CPS 5320 (27330), Advanced Scientific Computing

MW 1:30-2:50, LART 208

Office hours: MTW 10:30-11:20, BELL 200

Prerequisite: CPS 5310

There is one required text:

"Solving Partial Differential Equation Applications with PDE2D," Granville Sewell, John Wiley & Sons, 2018

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.

Homework (subject to change during the semester)
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.

Homework (subject to change during the semester)
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


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

MPI (Fortran) Tutorial

(Very) Detailed MPI Documentation

UTEP Research Cloud

Review of Multivariate Calculus

PDE2D Video

Old Tests

Fall 2016: Practice Exam | Final

Jan 2017: qualifier

March 2017: qualifier

Spring 2019: Final


Final Exams