Syallabus for Part Time PG Diploma in Scientific Computing and Industrial

Mathematics

SCIM1 Mathematical Modeling

An Introduction:
Principles of Modeling, Modeling techniques, Modeling classification, Limitation of
Mathematical Modeling, Role of mathematical modeling in modern Engineering systems,
Modeling principles from Physics,

Simulation-An Introduction:
System - An Introduction, System environment, Deterministic and Stochastic system,
Simulation, Continuous and Discrete Simulation, Advantages and Disadvantages of
Simulation

Mathematical Modeling of Engineering Systems

Continuous Models:
One variable models - Equilibrium points and stability, Phase space analysis, Newton’s law
of cooling, Heat flow.

Discrete Models:
Cobweb diagrams, Logistic models and Cobweb diagrams, A Different look at Newton’s
falling apple example.

Mechanical Vibration:
Newton’s Law, Spring-mass system, Two-mass oscillators, Friction and Damping Pendulum,
Linear stability and equilibrium, Energy analysis, Phase plane analysis, Non-linear
oscillations.

Wave Propagation:
Shallow water waves, D Alambert solution, Inhomogeneous wave equation, Shock waves,
waves in elastic medias, Standing waves, Diffusion.

Planetary Motion:
The two body problem, Kepler’s law, Precesion of Mercury, The Perturbation method, The
Poincare method.

Probabilistic Models:
Markov chains, Diffusion, Evaporating Cooling, Combining Random elements and
Deterministic elements.

Models Fitting:
Fitting a model to data, Least square criterion, Choosing a best model.

Modeling and Simulation Examples

ODE’s example via Runga - Kutta routine, Coupled ODE’s, Example based on PDE’s
Monte Carlo Method- illustration

Modeling Case Studies

Modeling case study depending on student specialization, simulation, visualization
and comparison to theory.

Department of Applied Mathematics, Faculty of Tech. & Engg., The M. S. U, Baroda

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Syallabus for Part Time PG Diploma in Scientific Computing and Industrial
Mathematics

REFERENCES:
1. Press et al. :Numerical Recipes in C: The Art of Scientific
Computing, Cambridge University
Press, 1992.
2. Richard Haberman :Mathematical Models, Mechanical Vibrations,
Population
3. Dynamics, and Traffic flow :SIAM classics in Applied Mathematics
4. Meerscheart, :Mathematical Modelling Second Edition,
Academic Press, 1999
5. Kapur J. N. :Mathematical Modelling; Willey Eastern
Limited, 1994
6. Gibbons M.A :Concrete Approach to Mathematical Modelling,
John Wiley and Sons, 1995.

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Syallabus for Part Time PG Diploma in Scientific Computing and Industrial
Mathematics

SCIM2 Numerical Methods and Mathematical Software

Numerical Methods
Basics:
Summary of basis concepts from Linear Algebra and Numerical Analysis: Matrices,
Operation counts, Matrix Norms, Types of Errors in Numerical Computation

Numerical Integration:
Gaussian Quadrature, Romberg Integration, Adaptive Quadrature

Non-linear and Transcendental equations: Newton’s Method, Iterative Schemes

Matrix Factorization and Linear System :

Cholesky Factorization, QR Factorization by Householder matrices and by Givens notation,
LU factoriztion and Gaussian elimination, Partial pivoting, Error Analysis (Statement of
result), Solving triangular system by substitution, Solving full system by factorization

Sparse and Banded Linear Systems and Iterative Methods:

LU factorization for banded and sparse matrices, Storage schemes, Iterative methods:
Jacobi, Gauss - Seidal and SOR iterations, Conjugate Gradient method, Preconditioning

Eigen - Value Problem:

Basic theory including perturbation results, Power method, Inverse iteration, Similarity
reduction

Interpolation and Curve Fitting

Mathematical Software

Matlab
Essentials of MATLAB, Vectors, Matrices, and the colon operator, M files: Scripts and
Functions, Input and Output, Graphics, Control Structures and Logical Tests, Symbolic Math
Toolbox, Advanced MATLAB features

Internet: The internet as a source of information about mathematical software

BLAS, LAPACK, NAG Library:

