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

 

Readings

Primary Text

Notes on pertinent material will be provided.

Amazon logo Chapra, Steven C., and Raymond P. Canale. Numerical Methods for Engineers. 5th ed. Boston, MA: McGraw Hill, 2006. ISBN: 9780073101569. (Required textbook)

If you are not familiar with MATLAB® you have to go through MATLAB® help tutorial. However, a two sessions workshop will be presented in the first two weeks to help you accelerate your MATLAB® learning.

Other Useful Texts

Amazon logo Recktenwald, Gerald. Numerical Methods with MATLAB®: Implementation and Application. Upper Saddle River, NJ: Prentice-Hall Inc., 2000. ISBN: 9780201308600.

Amazon logo Chapra, Steven C. Applied Numerical Methods with MATLAB® for Engineers and Scientists. 2nd ed. New York, NY: McGraw-Hill Companies Inc., 2007. ISBN: 9780071259217.

All the readings below come from the required textbook.

SES # TOPICS READINGS
1

Introduction to numerical methods in engineering

MATLAB® proficiency evaluation

First day of classes

Sections P.T. 1.1-1.3 and 1.1-1.2
2

Number representations

Errors of numerical operations

Recursion

Sections 3.1-3.4
3

Error analysis

Error propagation

Condition numbers

Sections 4.1-4.5
4

Roots of non-linear equations

General/Bisection/Secant/Newton-Raphson methods

Sections 5.1-5.4 and 6.1-6.5
5

Linear systems

Gaussian elimination

Sections 9.1-9.8
6

Linear systems

Multiple right-hand-sides

LU factorization

Sections 10.1-10.3
7

Special matrices

Examples

Section 11.1
8

Linear systems

Iterative techniques

Gauss-Seidel

Section 11.2
9

Root finding and linear systems

Examples and applications

Sections 8.1-8.4 and 12.1-12.4
10

Optimization

Curve fitting

Chapters 13, 14, and 17
11

Interpolation

Polynomial interpolation

Lagrange polynomials

Splines

Sections 18.1-18.6
12

Fourier interpolation

Fourier transforms

Sections 19.1-19.8
13 Quiz 1  
14

Numerical integration

Newton-Cotes

Gaussian quadratutre

Sections 21.1-21.2 and 22.1-22.3
15

Numerical differentiation

Finite differences

Ordinary differential equations

Initial value problems

Euler's method

Sections 23.1-23.5 and 25.1-25.2
16

ODE-IVP

Runge-Kutta methods

Sections 25.3-23.5
17

Higher order ODEs

Boundary value problems

Sections 27.1-27.3

18

Partial differential equations

Introduction

Examples

Sections P.T. 8.1-8.2
19 PDE review  
20

PDEs

Parabolic equations

Sections 30.1-30.5
21

PDEs

Elliptic equations

Sections 29.1-29.5
22 Finite element methods Sections 31.1-31.4
23

Boundary element methods

Panel methods (1)

 
24

Boundary element methods

Panel methods (2)

 
25 Review  
26 Quiz 2