HANDBOOK

OF
MATHEMATICS
 TABLE OF CONTENTS
MATRICES .......................................................................................................................... 5
Eigen values and Eigenvectors .......................................................................................... 5
FUNCTIONS ........................................................................................................................ 6
CALCULUS ......................................................................................................................... 7
DIFFERENTIAL CALCULUS ............................................................................................. 7
PARTIAL DIFFERENTIATION .......................................................................................... 8
INTEGRAL CALCULUS ..................................................................................................... 9
Multiple Integral ............................................................................................................... 9
Double Integral ................................................................................................................. 9
Triple Integral ................................................................................................................... 9
VECTOR CALCULUS ....................................................................................................... 10
Vector Differentiation ..................................................................................................... 10
Gradient .......................................................................................................................... 10
Divergence ...................................................................................................................... 11
Curl ................................................................................................................................. 11
ORDINARY DIFFERENTIAL EQUATIONS .................................................................... 11
PARTIAL DIFFERENTIAL EQUATION .......................................................................... 12
ANALYTIC FUNCTIONS ................................................................................................. 13
Cauchy-Riemann Equations ............................................................................................ 13
Conformal Mapping ........................................................................................................ 13
Complex Integration ........................................................................................................ 14
Contour integration ......................................................................................................... 14
NUMERICAL METHODS ................................................................................................. 15
Newton Raphson Method ................................................................................................ 15
Fixed point iteration method ............................................................................................ 16
Gaussian Elimination method .......................................................................................... 17
Gauss Jordan Method ...................................................................................................... 17
Gauss- Seidal Method ..................................................................................................... 17
Interpolation .................................................................................................................... 18
Numerical Differentiation................................................................................................ 20
Numerical Integration: .................................................................................................... 21
Trapezoidal rule .............................................................................................................. 21

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 Simpson's Rule ................................................................................................................ 22
Romberg‘s Method:......................................................................................................... 23
NUMERICAL SOLUTION OF ORDINARY DIFFERENTIAL EQUATIONS .................. 23
Euler‘s Method................................................................................................................ 23
Runge-Kutta Method: ...................................................................................................... 23
PREDICTOR-CORRECTOR METHODS ........................................................................ 24
Boundary value problems ................................................................................................ 25
Numerical solution of Partial Differential Equations ........................................................ 25
Finite Differences for Partial Differential Equations .................................................... 25
Elliptic Equations ........................................................................................................ 25
One Dimensional Heat Equation .................................................................................. 25
One Dimensional Wave Equation ................................................................................ 26
PROBABILITY THEORY ................................................................................................. 26
Probability distribution .................................................................................................... 27
Standard Distributions ..................................................................................................... 28
Binomial Distribution .................................................................................................. 28
Poisson Distribution .................................................................................................... 29
Geometric Distribution ................................................................................................ 29
Exponential Distribution .............................................................................................. 30
Gamma Distribution .................................................................................................... 30
Normal Distribution .................................................................................................... 30
Covariance ...................................................................................................................... 31
Scatter Diagram............................................................................................................... 31
Linear Regression............................................................................................................ 32
Line of Regression ......................................................................................................... 32
STATISTICS ...................................................................................................................... 32
Random Sampling ........................................................................................................... 33
Statistical hypothesis testing ............................................................................................ 33
Design of Experiment ...................................................................................................... 34
Analysis of variance ........................................................................................................ 34
LAPLACE TRANSFORM .................................................................................................. 35
Z-TRANSFORM: ............................................................................................................... 36
FOURIER TRANSFORMS ................................................................................................ 37

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TAYLOR SERIES .............................................................................................................. 38
FOURIER SERIES ............................................................................................................. 38
RANDOM PROCESS (STOCHASTIC PROCESS) ............................................................ 39
Random Process .............................................................................................................. 39
Stationary process ........................................................................................................... 40
Poisson Process ............................................................................................................... 40
Markov Process ............................................................................................................... 40
POWER SPECTRAL DENSITY (PSD) .............................................................................. 41
Linear System with Random Inputs ................................................................................. 41
QUEUE .............................................................................................................................. 42
Queue Discipline ............................................................................................................. 43
Markovian Queueing Models .......................................................................................... 44
Mathematical Induction ................................................................................................... 44
Pigeon Hole Principle ...................................................................................................... 44
Basic Counting Principles ............................................................................................... 44
PERMUTATIONS AND COMBINATIONS ...................................................................... 45
Combination.................................................................................................................... 45
Principle of Inclusion and Exclusion (PIE) ...................................................................... 45
LOGIC ................................................................................................................................ 46
GRAPH THEORY .............................................................................................................. 46
GROUP THEORY .............................................................................................................. 47
BOOLEAN ALGEBRA ...................................................................................................... 47

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 MATRICES
A set of elements arranged in a rectangular array having rows (horizontal lines)
columns (vertical lines), the numbers being enclosed by brackets [ ] or ( ), is called a
matrix (read as ― by matrix‖).

 Graphic software such as Adobe Photoshop on personal computer uses matrices to

process linear transformations to render images. A square matrix can represent a
linear transformation of a geometric object.
 It is extensively used for solving simultaneous equations especially in the numerical
simulation modules.
 In the operations research, to solve linear programming problem for computing
maximum profit and minimum loss matrices are widely used.
 In the Finite element Analysis (FEA) the matrix method is superior to attain the
stiffness (K) matrix and Force [F] matrix in short computing time.
 To model physical systems and perform accurate calculations needed for complex
mechanics to work.
 In robotics and automation, matrices are the basic components for the robot
movements. The inputs for controlling robots are obtained based on the calculations
from matrices and these are very accurate movements
 To track user information, perform search queries, and manage databases. In the
world of information security, many systems are designed to work with matrices.
 For making seismic surveys by plotting graphs, statistics and also to do scientific
studies and research in almost different fields.

Eigen values and Eigenvectors

Let A be a square matrix of order n. If AX=λX, where λ is a scalar and X is a non-zero

column matrix, then λ is called Eigen value of A and X is called Eigen vector of A. Each
eigenvalue is paired with a corresponding so-called eigenvector.

The determination of the eigenvalues and eigenvectors of a system is extremely important in

physics and engineering, where it is equivalent to matrix diagonalization and arises in such
common applications as stability analysis, the physics of rotating bodies, and small
oscillations of vibrating systems.

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 Communication Systems- To determine the theoretical limit to how much information
can be transmitted through a communication medium like the telephone line or
through the air.
 Construction of Bridges- The natural frequency of the bridge is the eigenvalue of
smallest magnitude of a system that models the bridge.
 Electrical Engineering- To decouple three-phase systems through symmetrical
component transformation.
 Mechanical Engineering- To "reduce" a linear operation to separate, simpler,
problems. Eigenvalue analysis is also used in the design of the car stereo systems,
where it helps to reproduce the vibration of the car due to the music.
 Spectral Clustering. Whether it's in plants and biology, medical imaging, business and
marketing, understanding the connections between fields on Facebook, or even
criminology, clustering is an extremely important part of modern data analysis. It
allows people to find important subsystems or patterns inside noisy data sets. One
such method is spectral clustering which uses the eigenvalues of a the graph of a
network. Even the eigenvector of the second smallest eigenvalue of the Laplacian
matrix allows us to find the two largest clusters in a network.
 Dimensionality Reduction/PCA. The principal components correspond the largest
eigenvalues of AT A and this yields the least squared projection onto a smaller
dimensional hyperplane, and the eigenvectors become the axes of the hyperplane.
Dimensionality reduction is extremely useful in machine learning and data analysis as
it allows one to understand where most of the variation in the data comes from.

FUNCTIONS
A function takes elements from a set (the domain) and relates them to elements in a set
(the codomain). a function is a special type of relation where: every element in the
domain is included, and. any input produces only one output (not this or that).
A function of one variable is represented by , where is independent variable
and is a dependent variable. A function with several variables is represented by

where are independent variables and is a dependent variable

 This tool helps in carrying out logical and mathematical set operations on
mathematical and other real-world entities.

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  Function is the way we use to connect and to work with sets.
 A function can be represented by an equation, table, graph or simply in words.
Function arises when one quantity depends on another quantity.

CALCULUS
Calculus, is the mathematical study of continuous change, in the same way that geometry is
the study of shape and algebra is the study of generalizations of arithmetic operations.

