Essential numerical methods

This course meets for the first half of the semester.

Lectures: 2 sessions / week, 1.5 hours / session

Recitations: 1 session / week, 0.5 hour / session

Final exam period is 3 hours long.

12.010 Computational Methods of Scientific Programming or permission of instructor.

Students who complete this module will

The homework evaluation will count only the best five assignment scores. However, it should be noted that some exercises build on earlier ones. Therefore students should recognize that it is not generally possible simply to omit early assignments. Moreover, the exercises are designed to develop understanding and skill with the material that will be valuable for the final exam.

Detailed lecture notes are provided.

Students who lack specific mathematics or science background in the areas discussed may be advised to supplement the lectures with extra reading.

Smith, G. D. Numerical Solution of Partial Differential Equations. Clarendon Press, 1965.

Forsythe, George E., and Wolfgang R. Wasow. Finite Difference Methods for Partial Differential Equations. Literary Licensing, 2013. ISBN: 9781258664152.

Mitchell, A. R., and D. F. Griffiths. The Finite Difference Method in Partial Differential Equations. Wiley-Blackwell, 1980. ISBN: 9780471276418.

Exercise 3 out

Exercise 1 due

Exercise 4 out

Exercise 2 due

Exercise 5 out

Exercise 3 due

Exercise 6 out

Exercise 4 due

Exercise 7 out

Exercise 5 due

Exercise 8 out

Exercise 6 due

Exercise 9 out

Exercise 7 due

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