Difference between revisions of "Scientific Computing I - Winter 15"

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| audience = Computational Science and Engineering, 1st semester <!--(Module [https://campus.tum.de/tumonline/wbStpModHB.detailPage?pKnotenNr=456354&pExtView=N&pCaller=MODHBAPP&pCallerOrgNr=14189 IN2005])-->
 
| audience = Computational Science and Engineering, 1st semester <!--(Module [https://campus.tum.de/tumonline/wbStpModHB.detailPage?pKnotenNr=456354&pExtView=N&pCaller=MODHBAPP&pCallerOrgNr=14189 IN2005])-->
 
| tutorials = [[Denis Jarema, M.Sc. (hons)|Denis Jarema]], time and place: I group: Wednesday, 14:00-15:45, MI 02.13.008, II group: Monday, 14:15-16:00, MI 03.13.010 (starts Oct 26)
 
| tutorials = [[Denis Jarema, M.Sc. (hons)|Denis Jarema]], time and place: I group: Wednesday, 14:00-15:45, MI 02.13.008, II group: Monday, 14:15-16:00, MI 03.13.010 (starts Oct 26)
| exam = tba <!-- written exam Jan 30, 2015, 16:30-18:00, room: [https://portal.mytum.de/displayRoomMap?roomid=101@5620&disable_decoration=yes Interimshörsaal 1]-->
+
| exam = '''written exam: <font color="red">Feb 18, 2016, 10:30-12:00, room: 00.02.001, MI HS 1, Friedrich L. Bauer Hörsaal (5602.EG.001)</font> <br> exam review: <font color="red">Feb 29, 2016, 12:30-13:15, room 02.07.023</font><br> 2nd exam: <font color="red">Apr 07, 2016, 11:00-12:30, room MW2050 (moved!)</font><br> 2nd exam review: <font color="red">Apr 27, 2016, 16:00-17:30, room 02.05.058</font>'''
 
| tumonline = tba<!--[https://campus.tum.de/tumonline/wblv.wbShowLvDetail?pStpSpNr=950158807&pSpracheNr=2&pMUISuche=FALSE tumonline lecture], [https://campus.tum.de/tumonline/wblv.wbShowLvDetail?pStpSpNr=950184822&pSpracheNr=1&pMUISuche=FALSE tumonline tutorial]-->
 
| tumonline = tba<!--[https://campus.tum.de/tumonline/wblv.wbShowLvDetail?pStpSpNr=950158807&pSpracheNr=2&pMUISuche=FALSE tumonline lecture], [https://campus.tum.de/tumonline/wblv.wbShowLvDetail?pStpSpNr=950184822&pSpracheNr=1&pMUISuche=FALSE tumonline tutorial]-->
 
}}
 
}}
  
 
= Announcements =
 
= Announcements =
* '''Starting from 02.11.2015 the tutorial slot on Monday at 16:00-18:00 is moved to <font color="red">Wednesday 14:00-16:00, room 02.13.008</font>.'''
+
* <font color="red">the room for the 2nd exam has been moved: It is now MW2050</font>
 +
* The Q&A session takes place on <font color="red">01.02.2016 (Mon) at 14:00-18:00, room 03.13.010</font>. Send any questions you have to <font color="blue">scicomp1_QA@mailsccs.in.tum.de</font> until <font color="red">28.01.2015 (Thu)</font>.
 +
* The tutorial on 23.12.2015 (Wed) is moved to <font color="red">21.12.2015 (Mon) 16:00-18:00, room 03.13.010</font>.
 +
* Starting from 02.11.2015 the tutorial slot on Monday at 16:00-18:00 is moved to <font color="red">Wednesday 14:00-16:00, room 02.13.008</font>.
 
<!--
 
<!--
 
* '''The repetition exam review will take place on <font color="red">Thursday, April 16, 16:15-17:30, in room 02.07.023</font>.'''
 
* '''The repetition exam review will take place on <font color="red">Thursday, April 16, 16:15-17:30, in room 02.07.023</font>.'''
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| Nov 25
 
| Nov 25
 
| Numerical Methods for ODEs <br /> (part II)
 
| Numerical Methods for ODEs <br /> (part II)
| slides: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/ode_numerics.pdf ode_numerics.pdf] <br>python scripts for visualisation of stability: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/py/explicitLMM2.py unstable explLLM2 example], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/py/RAS.py visualisation of stability regions], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/py/midpoint.py explicit midpoint rule examples (Martini glass effec)], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/py/midpoint_HNW.py Martini glass effect in scaled plot]   
+
| slides: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/ode_numerics.pdf ode_numerics.pdf] <br>python scripts for visualisation of stability: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/py/explicitLMM2.py unstable explLLM2 example],<br>[http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/py/RAS.py visualisation of stability regions],<br>[http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/py/midpoint.py explicit midpoint rule examples (Martini glass effec)],<br>[http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/py/midpoint_HNW.py Martini glass effect in scaled plot]   
 