Introduction to the BLAS and LAPACK. Using LAPACK and the NAG Fortran Libraries

Mathematica: Essentials of Mathematica, Types of arithmetic, Programming Paradigms

Department of Applied Mathematics, Faculty of Tech. & Engg., The M. S. U, Baroda

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Syallabus for Part Time PG Diploma in Scientific Computing and Industrial
Mathematics

REFERENCES:

1. Faires J. D. and Burden R. : Numerical Methods, second edition,

Brooks/Cole
Publishing Co., 1998
2. S. S. Sastri : Introductory Methods of Numerical Analysis,
Prentice Hall of India, New Delhi,
1997
3. James W. Demmel :Applied Numerical Linear Algebra, Society for
Industrial and Applied Mathematics,
Philadelphia,
PA, USA, 1997.
4. Gene H., Golub and Charles F.Van Loan :Matrix Computations, Johns Hopkins
University Press, Baltimore MD, USA, Third
edition, 1996
5. Stewart G.W. :Introduction to Matrix Computation, Academic
Press, New York, 1973
6. David S. Watkins :Fundamentals of Matrix Computations, Wiley,
New York, 1991
7. Duane Hanselman and Bruce Littlefield :Mastering Matlab 6, A Comprehensive
Tutorial and Reference, Prentice Hall, 2001
8. Stephen Wolfram :The Mathematica Book, Cambridge University
Press, Cambridge, Fourth edition, 1999

Department of Applied Mathematics, Faculty of Tech. & Engg., The M. S. U, Baroda

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Syallabus for Part Time PG Diploma in Scientific Computing and Industrial
Mathematics

SCIM2PR Numerical Methods and Mathematical Software: Practical

Study of Mathematical Software Packages: Matlab and Mathematica

Study of BLAS and LAPACK, NAG Libraries

Study of all Matlab Built in functions related to Matrices and Graphics

Numerical Integration, Non-linear and Transcendental equation and system of equations,
Matrix Factorization and Linear System, Sparse and Banded linear systems, Iterative methods,
Preconditioning

Examples

Solution of Linear system of equations

Solution of Sparse and Banded linear system of equations using Matrix factorization
and preconditioning
Numerical Integration
Solution of Non-Linear and Transcendental equations
Interpolation and Curve fitting

Department of Applied Mathematics, Faculty of Tech. & Engg., The M. S. U, Baroda

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Syallabus for Part Time PG Diploma in Scientific Computing and Industrial
Mathematics

SCIM3 Computational Statistics and Numerical Optimization

Computational Statistics

Motivation, Data and Decisions, Measurement Uncertainties, Random processes

Various statistical measures
Basic Probability, Sample space, Events, Axioms of probability, Sample space with
Equality Likely outcomes, Conditional Probability, Independent Events
Random variables, Continuous/Discrete Random variables exception, Variance,
Covariance, Conditional distributions, Moment generating functions
Multiple Regression
Distributions,: Bernoulli, Binomial, Poisson, Uniform, Normal, Exponential, Chi-
Square, T and F
Random number generation
Sample Statistics, Empirical distributions, Goodness of Fit, Sampling from Normal
Populations
Parameter Estimation, Moments method, Maximum likeli hood, Interval estimates
Hypothesis Testing, Significance levels, Tests concerning Means, Tests concerning
Variance
Statistical Quality Control
Multivariate Analysis and Time Series Analysis
Markov chains, Perfect sampling, Application to Bayesian inference
Numerical Optimization

Unconstrained optimization:
Optimality conditions, Properties of Quadratic functionsSimple methods: Direct search,
Alternating directions, Steepest Descent, Line Search Algorithms, Conjugate direction and
Conjugate gradient methods

Linear Constrained Optimization:

LPP , Simplex methods, Big - M method, Duality , Sensitivity Analysis, Transportation
and Assignment problem

Non-linear Constrained Optimization:

Theory and optimality conditions for equality and inequality constraints, Direct search
method,Penalty function methods, Augmented Lagrange method , Sequential LP and
QP methods

Department of Applied Mathematics, Faculty of Tech. & Engg., The M. S. U, Baroda

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Syallabus for Part Time PG Diploma in Scientific Computing and Industrial
Mathematics

REFERENCES:

