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Lecture
Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
This lecture covers numerical methods for solving boundary value problems, focusing on transient finite difference methods like Crank-Nicolson. It reviews Fourier transforms and introduces the discrete Fourier transform and the Fast Fourier transform (FFT). The lecture also demonstrates using FFT for solving PDEs with spectral methods.