# MA5P9 Topics in Scientific Computing

**Prerequisites:** Working knowledge of at least Fortran or C. Standard undergraduate mathematics.
An inclination to believe that modern high-performance computers can be powerful scientific tools.

#### Timetable

All "weeks" below are "term weeks" not "academic weeks".

Topic 1: Introduction | |||||
---|---|---|---|---|---|

Mike Allen (MPA), Dwight Barkley (DB) and all | |||||

Week 12 | Mon 10 Jan | 11:00 - 12:00 | Fortran 90 Overview | MPA | Maths B3.03 |

Thu 13 Jan | 11:00 - 12:00 | C++ Overview | DB | Maths B3.03 | |

practical | Thu 13 Jan | 16:00 - 17:30 | Programming Exercises and Diagnostic Test | MPA & DB | Maths A0.01 |

Fri 14 Jan | 10:00 - 11:00 | Introduction to Scientific Computing | All | Maths B3.02 | |

Topic 2: Solving Partial Differential Equations | |||||

Yongmann Chung (YC) | |||||

Week 13 | Mon 17 Jan | 11:00 - 12:00 | Partial Differential Equations | YC | Maths B3.03 |

Thu 20 Jan | 11:00 - 12:00 | Partial Differential Equations | YC | Maths B3.03 | |

practical | Thu 20 Jan | 16:00 - 17:30 | Partial Differential Equations exercise | YC | Maths A0.01 |

Fri 21 Jan | 10:00 - 11:00 | Partial Differential Equations | YC | Maths B3.02 | |

Topic 3: Matrix computation, performance analysis, parallel computing, message-passing algorithms | |||||

Tiffany Walsh (TRW), Rudolf Roemer (RAR) & Peter Taylor (PRT) | |||||

Week 14 | Mon 24 Jan | 11:00 - 12:00 | Optimisation | RAR | Maths B3.03 |

Thu 27 Jan | 11:00 - 12:00 | BLAS | RAR | Maths B3.03 | |

practical | Thu 27 Jan | 16:00 - 17:30 | Using BLAS, sparse matrices and matrix-vector multiplications | RAR | Maths A0.01 |

Fri 28 Jan | 10:00 - 11:00 | Performance analysis | RAR | Maths B3.02 | |

Week 15 | Mon 31 Jan | 11:00 - 12:00 | Linear algebra problems with dense matrices | PRT | Maths B3.03 |

Thu 03 Feb | 11:00 - 12:00 | Sparse matrices and their eigenvalue problem | PRT | Maths B3.03 | |

practical | Thu 03 Feb | 16:00 - 17:30 | Using LAPACK | PRT | Maths A0.01 |

Fri 04 Feb | 10:00 - 11:00 | Iterative eigenproblem algorithms and implementations | PRT | Maths B3.02 | |

Week 16 | Mon 07 Feb | 11:00 - 12:00 | MPI | TRW | Maths A0.01 |

Thu 10 Feb | 11:00 - 12:00 | MPI | TRW | Maths A0.01 | |

practical | Thu 10 Feb | 16:00 - 17:30 | MPI | TRW | Maths A0.01 |

Fri 11 Feb | 10:00 - 11:00 | MPI | TRW | Maths A0.01 | |

Topic 4: Spectral transforms and applications | |||||

Robert Kerr (RK) and Dwight Barkley (DB) | |||||

Week 17 | Mon 14 Feb | 11:00 - 12:00 | Spectral Methods | RK | Maths B3.03 |

Thu 17 Feb | 11:00 - 12:00 | Spectral Methods | RK | Maths B3.03 | |

practical | Thu 17 Feb | 16:00 - 17:30 | Spectral Methods | RK | Maths A0.01 |

Fri 18 Feb | 10:00 - 11:00 | Spectral Methods | RK | Maths B3.02 | |

Week 18 | Mon 21 Feb | 11:00 - 12:00 | Spectral Methods | RK | Maths B3.03 |

Thu 24 Feb | 11:00 - 12:00 | Spectral Methods | RK, DB | Maths B3.03 | |

practical | Thu 24 Feb | 16:00 - 17:30 | Spectral Methods | RK, DB | Maths A0.01 |

Fri 25 Feb | 10:00 - 11:00 | Spectral Methods | RK, DB | Maths B3.02 | |

Topic 5: Monte Carlo Methods and Review Lecture | |||||

Mike Allen (MPA) and all | |||||

Week 19 | Mon 28 Feb | 11:00 - 12:00 | Monte Carlo Methods | MPA | Maths B3.03 |

Thu 03 Mar | 11:00 - 12:00 | Monte Carlo Methods | MPA | Maths B3.03 | |

practical | Thu 03 Mar | 16:00 - 17:30 | Monte Carlo Methods exercises | MPA | Maths A0.01 |

Fri 04 Mar | 10:00 - 11:00 | Monte Carlo Methods | MPA | Maths B3.02 | |

Week 20 | Mon 07 Mar | 11:00 - 12:00 | Monte Carlo Methods | MPA | Maths B3.03 |

Thu 10 Mar | 11:00 - 12:00 | Monte Carlo Methods | MPA | Maths B3.03 | |

practical | Thu 10 Mar | 16:00 - 17:30 | Monte Carlo Methods | MPA | Maths A0.01 |

Fri 11 Mar | 10:00 - 11:00 | Review of Scientific Computing | All | Maths B3.02 |