This course is a comprehensive introduction to control system synthesis in which the digital computer plays a major role, reinforced with hands-on laboratory experience. The course covers elements of real-time computer architecture; input-output interfaces and data converters; analysis and synthesis of sampled-data control systems using classical and modern (state-space) methods; analysis of trade-offs in control algorithms for computation speed and quantization effects. Laboratory projects emphasize practical digital servo interfacing and implementation problems with timing, noise, and nonlinear devices.

This course is about the mathematics that is most widely used in the mechanical engineering core subjects: An introduction to linear algebra and ordinary differential equations (ODEs), including general numerical approaches to solving systems of equations.

This course presents micro-econometric models, including large sample theory for estimation and hypothesis testing, generalized method of moments (GMM), estimation of censored and truncated specifications, quantile regression, structural estimation, nonparametric and semiparametric estimation, treatment effects, panel data, bootstrapping, simulation methods, and Bayesian methods. The methods are illustrated with economic applications.

A presentation of the fundamentals of modern numerical techniques for a wide range of linear and nonlinear elliptic, parabolic and hyperbolic partial differential equations and integral equations central to a wide variety of applications in science, engineering, and other fields. Topics include: Mathematical Formulations; Finite Difference and Finite Volume Discretizations; Finite Element Discretizations; Boundary Element Discretizations; Direct and Iterative Solution Methods.
This course was also taught as part of the Singapore-MIT Alliance (SMA) programme as course number SMA 5212 (Numerical Methods for Partial Differential Equations).

In keeping with the tradition of the last twenty-some years, the Readings in Optimization seminar will focus on an advanced topic of interest to a portion of the MIT optimization community: randomized methods for deterministic optimization. In contrast to conventional optimization algorithms whose iterates are computed and analyzed deterministically, randomized methods rely on stochastic processes and random number/vector generation as part of the algorithm and/or its analysis. In the seminar, we will study some very recent papers on this topic, many by MIT faculty, as well as some older papers from the existing literature that are only now receiving attention.

This one-day workshop provides a brief overview of system dynamics and a hands-on simulation experience. It also serves as a preview of the more in-depth coverage of the subject available in other courses offered at MIT Sloan.