1. S. P. Gordon and F. S. Gordon : Contempory Statistics, A Computer Approach,

1994
2. Gentle J :Elements of Computational Statistics, Springer
Verlag, New York 2002
3. Milton J. S. and Arnold J. S. :Introduction to Probability and Statistics, 3rd
edition, McGraw-Hill Inc., 1995
4. Ross S. M. :Introduction to Probability and Statistics for
Engineers, John Wiley Publishing, 1987
5. Jorge Nocedal and Stephen J. :Wright Numerical Optimization, Springer-
Verlag, New York 1999
6. R. Fletcher :Practical Methods of Optimization, Wiley,
Second edition, 1987
7. Douglas C. Montgomery :Introduction to Statistical Quality Control, 4 th
edition, John Wiley and Sons, 2001
8. D. C. Montgomery, G. C. Ranger & : Engineering statistics , John Wiley and sons ,
N. F. Hubele 2000
9. H. M. Wadsworth, K. S. Stephans, : Modern Methods for Quality Control and .
B. Godfrey improvement, Wiley, 1986
10. K. Deb :Optimization for Engineering Design
Algorithms and Examples, Prentice Hall of
India, 2000.
11. S. S. Rao :Engineering Optimization Theory and Practice,
Third Edition, John Wiley and Sons, 1996.
12. R. K. Sundram :First Course in Optimization Theory,
Cambridge University Press, 1996.

Department of Applied Mathematics, Faculty of Tech. & Engg., The M. S. U, Baroda

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Syallabus for Part Time PG Diploma in Scientific Computing and Industrial
Mathematics

SCIM3PR Computational Statistics and Numerical Optimization: Practical

Computational Statistics: Practical

Introduction to SAS and SPSS software

Matlab Statistical Toolbox

Graphical representation of data: Bar diagram, Histogram, Pi Charts, Frequency Polygon
Computation of various measures of central tendency and measures of dispersion
Random number generation
Generating a random sample using various sampling techniques
Compute correlation coefficient between two sets of data points, and plot regression lines.
Fitting of curves
Multiple regression techniques to linear and Non linear problems
Testing of hypothesis-Practical Examples Type I and Type II error
Computation of Confidence intervals for mean, proportion etc.
Simulation of Poisson, Binomial, and Normal distribution
Examples with small samples and large samples
Testing with Chi square, t-distribution, and F-ratio application

Numerical Optimization: Practical

Matlab Optimization Toolbox

Department of Applied Mathematics, Faculty of Tech. & Engg., The M. S. U, Baroda

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Syallabus for Part Time PG Diploma in Scientific Computing and Industrial
Mathematics

SCIM4 Numerical Solution of Differential equations

Ordinary Differential Equations

Introduction to ODE:
Existence and Uniqueness issues, Review of standard analytical techniques for solving
standard ODE’s

Discrete Methods for solving ODEs:

Euler method, Runge Kutta method, Linear Multi-step methods (Adams), Convergence and
order

Stiff Systems:
Discussion and definitions of stiffness. Stability analysis based on test problems, Stability
regions, A-stability and other stability concepts., Implicit Runge Kutta methods

Implementation of Methods:
Iterative solution of implicit equation in stiff solvers, Error and control efficiency, Variable
step-size and variable order, Discussion of some well known codes

Partial Differential Equations

Introduction to PDE:
Mathematical Modelling through Hyperbolic, Parabolic and Elliptic PDE, Dirichlet,
Neumann and Robin Condition, Well - posed ness of problem, Elliptic equation: Analytical
Solution using Greens functions and separable variable approach, Parabolic equation and
Hyperbolic equation: Analytical Solution using Fourier Transform, Laplace Transform and
separable variable approach

Boundary Value Problems:

Finite Difference Methods for Poisson equation: The Five Point formula, Curved boundaries
and derivative boundary conditions

Evolutionary Equations:
The heat conduction equation, Standard explicit and implicit finite difference schemes,
Stability and convergence, Semi-discrimination (the method of lines), Stiffness

The Advection Equation:

Finite difference schemes, Lax-Wendroff, Leap - frog schemes, CFL condition and the Von
Neumann stability analysis

Hyperbolic Equation: Finite difference schemes

Numerical Solution of Nonlinear PDE:

