I am a beginner in Finite Difference Method(FDM),I was looking for some basic introductory resources (text/reference/notes/video lectures) on Finite Difference Methods (it will be good if it includes both computational and mathematical techniques of different FDM methods).

Searching gave me this link here,herebut that is more kind of devoted to PDE's,ODE's.

Any reference,recommendation is great!.


  • $\begingroup$ Computational Fluid Dynamics, Vol 1 by K A Hoffmann is essentially the solution of pde's using finite difference methods. Lots of schemes are studied in detail and a half decent engineering maths background will suffice to follow it. It would be difficult to find any book on finite difference methods which does not come from PDE's I should think. $\endgroup$ – Paul Aug 10 '17 at 15:40

Parviz Moin's "Fundamentals of Engineering Numerical Analysis" is a good introductory text. MATLAB codes used in the text are available at http://numerics.stanford.edu/ta/


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