Applied and computational mathematics

Course Announcement: SF3580 PhD level course in numerical linear algebra

The PhD-level course "Numerical linear algebra" will be offered this term starting in November 2016. This course is primarily intended for PhD students in the graduate program Applied and Computational Mathematics at KTH, and anyone with a background in mathematics, applied mathematics and/or computation is certainly welcome to participate.

If you are interested in participating, please,

send an email to me with your name and personnummer, and
go to the news feed of the course SF2524 and click follow / subscribe.

The course is a superset of the master-level course SF2524 in the sense of homework and lectures. The first lecture is on November 1. Additional lectures only for SF3580 will take place in January. If you are a PhD student and attended SF2524 when you were a master-student, special rules will apply.

The course focus is on theory and computation for algorithms in numerical linear algebra, in particular eigenvalue problems (Krylov methods, QR-method, structured methods), linear systems of equations (GMRES, CG, BiCG), matrix functions (matrix exponential, Schur-Parlett method, Krylov methods, exponential integrators), matrix equations (Lyapunov/Sylester equation, Bartel-Stewart algorithm, KPIK). PhD students are expected to complete the programming tasks of homework in the programming language julia.

The course will contain one individual project either closely related to the material of the course, or the research of the student.

More information can be found on http://people.kth.se/~eliasj/NLA/

Welcome!

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Elias Jarlebring skrev inlägget 3 oktober 2016

Elias Jarlebring korrigerade 3 oktober 2016

Course Announcement: SF3580 PhD level course in numerical linear algebra

The PhD-level course "Numerical linear algebra" will be offered this term starting in November 2016. This course is primarily intended for PhD students in the graduate program Applied and Computational Mathematics at KTH, and anyone with a background in mathematics, applied mathematics and/or computation is certainly welcome to participate.

If you are interested in participating~~: P~~, please,

* send an email to me with your name and personnummer, and
* go to the news feed of the course SF2524 and click follow / subscribe
The course is a superset of the master-level course SF2524 in the sense of homework and lectures. The first lecture is on November 1. Additional lectures only for SF3580 will take place in January. If you are a PhD student and attended SF2524 when you were a master-student, special rules will apply.

The course focus is on theory and computation for algorithms in numerical linear algebra, in particular eigenvalue problems (Krylov methods, QR-method, structured methods), linear systems of equations (GMRES, CG, BiCG), matrix functions (matrix exponential, Schur-Parlett method, Krylov methods, exponential integrators), matrix equations (Lyapunov/Sylester equation, Bartel-Stewart algorithm, KPIK).

The course will contain one individual project either closely related to the material of the course, or the research of the student.

More information can be found on http://people.kth.se/~eliasj/NLA/

Welcome!

Elias Jarlebring korrigerade 3 oktober 2016

Course Announcement: SF3580 PhD level course in numerical linear algebra

The PhD-level course "Numerical linear algebra" will be offered this term starting in November 2016. This course is primarily intended for PhD students in the graduate program Applied and Computational Mathematics at KTH, and anyone with a background in mathematics, applied mathematics and/or computation is certainly welcome to participate.

If you are interested in participating, please,

* send an email to me with your name and personnummer, and
* go to the news feed of the course SF2524 and click follow / subscribe.
The course is a superset of the master-level course SF2524 in the sense of homework and lectures. The first lecture is on November 1. Additional lectures only for SF3580 will take place in January. If you are a PhD student and attended SF2524 when you were a master-student, special rules will apply.

The course focus is on theory and computation for algorithms in numerical linear algebra, in particular eigenvalue problems (Krylov methods, QR-method, structured methods), linear systems of equations (GMRES, CG, BiCG), matrix functions (matrix exponential, Schur-Parlett method, Krylov methods, exponential integrators), matrix equations (Lyapunov/Sylester equation, Bartel-Stewart algorithm, KPIK).

The course will contain one individual project either closely related to the material of the course, or the research of the student.

More information can be found on http://people.kth.se/~eliasj/NLA/

Welcome!

Elias Jarlebring korrigerade 3 oktober 2016

Course Announcement: SF3580 PhD level course in numerical linear algebra

The PhD-level course "Numerical linear algebra" will be offered this term starting in November 2016. This course is primarily intended for PhD students in the graduate program Applied and Computational Mathematics at KTH, and anyone with a background in mathematics, applied mathematics and/or computation is certainly welcome to participate.

If you are interested in participating, please,

* send an email to me with your name and personnummer, and
* go to the news feed of the course SF2524 and click follow / subscribe.
The course is a superset of the master-level course SF2524 in the sense of homework and lectures. The first lecture is on November 1. Additional lectures only for SF3580 will take place in January. If you are a PhD student and attended SF2524 when you were a master-student, special rules will apply.