 Defining Cylinders and Quadratic Surfaces in 3D Space

 Modeling Projectile Motion
 To determine the size and shape of the curves for constructing structures.

DIFFERENTIAL CALCULUS
Calculus is the mathematical tool used to analyze changes in physical quantities. It was
developed in the 17th century to study four major classes of scientific and mathematical
problems of the time. Some general applications of differentiation are

 Applied Maximum and Minimum Problems, which is a vital application of

differentiation
o For eg. Find minima, maxima of quantities, such as the distance of a planet from
sun, cost, strength, amount of material used in a building, profit, loss, etc.
 Tangents and Normals which are important in forces
o For eg. Forces on a car turning a corner

 Slope of tangent.

 Tangent line to a curve at a point

 Normal line to a curve at a point

 The length of a curve.-

o For eg. to find length of a cable.

 Curvilinear Motion, which shows how to find velocity and acceleration of a body
moving in a curve

 For eg. given a formula for the distance travelled by a body in any specified
amount of time, find the velocity and acceleration or velocity at any instant,
and vice versa.

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  If is displacement, then velocity and acceleration

 To find repeated root of an equation.

 For eg. If is a double root of ,then and
 Newton-Raphson‘s Method - for those tricky equations that you cannot solve using
algebra

 Radius of Curvature, which shows how a curve is almost part of a circle in a local
region(bending of curve).
 Curve Sketching Using Differentiation, where we begin to learn how to model the
behaviour of variables
 L‘Hopital‘s rule-where the limit is in indeterminate form.
 Increasing and decreasing of a function in an interval.
 Concavity of a curve in an interval
 Point of Inflection

 Kinetic energy=

 Probability theory:
 If cumulative distribution function is given, then the probability density

function

PARTIAL DIFFERENTIATION
A partial derivative of a function of several variables is its derivative with respect to one of
those variables, with the others held constant.

 Partial derivatives appear in any calculus-based optimization problem with more than
one choice variable.
 If the joint cumulative distribution function is given, then the joint probability

density function

 Partial derivatives appear in thermodynamic equations like Gibbs-Duhem equation, in

quantum mechanics as Schrodinger wave equation as well in other equations from
mathematical physics.
 It is used to derive the velocity potential and stream function in aerodynamic domain.

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  Partial derivatives are key to target-aware image resizing algorithms. Widely known
as seam carving, these algorithms require each pixel in an image to be assigned a
numerical 'energy' to describe their dissimilarity against orthogonal adjacent pixels.
 Partial derivatives play a prominent role in economics, in which most functions
describing economic behaviour posit that the behaviour depends on more than one
variable.

INTEGRAL CALCULUS
The process of finding a function, given its derivative, is called integration. If a function
contains one independent variable then it is known as single integral

Multiple Integral

The multiple integral is a type of definite integral extended to functions of more than one real
variable. If there are more variables than 3, a multiple integral will yield hyper-volumes of
multi-dimensional functions.

Double Integral

Double integration is the procedure that produces an [ordinarily] explicit mathematical

expression for the area under a surface. Double integration [obviously] arises out of the
application of two integral operators. Double integral can only integrals a function which is
bounded by 2D region with respect to infinitesimal area.

Triple Integral

Triple integral is an integral that only integrals a function which is bounded by 3D region
with respect to infinitesimal volume. A volume integral is a specific type of triple integral.

 In physics, integrals are used whenever you want to sum up the effects of changing
quantities.

 Integration can be used to calculate the probability within a certain range of values
using a continuous random variable.

 The most important application of Integrals involves finding areas bounded by a curve
and x-axis. It includes findings solutions to the problems of work and energy.

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  Both lift and drag are effectively defined using multiple (triple) integrals.

 The fundamental equation of fluid motion is defined in terms of multiple (triple)

integrals.

 To determine the mass density of a laminate

 To locate the center of mass

 To determine the volume of closed surface

 To calculate the mass and static moment of a solid

 To determine the moments of inertia of a solid

 To solve tensor of inertia

 To evaluate the gravitational force and attraction force

VECTOR CALCULUS
Vector calculus, or vector analysis, is a branch of mathematics concerned with differentiation
and integration of vector fields, primarily in 3-dimensional Euclidean space.

Vector Differentiation

To take the derivative of a vector-valued function, take the derivative of each component. If
you interpret the initial function as giving the position of a particle as a function of time, the
derivative gives the velocity vector of that particle as a function of time.

Gradient

The gradient of a function of several variables is a vector-valued function. Specifically,

the gradient of a differentiable function of several variables, at a point P, is the vector
whose components are the partial derivatives
Much as the derivative of a function of a single variable represents the slope of the
tangent to the graph of the function, if at a point P, the gradient of a function of several
variables is not the zero vector, it has the direction of fastest increase of the function at P,
and its magnitude is the rate of increase in that direction.
 To determine Electric Field and Electric Potential
 To determine Heat Flow and Temperature

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  To determine Force Field and Potential Energy
 Potential difference is defined as the work done in moving a unit positive charge from
one point to another point in an electric field.

Divergence

In vector calculus, divergence is a vector operator that produces a scalar field, giving the
quantity of a vector field's source at each point.
 To represent the volume density of the outward flux of a vector field from an
infinitesimal volume around a given point.
 To measure the rate of expansion of a volume element as it flows with the vector
field.
 The divergence of a vector flux density is electric flux per unit volume leaving a small
volume. This is equal to the volume charge density.
 To express point form of continuity equation
 Magnetic vector potential is defined as that quantity whose curl gives the magnetic
flux density.

Curl

The curl is a vector operator that describes the infinitesimal rotation of a vector field in three-
dimensional Euclidean space.

 To measure of how much a field of force can turn you or spin you about its axis or
about your axis.
 To give the relationship between potential gradient and electric field

ORDINARY DIFFERENTIAL EQUATIONS

The problem of solving differential equations is a natural goal of differential and integral
calculus. Further many of the general laws of nature in Physics, Chemistry, Biology and
Astronomy can be expressed in the language of differential equations and hence the theory of
differential equations is the most important part of mathematics for understanding physical
sciences. Also this theory has many applications in other fields such as Geometry,
Economics, and Mechanics. This chapter is concerned with an exposition of the methods of
solving some classes of ordinary differential equations.

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A differential equation is an equation which involves differential coefficients or differentials.
Its application are in

 The growth of the population

 The decay of radioactive materials
 The height of falling objects
 The change of temperature with respect to time (Newton‘s law of cooling)
 The current in the circuit at a time t ( RL circuits)
 The displacement of a sting at time t (Simple harmonic motion)
 The suspension of motor cycle at time t
 It used in to perform calculations in orbital mechanics
 Differential equation are greatly used in game development
o In a simple video game involving a jumping motion, a differential equation is
used to model the velocity of a character after the command is given to return
them to the ground in a simulated gravitational field.
 In medicine for modeling cancer growth or the spread of disease
 In engineering for describing the movement of electricity
 In chemistry for modeling chemical reactions and to computer radioactive half-life
 In economics to find optimum investment strategies
 In physics to describe the motion of waves, pendulums or chaotic systems. It is also
used in physics with Newton's Second Law of Motion and the Law of Cooling.
 In Hooke's Law for modeling the motion of a spring or in representing models for
population growth and money flow/circulation.

PARTIAL DIFFERENTIAL EQUATION

Partial differential equation (PDE) is a differential equation that contains

unknown multivariable functions and their partial derivatives. PDEs are used to formulate
problems involving functions of several variables, and are either solved by hand, or used to
create a computer model. A special case is ordinary differential equations (ODEs), which
deal with functions of a single variable and their derivatives.

 PDEs can be used to describe a wide variety of phenomena such

as sound, heat, diffusion, electrostatics, electrodynamics, fluid,dynamics, elasticity, gr
avitation and quantum mechanics.

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  These seemingly distinct physical phenomena can be formalised similarly in terms of
PDEs. Just as ordinary differential equations often model one-dimensional dynamical
systems, partial differential equations often model multidimensional systems.
 PDEs find their generalization in stochastic partial differential equations.

 Fluid mechanics, heat and mass transfer, and electromagnetic theory are all modeled
by partial differential equations and all have plenty of real life applications.

ANALYTIC FUNCTIONS
"Analytic functions" are functions that are locally representable as a power series. A function
is analytic if, it is smooth (that is, all of its derivatives are defined), and its Taylor series
converges to the function. Analytics processes distinguish relationships in transaction
behaviour. The goal is to make this intelligence useful by comparing trends and deviations
from expectations. The traditional function of analytics is to convert each piece of data into
unique dimensional values so they can then be compared typically at a consolidated level.

