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
- Real Analysis I by IIT Madras
- Pre Algebra by Other
- Advanced Matrix Theory by IISc Bangalore
- MMF1928H / STA 2503F - Pricing Theory I / Applied Probability for Mathematical Finance by University of Toronto
- Several Variable Calculus / Vector Calculus by Other
- Mathematics III by IIT Roorkee
- Math 3C: Probability for Math Science by UCLA
- Engineering Mathematics by The University of New South Wales
- Calculus by The University of New South Wales
- Arithmetic by Khan Academy
» check out the complete list of Mathematics lectures
Get Your Degree!
Find schools and get information on the program that’s right for you.
Powered by Campus Explorer