The course focus is on theory and computation for algorithms in numerical linear algebra, in particular eigenvalue problems (Krylov methods, QR-method, structured methods), linear systems of equations (GMRES, CG, BiCG), matrix functions (matrix exponential, Schur-Parlett method, Krylov methods, exponential integrators), matrix equations (Lyapunov/Sylester equation, Bartel-Stewart algorithm, KPIK). PhD students are expected to complete the homework in the programming language julia.

The course will contain one individual project either closely related to the material of the course, or the research of the student.

More information can be found on http://people.kth.se/~eliasj/NLA/

Welcome!

Elias Jarlebring ändrade rättigheterna 3 oktober 2016

Kan därmed läsas av alla och ändras av elias jarlebring (eliasj@kth.se).

Elias Jarlebring korrigerade 3 oktober 2016

Course Announcement: SF3580 PhD level course in numerical linear algebra

The PhD-level course "Numerical linear algebra" will be offered this term starting in November 2016. This course is primarily intended for PhD students in the graduate program Applied and Computational Mathematics at KTH, and anyone with a background in mathematics, applied mathematics and/or computation is certainly welcome to participate.

If you are interested in participating, please,

* send an email to me with your name and personnummer, and
* go to the news feed of the course SF2524 and click follow / subscribe.
The course is a superset of the master-level course SF2524 in the sense of homework and lectures. The first lecture is on November 1. Additional lectures only for SF3580 will take place in January. If you are a PhD student and attended SF2524 when you were a master-student, special rules will apply.

The course focus is on theory and computation for algorithms in numerical linear algebra, in particular eigenvalue problems (Krylov methods, QR-method, structured methods), linear systems of equations (GMRES, CG, BiCG), matrix functions (matrix exponential, Schur-Parlett method, Krylov methods, exponential integrators), matrix equations (Lyapunov/Sylester equation, Bartel-Stewart algorithm, KPIK). PhD students are expected to complete the programming tasks of homework in the programming language julia.

The course will contain one individual project either closely related to the material of the course, or the research of the student.

More information can be found on http://people.kth.se/~eliasj/NLA/

Welcome!

Hej,

SeSE is a national initiative which provides courses in topics related to e-Science for PhD students in the nordic countries. The activities of SeSE may be of interest to those PhD students in applied and computational mathematics, in particular those who need further programming. The SeSE-curriculum for Spring 2016 is now available online:

http://sese.nu/courses-spring-2016/

If you want to attend, please see http://sese.nu/information-for-students/. In order to receive updates about the curriculum and courses offered in the future, please sign up on the mailing list: http://sese.nu/subscribe/

Best wishes,

Elias Jarlebring (director of studies of SeSE)

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Elias Jarlebring skrev inlägget 10 december 2015

Graduate course SF3840 Numerical nonlinear programming

I will be giving the graduate course "SF3840 Numerical nonlinear programming" in the autumn of 2014. This course is primarily intended for graduate students in optimization and systems theory, or other graduate students with a good background in optimization.

First lecture will be held Wednesday September 3, 13.15-15.00 in Room 3733, Lindstedtsvägen 25.

For more information, see http://www.math.kth.se/optsyst/forskning/forskarutbildning/SF3840/

Best regards,

Anders

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Anders Forsgren skrev inlägget 25 augusti 2014

Anders Forsgren korrigerade 25 augusti 2014

Graduate course SF3840 Numerical nonlinear programming I will be giving the graduate course "SF3840 Numerical nonlinear programming" in the autumn of 2014. This course is primarily intended for graduate students in optimization and systems theory, or other graduate students with a good background in optimization.

First lecture will be held Wednesday September 3, 13.15-15.00 in Room 3733, Lindstedtsvägen 25.

For more information, see http://www.math.kth.se/optsyst/forskning/forskarutbildning/SF3840/ Best regards, Anders

Anders Forsgren korrigerade 25 augusti 2014

Graduate course SF3840 Numerical nonlinear programming I will be giving the graduate course "SF3840 Numerical nonlinear programming" in the autumn of 2014. This course is primarily intended for graduate students in optimization and systems theory, or other graduate students with a good background in optimization.

First lecture will be held Wednesday September 3, 13.15-15.00 in Room 3733, Lindstedtsvägen 25.

