Computational modeling of electromagnetic scattering problems has typically been

attempted on the basis of classical, low-order Finite-Difference-Time-Domain (FDTD)

or Finite-Element-Method (FEM) approaches. An important computational alternative
to these approaches is provided by boundary integral-equation formulations that we
have adopted owing to a number of excellent properties that they enjoy. Listed
below are some of the key areas of interest in related research:

1. Design of high-order integrators for boundary integral equations arising from

surface and volumetric scattering of acoustic and electromagnetic waves from
complex engineering structures including from open surfaces and from geometries
with singular features like edges and corners.

2. Accurate representation of complex surfaces in three dimensions with

applications to enhancement of low quality CAD models and in the development of
direct CAD-to-EM tools.

3. High frequency scattering methods in three dimensions with frequency

independent cost in the context of multiple scattering configurations. A related
field of interest in this regard includes high-order geometrical optics simulator
for inverse ray tracing.Computational modeling of electromagnetic scattering
problems has typically been attempted on the basis of classical, low-order
Finite-Difference-Time-Domain (FDTD) or Finite-Element-Method (FEM) approaches. An
important computational alternative to these approaches is provided by boundary
integral-equation formulations that we have adopted owing to a number of excellent
properties that they enjoy. Listed below are some of the key areas of interest in
related research:

1. Design of high-order integrators for boundary integral equations arising from

surface and volumetric scattering of acoustic and electromagnetic waves from
complex engineering structures including from open surfaces and from geometries
with singular features like edges and corners.

2. Accurate representation of complex surfaces in three dimensions with

applications to enhancement of low quality CAD models and in the development of
direct CAD-to-EM tools.

3. High frequency scattering methods in three dimensions with frequency

independent cost in the context of multiple scattering configurations. A related
field of interest in this regard includes high-order geometrical optics simulator
for inverse ray tracing.Many unsteady state physical problems are governed by
partial differential equations of parabolic or hyperbolic types. These problems are
mostly prototypes since they represent as members of large classes of such similar
problems. So, to make a useful study of these problems we concentrate on their
invariant properties which are satisfied by each member of the class. We
reformulate these problems as evolution equations in abstract spaces such as
Hilbert or more generally Banach spaces. The operators appearing in these equations
have the property that they are the generators of semigroups. The theory of
semigroups then plays an important role of establishing the well-posedness of these
evolution equations. The analysis of functional differential equations enhances the
applicability of evolution equations as these include the equations involving
finite as well as infinite delays. Equations involving integrals can also be
tackled using the techniques of functional differential equations.

Research Areas in Mathematics

Here are the areas of Mathematics in which research is being done currently.
The study of interaction of electromagnetic fields with physical objects and the
environment constitutes the main subject matter of Computational Electromagnetics.
One of the major challenges in this area of research is in the development of
efficient, accurate and rapidly-convergent algorithms for the simulation of
propagation and scattering of acoustic and electromagnetic fields within and around
structures that possess complex geometrical characteristics. These problems are of
fundamental importance in diverse fields, with applications ranging from space
exploration, medical imaging and oil exploration on the civilian side to aircraft
design and decoy detection on the military side - just to name a few.

Computational modeling of electromagnetic scattering problems has typically been

attempted on the basis of classical, low-order Finite-Difference-Time-Domain (FDTD)
or Finite-Element-Method (FEM) approaches. An important computational alternative
to these approaches is provided by boundary integral-equation formulations that we
have adopted owing to a number of excellent properties that they enjoy. Listed
below are some of the key areas of interest in related research:

1. Design of high-order integrators for boundary integral equations arising from

surface and volumetric scattering of acoustic and electromagnetic waves from
complex engineering structures including from open surfaces and from geometries
with singular features like edges and corners.

2. Accurate representation of complex surfaces in three dimensions with

applications to enhancement of low quality CAD models and in the development of
direct CAD-to-EM tools.

3. High frequency scattering methods in three dimensions with frequency

independent cost in the context of multiple scattering configurations. A related
field of interest in this regard includes high-order geometrical optics simulator
for inverse ray tracing.

