Search result: Catalogue data in Spring Semester 2009
Computational Science and Engineering Master | ||||||
Core Courses and Compensatory Courses | ||||||
Core Courses | ||||||
Number | Title | Type | ECTS | Hours | Lecturers | |
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401-3632-00L | Computational Statistics | O | 10 credits | 3V + 2U | M. Mächler, P. L. Bühlmann | |
Abstract | "Computational Statistics" deals with modern methods of data analysis for prediction and inference. An overview of existing methodology is provided and also by the exercises, the student is taught to choose among possible models and about their algorithms and to Validate them using graphical methods and simulation based approaches. | |||||
Objective | Getting to know modern methods of data analysis for prediction and inference. Learn to choose among possible models and about their algorithms. Validate them using graphical methods and simulation based approaches. | |||||
Content | Course Synopsis: multiple regression, nonparametric methods for regression and classification (kernel estimates, smoothing splines, regression and classification trees, additive models, projection pursuit, neural nets, ridging and the lasso, boosting). Problems of interpretation, reliable prediction and the curse of dimensionality are dealt with using resampling, bootstrap and cross validation. Details are available via Link . Exercises will be based on the open-source statistics software R (Link). Emphasis will be put on applied problems. Active participation in the exercises is strongly recommended. More details are available via the webpage Link . | |||||
Lecture notes | lecture notes will be distributed (in parts) | |||||
Literature | (see the link above, and the lecture notes) | |||||
252-0232-00L | Software Design | W | 6 credits | 2V + 1U | D. Gruntz | |
Abstract | The course Software Design presents and discusses design patterns regularly used to solve problems in object oriented design and object oriented programming. The presented patterns are illustrated with examples from the Java libraries and are applied in a project. | |||||
Objective | The students - know the principles of object oriented programming and can apply these - know the most important object oriented design patterns - can apply design patterns to solve design problems - discover in a given design the use of design patterns | |||||
Content | This course makes an introduction to object oriented programming. As programming language Java is used. The focus of this course however is object oriented design, in particular design patterns. Design patterns are solutions to recurring design problems. The discussed patterns are illustrated with examples from the Java libraries and are applied in the context of a project. | |||||
Lecture notes | no script | |||||
Literature | - Gamma, Helm, Johnson, Vlissides; Design Patterns: Elements of Reusable Object-Oriented Software; Addison-Wesley; 0-2016-3361-2 - Freeman, Freeman, Sierra; Head First Design Patterns, Head First Design Patterns; O'Reilly; 978-0596007126 | |||||
Prerequisites / Notice | The course Software Design is designed for students in the computational sciences program, but is open to students of all programs. The precondition is, that participants have knowledge in structured programming (e.g. with C, C++, or Fortran). | |||||
Compensatory Courses All course units within Compensatory Courses are offered in the autumn semester. | ||||||
Fields of Specialization | ||||||
Astrophysics | ||||||
Number | Title | Type | ECTS | Hours | Lecturers | |
402-0394-00L | Theoretical Astrophysics and Cosmology | W | 10 credits | 3V + 2U | U. Seljak | |
Abstract | This course covers advanced theoretical topics in astrophysics and cosmology. Topics: history of the universe, thermodynamics in expanding universe, baryogenesis and nuclesynthesis, inflation, relativistic perturbation theory, cosmic microwave background, large scale structure, dark matter and dark energy, quantization of gravity, relativistic astrophysics, black holes, modifications of gravity | |||||
Objective | ||||||
Content | Week 1: overview of homogeneous cosmology Week 2: equlibrium and non-equilibrium thermodynamics Week 3: thermal history of the universe Week 4: very early universe Week 5: creation of matter: baryogenesis Week 6: creation of nuclei: nucleosynthesis Week 7: inflation: homogeneous limit Week 8: relativistic perturbation theory Week 9: inflation and initial perturbations in the universe Week 10: cosmic microwave background anisotropies Week 11: structure formation Week 12: dark matter and dark energy Week 13: quantization of gravity, Hawking radiation Week 14: relativistic astrophysics Week 15: alternative theories of gravity | |||||
Literature | V. Mukhanov: Physical Foundations of Cosmology E. W. Kolb and M. S. Turner: The Early Universe S. Carroll: An introduction to General Relativity Spacetime and Geometry | |||||
Prerequisites / Notice | web site: Link | |||||
Atmospheric Physics | ||||||