Quasi - Linearization, Predictor-Corrector scheme

Department of Applied Mathematics, Faculty of Tech. & Engg., The M. S. U, Baroda

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Syallabus for Part Time PG Diploma in Scientific Computing and Industrial
Mathematics

REFERENCES:

1. J. D. Lambert : Numerical Methods for Ordinary Differential

Equations The Initial Value Problem,
John
Wiley, Chichester, 1991
2. K. W. Morton and D. F. Mayers : Numerical Solutions of Partial Differential
Equations, Cambridge University Press, 1994
3. Lawrence F. Shampine : Numerical Solution of Ordinary Differential
Equations,Chapman and Hall, New
York, 1994
4. Arieh Iserles : A first course in the Numerical Analysis of
Differential Equations, Cambridge
University Press, 1994
5. G. D. Smith : Numerical Solution of Partial Differential
Equations, Oxford, 1985
6. A. R. Mitchell and D. F. Griffiths : The Finite Difference Method in Partial
DIfferential Equations, Wiley, 1980
7. I. P. Stavoulakis and S. A. Tersian : Partial Differential Equations: An Introduction
to Mathematica and Maple, World Scientific,

Singapore, 1999

Department of Applied Mathematics, Faculty of Tech. & Engg., The M. S. U, Baroda

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Syallabus for Part Time PG Diploma in Scientific Computing and Industrial
Mathematics

SCIM4PR Numerical Solution of Differential Equations: Practical

Ordinary Differential Equations:

Study of standard built in Matlab ODE solver: ODE15s, ODE45,Ode123b etc, Simulation of
real life situation which we can model with Ode or system of ODEs

Partial Differential Equations:

Study of standard built in Matlab BVP solver: BVP4c,Simulation of real life situation which
we can model with Ode or system of PDEs

Solution of PDE using Matlab

Solution of Parabolic, Elliptic, and Hyperbolic BVP

Department of Applied Mathematics, Faculty of Tech. & Engg., The M. S. U, Baroda

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Syallabus for Part Time PG Diploma in Scientific Computing and Industrial
Mathematics

SCIM5 Neural Networks, Fuzzy Computing and Genetic Algorithms

Neural Networks

 Introduction:
Origins and motivation of Computational Intelligence, History and basic concepts, Hard and
soft computing, Various levels of inspiration, Subcomponents of computational intelligence
and relations among them

 Neural Models and Architectures:

Biological neuron and its generalized model, Neural layers and interconnections, Structures
of Feed forward, Bi-directional and recurrent neural network.

 Learning in Neural networks:

Learning, Unsupervised and reinforcement learning, Perceptron learning algorithm, Delta and
generalized delta rule, Hebbbian and back propagation Learning algorithms. RBF and
Hopfield Networks, Associative learning and competitive learning

Fuzzy systems

Basic Concepts of Fuzzy Sets:

Human information processing, Crisp and Fuzzy sets , Membership functions and their
determination, Alpha cuts and strong alpha cuts and their properties

Fuzzy Set Operations:

Standard operations on fuzzy sets, Fuzzy numbers and arithmetic

Fuzzy Relations:
Fuzzy relations and fuzzy functions , Basic operations with fuzzy relations, Linguistic
variables and values, Fuzzy inference and composition

Fuzzy Logic:
Dual and Fuzzy logic, Fuzzy proposition, Fuzzy quantifiers, Linguistic hedges, Inference
from Fuzzy propositions

Fuzzy Control:
Rule based computing, Fuzzy controller, Fuzzification and Defuzzification, Design and
optimization of fuzzy controllers

Genetic Algorithms:
Introduction, Representation of design variables, Representation of objective function and
design constraints, Genetic operators

Computational Intelligence:
Combining neural networks, Fuzzy systems and genetic algorithms, Emergent properties of
hybrid systems

Applications of Computational Intelligence:

Department of Applied Mathematics, Faculty of Tech. & Engg., The M. S. U, Baroda
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Syallabus for Part Time PG Diploma in Scientific Computing and Industrial
Mathematics

Selected applications of computational intelligence to various problems in engineering,