4. High performance computing. Faculty :

The study of interaction of electromagnetic fields with physical objects and the
environment constitutes the main subject matter of Computational Electromagnetics.
One of the major challenges in this area of research is in the development of
efficient, accurate and rapidly-convergent algorithms for the simulation of
propagation and scattering of acoustic and electromagnetic fields within and around
structures that possess complex geometrical characteristics. These problems are of
fundamental importance in diverse fields, with applications ranging from space
exploration, medical imaging and oil exploration on the civilian side to aircraft
design and decoy detection on the military side - just to name a few.

4. High performance computing. Faculty :

+ Algebraic geometry
Geometric Invariant Theory:

...
Faculty:
S. Pattanayak
Structure theory of algebraic groups:

The main interest is to understand the structure of certain classes of algebraic

groups either arising as automorphism groups or those with additional conditions or
more generally to the class of group schemes over arbitrary bases. Such study
naturally leads to understanding various other structures more systematically, like
that of homogeneous spaces or homogeneous bundles etc.
Faculty:
P. Samuel

+ Combinatorics and Graph Theory

The research in this area is mostly related to the study of Laplacian Matrices of
Trees and Distinguishing Chromatic Number of Graphs.

Faculty :
A. K. Lal

+ Commutative Algebra

Commutative Algebra:

The research areas are Derivations, Higher Derivations, Differential Ideals,

Multiplication Modules and the Radical Formula.

Faculty :
A. K. Maloo
+ Homological algebra

Cohomology and Deformation theory of algebraic structures:

Research work in this area encompasses cohomology and deformation theory of

algebraic structures, mainly focusing on Lie and Leibniz algebras arising out of
topology and geometry. In particular, one is interested in the cohomology and
Versal deformation for Lie and Leibniz brackets on the space of sections of vector
bundles e.g. Lie algebroids and Courant algebroids.

This study naturally relate questions about other algebraic structures which
include Lie-Rinehart algebras, hom-Lie-Rinehart algebras, Hom-Gerstenhaber
algebras, homotopy algebras associated to Courant algebras, higher categories and
related fields.
Faculty:
A. Manda

The study of interaction of electromagnetic fields with physical objects and the
environment constitutes the main subject matter of Computational Electromagnetics.
One of the major challenges in this area of research is in the development of
efficient, accurate and rapidly-convergent algorithms for the simulation of
propagation and scattering of acoustic and electromagnetic fields within and around
structures that possess complex geometrical characteristics. These problems are of
fundamental importance in diverse fields, with applications ranging from space
exploration, medical imaging and oil exploration on the civilian side to aircraft
design and decoy detection on the military side - just to name a few.

Computational modeling of electromagnetic scattering problems has typically been

attempted on the basis of classical, low-order Finite-Difference-Time-Domain (FDTD)
or Finite-Element-Method (FEM) approaches. An important computational alternative
to these approaches is provided by boundary integral-equation formulations that we
have adopted owing to a number of excellent properties that they enjoy. Listed
below are some of the key areas of interest in related research:

1. Design of high-order integrators for boundary integral equations arising from

surface and volumetric scattering of acoustic and electromagnetic waves from
complex engineering structures including from open surfaces and from geometries
with singular features like edges and corners.

2. Accurate representation of complex surfaces in three dimensions with

applications to enhancement of low quality CAD models and in the development of
direct CAD-to-EM tools.

3. High frequency scattering methods in three dimensions with frequency

independent cost in the context of multiple scattering configurations. A related
field of interest in this regard includes high-order geometrical optics simulator
for inverse ray tracing.

4. High performance computing. Faculty :l

+ Computational Acoustics and Electromagnetics

Akash Anand

+ Computational Fluid Dynamics

Active work has been going on in the area of "Tribology". Tribology deals with the
issues related to lubrication, friction and wear in moving machine parts. Work is
going in the direction of hydrodynamic and elastohydrodynamic lubrication,
including thermal, roughness and non-newtonian effects. The work is purely
theoretical in nature leading to a system on non-linear partial differential
equations, which are solved using high speed computers.