|-
 
|-
 
| Nov 30, Dec 2
 
| Nov 30, Dec 2
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| Dec 7/9
 
| Dec 7/9
 
| Worksheet 7
 
| Worksheet 7
| [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/uebungen/blatt7.pdf Worksheet 7], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/uebungen/blatt7solution.pdf Solution 7], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/py/ws7_ex1.py ws7_ex1.py]
+
| [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/uebungen/blatt7.pdf Worksheet 7], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/uebungen/blatt7solution.pdf Solution 7], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/py/ws7_ex1.py ws7_ex1.py]<br>[https://www-m11.ma.tum.de/en/karpfing/buecher/videoanimationen/numerik-gewoehnlicher-differenzialgleichungen visualization of ODE solvers]
 
|-
 
|-
 
| Dec 9
 
| Dec 9
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| Dec 14/16
 
| Dec 14/16
 
| Worksheet 8
 
| Worksheet 8
| [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/uebungen/blatt8.pdf Worksheet 8]<!--,  [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws14/uebungen/blatt8solution.pdf Solution 8], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws14/py/ws8_ex2.py ws8_ex2.py]
+
| [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/uebungen/blatt8.pdf Worksheet 8],  [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/uebungen/blatt8solution.pdf Solution 8], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/py/ws8_ex2.py ws8_ex2.py]
 
|-
 
|-
| Dec 10 <br> Jan 7
+
| Dec 16 <br> Jan 13
 
| Introduction to Finite Element Methods - Part I <br> Introduction to Finite Element Methods - Part II  
 
| Introduction to Finite Element Methods - Part I <br> Introduction to Finite Element Methods - Part II  
| slides: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws14/pde_fem.pdf pde_fem.pdf] <br> maple worksheets: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws14/maple/fem.mw fem.mw], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws14/maple/maple_fem.pdf maple_fem.pdf]<br>python worksheets: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws14/py/SciComp_FEM.py FEM] <br>printing version: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws14/pde_fem-2x4.pdf pde_fem-2x4.pdf]
+
| slides: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/pde_fem.pdf pde_fem.pdf] <br> maple worksheets: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/maple/fem.mw fem.mw], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/maple/maple_fem.pdf maple_fem.pdf]<br>python worksheets: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/py/SciComp_FEM.py FEM] <br>printing version: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/pde_fem-2x4.pdf pde_fem-2x4.pdf]
 
|-
 
|-
| Dec 15
+
| Dec 21
| Worksheet 9 (for the lecture on Dec 3)
+
| Worksheet 9
| [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws14/uebungen/blatt9.pdf Worksheet 9], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws14/uebungen/blatt9solution.pdf Solution 9], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws14/py/ws9_ex2.py ws9_ex2.py]
+
| [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/uebungen/blatt9.pdf Worksheet 9], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/uebungen/blatt9solution.pdf Solution 9], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/py/ws9_ex2.py ws9_ex2.py]
 
|-  
 
|-  
| Jan 12
+
| Jan 11/13
| Worksheet 10 (for the lectures on Dec 10 and Jan 7)
+
| Worksheet 10
| [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws14/uebungen/blatt10.pdf Worksheet 10], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws14/uebungen/blatt10solution.pdf Solution 10]
+
| [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/uebungen/blatt10.pdf Worksheet 10], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/uebungen/blatt10solution.pdf Solution 10]
 
|-
 
|-
| Jan 14 <br> Jan 21
+
| Jan 20
 
| Case Study: Computational Fluid Dynamics
 
| Case Study: Computational Fluid Dynamics
| slides: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws14/study_cfd.pdf study_cfd.pdf] <br>
+
| slides: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/study_cfd.pdf study_cfd.pdf] <br>
printing version: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws14/study_cfd-2x4.pdf study_cfd-2x4.pdf]
+
printing version: [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/study_cfd-2x4.pdf study_cfd-2x4.pdf]
 
|-  
 
|-  
| Jan 19
+
| Jan 18/20
| Worksheet 11 (for the lecture on Dec 10 and Jan 7)
+
| Worksheet 11  
| [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws14/uebungen/blatt11.pdf Worksheet 11], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws14/uebungen/blatt11solution.pdf Solution 11], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws14/py/ws11_ex1.py ws11_ex1.py]
+
| [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/uebungen/blatt11.pdf Worksheet 11], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/uebungen/blatt11solution.pdf Solution 11], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/py/ws11_ex1.py ws11_ex1.py]
 
