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Browse materialsMIT 16.920J · Spring 2003

Numerical Methods for Partial Differential Equations (SMA 5212)

Subjects: Mathematics · Mechanical Engineering

Art: 1783 balloonj, 1786 · Public domain

Instructors: Prof. Boo Cheong Khoo, Prof. Jacob White, Prof. Jaime Peraire, Prof. Anthony T. Patera
Term: Spring 2003
Level: Graduate
What's inside: 1 lecture note · 48 other files · 3 web pages
Materials open: MIT OCW

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Source: MIT OpenCourseWare 16.920J Numerical Methods for Partial Differential Equations (SMA 5212), Spring 2003, Prof. Boo Cheong Khoo, Prof. Jacob White, Prof. Jaime Peraire, Prof. Anthony T. Patera — original course page on ocw.mit.edu ↗. License: CC BY-NC-SA 4.0. Study order: MIT's own listing order, section by section. Taken from MIT's published course files, downloaded from ocw.mit.edu on September 23, 2026. How RedLectern is built.

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8 problem sets

MIT OpenCourseWare, Prof. Boo Cheong Khoo, Prof. Jacob White, Prof. Jaime Peraire, Prof. Anthony T. Patera, 16.920J Numerical Methods for Partial Differential Equations (SMA 5212), Spring 2003.

License: CC BY-NC-SA 4.0 · Edition: Spring 2003 · Open the original course on OCW ↗

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Numerical Methods for Partial Differential Equations (SMA 5212)

Before you start

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Lecture Notes

Assignments

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Lecture 1: Overview

Lecture 2: Finite Differences: Elliptic Problems

Lecture 3: Finite Differences: Elliptic Problems

Lecture 4: Finite Differences: Parabolic Problems

Lecture 5: Finite Differences: Eigenvalue, 2D Problems

Lecture 6: Solution Methods: Iterative Methods

Lecture 7: Solution Methods: Multigrid Methods

Lecture 8: Finite Differences: Hyperbolic Problems

Lecture 9: Finite Differences: Hyperbolic Problems

Lecture 10: Finite Volumes: Linear Problems

Lecture 11: Finite Volumes: Conservation Laws

Lecture 12: Finite Volumes: Nonlinear Problems

Lecture 13: Finite Elements: Variational Formulation

Lecture 14: Finite Elements: Poisson 1D – I

Lecture 15: Finite Elements: Poisson 1D – II

Lecture 16: Finite Elements: Poisson 2D – I

Lecture 17: Finite Elements: Poisson 2D – II

Lecture 18: Finite Elements: General Elliptic Problems – Overview

Lecture 19: Finite Elements: Parabolic Problems, Eigenvalue Problems

Lecture 20: Integral Equations: Derivation

Lecture 21: Integral Equations: Collocation and Galerkin Methods

Lecture 22: Integral Equations: Convergence Theory – 2nd Kind

Lecture 23: Integral Equations: Quadrature and Cubature

Lecture 24: Integral Equations: Nystrom Methods

Lecture 25: Integral Equations: Convergence Theory – 1st Kind

Lecture 26: Integral Equations: Fast Solvers