News
- This course is no longer offered. See related course SF2524.
- 2014-02-03: The results of the exams are now reported into the system. The
corrected exams should be available in Studentexpedition within a week.
Several of you have filled out constructive comments in the evaluation (thanks),
for the rest of you there is still a possibility to do so below.
- 2014-01-14: In order to improve the course, we would appreciate it if you would fill out a course evaluation:
- 2014-01-01: Part 2 of the exam preparation questions is now available. See below.
- 2013-12-08: Exam preparation questions updated (see Further Exercises below). Part 2 will be published at a later stage.
- 2013-12-03: Don't forget to sign up for the exam (on KTH social a.k.a. Mina sidor).
- 2013-12-03: Homework 3 is now available.
- 2013-11-29: The lecture room today is as scheduled in the room called Vsem, which is located in the "Väg och Vatten" building.
- 2013-11-27: The deadline for bonus for Homework 2 has been postponed to 2013-12-04.
- 2013-11-20: Homework 2 has been updated: New version
- 2013-11-16: Homework 2 is now available.
- 2013-11-05: The time and place of lecture 4 has changed. See course plan.
- 2013-11-01: The first homework set is available here
- The first lecture of this course is on Nov. 5, 08-10, in D32. Welcome!
Course description and aim
The course is devoted to the introduction of advanced numerical methods in Scientific Computing for large scale applications. The aim of the course is to give the students an introduction to the construction principles of advanced numerical methods so that they will be able to understand, use, and develop efficient algorithms for large scale problems.
Schedule
Teachers
Literature
The course will cover parts of the following texts:
-
The book "Numerical Linear Algebra", by Lloyd N. Trefethen and David Bau. ISBN: 0-89871-361-7.
- The book "Multigrid", by Ulrich Trottenberg, Cornelis Oosterlee, and Anton Schuller. ISBN: 0-12-701070-X.
- "Lecture Notes: Advanced Numerical Methods" by Michael Hanke. Available at the KTH Mathematics Studentexpedition by the time the course starts.
Reading instructions
We cover
- sections 1, 2.1-2.6, 2.8.2, 3.1-3.3, 5.3.1-5.3.5 in "Multigrid", by Trottenberg et al.;
- chapters 7, 8, 10, 24-29, 32, 33, 35, 36, 38-40 in "Numerical Linear Algebra", by Trefethen and Bau;
- pages 9-67 in the lecture notes on advanced numerical methods by Michael Hanke. You may also want to read section 3.3 and 3.4 in Hanke's text on the multigrid method.
Homework
Further Exercises
Exercises as exam preparation:
Previous years
See this link for previous years course web page.
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