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18.336 Numerical Methods of Applied Mathematics II, Spring 2004

Author(s)
Koev, Plamen S.
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Alternative title
Numerical Methods of Applied Mathematics II
Terms of use
Usage Restrictions: This site (c) Massachusetts Institute of Technology 2003. Content within individual courses is (c) by the individual authors unless otherwise noted. The Massachusetts Institute of Technology is providing this Work (as defined below) under the terms of this Creative Commons public license ("CCPL" or "license"). The Work is protected by copyright and/or other applicable law. Any use of the work other than as authorized under this license is prohibited. By exercising any of the rights to the Work provided here, You (as defined below) accept and agree to be bound by the terms of this license. The Licensor, the Massachusetts Institute of Technology, grants You the rights contained here in consideration of Your acceptance of such terms and conditions.
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Abstract
Advanced introduction to applications and theory of numerical methods for solution of differential equations, especially of physically-arising partial differential equations, with emphasis on the fundamental ideas underlying various methods. Topics include finite differences, spectral methods, finite elements, well-posedness and stability, particle methods and lattice gases, boundary and nonlinear instabilities.
Date issued
2004-06
URI
http://hdl.handle.net/1721.1/36900
Other identifiers
18.336-Spring2004
local: 18.336
local: IMSCP-MD5-1d0b43bd6b361622371d93bccdf74c6a
Keywords
Linear systems, Fast Fourier Transform, Wave equation, Von Neumann analysis, Conditions for stability, Dissipation, Multistep schemes, Dispersion, Group Velocity, Propagation of Wave Packets, Parabolic Equations, The Du Fort Frankel Scheme, Convection-Diffusion equation, ADI Methods, Elliptic Equations, Jacobi, Gauss-Seidel and SOR(w), ODEs, finite differences, spectral methods, well-posedness and stability, boundary and nonlinear instabilities, Finite Difference Schemes, Partial Differential Equations

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  • Mathematics (18) - Archived

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