Search result: Catalogue data in Spring Semester 2009

Computational Science and Engineering Master Information
Core Courses and Compensatory Courses
Core Courses
NumberTitleTypeECTSHoursLecturers
401-3632-00LComputational StatisticsO10 credits3V + 2UM. 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.
ObjectiveGetting 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.
ContentCourse 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 noteslecture notes will be distributed (in parts)
Literature(see the link above, and the lecture notes)
252-0232-00LSoftware DesignW6 credits2V + 1UD. Gruntz
AbstractThe 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.
ObjectiveThe 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
ContentThis 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 notesno 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 / NoticeThe 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
NumberTitleTypeECTSHoursLecturers
402-0394-00LTheoretical Astrophysics and CosmologyW10 credits3V + 2UU. Seljak
AbstractThis 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
ContentWeek 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
LiteratureV. 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 / Noticeweb site: Link
Atmospheric Physics
NumberTitleTypeECTSHoursLecturers
701-1216-00LNumerical Modelling of Weather and ClimateW4 credits3GC. Schär, U. Lohmann
AbstractThe 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.
ObjectiveThe 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.
ContentThe 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 notesSlides and lecture notes will be made available.
LiteratureList of literature will be provided.
Prerequisites / NoticeHands-on experience with simple models will be acquired in the tutorials.
651-4802-00LNumerical Models in GlaciologyW4 credits3GH. Blatter
AbstractIntroduction 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.
ObjectiveTraining 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.
ContentFlow 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 notesin preparation, will be distributed
Prerequisites / NoticePre-requisite:
Physics of Glaciers I (651-4101-00) is strongly recommended
matlab is recommended
401-5930-00LSeminar in Atmospheric Physics for CSEW4 credits2SC. Schär, O. C. Romppainen
AbstractIn 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.
ObjectiveIn 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
NumberTitleTypeECTSHoursLecturers
327-0613-00LComputer Applications: Finite Elements in Solids and StructuresW4 credits2V + 2UA. Gusev
AbstractTo introduce the Finite Element Method to the students with a general interest in the topic
ObjectiveTo introduce the Finite Element Method to the students with a general interest in the topic
ContentIntroduction; 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 notesAutographie
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
529-0474-00LQuantum ChemistryW6 credits3GM. Reiher, H. P. Lüthi
AbstractBasic concepts and methods of quantum chemistry; Introduction to electronic structure theory. Exercises and some case studies using quantum chemical software.
ObjectiveEinführung in Theorie, Methoden und Algorithmen zur Behandlung von Mehrelektronensystemen (Atome und Moleküle).
ContentBasic 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 noteshand outs
LiteratureLehrbücher:
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 / Noticegünstige Voraussetzungen: Einführende Vorlesung in Quantenmechanik (z.B. Physikalische Chemie III: Quantenmechanik), Informatikgestützte Chemie I
401-5940-00LSeminar in Chemistry and Biology for CSEW4 credits2SW. F. van Gunsteren
AbstractThe 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
NumberTitleTypeECTSHoursLecturers
151-0208-00LComputational Methods for Flow, Heat and Mass Transfer Problems Restricted registration - show details W4 credits2V + 2UL. Kleiser, G. Bonfigli
AbstractNumerical 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.
ObjectiveKnowledge of and practical experience with important discretisation and solution methods for Computational Fluid Dynamics, Heat and Mass Transfer Problems
ContentAufbauend 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 notesLecture notes are available (in German)
Literaturea list of references is supplied
Prerequisites / NoticeIt is crucial to actively solve the analytical and practical (programming) exercises.
151-0212-00LAdvanced CFD MethodsW4 credits2V + 1UP. Jenny
AbstractIn 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.
ObjectiveApplication oriented approach to the solution of fluid dynamics problems
ContentContent:
- 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 notesParts 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.
401-5950-00LSeminar in Fluid Dynamics for CSE Restricted registration - show details W4 credits2SP. Jenny, L. Kleiser
AbstractEnlarged knowledge and practical abilities in fundamentals and applications of Computational Fluid Dynamics
Objective
Prerequisites / NoticePlease register online no later than 2 week before the semester begins
Control Theory
NumberTitleTypeECTSHoursLecturers
227-0216-00LControl Systems IIW6 credits4GM. Morari
AbstractIntroduction to basic and advanced concepts of modern feedback control.
ObjectiveIntroduction to basic and advanced concepts of modern feedback control.
ContentThis 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 notesCopy of transparencies
LiteratureSkogestad, Postlethwaite: Multivariable Feedback Control - Analysis and Design. Second Edition. John Wiley, 2005.
Prerequisites / NoticePrerequisites:
Control Systems or equivalent
Robotics
NumberTitleTypeECTSHoursLecturers
151-0854-00LAutonomous Mobile RobotsW4 credits2V + 1UR. Siegwart, D. Scaramuzza
AbstractThe 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 notesIntroduction to Autonomous Mobile Robots. Siegwart, R. and Nourbakhsh, I. (2004), A Bradford Book, The MIT Press, Cambridge, Massachusetts, London, England
151-0608-00LAdvanced Robotics and Mechatronic SystemsW4 credits3GB. Nelson
AbstractBased 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.
ObjectiveThis 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.
ContentMicrorobotics 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 notesno script, but technical papers and other guidelines.
LiteratureLink
Prerequisites / NoticeFor 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
NumberTitleTypeECTSHoursLecturers
402-0812-00LComputational Statistical Physics Information W8 credits2V + 2UH. J. Herrmann
AbstractComputer 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.
ObjectiveThe 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.
ContentComputer 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.
402-0810-00LComputational Quantum PhysicsW8 credits2V + 2UP. Werner, P. De Forcrand
AbstractThis 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.
ObjectiveThe goal is to become familiar with computer simulation techniques for quantum physics, through lectures and practical programming exercises.
327-5102-00LComputational Polymer Physics Information W4 credits2V + 2UM. Kröger
AbstractIntroduction 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.
ObjectiveThe 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).
ContentThe 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 notesA script (pdf) will be available.
LiteratureM. Kröger, Models for polymeric and anisotropic liquids (Springer, Berlin, 2005).
Journal articles will be made available.
Prerequisites / NoticeThe knowledge of at least a single program language (matlab, fortran, c++, Mathematica etc.) and a script language (ksh, perl, python etc) is required.
401-5810-00LSeminar in Theoretical Physics for CSEW4 credits2SM. Troyer
AbstractIn this seminar the students present a talk on an advanced topic in modern theoretical or computational physics.
Objective
Financial Engineering
NumberTitleTypeECTSHoursLecturers
401-4658-00LComputational Methods for Quantitative Finance II: Finite Element and Finite Difference Methods Restricted registration - show details W6 credits2V + 1UN. W. Hilber
AbstractIntroduction to principal methods of option pricing. Emphasis on PDE-based methods. Prerequisite MATLAB programming.
ObjectiveIntroduce 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.
Content1. 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 notesThere will be english, typed lecture notes as well as MATLAB software for
registered participants in the course.
LiteratureR. 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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