Scientific Computing 

Semester 2011B


Home Announcements Schedule Assignments Final Projects Grades References

Course Outline:

Week

Topic

1

Introduction & course overview, Basic programming  

2

Numerical precision and basic numerical analysis (approximation of a function)

3

Introduction to High-Performance Computing

4

Linear Algebra

5

Numerical integration and Parallelization  

6

Parallel Computing in MPI (Message Passing Interface)  

7

Random numbers and Monte Carlo methods  

8

Diffusion equation and random walks, Parallel Computation of a steady state heat equation  

9

Metropolis algorithm and studies of phase transitions  

10

Ordinary differential equations  

11

Partial differential equations    

12

Wave equation in one and two dimensions 

13, 14

Students Projects presentations


Detailed Schedule:


Meeting Date Topic Lecture Material Reading
Material
(read before class!)
Complementary Material
  13/3/2011 Beginning of the semester   M. Hjorth-Jensen, Ch. 1 (pdf)  
1 13/3/2011 Lecture 1:
Introduction  - Course Overview and requirements

C/C++ and Representation of Numbers.

Euler approximation:
Case study #1:  Radioavtive decay
(Giordano&Nakanishi)

Mini course: Introduction to Condor (part1)

Mini Course: Introduction to root

Introduction                 ( part 1, part 2 )



M. Hjorth-Jensen, Ch. 2 (pdf) - Introduction to C++ and Fortran


Giordano&Nakanishi Appendix A

Introduction to Fortran90
  20/3/2011 *** No Class ***      
2 27/3/2011
Numerical Differentiation

Mini course: Introduction to Condor - part 2: High-Throughput Computing with Condor




Administration

Numerical Differentiation

Condor user tutorial (Condor Week 2010)
M. Hjorth-Jensen, Ch. 3 (pdf) - Numerical Differentiation Condor
3 3/4/2011 Numerical Integration

Introduction to High-Performance Computing



Home assignment #1: instructions,  assignment
Administration

Numerical Integration

Introduction to HPC
M. Hjorth-Jensen, Ch. 7 (pdf) - Numerical Integration Giordano&Nakanishi Appendix E

Books about Parallel Computing



4 10/4/2011 Linear Algebra

Mini course: Parallel Computing with MPI (Part1)


Administration

Linear Algebra

MPI Tutorial


M. Hjorth-Jensen, Ch. 4 (pdf) - Linear Algebra   Giordano&Nakanishi Appendix H

Linear Algebra - MIT Open Courseware - Prof. Gilbert Strang

18.085 Computational Science and Engineering I - MIT Open Courseware - Prof. Gilbert Strang
MPI
5 17/4/2011 Mini course: Parallel Computing with MPI (Part 2)

Differential Equations

Mini Course: Scilab






Administration

MPI Tutorial

DeinoMPI

Differential Equations

Scilab





M. Hjorth-Jensen, Ch. 13 (pdf) - Differential Equations and S. Koonin Chapter 2 Giordano&Nakanishi Appendix A



MPI Reference card


  24/4/2011 No Class - Passover Vacation      
6 1/5/2011







Mini course: Parallel Computing with MPI (Part 3)














Administration

Numerical case study:
section 2 from:  The Capriciousness of
Numerical Methods for
Singular Perturbations
, by Sebastian Franz
and Hans-G¨org Roos, SIAM REVIEW  2011,
Vol. 53, No. 1, pp. 157–173


More MPI:
Synchronous Computations
from:
ITCS 4/5145 Parallel computing, UNC-Charlotte, B. Wilkinson, 2009.







 

7 8/5/2011 Mini Course: Parallel Computing with OpenMP

Monte Carlo Computations

Home assignment #2

Deadline: Finalizing the Final Projects' topics
Administration

Topics for the final projects

OpenMP tutorial

Monte Carlo Computations




M. Hjorth-Jensen, Ch. 8 (pdf) - Outline of the Monte Carlo strategy OpenMP
 OpenMP quick reference card

 Giordano&Nakanishi Appendix F




8 15/5/2011


Random walk and the Metropolis Algorithm


HPC in Amazon's Cloud





Parallel Matlab including  GPGPU (gp-you

Administration

Random Walk and the Metropolis Algorithm

HPC in the Cloud



Parallel Matlab

M. Hjorth-Jensen, Ch. 9 (pdf) - Random Walk and the Metropolis Algorithm




The Top 10 Algorithms
  22/5/2011 No Class - Lag Ba'Omer      
9 29/5/2011

Partial Differential Equations (part 1)


An Example from New Kind of Science (NKS): Running a python program using Condor on a HPC server on Amazon"s cloud (EC2) to compute 256 rules.

Mini Course:
Visualization with Sage and   VisIt


Profiling of Parallel Programs with TAU, pprof and Paraprof

Mini Course: How to build a Beowulf - Building a computing cluster demo


Administration

PDE (Presentation not available online)





VisIt tutorial
SC10 Tutorial


Silo example program: wave.c
(animation)





Parallel  Cluster using BCCD



M. Hjorth-Jensen, Ch. 15 (pdf) - Partial Differential Equations  VisIt



10 5/6/2011
Partial Differential Equations (part 2)


The Fourier Transform, DFT and FFT

Solution of Exe #1

Home assignment #3
Administration

PDE (Presentation not available online)

FFT (Presentation not available online)
 
11  12/6/2011 Mini Course: Java Analysis Studio JAS

Mini Course: Introduction to "R" and Elastic-R demo 

Mini Course: Kepler Workflow Manager (and R)


The Israeli Association of Cloud Computing (IGT)
 Administration

Introduction to Finite Elements (Presentation not available online)

JAS

R- tutorial

Kepler Workflow Manager

New Kind of Science demo using Condor

 Gilbert Strang - Computational Science and Engineering sections: 2.1, 2.4, 3.1 and 3.6

Stephen Wolfram: Computing a theory of everything (TED)

Monte Carlo Simulations video  lecture by Prof. R. Landau's
IGT
 
12

19/6/2011 Students Presentations

Mini Course: FlexPDE

Course closure - Concluding remarks

 FlexPDE      
 * 24/6/2011  End of  semester      
* 8/7/2011 Deadline: Submission of Final Projects      
* Tentative! Subject to changes!!!
Last update: 5/6/2011