Professor R. Falk's reference list for numerical solution of PDEs

M. Galassi, J. Davies, J. Theiler, B. Gough, G. Jungman, M. Booth, F. Rossi, GNU Scientific Library Reference Manual, Network Theory, 2006

G. H. Golub and C. F. Van Loan, Matrix Computations, 3rd Edition, Johns Hopkins University Press, 1996

P. Kloeden and E. Platen,

*Numerical Solution of Stochastic Differential Equations*, Springer, 2000

W. H. Press, S. A. Teukolsky, W. T. Vetterling, and B. P. Flannery,

*Numerical Recipes: The Art of Scientific Computing*, 3rd edition, Cambridge, 2007

A. Quarteroni, R. Sacco, and F. Saleri,

*Numerical Mathematics*, 2nd edition, Springer, 2004