Online resources to learn numerical methods for PDEs?

partial-differential-equations reference-request numerical-methods

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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