Faculty :
Prawal Sinha,
B. V. Rathish Kumar

+ Differential Equations

Semigroups of Linear Operators and Their Applications, Functional Differential

Equations, Galerkin Approximations

The Galerkin method and its nonlinear variants are fundamental tools to obtain the
approximate solutions of the evolution and functional differential equations.
Faculty :
D. Bahuguna

Homogenization and Variational Methods for Partial Differential Equations

The main interest is on Aysmptotic Analysis of partial differential equations. This

is a technique to understand the macroscopic behaviour of a composite medium
through its microscopic properties. The technique is commonly used for PDE with
highly oscillating coefficients. The idea is to replace a given heterogeneous
medium by a fictitious homogeneous one (the `homogenized' material) for numerical
computations. The technique is also known as ``Multi scale analysis''. The known
and unknown quantities in the study of physical or mechanical processes in a medium
with micro structure depend on a small parameter $\varepsilon$. The study of the
limit as $ \varepsilon \rightarrow0 $, is the aim of the mathematical theory of
homogenization. The notion of $G$-convergence, $H$-convergence, two-scale
convergence are some examples of the techniques employed for specific cases. The
variational characterization of the technique for problems in calculus of
variations is given by $\Gamma$-convergence.

Faculty :
T. Muthukumar

Other Faculty :
B.V. Ratish Kumar

Functional Inequalities on Sobolev Space:

Sobolev spaces are the natural spaces where one looks for solutions of Partial
differential equations (PDEs). Functional inequalities on this spaces ( for example
Moser-Trudinger Inequality, Poincare Inequality, Hardy- Sobolev Inequality and many
other) plays a very significant role in establishing existence of solutions for
various PDEs. Existence of extremal function for such inequalities is another key
aspect that is investigated.

Asymptotic Analysis on Changing Domains:

Problems (not necessarily PDEs, can be purely variational in nature) set on

cylindrical domains whose length tends to infinity, is analysed.
Faculty :
P. Roy

Other Faculty :
K. Bal

+ Functional Analysis & Operator Theory

Banach Space Theory:

In Banach space theory the key areas of research are the following: (i)
Approximation theory in infinite dimensional spaces with special emphasis on
classical spaces. (ii) Isomorphic theory of separable Banach spaces, saturation and
decomposition
Faculty:
P. Shunmugaraj
Other Faculty:
M. Gupta

Operator Spaces The main emphasis is on operator space techniques in Abstract

Harmonic Analysis.
Faculty:
P. Mohanty

Non-Commutative Geometry

The main emphasis is on the metric aspect of noncommutative geometry.

Faculty:
S. Guin

Operator Theory The interest in this area, as represented by our department, is

along the following two directions:

(i) Unbounded Subnormals

The most outstanding example of an unbounded subnormal is the Creation Operator of

the Quantum Mechanics. Our analysis of these operators is essentially based on the
theory of Sectorial forms, a sophisticated tool from PDEs. In particular, one may
combine the theory of sectorial forms with the spectral theory of unbounded
subnormals to derive polynomial approximation results on certain unbounded regions.

(ii) Operators Close to Isometries

This is huge subclass of left-invertible operators which behave like isometries of

Hilbert spaces. One may develop an axiomatic approach to these operators. Via this
axiomatization, one may obtain the Beurling-type theorems for Bergman shift and
Dirichlet shift in one stroke. Important examples of these operators include
2-hyperexpansive operators and Bergman-type operators. There is a transform which
sends 2-hyperexpansive operators to Bergman-type operators. For instance, one may
use this transform to obtain the Berger-Shaw theory for 2-hyperexpansive operators
from the classical Berger-Shaw theory.
Faculty:
S. Chavan

(iii) Bounded linear operators

A central theme in operator theory is the study of B(H), the algebra of bounded
linear operators on a separable complex Hilbert space. We focus on operator ideals,
subideals and commutators of compact operators in B(H). There is also a continuing
interest in semigroups of operators in B(H) from different perspectives. We work in
operator semigroups involve characterization of special classes of semigroups which
relate to solving certain operator equations.
Faculty:
S. Patnaik
+ Harmonic Analysis
Operator Spaces The main emphasis is on operator space techniques in Abstract
Harmonic Analysis. Faculty:
P. Mohanty

Harmonic analysis on Euclidean spaces, Lie groups and abstract harmonic analysis
are represented in the department.

