Scientific Computing I - Winter 08: Difference between revisions

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| term = Winter 08
| term = Winter 08
| lecturer = [[Michael Bader|Dr. Michael Bader]]
| lecturer = [[Michael Bader|Dr. Michael Bader]]
| timeplace = Wednesday, 12:30-14:00., lecture room MI 02.07.023, start: Oct 22
| timeplace = Wednesday, 10:15-11:45., lecture hall MI HS 2
| credits = 2 SWS (2V) / 3 Credits
| credits = 2 SWS (2V) / 3 Credits
| audience = Computational Science and Engineering, 1st semester(Module [https://www.in.tum.de/myintum/kurs_verwaltung/cm.html?id=IN2005 IN2005])
| audience = Computational Science and Engineering, 1st semester (Module [https://www.in.tum.de/myintum/kurs_verwaltung/cm.html?id=IN2005 IN2005])
| tutorials = -
| tutorials = -
| exam = written exam (time and day t.b.a.)
| exam = written exam (Feb 4, 2009, 10:00-12:00, MI HS 2 and MI 01.06.011)
}}
}}
= Announcement: =
* From Nov 5: change of time and lecture hall to '''Wed, 10-12, in MI HS 2'''


= Contents =
= Contents =
Line 19: Line 23:
* validation
* validation


The course is conceived as an introduction to the thriving field of numerical simulation for computer scientists, mathematicians, engineers, or natural scientists without an already strong background in numerical methods.  
''The course '''Scientific Computing 1''' is intended for students in the Master's Program '''Computational Science and Engineering'''. Students in all other study programs, please consider our lecture '''Modellbildung und Simulation''' (see the [http://www5.in.tum.de/lehre/vorlesungen/mod_sim/SS08/ lecture from summer term 2008], for example), instead.''
 


= Lecture Notes and Material =
= Lecture Notes and Material =
Line 25: Line 30:
(Material for future lectures refer to the lectures from winter term 2007, and will be updated throughout the semester)
(Material for future lectures refer to the lectures from winter term 2007, and will be updated throughout the semester)