 Electrostatic fields
 Electrostatic potential on different surfaces
 Incompressible liquid flow
 Applications in Complex Integration, derivatives of new functions.

Cauchy-Riemann Equations

If a function is analytic, then and

and

 Cauchy-Riemann equations connect the stream function and the velocity potential. It
has seen that the velocity components of the flow are given in terms of velocity
potential and stream function
 Cauchy-Riemann equations helps to calculate the stream function when the velocity
potential is given and vice versa.

Conformal Mapping

A transformation that preserves angles between the two lines (local angles) is termed as
conformal mapping or conformal map. An analytic function is conformal at any point where

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it has a nonzero derivative. Conversely, any conformal mapping of a complex variable which
has continuous partial derivatives is analytic.

 Modelling the Fluid Flow around Airfoils

 to link the flow solution for a cylinder to that of an airfoil
 to obtain Lift calculations as a function of angle of attack for each airfoil
 In cartography, several named map projections, including the Mercator projection and
the stereographic projection are conformal. These enjoy the property that the
distortion of shapes can be made as small as desired by making the diameter of the
mapped region small enough.
 Conformal mappings are invaluable for solving problems in engineering and physics
that can be expressed in terms of functions of a complex variable yet exhibit
inconvenient geometries. By choosing an appropriate mapping, the analyst can
transform the inconvenient geometry into a much more convenient one.
 In general relativity, conformal maps are the simplest and thus most common type of
causal transformations. Physically, these describe different universes in which all the
same events and interactions are still (causally) possible, but a new additional force is
necessary to effect this (that is, replication of all the same trajectories would
necessitate departures from geodesic motion because the metric tensor is different).
 Conformal mapping is often used to try to make models amenable to extension
beyond curvature singularities, for example to permit description of the universe even
before the Big Bang.

Complex Integration

Complex integration is integrals of complex functions. The integral is taken on the complex
plane. Complex integration is defined as a path integral.

 Space transportation system

 International space station‘s orbital calculations
 Aircraft carrier navigation

Contour integration

Contour integration is a method of evaluating certain integrals along paths in the complex
plane.

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  Using contour integral we can evaluate certain definite integrals.

NUMERICAL METHODS
Why are numerical methods so widely used in engineering?

 Engineers use mathematical modelling (equations and data) to describe and predict
the system.
 Closed form (analytical) solutions are only possible and complete for simple problems
(geometry, properties, etc)
 Computers are available, powerful and relatively cheap.
 Powerful software packages are available (special or general purpose).
 Numerical methods provide approximations that is good enough for engineering
applications.
 Solution of algebraic and transcendental equations
 Useful in all fields of engineering and physical sciences
o Movement of planets, stars and galaxies
o Investment portfolio management by hedge funds
o Quantitative psychology
o Simulation of living cells
o Airline ticket pricing, crew scheduling, fuel planning
o Estimation of ocean currents
o Modelling combustion flow in a coal power plant
o Airflow patterns in the respiratory tract
o Transport and disposition of chemicals through body
o Design analysis of control system for aircraft
o Electromagnetic analysis for detecting by radar

Newton Raphson Method

The Newton-Raphson method, or Newton Method, is a powerful technique for

solving equations numerically. Like so much of the differential calculus, it is based on the
simple idea of linear approximation. The Newton Method, properly used, usually homes in on
a root with devastating efficiency.

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  Newton-Raphson method is extensively used for analysis of flow in water distribution
networks. Newton-Raphson method also used for analysis of flow in large size
networks.
 In electric power systems engineering we use NR method to solve power flow
(sometimes called load flow) problem. This problem is considered as a backbone of
many other problems faced in power system studies, such as: fault analysis, relays
coordination, security, contingency, etc.
 Newton Raphson can be used to solve Logistic Regression. Logistic Regression
needs to find the roots of the derivative of a log like functionfunction. This is
necessary so we can maximize the log-likelihood function by fitting ideal parameters,
and maximizing the predictive accuracy of our Logistic Regression Classifier.

 The Newton-Raphson method is a method for finding the roots of equations. It is

particularly useful for transcendental equations, composed of mixed trigonometric and
hyperbolic terms. Such equations occur in vibration analysis. An example is the
calculation of natural frequencies of continuous structures, such as beams and plates.
 Newton's method can be used to find a minimum or maximum of a function.
 Newton–Raphson division, can be used to quickly find the reciprocal of a number,
using only multiplication and subtraction.
 Newton's method can be used for finding the square root of a number.
 Many transcendental equations can be solved using Newton's method.
 Newton's method is applied to the ratio of Bessel functions in order to obtain its root.

Fixed point iteration method

 Fixed point iteration method is used to find the zero‘s of Legendre polynomials
 Fixed point iteration method is used to find zero‘s of Chebyshev polynomial
 Some of the "successive approximation" schemes used in dynamic programming to
solve Bellman's functional equation are based on fixed point iterations in the space of
the return function.

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Gaussian Elimination method

Some methods yield the required result after some computations which can be specified in
advance. Such methods are called direct method. Gauss elimination method is a direct
method.

 Gaussian Elimination method is being used in channel decoding algorithm.

 Gaussian elimination is Robust Fingerprint Image Enhancement
 The Gaussian method is also used in scheduling algorithms
 The Gaussian method is also appropriate for solving linear equations on mesh-
connected processors
 It is used to Computing determinants
 It is used to Finding the inverse of a matrix
 It is used to Computing ranks and bases

Gauss Jordan Method

Some methods yield the required result after some computations which can be specified in
advance. Such methods are called direct method. Gauss - Jordan method is a direct method.
This method is an modified form of Gauss elimination method to solve AX=B. In this
method the co-efficient matrix A is reduced to a diagonal matrix.

 Gauss Jordan method is used in Least Squares Regression Analysis

 It is used to Computing determinants
 It is used to Finding the inverse of a matrix
 It is used to Computing ranks and bases

Gauss- Seidal Method

Gauss-Seidel Method is used to solve the linear system Equations. This method is
named after the German Scientist Carl Friedrich Gauss and Philipp Ludwig Siedel. It is a
method of iteration for solving n linear equation with the unknown variables. This method is
very simple and uses in digital computers for computing.

The Gauss-Seidel method is the modification of the gauss-iteration method. This

modification reduces the number of iteration. In this methods the value of unknown

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immediately reduces the number of iterations, the calculated value replace the earlier value
only at the end of the iteration. .Because of it, the gauss-seidel methods converges much
faster than the Gauss methods. In Gauss Seidel methods the number of iteration method
requires obtaining the solution is much less as compared to the Gauss method.

 Gauss–Seidel method is used for obtaining an iterative solution of the system of

thermal-radiation transfer equations for absorbing, radiating, and scattering media.
 Gauss seidel method is used to calculate the value of unknown value of voltages. First
we choose the initial values then we repeat the iterations until the value lies within the
allowable error.

 In Computational Physics the models fluid of flow relying on the analogous

relationship between Electric Potential and Velocity Potential is solved through
Laplace‘s Equation. We can use the Gauss-Seidel Method to model velocity/electric
field changes using vectors that correlate to changes in velocity/electric potential
which depend on the points proximity to metal conductors/walls of pipes.
 This method is very simple and uses in digital computers for computing.
 The Gauss-Seidel method is a technical improvement which speeds the convergence
of the Jacobi method.
 It is used to solve the finite element linear system of equations.
 It is used to find maximum stresses in a compound cylinder
 It is used in obtaining an iterative solution of the system of thermal-radiation transfer
equations for absorbing, radiating, and scattering media.
 It is used in anisotropic diffusion in image processing

Interpolation

Interpolation is a useful mathematical and statistical tool used to estimate values between two
points on a line or a curve.

Interpolaion can be used in heat transfer estimation, in approximation of function values (e.g.,
temperature, etc) at points where there is no data reading, finding derivatives from
experimental data points.

