Course detail

High Performance Computations

FIT-VNVAcad. year: 2024/2025

The course is aimed at practical methods of solving sophisticated problems encountered in science and engineering. Serial and parallel computations are compared with respect to a stability of a numerical computation. A special methodology of parallel computations based on differential equations is presented. A new original method based on direct use of Taylor series is used for numerical solution of differential equations. There is the TKSL simulation language with an equation input of the analysed problem at disposal. A close relationship between equation and block representation is presented. The course also includes design of special architectures for the numerical solution of differential equations.

Language of instruction

Czech

Number of ECTS credits

5

Mode of study

Not applicable.

Entry knowledge

 

Rules for evaluation and completion of the course

Half Term Exam and Term Exam. The minimal number of points which can be obtained from the final exam is 29. Otherwise, no points will be assigned to a student.
During the semester, there will be evaluated computer laboratories. Any laboratory should be replaced in the final weeks of the semester.

Aims

To provide overview and basics of practical use of parallel and quasiparallel methods for numerical solutions of sophisticated problems encountered in science and engineering.
Ability to transform a sophisticated technical problem to a system of differential equations. Ability to solve sophisticated systems of differential equations using simulation language TKSL.
Ability to create parallel and quasiparallel computations of large tasks.

Study aids

Prerequisites and corequisites

Not applicable.

Basic literature

Brdička M., Samek L., Sopko B.: Mechanika kontinua, Academia, 2005 (CS)
Burden, R. L.: Numerical analysis, Cengage Learning, 2015
Butcher, J. C.: Numerical Methods for Ordinary Differential Equations, 3rd Edition, Wiley, 2016.
Corliss, G. F.: Automatic differentiation of algorithms, Springer-Verlag New York Inc., 2002
Duff, I. S.: Direct Methods for Sparse Matrices (Numerical Mathematics and Scientific Computation), Oxford University Press, 2017
Golub, G. H.: Matrix computations, Hopkins Uni. Press, 2013
Griewank, A.: Evaluating Derivatives: Principles and Techniques of Algorithmic Differentiation, Society for Industrial and Applied Mathematics, 2008
Hairer, E., Norsett, S. P., Wanner, G.: Solving Ordinary Differential Equations I, vol. Nonstiff Problems. Springer-Verlag Berlin Heidelberg, 1987.
Hairer, E., Wanner, G.: Solving Ordinary Differential Equations II, vol. Stiff And Differential-Algebraic Problems. Springer-Verlag Berlin Heidelberg, 1996.
Kunovský, J.: Modern Taylor Series Method, habilitation thesis, VUT Brno, 1995
LeVeque, R. J.: Finite Difference Methods for Ordinary and Partial Differential Equations: Steady-State and Time-dependent Problems (Classics in Applied Mathematics), 2007
Meurant, G.: Computer Solution of Large Linear System, North Holland, 1999
Press, W. H.: Numerical recipes : the art of scientific computing, Cambridge University Press, 2007
Saad, Y.: Iterative methods for sparse linear systems, Society for Industrial and Applied Mathematics, 2003
Shampine, L. F.: Numerical Solution of ordinary differential equations, Chapman and Hall/CRC, 1994
Strang, G.: Introduction to applied mathematics, Wellesley-Cambridge Press, 1986
Strikwerda, J. C.: Finite Difference Schemes and Partial Differential Equations, Society for Industrial and Applied Mathematics, 2004
Šebesta, V.: Systémy, procesy a signály I. VUTIUM, Brno, 2001.
Vavřín, P.: Teorie automatického řízení I (Lineární spojité a diskrétní systémy). VUT, Brno, 1991. (CS)

