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Workshop on Solvers for Large, Sparse Linear Systems

Three Day (MWF) Short Course at UMBC

Mon, Sep 24, 2018 at 9:00 AM - Fri, Sep 28, 2018 at 12:00 PM
On Campus

Overview:


The simulation of real life applications possesses a crucial importance in a wide variety of scientific as well as industrial areas. Thereby, the performance of the whole numerical method is often decisively depend on the properties of the incorporated solver for linear systems of equations.  

The course provides a comprehensive introduction to both classical and modern iterative solvers for a stable, efficient and reliable solution of linear systems and is design for students from Mathematics, Engineering, Physics, Computer Science and so on.

The course content covers
 - Introduction to basics from numerical linear algebra
 - Splitting methods
 - Multi-grid schemes
 - Krylov subspace methods like CG, GMRES, BiCG, CGS, BiCGSTAB
 - Preconditioning 

whereby the lectures are flanked by practical exercises in MATLAB.

Detailed Schedule:


Monday, Sept. 24, 2018

 09:00 – 10:15 Lecture: Introduction to Splitting Methods
 10:15 – 10:45 Break

 10:45 – 12:00 Lecture: Jacobi-, Gauss-Seidel-Method and Relaxation Techniques


Wednesday, Sept. 26, 2018

 09:00 – 09:30 Discussion of Exercises
 09:30 – 10:30 Lecture: Method of Conjugate Gradients
 10:30 – 10:45 Break
 10:45 – 12:00 Lecture: Principles of Multigrid Methods


Friday, Sept. 28, 2018

 09:00 – 09:30 Discussion of Exercises
 09:30 – 10:45 Lecture: GMRES, BICG, BICGSTAB
 10:45 – 11:00 Break
 11:00 – 12:00 Lecture: Preconditioning

This workshop is hosted by the UMBC High Performance Computing Facility (hpcf.umbc.edu). 


About the Presenter: 

Prof. Dr. Andreas Meister, Institute for Mathematics, University of Kassel, Germany 

Prof. Dr. Meister is an internationally renowned researcher in Numerical Analysis with a specialization including iterative solvers for linear system of equations. These methods are modern and form the basis of all numerical kernels in modern software, such as COMSOL, Matlab, PETSc, and many others. 

Prof. Dr. Meister [http://www.mathematik.uni-kassel.de/~meister] has taught classes at UMBC during Fall 2013 when he spent a sabbatical at UMBC as part of the partnership between UMBC and the University of Kassel in Germany.
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