 Computer Aided Engineering is nowadays a wide domain which includes:

experimental methods, CAD/CAM, data processing programs, dedicated numerical

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 methods (FEM, CFD, BEM), etc. As it can be noticed, the main instrument of
investigation is the computer, and the computer methods naturally include numerical
methods in the same way how computer hardware requires an operating system. In
engineering, general numerical methods are used to solve different specific problems.
In particular, interpolation methods are extensively applied in the models of the
different phenomena where experimental data must be used in computer studies
where expressions of those data are required.
 Interpolation is helpful whenever you have to scale things up or down.
 In industry alone, it‘s common to generate a set of data and want to build some sort of
model from it. Sometimes the data is noisy and requires something like Least Squares,
but other times it‘s sufficiently smooth to allow for efficient model building using
interpolation.
 In the context of computer animation, interpolation is in betweening, or filling in
frames between the key frames. It typically calculates the in between frames through
use of (usually) piecewise polynomial interpolation to draw images semi-
automatically.
 In the mathematical field of numerical analysis, interpolation is a type of estimation, a
method of constructing new data points within the range of a discrete set of known
data points.
 In engineering and science, one often has a number of data points, obtained by
sampling or experimentation, which represent the values of a function for a limited
number of values of the independent variable. It is often required to interpolate, i.e.,
estimate the value of that function for an intermediate value of the independent
variable.
 In the domain of digital signal processing, the term interpolation refers to the process
of converting a sampled digital signal (such as a sampled audio signal) to that of a
higher sampling rate (Upsampling) using various digital filtering techniques (e.g.,
convolution with a frequency-limited impulse signal).
We describe some methods of interpolation, differing in such properties as: accuracy, cost,
number of data points needed, and smoothness of the resulting interpolant function.

 Piecewise constant interpolation

The simplest interpolation method is to locate the nearest data value, and assign the
same value. In simple problems, this method is unlikely to be used, as linear

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 interpolation (see below) is almost as easy, but in higher-dimensional multivariate
interpolation, this could be a favourable choice for its speed and simplicity.

 Linear interpolation
One of the simplest methods is linear interpolation (sometimes known as lerp).
Generally, linear interpolation takes two data points the interpolant.

 Polynomial interpolation
Polynomial interpolation is a generalization of linear interpolation. Note that the
linear interpolant is a linear function. We now replace this interpolant with a
polynomial of higher degree.

 Spline interpolation
Spline interpolation uses low-degree polynomials in each of the intervals, and chooses
the polynomial pieces such that they fit smoothly together. The resulting function is
called a spline. For instance, the natural cubic spline is piecewise cubic and twice
continuously differentiable. Furthermore, its second derivative is zero at the end
points.
 Extrapolation
The term extrapolation is used to find data points outside the range of known data
points.

Numerical Differentiation

Suppose a function y=f(x) is given by a table values (xi,yi ). The process of computing the
derivative dy/dx for some particular value of x is called numerical differentiation.

 In an Automobile, Electronic versions of odometer and a speedometer gauges simply

use derivatives to transform the data sent to the electronic motherboard from the tires
to miles per Hour (MPH) and distance(KM).
 With the use of derivative radar gun is able to calculate the speed at which the car was
going and also report the distance that the car was from the radar gun.
 In the business world, with the applications of derivatives you can estimate the profit
and loss point for certain ventures.
 Using derivative one is able to calculate the gradient at any point of a graph.
 Many differential equations were used in the designing of the Sydney Opera House.

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Numerical Integration:

 In nature, most of the subsurface geological structures have an asymmetric shape. To

estimate the volume of such structures numerical integration is used
 Finding area of water plane is most important topic in ship stability. There are several
ways by which this can be found, one of them is Simpson‘s Rules. Simpson‘s Rules
can be used to find areas of curved figures using numerical integration technique. As
the water plane is symmetrical about the center line, we need to calculate only half the
area. For that simpson‘s rules are used. Simpson‘s rules gives the better
approximations to the areas. Simpson‘s Rules are used to calculate area of the space
enclosed by a straight line and a curve
 Integration was used to design the PETRONAS Towers making it stronger.
 Historically, one of the first uses of integration was in finding the volumes of wine-
inding areas under curved surfaces, Centers
of mass, displacement and Velocity, and fluid flow are other uses of integration.
 your electricity meter(measuring kilowatt hours) is an integrator of your house‘s
momentaneous use of electrical power (in kilowatts) over a month.
 Volume in a liquid container is integral of the surface of the liquid with height.
 Indispensable to calculate the amount of water in, say, a reservoir.
 Volume in a liquid container is integral of the surface of the liquid with height.
Indispensable to calculate the amount of water in, say, a reservoir.
 Loosing or gaining weight is the difference in the integrals of daily input (what you
eat) and daily output (what your body looses by the various dejection mechanisms).
 Capital gain is the integral of the interest rate with time. Only, they do not do it over
infinitesimal time differentials dt, but over finite time differences Δt like days,
months, years. So it is not a true ‗integral‘ in the mathematical sense, but a sum of
finite parts.

Trapezoidal rule

In mathematics, and more specifically in numerical analysis, the trapezoidal rule (also known
as the trapezoid rule or trapezium rule) is a technique for approximating the definite integral.
. The trapezoidal rule works by approximating the region under the graph of the function as a
trapezoid and calculating its area.

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  The trapezoidal rule is one of a family of formulas for numerical integration called
Newton–Cotes formulas, of which the midpoint rule is similar to the trapezoid rule.
Simpson's rule is another member of the same family, and in general has faster
convergence than the trapezoidal rule for functions which are twice continuously
differentiable, though not in all specific cases. However, for various classes of
rougher functions (ones with weaker smoothness conditions), the trapezoidal rule has
faster convergence in general than Simpson's rule.
 Moreover, the trapezoidal rule tends to become extremely accurate when periodic
functions are integrated over their periods, which can be analyzed in various ways. A
similar effect is available for peak functions.
 For non-periodic functions, however, methods with unequally spaced points such as
Gaussian quadrature and Clenshaw–Curtis quadrature are generally far more accurate;
Clenshaw–Curtis quadrature can be viewed as a change of variables to express
arbitrary integrals in terms of periodic integrals, at which point the trapezoidal rule
can be applied accurately.

Simpson's Rule

Simpson's Rule is a numerical method for approximating the integral of a function between
two limits, a and b. It's based on knowing the area under a parabola, or a plane curve. In this
rule, N is an even number and h = (b - a) / N. The y values are the function evaluated at
equally spaced x values between a and b.

Finding the area under a curve is simplified using desktop computer tools, MCAD software,
and spread-sheet programs. If you can draw the function, you can integrate it.

 Calculating static and dynamic reaction forces on areas and volumes. One example
would be the calculation of pressure-volume work done by a piston:
 Solving buoyancy and stability problems when designing a new marine vessel.
Examples of the use of Simpson‘s rule in this discipline include the calculation of a
vessel‘s displacement, total wetted surface area, and the calculation of the
longitudinal center of buoyancy of the hull.
 Calculating the average power over an integral number of cycles of voltages and
current.

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Romberg’s Method:

To estimate the area under a curve the trapezoid rule is applied first to one-piece, then two,
then four, and so on. One-piece. Note since it starts and ends at zero, this approximation
yields zero area. After trapezoid rule estimates are obtained, Richardson extrapolation is
applied.

 For the first iteration the two piece and one piece estimates are used in the formula (4
× (more accurate) − (less accurate))/3 The same formula is then used to compare the
four piece and the two piece estimate, and likewise for the higher estimates
 For the second iteration the values of the first iteration are used in the formula
(16(more accurate) − less accurate))/15
 The third iteration uses the next power of 4: (64 (more accurate) − less accurate))/63
on the values derived by the second iteration.
 The pattern is continued until there is one estimate.

NUMERICAL SOLUTION OF ORDINARY DIFFERENTIAL

EQUATIONS

Euler’s Method

 Euler's method is a numerical method to solve first order first degree differential
equation with a given initial value. It is the most basic explicit method for numerical
integration of ordinary differential equations and is the simplest Runge–Kutta method.
 Euler's method can be used is to take a time-based system of ODEs and transform it
into a difference equation. Using Euler's method so that you can use it in dynamic
programming or discrete optimal control approaches.

Runge-Kutta Method:

In numerical analysis, the Runge–Kutta methods are a family of implicit and explicit iterative
methods, which include the well-known routine called the Euler Method, used in temporal
discretization for the approximate solutions of ordinary differential equation.

 The application of Runge-Kutta methods as a means of solving non-linear partial

differential equations is demonstrated with the help of a specific fluid flow problem.

