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MATH 478 Computational Methods in Applied Mathematics (3 unités)

Offered by: Math. et statistique (Sciences)

Vue d'ensemble

Mathématiques et Statistiques (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: Hiver 2023

Instructors: Nave, Jean-Christophe (Winter)

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