Recommended reading

Čermák, L., Hlavička, R.: Numerické metody I, II, CERM, učební text FSI VUT Brno, 2008. (elektronicky dostupné z https://mathonline.fme.vutbr.cz/default.aspx?section=1246&server=1&article=263) (CS)
Hairer, E., Norsett, S. P., Wanner, G.: Solving Ordinary Differential Equations I, vol. Nonstiff Problems. Springer-Verlag Berlin Heidelberg, 1987. (EN)
Hairer, E., Wanner, G.: Solving Ordinary Differential Equations II, vol. Stiff And Differential-Algebraic Problems. Springer-Verlag Berlin Heidelberg, 1996. (EN)
Kozubek, T., Brzobohatý, T., Jarošová, M., Hapla, V., Markopoulos, A.: Lineární algebra s MATLABem, učební text MI21 VŠB-TU Ostrava, 2012 (elektronicky dostupné z http://mi21.vsb.cz/sites/mi21.vsb.cz/files/unit/linearni_algebra_s_matlabem.pdf) (CS)
Lecture notes in PDF format (EN)
Butcher, J. C.: Numerical Methods for Ordinary Differential Equations, 3rd Edition, Wiley, 2016. (EN)
Přednášky ve formátu PDF (CS)
Source codes (TKSL, MATLAB) of all computer laboratories (EN)
Vitásek, E.: Základy teorie numerických metod pro řešení diferenciálních rovnic. Academia, Praha 1994. (CS)
Zdrojové programy (TKSL, MATLAB, Simulink) jednotlivých počítačových cvičení (CS)

Classification of course in study plans

  • Programme MITAI Master's

    specialization NGRI , 0 year of study, summer semester, elective
    specialization NADE , 0 year of study, summer semester, elective
    specialization NISD , 0 year of study, summer semester, elective
    specialization NMAT , 0 year of study, summer semester, elective
    specialization NSEC , 0 year of study, summer semester, elective
    specialization NISY up to 2020/21 , 0 year of study, summer semester, elective
    specialization NNET , 0 year of study, summer semester, elective
    specialization NMAL , 0 year of study, summer semester, elective
    specialization NCPS , 0 year of study, summer semester, elective
    specialization NHPC , 1 year of study, summer semester, compulsory
    specialization NVER , 0 year of study, summer semester, elective
    specialization NIDE , 0 year of study, summer semester, elective
    specialization NISY , 0 year of study, summer semester, elective
    specialization NEMB , 0 year of study, summer semester, elective
    specialization NSPE , 0 year of study, summer semester, elective
    specialization NEMB , 0 year of study, summer semester, elective
    specialization NBIO , 0 year of study, summer semester, elective
    specialization NSEN , 0 year of study, summer semester, elective
    specialization NVIZ , 0 year of study, summer semester, elective

Type of course unit

 

Lecture

26 hod., optionally

Teacher / Lecturer

Syllabus

  1. Methodology of sequential and parallel computation (feedback stability of parallel computations)
  2. Extremely precise solutions of differential equations by the Taylor series method
  3. Parallel properties of the Taylor series method
  4. Basic programming of specialised parallel problems by methods using the calculus (close relationship of equation and block description)
  5. Parallel solutions of ordinary differential equations with constant coefficients, library subroutines for precise computations
  6. Adjunct differential operators and parallel solutions of differential equations with variable coefficients
  7. Methods of solution of large systems of algebraic equations by transforming them into ordinary differential equations
  8. The Bairstow method for finding the roots of high-order algebraic equations
  9. Fourier series and finite integrals
  10. Simulation of electric circuits
  11. Solution of practical problems described by partial differential equations
  12. Control circuits
  13. Conception of the elementary processor of a specialised parallel computation system.

Exercise in computer lab

26 hod., compulsory

Teacher / Lecturer

Syllabus

  1. Simulation system TKSL
  2. Exponential functions test examples
  3. First order homogenous differential equation
  4. Second order homogenous differential equation
  5. Time function generation
  6. Arbitrary variable function generation
  7. Adjoint differential operators
  8. Systems of linear algebraic equations
  9. Electronic circuits modeling
  10. Heat conduction equation
  11. Wave equation
  12. Laplace equation
  13. Control circuits