Course 18.086: Mathematical Methods for Engineers II (Spring 2010)

Wednesday, February 3, 2010
Introduction. Well-posedness of PDEs, and Intro to finite-difference for the heat equation. First notion of stability.
Friday, February 5, 2010
More introduction: sparse linear systems, optimization.
Started IVP: Fourier analysis.
Matlab demo: heat equation in 1D and Poisson in 1D
Monday, February 8, 2010
IVP for linear PDE, Method of line discretization. ODE stability for the explicit and implicit Euler methods.
Wednesday, February 10, 2010
Von Neumann stability analysis
Friday, February 12, 2010
Finite-Difference methods for the linear transport equation. Up-wind, down-wind, centered, Lax-Friedrichs, Lax-Wendroff
Tuesday, February 16, 2010
Finished Lax-Wendroff analysis + Matlab demo: Linear transport in 1D. Modified equations.
Wednesday, February 17, 2010
Lax equivalence theorem.
Friday, February 19, 2010
Error and convergence analysis
Monday, February 22, 2010
Convergence plot - matlab demo:
convergenge plot
Advection-diffusion equation.
Wednesday, February 24, 2010
1D linear wave equation.
Friday, February 26, 2010
More wave equation. Start Non-linear conservation laws.