Tools and Techniques for Simulation and Optimisation, 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.
The course is partitioned into three modules:
- Fundamental numerical linear algebra.
- Optimization for continuous problems.
- Numerical methods for ordinary differential equations.
After completing the course you should be able to…
- …explain the concepts of problem conditioning, convergence, and numerical stability.
- …define basic concepts in numerical linear algebra.
- …use modern software to solve basic problems in numerical linear algebra.
- …discuss fundamental optimization methods including strengths and weaknesses.
- …reformulate a given problem as a mathematical optimization problem and solve it using a suitable optimization method.
- …numerically solve ordinary differential equations using an applicable method.
The examination is performed using a number of homework assignments.
Introductory linear algebra and vector calculus.
- Week 12 (preparatory work at home)
- Week 13 (lectures in Umeå)
- Week 14 (homework)
- Martin Berggren: email@example.com
Deadline for application: 13 February 2015.
The registration is closed. 2015_VT_Application: TTSO