Number | Title | Type | ECTS | Hours | Lecturers | |
701-1216-00L | Numerical Modelling of Weather and Climate | W | 4 credits | 3G | C. Schär, U. Lohmann | |
Abstract | The guiding principle of this lecture is that students can understand how weather and climate models are formulated from the governing physical principles and how they are used for climate and weather prediction purposes. | |||||
Objective | The guiding principle of this lecture is that students can understand how weather and climate models are formulated from the governing physical principles and how they are used for climate and weather prediction purposes. | |||||
Content | The course provides an introduction into the following themes: numerical methods (finite differences and spectral methods); adiabatic formulation of atmospheric models (vertical coordinates, hydrostatic approximation); parameterization of physical processes (e.g. clouds, convection, boundary layer, radiation); atmospheric data assimilation and weather prediction; predictability (chaos-theory, ensemble methods); climate models (coupled atmospheric, oceanic and biogeochemical models); climate prediction. | |||||
Lecture notes | Slides and lecture notes will be made available. | |||||
Literature | List of literature will be provided. | |||||
Prerequisites / Notice | Hands-on experience with simple models will be acquired in the tutorials. | |||||
651-4802-00L | Numerical Models in Glaciology | W | 4 credits | 3G | H. Blatter | |
Abstract | Introduction of the mechanics and thermodynamics of cryospheric systems, such as glaciers and sea ice, and their mathematical formulation in view of the numerical modeling of the system. Examples of numerical models of glacier flow are applied to specific problems. Exercises include the application of numerical models and the design and coding of additional model parts to include new processes. | |||||
Objective | Training in the formulation of a numerical model of a cryospheric system, including the mathematical formulation of the relevant physical processes, scaling, simplifications, algorithmic formulation, coding and testing. | |||||
Content | Flow of glacier ice, scaling and approximations of the governing equations, energy flow through sea ice, growth and decay of sea ice, specific numerical methods and algorithms. | |||||
Lecture notes | in preparation, will be distributed | |||||
Prerequisites / Notice | Pre-requisite: Physics of Glaciers I (651-4101-00) is strongly recommended matlab is recommended | |||||
401-5930-00L | Seminar in Atmospheric Physics for CSE | W | 4 credits | 2S | C. Schär, O. C. Romppainen | |
Abstract | In this seminar the knowledge exchange between you and the other students is promoted. Reading classic as well as recent important articles scientific writing and presenting is trained. Further, the concept or preliminary results of the master thesis are presented. | |||||
Objective | In this seminar the knowledge exchange between you and the other students is promoted. Reading classic as well as recent important articles scientific writing and presenting is trained. Further, the concept or preliminary results of the master thesis are presented. | |||||
Chemistry and Biology | ||||||
Number | Title | Type | ECTS | Hours | Lecturers | |
327-0613-00L | Computer Applications: Finite Elements in Solids and Structures | W | 4 credits | 2V + 2U | A. Gusev | |
Abstract | To introduce the Finite Element Method to the students with a general interest in the topic | |||||
Objective | To introduce the Finite Element Method to the students with a general interest in the topic | |||||
Content | Introduction; Energy formulations; Displacement finite elements; Solutions to the finite element equations; Linear elements; Convergence, compatibility and completeness; Higher order elements; Beam and frame elements, Plate and shell elements; Dynamics and vibration; Generalization of the Finite Element concepts (Galerkin-weighted residual and variational approaches) | |||||
Lecture notes | Autographie | |||||
Literature | - Astley R.J. Finite Elements in Solids and Structures, Chapman & Hill, 1992 - Zienkiewicz O.C., Taylor R.L. The Finite Element Method, 5th ed., vol. 1, Butterworth-Heinemann, 2000 | |||||
529-0474-00L | Quantum Chemistry | W | 6 credits | 3G | M. Reiher, H. P. Lüthi | |
Abstract | Basic concepts and methods of quantum chemistry; Introduction to electronic structure theory. Exercises and some case studies using quantum chemical software. | |||||
Objective | Einführung in Theorie, Methoden und Algorithmen zur Behandlung von Mehrelektronensystemen (Atome und Moleküle). | |||||
Content | Basic concepts of quantum mechanics. Derivation of a many-electron theory for atoms and molecules. Quantum chemical methods: ab initio, density functional theory methods, manipulation of quantum chemical software, Hartree-Fock self consistent field (SCF) methods, electron correlation. Case studies using quantum mechanical software. | |||||
Lecture notes | hand outs | |||||
