DN2230 Snabba numeriska algoritmer för storskaliga problem 7,5 hp

Fast Numerical Algorithms for Large-Scale Problems

OBS!

Detta är en nedlagd kurs.

The solution of realistic problems in science, engineering, and society requires computational methods which are well-adapted to the complexity of the computational tasks, despite the rapidly growing power of computer resources. The present course focuses on efficient numerical algorithms for large-scale problems.

  • Utbildningsnivå

    Avancerad nivå
  • Huvudområde

  • Betygsskala

    A, B, C, D, E, FX, F

Sista planerade examination: VT17.

Det finns inget planerat kurstillfälle.

Lärandemål

After having completed the course the student will understand general construction principles of fast numerical algorithms for large-scale problems, their properties and areas of applications. The student should be able to select, develop, and apply such methods in practical problems.

After the course you will be able to

  • analyze the specific properties relevant to the numerical solution of large-scale problems such that you can select and modify appropriately corresponding numerical methods;
  • analyze and follow the relevant research literature;
  • perform such computations, estimate the necesary computer resources, and judge the quality of the results; and
  • develop and implement algorithms adapted to a given problem starting from general construction principles.

Kursens huvudsakliga innehåll

Fast multipole methods (FMM)

Krylov-type iteration methods for unsymmetric and nonlinear problems

Advanced topics in multigrid methods, hierarchical matrices

Wavelet methods

Behörighet

För fristående kursstuderande krävs 90 högskolepoäng varav 45 högskolepoäng inom matematik eller informationsteknik. Dessutom krävs engelska B eller motsvarande.

Rekommenderade förkunskaper

DN2221 (Applied Numerical Methods, part 1), and DN2222 (Applied numerical methods, part 2) or equivalent.

Litteratur

Course literature will be announced at least 4 weeks before course start at course web page.

Examination

  • HEM1 - Hemuppgift, 4,0, betygsskala: P, F
  • TEN1 - Tentamen, 3,5, betygsskala: A, B, C, D, E, FX, F

I denna kurs tillämpas skolans hederskodex, se: http://www.kth.se/csc/student/hederskodex.

Krav för slutbetyg

Homework (LAB1; 3,75 cr)
Written examination (TEN1; 3,75 cr)

Ges av

SCI/Matematik

Kontaktperson

Elias Jarlebring, e-post: eliasj@kth.se

Examinator

Elias Jarlebring <eliasj@kth.se>

Påbyggnad

Please discuss with the instructor.

Versionsinformation

Kursplan gäller från och med HT2009.
Examinationsinformation gäller från och med HT2009.