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.
Chapter | Problems | date due |
---|---|---|
1. Damped spring and pendulum problems | 3,6 | Feb 3 |
2. Beam and plate bending | 1,3a,4 | Feb 10 |
3. Diffusion and heat conduction | 2,3,4 | Feb 17 |
4. Pricing options | 2abc | Feb 24 |
5. Elasticity | 2,3 | March 8 |
6. Incompressible fluid flow | 3ac,4 | March 24 |
7. Schrodinger and other eigenvalue equations | 1ab,5,7 | March 31 |
8. Minimal surface and membrane wave equations | 2ab,4 | April 7 |
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 | 1,2ab: linear systems | April 21 |
6. Linear algebra on supercomputers | 3ab: linear least squares | May 3 |
Final Exam | May 14, 13:00-15:45 | |
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 |
Chapter 1 Damped Spring and Pendulum Problems
Chapter 2 Beam and Plate Bending
Chapter 3 Diffusion and Heat Conduction
Chapter 4 Pricing Options
Chapter 5 Elasticity
Chapter 6 Incompressible Fluid Flow
Chapter 7 Schrodinger and Other Eigenvalue Equations
Chapter 8 Minimal Surface and Membrane Wave Equations
Chapter 9 The KPI Wave Equation
Linear Algebra on Supercomputers
Useful links
(Very) Detailed MPI Documentation
Review of Multivariate Calculus
Old Tests
Fall 2016: Practice Exam | Final
March 2017: Theory qualifier
Spring 2019: Final
Summer 2019: Theory qualifier
Jan 2020: Theory qualifier
Spring 2021: Final
Solutions
Final Exams and Theory Qualifiers