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18.086 Mathematical Methods for Engineers II

18.086 Mathematical Methods for Engineers II (Spring 2006, MIT OCW). This consists of 29 video lectures given by Professor Gilbert Strang, focusing on initial value problems and solution of large linear systems. This graduate-level course is a continuation of Mathematical Methods for Engineers I (18.085). Topics include numerical methods; initial-value problems; network flows; and optimization. (from ocw.mit.edu)

 Lecture 18 - Krylov Methods/ Multigrid Continued

Go to the Course Home or watch other lectures:

 Lecture 01 - Difference Methods for Ordinary Differential Equations Lecture 02 - Finite Differences, Accuracy, Stability, Convergence Lecture 03 - The One-way Wave Equation and CFL/ von Neumann Stability Lecture 04 - Comparison of Methods for the Wave Equation Lecture 05 - Second-order Wave Equation (including leapfrog) Lecture 06 - Wave Profiles, Heat Equation/ Point Source Lecture 07 - Finite Differences for the Heat Equation Lecture 08 - Convection-Diffusion/ Conservation Laws Lecture 09 - Conservation Laws/ Analysis/ Shocks Lecture 10 - Shocks and Fans from Point Source Lecture 11 - Level Set Method Lecture 12 - Matrices in Difference Equations (1D, 2D, 3D) Lecture 13 - Elimination with Reordering: Sparse Matrices Lecture 14 - Financial Mathematics/ Black-Scholes Equation Lecture 15 - Iterative Methods and Preconditioners Lecture 16 - General Methods for Sparse Systems Lecture 17 - Multigrid Methods Lecture 18 - Krylov Methods/ Multigrid Continued Lecture 19 - Conjugate Gradient Method Lecture 20 - Fast Poisson Solver Lecture 21 - Optimization with constraints Lecture 22 - Weighted Least Squares Lecture 23 - Calculus of Variations/ Weak Form Lecture 24 - Error Estimates/ Projections Lecture 25 - Saddle Points/ Inf-sup Condition Lecture 26 - Two Squares/ Equality Constraint Bu = d Lecture 27 - Regularization by Penalty Term Lecture 28 - Linear Programming and Duality Lecture 29 - Duality Puzzle/ Inverse Problem/ Integral Equations