# Search result: Catalogue data in Autumn Semester 2016

Computational Science and Engineering Master | ||||||

Fields of Specialization | ||||||

Systems and Control | ||||||

Number | Title | Type | ECTS | Hours | Lecturers | |
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151-0575-01L | Signals and Systems | W | 4 credits | 2V + 2U | R. D'Andrea | |

Abstract | Signals arise in most engineering applications. They contain information about the behavior of physical systems. Systems respond to signals and produce other signals. In this course, we explore how signals can be represented and manipulated, and their effects on systems. We further explore how we can discover basic system properties by exciting a system with various types of signals. | |||||

Objective | Master the basics of signals and systems. Apply this knowledge to problems in the homework assignments and programming exercise. | |||||

Content | Discrete-time signals and systems. Fourier- and z-Transforms. Frequency domain characterization of signals and systems. System identification. Time series analysis. Filter design. | |||||

Lecture notes | Lecture notes available on course website. | |||||

151-0563-01L | Dynamic Programming and Optimal Control | W | 4 credits | 2V + 1U | R. D'Andrea | |

Abstract | Introduction to Dynamic Programming and Optimal Control. | |||||

Objective | Covers the fundamental concepts of Dynamic Programming & Optimal Control. | |||||

Content | Dynamic Programming Algorithm; Deterministic Systems and Shortest Path Problems; Infinite Horizon Problems, Bellman Equation; Deterministic Continuous-Time Optimal Control. | |||||

Literature | Dynamic Programming and Optimal Control by Dimitri P. Bertsekas, Vol. I, 3rd edition, 2005, 558 pages, hardcover. | |||||

Prerequisites / Notice | Requirements: Knowledge of advanced calculus, introductory probability theory, and matrix-vector algebra. | |||||

401-5850-00L | Seminar in Systems and Control for CSE | W | 4 credits | 2S | J. Lygeros | |

Abstract | ||||||

Objective | ||||||

Robotics | ||||||

Number | Title | Type | ECTS | Hours | Lecturers | |

151-0601-00L | Theory of Robotics and Mechatronics | W | 4 credits | 3G | P. Korba, S. Stoeter, B. Nelson | |

Abstract | This course provides an introduction and covers the fundamentals of the field, including rigid motions, homogeneous transformations, forward and inverse kinematics of multiple degree of freedom manipulators, velocity kinematics, motion planning, trajectory generation, sensing, vision, and control. It’s a requirement for the Robotics Vertiefung and for the Masters in Mechatronics and Microsystems. | |||||

Objective | Robotics is often viewed from three perspectives: perception (sensing), manipulation (affecting changes in the world), and cognition (intelligence). Robotic systems integrate aspects of all three of these areas. This course provides an introduction to the theory of robotics, and covers the fundamentals of the field, including rigid motions, homogeneous transformations, forward and inverse kinematics of multiple degree of freedom manipulators, velocity kinematics, motion planning, trajectory generation, sensing, vision, and control. This course is a requirement for the Robotics Vertiefung and for the Masters in Mechatronics and Microsystems. | |||||

Content | An introduction to the theory of robotics, and covers the fundamentals of the field, including rigid motions, homogeneous transformations, forward and inverse kinematics of multiple degree of freedom manipulators, velocity kinematics, motion planning, trajectory generation, sensing, vision, and control. | |||||

Lecture notes | available. | |||||

Prerequisites / Notice | The course will be taught in English. | |||||

252-0535-00L | Machine Learning | W | 8 credits | 3V + 2U + 2A | J. M. Buhmann | |

Abstract | Machine learning algorithms provide analytical methods to search data sets for characteristic patterns. Typical tasks include the classification of data, function fitting and clustering, with applications in image and speech analysis, bioinformatics and exploratory data analysis. This course is accompanied by practical machine learning projects. | |||||

Objective | Students will be familiarized with the most important concepts and algorithms for supervised and unsupervised learning; reinforce the statistics knowledge which is indispensible to solve modeling problems under uncertainty. Key concepts are the generalization ability of algorithms and systematic approaches to modeling and regularization. A machine learning project will provide an opportunity to test the machine learning algorithms on real world data. | |||||

