Reading List

The course will be based on the following textbooks:

1. A. Iserles, A First Course in the Numerical Analysis of Differential Equations (Cambridge University Press, second edition, 2009), Chapters 8-10, 17.
2. R. LeVeque, Finite difference methods for ordinary and partial differential equations (SIAM, 2007). ISBN 978-0-898716-29-0 [Chapter 10].
3. R. LeVeque, Numerical methods for conservation laws (Birkhaüser 1992), ISBN 0-8176-2723-5 [Chapters 10-16].