18.086 Computational Science and Engineering II


Class Info

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 has 18.02, 18.03, and 18.034 as prerequisites.

18.086 will not be offered this semester. It will be available in the Spring semester, and will be instructed by N. Stoop.

Lecture occurs 1:00 PM to 2:30 PM on Tuesdays and Thursdays in 2-132.

This class counts for a total of 12 credits.

In the Spring 2016 Subject Evaluations, 18.086 was rated 5.3 out of 7.0. You can find more information on MIT OpenCourseWare at the Mathematical Methods for Engineers II site or on the 18.086 Stellar site.

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