Literature | Lehrbücher: F.L. Pilar, Elementary Quantum Chemistry, Dover Publications I.N. Levine, Quantum Chemistry, Prentice Hall Hartree-Fock in Basisdarstellung: A. Szabo and N. Ostlund, Modern Quantum Chemistry: Introduction to Advanced Electronic Structure Theory, McGraw-Hill Bücher zur Computerchemie: F. Jensen, Introduction to Computational Chemistry, John Wiley & Sons C.J. Cramer, Essentials of Computational Chemistry, John Wiley & Sons | |||||
Prerequisites / Notice | günstige Voraussetzungen: Einführende Vorlesung in Quantenmechanik (z.B. Physikalische Chemie III: Quantenmechanik), Informatikgestützte Chemie I | |||||
401-5940-00L | Seminar in Chemistry and Biology for CSE | W | 4 credits | 2S | W. F. van Gunsteren | |
Abstract | The student will carry out a literature study on a topic of his or her liking or suggested by the supervisor in the area of computer simulation in chemistry and biology, the results of which are to be presented both orally and in written form. | |||||
Objective | ||||||
Fluid Dynamics | ||||||
Number | Title | Type | ECTS | Hours | Lecturers | |
151-0208-00L | Computational Methods for Flow, Heat and Mass Transfer Problems | W | 4 credits | 2V + 2U | L. Kleiser, G. Bonfigli | |
Abstract | Numerical methods for the solution of flow, heat and mass transfer problems are presented and practised by analytical and computer solutions for simple examples. Subjects: solution process, physical and mathematical models, basic equations, discretization methods, numerical solution of advection, diffusion and Poisson equations, turbulent flows. | |||||
Objective | Knowledge of and practical experience with important discretisation and solution methods for Computational Fluid Dynamics, Heat and Mass Transfer Problems | |||||
Content | Aufbauend auf den Lehrveranstaltungen über Fluiddynamik, Thermodynamik, Numerische Mathematik (benötigtes Wahlfach, 4. Semester) und Informatik I (Programmieren) werden numerische Methoden für Berechnungsaufgaben der Fluiddynamik, Energie- und Verfahrenstechnik dargestellt und an einfachen Beispielen geübt. 1. Einleitung Uebersicht, Anwendungen Problemlösungsprozess, Fehler 2. Rekapitulation der Grundgleichungen Formulierung, Anfangs- und Randbedingungen 3. Numerische Diskretisierungsverfahren Finite-Differenzen- und Finite-Volumen-Verfahren Grundbegriffe: Konsistenz, Stabilität, Konvergenz 4. Lösung der grundlegenden Gleichungstypen Wärmeleitungs/Diffusionsgleichung (parabolisch) Poisson-Gleichung (elliptisch) Advektionsgleichung/Wellengleichung (hyperbolisch) und Advektions-Diffusions-Gleichung 5. Berechnung inkompressibler Strömungen 6. Berechnung turbulenter Strömungen | |||||
Lecture notes | Lecture notes are available (in German) | |||||
Literature | a list of references is supplied | |||||
Prerequisites / Notice | It is crucial to actively solve the analytical and practical (programming) exercises. | |||||
151-0212-00L | Advanced CFD Methods | W | 4 credits | 2V + 1U | P. Jenny | |
Abstract | In this class we will discuss algorithms used in commercial CFD codes. The topics of the first two block are a theoretical analysis of hyperbolic conservation laws and finite-volume methods, which are the most common approach to solve the Navier-Stokes equations. Among the further topics an introduction to the commercial CFD code Star-CD will be given. | |||||
Objective | Application oriented approach to the solution of fluid dynamics problems | |||||
Content | Content: - Finite-volume and finite-element methods - Pressure correction schemes - Solution methods, multigrid methods - Turbulence models - Commercial CFD code: Star-CD - Grid generation (structured, unstructured and multiblock) - Particle (vortex) methods (Lagrangian discretization) - Theory of hyperbolic conservation laws - Computational homeworks | |||||
Lecture notes | Parts of the course is based on the book "Computational Fluid Dynamics" by H. K. Versteeg and W. Malalasekera. In addition, we hand out a manuscript, which contains not all the course material, however. | |||||
Literature | "Computational Fluid Dynamics" by H. K. Versteeg and W. Malalasekera. | |||||
401-5950-00L | Seminar in Fluid Dynamics for CSE | W | 4 credits | 2S | P. Jenny, L. Kleiser | |
Abstract | Enlarged knowledge and practical abilities in fundamentals and applications of Computational Fluid Dynamics | |||||
Objective | ||||||
Prerequisites / Notice | Please register online no later than 2 week before the semester begins | |||||
Control Theory | ||||||
Number | Title | Type | ECTS | Hours | Lecturers | |
227-0216-00L | Control Systems II | W | 6 credits | 4G | M. Morari | |
Abstract | Introduction to basic and advanced concepts of modern feedback control. | |||||
Objective | Introduction to basic and advanced concepts of modern feedback control. | |||||
