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Topic: Numerical Approximation of Partial Differential Equations  (Read 5892 times)
Kevin
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« on: May 24, 2003, 05:37:21 AM »

Numerical Approximation of Partial Differential Equations
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slpenn13

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« Reply #1 on: May 23, 2004, 02:27:44 AM »

If you are searching for a Numeric PDE book: have you read
Numerical Partial Differential Equations: Finite Difference Methods
JW Thomas
Finite Difference Schemes and Partial Differential Equations
John C. Strikwerda

The first is highly readable. The second requires real exposure to PDE and advanced calculus.
For a quick read introducing someone to the topic try out Wilmott's little red book.

The Mathematics of Financial Derivatives: A Student Introduction
Paul Wilmott, Sam Howison, Jeff DeWynne, Susan Howson
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