There is one required text:
The problems from this book involve using PDE2D, which will be made available to you. Here is information on running PDE2D on the HPC computer.
Another useful, but not required, reference book is "Introduction to Computation and Modeling for Differential Equations, 2nd edition" Lennart Edsberg, John Wiley & Sons, 2015.
| Chapter | Problems | date due |
|---|---|---|
| 1. Damped spring and pendulum problems | 2,3 | Feb 6 |
| 2. Beam and plate bending | "1 or 2",3ab | Feb 13 |
| 3. Diffusion and heat conduction | 1,"2 or 3",4 | Feb 20 |
| 4. Pricing options | 1abc or 2abc | Feb 27 |
| 5. Elasticity | 2,5 | March 11 |
| 6. Incompressible fluid flow | 3ac,4 | March 27 |
| 7. Schrodinger and other eigenvalue equations | 1ab,4,5 | April 3 |
| 8. Minimal surface and membrane wave equations | 2ab,4 | April 10 |
The last 2 problem sets involve parallelizing Fortran 90 linear algebra codes using MPI, and are taken from Chapter 6 of "Computational Methods of Linear Algebra, 3rd Edition," Granville Sewell, World Scientific Publishing Company, 2014. However, this is not a required text, you will be given the needed pages.
Here is information on running Fortran90/MPI programs on the HPC computer. And here is an example MPI program with output.
| Chapter | Problems | date due |
|---|---|---|
| 6. Linear algebra on supercomputers | 1,2: linear systems | April 24 |
| 6. Linear algebra on supercomputers | 3,6: linear least squares | May 6 |
The Fortran codes required for the MPI problems can be downloaded here
Grades
| 90-100% | guaranteed A |
| 80-89% | guaranteed B or better |
| 70-79% | guaranteed C or better |
| below 70% | no guarantees |
Note: Drop Deadline is April 5
Useful links
(Very) Detailed MPI Documentation
Review of Multivariate Calculus
Old Tests
Fall 2016: Practice Exam | Final
Jan 2017: qualifier
March 2017: qualifier
Spring 2019: Final
Solutions