In the Euclidean set up the theory of multipliers, in particular, bilinear

multipliers, and combinatorial harmonic analysis are major thrust areas in the
department.In Lie groups, the focus is on convolution operators and Kunze-Stein
Phenomenon for semi-simple Lie groups. Problems related to integral geometry on
semi-simple and nilpotent Lie groups are also being studied.

In abstract harmonic analysis, the emphasis is on Banach algebra techniques and

operator space.,

Faculty:
P. Mohanty
R. Rawat

+ Mathematical Biology

There is an active group working in the area of Mathematical Biology. The research
is carried out in the following directions.
Mathematical Ecology

1. Research in this area is focused on the local and global stability analysis,
detection of possible bifurcation scenario and derivation of normal form, chaotic
dynamics for the ordinary as well as delay differential equation models, stochastic
stability analysis for stochastic differential equation model systems and analysis
of noise induced phenomena. Also the possible spatio-temporal pattern formation is
studied for the models of interacting populations dispersing over two dimensional
landscape.

2. Mathematical Modeling of the survival of species in polluted water bodies;

depletion of dissolved oxygen in water bodies due to organic pollutants.
Mathematical Epidemiology

1. Mathematical Modeling of epidemics using stability analysis; effects of

environmental, demographic and ecological factors.

2. Mathematical Modeling of HIV Dynamics in vivo

Bioconvection

Bioconvection is the process of spontaneous pattern formation in a suspension of

swimming micro-organisms. These patterns are associated with up- and down-welling
of the fluid. Bioconvection is due to the individual and collective behaviours of
the micro-organisms suspended in a fluid. The physical and biological mechanisms of
bioconvection are investigated by developing mathematical models and analysing them
using a variety of linear, nonlinear and computational techniques.
Bio-fluid dynamics

Mathematical Models for blood flow in cardiovascular system; renal flows;

Peristaltic transport; mucus transport; synovial joint lubrication.
Faculty :
Malay Banerjee
Saktipada Ghorai
Prawal Sinha
B.V. Ratish Kumar

+ Number Theory & Arithmetic geometry

Modular Forms, Artihmetic Geometry

...
Faculty:
S. Jha,
S. Shekhar

Iwasawa theory:

Work in this area is in Iwasawa Theory, Hida Theory and Galois representations. The
basic objects of study are "Elliptic Curves" and "Modular Forms".
Faculty:
S. Jha

+ Numerical Analysis & Scientific Computing

The faculty group in the area of Numerical Analysis & Scientific Computing are very
actively engaged in high quality research in the areas that include (but not
limited to): Singular Perturbation problems, Multiscale Phenomena, Hyperbolic
Conservation Laws, Elliptic and Parabolic PDEs, Computational Fluid Dynamics,
Computer Aided Tomography and Parallel Computing. The faculty group is involved in
the development, analysis and application of efficient and robust algorithms for
solving challenging problems arising in several applied areas. There is expertise
in several discretization methods that include: Finite Difference Methods, Finite
Element Methods, Spectral Element Methods, Boundary Element Methods, Spline and
Wavelet approximations etc. This encompasses a very high level of computation that
requires software skills of the highest order and parallel computing as well.

Faculty :
P. Dutt,
B. V. Rathish Kumar

+ Representation theory

Representation theory of lie algebras and algebraic groups

...

Faculty :
S. Pattanayak

Representations of algebraic groups and associated Weyl groups

Finding combinatorially interesting bases for certain invariant theoretic spaces

associated to classical algebraic groups. Such bases lead to various modular
representation theoretic consequences as well.

Classification of nilpotent and unipotent orbits of semisimple algebraic groups and

its consequences.

Faculty :
P. Samuel

Representations of lie algebras and Kac-Moody algebras

...

Faculty :
S. Sharma

+ Set Theory, Logic, Category Theory

Category theory and Model Theory

Category theory and logic, especially model theory, provide languages to talk about
almost all areas of pure mathematics and to study their interconnections. In
categorical logic one studies interpretations/models of theories (written in
various fragments of logic) in different categories. For example, a model of the
theory of groups in the category of topological spaces is a topological group. My
main research interest in this area lies in the category-theoretic syntax-semantics
dualities.

