18.336 Numerical Methods of Applied Mathematics II, Spring 2004
Name
18-336Spring2004/OcwWeb/Mathematics/18-336Spring2004/CourseHome/index.htm
Size
12.9 KB
Format
HTML
Checksum (MD5)
8d2f568d25a95b2edea0d30e31510431
Author(s)
Koev, Plamen S.
Alternative Title
Numerical Methods of Applied Mathematics II
Date Issued
June 2004
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.
Subjects
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
MIT Department
Massachusetts Institute of Technology. Department of Mathematics
Terms of Use
Persistent DSpace Link