Control prediction, Pattern recognition

Department of Applied Mathematics, Faculty of Tech. & Engg., The M. S. U, Baroda

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Syallabus for Part Time PG Diploma in Scientific Computing and Industrial
Mathematics

REFERENCES:

1. Simon Haykin : Neural Networks: A Comprehensive Foundation,

Prentice Hall, 2nd edition, 1999
2. H. Demuth, M. Beale : Neural Network Toolbox User’s guide
3. M. Mitchell : An Introduction to Genetic Algorithms, The MIT
Press, 1996
4. D.Coley : An Introduction to Genetic Algorithms for Scientists
and Engineers, World Scientific, 1999
5. Jason A. Janet and John C. Stton III : Computational Intelligence: Supervised and
Unsupervised Learning with Neural Network
6. J. M. Zurada : Introduction to Artificial Neural System, J. P. House,
Mumbai, 1997
7. M. H. Hassoun : Fundamentals of Artificial Neural Network, Prentice
Hall of India, New Delhi, 1998
8. G. J. Klir and B. O. Yuan : Fuzzy Sets and Fuzzy Logic Theory: An Application,
Prentice Hall of India, New Delhi, 1997.

Department of Applied Mathematics, Faculty of Tech. & Engg., The M. S. U, Baroda

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Syallabus for Part Time PG Diploma in Scientific Computing and Industrial
Mathematics

SCIM5PR Neural Network, Fuzzy Computing and Genetic Algorithms: Practical

Neural Network Practical

Given a one/two/three dimensional function set up a multiplayer Neural Network to
approximate function using various training algorithms like back propagation, counter back
propagation
Set up a Hop field net to store a finite number of patterns
Run a Neural Network algorithm to recognize characters, images and sounds
Time series prediction applications to Artificial Neural Network
Simulation of control system using Artificial Neural Network

Fuzzy Systems Practical

Fuzzy washing machine
Air conditioner control
Fuzzy Traffic controller
Two stage inverted pendulum

Genetic Algorithms
Implement of GA in Matlab

Department of Applied Mathematics, Faculty of Tech. & Engg., The M. S. U, Baroda

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Syallabus for Part Time PG Diploma in Scientific Computing and Industrial
Mathematics

SCIM6 Computational Techniques for Field Problems

Classification of PDES on the basics of application areas

Review of basics functional analysis
Concepts: norms, inner products

Elliptic PDE, Classifications of self-adjoint Elliptic PDE’s, Weak solution, Natural and
Essential boundary condition, Galerkin Finite Element Modelling
Finite element methods for Poisson’s equation
Linear and quadratic element matrices
Finite element assembly process properties of the discrete system equation
A priori error bound
Local error estimates self adaptive refinement strategies

Solution of Hyperbolic PDE using FEM

Finite element methods for the Heat equation

Semi discrete Galerkin, Energy estimates Properties of the finite element mass matrix
Adaptive time stepping

Partial differential equations governing the conservation of mass, momentum, and energy of
an incompressible Newtonian fluid
Provide an overview of the Finite Volume Method for obtaining numerical approximations to
the Navier-Stokes equations
Describe how to translate engineering flow problems to models suitable for CFD
Show how to use Fluent package to solve laminar, turbulent, and buoyancy induced flow
problems
Provide examples of practical flow problems and their analysis with CFD
Discuss the limitations of CFD as a tool to support engineering design
Mesh free methods for Elliptic problems

REFERENCES:

1. R. J. Leveque : Numerical methods for Conservation Laws,

2. J. D. Anderson
3. H. K. Versteeg and W. Malasekra
4. A. J. Chorin and J.E. Marsden
5. Joel H. Ferziger and Milovan Peric
6. Patankar Suhas L
Birkhouser Verlag, Basel, 1992
: Computational Fluid Dynamics, McGraw hill, New
York, 1995
: An introduction to Computational Fluid Dynamics:
The Finite Volume Method, Longman Scientific and
Technical Essex, England, 1995
: A Mathematical Introduction to Fluid Dynamics
: Computational Methods for Fluid Dynamics,
Third edition, Springer Verlag, 2001
: Numerical Heat Transfer and Fluid Flow, 1980

Department of Applied Mathematics, Faculty of Tech. & Engg., The M. S. U, Baroda

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Syallabus for Part Time PG Diploma in Scientific Computing and Industrial
Mathematics

SCIM6PR Computational Techniques for Field Problems: Practical

Matlab As Tool

Use of Standard Finite Element Matlab Solvers for Elliptic, Parabolic and Hyperbolic
problems.
Use of Standard Finite Volume Matlab Solvers for Elliptic, Parabolic and Hyperbolic
problems.
Use of FEM solver for Navier-Stokes Equation for regular geometry.
Introduction to Fluent Software for flow problems.

