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Home » Basic and Health Sciences » Mathematics » Mathematical Methods for Engineers II (Spring 2006) (M-I-T) » Lecture 2: Finite Differences, Accuracy, Stability, Convergence (M-I-T)

Lecture 2: Finite Differences, Accuracy, Stability, Convergence (M-I-T)

Course:Mathematical Methods for Engineers II (Spring 2006) (M-I-T)
Discipline:Basic and Health Sciences
Institute:MIT
Instructor(s): Prof. Gilbert Strang
Level:Graduate

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)

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