Content | This course is designed as a direct continuation of the course "Regelsysteme" (Feedback Control). The primary goal is to further familiarize students with various dynamic phenomena and their implications for the analysis and design of feedback controllers. Simplifying assumptions on the underlying plant that were made in the course "Regelsysteme" are relaxed, and advanced concepts and techniques that allow to treat typical industrial control problems are presented. Topics include control of systems with multiple inputs and outputs, control of uncertain systems (robustness issues), limits of achievable performance and controller implementation issues. | |||||
Lecture notes | Copy of transparencies | |||||
Literature | Skogestad, Postlethwaite: Multivariable Feedback Control - Analysis and Design. Second Edition. John Wiley, 2005. | |||||
Prerequisites / Notice | Prerequisites: Control Systems or equivalent | |||||
Robotics | ||||||
Number | Title | Type | ECTS | Hours | Lecturers | |
151-0854-00L | Autonomous Mobile Robots | W | 4 credits | 2V + 1U | R. Siegwart, D. Scaramuzza | |
Abstract | The objective of this course is to provide the basics required to develop autonomous mobile robots and systems. Main emphasis is put on mobile robot locomotion and kinematics, envionmen perception, and probabilistic environment modeling, localizatoin, mapping and navigation. Theory will be deepened by exercises with small mobile robots and discussed accross application examples. | |||||
Objective | ||||||
Lecture notes | Introduction to Autonomous Mobile Robots. Siegwart, R. and Nourbakhsh, I. (2004), A Bradford Book, The MIT Press, Cambridge, Massachusetts, London, England | |||||
151-0608-00L | Advanced Robotics and Mechatronic Systems | W | 4 credits | 3G | B. Nelson | |
Abstract | Based on our successful microrobotic platform, the students are given tasks involving the (re)design of magneto-mechanical microrobots (dim. < 300um). The lecture culminates in a competition between the teams and the potential participation of the winning team at the final international competition at RoboCup 2009 in Graz, Austria. | |||||
Objective | This lecture exposes students to these challenges by presenting them with a complex mechatronic problem to be solved in a semester time frame. The students will be given the chance to test and improve both their professional and social skills in a real-world engineering project from concept to competition. The project includes insights into the microfabrication process, but focuses on the development of robust real-time strategies and algorithms to track and control these robots in a fully automated fashion. | |||||
Content | Microrobotics is the study of robotics at the micron scale, and includes robots that are microscale in size and large robots capable of manipulating objects that have dimensions in the microscale range. Key challenges in microrobotics are power, actuation, localization and control. This project course is based on state-of-the-art microrobots which are wirelessly powered and controlled with external oscillating magnetic and electrostatic field. The students will be organized in 2-3 competing multidisciplinary teams. The students can develop their own robots and systems in the framework of our MagMite platform. These tasks are open-ended and require skills of creativity, teamwork, organization, and firm theoretical and practical backgrounds for the students to succeed. Strong personal commitment and determination as well as good teamwork will be key aspects to success. | |||||
Lecture notes | no script, but technical papers and other guidelines. | |||||
Literature | Link | |||||
Prerequisites / Notice | For this lecture, students are getting 4 credit points The course is held in English and German. The operating systems will be Linux-based. The students are expected to form multidisciplinary teams involving a) multiple students with a strong background in C++ programming and algorithms, b) multiple students with a suitable background for the overall design and modeling of magneto-mechanical systems (CAD, FEM, analytical). The project work will be exceptionally demanding and time consuming. | |||||
Theoretical Physics | ||||||
Number | Title | Type | ECTS | Hours | Lecturers | |
402-0812-00L | Computational Statistical Physics | W | 8 credits | 2V + 2U | H. J. Herrmann | |
Abstract | Computer simulation methods in statistical physics. Classical Monte-Carlo-simulations: finite-size scaling, cluster algorithms, histogram-methods. Molecular dynamics simulations: long range interactions, Ewald summation, discrete elements, parallelization. | |||||
Objective | The lecture will give a deeper insight into computer simulation methods in statistical physics. Thus, it is an ideal continuation of the lecture "Introduction to Computational Physics" of the autumn semester focusing on the following topics. Classical Monte-Carlo-simulations: finite-size scaling, cluster algorithms, histogram-methods. Molecular dynamics simulations: long range interactions, Ewald summation, discrete elements, parallelization. | |||||
