Syllabus

Model and its different types, Finite models, Statistical models, Stochastic models, Formulation of a model, Laws and conservation principles, Discrete and continuous models, Manipulation into its most respective form, Evaluation of a model. Case studies, Continuum model, Transport phenomena, Diffusion and air pollution models, Microwave heating, Communication and Information technology.
Software Support: MATHEMATICA, LSODE, GNUPLOT, MATLAB.

Texts

1. R. Aris, Mathematical Modelling Techniques, Dover, 1994.

2. C. L. Dym and E. S. Ivey, Principles of Mathematical Modelling, Academic Press, 1980.

3. M. S. Klamkin, Mathematical Modelling: Classroom Notes in Applied Mathematics, SIAM, 1986.

4. A. Friedman and W. Littman, Industrial Mathematics for Undergraduates, SIAM, 1994.

5. Y. C. Fung, A First Course in Continuum Mechanics, Prentice Hall, 1969.

6. E. N. Lightfoot, Transport Phenomenon and Living Systems, Wiley, 1974.

7. M. Braun, C. S. Coleman and D. A. Drew, Differential Equation Models, Modules in Applied Mathematics, Volume1, Springer Verlag, 1978.

References

1. D. Higham, Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation, Cambridge University Press, 2004

2. P. Wilmott, S. Howison and J. Dewynne, The Mathematics of Financial Derivatives, Cambridge University Press, 1997.

3. Y. Lyuu, Financial Engineering and Computation, Cambridge University Press, 2002.