t4-iilvarslty, of·Dhaka

Third Year B.S. Hohoura Final Examination, 2018

Subject: Applied Math111D&tlcs
Oo\lrle N~.: AMTH 301, Colll'le Name: Complex Vartablu and Fourier Analy1ll
FWl Marb: 70 Credits: 3 Time: 3 Hours

Ipatructiou:
• Answer any 5 (Five) out of the following 8 (eight} questions.
• Fipres given in the right margin indicate the marks of the ret1pective questions.
• Your &n1wer muat be relevant, neat a.nd clean.
• Any kJnd of cheating and writings on question paper are strictly probJblted.

1. (a) Define modulus and argument of a complex number. Find modulus, principle [6]
= ( v'3 + i)
7
/ argument and genera] argument of z .

(b) Describe the region geometrically of Im (z 2) ~ 4. [4}

(c) State Euler's formula. Show that sin3 8 = ~ sin 8 - ! sin 38 (4)
4 4 .

2. (a) What is analytic function? Write down Cauchy-Riemann equations. State nee- f6J
essa.ry and sufficient conditions such that a function wi11 be analytic.
(b) Let f(z) = -1z = u(x, y)+iv(x,
'
y).. [2x4=8]

(i) Show explicitly that the Cauchy-Riemann equations are satisfied.

(ii) Show explicitly that both real and im~ginary parts are harmonic functions.

(iii) Describe the family of curves u(x, y) = k and v(x, y) = c, and sketch them.
(iv) Show explicitly that the curves u(x, y) = k and ·u(x, y) =care perpen~cu-
Jar to each other at the points they intersect. Hence deduce th~ conclusion.

3. (a) State Cauchy's theorem, Cauchy's Integral formula and Cauchy's Integral formula {3)
for the derivative of an analytic function .

l
(b) Evaluate-.
21ri c Z - 2
i
-ez- dz 1'f C 1s
.

(i) the circle lzJ = 3, and

(ii) the circle lzl = l.
L t . [6]
(c) Define isolated singularities. Expand J(z) = (z _ l)(z 2 :_ z) in a auren series
valid for

(i) 1 < lzl < 2, and

(ii) lzl > 2.

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 -
d
_!,_ at its
d the residues of f (z) ::= z4 + 4
4. (a) Explain pole and residue. Hence fin

' { • e! dz
. theorem to find z2 Jc + 7r2)2 '
(b) Enunciate Ca.uchy,s residue theorem. UsP. this c (
where C is the circle: lzl = 4.

[7]
5. (a) Evaluate the Cauchy principal value (P.V.) of[: (x' + 1{(x' + 9) dx.
(21
(b) Define bilinear transformation and cross ratio.
h t' 1 +i -i 2 - i of a {51
(c) Find the bilinear transformation which maps t e ver ices ' '
triangle r of z plane into the points 0, 1. i of thew plane.

6. (a) Define Gamma Function. Prove that r (~) = ,/i.

/ (b) .
Evaluate the integral
1 00

O
1
1 + y4 dy.
(c) Using Fourier series, solve the heat conduction equaiton
au 82 u
8t = 8x 2
subject to the boundary conditions

u(O, t) = 0, u(6, t) = 0, and v.(x, 0) =

~.....~ ~ - - - - i ~ : ; ; ; : : = . . . _ - -

Also interpret physically.

7. (a) Find the Fourier cosine and sine integrals off (t) = e-" t ; t, s > 0. [6]

(b) Deduce Parseval's theorem. Find the Fourier series of the periodic function whose (81
definition in one period is f (t) = t 2 for -L < t < £, .f (t + 2L) = f (t). Hence
00 1 4
deduce L n" = ; 0 .
n=l

8. (a) Define Fourier transform. Find the Fourier transform of the n-th derivative of a l61
/ function f(x).
(b) Define finite Fourier sine and cosine transform. Also define inverse finite ·Fourier '3'
l l
sine and cosine transform.

(c) Solve the integral equation ["' f (x) cos wxdx = e-w.

--The End-

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 University of Dhaka
Third Year B.S. Honours Final Examination, 20lS
Subjeck~pplied Mathematics
Course No.: AMTH 302, Course Name: Theory of NUlllber•
Full Marks: 70 - - - - Credit&: 3 Time: 3 Hours
........

Instructions:
• Answer any 5 (Five) out of the following 8 (eight) questions.
• Figures given in the right margin indicate the marks of the respective questions.
• Your answer must be relevant, neat and clean. .
• Any kind of cheating and writings on question paper are strictly prohibited.

(
I • (a ) Define a. prime number, relatively prime numbers and Fermat number · Then [7]
show that Fermat numbers are relatively primes to ea.ch other· ~
(b) Define an infinite continued fraction. Check whether the irrational n~ber [7]
. l+J'f,IT ' d
2 is normal type or not. If it is so, then calculate its perio ·

2. {a) State_Euclidean Algorithm to cal~ula.te the GCD of two numbers. Using_ t!: [7]
algori_th~ find the GCD of 85 and 289, hence represent the GCD as a lin
combmation of two integers.
(b) Rabat wants to buy pizza a.nd cola for his family. If each pizza costs 57 Tk and (7]
each bottle of cola costs 22 Tk, how many pizza and bottles of cola he can buy
with 400 Tk?

