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What is Scientific . . . What’s in a Name? Why Numerical . . . Grand Challenges From Phenomena to . . . Mathematical Modelling Levels of Point of View What else has to be . . . Numerical Treatment . . . What else has to be . . . Literature Page 1 of 20 Introduction to Scientific Computing 1. Definition Miriam Mehl Introduction to Scientific Computing What is Scientific Computing? October 28, 2002
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Page 1: Introduction to Scientific Computing · 2006-04-20 · Introduction to Scientific Computing 1. Definition Miriam Mehl References [1] Walter Gander and Jiˇri H ˇrebí cek.ˇ Solving

What is Scientific . . .

What’s in a Name?

Why Numerical . . .

Grand Challenges

From Phenomena to . . .

Mathematical Modelling

Levels of Point of View

What else has to be . . .

Numerical Treatment . . .

What else has to be . . .

Literature

Page 1 of 20

Introduction to Scientific Computing

1. DefinitionMiriam Mehl

Introduction to Scientific Computing

What is Scientific Computing?

October 28, 2002

Page 2: Introduction to Scientific Computing · 2006-04-20 · Introduction to Scientific Computing 1. Definition Miriam Mehl References [1] Walter Gander and Jiˇri H ˇrebí cek.ˇ Solving

What is Scientific . . .

What’s in a Name?

Why Numerical . . .

Grand Challenges

From Phenomena to . . .

Mathematical Modelling

Levels of Point of View

What else has to be . . .

Numerical Treatment . . .

What else has to be . . .

Literature

Page 2 of 20

Introduction to Scientific Computing

1. DefinitionMiriam Mehl

1. What is Scientific Computing?

• mathematical and informatical basis of numerical simulation

• reconstruction or prediction of phenomena and processes, esp.from science and engineering, on supercomputers

• third way to obtain knowledge apart from theory and experiment

?

Exp

erim

ent

Sim

ula

tio

n

Th

eory

• transdisciplinary: mathematics + informatics + field of applica-tion!!

• Objectives depend on concrete task of simulation:

– reconstructand understandknown scenarios (natural disas-ters)

– optimizeknown scenarios (technical processes)

– predictunknown scenarios (weather, new materials)

Page 3: Introduction to Scientific Computing · 2006-04-20 · Introduction to Scientific Computing 1. Definition Miriam Mehl References [1] Walter Gander and Jiˇri H ˇrebí cek.ˇ Solving

What is Scientific . . .

What’s in a Name?

Why Numerical . . .

Grand Challenges

From Phenomena to . . .

Mathematical Modelling

Levels of Point of View

What else has to be . . .

Numerical Treatment . . .

What else has to be . . .

Literature

Page 3 of 20

Introduction to Scientific Computing

1. DefinitionMiriam Mehl

2. What’s in a Name?

• Scientific computing?

• scientific and engineering computing?

• computational science and engineering?

• simulation?

A chemist’s provoking question:

What the hell is nonscientific computing?

The scientific computer’s answer:

What you do, for example!

Page 4: Introduction to Scientific Computing · 2006-04-20 · Introduction to Scientific Computing 1. Definition Miriam Mehl References [1] Walter Gander and Jiˇri H ˇrebí cek.ˇ Solving

What is Scientific . . .

What’s in a Name?

Why Numerical . . .

Grand Challenges

From Phenomena to . . .

Mathematical Modelling

Levels of Point of View

What else has to be . . .

Numerical Treatment . . .

What else has to be . . .

Literature

Page 4 of 20

Introduction to Scientific Computing

1. DefinitionMiriam Mehl

3. Why Numerical Simulations?

3.1. since experiments are sometimes impossible:

• astrophysics: life cycle of galaxies etc.

• geophysics: displacement of the earth’s magnetic field

(movie)

Page 5: Introduction to Scientific Computing · 2006-04-20 · Introduction to Scientific Computing 1. Definition Miriam Mehl References [1] Walter Gander and Jiˇri H ˇrebí cek.ˇ Solving

What is Scientific . . .

What’s in a Name?

Why Numerical . . .

Grand Challenges

From Phenomena to . . .

Mathematical Modelling

Levels of Point of View

What else has to be . . .

Numerical Treatment . . .

What else has to be . . .

Literature

Page 5 of 20

Introduction to Scientific Computing

1. DefinitionMiriam Mehl

• climate research: Gulf Stream, greenhouse effect etc.

• weather forecast: tornadoes – where, when, and how strong?

