Introduction to Numerical Simulation (6.336J / SMA 5211)
MIT's graduate course on computational techniques for simulating engineering and physical systems, drawing applications from aerospace, mechanical, electrical, chemical and biological engineering, and materials science. Topics cover mathematical formulations of physical systems, network problems, sparse direct and iterative matrix solution methods, Newton methods for nonlinear equations, discretization schemes for ordinary, time-periodic, and partial differential equations, fast solvers for PDEs and integral equations, model reduction techniques for dynamical systems, and approaches to molecular dynamics simulation. Offered jointly through MIT's Department of Electrical Engineering and Computer Science and the Singapore-MIT Alliance as SMA 5211, the course provides MIT OpenCourseWare materials including lecture notes and problem sets, free to access, with no certificate offered through this platform. Suited to students with a strong background in numerical methods and differential equations who want a rigorous treatment of large-scale simulation techniques.