Scientific Computing 

Semester 2011B

Home Announcements Schedule Assignments Final Projects Grades References

Course Outline:




Introduction & course overview, Basic programming  


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


Introduction to High-Performance Computing


Linear Algebra


Numerical integration and Parallelization  


Parallel Computing in MPI (Message Passing Interface)  


Random numbers and Monte Carlo methods  


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


Metropolis algorithm and studies of phase transitions  


Ordinary differential equations  


Partial differential equations    


Wave equation in one and two dimensions 

13, 14

Students Projects presentations

Detailed Schedule:

Meeting Date Topic Lecture Material Reading
(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

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


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

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)


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
5 17/4/2011 Mini course: Parallel Computing with MPI (Part 2)

Differential Equations

Mini Course: Scilab


MPI Tutorial


Differential Equations


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)


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
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

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


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


PDE (Presentation not available online)

VisIt tutorial
SC10 Tutorial

Silo example program: wave.c

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

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)

Introduction to Finite Elements (Presentation not available online)


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

19/6/2011 Students Presentations

Mini Course: FlexPDE

Course closure - Concluding remarks

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