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.
