Numerical Solutions to PDEs Using FFT

Explore numerical solutions to partial differential equations using Fast Fourier Transform (FFT) in this 50-minute lecture from the Engineering Mathematics course at the University of Washington. Delve into the application of FFT for solving PDEs, with a focus on heat equations and spectral derivatives. Access accompanying lecture notes and MATLAB code examples to reinforce understanding of concepts such as heat convolution, FFT implementation, and spectral derivative calculations. Gain practical insights into efficient PDE solving techniques utilized in engineering and applied mathematics.