Content | The theory of fundamental machine learning concepts is presented in the lecture, and illustrated with relevant applications. Students can deepen their understanding by solving both pen-and-paper and programming exercises, where they implement and apply famous algorithms to real-world data. Topics covered in the lecture include: - Bayesian theory of optimal decisions - Maximum likelihood and Bayesian parameter inference - Classification with discriminant functions: Perceptrons, Fisher's LDA and support vector machines (SVM) - Ensemble methods: Bagging and Boosting - Regression: least squares, ridge and LASSO penalization, non-linear regression and the bias-variance trade-off - Non parametric density estimation: Parzen windows, nearest nieghbour - Dimension reduction: principal component analysis (PCA) and beyond | |||||

Lecture notes | No lecture notes, but slides will be made available on the course webpage. | |||||

Literature | C. Bishop. Pattern Recognition and Machine Learning. Springer 2007. R. Duda, P. Hart, and D. Stork. Pattern Classification. John Wiley & Sons, second edition, 2001. T. Hastie, R. Tibshirani, and J. Friedman. The Elements of Statistical Learning: Data Mining, Inference and Prediction. Springer, 2001. L. Wasserman. All of Statistics: A Concise Course in Statistical Inference. Springer, 2004. | |||||

Prerequisites / Notice | The course requires solid basic knowledge in analysis, statistics and numerical methods for CSE as well as practical programming experience for solving assignments. Students should at least have followed one previous course offered by the Machine Learning Institute (e.g., CIL or LIS) or an equivalent course offered by another institution. | |||||

263-5902-00L | Computer Vision | W | 6 credits | 3V + 1U + 1A | L. Van Gool, V. Ferrari, A. Geiger | |

Abstract | The goal of this course is to provide students with a good understanding of computer vision and image analysis techniques. The main concepts and techniques will be studied in depth and practical algorithms and approaches will be discussed and explored through the exercises. | |||||

Objective | The objectives of this course are: 1. To introduce the fundamental problems of computer vision. 2. To introduce the main concepts and techniques used to solve those. 3. To enable participants to implement solutions for reasonably complex problems. 4. To enable participants to make sense of the computer vision literature. | |||||

Content | Camera models and calibration, invariant features, Multiple-view geometry, Model fitting, Stereo Matching, Segmentation, 2D Shape matching, Shape from Silhouettes, Optical flow, Structure from motion, Tracking, Object recognition, Object category recognition | |||||

Prerequisites / Notice | It is recommended that students have taken the Visual Computing lecture or a similar course introducing basic image processing concepts before taking this course. | |||||

151-0563-01L | Dynamic Programming and Optimal Control | W | 4 credits | 2V + 1U | R. D'Andrea | |

Abstract | Introduction to Dynamic Programming and Optimal Control. | |||||

Objective | Covers the fundamental concepts of Dynamic Programming & Optimal Control. | |||||

Content | Dynamic Programming Algorithm; Deterministic Systems and Shortest Path Problems; Infinite Horizon Problems, Bellman Equation; Deterministic Continuous-Time Optimal Control. | |||||

Literature | Dynamic Programming and Optimal Control by Dimitri P. Bertsekas, Vol. I, 3rd edition, 2005, 558 pages, hardcover. | |||||

Prerequisites / Notice | Requirements: Knowledge of advanced calculus, introductory probability theory, and matrix-vector algebra. | |||||

151-0851-00L | Robot Dynamics | W | 4 credits | 2V + 1U | M. Hutter, R. Siegwart, T. Stastny | |

Abstract | We will provide an overview on how to kinematically and dynamically model typical robotic systems such as robot arms, legged robots, rotary wing systems, or fixed wing. | |||||

Objective | The primary objective of this course is that the student deepens an applied understanding of how to model the most common robotic systems. The student receives a solid background in kinematics, dynamics, and rotations of multi-body systems. On the basis of state of the art applications, he/she will learn all necessary tools to work in the field of design or control of robotic systems. | |||||

