Master
2021/2022
Scientific Computing and Programming
Type:
Elective course (Systems Analysis and Mathematical Technologies)
Area of studies:
Applied Mathematics
Delivered by:
School of Applied Mathematics
When:
1 year, 3, 4 module
Mode of studies:
distance learning
Open to:
students of all HSE University campuses
Instructors:
Evgeny Burovskiy
Master’s programme:
Systems Analysis and Mathematical Technologies
Language:
English
ECTS credits:
6
Contact hours:
80
Course Syllabus
Abstract
Numerical computing is an integral part of modern-day scientific research, data analysis and engineering. The art of scientific computing ——- and the skill of an engineer, researcher or analyst ——- is a blend of understanding the basic principles of numerical computing, the knowledge of specialized libraries that package individual computational routines with their strengths and limitations, and the ability to mix-and-match these computational primitives into a coherent computational systems that solve business domain problems. This course belongs to the group of adaptation courses, and is designed to bring students up to speed with numerical methods and scientific computing at the level required for further study at the master level. The course is delivered in a blended format, the online component being Introduction to Numerical Analysis on Coursera.
Learning Objectives
- The main objective for the course is the development of students' skills of designing and implementing computational models with Python programming language (or other high level programming language of the student's choice), and using contemporary development tools.
Expected Learning Outcomes
- Upon successful completion of the course, a student will be able to •Demonstrate the ability to analyse information and synthesise mathematical models. •Demonstrate the ability of self-directed learning. •Demonstrate the ability to develop non-trivial computational algorithms based on specialized literature and implement them in software. •Use modern development environments, tools and software packages. •Independently develop computational models.
Course Contents
- The subject of numerical analysis. Building computational pipelines.
- Numerical linear algebra
- Integration of functions. Methods of solving integral equations.
- Building compiled extensions for Python programming language.
- Finite difference schemes for solving ordinary differential equations.