorithms for
datasets. • Clustering: k-Means, k-medoids, spectral clustering, approximation stability, kernel methods,
recursive clustering, graph partitioning • Random Graphs: Erdos-Renyi model, Properties • Other topics:
Topic Models, Nonnegative Matrix Factorization, Hidden Markov Models, Graphical Models, Compressed
Sensing, Wavelets.

TextBooks:Foundations of Data Science by Avrim Blum, John Hopcroft, and Ravindran Kannan

ReferenceBooks:Mathematical Foundations of Data Sciences by Gabriel Peyr'e. Pattern Recognition and


Machine Learning by Christopher M. Bishop

Prereqisites:

CourseNo:MA5960

CourseName:Project Proposal & Progress

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:To develop creativity.

CourseContent:Project Proposal and Progress; These are only notional credits; The actual credits will be
allotted totally in the fourth semester.

TextBooks:Nil

ReferenceBooks:Nil

Prereqisites:
Indian Institue of Technology 59
CourseNo:MA5125

CourseName:Mathematical Theory of Waves

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:A wave may be informally defined as a propagating dynamic disturbance of one or more
quantities, governed by an equation. The objective of this course is to understand the mathematical theory of
various kinds of waves. Many problems arising out of physical consideration, will be encountered in this
course, along with a discussion of their solutions.

CourseContent:General solution of wave equation in R, energy methods, waves with a source, Duhamel’s
Principle, reflections of waves, wave equation on an interval: separation of variables, wave equation in higher
dimensions, Shock wave: weak solution, entropy condition and Riemann’s problem, shock structure.Sound
waves: acoustic energy, simple source, acoustic dipole, and source regions in different fields, ripple,
scattering, and radiation from various bodies. One-dimensional waves in fluids: theory of longitudinal waves,
transmission of waves, and propagation through branching systems. Water waves: surface gravity waves,
internal waves, sinusoidal waves on deep water, ripples, group velocity, wave patterns, Fourier analysis of
dispersive systems.

TextBooks:1. Evans, Partial differential equations, AMS, 1997,2. Peter D. Lax, Hyperbolic systems of
conservation laws and the mathematical theory of shock waves, SIAM, 1973,3. Waves in fluids, James
Lighthill, Cambridge, 2001,4. Linear and nonlinear waves, Whitham, Wiley-Interscience, 1999,

ReferenceBooks:1. Geophysical Fluid Dynamic, Joseph Pedlosky, Springer, 1987,2. Internal Gravity waves,
B. R. Sutherland, Cambridge University Press, 2010,

Prereqisites:

CourseNo:MA5261

CourseName:Programming Lab

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This lab course provides a hands-on experience to the MATLAB computing environment, and is
intended for beginning users and those looking for a sophisticated programming tool for solving mathematical
problem. No prior programming experience or knowledge is assumed.

CourseContent:Matrices, Vectors, arrays, array operations, string, vectorization, anonymous functions,


script and function files, global variables, conditional statements, loops, interactive inputs, recursion, saving
and loading data, formatted input/output, help, multidimensional matrices, structures, cells. Applications to
linear algebra, curve fitting and interpolation, quadrature, ODE, nonlinear algebraic equations. Graphics: 2D
and 3D plotting, subplot, handle graphics, 3D surface plot, saving and printing graphs. Symbolic computation.
[Note that: Other programming languages (e.g. C and Python) may also be taught in place of MATLAB. ]

TextBooks:1. MATLAB Primer by Mathworks. 2. Getting Started with MATLAB by Rudra Pratap, Oxford
University Press.

ReferenceBooks:1. MATLAB Guide, Desmond J. Higham and Nicholas J. Higham, SIAM. 2. Elementary
Numerical Analysis: An Algorithmic Approach (Updated with MATLAB), S. D. Conte and Carl de Boor, SIAM 3.
Differential Equations with MATLAB, Brian R. Hunt, Ronald L. Lipsman, John E. Osborn, Jonathan M.
Rosenberg, John Wiley & Sons,

Prereqisites:
Indian Institue of Technology 60
CourseNo:MA5260

CourseName:Seminar

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The student is expected to choose a topic of his interest, and under the guidance of a faculty
member, should prepare a brief report on the chosen topic and present a seminar.

CourseContent:Null

TextBooks:Nil

ReferenceBooks:Nil

Prereqisites:

CourseNo:MA5910

CourseName:Data Structures and Algorithms

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The objective of this course is to give an exposure to the students on the basics of data
structure, their combinatorial aspects and designing algorithms for solving problems arising in scientific
computing.

