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MIT OpenCourseWare | Mathematics | 18.085 Computational Science and Engineering I, Fall 2007 | Video Lectures

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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.
http://ocw.mit.edu/OcwWeb/Mathematics/18-085Fall-2
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