On the model theory side, computation and study of algebraic invariants, namely the
the K-groups, associated with structures that classify the collections of sets
definable in the structure is also my area of interest. In the particular case of
model theory of modules/representation theory, I am currently studying the Ziegler
spectrum--a geometric invariant--associated with a particular type of finite
dimensional algebra, namely a string algebra.

Faculty :
Amit Kuber

Rough Set Theory and Modal Logic

Rough Set Theory (RST) addresses imprecision that arises from a difficulty in
describing reality. In everyday discourse, we place a grid over reality, the grid
being typically induced by attributes. Then pieces of data having the same values
for a set of attributes, cannot be distinguished. As a result, our concepts,
generally, are not definable in terms of the grid. RST prescribes approximations to
describe such concepts, and there may be several concepts with the same
approximations describing them. RST thus serves as a means for reasoning with
objects and concepts that are rendered indiscernible, due to incomplete information
about the domain of discourse.

A major concern here is to look for appropriate formal logical frameworks to

represent reasoning in RST. Inherent modalities point to the domain of modal
logics. It is thus that we have some modal systems capturing 'rough truth', and
different versions of 'rough modus ponens'. Modal logics also come in while
studying dynamic aspects of RST. Data is presented in RST with the help of an
information system, which may be complete, incomplete or non-deterministic. One
then investigates sequences of information systems that evolve with time, or which
arise from multiple sources (agents), and notions of information updates in the
context. New temporal and quantified modal logics, and logics for information
systems along with their 'dynamic' versions, have surfaced during this study.

Algebraic studies of structures that have arisen in the course of RST

investigations constitute an important part of the research. Of special interest is
a category-theoretic study of rough sets, and in fact, of concepts in a general
framework of 'granulations'. Other applications of RST are also being studied, e.g.
in dialogues between participants of a discourse, in communicative approximations,
or in representing 'open universes'. Techniques for computation of 'minimal' sets
of attributes required for classification (reducts) of objects also hold interest.

On another side, there is interest in the use of modal systems for reasoning with
beliefs revealed by agents.

Faculty :
Mohua Banerjee

+ Topology and Geometry

Algebraic topology and Homotopy theory

The primary interest is in studying equivariant algebraic topology and homotopy

theory with emphasis on unstable homotopy. Specific topics include higher
operations such as Toda bracket, pi-algebras, Bredon cohomology, simplicial/
cosimplicial methods, homotopical algebra.
Faculty :
Debasis Sen,

Computational Geometry

The interest is in studying Abelian Polyhedral Maps and Polyhedral Manifolds, in

particular the aim is to minimize the total number of faces and flag numbers in all
polyhedral manifolds of the same p.l. type.
Faculty :
N. Nilakantan

Differential Geometry

Faculty :
G. Santhanam
Low Dimensional Topology

The main interest is in Knot Theory and its Applications. This includes the study
of amphicheirality, the study of closed braids, and the knot polynomials, specially
the Jones polynomial.
Faculty :
A. Dar

Geometric group theory and Hyperbolic geometry

Work in this area involves relatively hyperbolic groups and Cannon-Thurston maps
between relatively hyperbolic boundaries. Mapping Class Groups are also explored.
Faculty :
Abhijit Pal
Manifolds & Characteristic classes

We are interested in the construction of new examples of non-Kahler complex

manifolds. We aim also at answering the question of existence of almost-complex
structures on certain even dimension real manifolds. Characteristic classes of
vector bundles over certain spaces are also studied.

Faculty :
Ajay Singh Thakur
Moduli spaces of hyperbolic surfaces:

The central question we study here to find combinatorial descriptions of moduli

spaces of closed and oriented hyperbolic surfaces. Also, we study isometric
embedding of metric graphs on surfaces of following types: (a) quasi-essential on
closed and oriented hyperbolic surfaces (b) non-compact surfaces, where
complementary regions are punctured discs, (c) on half-translation surfaces etc.

Faculty :
Bidyut Sanki
Systolic topology and geometry:

We are interested to study the configuration of systolic geodesics (i.e., shortest

closed geodesics) on oriented hyperbolic surfaces. Also, we are interested in
studying the maximal surfaces and deformations on hyperbolic surfaces of finite
type to increase systolic lengths.