CourseContent:Preliminaries: Growth of functions, recurrence relation, generating functions, solution of


difference equations, Master's theorem (without proof). Sorting and Order Statistics: Bubblesort, mergesort,
heapsort, quicksort, sorting in linear time, median and order statistics. Elementary Data Structures: Stacks,
queues, linked lists, implementing pointers, rooted trees, direct-address tables, hash tables, open addressing,
perfect hashing, binary search trees, red-black trees, dynamic programming, optimal binary search trees,
greedy algorithms. Graph Algorithms: Breadth-first search, depth-first search, topological sort, Minimum
spanning trees, Krushkal's and Prim's algorithms, shortest path, Bellman-Ford algorithm, Dijkstra's algorithm,
Floyd-Warshall algorithm, Johnson's algorithm, Maximum flow, Ford-Fulkerson method, maximum bipartite
matching.

TextBooks:T.H. Cormen, C.E. Leiserson, R.L. Rivest, and C. Stein, Introduction to Algorithms, 3rd Edn, PHI,
New Delhi, 2009.

ReferenceBooks:1. Alfred V. Aho, Jeffrey D. Ullman, John E. Hopcroft, Data Structures and Algorithms,
Addison Wesley, 1983. 2. M.A. WeiSS, Data Structures and Algorithm Analysis in CTT, 3rd Edn, Pearson,
Addison Wiesley, 2006. 3. A.M. Tenenbaum, Y. Langsam, and M.J. Augenstein, Data Structures using C, PHI,
New Delhi, 2009.

Prereqisites:
Indian Institue of Technology 61
CourseNo:MA2010

CourseName:Complex Variables

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:In the first part of the course, the student will study some basic aspects of complex analysis.
This is an extremely useful and an elegant part of mathematics, which forms the basis of many techniques
employed in various branches of mathematics and physics. Extending the notions of derivatives and integrals,
familiar from calculus, to the case of complex functions of a complex variable, we encounter analytic
functions, which form the main topic and the centerpiece of this part. Complex integration will be discussed in
detail, culminating with the generalised Cauchy Integral Formula, and some of its applications. Power series
representations of analytic functions and the residue calculus will be discussed. These allow us to compute
many real integrals rather easily, via complex integration. In the second part, the student will study the
notions of Fourier and Laplace transforms, their properties and their applications in solving problems arising
in mathematical physics.

CourseContent:Analytic functions: Limits and continuity, differentiability and analyticity, analytic branches
of inverse of functions, branches of logarithm, Cauchy-Riemann equations, harmonic conjugates. Complex
integral: Cauchy's theorem and integral formula, series of complex functions and the Weierstrass M-test,
Taylor series, identity theorem, isolation of zeros of an analytic function, statements of open mapping, inverse
function, Liouville's theorem, fundamental theorem of Algebra. Residue Calculus: Singularities and their
classification, Laurent series, residue theorem and argument principle, computing real integrals using
residues. Bilinear transformation: Bilinear transformation, conformal mapping, elementary properties of the
mapping of exponential, sine and cosine functions. Complex integrals: Line integral, Cauchy's integral
theorem and integral formula, Taylor and laurent series, Residue theorem and applications, Bilinear
transformations. Transforms: Fourier transformations Fourier transforms (exp, sin, cos), Laplace transforms
inversion integrals, Convolutions, Applications.

TextBooks:E. Kreyszig, Advanced Engineering Mathematics, 10th Ed., John Willey & Sons, 2010.

ReferenceBooks:1. R.V Churchill & J.W. Brown: Complex Variables and Applications, Mc-Graw Hill, 1990. 2.
S. Ponnusamy and H. Silverman, Complex Variables with Applications, Birkhauser, 2006.

Prereqisites:

CourseNo:MA5770

CourseName:Modelling Workshop

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:In this course, mathematical modelling of various problems in industrial and applied
mathematics problems will be discussed. Students will develop the ability to use their creativity in modelling
and to apply the techniques of Mathematics appropriately.

CourseContent:Signal design & communication problem - optical fiber sensor semiconductor device
modelling , thermal imaging, electron beam lithography, reaction- diffusion models, inverse problems, Latent
image formation and Magneto - optic recording, Electro photographic system models, Fluid models in
teletraffic application etc.,

TextBooks:NIL

ReferenceBooks:NIL

Prereqisites:
Indian Institue of Technology 62
CourseNo:MA7860

CourseName:Discrete Mathematics

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:To introduce advanced topics in Discrete Mathematics.

