Lecturer Prof. Petros Koumoutsakos 
Class Times  
Wim van Rees, CAB F84, wvanrees_AT_inf.ethz.ch 
Rajdeep Deb, CAB H83.1, debr_AT_student.ethz.ch
Mattia Gazzola, CAB F84, mgazzola_AT_inf.ethz.ch
Eduardo Cruz-Chu, CAB F84, eduardo.cruz_AT_inf.ethz.ch




week Monday Thursday
1 (19/09) Introduction (slides)
2 (26/09) Multipoles I homework class (slides)
3 (03/10) Multipoles II (FMM boxes: slides) homework class
4 (10/10) Multigrid I Multigrid II
5 (17/10) homework class (slides) Multigrid III (slides)
6 (24/10) homework class Multigrid IV
7 (31/10) homework class Wavelets I
8 (07/11) homework class (slides) Wavelets II
9 (14/11) Stochastics I homework class
10 (21/11) homework class Stochastics II (slides)
11 (28/11) homework class (slides) (white bg) Stochastics III (slides: see week 10)
12 (05/12) homework class Equation Free
13 (12/12) homework class HMM I
14 (19/12) homework class EXAM

Course notes: 

last update: December 21st (only changed the 2nd equation on page 50 with respect to the December 12th version)


Homework 1 – Multipoles (due October 17th): pdf
How to visualize particles using Paraview: pdf
Homework 1 – Solution code: zip

Homework 2 – Multigrid (due November 7th): pdf, code: zip
Homework 2 – Solution: pdf, code: zip

Homework 3 – Wavelets (due November 24th): pdf, code: zip, images: zip
Homework 3 – Solution: pdf, code: zip

Homework 4 – Stochastics (due December 8th): pdf, code: zip
Homework 4 – Solution: pdf, code: zip


– Principles of Multiscale Modeling, E, Weinan, Cambridge University Press, 2011

– R-leaping: Accelerating the stochastic simulation algorithm by reaction leaps.   A. Auger, P. Chatelain, P. Koumoutsakos., JCP 2006 (pdf)

– Approximate accelerated stochastic simulation of chemically reacting systems, Gillespie, D.T., JCP 2001 (pdf)
– Exact stochastic simulation of coupled chemical reactions, Gillespie, D.T., JPC 1977 (pdf)
– A general method for numerically simulating the stochastic time evolution of coupled chemical reactions, Gillespie, D.T., JCP 1976 (pdf)
– A new algorithm for Monte Carlo simulation of Ising spin systems, Bortz, A.B., Kalos, M.H. and Lebowitz, J.L., JCP 1975 (pdf)
– The Master Equation, Hizanidis, J. (2002): pdf

– Factoring Wavelet Transforms into Lifting Steps, Daubechies, I. and Sweldens, W.: pdf
– Building your own wavelets at home, Schröder, P. and Sweldens, W.: pdf
– Wavelets for Computer Graphics: a Primer, Stollnitz, E. et. al.: pdf 

– A Multigrid Tutorial, slides. Briggs, W.L., Henson, V.E. and McCormick, S.: pdf

– A fast algorithm for particle simulations, 1987. Greengard, L. and Rokhlin, V., J. Comp. Phys.: link (accessible within ETH domain)

– Netlogo, a multi-agent programmable modeling environment: link