Probability- Axioms of probability –Discrete and continuous random variables – Moment generating functions – Binomial distribution – Poisson distribution– Uniform distribution –Exponential distribution - Normal distribution.
Newton Raphson method –Pivoting — Gauss Jordan method- Iterative methods of Gauss Jacobi and Gauss Seidal- LU decomposition method – Matrix Inversion by Gauss – Jordan method – Eigenvalues of a matrix by power method.
Interpolation with unequal intervals – Lagrange’s interpolation – Newton’s divided difference interpolation – Cubic Splines – Difference operators and relations – Interpolation with equal intervals – Newton’s forward and backward difference formulae
Approximation of derivatives using interpolation polynomials – Numerical integration using Trapezoidal, Simpson’s 1/3rd, 3/8th rule– Two point and three point Gaussian quadrature formulae – Evaluation of double integrals by Trapezoidal and Simpson’s 1/3 rules
Single step methods: Taylor’s series method – Euler’s Method - Modified Euler’s Method – Fourth order Runge-Kutta method for solving first order equations – Multi step methods: Milne’s and Adams- Bash forth predictor-corrector methods for solving first order equations- Finite difference methods for solving two-point linear boundary value problems
Reference Book:
Gerald C.F. and Wheate, P.O. ,"Applied Numerical Analysis", 2 nd Edition, Pearson Education Asia, New Delhi, 2014. Spiegel,M.R., Schiller, J. and Srinivasan,R.A., "Schaum’s Outlines Probabilty and Statistics”, Tata McGraw Hill edition, 3rd Edition, 2011 Burden, R.L and Faires, J.D, "Numerical Analysis", 9th Edition, Cengage Learning, 2016. Chapra, S.C and Canale, R.P. “Numerical Methods for Engineers”, 6th Edition, Tata McGraw Hill Edition, 2014 Sastry, S.S, "Introductory Methods of Numerical Analysis", PHI Learning Pvt. Ltd, 5th Edition, 2015.
Text Book:
Johnson, R.A., Miller, I and Freund J., “Miller and Freund’s Probability and Statistics for Engineers", Pearson Education, Asia, 8th Edition, 2015 Grewal, B.S., and Grewal, J.S., "Numerical Methods in Engineering and Science", Khanna Publishers, 10th Edition, New Delhi, 2015