## Guest lectures

Below is a list of guest lectures I have given in other courses.

- March 2, 2004 – Numerical Stability in Leapfrog and Lax–Wendroff schemes.
- April 7, 2005 – Return and First Passage on a Lattice. [Notes available through MIT OpenCourseWare]
- April 26, 2005 – Lévy Flights. [Notes available through MIT OpenCourseWare]
- September 12, 2006 – Moments, Cumulants, and Scaling.
- October 24, 2006 – Return probability on a lattice. [Notes available]
- October 26, 2006 – The arcsine distribution. [Notes available]
- April 13, 2007 – Using Riemann invariants to solve the 1D gas dynamics equations.
- May 16, 2007 – Dimensional analysis.
- November 15, 2007 – Spectral methods for elliptic equations.
- November 20, 2007 – Iterative methods for linear systems. [Notes available]
- September 30, 2009 – The Jacobi, Gauss–Seidel, and SOR methods.
- October 19, 2009 – The multigrid method.
- September 22, 2010 – Jacobi and Gauss–Seidel methods.
- September 27, 2011 – Iterative methods for linear systems.
- November 22, 2011 – The multigrid method.
- February 7, 2012 – Monotonic sequences and subsequences.
- April 4, 2012 – The Mean Value Theorem.
- April 6, 2012 – Differentiation of power series.
- October 8, 2012 – Nonlinear PDEs and shocks.
- October 10, 2012 – The traffic equation.
- October 12, 2012 – Weak PDE solutions and the Rankine–Hugoniot condition.
- March 19, 2013 – Iterative methods for linear systems.
- March 21, 2013 – Multigrid and Krylov methods.
- November 7, 2013 – The multigrid method.