## SEE: Guide to Download MIT Video Lecture

## Course Description :

Difference Methods for Ordinary Differential Equations. Finite Differences, Accuracy, Stability, Convergence.One way Wave equation and CFL/ von Neumann Stability. Second order wave equation, wave profiles, heat equation / point source, Finite differences for heat equation. Convection-diffusion/ conservation laws/ analysis/ shocks. Level Set Method. Matrices in difference equations(1D, 2D, 3D). Sparse Matrices.Black-scholes equation. Iterative, General, Multigrid, Conjugate gradient and Krylov Methods. Fast Poisson solver.Weight least squares, calculus of variations/weak form. Error estimates/ projections and many more....

## Other Resources :

These free video lectures are licensed under a Creative Commons License by MIT OCW

## Other Mathematics Courses

- Algebraic Topology by The University of New South Wales
- Mathematics for Finance and Actuarial Studies 2 by Other
- Probability and Statistics by IIT Kharagpur
- Linear Algebra by MIT
- Math 3C: Probability for Math Science by UCLA
- Advanced Matrix Theory by IISc Bangalore
- Mathematics II by IIT Roorkee
- Engineering Mathematics by The University of New South Wales
- Calculus I by University of Missouri Kansas City
- Differential Equations by MIT

### » check out the complete list of Mathematics lectures