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). ISBN 978-0-521-73490-5 [Chapters 1-6, 16].
2. R. LeVeque, Finite difference methods for ordinary and partial differential equations (SIAM, 2007). ISBN 978-0-898716-29-0 [Chapters 5-9].
3. E. Süli and D. Mayers, An Introduction to Numerical Analysis (Cambridge University Press, 2006). ISBN 0-521-00794-1 [Chapter 12].