FINITE DIFFERENCE
AND SPECTRAL METHODS
FOR
ORDINARY AND PARTIAL
DIFFERENTIAL EQUATIONS
Lloyd N Trefethen
Cornell University
c
Copyright by Lloyd N Trefethen
Note
A trap that academics sometimes fall into is to b egin a b o ok and fail to nish it This
has happ ened to me This book was intended to b e published several years ago Alas
two other pro jects jump ed the queue Numerical Linear Algebra with David Bau
to be published in by SIAM and Spectra and Pseudospectra to be completed
thereafter AtthispointI do not know whether this numerical ODE PDE b o ok will
ever be prop erly nished
This is a shame as p eople keep telling me Electronically by email and in p erson at
conferences I am often asked when that PDE book is going to get done Anyone
who has b een in such a situation knows how attering such questions feel at rst
The book is based on graduate courses taught to mathematicians and engineers since