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....
Watch video here........
No comments:
Post a Comment