This is an archived course. A more recent version may be available at ocw.mit.edu.

 

Calendar

SES # TOPICS KEY DATES
1

Introduction to numerical methods in engineering

MATLAB® proficiency evaluation

First day of classes

Homework 1 out

MATLAB® workshop one day after Ses #1

2

Number representations

Errors of numerical operations

Recursion

 
3

Error analysis

Error propagation

Condition numbers

MATLAB® workshop one day after Ses #3
4

Roots of non-linear equations

General/Bisection/Secant/Newton-Raphson methods

Homework 2 out
5

Linear systems

Gaussian elimination

Homework 1 due
6

Linear systems

Multiple right-hand-sides

LU factorization

 
7

Special matrices

Examples

 
8

Linear systems

Iterative techniques

Gauss-Seidel

 
9

Root finding and linear systems

Examples and applications

Homework 2 due
10

Optimization

Curve fitting

 
11

Interpolation

Polynomial interpolation

Lagrange polynomials

Splines

 
12

Fourier interpolation

Fourier transforms

 
13 Quiz 1  
14

Numerical integration

Newton-Cotes

Gaussian quadratutre

Homework 3 out
15

Numerical differentiation

Finite differences

Ordinary differential equations

Initial value problems

Euler's method

 
16

ODE-IVP

Runge-Kutta methods

Homework 4 out one day after Ses #16
17

Higher order ODEs

Boundary value problems

Homework 3 due

18

Partial differential equations

Introduction

Examples

Drop date
19 PDE review  
20

PDEs

Parabolic equations

 
21

PDEs

Elliptic equations

 
22 Finite element methods Homework 4 due
23

Boundary element methods

Panel methods (1)

 
24

Boundary element methods

Panel methods (2)

 
25 Review  
26 Quiz 2