Software

Isogeometric Analysis is a relatively new approach proposed by T. J. R. Hughes and his group to combine CAD and finite element analysis. The basic idea is to use the same (finite) representations for the geometry and FEM solution space, mostly based on B-splines and NURBS. The major advantage is the exact representation of geometry in computer aided design and analysis. An excellent introduction is given in the book

Isogeometric Analysis: Toward Integration of CAD and FEA
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There are two PDE solvers that I came across recently which look good. Both are FEM based.

Elmer has a good gui and has many physical models already available. There is a good amount of manuals and tutorials available. To get all of them, check out the code from svn. It also has some ability to program your own solvers but this is not well documented. It is a good aid for teaching numerical methods. Windows executable can be downloaded from their website. There is also a Mac binary...