3. (a) Define congruence. Solve 17x = 12 (mod 44). l4l

(b} State the Chinese remainder theorem. Using the theorem solve the following l7]
system (if solvable):

x = 3(mod 6)
x = 5(mod 7)
x = 2(mod 11)
(c) Find the remainder, when 3287 is divided by 23 using congruence. [3]

4. (a) State Fermat's and Wilson's theorem. Prove that 18! + 1 = 0 (mod 437) . [5]

(b) Develop a schedule for a round-robin tournament with seven teams. (5)

(c) Check whether the ISBN-987-1861973712 is valid or not and what will be the [4]
check digit of 987-1861972712.
i
+

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 . 'th examples. What is meant by T(n) and o-(n)?
5. (a) Define multiplicative function W1 .
tiplica.t1ves.
( )
Then show that ,(n) and a n are m ul

pl(b) Prove that

(i) L {r(d)}3 = {2>(d) \'

din din I
i:t~+l) ,where n =npf' ·
k k

(ii) a(n~~(n) = IT (1 -
i=l P, ,=1

6. (a) Define Euler's function. Prove that I if m and n a.re relatively prime then {51
¢(mn) = </>(m)¢(n).
{b) Calculate r(n) , a(n), q,(n) for n = 2100.
k-1

+(c) Show that every even perfect number n = 2k- 1 (2k -1) is the sum of the first 22- {
31
odd cubes.

*7. (a) Define an integral domain and a unit of an integral domain. Find all units of l81
Q [v'd], when d < 0. •

(b) Show that every non-zero quadratic integer is either irreducible or it has a proper [61
divisor which is irreducible;

( a) What is meant by primitive Pythagorean triple? If (x0 , y 0 , Zo) is a primitive [51

Pythagorean triple_, then show that one of the three integers x 0 , y 0 , Zo is divisible
by 5.

(b) Define quadratic residue. Find Q11 1 the set of all quadratic residues modulo 17. [4)

(c) Define order of an integer and primitive root modulo any positive integer. What (5)
is order of 5 mod 13? And what element of order 3 mod 7.

-The End--

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 Univers1 . .
Third Year B.S. Honoun P'tnal Examination, 2018
Subject: Applied Mathematic•
Courae No.: AMTH 303, Courae Name: Partial dllferantlal and Jot•sral EquatJoDI
Full Marb: 70 Credlta: 4 Time: 4 HOWll

lpstructlom:
• Answer any 5 (Five) out of the following 8 (eight) questions.
• Figurea given in the right margin indicate the marks of the respective questions.
• Yow- answer must be relevant, neat and clean.
• Any kind of cheating and writings on question paper are strictly prohibited.

1. (a) Define semilinear and qu~ilinear partial differential equations (PDEs) with ex- [4J
amples.
(b) Consider the PDE [6J
8u 8u
-+u-=1
8t ax
for u(x, t) in t > 0, subject to the initial conditoin u = x on ·t = 0. Check
whether the problem is solvable. If it is so, find a solution using the method elf
char~teristics.
(c) Solve the PDE using ODE method [4]
= x cosy,
'ILyy 2

{
u(x, 0) = 0, u (x, ~) = 0

2. (a) Explain expansion fan and shock with simple diagrams. Solve the following IVP: [8}
+UU:i; = 0, t > 0
Ut

u(x, 0) = { x + I, x < 0
x+2, X >0
r
I
(b) What is Ra.nkine-Hugoniot condition? What is its significance? Find the position [6]
of the shock for ·
Ut + UU:i; = 0, t > 0
u(x, 0) = { 1, x <0
0, X ~0
3. (a) Find a solution of the following heat equation by the method of se t· f [J
variables · para 10n o 1
Ut = 4Uxz, 0 < X < IO, t > 0

u(0, t) = 10, u(IO, t) = 20, t>o

u(x, 0) = 0, 0 < x < 10
(b) Solve the following non-homogeneous wave equation: J.o~ [1]
Ut = Uxx, 0 < X < 1, t > 0
u(0, t) = sint, u(l, t) = o, t>o
u(x, 0) = 0, 0 < x < 1
4. (a) State "conservation law" R l
related theorem for impli. ·t orlmt~ ate an IVP for conservation laws and give a [8]
ci so u 10n of the IVP.

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 milgral equation u(x) =x
3
+
1 0
s .
(x _ t)2u(t)dt into an

.
[7}
Otve the claui6ce.tion with exampleR of the general second order PDE

Au1111 + Buzv + CUw + DUc + Eu, + Fu = G

where u(x.11} ii the unknown function and A,B,C,D,E, F and Gare functions
of :t and l/·
(b) Solve the following problem by the eigenfunction expansion method: {7]

tLt - Uz:z: + u = 2t + 15 cos 2x, 0 < x < 1r /2, t > 0

Uz(O, t} = U:z:(7r /2, t} = 0, t ~ 0
10
u(x,O) = 1 + °l:3ncos2nx,, 0 $ x $ 1r/2.
n=l
[4]
~- (a) What is an integra.l equation? Give an example of each

(i) Nonlinear Volterra integra.l equation of 2nd kind

(ii) Homogeneous Fredholm integral equation of 2nd kind.

