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Scientific Computing I, 5hp

General aims of the course

The aim of this course is to introduce important concepts and techniques of modern numerical methods in Scientific Computing, comprising fundamental numerical linear algebra, optimization, and numerical methods for ordinary differential equations.

The course modules are devoted to analysis and implementation issues related to problems originating from various practical applications. Following those modules, the participants will obtain an overview of a selection of important methods and techniques. This knowledge will in turn act as a guideline when choosing appropriate techniques in real-life situations.

Course contents

The course is partitioned into three modules:

  • Fundamental numerical linear algebra.
  • Optimization for continuous problems.
  • Numerical methods for ordinary differential equations.

Learning outcomes

After completing the course you should be able to…

  1. …explain the concepts of problem conditioning, convergence, and numerical stability.
  2. …define basic concepts in numerical linear algebra.
  3. …use modern software to solve basic problems in numerical linear algebra.
  4. …discuss fundamental optimization methods including strengths and weaknesses.
  5. …reformulate a given problem as a mathematical optimization problem and solve it using a suitable optimization method.
  6. …numerically solve ordinary differential equations using an applicable method.

Examination

The examination is performed using a number of homework assignments.

Prerequisites

Introductory linear algebra and vector calculus.

Course schedule

  • Week 5 (preparatory work at home)
  • Week 6 (lectures in Umeå)
  • Week 7 (homework)

Registration

Send an e-mail to Martin Berggren: martin.berggren@cs.umu.se,  with the following information:

  • SeSE, Scientific Computing I
  • Name
  • e-mail (You must use your university email address, not gmail, yahoo, hotmail etc.)
  • Affiliation
  • Supervisor
  • Subject of PhD-project.

Indicate also if you apply for a travel grant.

Deadline for registration:  13 January 2014