18.086 | Spring 2006 | Graduate

Mathematical Methods for Engineers II


Week # Topics
Initial Value Problems
1 Differential Equations and Stable Difference Methods
2 Finite Differences: Accuracy, Stability, Convergence
3 The Wave Equation and von Neumann Stability
4 The Heat Equation and Convection-Diffusion
5 Maxwell’s Equations and Staggered Leapfrog
6 Nonlinear Flow Equations
7 Separation of Variables and Spectral Methods
Solving Large Linear Systems
8 Elimination with Reordering
9 Iterative Methods
10 Multigrid Methods
11 Krylov Methods
12 Saddle Points and the Stokes Problem
13 Optimization

Project Reports

Course Info

As Taught In
Spring 2006
Learning Resource Types
Lecture Videos
Projects with Examples
Problem Sets with Solutions