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Course information on this site is not reflective of offerings for the 2025鈥�2026 academic year. Some irregularities may occur as we move operations to the incoming Course Catalogue.
Mathematics & Statistics (Sci) : Solution to initial value problems: Linear, Nonlinear Finite Difference Methods: accuracy and stability, Lax equivalence theorem, CFL and von Neumann conditions, Fourier analysis: diffusion, dissipation, dispersion, and spectral methods. Solution of large sparse linear systems: iterative methods, preconditioning, incomplete LU, multigrid, Krylov subspaces, conjugate gradient method. Applications to, e.g., weighted least squares, duality, constrained minimization, calculus of variation, inverse problems, regularization, level set methods, Navier-Stokes equations
Terms: Winter 2025
Instructors: Nave, Jean-Christophe (Winter)
