SEMESTER III

NUMERICAL METHODS-24MA3R005 – SYLLABUS

COURSE OBJECTIVES

At the end of the course, the students would be acquainted with the basic
concepts in
numerical methods and their uses are summarized as follows:

The roots of nonlinear (algebraic or transcendental) equations, solutions of large

system
of linear equations and eigen value problem of a matrix can be obtained
numerically
where analytical methods fail to give solution.

When huge amounts of experimental data are involved, the methods discussed
on
interpolation will be useful in constructing approximate polynomial to represent
the data
and to find the intermediate values.

The numerical differentiation and integration find application when the function
in the
analytical form is too complicated or the huge amounts of data are given such
as series
of measurements, observations or some other empirical information.

Since many physical laws are couched in terms of rate of change of one/two or
more
independent variables, most of the engineering problems are characterized in
the form of
either nonlinear ordinary differential equations or partial differential equations.

The methods introduced in the solution of ordinary differential equations and

partial
differential equations will be useful in attempting any engineering problem.

PO PO PO PO PO PO PO PO PO PO1 PO1 PO1 PSO PSO PSO

1 2 3 4 5 6 7 8 9 10 11 12 1 2 3

CO1 0 2 0 0
3 3 0 0 0 0 0 0 0 0 3

CO2 0 2 0 0
3 3 0 0 0 0 0 0 0 0 3

CO3 0 1 0 0
3 3 0 0 0 0 0 0 0 0 3
 CO4 0 1 0 0
3 3 0 0 0 0 0 0 0 0 3

CO5 0 1 0 0
3 3 0 0 0 0 0 0 0 0 3

AVG 0 1 0 0
3 3 0 0 0 0 0 0 0 0 3

 1 – low, 2 – medium, 3 – high, ‘-‘ – no correlation

UNIT I SOLUTION OF EQUATIONS AND EIGENVALUE

PROBLEMS (9+3)
Solution of algebraic and transcendental equations — Fixed point
iteration method — Newton Raphson method — Solution of linear
system of equations — Gauss elimination method — Pivoting —
Gauss Jordan method — Iterative methods of Gauss Jacobi and
Gauss Seidel — Eigenvalues of a matrix by Power method .
UNIT II INTERPOLATION AND APPROXIMATION (9+3)
Interpolation with unequal intervals — Lagrange’s interpolation —
Newton’s divided difference interpolation —Difference operators and
relations — Interpolation with equal intervals — Newton’s forward
and backward difference formulae.
UNIT III NUMERICAL DIFFERENTIATION AND INTEGRATION
(9+3)
Approximation of derivatives using interpolation polynomials —
Numerical integration using Trapezoidal, Simpson’s 1/3 rule —
Romberg’s Method — Evaluation of double integrals by Trapezoidal
and Simpson’s 1/3 rules.
UNIT IV INITIAL VALUE PROBLEMS FOR ORDINARY
DIFFERENTIAL EQUATIONS (9+3)
Single step methods — Taylor’s series method — Euler’s method —
Fourth order Runge — Kutta method for solving first order equations
— Multi step methods — Milne’s and Adams — Bash forth predictor
corrector methods for solving first order equations.
UNIT V BOUNDARY VALUE PROBLEMS IN ORDINARY AND
PARTIAL
DIFFERENTIAL EQUATIONS (9+3)
Finite difference methods for solving second order two - point linear
boundary value problems — Finite difference techniques for the
solution of two dimensional Laplace’s and Poisson’s equations on
rectangular domain — One dimensional heat flow equation by
explicit and implicit (Crank Nicholson) methods .

TEXT BOOKS
1. Veerarjan, T and Ramachandran, T., “Numerical methods with programming
in C”,
Second Editiion, Tata McGraw-Hill Publishing.Co.Ltd, 2007.
2. Sankara Rao K, “Numerical Methods for Scientisits and Engineers”, 3rd
Edition, Printice
Hall of India Private Ltd, New Delhi, 2007.

