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Lecture 3 of 29Video Lectures56 min

Lecture 3: The One-way Wave Equation and CFL / von Neumann Stability

Prof. Gilbert Strang · Massachusetts Institute of Technology

At MIT OpenCourseWare Transcript

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From
Mathematical Methods for Engineers II, Massachusetts Institute of Technology (at MIT OpenCourseWare)
Licence
CC BY-NC-SA 4.0, as MIT OpenCourseWare states it. Non-commercial use only.
Attribution
Prof. Gilbert Strang. Mathematical Methods for Engineers II. Spring 2006. Massachusetts Institute of Technology: MIT OpenCourseWare, https://ocw.mit.edu/. License: Creative Commons BY-NC-SA.
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All the lectures

  1. Lecture 1: Difference Methods for Ordinary Differential Equations 45 min · Video
  2. Lecture 2: Finite Differences, Accuracy, Stability, Convergence 56 min · Video
  3. Lecture 3: The One-way Wave Equation and CFL / von Neumann Stability 56 min · Video
  4. Lecture 4: Comparison of Methods for the Wave Equation 1 h 4 min · Video
  5. Lecture 5: Second-order Wave Equation (including leapfrog) 55 min · Video
  6. Lecture 6: Wave Profiles, Heat Equation / point source 53 min · Video
  7. Lecture 7: Finite Differences for the Heat Equation 1 h 1 min · Video
  8. Lecture 8: Convection-Diffusion / Conservation Laws 54 min · Video
  9. Lecture 9: Conservation Laws / Analysis / Shocks 45 min · Video
  10. Lecture 10: Shocks and Fans from Point Source 57 min · Video
  11. Lecture 11: Level Set Method 54 min · Video
  12. Lecture 12: Matrices in Difference Equations (1D, 2D, 3D) 58 min · Video
  13. Lecture 13: Elimination with Reordering: Sparse Matrices 57 min · Video
  14. Lecture 14: Financial Mathematics / Black-Scholes Equation 50 min · Video
  15. Lecture 15: Iterative Methods and Preconditioners 52 min · Video
  16. Lecture 16: General Methods for Sparse Systems 48 min · Video
  17. Lecture 17: Multigrid Methods 52 min · Video
  18. Lecture 18: Krylov Methods / Multigrid Continued 50 min · Video
  19. Lecture 19: Conjugate Gradient Method 53 min · Video
  20. Lecture 20: Fast Poisson Solver 49 min · Video
  21. Lecture 21: Optimization with constraints 51 min · Video
  22. Lecture 22: Weighted Least Squares 53 min · Video
  23. Lecture 23: Calculus of Variations / Weak Form 52 min · Video
  24. Lecture 24: Error Estimates / Projections 51 min · Video
  25. Lecture 25: Saddle Points / Inf-sup condition 52 min · Video
  26. Lecture 26: Two Squares / Equality Constraint Bu = d 53 min · Video
  27. Lecture 27: Regularization by Penalty Term 50 min · Video
  28. Lecture 28: Linear Programming and Duality 57 min · Video
  29. Lecture 29: Duality Puzzle / Inverse Problem / Integral Equations 52 min · Video