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  When sending a satellite to another planet, it is often neccessary to make a course
correction mid-way. The differential equations governing the motion are well known,
so the projected path can be calculated by solving the differential equations
concerned. Often this is done using a Runge-Kutta method (or a variant thereof),
particularly if the effect of another planet is of consequence. Likewise, if a correction
has to be made, the effect of the correction can be calculated before making it to
ensure that it is an appropriate correction. Again a Runge-Kutta technique can be
used.

PREDICTOR-CORRECTOR METHODS

In numerical analysis, predictor–corrector methods belong to a class of algorithms designed

to integrate ordinary differential equations – to find an unknown function that satisfies a
given differential equation.

When considering the numerical solution of ordinary differential equations (ODEs), a

predictor–corrector method typically uses an explicit method for the predictor step and an
implicit method for the corrector step.

 The initial, "prediction" step, starts from a function fitted to the function-values and
derivative-values at a preceding set of points to extrapolate ("anticipate") this
function's value at a subsequent, new point.
 The next, "corrector" step refines the initial approximation by using the predicted
value of the function and another method to interpolate that unknown function's value
at the same subsequent point.
 Application of predictor-corrector schemes with several correctors in solving air
pollution problems. Systems of ordinary differential equations obtained by using
splitting-up techniques in some air pollution models and a pseudospectral (Fourier)
discretization of the first-order space derivatives are considered.
 Predict-Evaluate-Correct scheme is used for developing algorithm for real-time
aircraft dynamics simulation.

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Boundary value problems

 Partial differential equations (PDEs) are the most common method by which we
model physical problems in engineering. PDEs can be used to describe a wide variety
of phenomena such as sound, heat, electrostatics, electrodynamics, fluid
flow, elasticity, or quantum mechanics. These seemingly distinct physical phenomena
can be formalised similarly in terms of PDEs. Just as ordinarydifferential equations
often model one-dimensional dynamical systems, partial differentialequations often
model multidimensional systems.

Numerical solution of Partial Differential Equations

Finite Differences for Partial Differential Equations

 In mathematics, finite-difference methods (FDM) are numerical methods for solving
differential equations by approximating them with difference equations, in which
finite differences approximate the derivatives.
 FDMs are thus discretization methods. FDMs convert a linear (non-linear) ODE
(Ordinary Differential Equations) /PDE (Partial differential equations) into a system
of linear (non-linear) equations, which can then be solved by matrix algebra
techniques.
 The reduction of the differential equation to a system of algebraic equations makes
the problem of finding the solution to a given ODE ideally suited to modern
computers, hence the widespread use of FDMs in modern numerical analysis.
 Finite differences for partial differential equations are used to solve elliptic equations,
one dimensional heat equation problems and one dimensional wave equation
problems.

Elliptic Equations
o Elliptic equation, any of a class of partial differential equations describing
phenomena that do not change from moment to moment, as when a flow of heat or
fluid takes place within a medium with no accumulations.
o Elliptic partial differential equations are used in harmonic analysis.

One Dimensional Heat Equation

o The heat equation is of fundamental importance in diverse scientific fields. In
mathematics it is the prototypical parabolic partial differential equation.

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 o In statistics the heat equation is connected with the study of Brownian motion via
the Fokker-Planck equation, The diffusion equation, a more general version of the
heat equation, arises in connection with the study of chemical diffusion and other
related processes.
o The heat equation predicts that if a hot body is placed in a box of cold water the
temperature of the body will decrease, and eventually (after infinite time, and
subject to no external heat sources) the temperature in the box will equalize.
o It is the prediction of thermal transfer profiles and the measurement of the thermal
diffusivity in polymers.

One Dimensional Wave Equation

o The wave equation is an important second-order linear partial differential equation
for the description of waves as they occur in classical physics such as mechanical
waves (e.g. water waves, sound waves and seismic waves) or light waves. It arises
in fields like acoustics, electromagnetics, and fluid dynamics.
o It is used to determine the displacement in a vibrating string.

PROBABILITY THEORY
The process of observing something uncertain is known as a random experiment. This is the
most basic term used in probability and statistics. When we toss a coin the outcome is
uncertain and hence, it can be termed as a random experiment. The result of a random
experiment is an outcome and set of outcomes is sample space. The more number of
repetitions are there for an experiment the bigger the size of experiment is. The probability of
each output of a random experiment can be calculated if the sample space is known.

 The probability of an event is the ratio of number of occurrence in the event and
number of elements in the sample space.
 A random variable is a function which maps every member of the sample space to
a real number.
 Examples of Random Variables
o The return on an investment in a one-year period
o The price of an equity
o The number of customers entering a store
o The sales volume of a store on a particular day
o The turnover rate at your organization next year
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  There are two type of random variables
o Discrete Random Variable

A Random variable is said to be discrete if it is finite or countable

 total of roll of two dice: 2, 3, . . . , 12

 number of desktops sold: 0, 1, . . .
 customer count: 0, 1, . . .
 If we want to find load on a specific point in a beam we can use discrete
functions to find loading at each point on a beam. Suppose a loading on a
long, thin beam places mass only at discrete points. The loading can be
described by a function that specifies the mass at each of the discrete
points.
o Continuous random variable

A Random variable is said to be continuous if it takes values in an interval

 interest rate: 3.25%, 6.125%, . . .

 task completion time: a nonnegative value
 price of a stock: a nonnegative value
 We can also estimate the time require for the failure of electrical
component by using continues random variable and its functions

Probability distribution

Probability theory is a very important subject which can be studied at various mathematical
levels. Probability is the foundation of Statistical theory and its applications. . The term
―Probability‖ in Statistics refers to the chances obtained of an event among a large number of
possibilities. A collection of well defined is called a set. The objects comprising the set are
called elements. Probability is the combination of sets and subset

Probability means the mathematical chance that something might happen, is

used in numerous day- to-day applications, including in weather forecasts,
Sports Strategies, Insurance Options, Games and Recreational Activities,
Making Business.

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 Probability is used to describe random or chances of events to occur. Everyday
we are faced with probability statements involving the words

At first only a few people had smart phones, then within only a few years, it
seems that everybody has an iPhone or similar. Example: The Growth in
Smart Phone usage has been Exponential. Governments apply probabilistic
methods in environmental regulation, where it is called pathway analysis. A
good example is the effect of the perceived probability of any widespread
Middle East conflict on oil prices—which have ripple effects in the economy

Probability distribution is a mathematical function that provides the probabilities of

occurrence of different possible outcomes in an experiment.

Application of Probability distribution

 The concept of the probability distribution and the random variables which they
describe underlies the mathematical discipline of probability theory, and the science
of statistics. There is spread or variability in almost any value that can be measured in
a population (e.g. height of people, durability of a metal, sales growth, traffic flow,
etc.); almost all measurements are made with some intrinsic error.
 In physics many processes are described probabilistically, from the kinetic properties
of gases to the quantum mechanical description of fundamental particles. For these
and many other reasons, simple numbers are often inadequate for describing a
quantity, while probability distributions are often more appropriate.
 The cache language models and other statistical language models used in natural
language processing to assign probabilities to the occurrence of particular words and
word sequences do so by means of probability distributions.
 Probabilistic load flow in power-flow study explains the uncertainties of input
variables as probability distribution and provide the power flow calculation also in
term of probability distribution.

Standard Distributions

Binomial Distribution
A binomial distribution can be thought of as simply the probability of a SUCCESS or
FAILURE outcome in an experiment or survey that is repeated multiple times. The
binomial is a type of distribution that has two possible outcomes (the prefix ―bi‖

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 means two, or twice). For example, a coin toss has only two possible outcomes: heads
or tails and taking a test could have two possible outcomes: pass or fail. Binomial
distribution is a discrete distribution.

Application of Binomial distribution

o If a new drug is introduced to cure a disease, it either cures the disease (it‘s
successful) or it doesn‘t cure the disease (it‘s a failure).
o If you purchase a lottery ticket, you‘re either going to win money, or you
aren‘t.

Poisson Distribution
The Poisson distribution is the discrete probability distribution of the number of
events occurring in a given time period, given the average number of times the event
occurs over that time period.

o A certain fast-food restaurant gets an average of 3 visitors to the drive-through

per minute. This is just an average, however. The actual amount can vary.
o A Poisson distribution can be used to analyze the probability of various events
regarding how many customers go through the drive-through. It can allow one
to calculate the probability of a lull in activity (when there are 0 customers
coming to the drive-through) as well as the probability of a flurry of activity
(when there are 5 or more customers coming to the drive-through). This
information can, in turn, help a manager plan for these events with staffing
and scheduling.

