Siddhartha Mishra: Katalogdaten im Herbstsemester 2015 |
Name | Herr Prof. Dr. Siddhartha Mishra |
Lehrgebiet | Angewandte Mathematik |
Adresse | Seminar für Angewandte Mathematik ETH Zürich, HG G 57.2 Rämistrasse 101 8092 Zürich SWITZERLAND |
Telefon | +41 44 632 75 63 |
siddhartha.mishra@sam.math.ethz.ch | |
URL | https://people.math.ethz.ch/~smishra |
Departement | Mathematik |
Beziehung | Ordentlicher Professor |
Nummer | Titel | ECTS | Umfang | Dozierende | |
---|---|---|---|---|---|
401-0435-00L | Computational Methods for Engineering Applications II | 4 KP | 2V + 2U | S. Mishra | |
Kurzbeschreibung | The course gives an introduction to the numerical methods for the solution of ordinary and partial differential equations that play a central role in engineering applications. Both basic theoretical concepts and implementation techniques necessary to understand and master the methods will be addressed. | ||||
Lernziel | At the end of the course the students should be able to: - implement numerical methods for the solution of ODEs (= ordinary differential equations); - identify features of a PDE (= partial differential equation) based model that are relevant for the selection and performance of a numerical algorithm; - implement the finite difference, finite element and finite volume method for the solution of simple PDEs using C++; - read engineering research papers on numerical methods for ODEs or PDEs. | ||||
Inhalt | Initial value problems for ODE: review of basic theory for ODEs, Forward and Backward Euler methods, Taylor series methods, Runge-Kutta methods, multi-step methods, predictor-corrector methods, basic stability and consistency analysis, numerical solution of stiff ODEs. Two-point boundary value problems: Green's function representation of solutions, Maximum principle, finite difference schemes, stability analysis. Elliptic equations: Laplace's equation in one and two space dimensions, finite element methods, implementation of finite elements, error analysis. Parabolic equations: Heat equation, Fourier series representation, maximum principles, Finite difference schemes, Forward (backward) Euler, Crank-Nicolson method, stability analysis. Hyperbolic equations: Linear advection equation, method of characteristics, upwind schemes and their stability. Burgers equation, scalar conservation laws, shocks and rarefactions, Riemann problems, Godunov type schemes, TVD property. | ||||
Skript | Script will be provided. | ||||
Literatur | Chapters of the following book provide supplementary reading and are not meant as course material: - A. Tveito and R. Winther, Introduction to Partial Differential Equations. A Computational Approach, Springer, 2005. | ||||
Voraussetzungen / Besonderes | (Suggested) Prerequisites: Analysis I-III (for D-MAVT), Linear Algebra, CMEA I, basic familiarity with programming in C++. | ||||
401-5000-00L | Zurich Colloquium in Mathematics | 0 KP | W. Werner, P. L. Bühlmann, M. Burger, S. Mishra, R. Pandharipande, Uni-Dozierende | ||
Kurzbeschreibung | |||||
Lernziel | |||||
401-5650-00L | Zurich Colloquium in Applied and Computational Mathematics | 0 KP | 2K | R. Abgrall, H. Ammari, P. Grohs, R. Hiptmair, A. Jentzen, S. Mishra, S. Sauter, C. Schwab | |
Kurzbeschreibung | Research colloquium | ||||
Lernziel |