Content | The course consists of three parts: First, we will refresh and deepen the student's knowledge in kinematics, dynamics, and rotations of multi-body systems. In this context, the learning material will build upon the courses for mechanics and dynamics available at ETH, with the particular focus on their application to robotic systems. The goal is to foster the conceptual understanding of similarities and differences among the various types of robots. In the second part, we will apply the learned material to classical robotic arms as well as legged systems and discuss kinematic constraints and interaction forces. In the third part, focus is put on modeling fixed wing aircraft, along with related design and control concepts. In this context, we also touch aerodynamics and flight mechanics to an extent typically required in robotics. The last part finally covers different helicopter types, with a focus on quadrotors and the coaxial configuration which we see today in many UAV applications. Case studies on all main topics provide the link to real applications and to the state of the art in robotics. | |||||

Prerequisites / Notice | The contents of the following ETH Bachelor lectures or equivalent are assumed to be known: Mechanics and Dynamics, Control, Basics in Fluid Dynamics. | |||||

401-5860-00L | Seminar in Robotics for CSE | W | 4 credits | 2S | R. Siegwart | |

Abstract | This course provides an opportunity to familiarize yourself with the advanced topics of robotics and mechatronics research. The study plan has to be discussed with the lecturer based on your specific interests and/or the relevant seminar series such as the IRIS's Robotics Seminars and BiRONZ lectures, for example. | |||||

Objective | The students are familiar with the challenges of the fascinating and interdisciplinary field of Robotics and Mechatronics. They are introduced in the basics of independent non-experimental scientific research and are able to summarize and to present the results efficiently. | |||||

Content | This 4 ECTS course requires each student to discuss a study plan with the lecturer and select minimum 10 relevant scientific publications to read through, or attend 5-10 lectures of the public robotics oriented seminars (e.g. Public robotics seminars such as the IRIS's Robotics Seminars http://www.iris.ethz.ch/iris/series/, and BiRONZ lectures http://www.birl.ethz.ch/bironz/index are good examples). At the end of semester, the results should be presented in an oral presentation and summarized in a report, which takes the discussion of the presentation into account. | |||||

Physics For the field of specialization `Physics' basic knowledge in quantum mechanics is required. | ||||||

Number | Title | Type | ECTS | Hours | Lecturers | |

402-0809-00L | Introduction to Computational Physics | W | 8 credits | 2V + 2U | H. J. Herrmann | |

Abstract | This course offers an introduction to computer simulation methods for physics problems and their implementation on PCs and super computers: classical equations of motion, partial differential equations (wave equation, diffusion equation, Maxwell's equation), Monte Carlo simulations, percolation, phase transitions | |||||

Objective | ||||||

Content | Einführung in die rechnergestützte Simulation physikalischer Probleme. Anhand einfacher Modelle aus der klassischen Mechanik, Elektrodynamik und statistischen Mechanik sowie interdisziplinären Anwendungen werden die wichtigsten objektorientierten Programmiermethoden für numerische Simulationen (überwiegend in C++) erläutert. Daneben wird eine Einführung in die Programmierung von Vektorsupercomputern und parallelen Rechnern, sowie ein Überblick über vorhandene Softwarebibliotheken für numerische Simulationen geboten. | |||||

Prerequisites / Notice | Lecture and exercise lessons in english, exams in German or in English | |||||

402-0205-00L | Quantum Mechanics I | W | 10 credits | 3V + 2U | T. K. Gehrmann | |

Abstract | Introduction to non-relativistic single-particle quantum mechanics. In particular, the basic concepts of quantum mechanics, such as the quantisation of classical systems, wave functions and the description of observables as operators on a Hilbert space, and the formulation of symmetries will be discussed. Basic phenomena will be analysed and illustrated by generic examples. | |||||

Objective | Introduction to single-particle quantum mechanics. Familiarity with basic ideas and concepts (quantisation, operator formalism, symmetries, perturbation theory) and generic examples and applications (bound states, tunneling, scattering states, in one- and three-dimensional settings). Ability to solve simple problems. | |||||

Content | Keywords: Schrödinger equation, basic formalism of quantum mechanics (states, operators, commutators, measuring process), symmetries (translations, rotations), quantum mechanics in one dimension, spherically symmetric problems in three dimensions, scattering theory, perturbation theory, variational techniques, spin, addition of angular momenta, relation between QM and classical physics. | |||||

