Books

[Cuchulainn]

Abramowitz, M. and Stegun, I.A. 1972 Handbook of Mathematical Functions Dover New York

Bhansali V. 1998 Pricing and Managing Exotic and Hybrid Options McGraw-Hill Irwin Library Series New York

Bronson, R. 1989 Theory and Problems of Matrix Operations , Schaum?s Outline Series McGraw-Hill New York

Carrier, G.F. and Pearson, C.E. 1976 Partial Differential Equations, Theory and Technique Academic Press New York

Carslaw, H.S. and Jaeger, J.C. 1965 Conduction of Heat in Solids Clarendon Press Oxford

Conte, R. and de Boor, C. 1980 Elementary Numerical Analysis An Algorithmic Approach McGraw-Hill New Auckland

Crank, J. 1964 The Mathematics of Diffusion Clarendon Press Oxford
Godounov, S. 1973 Equations of Mathematical Physics MIR Moscow (in French)

Godounov, S. et al 1979 Numerical Resolution of multidimensional Problems in Gas Dynamics MIR Moscow (in French)

Godunov, S. and Riabenki. V.S. 1987 Difference Schemes, An Introduction to the underlying Theory North-Holland Amsterdam

Glowinski, R., Lions, J.L. and Trémolières 1981 Numerical Analysis of Variational Inequalities North-Holland Amsterdam
Hunsdorfer, W. and Verwer, Jan 2003 Numerical Solution of Time-Dependent Advection-Diffusion Reaction Equations Springer

Isaacson, E. and Keller, H. 1966 Analysis of Numerical Methods John Wiley & Sons New York

Keller, Herbert 1968 Numerical Methods for Two-Point Boundary-Value Problems Blaisdell Publishing Company Waltham

Lady?enskaja, O. A., Solonnikov, V. A. and Ural?ceva, N. N. 1988 Linear and Quasi-linear Equations of Parabolic Type American Mathematical Society

Mitchell, A.R. and Griffiths, D.F. 1980 The Finite Difference Method in Partial Differential Equations John Wiley & Sons Chichester

Morton. K.W. 1996 Numerical Solution of Convection-Diffusion Problems Chapman and Hall London

Peaceman, D. 1977 Fundamentals of Numerical Reservoir Simulation Elsevier Amsterdam

Richtmyer, R.D. and Morton, K.W. 1967 Difference Methods for Initial-Value Problems Interscience Publishers (John Wiley) New York

Roache, P. 1998 Fundamentals of Computational Fluid Dynamics Hermosa Publishers Alburquerque



Samarski, A. A. 1971 Introduction to the theory of difference schemes, Nauka, Moscow 1971.

Scales, L.E. 1985 Introduction to Non-linear Optimization Macmillan London

Goldberg, S. 1986 Introduction to Difference Equations Dover Publications Inc. New York

Crank, J. 1984 Free and moving boundary problems Clarendon Press Oxford

Dahlquist, G. 1974 Numerical Methods Prentice-Hall Englewood Cliffs NJ

Smith, G.D. 1978 Numerical Solution of Partial Differential Equations: Finite Difference Methods, Clarendon Press Oxford


Smith, G.D. 1978 Numerical Solution of Partial Differential Equations: Finite Difference Methods, Clarendon Press Oxford

Stoer, J. and Bulirsch, R. 1980 Introduction to Numerical Analysis Springer-Verlag New York

Strang, Gilbert and Fix, G. 1973 An Analysis of the Finite Element Method Prentice-Hall Englewood Cliffs N.J.

Thomas, J.W. 1998 Numerical Partial Differential Equations, Volume I Finite Difference Methods Springer New York

Thomas, J.W. 1999 Numerical Partial Differential Equations, Volume II Conversation Laws and Elliptic Equations Springer New York

Varga, R.S. 1962 Matrix Iterative Analysis Prentice-Hall Inc. Englewood Cliffs New Jersey

Yanenko, N.N. 1971 The Method of Fractional Steps Springer-Verlag Berlin