Course Information

Course

Subject:	Mathematics
Topic:	Applied Mathematics
Views:	99,385

Educator

Name:	Massachusetts Institute of Technology (MIT)
Type:	University

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Instructor

Name

Gilbert Strang

18.086 Mathematical Methods for Engineers II

Video Lectures

Displaying all 29 video lectures.

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