Page 6: Introduction to Scientific Computing · 2006-04-20 · Introduction to Scientific Computing 1. Definition Miriam Mehl References [1] Walter Gander and Jiˇri H ˇrebí cek.ˇ Solving

What is Scientific . . .

What’s in a Name?

Why Numerical . . .

Grand Challenges

From Phenomena to . . .

Mathematical Modelling

Levels of Point of View

What else has to be . . .

Numerical Treatment . . .

What else has to be . . .

Literature

Page 6 of 20

Introduction to Scientific Computing

1. DefinitionMiriam Mehl

• security: 1993 bomb attack in the World Trade Center

• propagation of harmful substances

• economics: development of the stock market etc.

• medicine: adaptive materials in implants

Page 7: Introduction to Scientific Computing · 2006-04-20 · Introduction to Scientific Computing 1. Definition Miriam Mehl References [1] Walter Gander and Jiˇri H ˇrebí cek.ˇ Solving

What is Scientific . . .

What’s in a Name?

Why Numerical . . .

Grand Challenges

From Phenomena to . . .

Mathematical Modelling

Levels of Point of View

What else has to be . . .

Numerical Treatment . . .

What else has to be . . .

Literature

Page 7 of 20

Introduction to Scientific Computing

1. DefinitionMiriam Mehl

3.2. since experiments are sometimes very unwelcome

• the bad guy: tests of nuclear weapons

• statics: stability of buildings etc.

Page 8: Introduction to Scientific Computing · 2006-04-20 · Introduction to Scientific Computing 1. Definition Miriam Mehl References [1] Walter Gander and Jiˇri H ˇrebí cek.ˇ Solving

What is Scientific . . .

What’s in a Name?

Why Numerical . . .

Grand Challenges

From Phenomena to . . .

Mathematical Modelling

Levels of Point of View

What else has to be . . .

Numerical Treatment . . .

What else has to be . . .

Literature

Page 8 of 20

Introduction to Scientific Computing

1. DefinitionMiriam Mehl

3.3. since experiments are sometimes rather unwelcome

• natural disasters: avalanches

• security: effects of car bombs

Page 9: Introduction to Scientific Computing · 2006-04-20 · Introduction to Scientific Computing 1. Definition Miriam Mehl References [1] Walter Gander and Jiˇri H ˇrebí cek.ˇ Solving

What is Scientific . . .

What’s in a Name?

Why Numerical . . .

Grand Challenges

From Phenomena to . . .

Mathematical Modelling

Levels of Point of View

What else has to be . . .

Numerical Treatment . . .

What else has to be . . .

Literature

Page 9 of 20

Introduction to Scientific Computing

1. DefinitionMiriam Mehl

3.4. since experiments are sometimes extremely costly

• influence of radiation on the genetic makeup

• analysis and study of proteins

Page 10: Introduction to Scientific Computing · 2006-04-20 · Introduction to Scientific Computing 1. Definition Miriam Mehl References [1] Walter Gander and Jiˇri H ˇrebí cek.ˇ Solving

What is Scientific . . .

What’s in a Name?

Why Numerical . . .

Grand Challenges

From Phenomena to . . .

Mathematical Modelling

Levels of Point of View

What else has to be . . .

Numerical Treatment . . .

What else has to be . . .

Literature

Page 10 of 20

Introduction to Scientific Computing

1. DefinitionMiriam Mehl

• Molecular dynamics: crystal structure, macromolecules

Page 11: Introduction to Scientific Computing · 2006-04-20 · Introduction to Scientific Computing 1. Definition Miriam Mehl References [1] Walter Gander and Jiˇri H ˇrebí cek.ˇ Solving

What is Scientific . . .

What’s in a Name?

Why Numerical . . .

Grand Challenges

From Phenomena to . . .

Mathematical Modelling

Levels of Point of View

What else has to be . . .

Numerical Treatment . . .

What else has to be . . .

Literature

Page 11 of 20

Introduction to Scientific Computing

1. DefinitionMiriam Mehl

3.5. since simulations are sometimes just cheaper or faster,resp.

• aerodynamics, turbulence: objects in a wind tunnel and so on

• process engineering: stirring and mixing processes

Page 12: Introduction to Scientific Computing · 2006-04-20 · Introduction to Scientific Computing 1. Definition Miriam Mehl References [1] Walter Gander and Jiˇri H ˇrebí cek.ˇ Solving

What is Scientific . . .

What’s in a Name?

Why Numerical . . .

Grand Challenges

From Phenomena to . . .

Mathematical Modelling

Levels of Point of View

What else has to be . . .

Numerical Treatment . . .

