18.085 Computational Science and Engineering I

18.085 Computational Science and Engineering I (Fall 2008, MIT OCW). This consists of 36 video lectures and 13 review sessions given by Professor Gilbert Strang, focusing on applied linear algebra, applied differential equations, Fourier methods, and Algorithms. This course provides a review of linear algebra, including applications to networks, structures, and estimation, Lagrange multipliers. Also covered are: differential equations of equilibrium; Laplace's equation and potential flow; boundary-value problems; minimum principles and calculus of variations; Fourier series; discrete Fourier transform; convolution; and applications. (from ocw.mit.edu)

Introduction