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401-4671-00L 9 Credits MSC D-MATH
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Advanced Numerical Methods for CSE

Lecturers & Examiners: Prof. Dr. Siddhartha Mishra
Offered for the last time in HS 2021
VVZ CR 4.0

Last Updated: 2026-02-05 15:47:27

Abstract

This course will focus on teaching different advanced topics in numerical methods for science and engineering. The main aim would be introduce novel algorithms and discuss their implementation.

Objective

--Presentation of state of the art numerical methods in computational fluid dynamics. --Advanced implementation in C++ -- Introduction of the role of data in scientific computing, particularly in the context of uncertainty quantification (UQ).

Content

A selection of the following topics will be covered: 1. Advanced numerical methods in fluid dynamics: -- Finite volume schemes -- High-resolution schemes on both structured and unstructured grids 2. Uncertainty quantification in fluid dynamics -- Modeling of uncertainty in terms of random fields. -- Monte Carlo methods -- Multi-level Monte Carlo methods. -- Quasi-Monte Carlo methods.

Resources

Lecture Notes

Lecture material will be created during the course and will be made available.

General Information

Language
English
Levels
MSC
Frequency
Yearly recurring

Examination

Type
session examination
Mode
oral 30 minutes
Students are expected to give a 10-15-minute oral code review and answer questions concerning selected homework programming assignments. The code review is regarded as a mandatory performance element that has to be passed in order to be admitted to the main examination.

Course Components

Type Title Time & Place Hours
lecture Advanced Numerical Methods for CSE
  • Mon 16:15-18:00 (ETF C 1)
  • Tue 16:15-18:00 (ETF C 1)
4 h weekly
exercise Advanced Numerical Methods for CSE
Groups are selected in myStudies. Thu 8-10 or Fri 14-16
  • Thu 08:15-10:00 (HG F 26.5)
  • Fri 14:15-16:00 (LEE C 104)
2 h weekly
practical/laboratory course Advanced Numerical Methods for CSE No time listed 1 h weekly

Offered In