Content | Computer simulation methods in statistical physics. Classical Monte-Carlo-simulations: finite-size scaling, cluster algorithms, histogram-methods. Molecular dynamics simulations: long range interactions, Ewald summation, discrete elements, parallelization. | |||||
402-0810-00L | Computational Quantum Physics | W | 8 credits | 2V + 2U | P. Werner, P. De Forcrand | |
Abstract | This course provides an introduction to simulation methods for quantum systems, starting with the one-body problem and finishing with quantum field theory, with special emphasis on quantum many-body systems. Both approximate methods (Hartree-Fock, density functional theory) and exact methods (exact diagonalization, quantum Monte Carlo) are covered. | |||||
Objective | The goal is to become familiar with computer simulation techniques for quantum physics, through lectures and practical programming exercises. | |||||
327-5102-00L | Computational Polymer Physics | W | 4 credits | 2V + 2U | M. Kröger | |
Abstract | Introduction to computer simulation methods and their foundations for the physics and material behavior of simple and complex materials and in particular polymeric liquids. This lecture is particularly useful for students which have attended the course 402-0809-00L Introduction to Computational Physics. Knowledge of at least one programming language is required. | |||||
Objective | The goal is to i) transmit knowledge about techniques used in the physics of materials and ii) the numerical solution of many body problems. We apply some of the methods which have been introduced in 402-0809-00L Introduction to Computational Physics, to solve problems in theoretical polymer physics (including liquid crystals, glasses, gels). | |||||
Content | The lecture focuses on particle methods and master equations. Techniques such as Monte Carlo, equilibrium, beyond-equilibrium and nonequilibrium molecular dynamics, smoothed particle dynamics, dissipative particle dynamics, Brownian dynamics, embedded atoms, lattice Boltzmann will be introduced and applied. Master equations, Markov processes, Fokker-Planck equations, stochastic differential equations play a major role in the the introductional chapters. Substances: from simple towards structured fluids (gases, polymers, ferrofluids, liquid crystals, metals, glasses, gels). | |||||
Lecture notes | A script (pdf) will be available. | |||||
Literature | M. Kröger, Models for polymeric and anisotropic liquids (Springer, Berlin, 2005). Journal articles will be made available. | |||||
Prerequisites / Notice | The knowledge of at least a single program language (matlab, fortran, c++, Mathematica etc.) and a script language (ksh, perl, python etc) is required. | |||||
401-5810-00L | Seminar in Theoretical Physics for CSE | W | 4 credits | 2S | M. Troyer | |
Abstract | In this seminar the students present a talk on an advanced topic in modern theoretical or computational physics. | |||||
Objective | ||||||
Financial Engineering | ||||||
Number | Title | Type | ECTS | Hours | Lecturers | |
401-4658-00L | Computational Methods for Quantitative Finance II: Finite Element and Finite Difference Methods | W | 6 credits | 2V + 1U | N. W. Hilber | |
Abstract | Introduction to principal methods of option pricing. Emphasis on PDE-based methods. Prerequisite MATLAB programming. | |||||
Objective | Introduce the main methods for efficient numerical valuation of derivative contracts in a Black Scholes as well as in incomplete markets due Levy processes or due to stochastic volatility models. Develop implementation of pricing methods in MATLAB. Finite-Difference/ Finite Element based methods for the solution of the pricing integrodifferential equation. | |||||
Content | 1. Review of option pricing. Wiener and Levy price process models. Deterministic, local and stochastic volatility models. 2. Finite Difference Methods for option pricing. Relation to bi- and multinomial trees. European contracts. 3. Finite Difference methods for Asian, American and Barrier type contracts. 4. Finite element methods for European and American style contracts. 5. Pricing under local and stochastic volatility in Black-Scholes Markets. 6. Finite Element Methods for option pricing under Levy processes. Treatment of integrodifferential operators. 7. Stochastic volatility models for Levy processes. 8. Techniques for multidimensional problems. Baskets in a Black-Scholes setting and stochastic volatility models in Black Scholes and Levy markets. | |||||
Lecture notes | There will be english, typed lecture notes as well as MATLAB software for registered participants in the course. | |||||
Literature | R. Cont and P. Tankov : Financial Modelling with Jump Processes, Chapman and Hall Publ. 2004. Y. Achdou and O. Pironneau : Computational Methods for Option Pricing, SIAM Frontiers in Applied Mathematics, SIAM Publishers, Philadelphia 2005. R. Seydel : Tools for Computational Finance, 3rd edition, Springer, 2004. J.-P. Fouque, G. Papanicolaou and K.-R. Sircar : Derivatives in financial markets with stochastic volatility, Cambridge Univeristy Press, Cambridge, 2000. |
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