Modelling and Simulation

Lecturer: Prof. Gaston Gonnet

Assistants: Christian Ledergerber (Main Assistant), Stefan Zoller, Aparna Taneja

Time and Place:
The lecture takes place on Tuesday, 8 - 10, CAB G11 and Wednesday 8 - 10, CAB G11.
Exercises on Tuesday, 13-16, HG D3.3 or Thursday, 15-18 ML J34.1

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 here 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.

Resources

For Maple newbies we recommend the Maple tutorial (german) by Rolf Strebel. There is also a very comprehensive tutorial by Maple in English.

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.