Faculty :
Bidyut Sanki
Topological graph theory:

We study configuration of graphs, curves, arcs on surfaces, fillings, action of

mapping class groups on graphs on surfaces, minimal graphs of higher genera.

Faculty :
Bidyut Sanki

Research Areas in Statistics and Probability Theory

Here are the areas of Statistics in which research is being done currently.

+ Non-Parametric and Robust Statistical methods

Detection of different features (in terms of shape) of non-parametric regression

functions are studied; asymptotic distributions of the proposed estimators (along
with their robustness properties) of the shape-restricted regression function are
also investigated. Apart from this, work on the test of independence for more than
two random variables is pursued. Statistical Signal Processing and Statistical
Pattern Recognition are the other areas of interest.

Faculty:
Subhra Sankar Dhar
+ Theory of Stochastic Orders and Aging and Applications

The manner in which a component (or system) improves or deteriorates with time can
be described by concepts of aging. Various aging notions have been proposed in the
literature. Similarly lifetimes of two different systems can be compared using the
concepts of stochastic orders between the probability distributions of
corresponding (random) lifetimes. Various stochastic orders between probability
distributions have been defined in the literature. We study the concepts of aging
and stochastic orders for various coherent systems. In many situations, the
performance of a system can be improved by introducing some kind of redundancy into
the system. The problem of allocating redundant components to the components of a
coherent system, in order to optimize its reliability or some other system
performance characteristic, is of considerable interest in reliability engineering.
These problems often lead to interesting theoretical results in Probability Theory.
We study the problem of optimally allocating spares to the components of various
coherent systems, in order to optimize their reliability or some other system
performance characteristic. Performances of systems arising out of different
allocations are studied using concepts of aging and stochastic orders.

Faculty:
Neeraj Mishra

+ Entropy Estimation and Applications

Estimation of entropies of molecules is an important problem in molecular sciences.

A commonly used method by molecular scientist is based on the assumption of a
multivariate normal distribution for the internal molecular coordinates. For the
multivariate normal distribution, we have proposed various estimators of entropy
and established their optimum properties. The assumption of a multivariate normal
distribution for the internal coordinates of molecules is adequate when the
temperature at which the molecule is studied is low, and thus the fluctuations in
internal coordinates are small. However, at higher temperatures, the multivariate
normal distribution is inadequate as the dihedral angles at higher temperatures
exhibit multimodes and skewness in their distribution. Moreover the internal
coordinates of molecules are circular variables and thus the assumption of
multivariate normality is inappropriate. Therefore a nonparametric and circular
statistic approach to the problem of estimation of entropy is desirable. We have
adopted a circular nonparametric approach for estimating entropy of a molecule.
This approach is getting a lot of attention among molecular scientists.

Faculty:
Neeraj Mishra

+ Ranking and Selection Problems

About fifty years ago statistical inference problems were first formulated in the
now-familiar "Ranking and Selection" framework. Ranking and selection problems
broadly deal with the goal of ordering of different populations in terms of unknown
parameters associated with them. We deal with the following aspects of Ranking and
Selection Problems:1. Obtaining optimal ranking and selection procedures using
decision theoretic approach;2. Obtaining optimal ranking and selection procedures
under heteroscedasticity;3. Simultaneous confidence intervals for all distances
from the best and/or worst populations, where the best (worst) population is the
one corresponding to the largest (smallest) value of the parameter;4. Estimation of
ranked parameters when the ranking between parameters is not known apriori;5.
Estimation of (random) parameters of the populations selected using a given
decision rule for ranking and selection problems.
Neeraj Mishra

+ Estimation in Restricted Parameter Space

In many practical situations, it is natural to restrict the parameter space. This

additional information of restricted parameter space can be intelligently used to
derive estimators that improve upon the standard (natural) estimators, meant for
the case of unrestricted parameter space. We deal with the problems of estimation
parameters of one or more populations when it is known apriori that some or all of
them satisfy certain restrictions, leading to the consideration of restricted
parameter space. The goal is to find estimators that improve upon the standard
(natural) estimators, meant for the case of unrestricted parameter space. We also
deal with the decision theoretic aspects of this problem.