5
(b) Convert the following IVP to an equivalent Volterra integral equation [ ]
y"(x) + y(x) = cos x
y(O) = 0, y'(O) =1
(c) Cmnert the following BVP to an equivalent Fredholm integral equation [5)

y"(x) + y(x) = x, O< x < 11'

y(O)=O, y(1r)=n-l

y ·(a) Apply method of successive substitutions to solve the following integral equation: [6]

u(x) = x2 - x4 + 1:z: 4t u(t)dt .

(b) Solve the following integral equation by using modified decomposition method: [4]

u(x) = 1+x - x2 + 1:z: u(t)dt .

(c) Find a solution of the Volterra Integral equation of first kind [4]

x2 + 1x3 1:i;
6 = 0 (2 + x - t) u(t)dt .

What do you mean by "Successive Approximation" method to solve IEs? Solve [7}
the following IE
u(x) = 1 -1:x (x - t) u(t)dt
by the above method.

{b) Solve the following IE {7]

u(x) = 1z (x + u )dx 2

by "Adomian Decomposition" method.

-The End-

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 University of Dhaka
Third Year B.S. Honours Final Examination, 2018
Subject: Applied Mathematics
Course No.: AMTH 309, Course Name: Optlmlzatlon Technlquu
Full Marks: 70 Credlta: 4 Tune: 4 Hours

Imtructlom:
• AR8wer any 5 (Five) out of the following 8 (eight) questions.
• Ftgur. given in tha right margin Indicate t.he marks of the respective questions.
• Your answer muat be relevant, neat and clean.
• Any kind of cheating and writings on queetion paper are strictly prohibited.

(a) Define convex set, hyper plane, half spa.ce and convex polyhedron with examples. (3)
(b) Define a feasible solution, a basic feasible solution, a non-degenerate basic feasible solu- [S)
tion and an optimal solution to a linear programming problem with examples.

(c) A farmer h&B a 100-acres farm. He can sell all the tomatoes, lettuce or radishes he can (8)
raise. The price he can obtain is Tk 20 per kg for tomatoes, Tk 15 a head for lettuce and
Tk 40 per kg for radishes. The average yield per acre 2000 kg of tomatoes, 3000 heads
of lettuce and 1000 kg of radishes. Fertilizer is available at Tk 10 per kg and amount
required per acre is 100 kg each for tomatoes and lettuce and 50 kg for radishes. La.hour
required for sowing, cultivating and harvesting per acre is 5 man-days for tomatoe.s and
radishes and 6 man-days for lettuce. A total of 400 man-days of labour are available at
Tk 400 per man-day. Formulate a linear programming (LP) model for this problem to
maximize the farmer's total profit. Then solve the LP.

i. (a) State the ma.in features of a standard linear programming problem . Hence transform [6]
the fo\lowm.g LP to tb.e standard form:

Minimiz~ z = -3x1 + 4x2 - 2x3 + 5x4

subject to: 4x1 - x2 + 2x3 - x4 = -2
X1 + X2 + 3x3 - X4 ~ 14
-2x1 + 3x2 - x3 + 2xi ~ -2
X1 2: 0, x2 2: 0, xa $ 0, x4 unrestricted in sign.
(b) Solve the LP problem:
Maximize [8]
subject to: 3x1 - 4xi - 6x3 ~ 2
2x1 + x2 + 2x3 ? 11
X1 + 3x2 - 2x3 ~ 5
X} 2': 0, X2 ? 0, X3 ? 0,
3. (a) Consider the following primal problem:
[6]
Maximize z = 7x1 - 5x2 - 2x3
subject to: x1 - x2 + x3 = 10
2x1 + x2 + 3x3 ~ 16
3x1 - x2 - 2x3 2:: -5
x1 ? 0, x2 $ 0. x3 unrestricted i!l sign

Write down the dual problem of the above primal problem.

(b) State complementary slackness theorem of the LP problem. Solve the following problem: [8]
Minimize z = X1 + 4x2 + 3x4
subject to: x1+ 2x 2 - x 3 + x4 2:'. 3
- 2x1 - x2 + 4x3 + X4 2: 2
X1 2: 0, X2 2': 0, X3 2': 0, X4 2': 0 .

Using duality also find the primal solution with the help of complementary slackness
conditions.

Pagt, 1 of 2
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 b&.le.nced and unbalanced TP
What \1 Ttan1port l\t\on Prob\em (TP)1 f)e8ne c'.
unp\•. \. h 1 w&.rehouaea at D, E, and F. '"n1
Acomp&ny hu {n.ctorlM at A, Band Cw uc aup~ly l Weekly warehouse requirem
factory capt.cltlea a.re 200, 160, imd 90 unite r~recl v~~t ahippl.llg costs are as follows:
(dem1nd1) are 1601 110, 1nd 150 w1\ta reap6C,1Ve Y· ·
, I I

Fact.ory D E F Capacity

A 16 20 12 200

B 14 8 18 160

C 26 24 16 90

1 Demand 180 120 150

Determine the optimum distribution for this company to minimize shipping costs.

