Course Description

A presentation of the fundamentals of modern numerical techniques for a wide range of linear and nonlinear elliptic, parabolic and hyperbolic partial differential equations and integral equations central to a wide variety of applications in science, engineering, and other fields. Topics include: Mathematical …

A presentation of the fundamentals of modern numerical techniques for a wide range of linear and nonlinear elliptic, parabolic and hyperbolic partial differential equations and integral equations central to a wide variety of applications in science, engineering, and other fields. Topics include: Mathematical Formulations; Finite Difference and Finite Volume Discretizations; Finite Element Discretizations; Boundary Element Discretizations; Direct and Iterative Solution Methods.

This course was also taught as part of the Singapore-MIT Alliance (SMA) programme as course number SMA 5212 (Numerical Methods for Partial Differential Equations).

Learning Resource Types
Lecture Notes
Problem Sets
A graph indicating themperature distribution, with equations overlaid on top of it.
Temperature distribution and governing equations for a thermal fin, adapted from Problem Set 3 solutions (PDF). (Image courtesy of MIT OpenCourseWare.)