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Technische Universität München, Center for Mathematics

Lecture

Optimization with Partial Differential Equations

Prof. Dr. Michael Ulbrich

Winter Semester 2015/16


Contents - News - Dates - Lecture Notes - Exercises - Exam - Literature


Contents of the Lecture

The optimization and inversion of complex systems that are described by partial differential equations (PDEs) is a highly important field of applied mathematics with many applications in science and engineering. This course gives an introduction to modern methods of optimization and optimal control, which are ideally suited to the occurring problems. Tools from functional analysis will be used to derive the theoretical foundations and solution methods for optimization problems with PDEs. Numerical aspects and illustrative examples will also be part of the lecture.

Module number: MA5515. The module description can be found here.

Prerequisites: MA2503 (Nichtlineare Optimierung: Grundlagen), MA3503 (Nonlinear Optimization: Advanced), highly recommended: MA3001 (Functional Analysis)

News

2016-03-09 More information about the resit exam is available (see Exam).
2016-02-25 Note that the resit exam will be an oral exam. More information will be provided here.
2016-02-25 The exam has been marked. Grades are published via TUMonline. The exam inspection takes place on February, 29th (see Exam).
2016-02-10 The lecture notes have been updated. Their final version is online now.
2016-02-05 We would like to announce two interesting courses: the Case Studies in Nonlinear Optimization next semester and the computer course (Rechnerpraktikum) in March.
2016-02-02 The lecture notes have been updated.
2016-02-02 The solution of the seventh exercise sheet has been uploaded.
2016-01-27 The seventh exercise sheet has been updated (due to a small mistake in exercise 7.1).
2016-01-26 The lecture notes have been updated.
2016-01-25 The seventh exercise sheet has been uploaded. It will be discussed in the exercise classes on January 26th and February 1st.
2016-01-25 The solution of the sixth exercise sheet has been uploaded.
2016-01-19 The lecture notes have been updated.
2016-01-04 The lecture notes have been updated.
2015-12-23 The solution of the fifth exercise sheet and the sixth exercise sheet have been uploaded. The latter will be discussed in the exercise classes on January 12th and January 18th.
2015-12-15 The lecture is cancelled on December 23rd, 2015. It will be substituted by extending the remaining lectures in 2016 suitably.
2015-12-15 The lecture notes have been updated.
2015-12-11 The solution of the fourth exercise sheet and the fifth exercise sheet have been uploaded. The latter will be discussed in the exercise classes on December 15th and December 21st.
2015-12-08 The lecture notes have been updated.
2015-11-30 The lecture notes have been updated.
2015-11-25 The solution of the third exercise sheet and the fourth exercise sheet have been uploaded. The latter will be discussed in the exercise classes on December 1st and December 7th.
2015-11-24 The lecture notes have been updated.
2015-11-17 Some typing errors in exercise 3.1 have been corrected.
2015-11-17 The lecture notes have been updated.
2015-11-11 Date, time, location and the regulations of the main exam and the resit exam are fixed now (see Exam).
2015-11-11 The solution of the second exercise sheet and the third exercise sheet have been uploaded. The latter will be discussed in the exercise classes on November 17th and November 23rd.
2015-11-09 The lecture notes have been updated.
2015-10-29 The second exercise sheet has been uploaded. It will be discussed in the exercise classes on November 3rd and November 9th.
2015-10-27 A current version of the lecture notes has been uploaded.
2015-10-26 The solution of the first exercise sheet is online now.
2015-10-26 The exercise classes on Monday (group 2) will start at 2 pm from now on (see Dates).
2015-10-20 The first exercise sheet has been updated (due to a small mistake in exercise 1.4).
2015-10-16 Due to the "Fachschaftsvollversammlung" the lecture is cancelled on October 28th.
2015-10-16 The first exercise sheet has been uploaded. It will be discussed in the exercise classes on October 20th and October 26th.
2015-10-13 The exercise classes will start next week. Time and place are fixed now (see Dates).
2015-09-30 The website of the course is now online. The first lecture will take place on Wednesday, October 14th.

Dates

Lecture
  Wednesday 10:15 - 11:45 00.09.022 Prof. Dr. Michael Ulbrich    

Exercises (biweekly)
Group 1 Tuesday 12:15 - 13:45 03.08.011 Sebastian Garreis next date: ---  
Group 2 Monday 14:00 - 15:30 03.08.011 Sebastian Garreis next date: ---  

Lecture Notes

The final version of the lecture notes is available for download (last update: Feb 10th, 2016).

Exercises

Exercise sheets:

1st sheet: Sheet 1 (Solution 1)
2nd sheet: Sheet 2 (Solution 2)
3rd sheet: Sheet 3 (Solution 3)
4th sheet: Sheet 4 (Solution 4)
5th sheet: Sheet 5 (Solution 5)
6th sheet: Sheet 6 (Solution 6)
7th sheet: Sheet 7 (Solution 7)

Exam

Dates
Main exam Friday, February 19th, 2016 09:00 - 10:00 Interims Hörsaal 2
Resit exam (oral exam!) Wednesday, March 30th, 2016 t.b.a. MI 03.08.057

Important information (about the written exam):

Inspection (Klausureinsicht):

Information about the resit (oral) exam:

Literature