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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