REFERENCE BOOKS
1. Chapra, S. C and Canale, R. P., “Numerical Methods for Engineers”, 5th
Edition, Tata
McGraw-Hill, New Delhi, 2007.
2. Gerald, C. F. and Wheatley, P.O., “Applied Numerical Analysis”, 6th Edition,
Pearson
Education, Asia, New Delhi, 2006.
3. Grewal, B.S. and Grewal,J.S., “ Numerical methods in Engineering and
Science”, 6th
Edition, Khanna Publishers, New Delhi, 2004.

SEMESTER III
24MA3R006 – PROBABILITY AND RANDOM PROCESSES

PO PO PO PO PO PO PO PO PO PO1 PO1 PO1 PSO PSO PSO

1 2 3 4 5 6 7 8 9 10 11 12 1 2 3

CO1 0 2 0 0
3 3 0 0 0 0 0 0 0 0 3

CO2 0 2 0 0
3 3 0 0 0 0 0 0 0 0 3

CO3 0 1 0 0
3 3 0 0 0 0 0 0 0 0 3

CO4 0 1 0 0
3 3 0 0 0 0 0 0 0 0 3

CO5 3 3 0 0 0 0 0 0 0 0 0 3 1 0 0
 AVG 0 1 0 0
3 3 0 0 0 0 0 0 0 0 3

 1 – low, 2 – medium, 3 – high, ‘-‘ – no correlation

OBJECTIVES
At the end of the course, the students would
Have a fundamental knowledge of the basic probability concepts.
Have a well-founded knowledge of standard distributions which can describe real
life phenomena.
Acquire skills in handling situations involving more than one random variable and
functions of random variables.
Understand and characterize phenomena which evolve with respect to time in
probabilistic manner.
Be able to analyze the response of random inputs to linear time invariant
systems.

UNIT I RANDOM VARIABLES 9 + 3

Discrete and continuous random variables – Binomial, Poisson , Exponential, and
normal distributions – Function of Random Variable.

UNIT II TWO DIMENSIONAL RANDOM VARIBLES 9 + 3

Joint distributions - Marginal and conditional distributions – Covariance - Correlation and
Regression - Transformation of random variables .

UNIT III CLASSIFICATION OF RANDOM PROCESSES 9 + 3

Definition and examples - first order, second order, strictly stationary, wide-sense
stationary - Markov process – Binomial Process – Poisson Process - Sine wave process –
Random telegraph process.

UNIT IV CORRELATION AND SPECTRAL DENSITIES 9 + 3

Auto correlation - Cross correlation - Properties – Power spectral density – Cross
spectral density – Relationship between cross power spectrum and cross correlation
function.

UNIT V LINEAR SYSTEMS WITH RANDOM INPUTS 9 + 3

Linear time invariant system - System transfer function – Linear systems with random
inputs – Auto correlation and cross correlation functions of input and output – white
noise.

TOTAL : 60 PERIODS

TEXT BOOKS
1. Oliver C. Ibe, “Fundamentals of Applied probability and Random processes”,
Elsevier, First Indian Reprint ( 2007) (For units 1 and 2)
2. Peebles Jr. P.Z., “Probability Random Variables and Random Signal Principles”, Tata
McGraw-Hill Publishers, Fourth Edition, New Delhi, 2002.(For units 3, 4 and 5).
REFERENCES
1. Miller,S.L and Childers, S.L, “Probability and Random Processes with applications to
Signal Processing and Communications”, Elsevier Inc., First Indian Reprint 2007.
2. H. Stark and J.W. Woods, “Probability and Random Processes with Applications
to Signal Processing”, Pearson Education (Asia), 3rd Edition, 2002.
3. Hwei Hsu, “Schaum’s Outline of Theory and Problems of Probability, Random
Variables and Random Processes”, Tata McGraw-Hill edition, New Delhi, 2004.
4. Leon-Garcia,A, “Probability and Random Processes for Electrical Engineering”,
Pearson Education Asia, Second Edition, 2007