Parallel Spectral Numerical Methods by Gong Chen, et al.
Publisher: Wikibooks 2013
We start by taking a quick look at finite-precision arithmetic. We then discuss how to solve ordinary differential equations (ODE) and partial differential equations (PDE) using the technique of separation of variables. We then introduce numerical time-stepping schemes that can be used to solve ODEs and PDEs...
Mathematics Analysis & Calculus Numerical Analysis