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Course
| Subject: | Mathematics |
| Views: | 99,460 |
Instructor
Name
Gilbert Strang
Copyright Information: Gilbert Strang, 18.086 Mathematical Methods for Engineers II, Spring 2006. (MIT OpenCourseWare: Massachusetts Institute of Technology), http://ocw.mit.edu/OcwWeb/Mathematics/18-086Spring-2006/Cour... (Accessed October 2, 2009). License: Creative commons BY-NC-SA
Lecture Description
Calculus of Variations / Weak Form
Course Index
- Ordinary Differential Equations
- Accuracy, Stability and Convergence
- Von Neumann Stability
- Wave Equation
- Second-order Wave Equation
- Wave Profiles
- Heat Equation
- Conservation Laws
- Conservation Laws (cont.)
- Shocks and Fans from Point Source
- Level Set Method
- Matrices
- Sparse Matrices
- Black-Scholes Equation
- Iterative Methods
- Sparse Systems
- Multigrid Methods
- Multigrid Continued
- Conjugate Gradient Method
- Fast Poisson Solver
- Optimization with Constraints
- Weighted Least Squares
- Calculus of Variations
- Error Estimates
- Saddle Points
- Two Squares
- Regularization by Penalty Term
- Linear Programming and Duality
- Integral Equations
Course Description
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.
Tags: Math, Math Engineering
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