## 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

- Introduction to Geometry by Other
- Measure and Integration by IIT Bombay
- A Basic Course in Real Analysis by IIT Kharagpur
- Trigonometry I by Other
- Pre-algebra by Khan Academy
- Analytic Geometry and Calculus I,Fall 2011 by UC Berkeley
- AMC Polynomials and their Zeros by Other
- Multivariable Calculus II by Other
- Discrete Structures by IIT Madras
- University Calculus by The University of New South Wales

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