Finite Difference and Spectral Methods
for Ordinary and Partial Differential Equations

Lloyd N. Trefethen

 

This 325-page textbook was written during 1985-1994 and used in graduate courses at MIT and Cornell on the numerical solution of partial differential equations.

The book has not been completed, though half of it got expanded into Spectral Methods in MATLAB. Nevertheless, the part of it that is written is in quite polished form, including many exercises, and is suitable for classroom use (and indeed has been used at quite a few universities). Copies are now available here for use by anyone who wishes. There is no restriction on this use, except that any copies must not alter the original text and must include the author's name.

The files currently online are missing some tables, figures, and text that are not available in PostScript or are in copyright; a list of some of these omissions is available. Some of these gaps will be filled in due course by scanning the necessary pages in digitally.

Now available online -- see below 

 

 

 

 

 

 

 

 

 

 

 

Front matter. Preface, Table of Contents, etc. (ps,pdf)
Chapter 1. Ordinary differential equations. (ps,pdf)
Chapter 2. Fourier analysis. (ps,pdf)
Chapter 3. Finite difference approximations. (ps,pdf)
Chapter 4. Accuracy, stability and convergence. (ps,pdf)
Chapter 5. Dissipation, dispersion, and group velocity. (ps,pdf)
Chapter 6. Boundary conditions. (ps,pdf)
Chapter 7. Fourier spectral methods. (ps,pdf)
Chapter 8. Chebyshev spectral methods. (ps,pdf)
References. (ps,pdf)

 

 

 

 

 

 

 

 

Perhaps a reasonably way to cite this book would be: Lloyd N. Trefethen, Finite Difference and Spectral Methods for Ordinary and Partial Differential Equations, unpublished text, 1996, available at http://web.comlab.ox.ac.uk/oucl/work/nick.trefethen/pdetext.html.

L. N. Trefethen homepage


 

 

 

Page donated by Benjamin Gutierrez