- Announcements
- Welcome to the Univariate and Multivariate Calculus webpage. You have to visit this page reguarly for any announcement regarding this course.
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- Syllabus
- Lecture Schedule
- Tutorial Schedule
- Lecture Notes
- Problems
- Question Papers and Answer Keys
- Marks
- Make Up Examination Marks
- Announcements
- Lecture Notes
- Problems
- Question Papers and Answer Keys
- Announcements
- We would like to express our deepest appreciation to Professor Neeraj Mishra, IIT Kanpur for many insightful discussions while teaching this course in the past couple of years. The modules for the same course available on his personal web page were very helpful in preparing our lecture notes.
- Syllabus
- z-table
- Lecture Notes
- Problems
- Question Papers and Answer Keys
- C3 Marks
- Announcements
- Course Outline
- Convex Analysis: convex sets, convex functions, calculus of convex functions.
- Optimality of Convex Programs: 1st order necessary and sufficient conditions, KKT conditions.
- Duality: Lagrange and conic duality.
- Linear and Quadratic Programs.
- Conic Programs: QCQPs, SOCPs, SDPs.
- Smooth Problems: gradient descent, Nesterov's accelerated method, Newton's methods.
- Non-smooth Problems: sub-gradient descent.
- Special topics: active set and cutting planes methods, proximal point method.
- Text Books
- S. Boyd and L.Vandenberghe, Convex Optimization. Cambridge University Press, 2004.
- Reference Books
- R. T. Rockafellar. Convex Analysis. Princeton University Press, 1996.
- G. C. Calafiore and L. El Ghaoui, Optimization Models, Cambridge University Press, 2014.
- Question Papers and Answer Keys
- Marks
(Formula for Total Marks = Q1 + MS + 0.8*Q2 + ES)
- Course Outline
- Laplace Transforms: Definition and properties, Sufficient condition of Existence,
Transforms of derivatives and integrals, Derivatives and integrals of transforms, Inverse
Laplace Transforms, Exponential shifts, Convolutions, Applications: Differential and Integral
Equations.
- Fourier Series: Periodic functions, fundamental period, Trigonometric series, Fourier
series, Bessel's inequality, Orthonormal and orthogonal set, Euler formulas, Functions with
arbitrary periods, Even and odd functions , Half range expansions, Fourier coefficients
without integration, Approximation by trigonometric polynomials, Application to differential
equation.
- Fourier Transforms: Fourier integral theorem, Sine and Cosine Integrals, Inverse
Transforms, Transforms of Elementary Functions, Properties, Convolution, Parsevals relation,
Transform of Dirac Delta Function, Multiple Fourier transform, Finite Fourier transform.
- Z Transforms: Z-transforms, properties, Inverse Z- transforms, relationship with Fourier
transforms.
- Complex Analysis: Complex numbers, Modulus, Argument, Curves and regions in complex
plane, Functions, Limits, Derivatives, Analytic functions, Cauchy-Riemann equations, Complex
exponential logarithms and trigonometric function, General powers, Line integrals, Cauchy's
theorem, Cauchys integral theorem, Cauchys integral formula, Taylor and Laurent series ,
Zeros and singularities, Residues, Residues theorem, Evaluation of real improper
integrals.
- Text Book
- E. Kreyszig, Advanced Engineering Mathematics, Wiley.
- Reference Books
- M. Braun, Differential Equations and Their Applications, Springer-Verlag, New
York.
- W. Trench, Elementary Differential Equations.
- J. Schiff, The Laplace Transform: Theory and Applications, Springer.
- J. Brown and R. Churchill, Complex Variables and Application, McGraw-Hill.
- G. F. Simmons, Differential Equations, Tata Mcgraw Hill.
- R. Jain and S. Iyenger, Advanced Engineering Mathematics, Narosa.
- Questions and Keys
I introduced a Minor in Mathematical Analysis for B.Tech. (IT, ECE & BI) students which will be opted by them from 3rd till the 7th semester. The list of the courses in this minor is: 1) Real Analysis 2) Introduction to Topology 3) Differential Geometry of Curves and Surfaces 4) Measure Theory 5) Functional Analysis.
I taught the following courses to PhD students: 1) Mathematical Analysis (Calculus of Seevral Variables, Measure Theory & Fourier Series) 2) Functional Analysis 3) Fundamentals of Discrete Mathematics.