Geometric Distribution
The geometric distribution represents the number of failures before you get a success
in a series of Bernoulli trials.

o For example, you ask people outside a polling station who they voted for until
you find someone that voted for the independent candidate in a local election.
The geometric distribution would represent the number of people who you had
to poll before you found someone who voted independent. You would need to
get a certain number of failures before you got your first success.

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Exponential Distribution
The exponential distribution is one of the widely used continuous distributions. It is
often used to model the time elapsed between events. An interesting property of the
exponential distribution is that it can be viewed as a continuous analogue of the
geometric distribution.

Exponential variables can also be used to model situations where certain events occur
with a constant probability per unit length, such as the distance between mutations on
a DNA strand, or between roadkills on a given road.

o In physics, if you observe a gas at a fixed temperature and pressure in a

uniform gravitational field, the heights of the various molecules also follow an
approximate exponential distribution, known as the Barometric formula.
o In hydrology, the exponential distribution is used to analyze extreme values of
such variables as monthly and annual maximum values of daily rainfall and
river discharge volumes.

Gamma Distribution
The Gamma distribution is a continuous, positive-only, unimodal distribution that
encodes the time required for «alpha» events to occur in a Poisson process with mean
arrival time of «beta».

o The amount of rainfall accumulated in a reservoir

o The size of loan defaults or aggregate insurance claims
o The flow of items through manufacturing and distribution processes
o The load on web servers
o The many and varied forms of telecom exchange

Normal Distribution
Normal distribution, also known as the Gaussian distribution, is a probability
distribution that is symmetric about the mean, showing that data near the mean are
more frequent in occurrence than data far from the mean. In graph form, normal
distribution will appear as a bell curve.

o A potato chip manufacturer may take samples weights of its product - say 100
batches of 20 - and see if the difference in average weight is due to mere chance or
due to a problem that needs to be addressed.

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 o A testing company will use the normal distribution to design their tests such as
ACT, LSAT or GMAT.
o Insurance companies will use it to predict the probability of accidents given
various parameters about the insured to come with premium.
o Drug manufacturers will use it to validate its clinical research.

Marketing departments at companies will collect data on likelihood of demand at Two-

Dimensional Random Variable

 In a practical engineering problem, there is almost always causal relationship between

different events. Some relationships are determined by physical laws, e.g., voltage and
current, while some are abstracted from the problem, e.g., probability of passing a
class and probability of graduating. Whenever we need to handle relationship between
two or more events,we need mathematical tools to describe the two-dimensional
random variable.

Covariance

 Covariance is a measure of the joint variability of two random variables. If the greater
values of one variable mainly correspond with the greater values of the other variable,
and the same holds for the lesser values, the covariance is positive.

 In the opposite case, when the greater values of one variable mainly correspond to the
lesser values of the other, the covariance is negative. The sign of the covariance
therefore shows the tendency in the linear relationship between the variables
 If change in one variable affect the change in other variable , then and are
correlated.
 Eg: Pressure & Volume, Age & Blood Pressure, Demand & Price.

Scatter Diagram

 To find a mathematical relationship (equation) between any two variables and

plot the set of given paired observations in plane. The resulting set of points of
points is known as scatter diagram.

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Linear Regression

 Regression is the measure of the average relationship between the two are more
variables in terms of original units of the data.
 Correlation between and is linear if all the observations of lie near a
straight line in the scatter diagram.

Line of Regression

 If two variables and are correlated, then we see that the scatter diagram will be
more or less clustered around a curve, then the curve is called regression curve. If the
curve is a straight line, then it is called regression line
 There are two Regression lines
o Regression of X on Y
o Regression of Y on X
o To compute the value of X when Y is known we use X on Y
o To compute the value of Y when X is known we use Y on X

STATISTICS
The field of statistics deals with the collection, presentation, analysis and use of data to make
decisions, solve problems and design products and processes. Engineers solve problems
constantly and repetitively that's why the need of statistics in the Engineering domain is of a
huge value.
 These measures indicate where most values in a distribution fall and are also referred
to as the central location of a distribution. You can think of it as the tendency of data
to cluster around a middle value. In statistics, the three most common measures of
central tendency are the mean, median, and mode.
 In statistics, dispersion (also called variability, scatter, or spread) is the extent to
which a distribution is stretched or squeezed. Common examples of measures of
statistical dispersion are the variance, standard deviation, and interquartile range
 In statistics, population refers to the total set of observations that can be made. For
example, if we are studying the weight of adult women, the population is the set of
weights of all the women in the world.
 In statistics and quantitative research methodology, a data sample is a set of data
collected and the world selected from a statistical population by a defined procedure.
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 The elements of a sample are known as sample points, sampling units or observations.
The sample usually represents a subset of manageable size.

Random Sampling

Random sampling is a way of selecting a sample of observations from a population in

order to make inferences about the population. The advantages of using a simple random
sample to study a larger population. Simple random sampling is a method used to cull a
smaller sample size from a larger population and use it to research and make
generalizations about the larger group.

 For example, exit polls from voters that aim to predict the likely results of an election.
Random sampling is also known as probability sampling.
 In manufacturing different types of sensory data such as acoustics, vibration, pressure,
current, voltage and controller data are available at short time intervals. To predict
down-time it may not be necessary to look at all the data but a sample may be
sufficient.
 For example, there are about 600 million tweets produced every day. It is not
necessary to look at all of them to determine the topics that are discussed during the
day, nor is it necessary to look at all the tweets to determine the sentiment on each of
the topics. A theoretical formulation for sampling Twitter data has been developed.

Statistical hypothesis testing

 Statistical significance is the likelihood that a relationship between two or more

variables is caused by something other than chance.
 Statistical hypothesis testing is used to determine whether the result of a data set is
statistically significant.
 This test provides a p-value, representing the probability that random chance could
explain the result. In general, a p-value of 5% or lower is considered to be statistically
significant.
 A statistical hypothesis test is a method of statistical inference. Commonly, two
statistical data sets are compared, or a data set obtained by sampling is compared
against a synthetic data set from an idealized model.

33
  A hypothesis is proposed for the statistical relationship between the two data sets, and
this is compared as an alternative to an idealized null hypothesis that proposes no
relationship between two data sets.
 The comparison is deemed statistically significant if the relationship between the data
sets would be an unlikely realization of the null hypothesis according to a threshold
probability—the significance level.
 Hypothesis tests are used when determining what outcomes of a study would lead to a
rejection of the null hypothesis for a pre-specified level of significance.

Design of Experiment

 The design of experiments is the design of any task that aims to describe or explain
the variation of information under conditions that are hypothesized to reflect the
variation.
 The term is generally associated with experiments in which the design introduces
conditions that directly affect the variation, but may also refer to the design of quasi-
experiments, in which natural conditions that influence the variation are selected for
observation.
 Design of experiment is used in the classic weight problem i.e. weighing objects in a
pan, and attempting to identify the correct weight of each one.
 Design of experiment is used in the computer manufacturing industry for determining
perfection in silicon wafer design.
 In chemical industry, design of experiment is used for optimizing the yield of
chemical processes.

Analysis of variance

 Analysis of variance (ANOVA) is a collection of statistical models and their

associated estimation procedures (such as the "variation" among and between groups)
used to analyze the differences among group means in a sample.
 The name is appropriate because inferences about means are made by analyzing
variance. ANOVA is used to test general rather than specific differences among
means.

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  The ANOVA is based on the law of total variance, where the observed variance in a
particular variable is partitioned into components attributable to different sources of
variation.
 In its simplest form, ANOVA provides a statistical test of whether two or more
population means are equal, and therefore generalizes the t-test beyond two means.
 Example:
o we can consider 4 different colleges affiliated to a Anna university and the marks
obtained by the students in those colleges in a common intelligent test and we can
test under the null hypothesis that there is no difference between the mean marks
obtained by all the students of 4 colleges and the mean marks of all the colleges of
the university and hence we can find out whether the difference is significant.
o we may be interested in testing whether the effect of five different types of
fertilizers on the yields of rice is significantly different when applied to four
different plots.
o We observe in the first example that the four different colleges can be classified as
four variables classes and the test marks for each class will vary within each class.
Similarly in the second example there are 20 observations of yields of 5 classes
treated with 5 different fertilisers each fertilizer treated on 4 different plots.
o In these cases we observe variability between class and their means and variability
within the separate classes.

