Introduction Scientific Computing (WISB356), 2023/2024

Location and time

Tuesday 13:15-17:00 and Thursday 9:00-12:45 starting on Tuesday April 23, 2024 in room BBG023 at the Uithof campus in Utrecht. Please check the rooms on MyTimeTable!

Teachers

Module 1: Paul Zegeling (Mathematics, UU)
Module 2: Tristan van Leeuwen (CWI/UU)
Teaching assistants: Mike de Vries and Niels Heijnekamp

Course material and software

Module 1: in this Module we use Matlab, see Free software at the UU for students. Please install Matlab before the lectures start! And bring your own laptop!

Module 2: Python will be used. If you haven't installed Python yet, please go to: [Anaconda]. A tutorial about jupyter notebooks you may find [here].

Information

All information on module 1 can be found on the present page. All information on module 2 can be found on Tristan van Leeuwen's ISC webpage.

Grading

Based on two reports, one per module. Report 1 and Report 2 have equal weight and count for 50% of the final grade of the course. Each of the reports needs to obtain a grade of at least 5, and the rounded final grade must be at least 6. The reports can be written in either Dutch or English.
The reports can be written together with (at most) one fellow student.
====> Every student is individually accountable for the whole report. Reports can be discussed individually afterwards. This may influence the final grade.

Credits

7,5 ECTS

Description

The aim of this course is to provide a first orientation towards the area of scientific computing by some case studies from various application areas. Topics treated are widely used techniques from numerical linear algebra such as the solution of linear systems and eigenvalue problems, within the context of an application such as computing the square root of a matrix (connected to fractional derivatives and Levy flights in epidemiology simulation models) or the processing of images obtained by an MRI scanner. We will also study algorithms for numerically solving space-fractional (and other) partial differential equations. Both theoretical aspects and practical, software-related aspects will be treated. Every week there will be frontal lectures alternating with exercise/computer laboratory classes. This course presents a taste of the master track Applied Mathematics, Complex systems, and Scientific Computing and it represents an overview of scientific computing.

Prerequisites

Linear algebra (WISB121), Calculus A (WISB132), Calculus B (WISB137).
The Bachelor courses Programmeren in de Wiskunde (WISB152) and Numerieke Wiskunde (WISB251) are very useful. It is not necessary to know Matlab already, as we will start with a gentle introduction to Matlab. Warning: be aware that the level of difficulty of the course will gradually increase during the period of the course, both conceptually and practically, so that near the end (in the second module) we expect the maximum effort from the student.

Schedule

We roughly follow the schedule below. Ch5 means Chapter 5 from the book by Cleve Moler, "Experiments with Matlab", 2011. Small changes may still occur depending on our progress.

Module 1

We begin with an introduction in Matlab: Chapters 1, 2 (basic calculations, functions, plotting) and Chapters 4, 5 (matrices, linear systems) from the online book by Cleve Moler (2011), Experiments with Matlab. Next, we continue with nonlinear solvers for scalar equations, systems and matrix equations. These will be applied to solve space-fractional partial differential equation models from practice.