5. (a)
.Define the Assignment Problem (AP). Write down some differences between AP and TP. [4}
(b) In a. job shop operation, four jobs may be perforrr,ed on any of four ma.chines. The hours [10]
required for ea.ch job on ea.ch machine are presented in the following table:

MACHINE
JOB
I u--· Ill IV
w 10 14 16 13
X 12 13 15 12
y 9 12 12 11
z 14 16 18 16

The plant supervisor would like to assign jobs so that total time is minimized. Use the
easignment method to find the best solution.
/
6. (a) What is Integer Programming (IP)? Define different types of IP with examples. l41
\I
(b) The Telfa Corporation manufactures tables and chairs. A Table requires 1 hour of la.bot ll01
and 9 square board feet of wood, and a chair reguires l hour of labor al!d 5 aqua.re boa.rd
feet of wood. Currently, o hours of labor and 45 sq1.iare anrS-5 ; gt c board feet of wood
a.re available. Each t able contributes $8 to profit, and ea.ch chair contribut es $5 to profit .
Formulf1,te and solve an IP to maximize Telfa.'s profit.

7.. (a) State Ga.me Problem (GP). Describe method of solving (2 x 2)-game problem without, [7)
saddle point and solve the given GP: ( ~1 - l) .
1
(b) Describe graphical method of solving (2 x n )- GP and solve the following problem graph~ {T)
ically:

19 15 17 16
0 20 15 5

8. (a) Discuss La.grange's multiplier method for solving an Nonlinear Problem (NLP). [6)

(b) Use Le.grange multiplier method ~o solve t he. following NLP :

Minimize f (x1,x2 ,x3 ) = (x1 - }j) 2 + (x2 - ½/- X3

subject to: fi(x1,x2 , x3) = x1 + i x2 -10 = 0
J,z(x1,x2 1 x3) = (x2 -2)2 + X3 - 4 = 0
:t1, X2, X3 2: 0

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 ' University of Dhaka
Third Year B.S. Honours Final Examination, 2018
. Subject: Applied Mathematica
Courae No.: AMTH 3o,, Cour10 Name: Mathematical Methodl
full Mwb: 70 Credit,: 4 Time: 4 Houn

Ipt.ructlgna:
• Aruwer any 5 (Five) out of the following 8 (eight) questiona.
• Flauree given ln the right margin indicate the marka of the respective questlona.
I Your answer must he relevant, neat and clean.
• Any kind of cheating and writings on queatlon paper are 1trlctly problblted.

1. (a) Define ordinary point and singular point. Solve the Airy's equation 11'' + xy = 0 ['1)
about the ordinary point x = 0. Mention some fields where the solution is e.pplied.

(b) Define regular singular point and irregular singular p_oint with example. Find ('1)
two linearly independent power series solution of the differential equation
3xy'' + y' - y = 0 about the singular point x = 0.
2. (a) Define Strum-Liouville problem with example. Prove that the eigenvalues of the (7)
/ Strum-Liouville problem are real.

(b) Find the eigenvalues and eigenfunctions of the boundary value problem [1]

3. (a) De.fine Green's function. What are the advantanges of using Green's function. [7)
Construct Green's function for the boundary value problem

y" +).y = sin kt (k > 0), y(0) = 0, y(1r) = O.

(b) State Leibnitz's formula for differentiation under integration. Solve the boundar [7]
value problem _ Y
y'' + y = -3sin 2x, y(O) = 0, y'(1r) = O.

I
4. (a) Show that the Legendre polynomial Pn(x) can be expressed in the form
[6] II
• Pn(x) = _I_!!'_ (x2 - l) n .I
2nn! dxn . ·

(b) ~rove that all roots of Pn (x) = 0 are real and Ii

JS the Legendre polynomial of degree n. e between -1 and 1, where Pn(x) (4]

(c) Define Legendre polynomial pf the first kind P. ( ) p

n x • rove that
[4J
•

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 (b) Prove that when n is a. positive integet then Jn(x) is the coefficient of z" in the
exp&nSion of e•l•-\/•)/'l in BScending and descending power of z.

(c) Use the recurrence fotmula. '1.J~(x) = Jn_ 1(:z:) - Jn+1(:z:) for Jn(x), prove that

4J:(x) = JnH(x) - 2Jn(:t) + Jn-2(:z:).

6. (a) What is mea.nt by the weight function? Prove tha.t Hermits polynomials Hn(x) a.re [61
2
orthogonal with respect to the weight function e-:z: over the interval (-oo, oo).

(b) Prove that Ln(x) = e;zn! dxn

<!'
(x"e-:z:), where Ln(x) is the Laguerre polynomial of [4]
degree n.

(c) Show that (i) H~n(O) = (-1)'1r(2n+ 1) (ii) L~(O) = n(n; 1). [4]
r(n + 1) '

7. (a) Define hypergeometric function and confluent hypergeometric function . State (6]
and comments on the convergence of each of them.
(b) Prove that
[6]

F(o· /3· x)
I I
= r(,B)
r(o)r(,a - 0)
11
0
(1- t).B-a-lta-1 :r:tdt
e I

where et > 0, f3 > O.