Faculty:
Neeraj Mishra

+ Regression Modelling

The outcome of any experiment depends on several variables and such dependence
involves some randomness which can be characterized by a statistical model. The
statistical tools in regression analysis help in determining such relationships
based on the sample experimental data. This helps further in describing the
behaviour of the process involved in experiment. The tools in regression analysis
can be applied in social sciences, basic sciences, engineering sciences, medical
sciences etc. The unknown and unspecified form of relationship among the variables
can be linear as well as nonlinear which is to be determined on the basis of a
sample of experimental data only. The tools in regression analysis help in the
determination of such relationships under some standard statistical assumptions. In
many experimental situations, the data do not satisfy the standard assumptions of
statistical tools, e.g. the input variables may be linearly related leading to the
problem of multicollinearity, the output data may not have constant variance giving
rise to the hetroskedasticity problem, parameters of the model may have some
restrictions, the output data may be autocorrelated, some data on input and/or
output variables may be missing, the data on input and output variables may not be
correctly observable but contaminated with measurement errors etc. Different types
of models including the econometric models, e.g., multiple regression models,
restricted regression models, missing data models, panel data models, time series
models, measurement error models, simultaneous equation models, seemingly unrelated
regression equation models etc. are employed in such situations. So the need of
development of new statistical tools arises for the detection of problem, analysis
of such non-standard data in different models and to find the relationship among
different variables under nonstandard statistical conditions. The development of
such tools and the study of their theoretical statistical properties using finite
sample theory and asymptotic theory supplemented with numerical studies based on
simulation and real data are the objectives of the research work in this area.
Faculty:
Shalabh

+ Statistical Signal Processing

Signal processing may broadly be considered to involve the recovery of information

from physical observations. The received signals are usually disturbed by thermal,
electrical, atmospheric or intentional interferences. Due to the random nature of
the signal, statistical techniques play an important role in signal processing.
Statistics is used in the formulation of appropriate models to describe the
behaviour of the system, the development of appropriate techniques for estimation
of model parameters, and the assessment of model performances. Statistical Signal
Processing basically refers to the analysis of random signals using appropriate
statistical techniques. Different one and multidimensional models have been used in
analyzing various one and multidimensional signals. For example ECG and EEG
signals, or different grey and white or colour textures can be modelled quite
effectively, using different non-linear models. Effective modelling are very
important for compression as well as for prediction purposes. The important issues
are to develop efficient estimation procedures and to study their properties. Due
to non-linearity, finite sample properties of the estimators cannot be derived;
most of the results are asymptotic in nature. Extensive Monte Carlo simulations are
generally used to study the finite sample behaviour of the different estimators.

Faculty:
Debasis Kundu,
Amit Mitra

+ Robust Estimation in Nonlinear Models

Efficient estimation of parameters of nonlinear regression models is a fundamental

problem in applied statistics. Isolated large values in the random noise associated
with model, which is referred to as an outliers or an atypical observation, while
of interest, should ideally not influence estimation of the regular pattern
exhibited by the model and the statistical method of estimation should be robust
against outliers. The nonlinear least squares estimators are sensitive to presence
of outliers in the data and other departures from the underlying distributional
assumptions. The natural choice of estimation technique in such a scenario is the
robust M-estimation approach. Study of the asymptotic theoretical properties of
M-estimators under different possibilities of the M-estimation function and noise
distribution assumptions is an interesting problem. It is further observed that a
number of important nonlinear models used to model real life phenomena have a
nested superimposed structure. It is thus desirable also to have robust order
estimation techniques and study the corresponding theoretical asymptotic
properties. Theoretical asymptotic properties of robust model selection techniques
for linear regression models are well established in the literature, it is an
important and challenging problem to design robust order estimation techniques for
nonlinear nested models and establish their asymptotic optimality properties.
Furthermore, study of the asymptotic properties of robust M-estimators as the
number of nested superimposing terms increase is also an important problem. Huber
and Portnoy established asymptotic behavior of the M-estimators when the number of
components in a linear regression model is large and established conditions under
which consistency and asymptotic normality results are valid. It is possible to
derive conditions under which similar results hold for different nested nonlinear
models.
Faculty:
Debasis Kundu,
Amit Mitra

