CompactCourse: Markov Processes in Modeling and Scientific Computing - Summer15

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Term
Summer 15
Lecturer
Prof. Dr. Florian Rupp, GUTech, Oman; contact: Dr. rer. nat. Tobias Neckel
Time and Place
23.06.: 16:00-18:00 (room 02.07.023), 24.06.: 17:00-19:00 (room 02.09.023), 25.06.: 14:00-18:00 (room 01.11.018), 30.06.: 16:00-18:00 (room 02.07.023), 01.07.: 17:00-19:00 (room 02.09.023), 02.07.: 14:00-18:00 (room 01.11.018)
Audience
all interested students, in particular students of BGCE, TopMath, CSE, Mathematics, and Informatics
Tutorials
-
Exam
n.a.
Semesterwochenstunden / ECTS Credits
1 credits
TUMonline
TUMonline reference of the course



News

Content

The blocked course "Markov Processes in Modeling & Scientific Computing" aims at enhancing the students knowledge on Markov Processes and Chains and enable them to see the essential modeling links between the formulation of a problem in engineering and the natural sciences on the one side and large-scale numerical methods on the other side. Based on pearls of discrete Markov theory, we discuss, amongst others, the modeling and simulation of stochastic pattern formation, birth and death processes, queuing networks, bi-stability and switching between states as well as the approximation of invariant structures in phase spaces of continuous dynamical systems (Perron-Frobenius theroy). Interesting applications of the theory, like the ones forming the core of the course, immediately give rise to computationally demanding situations that require modern methods from Scientific computing to allow efficient and effective solutions. Thus, in particular, algorithms for large scale matrix computations will be covered in that respect.

Preliminary Topics

  • stochastic pattern formation
  • birth and death processes
  • queuing networks
  • bi-stability and switching between states
  • approximation of invariant structures in phase spaces of continuous dynamical systems
  • algorithms for large scale matrix computations

Material

The course material is available under http://www5.in.tum.de/lehre/vorlesungen/compactCourses/Markov_2015/

Related Material

t.b.a.