Numerical Methods for Partial Differential Equations
MIT OpenCourseWare presents this graduate course, cross-listed as SMA 5212 through the Singapore-MIT Alliance, on computational techniques for solving elliptic, parabolic, and hyperbolic partial differential equations and integral equations. Coverage includes mathematical formulations of these problems, finite difference and finite volume discretizations, finite element discretizations, boundary element discretizations, and both direct and iterative solution methods for the resulting linear systems. The material targets applications across science and engineering, from aeronautics to electrical systems, wherever PDEs govern physical behavior. As with other MIT OpenCourseWare offerings, the course provides lecture materials and problem sets free of charge, with no certificate offered. It suits students who already have a background in differential equations and numerical analysis and want a rigorous treatment of the computational methods used to approximate their solutions.