Much of the undergraduate mechanical engineering curriculum is designed around subject matter courses such as Statics, Control Systems, or Thermodynamics. While significant effort may be applied to the development of problem solving skills within these courses, the perspective of the students is typically bound to the subject being taught. As a result, students often have difficulty in applying methods learned in one class to the solution of problems in another class, just as they often have difficulty in seeing the interconnections between different subjects. This paper describes a course on problem solving across a wide range of (math-based) problems encountered by mechanical engineers. The course includes some lectures, including a review of ordinary differential equations and an introduction to numerical methods - but a significant component is the assignment of "analysis problems" which require more effort to solve than the typical engineering homework problem. In some cases, these problems require students to apply familiar concepts, such as Newton's Second Law of Motion or the First Law of Thermodynamics, but in a way that goes beyond the problems typically seen in an introductory Dynamics or Thermodynamics course. Other problems require students to apply concepts from multiple courses. Some of the problems are ambiguous or poorly defined, requiring additional assumptions or clarification in order to obtain a well-posed mathematical problem. Throughout the course, emphasis is also placed on adequately citing references, validating solutions, and communicating results. Student work was assessed primarily through evaluation of written reports.