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School of
Electrical Engineering
and Computer Science

Mathematical Models, Analysis And Simulation, Part 1

Results of re-exam

As of Thu, June 9, the graded re-exams are available at the "student expedition".

Re-exam

THE RE-EXAM WILL TAKE PLACE TUE JUNE 7, 8-13.
Room 1537, floor 5, Lindstedtsvägen 3.
Please register for the exam by sending an email to Jon. ( jonhagg@csc.kth.se.removethis).
The exam that was given on Jan 13, 2011, can be downloaded here.

Course News - FALL 2010

2011-04-01:THE RE-EXAM WILL TAKE PLACE TUE JUNE 7, 8-13. Room 1537, floor 5, Lindstedtsvägen 3.
2011-01-18:We are currently grading the exam. In the mean time, please fill out the course evaluation!
Click here to get the course evaluation form:
2011-01-12:Welcome to the exam tomorrow! As posted further below, the exam is scheduled for 2011-01-13, 14-19 in D41-42. It is a closed book examination. I.e. no books, notes or calculators are allowed. GOOD LUCK TO ALL OF YOU! A few of you who will not take the exam tomorrow have asked about the re-exam. Currently, the first re-exam is scheduled to take place in June.
2010-12-08: A summary of the course have been posted below together with the lecture notes. It gives references to Strang and lists definitions that should be known and questions that you should be able to answer. It is intended to be a help in your preparation for the exam. Read the book (the indicated chapters), the lecture notes, the assignments that you have done, and also check out the old exams posted below. We did not cover conservation laws, so questions on conservation laws will not appear on your exam. We did however do more on Fourier series and spectral methods than before.
2010-12-07: EXTENDED deadline for HW6, see below.
2010-12-07:During the lecture yesterday, copies of some pages regarding spectral methods were handed out. If you did not get a copy, come and get one in my office. During the lecture we worked through (in detail) the derivation of a pseudo spectral method for the incompressible Navier-Stokes equations. It was all done on the board, but the copy hnaded out contains a lot of information.
2010-11-24:Lecture on Wed Dec 1 will cover the rest of the handout that has now been posted, on "Spectral interpolation, differentiation and spectral methods for PDEs". Today we covered interpolation and differentiation, next Wed we will talk about Galerkin and collocation spectral methods for PDEs.
2010-11-24:A complete HW6 has been posted.(Possibly with mistakes and misprints - let me know).
2010-11-21:First part of HW6 posted, second part will follow soon. Deadline of HW extended until Thu Dec 9.
2010-11-21: To prepare for lecture on Wed Nov 24, read section 4.1 in Strang (if you ahve not already done so, this we covered last week), section 4.3 (started on this last lecture) and also section 4.5.
2010-10-29:Plan for the block of lectures on PDEs:
  • The last two lectures, I have given an overview of PDEs and talked about elliptic problems. Both finite difference and finite element methods. This is maily covered in Strang, Sectons 3.1,3.3,3.4,3.6. Section 4.1. might also be helpful if you need to brush up on Fourier series.
  • Next lecture, Wed Nov 3, I will talk about parabolic problems. In Strang, that would be sections 6.1, 6.2 and 6.5.
  • In the lecture on Wed Nov 10, I plan to talk about hyperbolic problems. In Strang, mainly sections 6.3 and 6.4.
  • HW5 has been posted and is due Mon Nov 15.
2010-10-29:Note explaining about the last part of HW4, the transient analysis, and what went wrong in the last exercise MNA note. (Nothing of this sort was required for full credit on the HW).
2010-10-26:Regarding HW4:
  • I have had several questions about a question regarding the transient analysis that reads: "change the load resistance R such that no waves are seen in the plot". Here you can consider the potential of node 2, e2.
  • The last excercise under the transient analysis, part 2, is truly optional.It does not give any credits. Disregard the "score 2.0" - it is a mistake. The maximum score for the lab is 6.0 as stated.
2010-10-19:To prepare for next weeks class on Mon Oct 25, read chapter 3 in Strang. (Most important: sections 3.1, 3.3, 3.4 and 3.6). During the lecture on Wed Oct 27, we will get into chapter 6, sections 6.1-6.5.
2010-10-19:EXTENDED DEADLINE FOR HW4. See below.
2010-09-14:The book is now available at Kårbokhandeln.
2010-09-09: The book will be available at Kårbokhandeln in the beginning of next wek, week 37.
The course has now started. Lecture notes and homeworks will be available as we go along... See below.