LAPLACE TRANSFORM
Laplace transform a function of a real variable t to a function of a complex variables. It has
several applications in almost all Engineering disciplines.

 System Modelling: Laplace transform is used to simplify calculations in system

modelling, where large differential equations are used.
 Analysis of Electrical Circuits: In electrical circuits, a Laplace transform is used for
the analysis of linear time-invariant systems.
 Analysis of Electronic Circuits: Laplace transform is widely used by Electronics
engineers to quickly solve differential equations occurring in the analysis of electronic
circuits. It is also used to carry out study of control systems
 Digital Signal Processing: One cannot imagine solving DSP (Digital Signal
Processing) problems without employing Laplace transform. It is used for sending
signals over any two-way communication medium.

35
  Nuclear Physics: In order to get the true form of radioactive decay, a Laplace
transform is used. It makes studying analytic part of Nuclear Physics possible.
 Thermal studies: It is used in the analysis of HVAC (Heating, Ventilation and Air
Conditioning)
 Process Controls: It helps analyze the variables, which when altered, produces desired
manipulations in the result. For example, while studying heat experiments, Laplace
transform is used to find out to what extent the given input can be altered by changing
temperature, hence one can alter temperature to get desired output for a while.
Z-TRANSFORM:
In mathematics and signal processing, the Z-transform converts a discrete-time signal, which
is a sequence of real or complex numbers, into a complex frequency-domain representation.
It can be considered as a discrete-time equivalent of the Laplace transform.

 Z transform is used in many applications of mathematics and signal processing.

o Uses to analysis of digital filters.
o Used to simulate the continuous systems.
o Analyze the linear discrete system.
o Used to finding frequency response.
o Analysis of discrete signal.
o Helps in system design and analysis and also checks the systems stability.
o For automatic controls in telecommunication.
o Enhance the electrical and mechanical energy to provide dynamic nature of the
system.
 It's used heavily in digital controls (and ideas that share similar concepts, like
finance), where systems can go unstable, which obviously imply that it doesn't have a
proper Fourier transform.

 The z-transform is useful for the manipulation of discrete data sequences and has
acquired a new significance in the formulation and analysis of discrete-time systems.
 It is used extensively today in the areas of applied mathematics, digital signal
processing, control theory, population science, economics.
 The discrete models are solved with difference equations in a manner that is
analogous to solving continuous models with differential equations.

36
  The role played by the z-transform in the solution of difference equations corresponds
to that played by the Laplace transforms in the solution of differential equations.

FOURIER TRANSFORMS
The Fourier transform (FT) decomposes a function of time (a signal) into its constituent
frequencies. This is similar to the way a musical chord can be expressed in terms of the
volumes and frequencies of its constituent notes. The term Fourier transform refers to both
the frequency domain representation and the mathematical operation that associates the
frequency domain representation to a function of time. Some applications of Fourier
Transform include

 Communication: Fourier Transform is essential to understand how a signal behaves

when it passes through filters, amplifiers and communication channels.
 Image processing: Transformation , representation , encoding , smoothing and
sharping images .Fourier Transform is an important image processing tool which is
used to decompose an image into its sine and cosine components .comparing with the
signal process , which is often using 1-dimensional Fourier Transform, in imaging
analysis , 2 or higher dimensional Fourier Transform are being used .Fourier
Transform has been widely applied to the fields of image analysis .
 Data analysis :Fourier transform can be used as high – pass , low-pass , and band-pass
filters and it can also be applied to signal and noise estimation by encoding the time
series .
 Cell phones : Every mobile device –netbook , notebook , tablet , and phone have been
built in high speed cellular data connection , just like Fourier Transform . sine and
cosine are keys to the success of Fourier Transform because sound may be
represented by a complex combination of their waves. Humans very easily perform
Fourier transform mechanically every day. For example, when you are in room with a
great deal of noise and you selectively hear your name above the noise , you have just
performed Fourier transform .
 Fourier Transforms have many applications, mainly it converts time domain signal to
frequency domain signals, at which signals can be analyzed. Unlike Laplace
transfrom, Fourier Transforms doesn't have full S plane, it just have the frequency
j2πf plane.

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  Fourier Transforms helps to analyze spectrum of the signals, helps in find the
response of the LTI systems. ( Continuous Time Fourier Transforms is for Analog
signals and Discrete time Fourier Transforms is for discrete signals )
 Discrete Fourier Transforms are helpful in Digital signal processing for making
convolution and many other signal manipulation
 The solution of an Initial and Boundary Value Problem consisting of a partial
differential equation together with boundary and initial conditions can be solved by
the Fourier Transform method .
 Seismograms: A seismogram is a graph output by a seismograph. It is a record of the
ground motion at a measuring station as a function of time. Fourier transform is used
to in transformation of time derivatives of seismograms
 Eigenmodes of the Earth
 The pseudo-spectral method for acoustic wave propagation
 Astronomy
 Geology
 Optics

TAYLOR SERIES
A Taylor series is a way to approximate the value of a function by taking the sum of its
derivatives at a given point.

 It is used in navigation
 Using Taylor series we can find the sum of a series

FOURIER SERIES
A Fourier series is a way of representing a periodic function as a (possibly infinite) sum of
sine and cosine functions. It is analogous to a Taylor series, which represents functions as
possibly infinite sums of monomial terms.For functions that are not periodic, the Fourier
series is replaced by the Fourier transform

 Any kind of a wave can be written as a sum of sines and cosines.

 MP3 Encoding/ Sound Processing:
o Fourier series is used in MP3 coding to simplify the MP3 formats file. To
compress mp3 or .wmv and simplify it easily to get a fast and more
simplified sound by fourier series.

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  It is used in transmissions and processing signals
 Time Domain conversion:
o Fourier series can transform time domain into frequency domain. And this
domain is used as a mathematical tool to analyze the signals in that
computer uses.
 Approximation Theory. We use Fourier series to write a function as a trigonometric
polynomial.
 Control Theory. The Fourier series of functions in the differential equation often gives
some prediction about the behavior of the solution of differential equation. They are
useful to find out the dynamics of the solution.
 We use it to solve higher order partial differential equations by the method of
separation of variables.
RANDOM PROCESS (STOCHASTIC PROCESS)
 Numerous problems in this world of science and engineering deal with time
waveforms or signals. These signals may be divided into two classes-
o deterministic
o random signals.
 The deterministic signals are usually described by mathematical functions with time
as the independent variable.
 A random signal is not purely given by the value of the time because the signal is
often accompanied by an undesired random waveform, for example, the noise.
 The performance of the communication system is limited whenever the noise
interferes with the signals communicated.

Random Process

 The random process is basically a probabilistic model that is used to characterize

random signals. The subject of random processes facilitates the description and
analysis of the random signals in a probabilistic sense.
 A random process is a collection of random variables together with time.
 The autocorrelation function of a random process { } is the expected value of
product of two samples of { }

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  A random process is called weak-sense stationary or wide-sense stationary (WSS) if
its mean function and its auto correlation function do not change by shifts in time.
 A Random process is said to be ergodic if its statistical properties can be deduced
from a single, sufficiently long, random sample of the process. The reasoning is that
any collection of random samples from a process must represent the average statistical
properties of the entire process

Stationary process

 A stationary process is a stochastic process whose unconditional joint probability

distribution does not change when shifted in time. Consequently, parameters such as
mean and variance also do not change over time.