CourseContent:Unit I – Combinatorics: Pigeonhole Principle, Principle of Inclusion and Exclusion, Catalan


Number Stirling Number, Ramsey Number. Unit II – Graph Theory: Matching, Connectivity, Planar Graphs,
Hamiltonian Graphs, Graph coloring. Unit III – Logic and Set Theory: First Order Logic, Quantifier Rules,
Compactness Theorem, Schroder-Burnstein Theorem, Cantor's Diagonalization, Axiom of Choice, Continum
Hypothesis. Unit IV – Computability and Complixity: C...omputable Functions, Halting Problem, Post
Correspondence Theorem, Rice Theorem. P, NP and co-NP, NP-completeness, Cooks Theorem, SAT, Knapsac
Problem, Vertex Cover, Independent set, TSP.

TextBooks:1. P J Cameron, Combinatorics: Topics, Techniques, Algorithms, Cambridge University Press,


1994. 2. G Chartand and L Lesniak, Graphs and Digraphs, Chapman & Hall/CRC, 2004. 3. A Singh, Logic for
Computer Science, PHI 2004.4. A Singh, Elements of Compuation Theory, Texts in Computer Science,
Springer, 2009

ReferenceBooks:1. P R Halmos, Naive Set Theory, Van Nostrand, Princeton, 1960. 2. G Ausiello P Crescenzi
G Gambosi V Kann A Maechetti-Spaccamela and M Protasi, Complexity and Approximation, Springer, 1999. 3.
Kamala Krithivasan and R.Rama, Introduction to Automata Theory, Formal Languages and Computation,
Pearson Education, 2009.

Prereqisites:
Indian Institue of Technology 63
CourseNo:MA7850

CourseName:Advanced Differential Equations

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This is intended to be a second level advanced course on Advanced topics in Differential


Equations for Ph.D. level students interested in pursuing research in this body of mathematics.

CourseContent:Ordinary Differential Equations: Review of existence and uniqueness of solutions of Initial


value problems for system of first order differential equations. Existence and Uniqueness theorem for a linear
system; homogeneous and inhomogeneous linear systems; linear equations with constant coefficients;
Fundamental matrix Linear differential equations with periodic coefficients: Floquet theory Stability for linear
systems. Principle oflinearised stability. Stability for autonomous systems. l.iapunov functions. Plane
autonomous systems Periodic solutions of plane autonomous systems. Partial Differential Equations: Review
of method of characteristics for first order partial differential equations and classification of second order
partial differential equations Nonlinear first order partial differential equations. Conservation laws. Lax-
Oleinik . formula. Riemann's problem.Long time behavior Separation of variables. Similarity solutions.
Transform methods. Converting nonlinear partial differential equations into linear partial differential
equation. Asymptotics Maximum principles.

TextBooks:1. R. Grimshaw, Nonlinear ordinary differential equations, Blackwell Scientific publications, 1990.
2. Lawrence C. Evans, Partial Differential Equations, American Mathematical Society, 1991.

ReferenceBooks:1. David Betounes, Differential equations: Theory and applications, Springer, 2010. 2. L.
Perko, Differential equations and dynamical systems, Springer, 2001. 3. Mathew P. Coleman, An introduction
to partial differential equations with Matlab, CRC Press, 2005. 4. Sandro Salsa, Partial differential equations
in action: From modelling to theory, Springer, 2008.

Prereqisites:
Indian Institue of Technology 64
CourseNo:MA6210

CourseName:Combinatorial Optimization

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:This course will give an exposure how to decide an optimization problem is computationally
tractable or intractable. It also discusses the methods for designing algorithms for computing a near optimal
solution in affordable resource bounds.

CourseContent:Complexity of optimization problems: Complexity classes P and NP; Karp reduction; decision,
solution and evaluation vertions of an optimization problem.Design techniques for approximation algorithms:
Greedy methods for knapsac, independent set and TSP; sequential algorithms for scheduling, bin packing and
graph coloring; local search algorithms for max-cut and TSP.Approximation classes: Approximate solutions
with guaranteed absolute error and relative error; approximability and non-approximability of TSP; limits to
approximability (gap technique); complexity classes PTAS and FPTAS; strong NP-completeness and pseudo-
polynomiality.Approximation algorithms for various problems: Set-cover, graph coloring, minimum multi-cut,
edge coloring, bin packing.