+ Econometric Modelling

Econometric modelling involves analytical study of complex economic phenomena with

the help of sophisticated mathematical and statistical tools. The size of a model
typically varies with the number of relationships and variables it is applying to
replicate and simulate in a regional, national or international level economic
system. On the other hand, the methodologies and techniques address the issues of
its basic purpose – understanding the relationship, forecasting the future horizon
and/or building "what-if" type scenarios. Econometric modelling techniques are not
only confined to macro-economic theory, but also are widely applied to model
building in micro-economics, finance and various other basic and social sciences.
The successful estimation and validation part of the model-building relies heavily
on the proper understanding of the asymptotic theory of statistical inference. A
challenging area of econometric modelling has been the application of advanced
mathematical concept of wavelets, which are ideally suited to study the chaotic
behaviour of financial indicators, to name just one. A successful combination of
econometrics with the non-parametric artificial intelligence techniques is another
interesting aspect of the modelling exercise. So, whether the purpose is to
validate or negate age-old theories in the contemporary world, or to propagate new
ideas in the ever-growing complexities of physical phenomena, econometric modelling
provides an ideal solution.

Faculty:
Shalabh,
Sharmishtha Mitra

+ Data Mining in Finance

Economic globalization and evolution of information technology has in recent times

accounted for huge volume of financial data being generated and accumulated at an
unprecedented pace. Effective and efficient utilization of massive amount of
financial data using automated data driven analysis and modelling to help in
strategic planning, investment, risk management and other decision-making goals is
of critical importance. Data mining techniques have been used to extract hidden
patterns and predict future trends and behaviours in financial markets. Data mining
is an interdisciplinary field bringing together techniques from machine learning,
pattern recognition, statistics, databases and visualization to address the issue
of information extraction from such large databases. Advanced statistical,
mathematical and artificial intelligence techniques are typically required for
mining such data, especially the high frequency financial data. Solving complex
financial problems using wavelets, neural networks, genetic algorithms and
statistical computational techniques is thus an active area of research for
researchers and practitioners.

Faculty:
Amit Mitra,
Sharmishtha Mitra
+ Step-Stress Modelling

Traditionally, life-data analysis involves analysing the time-to-failure data

obtained under normal operating conditions. However, such data are difficult to
obtain due to long durability of modern days. products, lack of time-gap in
designing, manufacturing and actually releasing such products in market, etc. Given
these difficulties as well as the ever-increasing need to observe failures of
products to better understand their failure modes and their life characteristics in
today's competitive scenario, attempts have been made to devise methods to force
these products to fail more quickly than they would under normal use conditions.
Various methods have been developed to study this type of "accelerated life
testing" (ALT) models. Step-stress modelling is a special case of ALT, where one or
more stress factors are applied in a life-testing experiment, which are changed
according to pre-decided design. The failure data observed as order statistics are
used to estimate parameters of the distribution of failure times under normal
operating conditions. The process requires a model relating the level of stress and
the parameters of the failure distribution at that stress level. The difficulty
level of estimation procedure depends on several factors like, the lifetime
distribution and number of parameters thereof, the uncensored or various censoring
(Type I, Type II, Hybrid, Progressive, etc.) schemes adopted, the application of
non-Bayesian or Bayesian estimation procedures, etc.

Faculty:
Debasis Kundu,
Sharmishtha Mitra

+ Stochastic Partial Differential Equations

The study of Stochastic calculus, more specifically, that of stochastic

differential equations and stochastic partial differential equations, has a broad
range of applications across various disciplines or branches of Mathematics, such
as Partial Differential Equations, Evolution systems, Interacting particle systems,
Finance, Mathematical Biology. Theoretical understanding for such equations was
first obtained in finite dimensional Euclidean spaces. Later on, to describe
various natural phenomena, models were constructed (and analyzed) with values in
Banach spaces, Hilbert spaces and in the duals of nuclear spaces. Important
topics/questions in this area of research include existence and uniqueness of
solutions, Stability, Stationarity, Stochastic flows, Stochastic Filtering theory
and Stochastic Control Theory, to name a few.

Faculty:
Suprio Bhar

+ Rough Paths and Regularity structures