Mathematical Methods for Engineers II (Spring 2006) (M-I-T)

Lecture 10: Shocks and Fans from Point Source (M-I-T)

Lecture 11: Level Set Method (M-I-T)

Lecture 12: Matrices in Difference Equations (1D, 2D, 3D) (M-I-T)

Lecture 13: Elimination with Reordering: Sparse Matrices (M-I-T)

Lecture 14: Financial Mathematics / Black-Scholes Equation (M-I-T)

Lecture 15: Iterative Methods and Preconditioners (M-I-T)

Lecture 16: General Methods for Sparse Systems (M-I-T)

Lecture 17: Multigrid Methods (M-I-T)

Lecture 18: Krylov Methods / Multigrid Continued (M-I-T)

Lecture 6: Wave Profiles, Heat Equation / point source (M-I-T)

Lecture 19: Conjugate Gradient Method (M-I-T)

Lecture 7: Finite Differences for the Heat Equation (M-I-T)

Lecture 1: Difference Methods for Ordinary Differential Equations (M-I-T)

Lecture 8: Convection-Diffusion / Conservation Laws (M-I-T)

Lecture 20: Fast Poisson Solver (M-I-T)

Lecture 9: Conservation Laws / Analysis / Shocks (M-I-T)

Lecture 21: Optimization with constraints (M-I-T)

Lecture 22: Weighted Least Squares (M-I-T)

Lecture 23: Calculus of Variations / Weak Form (M-I-T)

Lecture 24: Error Estimates / Projections (M-I-T)

Lecture 25: Saddle Points / Inf-sup condition (M-I-T)

Lecture 26: Two Squares / Equality Constraint Bu = d (M-I-T)

Lecture 27: Regularization by Penalty Term (M-I-T)

Lecture 28: Linear Programming and Duality (M-I-T)

Lecture 29: Duality Puzzle / Inverse Problem / Integral Equations (M-I-T)