Friday, December 25, 2009

Finite Difference Methods for Numerical Solution of PDEs

L. Lapidus and G. F. Pinder, Numerical Solution of Partial Differential Equations in Science and Engineering, Wiley, 1982
K. W. Morton and D. F. Mayers, Numerical Solution of Partial Differential Equations, Cambridge University Press, 1994
Y. Shapira, Solving PDEs in C++, SIAM, 2006
G. D. Smith, Numerical Solution of Partial Differential Equations: Finite Difference Methods, 3rd edition, Oxford, 1986
J. W. Thomas, Numerical Partial Differential Equations: Finite Difference Methods, Springer, 1998
J. W. Thomas, Numerical Partial Differential Equations: Conservation Laws and Elliptic Equations, Springer, 1999