What else has to be . . .

Literature

Page 12 of 20

Introduction to Scientific Computing

1. DefinitionMiriam Mehl

• car industry: vehicle dynamics, elk test

• car industry: crash tests

Page 13: Introduction to Scientific Computing · 2006-04-20 · Introduction to Scientific Computing 1. Definition Miriam Mehl References [1] Walter Gander and Jiˇri H ˇrebí cek.ˇ Solving

What is Scientific . . .

What’s in a Name?

Why Numerical . . .

Grand Challenges

From Phenomena to . . .

Mathematical Modelling

Levels of Point of View

What else has to be . . .

Numerical Treatment . . .

What else has to be . . .

Literature

Page 13 of 20

Introduction to Scientific Computing

1. DefinitionMiriam Mehl

4. US Government: Grand Challenges

• climate research

• combustion

• automobile development

• aircraft design

• electronic design automation

• biology and medicine

• chemistry and physics

• material science

• financial engineering

• . . .

Page 14: Introduction to Scientific Computing · 2006-04-20 · Introduction to Scientific Computing 1. Definition Miriam Mehl References [1] Walter Gander and Jiˇri H ˇrebí cek.ˇ Solving

What is Scientific . . .

What’s in a Name?

Why Numerical . . .

Grand Challenges

From Phenomena to . . .

Mathematical Modelling

Levels of Point of View

What else has to be . . .

Numerical Treatment . . .

What else has to be . . .

Literature

Page 14 of 20

Introduction to Scientific Computing

1. DefinitionMiriam Mehl

5. From Phenomena to Predictions

phenomenon, process etc.

mathematical model?

modelling

numerical algorithm?

numerical treatment

simulation code?

implementation

results to interpret?

visualization

�����

HHHHj embedding

statement tool

-

-

-validation

Page 15: Introduction to Scientific Computing · 2006-04-20 · Introduction to Scientific Computing 1. Definition Miriam Mehl References [1] Walter Gander and Jiˇri H ˇrebí cek.ˇ Solving

What is Scientific . . .

What’s in a Name?

Why Numerical . . .

Grand Challenges

From Phenomena to . . .

Mathematical Modelling

Levels of Point of View

What else has to be . . .

Numerical Treatment . . .

What else has to be . . .

Literature

Page 15 of 20

Introduction to Scientific Computing

1. DefinitionMiriam Mehl

6. Mathematical Modelling

model as a (simplifying) formal abstraction of reality

issues when deriving a mathematical model:

– Which quantities have some influence, and how importantis it?

– What relations exist between them? "Which type of mathe-matics?"

– What is the given task (solve, optimize, etc.)?

issues when analyzing a mathematical model:

– What can be said about existence and uniqueness of solu-tions?

– Do the results depend continuously on the input data?

– How accurate is the model, what can be represented?

– Is the model well-suited for a numerical treatment?

There is not one correct model, but several possible!

model hierarchy: accuracy vs. complexity

example: simulations concerning man

Page 16: Introduction to Scientific Computing · 2006-04-20 · Introduction to Scientific Computing 1. Definition Miriam Mehl References [1] Walter Gander and Jiˇri H ˇrebí cek.ˇ Solving

What is Scientific . . .

What’s in a Name?

Why Numerical . . .

Grand Challenges

From Phenomena to . . .

Mathematical Modelling

Levels of Point of View

What else has to be . . .

Numerical Treatment . . .

What else has to be . . .

Literature

Page 16 of 20

Introduction to Scientific Computing

1. DefinitionMiriam Mehl

7. Simulating Men: Levels of Point of View

issue level of resolution model basis (e.g.!)global increasein population

countries, regions population dynamics

local increase inpopulation

villages, individuals population dynamics

man circulations, organs system simulatorblood circulation pump/channels/valves network simulatorheart blood cells continuumcell macro molecules continuummacromolecules

atoms molecular dynamics

atoms electrons or finer quantum mechanics

Page 17: Introduction to Scientific Computing · 2006-04-20 · Introduction to Scientific Computing 1. Definition Miriam Mehl References [1] Walter Gander and Jiˇri H ˇrebí cek.ˇ Solving

What is Scientific . . .

What’s in a Name?

Why Numerical . . .

Grand Challenges

From Phenomena to . . .

Mathematical Modelling

Levels of Point of View

What else has to be . . .

Numerical Treatment . . .

What else has to be . . .

