Numerical Methods II, Spring 2018

Resources and source material

Suggested books

  • On PDE (partial differential equations) for people who have not taken a class: The Feynman Lectures on Physics. These notes by Richard Feynman cover much of basic physics in a way intended for smart people who want to understand things. It is organized into Lectures on different topics. The lectures on heat flow describe the heat equation. The lectures on wave propagation describe the wave equation. The lectures on electro-statics describe the Laplace equation.
  • On basic numerical analysis, including difference and integration formulas, interpolation, Richardson extrapolation, etc., Numerical Methocs by Dahlquist and Björk. This book is out of date but has the most clear descriptions of the basic operations anywhere. The second best source is Principles of Scientific Computing, course notes by Bindel and Goodman.
  • Lecture notes and other files

  • Part 3, linear multistep methods
  • Part 4, hyperbolic PDE