Computational Sciences Center

Summer semester 2019

Mathematisches Seminar

  •  Numerical methods for partial differential equations
    Voraussetzungen: Höhere Mathematik; Programmierkenntnisse in C
    Inhalte: Finite-Differenzen-Methoden für elliptische Differentialgleichungen, Konsistenz, Stabilität, Konvergenz, Linienmethode für die Wärmeleitungs- und die Wellengleichung, Grundlagen der Finite-Elemente-Methode

  •  Computational Finance
    Voraussetzungen: Kenntnisse in Stochastik und Analysis
    Inhalte: In finanzmathematischen Anwendungen werden die numerische Berechnung von Erwartungswerten mit verschiedenen Methoden betrachtet: Monte-Carlo-Simulation und Simulation stochastischer Differentialgleichungen, Laplace- und Fouriertransformation, finite Differenzenmethode, Binomialgitter. Ferner kommen der Ito-Kalkül und das zu freien Randwertproblemen führende optimale Stoppen zu Sprache.

Institut für Informatik

  •  Computer Science in Ocean and Climate Research
    Required: Basic calculus and linear algebra; programming skills in an arbitrary language.
    Content: Basic structure of ocean and climate simulations; software tools and languages; treatment of data; parameter estimates; data science
  •  Optimization and Data Science
    Required: Basic calculus and linear algebra; programming skills in an arbitrary language.
    Content: Data analysis and statistics; data assimilation; optimization and uncertainty quantification; optimization aspects of machine learning; principles of good scientific programming

Institut für Elektrotechnik und Informationstechnik

  •  Adaptive Filters
    Required: Basics in system theory
    Content: Signal properties and cost functions; Wiener filter and principle of orthogonality; linear prediction; RLS algorithm; LMS algorithms and its normalized version; affine projection algorithm; control of adaptive filters; efficient processing structures; applications of linear prediction

Institut für Materialwissenschaft

  • Computational modeling of inelastic material behavior
    Required: Higher mathematics
    Contents: Introduction to nonlinear/inelastic material modeling with a special focus on plasticity; numerical treatment of the related constitutive equations.
  • Nonlinear finite element methods
    Required: Higher mathematics
    Contents: Introduction to nonlinear finite element methods with a focus on mechanical applications involving large deformations (e.g., rubber elasticity)

Institut für Volkswirtschaftslehre

  •  Agent-based Models
    Required: Higher Mathematics
    Contents: Social Interactions and Opinion Formation of Agents; Stochastic Models of Interacting Agents; Structure and Quantitative Modeling Concepts; Agents with Artificial Intelligence