(c) Express tan- 1 (x) as hypergeometric function in the form

tan- 1 (x) = x2F1(1/2; 1; 3{3;-x2).

2-

8. (a) Find 2-1 { 3s2 - 8 } and 2-1 { e-3a }·

[4]
4s + 25 s2 - 2s + 5

(b) Use Laplace transform to solve the following equation

<Py dy . . dy
dt 2 + 5 dt + 6y = 4smt, given that y = 0, dt =1 when t = O.

'(c) A be8.IIl which is hinged at the ends x = 0 and x = l carries a uniform load W0 l6)
per unit length. Find the deflection at any point.

~The End-

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 j
_,..,.
ci'
-.;:;;

Third

Co\ll'lt No.: ·_
Full Marica: 70

Iutrw;tJop■:
• Answer anu 5 {Five) out of the following 8 (eight) queation,.
• FicuJW liYen In the rliht margin indicate the ma.rb of the r•p1Ctlv1 qulltkma.
• Your &n1wer muat be relevant, neat and clean.
• A~ kJnd of cheatlna and wrJtlnp on quutfon paper are •trlctly problblted.

,.1. (a) Describe quadratic splines technique using standard polymomials with n ~ven (1)
,,./
points and n-1 intervals. Apply all the conditions to determine 3n-3 coefficients.

(b) Co.n.struct a piecewise cubic spline interpolant for the curve passing through [7)
{(5, 5), (7, 2), (9, 4)} with natural boundary conditions.

2. (a) Define dominant eigenvalue and dominant eigenvector. Derive power method [8]
/ to approximate the dominant eigenvalue of an n x n, matrix with corresponding
/ eigenvector. What are the disadvantages of power method?

(b) st three iterations obtained by the Power method applied to the f6J
a.trix: ~

4 2 1]
A= 0 3 2
[1 1 4
begin with an initial nonzero approximation of x<0> = (1, 2, l)t.

3. (a) Derive Broyden method for solving system of nonlinear equations ['7')

/1(X1, X2) = 0
h(x1, x2) = 0 .

Also write the algorithm for solving the above system.

(b) Use Broyden's method with x 10> = G) to solve the system of nonlinear equations [7]

/1 (x1, x2) = X1 + 2x2 - 2 = 0

h(x1, x2) = x~ + 4x~ - 4 = 0

4. (a) Derive forth order Runge-Kutta method for solving the initial-value problem [6] ·
y'(t) = /(t, y), a ~ .t ~ b, y(a) = a. Also write the corresponding FORTRAN
or MATLAB program to ·solve the above problem.

(b) A ball at 1200K is allowed to cool down in air at an ambient temperature of [8]
300K. Assuming heat is lost only due to radiation, the differential equation for
the temperature of the ball is given by
d0
dt = -2.2067 X 10- 12 (e4 - _81 X 108 ): 0(0) = 1200K.
Find the temperature at t = 480 seconds using Runge-Kutta method of order 4.
Assume a step size of h = 240 seconds. .

Pea:e 1 of 2
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 th d and its local truncation error b)
. • h Ad -Moulton Two- Step me o .
5, (a) Describe t e ~s f . terpola.ting polynom1el.
using an appropriate form o an m .
. .. . o ulation at time t, measured m l8\
t'
(b) Let p(t) be the number of md1v1duels m ~ P d the average death rate d is
years. If the average birth rate b lis _conat:n. ;:e
growth rate of the population
proportional to the si_ze of th~ popu ation, en
is given by the logistic equa.tmn

dp = bp(t) - k [p(t)] 2 ,
dt
2 7
where d = kp(t). Suppose p(O) = 50976, b = 2.9 x 10~ , ~d k = 1.4 ·x 10- . Find
the population after 5 years using the method descnbed m part (a).

6. (a) What do we do to solve simultaneous (coupled) differential equations, ~r differ- ['1)

entia.l equations that are higlier than first order? Write a computer algorithm for
solving systems of ODEs.

(b) The differential equation describing the angular position 0 of a mechanical arm l7l
is 2
(}" = a(b -
0) - 0 (0')
1 +0 2
• R ge-Kutta
where a = IOos- 2 and b = 15. If 0(0) = 271' and 0'(0) = 0, using un
method of order 2 compute 0 and 0' when t = 0.5s.

nee method for [8]

