Lecture Videos

This page presents lecture videos for most class sessions. Videos for Sessions 9, 13–14, 17–20, and 22 are not available.

Notes accompanying each video (except for Sessions 1 and 25) are linked on the 'Lecture Notes' tab below the video player. The notes are also presented separately on the Lecture Notes page.

Student-written MATLAB® code displayed in some videos is courtesy of the students and used with permission. 

Disclaimer: These lecture videos were recorded with a web videoconferencing system. The recording quality is the best available from this source.

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Session 1: Course introduction and ordinary differential equations (ODEs)

Session 2: Numerical Integration of ODEs: Approximating time derivative

Session 3: Numerical Integration of ODEs: Accuracy and a pendulum problem

Session 4: Numerical Integration of ODEs: Stability and a ballistics problem

Session 5: Numerical Integration of ODEs: Nonlinear Systems

Session 6: Numerical Integration of ODEs: Stiffness, Implicit Methods, Runge-Kutta

Session 7: Numerical Methods of Partial Differential Equations: Introduction

Session 8: Numerical Methods of PDEs: Finite Difference Methods 1

Session 10: Numerical Methods of PDEs: Finite Volume Methods 1

Session 11: Numerical Methods of PDEs: Finite Volume Methods 2

Session 12: Numerical Methods of PDEs: Finite Volume in 2D and Midterm Review

Session 15: Numerical Methods of PDEs: Collocation and Weighted Residuals

Session 16: Numerical Methods of PDEs: Finite Element Method 1

Session 21: Probabilistic Methods & Optimization: Statistical sampling methods

Session 23: Probabilistic Methods & Optimization: Intro to design optimization I

Session 24: Probabilistic Methods & Optimization: Intro to design optimization II

Session 25: Probabilistic Methods & Optimization: Final exam review