Integral equations, calculus of variations and its applications
ABOUT THE COURSE
This course is a basic course offered to PG students of Engineering/Science background. It contains Fredholm and Volterra integral equations and their solutions using various methods such as Neumann series, resolvent kernels, Green’s function approach and transform methods. It also contains extrema of functional, the Brachistochrone problem, Euler’s equation, variational derivative and invariance of Euler’s equations. It plays an important role for solving various engineering sciences problems. Therefore, it has tremendous applications in diverse fields in engineering sciences.
INTENDED AUDIENCE
It is a core as well as elective course for PG students of technical institutions/ universities/colleges.
PRE-REQUISITES
Not Required
INDUSTRIES THAT WILL RECOGNIZE THIS COURSE Nil
1980 students have enrolled already!!
COURSE INSTRUCTOR
Dr. P. N. Agrawal is a Professor in the Department of Mathematics, IIT Roorkee. His area of research includes approximation Theory and Complex Analysis. He delivered 13 video lectures on Engineering Mathematics in NPTEL Phase I and recently completed Pedagogy project on Engineering Mathematics jointly with Dr. Uaday Singh in the same Department. Further he has completed online certification course “Mathematical methods and its applications” jointly with Dr. S.K. Gupta of the same department. He taught the course on “Integral equations and calculus of variations” several times to MSc (Industrial Mathematics and Informatics) students. He has supervised nine Ph.D. theses and has published more than 160 research papers in reputed international journals of the world. Currently, he is supervising six research students.
Dr. D. N. Pandey is an Associate Professor in the Department of Mathematics, IIT Roorkee. Before joining IIT Roorkee he worked as a faculty member in BITS-Pilani Goa campus and LNMIIT Jaipur. His area of expertise includes semigroup theory, functional differential equations of fractional and integral orders. He has already prepared e-notes for course titled “Ordinary Differential Equations and Special Functions” under e- Pathshala funded by UGC. Also, he has published a book titled “Nonlocal Functional Evolution Equations: Integral and fractional orders, LAP LAMBERT Academic Publishing AG Germany”. He has delivered several invited talks at reputed institutions in India and abroad. He has guided three Ph.D. theses and has published more than 60 papers in various international journals of repute. Currently, he is supervising five research students.
COURSE PLAN:
Week 1
Definition and classification of linear integral equations
Conversion of IVP into integral equations
Conversion of BVP into integral equations
Conversion of integral equationsinto differential equations
Integro-differential equations
Week 2
Fredholm integral equation with separable kernel: Theory
Fredholm integral equation with separable kernel: Examples
Solution of integral equations by successive substitutions
Solution of integral equations by successive approximations
Solution of integral equations by successive approximations: Resolvent kernel
Week 3
Fredholm integral equations with symmetric kernels:Properties of eigenvalues and eigen functions
Fredholm integral equations with symmetric kernels:Hilbert Schmidt theory
Fredholm integral equations with symmetric kernels:Examples
Construction of Green’s function-I
Construction of Green’s function-II
Week 4
Green’s function for self adjoint linear differential equations
Green’s function for non- homogeneous boundary value problem
Fredholm alternative theorem-I
Fredholm alternative theorem-II
Fredholm method of solutions
Week 5
Classical Fredholm theory: Fredholm first theorem-I
Classical Fredholm theory: Fredholm first theorem-II
Classical Fredholm theory: Fredholm second and third theorem
Method of successive approximations
Neumann Series and resolvent kernels-I
Week 6
Neumann Series and resolvent kernels-II
Equations with convolution type kernels-I
Equations with convolution type kernels-II
Singular integral equations-I
Singular integral equations-II
Week 7
Cauchy type integral equations-I
Cauchy type integral equations-II
Cauchy type integral equations-III
Cauchy type integral equations-IV
Cauchy type integral equations-V
Week 8
Solution of integral equations using Fourier transform
Solution of integral equations using Hilbert- transform-I
Solution ofintegral equations using Hilbert- transform-II
Calculus of variations: Introduction
Calculus of variations: Basic concepts-I
Week 9
Calculus of variations:Basic concepts-II
Calculus of variations: Basic concepts and Euler’s equation
Euler’s equation:Some particular cases
Euler’s equation:A particular case and Geodesics
Brachistochrone problem and Euler’s equation-I
Week 10
Euler’s equation-II
Functions of several independent variables
Variational problems in parametric form
Variational problems of general type
Variational derivative and invariance of Euler’s equation
Week 11
Invariance of Euler’s equation and isoperimetric problem-I
Isoperimetri c problem-II
Variational problem involving a conditional extremum-I
Variational problem involving a conditional extremum-II
Variational problems with moving boundaries- I
Week 12
Variational problems with moving boundaries- II
Variational problems with moving boundaries- III
Variational problems with moving boundaries; One sided variation
Variational problem with a movable boundary for a functional dependent on two functions
Hamilton’s principle;Variational principle of least action
SUGGESTED READING
1. R. P. Kanwal, Linear Integral Equations, Theory and Techniques, Birkhauser, 1924.
2. M. Krasnov, A. Kiselev, G. Makarenko, Problems and Exercises in Integral Equations, Mir Publishers, Moscow, 1971.
3. W. V. Lovitt, Linear Integral Equations, Dover publications, 2005.
4. I. M. Gelfand, S.V. Fomin, Calculus of Variations, Dover Publications, 2000.
5. Robert Weinstock, Calculus of Variations with Applications to Physics and Engineering, Dover Publications, 1974.
6. L. Elsgolts, Differential Equations and the Calculus of Variations, MIR Publishers, 1970.
7. A. S. Gupta, Calculus of Variations with Applications, PHI Learning, 2015.
MORE DETAILS ABOUT THE COURSE
CERTIFICATION EXAM
The exam is optional for a fee. Exams will be on 22 October 2017. Time: Shift 1: 9am-12 noon; Shift 2: 2pm-5pm Any one shift can be chosen to write the exam for a course. Registration url: Announcements will be made when the registration form is open for registrations. The online registration form has to be filled and the certification exam fee needs to be paid. More details will be made available when the exam registration form is published.
CERTIFICATE
Final score will be calculated as : 25% assignment score + 75% final exam score 25% assignment score is calculated as 25% of average of Best 8 out of 12 assignments E-Certificate will be given to those who register and write the exam and score greater than or equal to 40% final score. Certificate will have your name, photograph and the score in the final exam with the breakup. It will have the logos of NPTEL and Indian Institute of Technology Roorkee. It will be e-verifiable at nptel.ac.in/noc.