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Reading List for MATH3474, MATH3475 & MATH5476M



New for 2011-12: Check out the online books below, and search for others.

Numerical methods for ODEs and PDEs is a rapidly expanding field, with cutting-edge research continuing to develop in this vast area. Accordingly, the following book list could never be complete, so if there are any books which you feel should be included, or which are not in the Leeds University Library, please email me and I shall endeavour to order a copy, or check here to see if the book is still in print.

Where an author's name is highlighted below, the link will show you the location and loan status of the book in the Library, whose Catalogue-Search page is here.

Over the years, I have found many of the following books to be extremely useful. Some are aimed at a research level, others are more suited towards teaching. Among them are some excellent and well-known texts in each of the sub-areas considered in the course: these are either recommended (*) or highly recommended (**)for the course; the book marked (***) is superb, albeit at research-level  The other texts will almost certainly be of interest/use to postgraduate students attending the course.

The omission of current book prices, which have a habit of changing rapidly and/or being depressingly high, is deliberate.

  • Finite-Difference Methods
    • **G D Smith, Numerical solution of partial differential equations: finite-difference methods (3rd edn.), Oxford University Press, 1985 (ISBN 0 198 59650 2).
    • * C Hirsch, Numerical computation of internal and external flows: volume 1 - fundamentals of numerical discretization, Wiley, 1988 (ISBN 0 471 91762 1). Postgraduate-level finite differences.

 

  • Numerical Analysis
    • ** K E Atkinson, Elementary numerical analysis (2nd edn.), Wiley, 1993 (ISBN 047150999X). Excellent ; entry-level.
    • ** K E Atkinson, An introduction to numerical analysis (2nd edn.), Wiley, 1989 (ISBN 0471624896). Excellent ; more advanced.
    • * R L Burden & J D Faires, Numerical analysis (8h edn.), Brooks/Cole, 2005 (ISBN 0534404995). Recommended text for MATH2600.
    • S D Conte & C de Boor, Elementary numerical analysis: an algorithmic approach (3rd edn.), McGraw-Hill, 1980 (ISBN 0070124477).
    • ** J C Mason & D C Handscomb, Chebyshev polynomials, Chapman and Hall, CRC, 2003 (ISBN 0 849 303 559). Excellent; online version here. 
    • M J D Powell, Approximation theory and methods, Cambridge University Press, 1981 (ISBN 0521295149)). A classic.
    • ** A Ralston & P Rabinowitz, A first course in numerical analysis (2nd edn.), Dover (ISBN 048641454X). Medium difficulty; very good; online version here.
    • *H R Schwarz, Numerical analysis : a comprehensive introduction, Wiley, 1989 (ISBN 0471920657). Very good; thorough; advanced; added to library Oct. 2007.

 

  • Finite-Element Methods
    • R D Cook, D S Malkus, M E Plesha & R J Witt, Concepts and applications of finite-element analysis (4th ed.), Wiley, 2002 (ISBN 0 471 35605 0 ).
    • * A J Davies, The finite element method: a first approach, Oxford University Press, 1980 (ISBN 0 198 59631 6).
    • C Johnson, Numerical solutions of partial differential equations by the finite-element method, Cambridge University Press, 1987 (ISBN 0 521 34758 0).
    • *J Fish & T Belytschko, A first course in finite elements, Wiley, 2007 (ISBN 9 780 470 03580 1). Very clear book. Added to the library April 2008 .

 

  • Boundary-Integral Methods
    • W Hackbusch, Integral equations: theory and numerical treatment, Birkh„user Verlag, 1995 (ISBN 0 817 62871 1).
    • M A Jaswon & G T Symm, Integral equation methods in potential theory and elastostatics, Academic Press, 1977 (ISBN 0 123 81050 7).
    • R Kress, Linear integral equations (2nd ed.), Springer Verlag, 1999 (ISBN 0 387 98700 2).
    • *J Trevelyan, Boundary elements for engineers: theory and applications, Computational Mechanics Publications, 1994 (ISBN 1 853 12279 3).
    • L C Wrobel, The boundary element method (2 vols.), Wiley, 2001 (ISBN 0 471 72039 9 (Vol. 1) 0 470 84298 9 (Vol. 2)).

 

  • Spectral Methods and FFTs
    • *** J P Boyd, Chebyshev and Fourier spectral methods (2nd edn.), Dover, 2001 (ISBN 0 486 41183 4). Phenomenally good book; online version here. 
    • C Canuto, Spectral methods in fluid dynamics, Springer Verlag, 1988 (ISBN 3 540 52205 0).
    • * B Fornberg, A practical guide to pseudospectral methods, Cambridge University Press, 1998 (ISBN 0 521 64564 6).
    • ** L N Trefethen, Spectral methods in Matlab, SIAM, 2000 (ISBN 0 898 71465 6). Excellent; very readable and lots of usable codes.
    • L N Trefethen, Finite difference and spectral methods for ordinary and partial differential equations, 1994. This is a never-completed free Web version.
    • *J S Walker, Fast Fourier transforms (2nd ed.), CRC Press, 1996 (ISBN 0 849 37163 5). Software disk available at Library counter.

 

  • Multi-Grid Methods
    • W Hackbusch, Multi-grid methods and applications, Springer Verlag, 1985 (ISBN 0 387 12761 5). Reprinted in 2003.

 

  • Partial Differential Equations
    • K E Gustafson, Introduction to partial differential equations and Hilbert space methods (3rd edn.), Dover, 1999, (ISBN 0 486 61271 6).
    • **A Iserles, A first course in the numerical analysis of differential equations, Cambridge University Press, 1996 (ISBN 0 521 55655 4). Excellent; a second edition was published in 2008, adding new chapters on geometric numerical integration, spectral methods and conjugate gradients.
    • *W E Williams, Partial differential equations, Oxford University Press, 1980 (ISBN 0 198 59633 2).
    • E Zauderer, Partial differential equations of applied mathematics (2nd edn.), Wiley, 1989 (ISBN 0 471 31516 8).

 

  • Computation, Linear Algebra and Maple
    • O Axelsson, Iterative solution methods, Cambridge University Press, 1996 (ISBN 0 521 55569 8).
    • C F Gerald & P O Wheatley, Applied numerical analysis (7th edn.), Addison-Wesley, 2004 (ISBN 0 321 19019 x).
    • ** F G Garvan, The Maple Book, Chapman and Hall (CRC), 2002 (ISBN 1 584 88232 8). Online version here.
    • G H Golub & C F van Loan, Matrix computations (3rd edn.), Johns Hopkins University Press, 1996 (ISBN 0 801 85404 8).
    • ** A Heck, Introduction to Maple (3nd edn.), Springer Verlag, 2003 (ISBN 0 387 00230 8). 3rd edition extensively updated for Maple 9.
    • N J Higham, Accuracy and stability of numerical algorithms (2nd edn.), SIAM, 2002 (ISBN 0 898 71521 0).
    • A Jennings & J J McKeown, Matrix computation (2nd edn.), Wiley, 1992 (ISBN 0 471 93527 1).

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Page created by Professor M A Kelmanson on 3rd August 2007; last updated 15th September 2011.