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Results 1-25 of 49
Difference Methods for Ordinary Differential Equations
Finite Differences, Accuracy, Stability, Convergence
The One-way Wave Equation and CFL / von Neumann Stability
Comparison of Methods for the Wave Equation
Second-order Wave Equation (including leapfrog)
Wave Profiles, Heat Equation / point source
Finite Differences for the Heat Equation
Convection-Diffusion / Conservation Laws
Conservation Laws / Analysis / Shocks
Shocks and Fans from Point Source
Level Set Method
Matrices in Difference Equations (1D, 2D, 3D)
Elimination with Reordering: Sparse Matrices
Financial Mathematics / Black-Scholes Equation
Iterative Methods and Preconditioners
General Methods for Sparse Systems
Multigrid Methods
Krylov Methods / Multigrid Continued
Conjugate Gradient Method
Fast Poisson Solver
Optimization with constraints
Weighted Least Squares
Calculus of Variations / Weak Form
Error Estimates / Projections
Saddle Points / Inf-sup condition