CE 207

Applied Mathematics for Engineers

Dr. Md. Hadiuzzaman
Professor, Dept. of CE, BUET
CE Building, Room No.: 544
e-mail: mhadiuzzaman@ce.buet.ac.bd
 Relevant Courses
– COURSES OFFERED BY THE DEPARTMENT OF MATHEMATICS
• Math 137 (L-1, T-1) : Differential and Integral Calculus, Matrices
• Math 139 (L-1, T-2) : Differential Equations and Statistics
• Math 237 (L-2, T-1) : Laplace Transform and Vector Analysis
– WHICH DEPARTMENT SHOULD OFFER CE 207 (L-2, T-2)?
– Applied mathematics is the application of mathematical methods by different
fields such as science, engineering, business, computer science, and industry.
It is a combination of mathematical science and specialized knowledge.
 Syllabus (CE 207)
• Review of differential equations; power series solution of differential equations
and their applications: Frobenius method, Legendre’s polynomials, gamma
function, Bessel’s function; integral form of differential equation and its
application to engineering problem solving. (1 Cr. Hr.)
• Fourier series and its properties, application to engineering problem solving;
Fourier integral; Fourier transforms and their uses in solving boundary value
problems; diffusion equation, wave equation, Laplace equation and their
applications. (1 Cr. Hr.)
• Application of statistical methods to engineering problems: (1 Cr. Hr.)
o Random variables; discrete and continuous probability distributions; functions
of random variables and derived distributions; expectation and moments of
random variables; point estimation of distribution parameters: methods of
moments and maximum likelihood, Bayesian analysis; confidence intervals;
hypothesis tests; nonparametric statistical tests; simple and multiple linear
regression and model selection; uncertainty and reliability analysis; project
level decision making and quality control.
 Reference Materials
– Class Lectures/ Class Handouts
– Text Book
• Introduction to Probability and Statistics for Engineers and Scientists”,
4th Edition by Sheldon M. Ross)
 Lecture 1
(Hold Tight!)
 Formal Definition of Statistics
• Science of data collection, summarization, presentation and
analysis for better decision making.
– How to collect data?
– How to summarize it?
– How to present it?
– How do you analyze it and make conclusions and correct
decisions?
Descriptive VS. Numerical Data
a. Descriptive Data (Qualitative)
Consist of descriptions using names.
Example: “Head” or “Tail”, “High" or “Low"
b. Numerical Data (Numbers):
Discrete Data: can only take certain values.
Example: the number of students in a class (you can't have half a student).
Continuous Data: can take any value (within a range).
Examples:
1. A person's height: could be any value (within the range of human heights),
not just certain fixed heights,
2. Time in a race: you could even measure it to fractions of a second,
3. A dog's weight,
4. The length of a leaf,
5. Lots more!

“Discrete data is counted, Continuous data is measured”

 Population and Sample
Population: is the totality of observations we are concerned
with.
Example: All Engineers in the country.

Sample: Subset of the population.

Example: 50 Engineers selected at random.

Q. Why do we deal with sample?

Statistical Applications in Engineering
– Statistical analyses are involved in all engineering
disciplines
• A mechanical engineer may employ statistics to select material
strong enough to withstand anticipated forces
• An electrical engineer needs statistics to determine reliability of
subsystems
• Civil engineers use statistics to design a structure to withstand the
worst probable natural hazard (storm, flood, earthquake).
 Inferential Statistics
– Today’s engineers bear a great responsibility for creating
works that are safe and reliable.
– The major focus of modern statistics is using numerical
data to make decisions in the face of uncertainty.
– The main thrust of modern statistics is making
generalizations about the whole (population) by a
thorough examination of a part (sample). Such conclusions
are inferences  inferential statistics.
– Common sense tells us that sample may deviate, maybe
considerably, from the population.
– Inferential statistics is therefore concerned with the quality
of generalizations about population using sample data.
– Statistics involves both science and art.
– Judgment and experience are needed in selecting the best
methods for a particular evaluation.
Distinction between Accuracy and
Precision
General Comments on Sampling
– Keep sampling error within reasonable limits.
– Random selection of the units to be observed for the
sample. Such samples can be evaluated using concepts of
probability theory.
– Probability and frequency of occurrence provide the
foundation for inferential statistics.
– Number of sample observations must be large enough to
keep the error at a controlled level.
– Care must be taken that observations are not biased.
 Sample Space and Event
Sample Space
Set of all possible outcomes of an experiment.
Example:
(i) S={g,b} Sex of newborn child (girl or boy)
(ii) S={0, 1, 2, 3} No. of Heads in 3 tosses of coin

