SCHEDULE
Note: The schedule is subject to change. Check back for changes and updates
| Date | Topic | Reading |
|---|---|---|
| Feb.04 Tue | Introduction and preview. Nyquist rate; Sampling Theorem; Fourier methods for linear initial value problems. | 4.1; 4.3; 4.5; 6.1 |
| Feb.06 Th | Finite difference methods | 6.1 & 6.2 |
| Feb.11 Tue | Ordinary differential equations | 6.2 & 6.3 |
| Feb.13 Th | Finite difference methods for the one-way wave equation; von Neumann stability analysis | 6.3 |
| Feb.18 Tue | No Class. MONDAY SCHEDULE due to Presidents Day. | |
| Feb.20 Th | Wave equation, leapfrog, staggered grids | 6.4 & Stability |
| Feb.25 Tue | Convection-Diffusion | 6.5 |
| Feb.27 Th | Conservation Laws: characteristics, weak solutions and RH jump conditions. | 6.6 |
| Mar.04 Tue | Conservation Laws: Lax-Wendroff Theorem, finite volumn method and entropy inequalities | LeVeque's book or 16.920 |
| Mar.06 Th | Conservation Laws: montone schemes, convergence and ENO schemes | |
| Mar.11 Tue | Incompressible Fluids. Navier-Stokes. Fast FFT Poisson Solver. | 3.5 & 6.7 |
| Mar.13 Th | Level Set Method. | 6.8 & Level Set |
| Mar.18 Tue | Pset 2 discussion. | |
| Mar.20 Th | LU, LDL, QR and SVD. Direct Method. | 1.3, 1.7, & 7.1 |
| Mar.25 Tue | No Class. Spring Vacation. | |
| Mar.28 Th | No Class. Spring Vacation. | |
| Apr.01 Tue | Iterative Methods: Jacobi, Gauss-Seidel, Red-Black GS. | 7.2 |
| Apr.03 Th | Multigrid Method | 7.3 |
| Apr.08 Tue | Multigrid. | 6.5 & 6.9 in Applied Numerical Linear Algebra |
| Apr.10 Th | Krylov subspace methods. | 7.4 |
| Apr.15 Tue | Conjugate Gradient. | CG |
| Apr.17 Th | Introduction to optimization | |
| Apr.22 Tue | No Class. Patriots Day Vacation. | |
| Apr.24 Th | Least Square | 8.1 & 8.2 |
| Apr.29 Tue | Calculus of Variation | 8.3 |
| May.01 Th | Calculus of Variation; Linear Programming | 8.6 |
| May.06 Tue | Linear Programming; Adjoint Methods | |
| May.08 Th | No Class | |
| May.13 Tue | Project presentations | |
| May.15 Th | Project presentations |
