Introduction to Advanced Computational Methods I

Tipo di corso: Lecture
Valore in crediti ECTS: 6
Riferimenti bibliografici sul sito della biblioteca (CoRe)

Academic year 2010/2011 - Fall semester

Objectives

This course is dedicated to the introduction of the basic mathematical, physical and statistical concepts necessary for understanding and high performance implementation of advanced computational algorithms in the area of scientific computing.

Contents

After the presentation of the motivating examples from mechanics, biomolecular computing and climate/weather research, an explanation of the most important underlying physical principles will be given. Formulation of the physical principles in form of ordinary differential equations (ODEs) will be explained and basic mathematical concepts from the theory of dynamical systems will be given. The concept of uncertainty will be motivated and basic properties of the stochastic processes, their classification and properties will be introduced and the most essential components of stochastic calculus will be presented.

Teaching mode

The course will be based on lectures and exercise sessions. The students will also be given assignments, which will be presented and discussed in class.

References

Course material (scripts, course slides, research papers, drafts) will be made available by the instructors and on the special web page of the course.