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 :
Other Mathematics Courses
- Several Variable Calculus / Vector Calculus by Other
- Probability by Khan Academy
- Laplace transforms by Other
- Math 95 - Intermediate Algebra by Portland Community College
- Analytic Geometry and Calculus II,Fall 2011 by UC Berkeley
- Introduction to Probability and Statistics,Fall 2011 by UC Berkeley
- Engineering Mathematics by The University of New South Wales
- Elementary Numerical Analysis by IIT Bombay
- Math 3C: Probability for Math Science by UCLA
- Linear Algebra by MIT
» check out the complete list of Mathematics lectures
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