Literature

Page 17 of 20

Introduction to Scientific Computing

1. DefinitionMiriam Mehl

8. What else has to be done?

In practice, models can typically not be solved analytically

numerical (approximate and computer-based) methods!

the numerical part is non-trivial:

– often complicated geometries (seeping processes in soil)

– often changing geometries (a sail in the wind)

– accuracy requirements force a high resolution of the do-main

– also higher dimensional problems:

– quantum mechanics: d=6,9,12,... , finance: d=365

– time dependence (unsteady phenomena)

– high memory requirements

– often poor convergence of standard methods (long run times)

– multiscale phenomena (turbulent flows)

Page 18: Introduction to Scientific Computing · 2006-04-20 · Introduction to Scientific Computing 1. Definition Miriam Mehl References [1] Walter Gander and Jiˇri H ˇrebí cek.ˇ Solving

What is Scientific . . .

What’s in a Name?

Why Numerical . . .

Grand Challenges

From Phenomena to . . .

Mathematical Modelling

Levels of Point of View

What else has to be . . .

Numerical Treatment . . .

What else has to be . . .

Literature

Page 18 of 20

Introduction to Scientific Computing

1. DefinitionMiriam Mehl

9. Numerical Treatment of Models

many approximations and compromises:

numbers fixed number of digits instead of real numbers

functions approximating polynomials instead of series

domains polygonally bounded, restriction to grid points

operators difference quotients instead of derivatives

function spacesonly finite-dimensional

requirements to be fulfilled by numerical algorithms:

efficient high accuracy with moderate storage investment

fast the approximate solution is computed in short time

stable no significant/qualitative errors in the results

robust can be applied for a large class of problems

main tasks:

– derive the discretized equations

– solve the resulting discrete system of equations

Page 19: Introduction to Scientific Computing · 2006-04-20 · Introduction to Scientific Computing 1. Definition Miriam Mehl References [1] Walter Gander and Jiˇri H ˇrebí cek.ˇ Solving

What is Scientific . . .

What’s in a Name?

Why Numerical . . .

Grand Challenges

From Phenomena to . . .

Mathematical Modelling

Levels of Point of View

What else has to be . . .

Numerical Treatment . . .

What else has to be . . .

Literature

Page 19 of 20

Introduction to Scientific Computing

1. DefinitionMiriam Mehl

10. What else has to be done?

a numerical algorithm is not yet an efficient code

the implementation is crucial:

– platform microprocessor: pipelining, cache memory

– platform supercomputer: vector/parallel/vector-parallel/cluster,distributed/shared/virtually shared memory

– suitable data structures and organization principles (hierar-chy, recurrences)

– potential of (automated) parallelization, communication

– today: software engineering important in simulation con-text, too

“MATLAB-numerics” is not sufficient for doing relevant numeri-cal simulations!

we need “plug-and-play tools”: embedding

interpretation of tons of data requires visualization

Page 20: Introduction to Scientific Computing · 2006-04-20 · Introduction to Scientific Computing 1. Definition Miriam Mehl References [1] Walter Gander and Jiˇri H ˇrebí cek.ˇ Solving

What is Scientific . . .

What’s in a Name?

Why Numerical . . .

Grand Challenges

From Phenomena to . . .

Mathematical Modelling

Levels of Point of View

What else has to be . . .

Numerical Treatment . . .

What else has to be . . .

Literature

Page 20 of 20

Introduction to Scientific Computing

1. DefinitionMiriam Mehl

References

[1] Walter Gander and Jiri Hrebícek. Solving Problems in ScientificComputing Using Maple and MATLAB. Springer-Verlag, Berlin,Germany / Heidelberg, Germany / London, UK / etc., secondedition, 1995.

[2] Werner Krabs. Mathematische Modellierung. Eine Einführung indie Problematik. Teubner-Verlag, 1997.

[3] Gene H. Golub and James M. Ortega. Scientific Computing andDifferential Equations. Academic Press, Boston, MA, USA, 1992.

[4] Jack J. Dongarra, Iain S. Duff, Danny C. Sorensen, and Henk A.van der Vorst. Numerical linear algebra for high-performancecomputers. Society for Industrial and Applied Mathematics(SIAM), Philadelphia, PA, USA, 1998.

[5] Kai Hwang. Advanced Computer Architecture: Parallelism, Scal-ability, Programmability. McGraw-Hill, New York, 1993.

[6] Michael Griebel, Thomas Dornseifer, and Tilman Neunhoeffer.Numerical Simulation in Fluid Dynamics: A Practical Introduc-tion. Society for Industrial and Applied Mathematics (SIAM),Philadelphia, PA, USA, 1997.


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