Explore in details the solution methodology of linear Finite
a boundary value problem.
[6]
(b) Consider· the boundary value problem

~~~~~~~-"ii" =.y' + 21f'+ Wcf(~), O~ ~ s ~' (-0) = -~3, an-d y (~) = -0.1 ·

Use the Finite difference method algorithm to approximate the solution with step
. h = 7r .
size
4
8. (a) Describe nonlinear shooting method and explain how it solves a boundary value [61
/
problem.
(b) Let u represents the electrostatic potential between two concentric metal spheres (8]
of radii 2 and 4, such that the potential of the inner sphere is kept constant at
110 volts and the potential of the outer sphere is O volts. The potential in the
region between the two spheres is governed by Laplace's equation which, in this
particular application, reduces to

d:u 2du
· dr 2 + ~ dr = 0, u(2) = 110, u( 4) = 0.
Approximate u(3) using the Linear Shooting method.

- The End-
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 s
(b
..,..,
0
... ~

C"
I.(

~
University of Dhaka
Third Year B.S. Honours Final Exammation, 2018
Subject: Applied Mathematica
Cou.ne No.: AMTH 3011, Courae Name:Mechanfca
Full Marks: 70 Credit,: 3 Time: 3 Hour1
.(
Imtructlono:
• Answer an~ & (Five) out of the following 8 (eight) qut.~tiona.
I Figures gi~n in the right margin indicate tht marks of the respective questions.
• Your answer muat be relevant, neat and clean.
• Any kind of cheating and writings on question paper are strictly prohibited.
f a side a. Find the (7J
f b
1. (a) Eight particl~, each of mass m, are Rituated lit the comers o a cu e o Deduce the total
gravitational force exerted on any one of the particles by the other se~enb the four particles
gravitational force exerted on the four particles lying on one face of the cu e 'Y
lying on the opposite face. . d article (7J
.
( b) A uniform rod of mass M and length 2a lie.s along the mterva -a,l ( aJ of the x-a.xJB all 8 P
rted b,v the rod on
4
alforceexe J J
of mass mis situated at the point x = x'. Find the graVItation . aJ
• , •
the illtervals (-t., a
the particle. Two uniform roads, each of mass Mand Jength 2a beb ~ '(b > 2a). Find the 0

and (b - a, b + aJ of the x-axis, so that their centers are a distance ap

gravitational forces that the rods exert upon each other. ['T]
. Jockwise with a. constant an-
2. (a) The circular cam of radius R and eccentricity R/2 rotates ~ A can be shown to be
gular speed w. The resulting vertical motion of the Bat fol ower
x =R (1 + ~coswt).
(i) Obtain the velocity and acceleration of the follower as a function oft.
. and maxI·mum acceleration of the
.. If w were doubled, how would the maximum velocity
(u)
follower be changed?

(b) The slider of m = 0.5kg moves along the parabol ic guide rod ABC, propelled by the horizontal [7j
force F(t). The kinetic coeffic.ient of friction between the slider and the guide rod is µ = 0.2.
The position of the slider is given by

:c = bSill. -21F't J y = -b ( I + cos -41rt) J

I
~ 4 ~

where to = 0.Bs and b = 1.2m. Assuming that ABC lies in the vertical plane, determbe the
force F when the slider is at B . I
.r

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 1
s. (1) A. p&rtlcl, mov" In " plane wlth AU lllt'f tr.ration whkh 18 sJwaya dlr ct d to " flxP.<J point in t '-'
pl1ne. Dtt rmlne th~ dlff nmtlAl "quat\on of th p11th. '

(b) Aparticle mo.,. und111 c 011111 r µulolvt loroo { (dll:..)I} and ii projected from 1111PIO (7J

1 1 [pV l
,, I dlltlll a w\Ul veloclty V' Show that th, f!QUAtlon to the rath 1, r C(Jff pO
2 JJ +a2V
ql• e dC110rlbed \n tlme t 11 Pi,11- 7t , where P • 02 y2 ·
(J and the

,. (a) At a given ID1tanl tho velocity of• ,atelllte Is mwured to be lat an angle ~ to the radi1111 111
vector and at a distance a from the attracting body. Find the path of the &l\tellite and alllO the
time to completa one loop of the trajectory, knowu BB the period.
(b) Deduce /(r) from the orbit. A particle moves under a central force /(r). Show that

(i) If its path ia the spiral r = e-kB, where k is a constant, then J(r) oc { .
T

1
(Li) If its path Is a circular arc terminating at r = 0 then / (r) oc .
T5

5. (a) The m888 m of the underdamped system is displar.ed slightly and then released. Detemune the l't,
damped period -rd of the resulting oscillations. NP,glect the m888 of the bar and wie thP following
data: b = 0.2m, m = 3kg, k = 1.8kN/m and c = 30Ns/m.

(b) The electric motor and its hase, with a combined mass of M = 12kg are supported by fow· [7]
identical springs, each of stiffness k = 480kN /m. The unbalanced of th~ rotor is equivalent to a
mass m = 0.005kg located at a distance e = 90mm from its axis.
(i) Calculate the angul1:1.r speed of the motor that would cause resonance.
(ii) Compute the maximum steady-state displacement of the motor when its angular speed is
99 percent of the speed at resonance.

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 A particle moves· with a cent riuA, accell:ltation U(r 5 - c4r) bein& projected lrorn an apte • t diltance [11
