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Searched for: "18.086" Subjects offered any term 1 subject found.
18.086 Computational Science and Engineering II
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(Subject meets with 18.0861)
Prereq: Calculus II (GIR); 18.03 or 18.032
Units: 3-0-9
http://math.mit.edu/18086/
Initial value problems: finite difference methods, accuracy and stability, heat equation, wave equations, conservation laws and shocks, level sets, Navier-Stokes. Solving large systems: elimination with reordering, iterative methods, preconditioning, multigrid, Krylov subspaces, conjugate gradients. Optimization and minimum principles: weighted least squares, constraints, inverse problems, calculus of variations, saddle point problems, linear programming, duality, adjoint methods.
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