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Last updated:

September 23, 2022

Duration:

Unlimited Duration

FREE

This course includes:

Unlimited Duration

Badge on Completion

Certificate of completion

Unlimited Duration

Description

This graduate-level course is a continuation of Mathematical Methods for Engineers I (18.085).

Topics include numerical methods; initial-value problems; network flows; and optimization.

Course Curriculum

  • Difference Method For Ordinary Differential Equations Unlimited
  • Finite Differences, Accuracy, Stability, Convergence Unlimited
  • The One-Way Wave Equation and CFL/Von Neumann Stability Unlimited
  • Comparison Of Method For The Wave Equation Unlimited
  • Second Order Wave Equation (Including Leapfrog) Unlimited
  • Wave Profiles, Heat Equation / Point Sources Unlimited
  • Finite Differences For The Heat Equation Unlimited
  • Convection Diffusion / Conversation Law Unlimited
  • Conversation Law / Analysis / Shocks Unlimited
  • Shock and Fans From Point Source Unlimited
  • Level Set Method Unlimited
  • Mateices In Difference Equation (1D, 2D, 3D) Unlimited
  • Elimination With Recording: Sparse Matrices Unlimited
  • Financial Mathematics / Black-Scholes Equation Unlimited
  • iterative Methods And Preconditioners Unlimited
  • Genral Method For Sparse System Unlimited
  • Multigrid Method Unlimited
  • Krylov Methods / Multigrid Continued Unlimited
  • Conjugate Gradient Method Unlimited
  • Fast Poisson Solver Unlimited
  • Optimization With Constraints Unlimited
  • Weighted Least Square Unlimited
  • Calculus and Variations / Weak Form Unlimited
  • Error Estimates / Projection Unlimited
  • Saddle Points / Inf-sup Condition Unlimited
  • Two Squares / Equality Constraint BU=D Unlimited
  • Regularization By Penalty Term Unlimited
  • Linear Programming and Duality Unlimited
  • Duality Puzzle / Inverse Problem / Integral Equation Unlimited

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Massachusetts Institute of Technology
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