Video Lectures

Special software is required to use some of the files in this section: .rm.mp3.

These files are also available for download from iTunes®.

Lec # Topics Videos Audio
1 Difference Methods for Ordinary Differential Equations (RM - 56K)
(RM - 220K)
(MP3 - 10.2MB)
2 Finite Differences, Accuracy, Stability, Convergence (RM - 56K)
(RM - 220K)
(MP3 - 12.8MB)
3 The One-way Wave Equation and CFL / von Neumann Stability (RM - 56K)
(RM - 220K)
(MP3 - 12.7MB)
4 Comparison of Methods for the Wave Equation (RM - 56K)
(RM - 220K)
(MP3 - 12MB)
5 Second-order Wave Equation (including leapfrog) (RM - 56K)
(RM - 220K)
(MP3 - 12.6MB)
6 Wave Profiles, Heat Equation / point source (RM - 56K)
(RM - 220K)
(MP3 - 12MB)
7 Finite Differences for the Heat Equation (RM - 56K)
(RM - 220K)
(MP3 - 12.6MB)
8 Convection-Diffusion / Conservation Laws (RM - 56K)
(RM - 220K)
(MP3 - 12.2)
9 Conservation Laws / Analysis / Shocks (RM - 56K)
(RM - 220K)
(MP3 - 10.2)
10 Shocks and Fans from Point Source (RM - 56K)
(RM - 220K)
(MP3 - 12.8MB)
11 Level Set Method (RM - 56K)
(RM - 220K)
(MP3 - 12.3MB)
12 Matrices in Difference Equations (1D, 2D, 3D) (RM - 56K)
(RM - 220K)
(MP3 - 12.4MB)
13 Elimination with Reordering: Sparse Matrices (RM - 56K)
(RM - 220K)
(MP3 - 12.8MB)
14 Financial Mathematics / Black-Scholes Equation (RM - 56K)
(RM - 220K)
(MP3 - 11.3MB)
15 Iterative Methods and Preconditioners (RM - 56K)
(RM - 220K)
(MP3 - 11.2MB)
16 General Methods for Sparse Systems (RM - 56K)
(RM - 220K)
(MP3 - 10.8MB)
17 Multigrid Methods (RM - 56K)
(RM - 220K)
(MP3 - 11.7MB)
18 Krylov Methods / Multigrid Continued (RM - 56K)
(RM - 220K)
(MP3 - 11.3MB)
19 Conjugate Gradient Method (RM - 56K)
(RM - 220K)
(MP3 - 12MB)
20 Fast Poisson Solver (RM - 56K)
(RM - 220K)
(MP3 - 11.1MB)
21 Optimization with constraints (RM - 56K)
(RM - 220K)
(MP3 - 11.7MB)
22 Weighted Least Squares (RM - 56K)
(RM - 220K)
(MP3 - 12MB)
23 Calculus of Variations / Weak Form (RM - 56K)
(RM - 220K)
(MP3 - 11.8MB)
24 Error Estimates / Projections (RM - 56K)
(RM - 220K)
(MP3 - 11.5MB)
25 Saddle Points / Inf-sup condition (RM - 56K)
(RM - 220K)
(MP3 - 11.8MB)
26 Two Squares / Equality Constraint Bu = d (RM - 56K)
(RM - 220K)
(MP3 - 12MB)
27 Regularization by Penalty Term (RM - 56K)
(RM - 220K)
(MP3 - 11.3MB)
28 Linear Programming and Duality (RM - 56K)
(RM - 220K)
(MP3 - 12.9MB)
29 Duality Puzzle / Inverse Problem / Integral Equations (RM - 56K)
(RM - 220K)
(MP3 - 11.8MB)