Advanced Engineering Mathematics-II
Course Content
Unit 0: Motivation
Why study this course- Relevance and Significance?
Unit I: Numerical Methods and Optimization
Bisection and Newton-Raphson methods, Gauss Elimination and Gauss-Seidel methods, Finite
difference operators, Interpolation with equal and unequal intervals, Numerical differentiation, and
integration, Numerical solution of ODEs: Picard’s method, Euler’s method, Runge-Kutta fourth order
method.
Introduction to optimization, The Simplex method, Duality, Lagrange multipliers, Convex sets and
functions, Elements of Gradient search algorithms: Steepest descent, Newton and Jacobi algorithms,
Least Squares method, Application: The Markowitz Model, and Overview of constrained
optimization, Hill climbing, Single variable search. Recap of Unit I.
Unit II: Infinite Series and Introduction to Complex Analysis
Sequence and series, Convergence tests: p-series, Comparison, Ratio and root test, Alternating series.
Complex number system, Euler’s formula, Functions of a complex variable, Hyperbolic functions,
Limit and Continuity, Derivative and Analytic functions, Holomorphic functions, Cauchy-Riemann
equations, Harmonic functions, Line integral and independence of path, Cauchy’s theorem, Cauchy’s
integral formula, Zeros and singularities of a function, Power series: Taylor’s and Laurent’s series.
Some applications. Recap of Unit II.
Unit III: Introduction to Special Functions
Introduction to Power series method, Legendre’s equation and Legendre polynomials, Bessel’s
equation and Bessel functions. Application of Bessel functions: CV Raman’s model of Indian drums.
Recap of Unit III.
Unit IV: Integral Transforms
Laplace Transform and its properties, Shifting Theorems, Laplace Transform of derivatives, integrals,
and periodic functions, Heaviside and Dirac Delta Functions. Inverse Laplace transforms,
Convolution, Solutions of differential equations using Laplace transforms. Fourier series and
applications, Dirichlet’s condition, Fourier Transforms, Fourier sine and cosine transforms, Properties
of Fourier Transforms, Fast Fourier Transform, Inverse Fourier transforms. Recap of Unit IV.
Unit V: Introduction to PDEs and Applications
Introduction to Partial differential equations (PDE) and real-world applications, Classification of
PDEs: Elliptic, Hyperbolic, Parabolic, Solution of homogeneous and non-homogeneous linear PDEs,
Method of separation of variables using Fourier series, Solution of Heat conduction or Diffusion
equation, Connection between diffusion and randomness, Wave Equation, Laplace Equation, and
Poisson Equation. Some applications: Air pollution, Traffic model. Recap of Unit V.