Event
Any subset of sample space S, i.e., set of any possible outcomes of
the experiment. i.e., AS
Example:
(i) A={g} Event that newborn child is girl
(ii) A={1} Event that 1 Head in 3 tosses of coin
 Venn diagram
Union of Events A and B
AB consist of outcomes that are in either A or B or in both.
Event AB will occur if either A or B or both occurs.
Intersection of Events A and B
AB AB consist of outcomes that are in both A and B.
Event AB will occur only if both A and B occur.
Null Event
Event consisting of no outcomes. Null event is expressed as .
Venn diagram:
A simple representation of
sample space which may be
helpful to understand.
 Concepts
Mutually exclusive Events A and B
If AB= , then A and B are mutually exclusive. It is not possible for both
events A and B to occur jointly.
Complement of Event A
For any event A, the complement (Ac) of A is defined to consist of all
outcomes in the sample space S that are not in A. Complementary
events are two outcomes of an event that are the only two possible
outcomes. S consists of all points in
Also AAc = S the rectangle

Sc =  A consists of all points

in the ellipse.
Complementary events are opposite of actual events.
Example: (i) Ac = {b} Event that newborn child is boy
“All complementary events are mutually exclusive, but all mutually
exclusive events are not necessarily complementary.”
 Simple Laws
Commulative Law
AB=BA AB=BA
Associative Law
(AB)E =A(BE) (AB)E =A(BE)
Distributive Law
(AB)E = (AE)(BE)
One way of proving these laws is by using Venn diagrams.
DeMorgan’s Law
(AB)c = AcBc
 Probability Model
• Probability
A numerical value expressing the degree of uncertainty regarding the
occurrence of an event (E). It takes a value in the range of 0 to 1. It is
expressed as P(E).
Rule 1: Any probability P(E) is a number between 0 and 1 (0 < P(E) < 1).
Rule 2: The probability of the sample space S is equal to 1 (P(S) = 1).

• Probability Model
A probability model is a mathematical representation of a random
phenomenon.
It is defined by its sample space, events within the sample space,
and probabilities associated with each event.
 Combination of Choices
Combination of r objects from total n objects
The total number of groups comprising r objects from a total of n objects
is obtained as:
n n! n(n  1)....(n  r  1)
n
Cr     
 r  n  r !r! r!
Here the order of selection is not considered relevant.
 Problem 1:
Q. IEB Committee of 5 persons to be randomly selected from 6 men and 9
women engineers. What is the probability that the committee consists of
3 men and 2 women engineers?
Soln :
No. of combinations for selecting 5  15 
persons among total 15 persons is  
5
No. of combinations for selecting 3 men among 6 men =  
6
 
No. of combinations for selecting 3
 
9
2 women among 9 women   
2
 6  9   6  5  4  9  8 
     
Desired Probability =  3  2    3  2  1  2  1   720  240
 15   15 14 13 12 11  3003 1001
   
5  5  4  3  2 1 
Axiom 1
Probability that the outcome of experiment is contained in E
is a value within 0 to 1, i.e., 0P(E)1
Axiom 2
Probability that the outcome of experiment is contained in
Sample Space S is 1, i.e., P(S)=1
Axiom 3
Probability that the outcome of experiment is contained in
any of mutually exclusive events E1, E2,…En is equal to sum of
their respective probabilities.
 n  n
P  Ei    PEi   PE1   PE2   ....  PEn 
 i 1  i 1
Proposition 1
P(Ec)=1-P(E)
Probability that the event E does not occur is equal to one
minus probability that the event E occurs.

Proposition 2
P(EF)=P(E)+P(F)-P(EF)
Probability that the outcome of experiment is contained in
either E or F which are not mutually exclusive is given by this
equation.

Q. How you can prove proposition 2?

(Hints: Use Venn Diagram and Axiom 3)
 Problem 2
Q. In Bangladesh, 28% of females smoke cigarettes, 7% smoke
cigars, and 5% smoke both cigars and cigarettes. What % of females
smoke neither cigars nor cigarettes.
Soln:
Let E be the event that a randomly chosen female is cigarette
smoker and let F be the event that a randomly chosen female is
cigar smoker.
Then Using Proposition 2 for mutually exclusive events,
P(EF) = P(E) + P(F) - P(EF) = 0.28 + 0.07 – 0.05 = 0.3
=>probability that a female smokes either cigar or cigarette or
both= 0.30.
=>probability that a female does not smoke = 1.0-0.30 = 0.70.
In other words, 70% are non-smokers.
Thank you!