|-  
 
|-  
| Jan 26
+
| Jan 25/27
| Worksheet 12 (for the lecture on Dec 10 and Jan 7)
+
| Worksheet 12
| [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws14/uebungen/blatt12.pdf Worksheet 12], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws14/uebungen/blatt12solution.pdf Solution 12], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws14/py/ws12_ex1.py ws12_ex1.py], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws14/py/ws12_ex2.py ws12_ex2.py]
+
| [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/uebungen/blatt12.pdf Worksheet 12], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/uebungen/blatt12solution.pdf Solution 12], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/py/ws12_ex1.py ws12_ex1.py], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws15/py/ws12_ex2.py ws12_ex2.py]
-->
 
 
|}
 
|}
  
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* [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/exam/exam06.pdf exam winter 06/07]
 
* [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/exam/exam06.pdf exam winter 06/07]
 
* [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/exam/exam07.pdf exam winter 07/08], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws11/exam07_solution.pdf solution]
 
* [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/exam/exam07.pdf exam winter 07/08], [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/ws11/exam07_solution.pdf solution]
 +
* [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/exam/exam_11-12.pdf exam winter 11/12]
 +
* [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/exam/exam_11-12_repeat.pdf exam winter repeat 11/12]
 +
* [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/exam/exam_12-13.pdf exam winter 12/13]
 +
* [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/exam/exam_13-14.pdf exam winter 13/14]
 +
* [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/exam/exam_13-14_repeat.pdf exam winter repeat 13/14]
 +
* [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/exam/exam_14-15.pdf exam winter 14/15]
 +
* [http://www5.in.tum.de/lehre/vorlesungen/sci_comp/exam/exam_14-15_repeat.pdf exam winter repeat 14/15]
  
 
= Literature =
 
= Literature =

Latest revision as of 13:46, 22 April 2016

Term
Winter 15
Lecturer
Dr. rer. nat. Tobias Neckel
Time and Place
Wednesday, 10:15-11:45; HS 2 (starts Oct 21)
Audience
Computational Science and Engineering, 1st semester
Tutorials
Denis Jarema, time and place: I group: Wednesday, 14:00-15:45, MI 02.13.008, II group: Monday, 14:15-16:00, MI 03.13.010 (starts Oct 26)
Exam
written exam: Feb 18, 2016, 10:30-12:00, room: 00.02.001, MI HS 1, Friedrich L. Bauer Hörsaal (5602.EG.001)
exam review: Feb 29, 2016, 12:30-13:15, room 02.07.023
2nd exam: Apr 07, 2016, 11:00-12:30, room MW2050 (moved!)
2nd exam review: Apr 27, 2016, 16:00-17:30, room 02.05.058
Semesterwochenstunden / ECTS Credits
4 SWS (2V+2Ü) / 5 Credits
TUMonline
tba



Announcements

  • the room for the 2nd exam has been moved: It is now MW2050
  • The Q&A session takes place on 01.02.2016 (Mon) at 14:00-18:00, room 03.13.010. Send any questions you have to scicomp1_QA@mailsccs.in.tum.de until 28.01.2015 (Thu).
  • The tutorial on 23.12.2015 (Wed) is moved to 21.12.2015 (Mon) 16:00-18:00, room 03.13.010.
  • Starting from 02.11.2015 the tutorial slot on Monday at 16:00-18:00 is moved to Wednesday 14:00-16:00, room 02.13.008.

Contents

The lecture will cover the following topics in scientific computing:

  • typical tasks in the simulation pipeline in scientific computing;
  • classification of mathematical models (discrete/continuous, deterministic/stochastic, etc.);
  • modelling with (systems) of ordinary differential equations (example: population models);
  • modelling with partial differential equations (example: heat equations);
  • numerical treatment of models (discretisation of ordinary and partial differential equations: introduction to Finite Volume and Finite Element Methods, grid generation, assembly of the respective large systems of linear equations);
  • analysis of the resulting numerical schemes (w.r.t. convergence, consistency, stability, efficiency);

An outlook will be given on the following topics:

  • efficient implementation of numerical algorithms, both on monoprocessors and parallel computers (architectural features, parallel programming, load distribution, parallel numerical algorithms)
  • interpretation of numerical results (visualization)

Lecture Notes and Material

Slides of the lectures, as well as worksheets and solutions for the tutorials, will be published here as they become available.

