[Math] Online resources to learn numerical methods for PDEs

numerical methodspartial differential equationsreference-request

I would like to get into a career that uses alot of applied math. I took a numerical analysis course in undergrad and liked it, so I plan to self-learn numerical methods for PDEs. Other than the MIT OCW, are there any good textbooks or lectures notes that can be viewed online? Particularly those that are geared towards engineers/scientists, since I'm not into theorems/proofs

Best Answer

If you want to do applied math without theory, then respectfully, you shouldn't go into applied math. Even applied mathematicians care about where things come from and how to justify them, so you won't be able to avoid proofs and theorems.

With that said, a few of my favorite resources are as follows:

  1. Finite Difference Methods for Ordinary and Partial Differential Equations by Randall J. LeVeque
  2. Numerical Methods for Conservation Laws by Randall J. LeVeque
  3. A Friendly Introduction to Numerical Analysis by Brian Bradie
  4. Elementary Applied Partial Differential Equations by Richard Haberman

Randall LeVeque is awesome in general. He also developed some pretty cool PDEs software to go along with his books.

An essential PDEs source would be Partial Differential Equations by Lawrence Evans. That one is all theory, but it's all necessary for developing numerical PDEs methods.

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