Course Highlights
This course features an extensive set of lecture materials, including both handouts and in-class presentations. These are supplemented by a complete set of assignments, which allow students to apply the broad variety of concepts and techniques covered by the diverse teaching staff.
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 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).