Amazon logo When you click the Amazon logo to the left of any citation and purchase the book (or other media) from, MIT OpenCourseWare will receive up to 10% of this purchase and any other purchases you make during that visit. This will not increase the cost of your purchase. Links provided are to the US Amazon site, but you can also support OCW through Amazon sites in other regions. Learn more.


Calculus of Several Variables (18.02) and Differential Equations (18.03) or Honors Differential Equations (18.034)


The full schedule, organized by session number. (PDF)

Course Outline

This course has three major topics:

Applied Linear Algebra

  • Second difference matrices K, T, B, C
  • Positive definiteness: pivots, eigenvalues, energy
  • ATCA framework for equilibrium problems
    • Springs and masses
    • Least squares and covariance matrix
    • Graphs, networks, Kirchhoff's laws
    • Deformation of trusses (and mesh generation)
    • Minimum principles and constraints
    • Finite elements in one dimension

Boundary Value Problems

  • Ordinary differential equations
    • Boundary conditions and delta functions
    • Dynamics: Mu'' + Ku = F(t)
    • Beam equations and cubic splines
  • Partial differential equations
    • Laplace and poisson equations
    • Divergence, gradient, and curl
    • Special solutions from (x + iy)n and f(x + iy)
    • Potential, stream function, Cauchy-Riemann equations
    • Finite differences and boundary conditions
    • Finite element method and weak form

Fourier Methods and the FFT

  • Fourier series (and orthogonal polynomials)
    • Orthogonality and Parseval's formula
    • Laplace equation on a circle
  • Discrete Fourier series
    • Fourier matrix and the fast Fourier transform
    • Convolution and filtering in signal processing
  • Fourier integral
    • Shannon sampling theorem
    • Differential equations
    • Integral equations (convolution kernel)

Assignments and Exams

This course has nine problem sets, three one-hour exams, and no final exam. You may use your textbook and notes on the exams.


The textbook for this course is:

Amazon logo Strang, Gilbert. Computational Science and Engineering. Wellesley, MA: Wellesley-Cambridge Press, 2007. ISBN: 9780961408817. (Table of Contents)

Information about this book can be found at the Wellesley-Cambridge Press Web site, along with a link to Prof. Strang's new "Computational Science and Engineering" Web page developed as a resource for everyone learning and doing Computational Science and Engineering.