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Course: Numerical Analysis. Large Scale Scientific Computing with Data
MTH 655 (CRN 33244) , MTH 659 (CRN 33574), MTH 659 (CRN 40671, P/NP only).
Instructor: Malgorzata Peszynska Office hours for this class will be Mondays 2:00-3:00pm and Fridays 4:00-5:00pm.
Additional contact information including office hours is on instructor's department website.
Class: MWF 11:00-11:50 STAG 213.
Course content: The course will be organized in modules on (I) Nonlinear solvers, (II), Iterative linear solvers, (III), Multiphysics, (IV) Working with data including multiscale analysis. These modules (I-IV) cover (T)heory and (A)lgorithms. In addition, students will develop (P)rogramming skills in compilable code development, and introduction to parallel computing.
Course Learning Outcomes:
A successful student will advance their scientific computing skills in each of the three aspects (T) theoretical, (A) algorithmic, and (P) programming, and in particular, will be able to
  1. Implement and analyze convergence of (variants of) nonlinear solvers in R^N.
  2. Select, use, and demonstrate the properties of an appropriate iterative solver for a sparse spd, saddle-point, or domain decomposed system.
  3. Propose, implement and analyze an appropriate algorithm for a selected model multiphysics problem.
  4. Pre-process and post-process the data and the solution to a (I)BVP. In particular, work with multiscale data, conduct data upscaling, downscaling, smoothing, coarsening, and classification.
  5. Use compiled (not interpreted) programming environments for scientific computing.

Textbook and resources: Course notes will be provided, with a link posted on CANVAS. The subject of class is vast and quickly changing: I will use a large number of sources, with bibliography and links to online resources available in course notes. Students will be expected to read class notes ahead of the lectures.

Prerequisites: Students should have solid background in differential equations and linear algebra. Material on finite differences and other basics will be developed as needed, but those unfamiliar with but interested in details, e.g., on accuracy and stability, will need to supplement on their own.

Assignments will address the Theory-Algorithms (T-A) and (P) Programming aspects; see Schedule page and CANVAS for due dates. The (T-A) assignments will be collected in class on paper, and (P) assignments as journal entries, surveys, and similar on CANVAS. No late HW will be accepted. The Announcements on CANVAS describe the expectations on the format of the assignments.
Additional practice problems included in course notes as (Pbm) will be discussed in class meetings marked as Discussion days.
Coding: For the (T-A) assignments, students can work in a language and/or environment of their choice; code submission will NOT be required.
(P)rogramming assignments will require work in compilable environments. Students can develop code from scratch. An ability to "translate" a template provided in one programming language to another, and/or to correct mistakes, and/or debug own code, will be developed. Students will report on their learning in journal entries on CANVAS.
Grades: LO I-IV (total 80pts=4 x 20pts) will be assessed by HW projects, each worth 20 points. Extra credit up to 20pts can be earned by participation in class discussions scheduled after each module I-IV. To earn credit, students will be expected to present work towards the solution of problems selected by the instructor.
LO V (total 20pts) will be assessed via completing surveys and journal entries as posted in Canvas. There will be (P)rogramming projects assigned for each module I-IV. Extra credit up to 10pts can be assigned for participation in programming discussions and presentations.
Advanced students can discuss a possibility to substitute some T-A or P projects by a closely related project accompanied by a class presentation.


"Statement Regarding Students with Disabilities": Accommodations for students with disabilities are determined and approved by Disability Access Services (DAS). If you, as a student, believe you are eligible for accommodations but have not obtained approval please contact DAS immediately at 541-737-4098 or at http://ds.oregonstate.edu/. DAS notifies students and faculty members of approved academic accommodations and coordinates implementation of those accommodations. While not required, students and faculty members are encouraged to discuss details of the implementation of individual accommodations.
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