Teachers

Anna-Karin Tornberg, annak@nada.kth.se.removethis, (course leader and examiner), room 4517, tel. 790 6266
Jon Häggblad, jonhagg@csc.kth.se.removethis, room 4520, tel 790 7113

Course material

Book

Gilbert Strang, Computational Science and Engineering, Wellesley-Cambridge, 2007 or later. Ask your course leader. You may want to check out the prices at some internet bookshop like amazon or bokus.

Course Handouts

  • Course announcement
  • Schedule: Lectures and Homework.
  • Some lecture notes
  • Sample exam papers and solutions
More material, in particular lecture notes, updates, etc., will be handed out at lectures and will be available at the student expedition afterwards. Homework texts for the homeworks are also on the course home page.

Lecture notes

Lecture notes will be posted here, as they become available.

Supplementary material

For those unfamiliar with the NADA UNIX environment, the following are recommended :
  • The NADA UNIX Environment (in English)
  • Användarhandledning för UNIX av Berkeleytyp.
  • Användarhandledning för MATLAB på NADA
  • Användarhandledning för GnuEmacs och Mg
  • Användarhandledning för Terminalsalarna och "X"
  • Översikt över datormiljön på NADA.
  • Regler för datoranvändning på Nada.
This, and other material handed out during the course will be available at the NADA student expedition.

Preliminary Lecture Schedule

E31, E35, E53:  Lindstedtsv. 3 
D41:            Lindstedtsv. 5
L22:            Drottning Kristinas väg 30KV

Week Lecture   When                 Where   
     number
v35    L1      Tue  31/8  15-17      E31
v35    L2      Thu   2/9  15-17      E35
v36    L3      Wed   8/9  15-17      E32
v37    L4      Wed  15/9  10-12      L22
v38    L5      Thu  23/9  15-17      E35
v39    L6      Tue  28/9  15-17      E52
v39    L7      Thu  30/9  15-17      E52
v40    L8      Tue   5/10 15-17      E31
v40    L9      Thu   7/10 15-17      E52
v41    L10     Tue  12/10 15-17      E31
v43    L11     Mon  25/10 15-17      E35
v43    L12     Wed  27/10 15-17      E35
v44    L13     Wed   3/11 15-17      E35
v45    L14     Wed  10/11 15-17      E31
v46    L15     Wed  17/11 15-17      E35
v47    L16     Wed  24/11 15-17      E35
v48    L17     Wed   1/12 15-17      D41
v49    L18     Mon   6/12 15-17      E35
v49    L19     Wed   8/12 15-17      D41


Tentative outline of lectures

Linear Algebra, 3 lectures.

Linear system of equations. Least squares and normal equations. Gaussian elimination and LU decomposition. Eigenvalues and eigenvectors. QR factorization. Singular value decomposition. Iterative methods.

Ordinary Differential Equations (ODEs), 7 lectures

Modeling by differential equations. Non-dimensionalization and scaling. Linear ODEs. Phase plane and state space. Nonlinear equations, phase plane analysis by linearization. Energy considerations. Lagrange multipliers. Primal and dual problems.

Partial Differential Equations (PDEs), 4 lectures

Modeling (continuous in space). Advection, heat and wave equations. Conservation laws. Well-posedness. Separation of variables. Numerical discretization. Consistency, stability and convergence.

PDEs continued: The Fast Fourier Transform and Spectral methods, 3 lectures

Fast fourier transform (FFT) - properties and applications. Interpolation and approximation. Aliasing. Spectral methods for the numerical solution of PDEs.

Summary, remarks and connections, 2 lectures

Wrapping up the course, making connecting remarks between different modules. Example problems for exam.

