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.
18.086 will not be offered this semester. It will be available in the Spring semester, and will be instructed by H. Reid.
Lecture occurs 1:00 PM to 2:30 PM on Tuesdays and Thursdays in 2-131.
This class counts for a total of 12 credits.
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