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Julia: Solving Real-World Problems with Computation, Fall 2023

Announcement

Office Hours are Wednesdays 4:30pm-5:30pm in 2-135.

Logistics

MIT's numbering scheme gone nuts: (1.C25/6.C25/12.C25/16.C25/18.C25/22.C25)
This course is part of the Common Ground.

Lectures: Tuesdays & Thursdays 1-2:30 PM in room 2-142

Prerequisites: 6.100A, 18.03, 18.06 or equivalents (meaning some programming, dif eqs, and lin alg)

Instructors: A. Edelman, R. Ferrari, Y. Marzouk, P. Persson (UCB), S. Silvestri, J. Urschel, G. Dalle

Teaching Assistants: Jacob Hansen (jahansen@mit.edu), Nicholas Klugman (nklugman@mit.edu)

Office Hours: Wednesdays 4:30pm-5:30pm in 2-135

Grading: Homeworks that may be spaced one or two weeks, to be submitted on canvas. No exams.
Lecture Recordings: Available on Canvas under the Panopto Video tab. Should be published the evening after each lecture.
Links: Worth bookmarking.

Piazza Canvas Julia JuliaHub
Discussion HW submission Language GPUs

Description

Focuses on algorithms and techniques for writing and using modern technical software in a job, lab, or research group environment that may consist of interdisciplinary teams, where performance may be critical, and where the software needs to be flexible and adaptable. Topics include automatic differentiation, matrix calculus, scientific machine learning, parallel and GPU computing, and performance optimization with introductory applications to climate science, economics, agent-based modeling, and other areas. Labs and projects focus on performant, readable, composable algorithms and software. Programming will be in Julia. Expects students have some familiarity with Python, Matlab, or R. No Julia experience necessary.

Counts as an elective for CEE students, an advanced subject (18.100 and higher) for Math students, an advanced elective for EECS students, and a computation restricted elective for NSE students. AeroAstro students can petition department to count this class as a professional subject in the computing area. (Professors may be open to petitioning for counting for other programs.)

Class is appropriate for those who enjoy math and wish to see math being used in modern contexts.

While not exactly the same as our past Computational Thinking Class... not entirely different either.

Course Objectives

  1. Making mathematics your playground: By the end of the course, students will be able to write interactive Julia code that aids in their understanding of new mathematical systems or concepts.
  2. Abstractions: By the end of the course students will be able to use the unique abstractions that exist in the Julia language to write code that can be part of a huge ecosystem. (By contrast many "one-off" homeworks in traditional courses are not able, by their very nature, to reveal the value of abstraction.)
  3. Open Source and group collaborations: By the end of the course students will be able to participate in a larger open source project and also will have experienced how programming language can help break down barriers between areas making real the dream of scientific bilinguals that has been promoted at MIT. (See for example former MIT President Reif in the NYT back in 2018.)

Homeworks at a glance

Homework Assigned Due Topic Solution
HW0 Sep 7 Sep 14 Getting Started
HW1 Sep 14 Sep 21 Automatic Differentiation HW1 solutions
HW2 Sep 21 Sep 28 Matrix Calculus HW2 solutions
HW3 Sep 28 Oct 12 Julia Types HW3 solutions
HW4 Oct 12 Oct 19 Seam Carving HW4 solutions
HW5 Oct 19 Oct 26 Performance & Parallelism HW5 solutions
HW6 Oct 26 Nov 2 Challenge Checkin 1
HW7 Nov 2 Nov 9 Survey and Climate ODEs HW7 solutions
HW8 Nov 9 Nov 16 Challenge Problem Check-In 2
HW9 Nov 16 Nov 28 Matrix representations & atmospheric temperatures HW9 solutions
HW10 Nov 28 Dec 5 Challenge Problem Final Submission
Challenge Oct 17 Dec 5 Google Streetview car routing

Each student gets to turn in one homework late without justification. Further late turn ins must be justified. Remember: just because the automated tests succeed doesn't mean your code is 100% correct. It is a necessary, but not sufficient condition.

Homework solutions will be put online after each deadline.

Lectures at a glance

# Day Date Lecturer Topic Slides / Notes Notebooks
0 Julia tutorial Cheat Sheets
1 R 9/7 Edelman Intro to Julia Intro to Julia, Tutorial, Hyperbolic Corgi, Images, Abstraction,
2 T 9/12 Edelman Automatic Differentiation autodiff handwritten notes [AutoDiff jupyter notebook], [autodiff video]
3 R 9/14 Edelman Automatic Differentiation Reverse Mode AutoDiff Demo
4 T 9/19 Edelman Matrix Calculus Matrix Calc 1 Matrix Jacobians, Finite Differences
5 R 9/21 Edelman Matrix Calculus Matrix Calc 2 Linear Transformations, Symmetric Eigenproblems
6 T 9/26 Edelman Differential Equations Lec 1 Time Stepping (background), ODEs and parameterized types (main topic), Resistors and Stencils (touched on this)
7 R 9/28 Edelman Differential Equations Lec 2
8 T 10/3 Edelman Imaging and Convolutions Image Transformation notebook
9 R 10/5 Edelman Imaging and Convolutions 2 Seam Carving notebook, Linear Transformations notebook
T 10/10 Student Holiday
10 R 10/12 Edelman HPC and GPUs HPC and GPU Slides
11 T 10/17 Dalle Package development Challenge, Good practices
12 R 10/19 Dalle Performance Quiz Package creation, Performance
13 T 10/24 Dalle Graphs Quiz Graphs
14 R 10/26 Dalle Linear programming Quiz Linear programming
15 T 10/31 Ferrari Greenhouse Effect
16 R 11/2 Ferrari Equilibrium and transient climate sensitivity Earth's Temperature Model Mean Surface Temp Modeling
17 T 11/7 Drake Economic Model of Climate Slides Economic Model, Optimization with JUMP
18 R 11/9 Edelman Snowball Earth & Parallel/GPU computing Snowball Earth and hysteresis
19 T 11/14 Persson Mesh Generation Mesh generation Computational Geometry
20 R 11/16 Persson Mesh Generation
21 T 11/21 Edelman Floating-point Arithmetic
R 11/23 Thanksgiving
22 T 11/28 Klugman Fast inverse square root Notebook
23 R 11/30 Silvestri Climate Science Solving the climate system
24 T 12/5 Silvestri Climate Science
25 R 12/7 Edelman Discrete and Continuous, are they so very different?
26 T 12/12 Class Party