Laboratory Work

The laboratory work consists of homework and computer experiments carried out by groups of no more than two students. Each group hands in a report on each assignment in the NADA mailbox outside the Students' expedition (NOT the instructors' mail stops !), according to the schedule below. Attach a cover page properly filled in. It can be downloaded here or fetched at the Student Expedition. We strongly prefer paper hand-ins, the Swedish post office can be relied upon for those unable to attend in person. Instructors will be available every week at the questioning hours given below for help with homework etc. Homework is handed back in the Student Expedition.

The NADA computers are available for computer work. If you prefer, you can work on your own computer. For that, you can borrow CD-ROMs with Matlab at the KTH library.

You will need a NADA account. Sign the name list sent round and after a few days go to the help desk (Osquars B. 2, ground floor, open weekdays 10-12 and 13-15 (except for Friday)) Delfi to obtain an account.

Discussions of homework and assignments with your fellow students are encouraged. We hope that those of you who are more experienced in some theoretical aspect, or in the use of computers, will give advice to others. The assignment reports should be clearly written and easy to read for the grader. If you use a computer, you must edit the output and write a descriptive summary. Mere sheaves of computer plots and printed output will not be accepted. Here are some guidelines how a report should be prepared. A good example of a nice report can be found here.

The table below shows the homework and computer assignments. There will be a link to a table of status and results of homework handed in. The "score" indicates the maxmimum amount of credit for a report. You may infer from this our estimate of the amount of work necessary.

TENTATIVE SCHEDULE FOR HOMEWORK

HW #  Due    Maximum    Contents
      date    Score
---------------------------
1	6/9 	3	Linear Algebra
2       20/9 	3	Matlab Intro, SVD, Applications
3       4/10 	7 	Dynamical systems, phase plane
4	28/10 	6 	Circuit Analysis  (OBS! New date, updated Oct 19).
5	15/11 	6 	PDE
6       7/1     6       DFT and spectral methods (OBS! New date, updated Dec 7).

OBS! Handing in homeworks after due date will cause a 50% reduction in credit given.

Downloads and comments:

  • HW1: Download here. Problem 1.3.11 is very simple, but not compulsory. (Testing a few lines in Matleb). Question 2) in the homework is realted to this problem.
  • HW2: Download here. You also need the matlab file basketpic.mat.
  • HW3: Download here. The last question in problem 1 should be to derive a differential equation for y(tau), tau being the dimensionless time.
  • HW4: Download here. You also need the handout about Modified Nodal Analysis by Dr. M. Hanke. MNA.pdf.
  • HW5: Download here.
  • HW6: Download here. Version uploaded Nov 24.

Questioning Hours

The lab instructor will be available for questions at the following times during weeks 35-50:
Jon Häggblad: Wed 8.30-9.30, Fri 15-16.

Exams

The examination paper will be written with closed books. It will be based on the list of questions and typical problems handed out during the course. The exam has been scheduled to take place

2011-01-13, 14-19 in D41-42.

To pass the exam, 18 out of 40 credits is required on the written exam.

To pass the laboratory work requires 15 credits from the homework assignments.

To pass the course, one has to pass both the written exam and the laboratory work. If this minimum requirement is met, then the grade will be based on the sum of credits on the exam (max 40) and credits from the homeworks (max of 30), i.e. a total max of 70.

Here are some examples:
EXAM 2001-12-15
EXAM 2002-01-12
EXAM 2002-12-20
EXAM 2005-12-14, solution
EXAM 2006-01-17, solution
EXAM 2009-03-27

The NADA Terminal Rooms

The student union magnetic card gives access to the NADA terminal rooms around the clock, but daytime they are often booked for other courses.

Work on your own computer

If you have a computer and an internet connection you can access the NADA network from home. Information is found here.

Student's comments

The course will be evaluated at the end when you will be asked to fill in a standard course evaluation form, but any comments along the way are most welcome !

^ Up to the course's homepage.

Copyright © Published by: Anna-Karin Tornberg <annak@nada.kth.se>
Updated 2011-06-21