For more information, see http://www.math.kth.se/optsyst/forskning/forskarutbildning/SF3840/ Best regards, Anders

PhD Defense in Applied and Computational Mathematics

Respondent: Albin Fredriksson

Opponent:   Assistant Professor Timothy Chan, University of Toronto
Date:       Wednesday June 5, 2013, 10.00
Place:      F3, Lindstedtsvägen 26

Robust optimization of radiation therapy accounting for geometric uncertainty

Geometric errors may compromise the quality of radiation therapy treatments. Optimization methods that account for errors can reduce their effects.

The first paper of this thesis introduces minimax optimization to account for systematic range and setup errors in intensity-modulated proton therapy. The minimax method optimizes the worst case outcome of the errors within a given set. It is applied to three patient cases and shown to yield improved target coverage robustness and healthy structure sparing compared to conventional methods using margins, uniform beam doses, and density override. Information about the uncertainties enables the optimization to counterbalance the effects of errors.

In the second paper, random setup errors of uncertain distribution — in addition to the systematic range and setup errors — are considered in a framework that enables scaling between expected value and minimax optimization. Experiments on a phantom show that the best and mean case tradeoffs between target coverage and critical structure sparing are similar between the methods of the framework, but that the worst case tradeoff improves with conservativeness.

Minimax optimization only considers the worst case errors. When the planning criteria cannot be fulfilled for all errors, this may have an adverse effect on the plan quality. The third paper introduces a method for such cases that modifies the set of considered errors to maximize the probability of satisfying the planning criteria. For two cases treated with intensity-modulated photon and proton therapy, the method increased the number of satisfied criteria substantially. Grasping for a little less sometimes yields better plans.

In the fourth paper, the theory for multicriteria optimization is extended to incorporate minimax optimization. Minimax optimization is shown to better exploit spatial information than objective-wise worst case optimization, which has previously been used for robust multicriteria optimization.

The fifth and sixth papers introduce methods for improving treatment plans: one for deliverable Pareto surface navigation, which improves upon the Pareto set representations of previous methods; and one that minimizes healthy structure doses while constraining the doses of all structures not to deteriorate compared to a reference plan, thereby improving upon plans that have been reached with too weak planning goals.

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Anders Forsgren skrev inlägget 15 maj 2013

Kick-off 2012 (Internat)

This year's start-up meeting for the PhD program in Applied and Computational Mathematics will take place on September 13-14 at Bergendal www.bergendal.se in Sollentuna. All PhD students and advisors/co-advisors are welcome.

Please sign up by sending an email to Ann-Britt by August 29.

The meeting starts at lunch on Sep 13 and ends at lunch on Sep 14. Bus tranfser will be arranged to and from KTH. As the previous year we will discuss upcoming activities within the program and there will also be room for social activities.

Welcome

Henrik

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Administratör Henrik Hult skrev inlägget 24 augusti 2012

Course announcement

A graduate course on Inverse Problems will start on Tuesday September 11th at 13.15-15 in room 3733, KTH (math).
The goal of the course is that the students will understand basic mathematicaland numerical methods to solve inverse problems related to partial differential equations.
More information is on http://www.math.kth.se/~szepessy/invers_2012.html
Welcome!Anders Szepessy

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Administratör Henrik Hult skrev inlägget 23 augusti 2012

Course announcement

Filip Lindskog will give a PhD course on discrete Markov chains during the fall semester. Please find detailed information about the course below and at http://www.math.kth.se/matstat/fofu/markov.htm

Markov Chains (7.5 credits)

Examiner: Filip Lindskog

Preliminary schedule:
5 September, 1505-1700, Chapter 1
20 September, 1005-1200, Chapter 2
4 October, 1005-1200, Chapter 3
18 October, 1005-1200, Chapter 4
1 November, 1505-1700, Chapter 5

Place: All meetings take place in room 3733, Department of Mathematics, KTH, Lindstedtsväg 25, floor 7.

Examination: Assignments.

Course description:

A reading course based on the book "Markov Chains" by J. R. Norris.

To each meeting you should solve at least two problem per section from the current chapter, write down the solutions and bring them.

During the meeting we discuss the material (main results, ideas, interesting proofs etc) and you present solutions to problems from the book.

Literature:

J. R. Norris: Markov Chains, Cambridge Series in Statistical and Probabilistic Mathematics, Cambridge University Press.

Anmäl missbruk

Administratör Henrik Hult skrev inlägget 22 augusti 2012

Administratör Henrik Hult ändrade rättigheterna 22 augusti 2012

Kan därmed läsas av alla och ändras av henrik hult (hult@kth.se).

DISSERTATION

On Friday May 4, Anders Möller is defending his thesis titled: "Modeling and stability analysis of rate and power control systems in wireless communication networks".