C with a velocity VTfies · Show that It describes the path x' + 11, • C.,, ·
Four I ' '
A ed hich I.I conaected f1}
equw Joint rod11, each of length a llfe huHg from an angular point, .,, d if the
by an elaS t ic string with the opposite pol~t If the rodl hang in the Conn of a ,q~e;;retched
modulUB of elasticity of the string be equai to the weight of a rod, show cbat t " '

length of the string is ~ a.

d E .th a constant angular [1}
~
th
T. (a) The bent rod ABCDE rotates about a linellMning points A dwfri m E determine e
. I k . as v1ewe o '
veloc1ty of 9rad/c. Knowing that the rotation is c oc WJSe
velocity and acceleration of corner C.

2,'111

' ~41Wl 111

. at A and B which slide in the slots ~bown. :'t [1]

b) The motion of rod AB is guided l.,y pins attached d to the left with a constant yeJucJty
( d the pin at B moves upwar · te dA
the instant shown, 8-= 40 a.n
0
. d C') the velocity of the pin e, · n ·
of 6 in/s. Detemtlne (i) the angular velocity of the ro ' u

A particle falls from rest under gravity in a resisting medium

1 R = K v and
I/
II is the [7]
8. (a)
terminal velocity. Prove that the particle has got velocity 2v after a time log 2 and g
112
show that the distance at that time is (2 log 2 - 1).
29
(b) A particle moves on a smooth sphere under no forces except the pressure of the surface, [7]
show that its path is given by the equation cot 8 =cot (3 cos¢>, where O and ¢, are its
angular coordinates.

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 University of Dhaka
Third Year B.S. Honours Final Examination, 2018
Subject: Applied Mathematics
Course No.: AMTH 307, . Course Name: Hydrodynamics
f'1II Marks: 70 Credits: 3 Time: 3 How>

IJ!§tructioU§:
• Answer any 5 (Five) out of the following 8 (eight) questions.
• Figures given in the right margin indicate the marks of the respective questions.
• Your answer must be relevant, neat and clean.
• ADY kind of cheating and writings on question paper are •trictly prohibited

1, (a) Wh•t do you mean by continuum hypothesis? Define (i) Inviscid fluid, (ii) (6]

r
Viscous flu;d, (iii) Incompressible fluid, (iv) Compressible fluid with examples.
3
(b) Different fate between Eulerian approach and Lagrangian approach of flow de- 1]
scription with examples. 5
(c) A velocity field is given by!".= ~(-xi+ y]), where Vo and Lare constants. At []
what location in the flow field, is the speed equal to Vo? Make a sketch of the
velocity field with direction for x ~ O.

2. (a) Define streamline and pathline. A flow in the xy-plane is given by the following (6]
velocity field: u = 2 and v = 3 m/s for O < t :5 10 s; u = 4 and v = 0 m/s for
1,0 < t ~ 30 s. Dye is released at the origin fort? 0.
(i) Draw the pathlines at t = 20 s for two particles that were released from the
origin- one released at t '"" 0 s and the other released at t = 10 s.

(ii) On the same graph draw the streamlines at times t = 5 s and t = 20 s.

(4]
(b) Show that for uniform steady motion, the streamlines are straight lines.
[4]
(c) Derive the relation between local derivative and material derivative .

dP 2 [9]
+ -V + gz = constant
3
• (a) For steady flow, prove that
l
'
-
p 2
(along a steamline).
~~nee derive_the BernoulJi equation when the compressibility effects are not neg·
11g1ble for an ideal gas undergoing (i) an isothermal process and (ii) an isentropic
process.
(b) Blood (specific gravity 1.06) flows with a velocity of 0.5 m/s in an artery. It then [5]
enters ~n aneurysm whose cross-sectional area is 1.8 times that of the artery
_oet;;rmme the pressure difference between the blood in the aneurysm and tha;
mt e arter3 . Assume the flow is steady and inviscid.

4. (a) Derive the vector form of Eu1er ,s equat10ns

. of motion for an inviscid flow.

(b) If the velocity components of an incompressible flow are given by

_ 3xz 3yz 3 2_ 2
u -rs- ' v- d z - r
r 5 ., an w = - -
- -- rs ,
where r is the distance of any point fr . .
motion is possible or not. om the ongm, then determine whether the

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 . ,ir un
bitr"1 y d1oiC1S
·
that for Ill'
uations, Prove ·d vice versa.
WtJte down H1lmholt1'1t vorticltY eq O then r - Oan
contowt and enrl01i11g arMLl A, if ( ' fl w iB irrot,a- [BJ
, heth<·r the o
-~•+:1. Oetrrmino w ,
(c) A ,11loclty field le glVt1n by 2 • x3 + v~ ·
tional. Calculate th ' clrculatiou arouotl )
O) (2 t) and (1, 1·
(i) asquar<> wi th its orner l\t (l,O), (21 1
'

(ii) a unit circle with its center at th e origin.

t' I is givw {5]
If a compfox poten 1a
6. (a) D ,fine co~plex p~tcntial ancl romplox velodty.
10
by F(z) = Ua (!.) " , find the stagnation point.
a m [3}
h mis -lnz.
(b) Prove that the complex potential for a source of stren gt 21T
'- . h h 'zontal apron of the 100-~- [6}
(c) Discuss rapidly varied flow if bnef. Water on t e on d locity of 18 ft;s.
wide spillway shown in the figure h~ a depth of 0, 60 ft an b:r:ebefore and after
Determine the depth, y2 , after the Jump, the Froude num
