Technische Universität München, Center for Mathematics
Lecture
Optimization with Partial Differential Equations
Winter Semester 2015/16
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
Dates
Lecture Notes
The
final version of the lecture notes is available for download (last update: Feb 10th, 2016).
Exercises
- Sebastian Garreis is responsible for the exercises. In case of questions or suggestions, please feel encouraged to contact garreis
ma.tum.de.
- The exercise classes take place biweekly.
- For participation in the exercise classes registration on TUMonline is required.
- Solution sketches of the problems that could not be discussed in at least one of the classes will be provided here.
Exercise sheets:
Exam
Important information (about the written exam):
- All topics covered in the lecture, in the exercise classes or on the exercise sheets are relevant for the exam.
- According to the module description, each student is allowed to bring one self-made and handwritten sheet of A4 paper (with arbitrary notes on both sides of it) for his/her personal use in the exam. Copies and any form of text that is created or generated by software, computer programs or other tools are not allowed.
- The duration of the exam is 60 minutes. Additionally, before the beginning of the examination, each student will be given 5 minutes to read the exam paper. In this period, writing is not allowed.
- Please do not use red or green pens nor a pencil.
- Registration via TUMonline is mandatory for participation in the exam (registration for the lecture and/or the exercise classes is not sufficient)! Registration for the main exam starts on Monday, November 16th, 2015, and ends on Friday, January 15th, 2016. Please do not forget to register until that date - you will not be allowed to take the exam without prior registration on TUMonline.
- The dates, times and places regarding the exam and the registration, which are posted above, are preliminary and subject to change. Please consult TUMonline for the official dates.
- Please make sure to be in the examination room at least 10-15 minutes prior to the scheduled starting time.
- Bring a photo ID (passport or identity card) and your student ID. We will check the IDs during the exam.
- In case you have been granted any special regulations for your examination, please make sure to inform us (garreis
ma.tum.de) right after registration and not later than January 22nd, 2016. Failure to notify us by that time means you voluntarily forfeit your right to any special regulations for that exam.
- On the doors of the examination room a list of names and seat numbers will be posted. Please find your name and locate the correct seat in the examination room. Please keep the empty rows free of luggage and other obstacles.
- Be sure to switch off any mobile phones, calculators, tablet computers, smart watches and other electronic gear and store it out of sight in your bags. Handling any kind of electronic device, whether switched on or not, will be considered an attempt at cheating.
Inspection (Klausureinsicht):
- The exam inspection takes place on Monday, February 29th, 2016, from 2:00 pm to 4:00 pm in 03.08.035.
- Please bring a photo ID (the student ID is not sufficient).
- If you cannot come yourself, you can authorize a representative to inspect the exam for you and (if necessary) demand a revision of the grading on your behalf. To do this, please issue a written authorization, that explicitly states your name and date of birth and the name and date of birth of the authorized person, and sign it. The authorized person will have to present a photo ID.
- Applications for revised grading (Zweitkorrektur) are only possible during the inspection.
Information about the resit (oral) exam:
- All topics covered in the lecture, in the exercise classes or on the exercise sheets are relevant for the exam.
- The duration of the exam is 20 minutes for each examinee.
- No auxiliary material is allowed.
- You can take the exam in English or German.
- Registration via TUMonline is mandatory for participation in the exam (registration for the lecture and/or the exercise classes is not sufficient)! Registration for the resit exam starts on March 7th, 2016, and ends on March 21st, 2016. Please do not forget to register until that date - you will not be allowed to take the exam without prior registration on TUMonline.
- The dates, times and places regarding the exam and the registration, which are posted above, are preliminary and subject to change. Please consult TUMonline for the official dates. You will be informed about the exact date and time of your exam via TUMonline until March 25th, 2016.
- Please make sure to be punctual.
- Bring a photo ID (passport or identity card) and your student ID.
- In case you have been granted any special regulations for your examination, please make sure to inform us (garreis
ma.tum.de) right after registration and not later than March 23rd, 2016. Failure to notify us by that time means you voluntarily forfeit your right to any special regulations for that exam.
Literature