TextBooks:1. G. Ausiello, P. Crescenzi, G. Gambosi, V. Kann, A. M. Protasi, Complexity and Approximation:


Combinatorial Optimization Problems and Their Approximability Properties, Springer, 1999.

ReferenceBooks:1. V. Vazirani, Approximation Algorithms, Springer 2005. 2. C. H. Papadimitriou, K.


Steiglitz, Combinatorial optimization: Algorithms and Complexity, PHI 2001.3. J. Kleinberg, E. Tardos,
Algorithm Design, Pearson India, 2007.

Prereqisites:

CourseNo:MA5520

CourseName:Bayesian Data Analysis

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:Students will learn the theoretical and computational aspects of Bayesian inference in order to
apply them on the analyses of empirical datasets.

CourseContent:Review of probability and inference, Single-parameter models, Multiparameter models,


Computational methods, Markov chain Monte Carlo, Hamiltonian Monte Carlo, Stan and probabilistic
programming, Hierarchical models, Model checking, Visualization in Bayesian workflow, Evaluating and
comparing models: Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC,
Decision analysis, Large sample properties and Laplace approximation, Workflow for Bayesian data analysis

TextBooks:Gelman, Andrew, Carlin, John B., Stern, Hal S. and Rubin, Donald B.. Bayesian Data Analysis. 2nd
ed. : Chapman and Hall/CRC, 2004.

ReferenceBooks:1. McElreath, Richard. Statistical Rethinking: A Bayesian Course with Examples in R and
Stan. 2016. 2. Schervish, Mark J. Theory of Statistics, Springer. 1995. 3. Bishop, Christopher M. Pattern
Recognition and Machine Learning. New York :Springer, 2006. 4. Efron, Bradley and Hastie, Trevor.
Computer Age Statistical Inference: Algorithms, Evidence, and Data Science. Cambridge University Press 40
W. 20 St. New York, NY United States, 2016 5. Stan Development Team. 2020. Stan Modeling Language
Users Guide and Reference Manual, 2.28. https://mc- stan.org

Prereqisites:
Indian Institue of Technology 65
CourseNo:MA2060

CourseName:Discrete Mathematics

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:Discrete mathematics is the study of discrete structures. This includes natural numbers, graphs,
whose basic elements are separate from one another. Their behavior can often be very different to that of
continuous structures, like curves, real numbers etc. We discuss a variety of these topics and their proof
techniques. This course aims to build a foundation for further investigation in these topics for students of
engineering, especially theoretical computer science. Numerous application of these techniques can be found
in other branches of engineering like electrical, chemical, biotech, and civil.

CourseContent:Sets and cardinality. Propositional logic, predicates and quantification, Methods of proof.
Modular Arithmetic: Divisibility, modular arithmetic, prime numbers, induction proofs. Introduction to graphs:
Graphs, paths, connectivity. Combinatorics: Counting, Binomial theorem and Bijective counting.. pigeonhole
principle, inclusion-exclusion principle, generating functions and recurrences. Discrete Probability:
Probabilistic counting (after introducing Probability, independence, random variables, expectation).

TextBooks:1). Kenneth .H. Rosen, Discrete Mathematics and its Applications, 7th Ed., McGraw Hill, 2012. 2).
A walk through combinatorics - Miklos Bona, 4th edition. World scientific.

ReferenceBooks:Elements of Discrete Mathematics - C L Liu, D Mohapatra. 4th edition. Mcgraw Hill. 2017.

Prereqisites:
Indian Institue of Technology 66
CourseNo:MA5018

CourseName:Stochastic Calculus for Finance

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:To introduce the concepts of stochastic calculus and demonstrate their use in finance

CourseContent:Infinite Probability Spaces, Random Variables and Distributions, Expectations, Computation