; Introduction - Scientific Computing as a Discipline : Oct  
; Introduction - Scientific Computing as a Discipline : Oct 22
: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/discipline.pdf slides], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/discipline_6up.pdf handout]
: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/discipline.pdf slides], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/discipline_6up.pdf handout]
; Fibonacci's Rabbits, Classification of Models : Oct  
; Fibonacci's Rabbits, Classification of Models : Oct 22
: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/fibo.pdf slides], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/fibo_6up.pdf handout]
: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/fibo.pdf slides], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/fibo_6up.pdf handout]
; Continous Population Models I - Single Species Models : Nov  
; Continous Population Models I & II - Single Species Models, Analysis of ODE Models : Oct 29, Nov 5
: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/population.pdf slides]  
: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/population.pdf slides]  
: Maple worksheet: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/maple/popmodel.mws popmodel.mws]
: Maple worksheet: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/maple/popmodel.mws popmodel.mws]
; Continous Population Models II & III - Systems of ODE, Analysis of ODE Models
; Continous Population Models III & IV - Systems of ODE, Analysis of ODE Systems
: Nov 5, Nov 12
: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/population2.pdf slides], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/population_6up.pdf handout population models]
: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/population2.pdf slides], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/population_6up.pdf handout population models]
: Maple worksheets: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/maple/lotkavolt.mws lotkavolt.mws], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/maple/dirfields.mws dirfields.mws]
: Maple worksheets: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/maple/lotkavolt.mws lotkavolt.mws], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/maple/dirfields.mws dirfields.mws]
; Numerical Methods for ODE : Nov
; Numerical Methods for ODE : Nov 19 & 26, Dec 3
: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/ode_numerics.pdf slides], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/ode_numerics_6up.pdf handout]
: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/ode_numerics.pdf slides], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/ode_numerics_6up.pdf handout]
: Maple worksheet: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/maple/numerics_ode.mws numerics_ode.mws]
: Maple worksheet: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/maple/numerics_ode.mws numerics_ode.mws]
; Discrete Models for the Heat Equation : Dec
; Discrete Models for the Heat Equation : Dec 3, Dec 10
: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/heatmodel.pdf slides], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/heatmodel_6up.pdf handout]
: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/heatmodel.pdf slides], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/heatmodel_6up.pdf handout]
: Maple worksheet: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/maple/poisson2D.mws poisson2D.mws]
: Maple worksheet: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/maple/poisson2D.mws poisson2D.mws]
; Heat Equation - Analytical and Numerical Solution : Dec
; Heat Equation - Analytical and Numerical Solution : Dec 10,17
: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/heateq.pdf slides], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/heateq_6up.pdf handout]
: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/heateq.pdf slides], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/heateq_6up.pdf handout]
: Maple worksheets: Fourier's method: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/maple/heat1D_four.mws heat1D_four.mws], Discretisation: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/maple/heat1D_disc.mws heat1D_disc.mws], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/maple/heat1D_impl.mws heat1D_impl.mws]
: Maple worksheets: Fourier's method: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/maple/heat1D_four.mws heat1D_four.mws], Discretisation: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/maple/heat1D_disc.mws heat1D_disc.mws], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/maple/heat1D_impl.mws heat1D_impl.mws]
: Additional material: Neumann stability ([http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/scicomp3.pdf worksheet] with [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/solution3.pdf solution]), discrete energy ([http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/heatenergy.pdf handout])
: Additional material: Neumann stability ([http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/scicomp3.pdf worksheet] with [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/solution3.pdf solution]), discrete energy ([http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/heatenergy.pdf handout])
; Grid Generation : Dec
; Discretisation of PDEs, Finite Element Method : Jan 7, 14, 21
: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/gridgen.pdf slides], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/gridgen_6up.pdf handout]
; Discretisation of PDEs, Finite Element Method : Jan
: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/pde_discr.pdf slides], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/pde_discr_6up.pdf handout]
: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/pde_discr.pdf slides], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/pde_discr_6up.pdf handout]
: Maple worksheets: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/maple/poisson2D.mws poisson2D.mws], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/maple/fe.mws fe.mws]
: Maple worksheets: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/maple/poisson2D.mws poisson2D.mws], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/maple/fe.mws fe.mws]
; Case Study - Computational Fluid Dynamics : Feb
; Grid Generation : Jan 28
: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/gridgen.pdf slides], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/gridgen_6up.pdf handout]
; Case Study - Computational Fluid Dynamics (not included this year)
: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/study_cfd.pdf slides], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/study_cfd_6up.pdf handout]
: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/study_cfd.pdf slides], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/study_cfd_6up.pdf handout]
; Conclusion and Outlook : Feb
; Conclusion and Outlook : Feb 28
: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/outlook.pdf slides], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/outlook_6up.pdf handout]
: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/outlook.pdf slides], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/slides/outlook_6up.pdf handout]


= Exam =
= Exam =


* Date of final exam: Wednesday, '''February 4, 2009''', during the lecture, i.e. '''12:00-14:00'''.
* Date of final exam: Wednesday, '''February 4, 2009'''.
* Time and place: 10:00 - 12:00 in rooms '''MI HS 2''' (names/login A-P) and '''MI 01.06.011''' (Q-Z)
* Helping material: you are allowed to use '''one sheet (size A4) of paper''' with '''hand-written(!) notes''' during the exam. Any further helping material (books, calculators, etc.) is forbidden!
* Helping material: you are allowed to use '''one sheet (size A4) of paper''' with '''hand-written(!) notes''' during the exam. Any further helping material (books, calculators, etc.) is forbidden!
* Exam topics are all topics covered during the lectures; see the catalogue of exam questions and previous years' exams below.
* Exam topics are all topics covered during the lectures; see the catalogue of exam questions and previous years' exams below.
Line 69: Line 76:
* [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/exam/questions_pde.pdf Modelling, PDEs]
* [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/exam/questions_pde.pdf Modelling, PDEs]
* [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/exam/questions_fdfe.pdf PDE numerics]
* [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/exam/questions_fdfe.pdf PDE numerics]
=== Last Years' Exams ===
Please, be aware that there are always slight changes in topics between the different years' lectures. Hence, the previous exams are not fully representative for this year's exam.
* [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/exam/exam05.pdf exam winter 05/06]
* [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws08/exam/exam06.pdf exam winter 06/07]


