2D1290, Advanced Numerical Analysis 2006, 4 poäng
Formal description,
that is, the text in the studiehandbook.
Most recent changes by
Ninni Carlsund on 6 januari 2007.
Written exam: Wednesday June 7 at 8-11 o'clock in D35
Latest news - change of schedule.
The lecture on Thursday April 27 is moved to
Thursday May 4, 8-10 o'clock.
There will also be an extra lecture on
Thursday May 11, 8-10 o'clock.
Classroom is 1635 (on floor 6 in E-house).
The first lecture was Thursday 16 March 2006, in classroom D33.
For further details, see the
KTH-schedule
General Description and Aim
The course is devoted to the introduction of advanced numerical methods
in Scientific Computing for large scale applications.
The aim of the course is
to give the students an introduction to the construction
principles of advanced numerical methods so that they will be able to
understand, use, and develop efficient algorithms for large scale problems.
Topics
- Fast Multi-pole Methods.
The essential aim is to show
that using cleverly chosen approximations and divide- and -conquer
techniques an intentionally $O(n^2)$ computational process can be
reduced to $O(\log\frac{1}{\eps}n\log n)$ complexity if $\eps$
denotes a given (desired) precision.
- Krylov-type Iteration Methods.
A well-established
technique for the solution of large sparse linear systems of
equations with a symmetric and positive definite coefficient matrix
is the (preconditioned) conjugate gradient method. Here we will show
how it can be extended to more general and even nonlinear problems.
- Multilevel Methods.
These methods are well-known as
efficient tools for the iterative solution of linear (and nonlinear)
systems of equations arising while discretizing partial differential
equations. Here, we will start from the classical viewpoint and
introduce some recent developments which lead to very efficient
implementations of pde solvers.
Classes
Lectures/exercises: 8 lectures, each lasting 2 hrs.
The first lecture is Thursday 16 March 2006, in classroom D33.
For further details, see the
KTH-schedule
Course requirements
Written or oral examination (2 cr.); Computer assignments (2 cr.)
Other courses at
Nada for D-level students.
Some examples of the written examinations are
Exam 1998 and
Exam 1999.
Exam 2000,and solutions,
Exam 2001,and solutions,
Exam 2002,and solutions.
Course evaluation
To continuosly update the courses we encourage the students
to comment them. Please help us by, towards the end of the course
fill out a course evaluation form.
(The evaluation form will be posted here by the end of the course.)
And these are the conclusion/evaluations of previous years:
1999/2000, 2000/2001, 2001/2002, 2002/2003.
Up to Nada course list.
Responsible for this page: Ninni Carlsund <ninni@nada.kth.se>
Latest change January 6, 2007
Technical support: <webmaster@nada.kth.se>