of Expectations, Change of Measure, General Conditional Expectations Martingale Property for the
Symmetric Random Walk, Quadratic Variation of the Symmetric Random Walk, Scaled Symmetric Random
Walk, Limiting Distribution of the Scaled Random Walk, Definition of Brownian Motion, Distribution of
Brownian Motion, Filtration for Brownian Motion, Martingale Property for Brownian Motion, Distribution of
Brownian Motion and Its Maximum Ito's Integral for Simple Integrands, Construction of the Integral,
Properties of the Integral, Ito's Integral for General Integrands, Ito-Doeblin Formula, Formula for Brownian
Motion, Formula for Ito Processes Evolution of Portfolio Value, Evolution of Option Value, Equating the
Evolutions, Solution to the Black-Scholes-Merton Equation, The Greeks, Put-Call Parity. Multiple Brownian
Motions, Ito-Doeblin Formula for Multiple Processes, Recognizing a Brownian Motion, Brownian Bridge,
Gaussian Processes, Brownian Bridge as a Gaussian Process, Brownian Bridge as a Scaled Stochastic
Integral, Multidimensional Distribution of the Brownian Bridge, Brownian Bridge as a Conditioned Brownian
Motion Multidimensional Market Model, Existence of the Risk-Neutral Measure, Uniqueness of the Risk-
Neutral Measure. Continuously Paying Dividend, Continuously Paying Dividend with Constant Coefficients,
Lump Payments of Dividends Lump Payments of Dividends with Constant Coefficients, Forward Contracts,
Futures Contracts, Forward-Futures Spread

TextBooks:Shreve, S. E. (2004). Stochastic calculus for finance II: Continuous-time models (Vol. 11). New
York: springer.

ReferenceBooks:Karatzas, I., & Shreve, S. (2012). Brownian motion and stochastic calculus (Vol. 113).
Springer Science & Business Media. Shreve, S. (2005). Stochastic calculus for finance I: the binomial asset
pricing model. Springer Science & Business Media.

Prereqisites:
Indian Institue of Technology 67
CourseNo:MA5897

CourseName:Fast Matrix Algorithms

Credit Distribution: C: L: T: P: E: O: TH:

Course Type:

Description:The course will cover state of the art fast matrix algorithms including fast multipole methods,
hierarchical matrices, HODLR matrices, HSS matrices, Generalised Rybicki Press method, Fast Fourier
Transform, Non-uniform fast Fourier transform, butterfly algorithms, fast direct solvers, randomized
numerical linear algebra, etc. These algorithms are routinely used to solve a wide range of problems arising
out of physics (such as electromagnetic scattering, diffusion, etc.) and machine learning (Gaussian Process
regression, kernel density estimation, etc.). Error estimates and computational complexity for various fast
algorithms will be derived. Implementation and application of these fast algorithms will also be discussed.

CourseContent:1. Short primer on Numerical Linear algebra and Numerical Methods (4 lectures) 2. Need
for fast matrix algorithms (2 lectures) 3. Fast Multipole Method (5 lectures) 4. Low rank factorization (3
lectures) 5. Semi-separable matrices and Generalised Rybicki Press algorithm (3 lectures) 6. Hierarchical
matrices including HODLR, HSS, H matrices (4 lectures) 7. Fast direct solvers (5 lectures) 8. Fast Fourier
transform (2 lectures) 9. Non-uniform fast Fourier transform (3 lectures) 10. Butterfly algorithms (3 lectures)
11. Randomized numerical linear algebra (5 lectures)

TextBooks:1. Fast direct solvers for elliptic PDEs; Author: Martinsson, Per-Gunnar; Publisher: Society for
industrial and applied mathematics; Edition: 2019. 2. Hierarchical Matrices: Algorithms and Analysis; Author:
W. Hackbusch; Publisher: Springer Nature; Edition: 1st edition (2015) 3. The Fast Fourier Transform: An
Introduction to Its Theory and Application; Authors: E. Oran Brigham, Publisher: Prentice Hall; 1st edition 4.
Matrix Computations and Semi-separable Matrices: Linear Systems; Authors: Raf Vandebril, Marc Van Barel,
Nicola Mastronardi. Publisher : Johns Hopkins University Press; 1st edition (14 January 2008) 5. Matrix
Computations and Semi-separable Matrices: Eigenvalue and Singular Value Methods; Authors: Raf Vandebril,
Marc Van Barel, Nicola Mastronardi. Publisher : Johns Hopkins University Press; 1st edition (15 December
2008)

ReferenceBooks:1. A short course on fast multipole methods; Authors: Beatson, Rick, and Leslie Greengard;
Wavelets, multilevel methods and elliptic PDEs 1 (1997): 1-37. (https://www.math.nyu.edu/~greengar/
shortcourse_fmm.pdf) 2. Accelerating the nonuniform fast Fourier transform. Authors: Greengard, Leslie, and
June-Yub Lee, Journal: SIAM review 46, no. 3 (2004): 443-454. 3. Randomized numerical linear algebra:
Foundations and algorithms. Authors: Martinsson PG, Tropp JA., Journal: Acta Numerica. 2020
May;29:403-572.

Prereqisites:

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