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Modelling and Simulation
Open Positions
Research
- Current status of the Orthologous Matrix Project
- OMA browser
Lecturer: Prof. Gaston Gonnet
Assistants: Nives Skunca, Aparna Taneja, Stefan Zoller
Time and Place
The lecture takes place on Tuesday, 8 - 10, CAB G61 and Friday 8 - 10, CAB G61.
Exercises on Tuesday, 13-16, HG D3.3 or Thursday, 15-18 ML H43.
Syllabus
Linear and nonlinear least squares, sensitivity analysis, constraint minimization (Lagrange multipliers) , conjugate gradient method SVD, Linear programming, support vector classification, variational calculus, linear filter theory (Wiener filter), nonlinear diffusion, dynamic programming, parsimony.
Recommended Reading
The lecture closely follows the book "Scientific Computation" by Gaston Gonnet and Ralf Scholl. You can get the book in the Polybuchhandlung or at Amazon, among other shops.
Exercises
The exercises will be published on this page before each session. There will be one exercise each week (except for the first week). Both new and repeating students are highly recommended (but not required) to do the exercises.
The exercises should take about 3 hours of work each week; during exercise sessions, TAs will present the new problems and discuss the solved ones. You will also have time to solve your exercises during these sessions and ask questions about the lecture.
If you have any questions concerning the exercise sessions or the questions in the exercises, please send a mail to one of the assistants.
Resources
Lots of the solutions to the exercises (plus some code examples in the lecture) are written for Maple. Programming fluently in Maple is not a prerequisite for this course, but you might want to make yourself comfortable with the syntax to be able to follow all examples. For Maple newbies, you could work through a document such as this Maple tutorial in german. There are also other tutorials out there, e.g. this one in english.
Exercise sessions
| Handed out | Due to | Assignment | Solution | Add. material | |
| Serie 1 | February 28 | March 6 | ex1.pdf | sol1.pdf | |
| Serie 2 | March 6 | March 13 | ex2.pdf | sol2.pdf | |
| Serie 3 | March 13 | March 20 | ex3.pdf | sol3.pdf | |
| Serie 4 | March 20 | March 27 | ex4.pdf | sol4.pdf | |
| Serie 5 | March 27 | April 3 | ex5.pdf | sol5.pdf, sol5.mws | ex5_test.dat, ex5_training.dat |
| Serie 6 | April 3 | April 17 | ex6.pdf | sol6.pdf | |
| Serie 7 | April 17 | April 24 | ex7.pdf | sol7.pdf | |
| Serie 8 | April 24 | May 3 | ex8.pdf | sol8.pdf | ex8.5.pdf (3d simplex), ex8.5.mw (maple graph) |
| Serie 9 | May 3 | May 10 | ex9.pdf | sol9.pdf | |
| Serie 10 | May 10 | May 22 | ex10.pdf | ||
| Serie 11 | May 22 | May 29 |
Exam
The final exam will be in the Pruefungssession. Eight handwritten A4 pages (four sheets) and a non-programmable calculator are allowed on the exam. No communication devices or music players are allowed. There will be no midterm exam.
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