Department of Applied Mathematics, Faculty of Tech. & Engg., The M. S. U, Baroda

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Syallabus for Part Time PG Diploma in Scientific Computing and Industrial
Mathematics

SCIM7 High Performance Computing

Introduction:
Evaluation of algorithms in terms of time and scope complexity

Parallel and Distributed Architectures:

MIMD, SIMD, Networks of workstations, Beowulf clusters, Performance and Scalability
requirements of Interconnection Network, Processor Performance Issues, Distributed Shared
Memory Architectures, Asynchronous communications, Overlapping of communication and
computation, Distributed Memory Programming Model, Message-Passing portability and the
Message Passing Interface (MPI) standard.

Software Libraries for Parallel Computing:

Interface definitions, Code re-use, Portability and maintenance about software components

Parallel Matrix Computation

Full populated and Sparse linear system, Stationary and Non-stationary methods for system
of equations, Basic convergence analysis of these methods
Order for Parallelization: The trade-off between convergence and parallelism for stationary
methods
Acceleration schemes: Steepest descent and Conjugate gradients for symmetric linear
systems, Parallelization of accelerated methods

Preconditioning: Jacobi, Overlapping methods, Incomplete Fatorizations and Multigrain

Large Scale Optimization Problem

Software:
Block Solve 95, The integration with parallel mesh generation algorithms,
Partitioning and Refinement methods

QIMP for Optimization

References

1. Peter S. Pacheco : Parallel Programming with MPI, Morgan Kaufmann,

2. Alice E. Koniges
3. J. J. Dongarra, I. B. Duff,
4. K. Hwang
5. Wilkinson B. and Allen M.
1997
: Industrial Strength Parallel Computing, Morgan
Kaufmann, 2000
: Solving Linear Systems on Vector and Shared
Memory
D. C. Sorensen & H. A.Van der Vorst Computers,
SIAM, 1991 Solving Linear Systems on Vector and
Shared Memory Computers, SIAM, 1991
: Advanced Computer Architecture: Parallelism,
Scalability, Programmability, McGraw Hill, 1993
: Parallel Programming: Techniques and Applications
using Networked Workstations and Parallel Computers,
Prentice Hall NJ, 1999

Department of Applied Mathematics, Faculty of Tech. & Engg., The M. S. U, Baroda

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Syallabus for Part Time PG Diploma in Scientific Computing and Industrial
Mathematics

6. V. Kumar et al :Introduction to Parallel Computing Benjamin/

Cummings, 2003
7. M. Heath : Scientific Computing, Second edition, McGraw Hill,
2001
8. I. Foster : Designing and Building Parallel Programs, Addison
Wesley, 1995

Department of Applied Mathematics, Faculty of Tech. & Engg., The M. S. U, Baroda

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Syallabus for Part Time PG Diploma in Scientific Computing and Industrial
Mathematics

SCIM7PR High Performance Computing: Practical

Matlab as Tool

HPC for Standard Finite Element Matlab Solvers for Elliptic, Parabolic and
Hyperbolicproblems
HPC for Standard Finite Volume Matlab Solvers for Elliptic, Parabolic and Hyperbolic
problems
HPC for FEM solver for Navier-Stokes Equation for regular geometry
HPC for Fluent software for flow problems

SCIM7PROJ1 Project Report

Representatives from industry will come to department to pose their problems of interest
from their company. Students will divide in to teams of one or two to tackle posed
problems. By the end of first semester, students have to present their progress of work. At
the end of second semester each student team will present both a written and oral report of
their findings to the company , who posed the problem and staff members.

Students will be advised by a faculty member as well as by a liaison from the company who
posed the problem.

Department of Applied Mathematics, Faculty of Tech. & Engg., The M. S. U, Baroda

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