Poisson Process

 Let denotes the number of occurrences of a certain event in the interval

the discrete random process { } is called the Poisson process
 Some important applications of Poisson distribution are to calculate.
o Arrival of customers in simple queuing system.
o The number of wrong telephone calls at a switch board.
o The number of passengers entering a railway station on a given day.
o The emission of radioactive particles.
 It is applied in various physical sciences such as a model developed for alpha
particles being detected
 It is used to model seemingly disordered spatial configurations of certain wireless
communication networks

Markov Process

 Markov process is a random process in which future behavior of the process depends
only on the current state, and not on the states in the past. A discrete-state Markov
process is called a Markov chain.
 Some examples of Markov processes are described below
o Any random process with independent increments
o Board games played with dice like monopoly, snakes and ladders, etc.
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 o Weather prediction models.
o Animal life populations
o Search-engine algorithms
o Music composition and speech recognition
o It is used to predict macroeconomic situations
o Predicting asset and option prices, and calculating credit risks
o It is used to model the randomness
POWER SPECTRAL DENSITY (PSD)
 The expectation that how rapidly the random signal { } is changed as a function of
time is defined by auto correlation function. The random process can be expected to
change rapidly if the auto-correlation function decays rapidly. The random process
{ } has periodic component if the corresponding ACF has periodic component.
Hence it may be concluded that the ACF contains information about the expected
frequency content of the random process. Therefore the ACF contains information
about the expected frequency content of the random process
 Let { } be a stationary random process (either in strict sense or wide sense). Then
the power spectral density of { } is the Fourier transform of its auto correlation
function. It is denoted by
 of the stationary process { } gives the distribution of { } as a function of
frequency
 Applications of power spectrum
o The power spectrum of a signal has important applications in Electronic
communication systems like Radio, Radars, Microwave communication and so
on.
o It is used in colorimetry. It is helpful in analyzing the color characteristics of a
particular light source.
o Power Spectral Density gives you a measure of signal strength(evaluate the area
of PSD to get power of signal) and its bandwidth.

Linear System with Random Inputs

 A system is a mathematical model of a physical process which relates the input signal
&

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 A system is called a linear system if
, where and are scalars
 A linear system is called time-invariant, if a time-shift in the input signal causes
the same time shift in the output signal
 The output corresponding to the unit impulse function is , called impulse
response or weighting function
 The transfer function of a system is defined as the Fourier transform of impulse
response, denoted by . i.e., ∫
 A linear time-invariant system is called casual if the system does not respond prior to
the application of an signal
 A linear time-invariant system is called stable if its response to any bounded input is
bounded if | | for some positive constant and for all , then
| | for another positive constant and for all
 If the input system operates on the variable only (as a parameter), it is called a
deterministic system
 If the input system operates on both and , it is called a non-deterministic
system or a stochastic system.
 Applications
o It measures signal strength of the output and its bandwidth
o The auto correlation of the output can be calculated
o To Reduce the noise in signals

QUEUE
 Waiting line is called queue.
 Eg. Queue is formed in ticket booking counter, bank, ATM, ration shop etc.
 Queues are omnipresent. Businesses of all types, industries, schools, hospitals, cafeterias,
book stores, libraries, banks, post offices, petrol pumps, theaters-all have queueing
problems.
 Queues are also found in industry in shops where machines wait to be repaired, in tool
cribs where mechanics wait to receive tools and in telephone exchanges where incoming
calls wait to be handled by the operators.

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Queue Discipline

 Some of the commonly used disciplines are:

 First In First Out (FIFO). Eg: Ration Shop, Bank counters
 First In Last Out(FILO) Eg: CD stack, Godown
 Server In Random
Eg: Lucky corner game
Order(SIRO)
Eg: In Voting booth, VIPs are given first priority.
 Priority Queue
In hospitals, Emergency cases are treated first.
 Customer Behavior
o Balking
Customer refusing to enter queueing system because the queue is too long

o b. Jockeying
When there are parallel queues, the customer jumps from one queue to another with
shortest design to reduce the waiting time is said to be jockey.

o c. Reneging
The customer who leaves the queue without receiving service because of too much
waiting, it is said to be reneging.
 System combination of queue and service

 Operating Characterstics Of A Queueing System:

o Analysis of a queueing system involves a study of its different operating
characteristics. Some of them are
 Queue length - the average number of customers in the queue waiting to get
service. (This excludes the customer(s) being served)
Queue length= Line length – number of customers being served.
 System length - the average number of customers in the system including
those waiting as well as those being served.
 Waiting time in the queue - the average time for which a customer has to
wait in the queue to get service.
 Total time in the system - the average time spent by a customer in the
system from the moment he arrives till he leaves the system. It is taken to be the
waiting time plus the service time
 Utilization factor - it is the proportion of time a server actually spends with
the customers. It is also called traffic intensity.

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Markovian Queueing Models

 A queueing model in which the arrival rate and the service rate follow Markov
process is called Markovian queueing model.
 i.e., arrival rate follows Poisson distribution and the service rate follows an
exponential distribution.

Mathematical Induction

 The process to establish the validity of a general result involving natural numbers is
the principle of mathematical induction.
 Principle Of Mathematical Induction.
o Let is a proposition involving the natural number and we wish to prove that
is true for all
o Basic step: is true. i.e., is true for
o Inductive step: Assume is true. Then must also be true.Therefore
is true for all
o mathematical induction used to verify proof of a theorem
o mathematical induction used to verify proof the formula

Pigeon Hole Principle

 If pigeons are accommodated in pigeon holes and then at least one pigeon
hole will contain two or more pigeons.
 Equivalently, if objects are put in boxes and then at least one box will
contain two or more objects.
 It is used in birthday problems
 It is used in problems in relations
 It is used in divisibility of numbers
 It is used in geometry to find the distance between to points
 It is used to find numerical property of numbers

Basic Counting Principles

 There are mainly two counting principles namely

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 o Sum Rule
o Product Rule.
 These two principles form the basis of permutations and combinations and hence
known as basic counting principles.
 Sum Rule
o If there are two jobs such that they can be performed independently in and
ways. Then number of ways in which either of the two jobs can be performed is

 Product Rule
o If there are two jobs such that one of them can be done in ways and when it has
been done, second jobs can be done in ways, then the two jobs can be done in
ways.

PERMUTATIONS AND COMBINATIONS

 A permutation is an arrangement of a number of objects in some definite order taken
some or all at a time.

Combination

 A combination is a selection of some or all, objects from a set of given objects, where
order of the objects does not matter.

Principle of Inclusion and Exclusion (PIE)

 The principle of inclusion and exclusion (PIE) is a counting technique that computes
the number of elements that satisfy at least one of several properties while
guaranteeing that elements satisfying more than one property are not counted twice.
 Applications
o A simple task on permutations
o The number of integer solutions to the equation
o The number of relative primes in a given interval
o The number of integers in a given interval which are multiple of at least one of the
given numbers
o The number of strings that satisfy a given pattern
o The number of ways of going from a cell to another

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 o The number of co-prime quadruples
o The number of harmonic triplets
o The number of permutations without fixed points

o different price points to determine correct pricing for its products

LOGIC
Logic is the rational method which helps in analysis of a input or a question to derive a
proper conclusion. Logic is actually the reasoning made by us in our mind for solving a
particular problem. Logic is useful in many fields of science for the proper results. Programs,
software etc., in the computers depends on logic for the desired output.

GRAPH THEORY
 In mathematics, graph theory is the study of graphs, which are mathematical
structures used to model pairwise relations between objects.
 Graph theory is used in GPS or Google Maps to find a shortest route from one
destination to another.
 The functioning of traffic lights i.e. turning Green/Red and timing between them.
Here vertex colouring technique is utilized to solve conflicts of time and space by
identifying the chromatic number for the number of cycles needed.
 The concept of colouring is used in timetable scheduling to avoid overlap of events.
 Website designing can be modelled as a graph, where the web pages are entitled by
vertices and the hyper links between them are entitled by edges in the graph. This
concept is called as web graph.
 Graph theory is dynamic tool in combinatorial operations research. Some important
Operation Research problems which can be explained using graphs are given here.
Transport network is used to model the transportation of commodity from one
destination to another destination. The objective is to maximize the flow or minimize
the cost within the suggested flow. The graph theory is established as more competent
for these types of problems though they have more constraints.
 Data mining is process of perceiving required information from huge data with the
help of various methods. Mostly the data we deal with in data science can be shaped
as graphs. These graphs can be mined utilizing known algorithms and various
techniques in graph theory to understand them in better way.

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 GROUP THEORY
 Group theory is the study of groups. Groups are sets equipped with an operation (like
multiplication, addition, or composition) that satisfies certain basic properties. As the
building blocks of abstract algebra, groups are so general and fundamental that they
arise in nearly every branch of mathematics and the sciences.
 Cosets are structures defined within groups, and are formed by the addition of an
element outside of the group, to the members of the group.
 In coding theory, a coset leader is a word of minimum weight in any particular coset -
that is, a word with the lowest amount of non-zero entries. Coset leaders are used in
the construction of a standard array for a linear code, which can then be used to
decode received vectors.

BOOLEAN ALGEBRA
In mathematics and mathematical logic, Boolean algebra is the branch of algebra in which the
values of the variables are the truth values true and false, usually denoted 1 and 0
respectively.

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