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 18.03, and 18.032 as prerequisites.

18.086 will be offered this semester (Spring 2018). It is instructed by .

This class counts for a total of 12 credits.

You can find more information at the Course Website site or on the 18.086 Stellar site.

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