Numerical Methods for Partial Differential Equations (SMA 5212)

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). Level: Beginner. Free course materials from MIT OpenCourseWare including lecture notes, assignments, and exams.