Finite Difference and Spectral Methods for Ordinary and Partial Differential Equations

Finite Difference and Spectral Methods for Ordinary and Partial Differential Equations
by Lloyd N. Trefethen

Publisher: Cornell University 1996

Description:
An advanced textbook focused on basic principles. Two remarkably fruitful ideas pervade this field: numerical stability and Fourier analysis. This is not a book of pure mathematics. A number of theorems are proved, but the purpose is to present a set of ideas rather than a sequence of theorems. The book should be accessible to mathematically inclined graduate students and practitioners in various fields of science and engineering.