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Massachusetts Institute of Technology

Mathematical Methods for Engineers II

Massachusetts Institute of Technology via MIT OpenCourseWare

Overview

This graduate-level course is a continuation of Mathematical Methods for Engineers I (18.085). Topics include numerical methods; initial-value problems; network flows; and optimization.

Syllabus

  • Lecture 1: Difference Methods for Ordinary Differential Equations
  • Lecture 2: Finite Differences, Accuracy, Stability, Convergence
  • Lecture 3: The One-way Wave Equation and CFL / von Neumann Stability
  • Lecture 4: Comparison of Methods for the Wave Equation
  • Lecture 5: Second-order Wave Equation (including leapfrog)
  • Lecture 6: Wave Profiles, Heat Equation / point source
  • Lecture 7: Finite Differences for the Heat Equation
  • Lecture 8: Convection-Diffusion / Conservation Laws
  • Lecture 9: Conservation Laws / Analysis / Shocks
  • Lecture 10: Shocks and Fans from Point Source
  • Lecture 11: Level Set Method
  • Lecture 12: Matrices in Difference Equations (1D, 2D, 3D)
  • Lecture 13: Elimination with Reordering: Sparse Matrices
  • Lecture 14: Financial Mathematics / Black-Scholes Equation
  • Lecture 15: Iterative Methods and Preconditioners
  • Lecture 16: General Methods for Sparse Systems
  • Lecture 17: Multigrid Methods
  • Lecture 18: Krylov Methods / Multigrid Continued
  • Lecture 19: Conjugate Gradient Method
  • Lecture 20: Fast Poisson Solver
  • Lecture 21: Optimization with constraints
  • Lecture 22: Weighted Least Squares
  • Lecture 23: Calculus of Variations / Weak Form
  • Lecture 24: Error Estimates / Projections
  • Lecture 25: Saddle Points / Inf-sup condition
  • Lecture 26: Two Squares / Equality Constraint Bu = d
  • Lecture 27: Regularization by Penalty Term
  • Lecture 28: Linear Programming and Duality
  • Lecture 29: Duality Puzzle / Inverse Problem / Integral Equations

Taught by

Prof. Gilbert Strang

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