= Literature =
= Literature =

Latest revision as of 15:09, 12 October 2022

Term
Winter 08
Lecturer
Dr. Michael Bader
Time and Place
Wednesday, 10:15-11:45., lecture hall MI HS 2
Audience
Computational Science and Engineering, 1st semester (Module IN2005)
Tutorials
-
Exam
written exam (Feb 4, 2009, 10:00-12:00, MI HS 2 and MI 01.06.011)
Semesterwochenstunden / ECTS Credits
2 SWS (2V) / 3 Credits
TUMonline
{{{tumonline}}}



Announcement:

  • From Nov 5: change of time and lecture hall to Wed, 10-12, in MI HS 2

Contents

This course provides an overview of scientific computing, i. e. of the different tasks to be tackled on the way towards powerful numerical simulations. The entire "pipeline" of simulation is discussed:

  • mathematical models: derivation, analysis, and classification
  • numerical treatment of these models: discretization of (partial) differential systems, grid generation
  • efficient implementation of numerical algorithms: implementation on monoprocessors vs. parallel computers (architectural features, parallel programming, load distribution, parallel numerical algorithms)
  • interpretation of numerical results & visualization
  • validation

The course Scientific Computing 1 is intended for students in the Master's Program Computational Science and Engineering. Students in all other study programs, please consider our lecture Modellbildung und Simulation (see the lecture from summer term 2008, for example), instead.


Lecture Notes and Material

(Material for future lectures refer to the lectures from winter term 2007, and will be updated throughout the semester)

Introduction - Scientific Computing as a Discipline
Oct 22
slides, handout
Fibonacci's Rabbits, Classification of Models
Oct 22
slides, handout
Continous Population Models I & II - Single Species Models, Analysis of ODE Models
Oct 29, Nov 5
slides
Maple worksheet: popmodel.mws
Continous Population Models III & IV - Systems of ODE, Analysis of ODE Systems
Nov 5, Nov 12
slides, handout population models
Maple worksheets: lotkavolt.mws, dirfields.mws
Numerical Methods for ODE
Nov 19 & 26, Dec 3
slides, handout
Maple worksheet: numerics_ode.mws
Discrete Models for the Heat Equation
Dec 3, Dec 10
slides, handout
Maple worksheet: poisson2D.mws
Heat Equation - Analytical and Numerical Solution
Dec 10,17
slides, handout
Maple worksheets: Fourier's method: heat1D_four.mws, Discretisation: heat1D_disc.mws, heat1D_impl.mws
Additional material: Neumann stability (worksheet with solution), discrete energy (handout)
Discretisation of PDEs, Finite Element Method
Jan 7, 14, 21
slides, handout
Maple worksheets: poisson2D.mws, fe.mws
Grid Generation
Jan 28
slides, handout
Case Study - Computational Fluid Dynamics (not included this year)
slides, handout
Conclusion and Outlook
Feb 28
slides, handout

Exam

  • Date of final exam: Wednesday, February 4, 2009.
  • Time and place: 10:00 - 12:00 in rooms MI HS 2 (names/login A-P) and MI 01.06.011 (Q-Z)
  • Helping material: you are allowed to use one sheet (size A4) of paper with hand-written(!) notes during the exam. Any further helping material (books, calculators, etc.) is forbidden!
  • Exam topics are all topics covered during the lectures; see the catalogue of exam questions and previous years' exams below.
  • Repeat exam: a repeat exam will offered (only for students who failed the regular exam) in April or May 2009. The exam will be written or oral, depending on the number of participants.

Catalogue of Exam Questions

The following catalogue contain questions collected by students of the lectures in winter 05/06 and 06/07. The catalogue is intended for preparation for the exam, only, and serves as some orientation. It's by no means meant to be a complete collection.

Literature

  • A.B. Shiflet and G.W. Shiflet: Introduction to Computational Science, Princeton University Press
  • Boyce, DiPrima: Elementary Differential Equations and Boundary Value Problems, Wiley, 1992 (5th edition)
  • Golub, Ortega: Scientific Computing: An Introduction with Parallel Computing, Academic Press, 1993
  • Tveito, Winther: Introduction to Partial Differential Equations - A Computational Approach, Springer, 1998
  • Stoer, Bulirsch: Introduction to Numerical Analysis, Springer, 1996
  • Hackbusch: Elliptic Differential Equations - Theory and Numerical Treatment, Springer, 1992

Online Material