Some other references¶
Some of the books listed below are SIAM e-books and available free if you access them from a UW computer. Or if you are off-campus, you can gain access by using the UW library off-campus proxy.
Finite difference methods¶
- LeVeque-FDM
R. J. LeVeque, Finite Difference Methods for Ordinary and Partial Differential Equations, Steady State and Time Dependent Problems, SIAM, 2007.
- Iserles
A. Iserles, A First Course in the Numerical Analysis of Differential Equations, Cambridge University Press, 2008.
- Keller
H. B. Keller, Numerical Solution of Two Point Boundary Value Problems, CBMS 24, SIAM, 1976.
Spectral methods¶
- Boyd
J.P. Boyd, Chebyshev and Fourier Spectral Methods Second edition, freely available from the author’s website
- Fornberg
B. Fornberg, A Practical Guide to Pseudospectral Methods, Cambridge University Press.
- BriggsEtAl_DFT
W. L. Briggs, V. Emden Henson, The DFT, An Owner’s Manual for the Discrete Fourier Transform, SIAM, 1995.
- LeVequeFourierNotes
R. J. LeVeque, Fourier Transforms.
- Trefethen1
L. N. Trefethen, Approximation Theory and Approximation Practice, SIAM 2013. [Download m-files]
- Trefethen2
L. N. Trefethen, Spectral Methods in Matlab, SIAM 2000. [Download m-files]
- Chebfun
Chebfun software (Matlab package). See also the Python version PyChebfun
Sparse linear algebra¶
- Davis
T. A. Davis, Direct Methods for Sparse Linear Systems, SIAM, 2006. ebook
- BriggsEtAl_MG
W. L. Briggs, V. Emden Henson, and S. F. McCormick, A Multigrid Tutorial, Second Edition, SIAM, 2000. ebook
- Greenbaum
A. Greenbaum, Iterative Methods for Solving Linear Systems, SIAM, 1997. ebook
- Saad
Y. Saad, Iterative Methods for Sparse Linear Systems, Second Edition, SIAM, 2003.
Python¶
See also: Python and Jupyter
- LangtangenPrimer
H. P. Langtangen, A Primer on Scientific Programming with Python, Springer 2016. pdf version
- VanderPlas
J. VanderPlas, Python Data Science Handbook, O’Reilly Media, 2016. online with code you can run
Latex¶
- HighamChapter
N. J. Higham, Tex and Latex Chapter from: <i>Handbook of Writing for the Mathematical Sciences</i>, Second Edition, SIAM e-book. (See also Appendix B for latex symbols)
- GriffithsHigham
D.F. Griffiths and D.J. Higham, Learning LaTeX, SIAM, 1997