151-0116-00L  High Performance Computing for Science and Engineering (HPCSE) for CSE

SemesterSpring Semester 2018
LecturersP. Koumoutsakos, P. Chatzidoukas
Periodicityyearly recurring course
Language of instructionEnglish


151-0116-00 GHigh Performance Computing for Science and Engineering (HPCSE) II
Lecture: 13-15h
Exercises: 10-12h
The exercises begin in the second week of the semester.
4 hrs
Mon10:15-12:00HG G 3 »
13:15-15:00HG D 1.1 »
13:15-15:00HG E 26.1 »
04.06.10:15-12:00HG D 1.1 »
P. Koumoutsakos, P. Chatzidoukas
151-0116-00 PHigh Performance Computing for Science and Engineering (HPCSE) for CSE2 hrs
Fri08:15-10:00HG E 26.1 »
P. Koumoutsakos, P. Chatzidoukas

Catalogue data

AbstractThis course focuses on programming methods and tools for parallel computing on multi and many-core architectures. Emphasis will be placed on practical and computational aspects of Bayesian Uncertainty Quantification and Machine Learning including the implementation of these algorithms on HPC architectures.
ObjectiveThe course will teach
- programming models and tools for multi and many-core architectures
- fundamental concepts of Uncertainty Quantification and Propagation (UQ+P) for computational models of systems in Engineering and Life Sciences.
- fundamentals of Deep Learning
ContentHigh Performance Computing:
- Advanced topics in shared-memory programming
- Advanced topics in MPI
- GPU architectures and CUDA programming

Uncertainty Quantification:
- Uncertainty quantification under parametric and non-parametric modeling uncertainty
- Bayesian inference with model class assessment
- Markov Chain Monte Carlo simulation

Machine Learning
- Deep Neural Networks and Stochastic Gradient Descent
- Deep Neural Networks for Data Compression (Autoencoders)
- Recurrent Neural Networks
Lecture notesLink
Class notes, handouts
Literature- Class notes
- Introduction to High Performance Computing for Scientists and Engineers, G. Hager and G. Wellein
- CUDA by example, J. Sanders and E. Kandrot
- Data Analysis: A Bayesian Tutorial, Devinderjit Sivia
- Machine Learning: A Bayesian and Optimization Perspective, S. Theodorides
Prerequisites / NoticeAttendance of HPCSE I

Performance assessment

Performance assessment information (valid until the course unit is held again)
Performance assessment as a two-semester course together with 151-0107-20L High Performance Computing for Science and Engineering (HPCSE) I
For programme regulations
(Examination block)
Bachelor's Degree Programme in Computational Science and Engineering 2016; Version 27.03.2018 (Examination Block Core Courses)
Bachelor's Programme in Computational Science and Engineering 2012; Version 13.12.2016 (Examination Block Core Courses)
ECTS credits11 credits
ExaminersP. Koumoutsakos, P. Chatzidoukas
Typesession examination
Language of examinationEnglish
RepetitionThe performance assessment is offered every session. Repetition possible without re-enrolling for the course unit.
Mode of examinationwritten 180 minutes
Additional information on mode of examination* 3-hours written and computer-based exam

* Allowed material (in pdf format)
- Lecture slides, notes
- Solution sheets of the exercises
- Reference manuals of programming tools: C++, Intel Intrinsics Guide (SIMD), OpenMP, MPI, CUDA
- Textbook(s) as specified in class

* Additional material:
- Personal summary of no more than 4 sheets (8 pages). The personal summary must be handwritten.
Written aidsAccording information given above
Performance assessment as a semester course (other programmes)
ECTS credits7 credits
ExaminersP. Koumoutsakos, P. Chatzidoukas
Typeend-of-semester examination
Language of examinationEnglish
RepetitionThe performance assessment is only offered at the end after the course unit. Repetition only possible after re-enrolling.
Additional information on mode of examinationwritten 180 minutes (same as for the course unit 151-0116-10L);
in addition, the project part contributes to the final grade.
If the course unit is part of an examination block, the credits are allocated for the successful completion of the whole block.
This information can be updated until the beginning of the semester; information on the examination timetable is binding.

Learning materials

Main linkCourse web page
Only public learning materials are listed.


No information on groups available.


There are no additional restrictions for the registration.

Offered in

Computational Science and Engineering BachelorCore CoursesOInformation