Day Topic Material
Oct 21 Introduction - CSE/Scientific Computing as a discipline slides: discipline.pdf, fibo.pdf
printing versions: discipline-2x4.pdf, fibo-2x4.pdf
Oct 26 Worksheet 1 Worksheet 1, Solution 1
Nov 2/4 Worksheet 2 Worksheet 2, Solution 2
Nov 4 Population Models - Continuous Modelling (Parts I to II) slides: population.pdf
python worksheets: Lotka Volterra, Population Models
maple worksheets: lotkavolt.mws, popmodel.mw
maple_lotkavolt.pdf, maple_popmodel.pdf
printing version: population-2x4.pdf
Nov 9/11 Worksheet 3 Worksheet 3, Solution 3
Nov 11 Population Models - Continuous Modelling (parts III to IV) slides: population2.pdf
printing version: population2-2x4.pdf
Nov 16/18 Worksheet 4 Worksheet 4, Solution 4, ws4_ex1.py
ipython notebook version: W4-Direction_Fields_for_ODE.ipynb
Nov 18 Numerical Methods for ODEs
(part I)
slides: ode_numerics.pdf
python worksheets: Numerics ODE
maple worksheets: numerics_ode.mws,
maple_numerics_ode.pdf
printing version: ode_numerics-2x4.pdf
Nov 23/25 Worksheet 5 Worksheet 5, Solution 5, ws5_ex1.py
Nov 25 Numerical Methods for ODEs
(part II)
slides: ode_numerics.pdf
python scripts for visualisation of stability: unstable explLLM2 example,
visualisation of stability regions,
explicit midpoint rule examples (Martini glass effec),
Martini glass effect in scaled plot
Nov 30, Dec 2 Worksheet 6 Worksheet 6, Solution 6, ws6_ex3.py
Dec 2 Heat Transfer - Discrete and Continuous Models slides: heatmodel.pdf
python worksheets: Heat Transfer
maple worksheets: poisson2D.mws, poisson2D.pdf
printing version: heatmodel-2x4.pdf
Dec 7/9 Worksheet 7 Worksheet 7, Solution 7, ws7_ex1.py
visualization of ODE solvers
Dec 9 1D Heat Equation - Analytical and Numerical Solutions slides: heateq.pdf, heatenergy.pdf

python worksheets: 1D Heat Equation,
1D Heat Equation - Implicit Schemes
maple worksheets: heat1D_disc.mw, maple_heat1D_disc.pdf,
heat1D_impl.mw, maple_heat1D_impl.pdf
printing version: heateq-2x4.pdf

Dec 14/16 Worksheet 8 Worksheet 8, Solution 8, ws8_ex2.py
Dec 16
Jan 13
Introduction to Finite Element Methods - Part I
Introduction to Finite Element Methods - Part II
slides: pde_fem.pdf
maple worksheets: fem.mw, maple_fem.pdf
python worksheets: FEM
printing version: pde_fem-2x4.pdf
Dec 21 Worksheet 9 Worksheet 9, Solution 9, ws9_ex2.py
Jan 11/13 Worksheet 10 Worksheet 10, Solution 10
Jan 20 Case Study: Computational Fluid Dynamics slides: study_cfd.pdf

printing version: study_cfd-2x4.pdf

Jan 18/20 Worksheet 11 Worksheet 11, Solution 11, ws11_ex1.py
Jan 25/27 Worksheet 12 Worksheet 12, Solution 12, ws12_ex1.py, ws12_ex2.py

Exams

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.

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.

Literature

Books and Papers

  • A.B. Shiflet and G.W. Shiflet: Introduction to Computational Science, Princeton University Press (in particular Chapter 3,5,6)
  • G. Strang: Computational Science and Engineering, Wellesley-Cambridge Press, 2007
  • G. Golub and J. M. Ortega: Scientific Computing and Differential Equations, Academic Press (in particular Chapter 1-4,8)
  • Tveito, Winther: Introduction to Partial Differential Equations - A Computational Approach, Springer, 1998 (in particular Chapter 1-4,7,10)
  • A. Tveito, H.P. Langtangen, B. Frederik Nielsen und X. Cai: Elements of Scientific Computing, Texts in Computational Science and Engineering 7, Springer, 2010 (available as ebook)
  • B. DiPrima: Elementary Differential Equations and Boundary Value Problems, Wiley, 1992 (excellent online material)
  • D. Braess: Finite Elements. Theory, Fast Solvers and Applications in Solid Mechanics, Cambridge University Press (in particular I.1, I.3, I.4, II.2)


Online Material