Literature | F. Schwabl: Quantum mechanics J.J. Sakurai: Modern Quantum Mechanics C. Cohen-Tannoudji: Quantum mechanics I | |||||

401-5810-00L | Seminar in Physics for CSE | W | 4 credits | 2S | A. Soluyanov, M. Troyer | |

Abstract | In this seminar the students present a talk on an advanced topic in modern theoretical or computational physics. | |||||

Objective | ||||||

Computational Finance | ||||||

Number | Title | Type | ECTS | Hours | Lecturers | |

401-3913-01L | Mathematical Foundations for Finance | W | 4 credits | 3V + 2U | E. W. Farkas, M. Schweizer | |

Abstract | First introduction to main modelling ideas and mathematical tools from mathematical finance | |||||

Objective | This course gives a first introduction to the main modelling ideas and mathematical tools from mathematical finance. It aims at a double audience: mathematicians who want to learn the modelling ideas and concepts for finance, and non-mathematicians who need an introduction to the main tools from stochastics used in mathematical finance. The main emphasis will be on ideas, but important results will be given with (sometimes partial) proofs. | |||||

Content | Topics to be covered include - financial market models in finite discrete time - absence of arbitrage and martingale measures - valuation and hedging in complete markets - basics about Brownian motion - stochastic integration - stochastic calculus: Itô's formula, Girsanov transformation, Itô's representation theorem - Black-Scholes formula | |||||

Lecture notes | Lecture notes will be sold at the beginning of the course. | |||||

Literature | Lecture notes will be sold at the beginning of the course. Additional (background) references are given there. | |||||

Prerequisites / Notice | Prerequisites: Results and facts from probability theory as in the book "Probability Essentials" by J. Jacod and P. Protter will be used freely. Especially participants without a direct mathematics background are strongly advised to familiarise themselves with those tools before (or very quickly during) the course. (A possible alternative to the above English textbook are the (German) lecture notes for the standard course "Wahrscheinlichkeitstheorie".) For those who are not sure about their background, we suggest to look at the exercises in Chapters 8, 9, 22-25, 28 of the Jacod/Protter book. If these pose problems, you will have a hard time during the course. So be prepared. | |||||

401-4657-00L | Numerical Analysis of Stochastic Ordinary Differential Equations Alternative course title: "Computational Methods for Quantitative Finance: Monte Carlo and Sampling Methods" | W | 6 credits | 3V + 1U | A. Jentzen | |

Abstract | Course on numerical approximations of stochastic ordinary differential equations driven by Wiener processes. These equations have several applications, for example in financial option valuation. This course also contains an introduction to random number generation and Monte Carlo methods for random variables. | |||||

Objective | The aim of this course is to enable the students to carry out simulations and their mathematical convergence analysis for stochastic models originating from applications such as mathematical finance. For this the course teaches a decent knowledge of the different numerical methods, their underlying ideas, convergence properties and implementation issues. | |||||

Content | Generation of random numbers Monte Carlo methods for the numerical integration of random variables Stochastic processes and Brownian motion Stochastic ordinary differential equations (SODEs) Numerical approximations of SODEs Multilevel Monte Carlo methods for SODEs Applications to computational finance: Option valuation | |||||

Lecture notes | Lecture Notes are available in the lecture homepage (please follow the link in the Learning materials section). | |||||

Literature | P. Glassermann: Monte Carlo Methods in Financial Engineering. Springer-Verlag, New York, 2004. P. E. Kloeden and E. Platen: Numerical Solution of Stochastic Differential Equations. Springer-Verlag, Berlin, 1992. | |||||

Prerequisites / Notice | Prerequisites: Mandatory: Probability and measure theory, basic numerical analysis and basics of MATLAB programming. a) mandatory courses: Elementary Probability, Probability Theory I. b) recommended courses: Stochastic Processes. Start of lectures: Wednesday, September 21, 2016 For more details, please follow the link in the Learning materials section. | |||||

