18.336 Fast Methods for Partial Differential and Integral Equations


Class Info

Unified introduction to the theory and practice of modern, near linear-time, numerical methods for large-scale partial-differential and integral equations. Topics include preconditioned iterative methods; generalized Fast Fourier Transform and other butterfly-based methods; multiresolution approaches, such as multigrid algorithms and hierarchical low-rank matrix decompositions; and low and high frequency Fast Multipole Methods. Example applications include aircraft design, cardiovascular system modeling, electronic structure computation, and tomographic imaging.

This class has 6.336, 16.920, 18.085, and 18.335 as prerequisites.

18.336 will be offered this semester (Fall 2017). It is instructed by C. Perez-Arancibia.

Lecture occurs 1:00 PM to 2:30 PM on Tuesdays and Thursdays in 2-143.

This class counts for a total of 12 credits.

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