2.096/6.336/16.910  Introduction to Numerical Simulation

This course is an introduction to computational techniques for the simulation of a large variety of engineering and physical systems. Applications are drawn from aerospace, mechanical, electrical, and chemical engineering, biology, and materials science. Topics include mathematical formulations (techniques for automatic assembly of mathematical problems from physics' principles); sparse, direct and iterative solution techniques for linear systems; Newton methods for nonlinear problems; discretization methods for ordinary, time-periodic and partial differential equations; accelerated methods for integral equations; techniques for dynamical system model reduction.