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151-0116-10L 4 Credits BSC , MSC D-ITET , D-MAVT , D-INFK , D-PHYS
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High Performance Computing for Science and Engineering (HPCSE) for Engineers II

Lecturers: Dr. Petros Koumoutsakos, Dr. Sergio Miguel Martin
Examiners: Dr. Petros Koumoutsakos
VVZ CR n/a

Last Updated: 2026-02-05 15:41:35

Abstract

This 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 Uncertainty Quantification and Propagation including the implementation of relevant algorithms on HPC architectures.

Objective

The 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

Content

High 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

Resources

Lecture Notes

https://www.cse-lab.ethz.ch/teaching/hpcse-ii_fs20/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, D. Sivia and J. Skilling - An introduction to Bayesian Analysis - Theory and Methods, J. Gosh, N. Delampady and S. Tapas - Bayesian Data Analysis, A. Gelman, J. Carlin, H. Stern, D. Dunson, A. Vehtari and D. Rubin - Machine Learning: A Bayesian and Optimization Perspective, S. Theodorides

Learning Materials (Links)

General Information

Language
English
Levels
BSC , MSC
Frequency
Yearly recurring

Examination

Type
session examination
Mode
written 180 minutes
Aids
You are allowed to bring a HANDWRITTEN summary of 3 A4 sheets, written on the front and back pages (6 pages total). Photocopies are not allowed.
Digital
The exam takes place on devices provided by ETH Zurich.
Most probably a computer based examination involving theoretical questions and coding problems. Parts of the lecture documents and other materials will be made available online during the examination.

Course Components

Type Title Time & Place Hours
lecture with exercise High Performance Computing for Science and Engineering (HPCSE) II
Lecture: 13-15h Exercises: 10-12h The exercises begin in the second week of the semester.
  • Mon 10:00-12:00 (ER SA TZ)
  • Mon 10:15-12:00 (ML H 44)
  • Mon 13:00-15:00 (ER SA TZ)
  • Mon 13:15-15:00 (ML H 44)
4 h weekly

Offered In