Tid: Fr 2012-05-04 kl 10.00

Plats: Sal F3, Lindstedtsvägen 26, KTH

Ämnesområde: Tillämpad matematik och beräkningsmatematik

Respondent: Anders Möller

Opponent: Professor John Baillieul, Intelligent Mechatronics Laboratory, Boston University, USA

Handledare: Professor Xiaoming Hu

WELCOME
Henrik

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Administratör Henrik Hult skrev inlägget 23 april 2012

COURSE ANNOUNCEMENT: COMBINATORIAL OPTIMIZATION

Hi all,

Starting February 15, I will give the following Course:

Combinatorial Optimization

The course aims to give a foundation of advanced techniques that lead to efficient exactalgorithms. After an introduction to fundamental polyhedral concepts such asinteger polyhedra and their connection to totally unimodular matrices, thecourse focuses on matroids and their connection to greedy algorithms. The lastpart of the course introduces expander graphs from a combinatorial optimizationpoint of view.
The course website is http://www.csc.kth.se/~moemke/co12/index.html
The main resource for the course will be the book "Combinatorial Optimization: Polyhedra and Efficiency" written by Alexander Schrijver.There are, however, sufficient alternative resources available.
Best regards,

Tobias Mömke

Address: Room 1419, Floor 4, Osquars backe 2
Phone: +46 (0) 8 790 6286
Webpage: http://www.csc.kth.se/~moemke/

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Tobias Mömke skrev inlägget 31 januari 2012

Tobias Mömke korrigerade 31 januari 2012

COURSE ANNOUNCEMENT: COMBINATORIAL OPTIMIZATION

Hi all,

Starting February 15, I will give the following Course:

Combinatorial Optimization¶

The course aims to give a foundation of advanced techniques that lead to efficient exactalgorithms. After an introduction to fundamental polyhedral concepts such asinteger polyhedra and their connection to totally unimodular matrices, thecourse focuses on matroids and their connection to greedy algorithms. The lastpart of the course introduces expander graphs from a combinatorial optimizationpoint of view.The course website ishttp://www.csc.kth.se/~moemke/co12/index.html The main resource for the course will be the book"Combinatorial Optimization: Polyhedra and Efficiency" written by Alexander Schrijver.There are, however, sufficient alternative resources available. Best regards,¶

Tobias Mömke¶

Address: Room 1419, Floor 4, Osquars backe 2Phone: +46 (0) 8 790 6286Webpage: http://www.csc.kth.se/~moemke/

~~¶ ¶~~

Tobias Mömke korrigerade 31 januari 2012

COURSE ANNOUNCEMENT: COMBINATORIAL OPTIMIZATION

¶

Hi all,

Starting February 15, I will give the following Course:

Combinatorial Optimization

The course aims to give a foundation of advanced techniques that lead to efficient exactalgorithms. After an introduction to fundamental polyhedral concepts such asinteger polyhedra and their connection to totally unimodular matrices, thecourse focuses on matroids and their connection to greedy algorithms. The lastpart of the course introduces expander graphs from a combinatorial optimizationpoint of view.The course website ishttp://www.csc.kth.se/~moemke/co12/index.html The main resource for the course will be the book"Combinatorial Optimization: Polyhedra and Efficiency" written by Alexander Schrijver.There are, however, sufficient alternative resources available. Best regards,

Tobias Mömke

Address: Room 1419, Floor 4, Osquars backe 2Phone: +46 (0) 8 790 6286Webpage: http://www.csc.kth.se/~moemke/

Tobias Mömke korrigerade 31 januari 2012

COURSE ANNOUNCEMENT: COMBINATORIAL OPTIMIZATION

Hi all,

Starting February 15, I will give the following Course:

Combinatorial Optimization

The course aims to give a foundation of advanced techniques that lead to efficient exactalgorithms. After an introduction to fundamental polyhedral concepts such asinteger polyhedra and their connection to totally unimodular matrices, thecourse focuses on matroids and their connection to greedy algorithms. The lastpart of the course introduces expander graphs from a combinatorial optimizationpoint of view.The course website is http://www.csc.kth.se/~moemke/co12/index.html The main resource for the course will be the book "Combinatorial Optimization: Polyhedra and Efficiency" written by Alexander Schrijver.There are, however, sufficient alternative resources available. Best regards,

Tobias Mömke

Address: Room 1419, Floor 4, Osquars backe 2Phone: +46 (0) 8 790 6286Webpage: http://www.csc.kth.se/~moemke/

Hi all,

Anders Forsgren suggested that I post this announcement here, so here goes.

I just wanted to let you know, with somewhat short forward notice, about a course in theoretical computer science with some fun math titled "Current Research in Proof Complexity". This course will start in late October/early November and run through the winter.

