### Finite Difference and Spectral Methods

for Ordinary and Partial Differential Equations

###
Lloyd N. Trefethen

*Available online -- see below*

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.

Thanks to Darryl Yong of Harvey Mudd College for converting
these PostScript files into searchable pdf files.

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 reasonable 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unpublished text, 1996, available at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://people.maths.ox.ac.uk/trefethen/pdetext.html

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