the jump, Fr1 and Fr2.

b • Width • 100 ft

VI• 0.60ft Downstream

ot,sgeles

7 · (a) Define source and sink. Find the image of a source of strength m with rl)spect to (7]
circle.
(b) If there are sources at (a,0) and (-a,0) and sinks at (0,a) and (0,-a) al! of [11
equal strength. Show that the drcle through these four points is ll, streamline.
Also, indicate the direction of flows in any quadrant.

8. (a) What is Joukowski 's transformation? Use it to show that the complex pot.eutial [B]
of a uniform flow of magnitude U approaching an ellipse at an angle of attack o:
is given by

. 2
, (ac e . - e . ) (z - ~z)
2 )]
W
[
= U ze - 10: ,

22
2 - c~ .
·10 - la ?

Also show that the stagnation points are

(b) Given the sinusoidal wave amplitude c and wavelength,\ and depth h, determine [6]
the propagation speed c using a small-amplitude approximation ? Also, determine
the value of c for shallow liquid.

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 University of Dhaka
Year BSc in Applied Mathemuticl! F ' .. , E .
l11DJ xammation 2018
Subject: Applied Mathematics '
No.: AMTH 308, Course Name· I
F\tll Marka: 70 . ntrodur.tlon to Financial Mathematic,
Credits: 3
Time: 3 Hours
Inatructlom:
• ~nstuer any 5 (Five) out of the following 8 (eight) question3,
• Figures given in the right mar<ri · cl'
• y. · ...n m rcate the marks of the respective questions.
our answer must be relev11.11t, neat and clean.
• Any kind of cheating and writings on question paper are strictly prohibited.

1. (a) Define standard Wiener process. (3J

(b) Write the c-.ontinuous model for the stock price S(t ). Then show that the approximate (6]
return 'V, is normally distributed with mean µl::,,.t and va.ria.nce u 2 !::,,.t.
(c) Suppose that the initial stock price is $90, the expected return from a stock is 24% [~]
per annum, and the volatility is 35%. Find the distribution of ln{S) in eight months'
time.

2. (a) State Ito's lemma for a smooth function f = 1(8, t) . Show t he stochastic differential (6]
equation (SDE) for f = lnS is: ln(S(t)) = ln(S(0)) + (1,-1)t + o-W(t).
(b) Show thnt the probability density function p(y, t) for t he Wiener process W(t ) (4]

p(y, t)
8
= &yP(W(t) l (
~ y)) = )2ni exp -
y2)
t
2
82 I

ob eys th e £oUowmg . op
. different1'al equation &t = l fJyP2 .
2
(c) Describe the terminal -value of the following portfolio: a newly entered-into long for- [4] J
ward contra.ct on a.n asset and a long position in a European put option on the asset
with the saree maturity as the forward contract and a strike price that is equal to the
forward price of the BSBet at the time the portfolio is set up. Show that the European
put option has the same value as a European call option with the same st rike price
and maturity.

3. (a) Define European and American option precisely.

(b) What is a lower bound for the price of a 2-month European put option on a non-
(4]

[4]
~
dividend-paying stock when the stock price is $58, the strike price is $65 ; and the
risk-free interest rate is 5% per annum?

(c) The price cf a European call that expires in 6 months f.Lnd has st1:ke price of $30 is [6]
$2. The underlying stock price is $29, and a dividenri. of $0.50 is expected in 2 months
Md again in 5 months. The term structure is fl at, with all risk free interes t rate being
10%. What is the price of a European put option that expires in 6 mout.lis anc! has
strike price $30?

4. (a) Discuss the no-arbitrage arguments briefly. Use it to prove _the following simple bounds [6]
on European call options with the exercise price K :
td
St - Kexp( - r(T- t)) ~ Ct, 0 $ t $ T.

(b) Three months European call and put options wi th the exercise price $12 are trading (5]
at $3 and $6 respectively. The stock price is $8 and interest rate is 5%. Show that
there exists arbitrage opportunity.
(c) The price of 11 non-dividend-paying stock is $19 and t he price of a 3-month European [3]
call option on the stock with a strike price of $20 is $1. T he ri5k-free rate is 5% per
annum. What is the price of a 3-month European put opt ion with a strike price of
$20?

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 (b) With the notation used in this course f6J
(i) What is '(x)?
(ii) Show that SN'(d1) = Ke-r(T-t) N'(d2) , where Sis the stock piice at time t and
ln (j) + (r + a 2 /2)(T - t) In (f) + (r - a 2 /'2)(1' - t)
d1= ~ ,andd2= ~
avT-t a T-t

... 8d1 8d2

(w) Calculate BS and as .
2
( c) Show that s-2r/a could be the price of a traded derivati ve security. [4)

8. (a) Derive the modified Black-Scholes equation for call option on dividend paying stock. [8]
Then show that the modifiP.d B-S equation has th e expli cit solutiou for thP. European
call

where
er, _ ln(S/K) + (r - Do + a 2/2)(T- t)
+- u..fi'7

~ = tr+ - u./T ~ t
(b) Find the bond price V(t) at t = 0, when the payment K(t) = 0, and the interest rate 16I
r(t) is

where r1 and r2 are constants.

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