A brief summary of the course follows below. More info can be found at the course webpage www.csc.kth.se/~jakobn/teaching/proofcplx11.

Please drop a line to jakobn at kth dot se if you are interested in taking the course (and to vote on the schedule, which is currently being determined by a Doodle poll). Also, feel free to contact me (by e-mail, phone or in person — see below) if you have any questions.

The course will be given in periods 2 and 3. There will probably be an average of one two-hour lecture a week, but some weeks will have two lectures and some weeks none due to travelling.

This course is open to anyone, but the main target audience are grad students and advanced undergrads. Some background in computational complexity theory and/or discrete mathematics will probably be helpful, but all that should really be needed is "mathematical maturity" and a willingness to learn new stuff. Although there are no real formal prerequisites, it should be noted that this will probably be a somewhat demanding course (but hopefully even more fun).

Very simply put, proof complexity can be said to be the study of how to provide a short and efficiently verifiable certificate of the fact that a given propositional logic formula is unsatisfiable. Note that for satisfiable formulas there are very succinct certificates — just list a satisfying assignment — but for unsatisfiable formulas it is not quite clear what to do.

It is widely believed that it is not possible in general to give short certificates for unsatisfiable formulas, which if proven would imply P ≠ NP. One important research direction in proof complexity is to approach this distant goal by establishing lower bounds for stronger and stronger proof systems.

Another reason to study proof complexity is to understand the potential and limitations of algorithms for the satisfiability problem (SAT solvers), which typically use some proof system to deduce whether the formula is satisfiable or unsatisfiable. The course will have a slight bias towards this second reason, and will therefore focus on proof systems that are especially interesting from a SAT solving perspective.

With best regards,
Jakob Nordström

Jakob Nordström, KTH Royal Institute of Technology
Address: KTH CSC, Osquars backe 2, office 4420, 100 44 Stockholm, Sweden
Phone: +46 8 790 62 42 (office), +46 70 742 21 98 (cell)
Webpage: http://www.csc.kth.se/~jakobn/

Anmäl missbruk

Jakob Nordström skrev inlägget 23 september 2011

Jakob Nordström korrigerade 23 september 2011

Hi all,

Anders Forsgren suggested that I post this announcement here, so here goes.

I just wanted to let you know, with somewhat short forward notice, about a course in theoretical computer science with some fun math titled "Current Research in Proof Complexity". This course will start in late October/early November and run through the winter.

A brief summary of the course follows below. More info can be found at the course webpage www.csc.kth.se/~jakobn/teaching/proofcplx11.

Please drop me a line to jakobn at kth dot se if you are interested in taking the course (and to vote on the schedule, which is currently being determined by a Doodle poll). Also, feel free to contact me (by e-mail, phone or in person — see below) if you have any questions.

The course will be given in periods 2 and 3. There will probably be an average of one two-hour lecture a week, but some weeks will have two lectures and some weeks none due to travelling.

This course is open to anyone, but the main target audience are grad students and advanced undergrads. Some background in computational complexity theory and/or discrete mathematics will probably be helpful, but all that should really be needed is "mathematical maturity" and a willingness to learn new stuff. Although there are no real formal prerequisites, it should be noted that this will probably be a somewhat demanding course (but hopefully even more fun).

Very simply put, proof complexity can be said to be the study of how to provide a short and efficiently verifiable certificate of the fact that a given propositional logic formula is unsatisfiable. Note that for satisfiable formulas there are very succinct certificates — just list a satisfying assignment — but for unsatisfiable formulas it is not quite clear what to do.

It is widely believed that it is not possible in general to give short certificates for unsatisfiable formulas, which if proven would imply P ≠ NP. One important research direction in proof complexity is to approach this distant goal by establishing lower bounds for stronger and stronger proof systems.

Another reason to study proof complexity is to understand the potential and limitations of algorithms for the satisfiability problem (SAT solvers), which typically use some proof system to deduce whether the formula is satisfiable or unsatisfiable. The course will have a slight bias towards this second reason, and will therefore focus on proof systems that are especially interesting from a SAT solving perspective.

With best regards,Jakob NordströmJakob Nordström, KTH Royal Institute of TechnologyAddress: KTH CSC, Osquars backe 2, office 4420, 100 44 Stockholm, SwedenPhone: +46 8 790 62 42 (office), +46 70 742 21 98 (cell)Webpage: http://www.csc.kth.se/~jakobn/

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Graduate course SF3840 Numerical nonlinear programming

Course announcement

Course announcement

Markov Chains (7.5 credits)

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