Introduction to the Numerical Integration of PDEs
by B. Piette
Publisher: University of Durham 2004
Number of pages: 89
In these notes, we describe the design of a small C++ program which solves numerically the sine-Gordon equation. The program is build progressively to make it multipurpose and easy to modify to solve any system of partial differential equations.
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by N. V. Kopchenova, I. A. Maron
This is a manual on solving problems in computational mathematics. The book is intended primarily for engineering students, but may also prove useful for economics students, graduate engineers, and postgraduate students in the applied sciences.
by Gong Chen, et al. - Wikibooks
We start with finite-precision arithmetic. We then discuss how to solve ordinary differential equations and partial differential equations using the technique of separation of variables. We then introduce numerical time-stepping schemes...
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