Course details
High Performance Computations
VNV Acad. year 2024/2025 Summer semester 5 credits
The course is aimed at practical methods of solving sophisticated problems encountered in science and engineering. Serial and parallel computations are compared with respect to a stability of a numerical computation. A special methodology of parallel computations based on differential equations is presented. A new original method based on direct use of Taylor series is used for numerical solution of differential equations. There is the TKSL simulation language with an equation input of the analysed problem at disposal. A close relationship between equation and block representation is presented. The course also includes design of special architectures for the numerical solution of differential equations.
Guarantor
Course coordinator
Language of instruction
Completion
Time span
- 26 hrs lectures
- 26 hrs pc labs
Assessment points
- 60 pts final exam (written part)
- 20 pts mid-term test (written part)
- 20 pts labs
Department
Lecturer
Instructor
Learning objectives
To provide overview and basics of practical use of parallel and quasiparallel methods for numerical solutions of sophisticated problems encountered in science and engineering.
Ability to transform a sophisticated technical problem to a system of differential equations. Ability to solve sophisticated systems of differential equations using simulation language TKSL.
Ability to create parallel and quasiparallel computations of large tasks.
Prerequisite knowledge and skills
Study literature
- Hairer, E., Norsett, S. P., Wanner, G.: Solving Ordinary Differential Equations I, vol. Nonstiff Problems. Springer-Verlag Berlin Heidelberg, 1987.
- Hairer, E., Wanner, G.: Solving Ordinary Differential Equations II, vol. Stiff And Differential-Algebraic Problems. Springer-Verlag Berlin Heidelberg, 1996.
-
Butcher, J. C.: Numerical Methods for Ordinary Differential Equations, 3rd Edition, Wiley, 2016.
- Lecture notes in PDF format
- Source codes (TKSL, MATLAB) of all computer laboratories
Fundamental literature
- Kunovský, J.: Modern Taylor Series Method, habilitation thesis, VUT Brno, 1995
- Hairer, E., Norsett, S. P., Wanner, G.: Solving Ordinary Differential Equations I, vol. Nonstiff Problems. Springer-Verlag Berlin Heidelberg, 1987.
- Hairer, E., Wanner, G.: Solving Ordinary Differential Equations II, vol. Stiff And Differential-Algebraic Problems. Springer-Verlag Berlin Heidelberg, 1996.
- Butcher, J. C.: Numerical Methods for Ordinary Differential Equations, 3rd Edition, Wiley, 2016.
- Shampine, L. F.: Numerical Solution of ordinary differential equations, Chapman and Hall/CRC, 1994
- Strang, G.: Introduction to applied mathematics, Wellesley-Cambridge Press, 1986
- Meurant, G.: Computer Solution of Large Linear System, North Holland, 1999
- Saad, Y.: Iterative methods for sparse linear systems, Society for Industrial and Applied Mathematics, 2003
- Burden, R. L.: Numerical analysis, Cengage Learning, 2015
- LeVeque, R. J.: Finite Difference Methods for Ordinary and Partial Differential Equations: Steady-State and Time-dependent Problems (Classics in Applied Mathematics), 2007
- Strikwerda, J. C.: Finite Difference Schemes and Partial Differential Equations, Society for Industrial and Applied Mathematics, 2004
- Golub, G. H.: Matrix computations, Hopkins Uni. Press, 2013
- Duff, I. S.: Direct Methods for Sparse Matrices (Numerical Mathematics and Scientific Computation), Oxford University Press, 2017
- Corliss, G. F.: Automatic differentiation of algorithms, Springer-Verlag New York Inc., 2002
- Griewank, A.: Evaluating Derivatives: Principles and Techniques of Algorithmic Differentiation, Society for Industrial and Applied Mathematics, 2008
- Press, W. H.: Numerical recipes : the art of scientific computing, Cambridge University Press, 2007
- Šebesta, V.: Systémy, procesy a signály I. VUTIUM, Brno, 2001.
Syllabus of lectures
- Methodology of sequential and parallel computation (feedback stability of parallel computations)
- Extremely precise solutions of differential equations by the Taylor series method
- Parallel properties of the Taylor series method
- Basic programming of specialised parallel problems by methods using the calculus (close relationship of equation and block description)
- Parallel solutions of ordinary differential equations with constant coefficients, library subroutines for precise computations
- Adjunct differential operators and parallel solutions of differential equations with variable coefficients
- Methods of solution of large systems of algebraic equations by transforming them into ordinary differential equations
- The Bairstow method for finding the roots of high-order algebraic equations
- Fourier series and finite integrals
- Simulation of electric circuits
- Solution of practical problems described by partial differential equations
- Control circuits
- Conception of the elementary processor of a specialised parallel computation system.
Syllabus of computer exercises
- Simulation system TKSL
- Exponential functions test examples
- First order homogenous differential equation
- Second order homogenous differential equation
- Time function generation
- Arbitrary variable function generation
- Adjoint differential operators
- Systems of linear algebraic equations
- Electronic circuits modeling
- Heat conduction equation
- Wave equation
- Laplace equation
- Control circuits
Progress assessment
Half Term Exam and Term Exam. The minimal number of points which can be obtained from the final exam is 29. Otherwise, no points will be assigned to a student.
During the semester, there will be evaluated computer laboratories. Any laboratory should be replaced in the final weeks of the semester.
Schedule
Day | Type | Weeks | Room | Start | End | Capacity | Lect.grp | Groups | Info |
---|---|---|---|---|---|---|---|---|---|
Mon | lecture | 2., 3., 4., 5., 6., 7., 10., 11., 12., 13. of lectures | A112 | 09:00 | 10:50 | 64 | 1MIT 2MIT | NHPC xx | Šátek |
Mon | lecture | 8., 9. of lectures | A112 | 09:00 | 10:50 | 64 | 1MIT 2MIT | NHPC xx | |
Mon | lecture | 2025-02-10 | A112 | 09:00 | 10:50 | 64 | 1MIT 2MIT | NHPC xx | Veigend |
Tue | comp.lab | lectures | N203 | 10:00 | 11:50 | 20 | 1MIT 2MIT | xx | |
Wed | comp.lab | lectures | N204 | 10:00 | 11:50 | 20 | 1MIT 2MIT | xx |
Course inclusion in study plans