18.086 Computational Science and Engineering II
Initial value problems: finite difference methods, accuracy and stability, heat equation, wave equations, conservation laws and shocks, level sets, Navier-Stokes. Solving large systems: elimination with reordering, iterative methods, preconditioning, multigrid, Krylov subspaces, conjugate gradients. Optimization and minimum principles: weighted least squares, constraints, inverse problems, calculus of variations, saddle point problems, linear programming, duality, adjoint methods.
This class counts for a total of 12 credits.
You can find more information on MIT OpenCourseWare at the Mathematical Methods for Engineers II site.
© Copyright 2015 Yasyf Mohamedali