401-8905-00L | Financial Engineering (University of Zurich)No enrolment to this course at ETH Zurich. Book the corresponding module directly at UZH. UZH Module Code: MFOEC103 Mind the enrolment deadlines at UZH: http://www.uzh.ch/studies/application/mobilitaet_en.html | W | 4.5 credits | 3G | University lecturers | |

Abstract | This lecture is intended for students who would like to learn more on equity derivatives modelling and pricing. | |||||

Objective | Quantitative models for European option pricing (including stochastic volatility and jump models), volatility and variance derivatives, American and exotic options. | |||||

Content | After introducing fundamental concepts of mathematical finance including no-arbitrage, portfolio replication and risk-neutral measure, we will present the main models that can be used for pricing and hedging European options e.g. Black- Scholes model, stochastic and jump-diffusion models, and highlight their assumptions and limitations. We will cover several types of derivatives such as European and American options, Barrier options and Variance- Swaps. Basic knowledge in probability theory and stochastic calculus is required. Besides attending class, we strongly encourage students to stay informed on financial matters, especially by reading daily financial newspapers such as the Financial Times or the Wall Street Journal. | |||||

Lecture notes | Script. | |||||

Prerequisites / Notice | Basic knowledge of probability theory and stochastic calculus. Asset Pricing. | |||||

401-5820-00L | Seminar in Computational Finance for CSE | W | 4 credits | 2S | J. Teichmann | |

Abstract | ||||||

Objective | ||||||

Content | We aim to comprehend recent and exciting research on the nature of stochastic volatility: an extensive econometric research [4] lead to new in- sights on stochastic volatility, in particular that very rough fractional pro- cesses of Hurst index about 0.1 actually provide very attractive models. Also from the point of view of pricing [1] and microfoundations [2] these models are very convincing. More precisely each student is expected to work on one specified task consisting of a theoretical part and an implementation with financial data, whose results should be presented in a 45 minutes presentation. | |||||

Literature | [1] C. Bayer, P. Friz, and J. Gatheral. Pricing under rough volatility. Quantitative Finance , 16(6):887-904, 2016. [2] F. M. Euch, Omar El and M. Rosenbaum. The microstructural founda- tions of leverage effect and rough volatility. arXiv:1609.05177 , 2016. [3] O. E. Euch and M. Rosenbaum. The characteristic function of rough Heston models. arXiv:1609.02108 , 2016. [4] J. Gatheral, T. Jaisson, and M. Rosenbaum. Volatility is rough. arXiv:1410.3394 , 2014. | |||||

Prerequisites / Notice | Requirements: sound understanding of stochastic concepts and of con- cepts of mathematical Finance, ability to implement econometric or simula- tion routines in MATLAB. | |||||

Electromagnetics | ||||||

Number | Title | Type | ECTS | Hours | Lecturers | |

227-0110-00L | Advanced Electromagnetic WavesThis course has been moved from the spring to the fall semester for the academic year of 2016/17. It will therefore not take place in spring 2017. | W | 6 credits | 2V + 2U | P. Leuchtmann | |

Abstract | This course provides advanced knowledge of electromagnetic waves in linear materials including negative index and other non classical materials. | |||||

Objective | The behavior of electromagnetic waves both in free space and in selected environments including stratified media, material interfaces and waveguides is understood. Material models in the time harmonic regime including negative index and plasmonic materials are clarified. | |||||

Content | Description of generic time harmonic electromagnetic fields; the role of the material in Maxwell's equations; energy transport and power loss mechanism; EM-waves in homogeneous space: ordinary and evanescent plane waves, cylindrical and spherical waves, "complex origin"-waves and beams; EM-waves in stratified media; generic guiding mechanism for EM waves; classical wave guides, dielectric wave guides. | |||||

Lecture notes | A skript including animated wave representations is provided in electronic form. | |||||

Literature | See literature list in the script. | |||||

Prerequisites / Notice | The lecture is taught in German while both the script and the viewgraphs are in English. | |||||

227-2037-00L | Physical Modelling and Simulation | W | 5 credits | 4G | C. Hafner, J. Leuthold, J. Smajic | |

