18.0861 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. Students in Course 18 must register for the undergraduate version, 18.086.

This class has 18.03, and 18.032 as prerequisites.

18.0861 will be offered this semester (Spring 2019). It is instructed by .

This class counts for a total of 12 credits. This is a graduate-level class.

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