Iterative Solution of Large Scale Systems in Scientific Computing
Iterativ lösning av storskaliga system i beräkningsteknik

FMN020F, 7.5 högskolepoäng

Gäller från och med: Spring 2016
Beslutad av: FN1/Anders Gustafsson
Datum för fastställande: 2015-11-13

Allmänna uppgifter

Avdelning: Numerical Analysis
Kurstyp: Ren forskarutbildningskurs
Undervisningsspråk: English

Syfte

A core problem in Scientific Computing is the solution of nonlinear and linear systems. These arise in the solution of boundary value problems, stiff ordinary differential equations and in optimization. Particular difficulties appear when the systems are large, meaning millions of unknowns. This is often the case when discretizing partial differential equations which model important phenomenas in science and technology. Due to the size of the systems they may only be solved using iterative methods. The aim of this course is to teach modern methods for the solution of such systems. The course is a direct follow up of the course FMNN10 Numerical Methods for Differential Equations, and expands the postgraduate student's toolbox for calculating approximative solutions of partial differential equations.

Mål

Kunskap och förståelse

För godkänd kurs skall doktoranden

• understand basic iterative methods for linear and nonlinear equations, and understand their mathematical differences
• understand the framwork of Jacobian-free Newton-Krylov methods
• understand multigrid methods for model problems.

Färdighet och förmåga

För godkänd kurs skall doktoranden

• be able to implement an inexact Jacobian-free Newton-Krylov method
• be able to implement a multigrid method for model problems
• be able to apply basic iterative solvers in a computer program.

Värderingsförmåga och förhållningssätt

För godkänd kurs skall doktoranden be able to decide, given information about a nonlinear or linear system, which solver to use and which not to.

Kursinnehåll

Where do large scale linear and nonlinear systems arise in Scientific Computing? Speed of convergence Termination criteria Fixed Point mehtods and convergence theory Newton's method, its convergence theory and its problems Inexact Newton's method and its convergence theory Methods of Newton type and convergence theory Linear systems Krylov subspace methods and GMRES - the Generalized Minimal RESidual method Preconditioning GMRES Jacobian-free Newton-Krylov methods Multigrid methods in one and two dimensions Multigrid methods for nonstandard equations and for nonlinear systems

Kurslitteratur

• Kelley, C. T.: Iterative Methods for Linear and Nonlinear Equations. SIAM, 1995. ISBN 9780898713527.
• Wesseling, P.: An Introduction to Multigrid Methods. R T Edwards, 2004. ISBN 9781930217089.

Kursens undervisningsformer

Undervisningsformer: Föreläsningar, övningar, projekt

Kursens examination

Examinationsformer: Muntlig tentamen, skriftlig rapport
Betygsskala: Underkänd, godkänd
Examinator:

Antagningsuppgifter

Förutsatta förkunskaper: FMNN10 Numerical Methods for Differential Equations.

Kurstillfällesinformation

Kontaktinformation och övrigt

Kursansvarig: Gustaf Söderlind <gustaf.soderlind@math.lu.se>
Hemsida: http://www.ctr.maths.lu.se/course/IterSol/