Abstract | This module consists of (a) an introduction to fundamental equations of electromagnetics, mechanics and heat transfer, (b) a detailed overview of numerical methods for field simulations, and (c) practical examples solved in form of small projects. | |||||

Objective | Basic knowledge of the fundamental equations and effects of electromagnetics, mechanics, and heat transfer. Knowledge of the main concepts of numerical methods for physical modelling and simulation. Ability (a) to develop own simple field simulation programs, (b) to select an appropriate field solver for a given problem, (c) to perform field simulations, (d) to evaluate the obtained results, and (e) to interactively improve the models until sufficiently accurate results are obtained. | |||||

Content | The module begins with an introduction to the fundamental equations and effects of electromagnetics, mechanics, and heat transfer. After the introduction follows a detailed overview of the available numerical methods for solving electromagnetic, thermal and mechanical boundary value problems. This part of the course contains a general introduction into numerical methods, differential and integral forms, linear equation systems, Finite Difference Method (FDM), Boundary Element Method (BEM), Method of Moments (MoM), Multiple Multipole Program (MMP) and Finite Element Method (FEM). The theoretical part of the course finishes with a presentation of multiphysics simulations through several practical examples of HF-engineering such as coupled electromagnetic-mechanical and electromagnetic-thermal analysis of MEMS. In the second part of the course the students will work in small groups on practical simulation problems. For solving practical problems the students can develop and use own simulation programs or chose an appropriate commercial field solver for their specific problem. This practical simulation work of the students is supervised by the lecturers. | |||||

227-0301-00L | Optical Communication Fundamentals | W | 6 credits | 2V + 1U + 1P | J. Leuthold | |

Abstract | The path of an analog signal in the transmitter to the digital world in a communication link and back to the analog world at the receiver is discussed. The lecture covers the fundamentals of all important optical and optoelectronic components in a fiber communication system. This includes the transmitter, the fiber channel and the receiver with the electronic digital signal processing elements. | |||||

Objective | An in-depth understanding on how information is transmitted from source to destination. Also the mathematical framework to describe the important elements will be passed on. Students attending the lecture will further get engaged in critical discussion on societal, economical and environmental aspects related to the on-going exponential growth in the field of communications. | |||||

Content | * Chapter 1: Introduction: Analog/Digital conversion, The communication channel, Shannon channel capacity, Capacity requirements. * Chapter 2: The Transmitter: Components of a transmitter, Lasers, The spectrum of a signal, Optical modulators, Modulation formats. * Chapter 3: The Optical Fiber Channel: Geometrical optics, The wave equations in a fiber, Fiber modes, Fiber propagation, Fiber losses, Nonlinear effects in a fiber. * Chapter 4: The Receiver: Photodiodes, Receiver noise, Detector schemes (direct detection, coherent detection), Bit-error ratios and error estimations. * Chapter 5: Digital Signal Processing Techniques: Digital signal processing in a coherent receiver, Error detection teqchniques, Error correction coding. * Chapter 6: Pulse Shaping and Multiplexing Techniques: WDM/FDM, TDM, OFDM, Nyquist Multiplexing, OCDMA. * Chapter 7: Optical Amplifiers : Semiconductor Optical Amplifiers, Erbium Doped Fiber Amplifiers, Raman Amplifiers. | |||||

Lecture notes | Lecture notes are handed out. | |||||

Literature | Govind P. Agrawal; "Fiber-Optic Communication Systems"; Wiley, 2010 | |||||

Prerequisites / Notice | Fundamentals of Electromagnetic Fields & Bachelor Lectures on Physics. | |||||

401-5870-00L | Seminar in Electromagnetics for CSE | W | 4 credits | 2S | C. Hafner, J. Leuthold | |

Abstract | Various topics of electromagnetics, including electromagnetic theory, computational electromagnetics, electromagnetic wave propagation, applications from statics to optics. Traditional problems such as antennas, electromagnetic scattering, waveguides, resonators, etc. as well as modern topics such as photonic crystals, metamaterials, plasmonics, etc. are considered. | |||||

Objective | Knowledge of the fundamentals of electromagnetic theory, development and application of numerical methods for solving Maxwell equations, analysis and optimal design of electromagnetic structures |

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