A short list of nice books: Analysis by its History , E. Hairer and G. Wanner. Languages: Français, English, Japanese.

Solving Ordinary Differential Equations I: Nonstiff Problems , E. Hairer, S. Nørsett and G. Wanner. Language: English.

Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems, E. Hairer and G. Wanner. Language: English.

Geometric Numerical Integration: Structure-Preserving Algorithms for Ordinary Differential Equations, E. Hairer, C. Lubich and G. Wanner. Language: English.

Simulating Hamiltonian Dynamics, B. Leimkuhler and S. Reich. Language: English.

A Concise Introduction to Geometric Numerical Integration, S. Blanes and F. Casas. Language: English.

Matlab und Mathematik kompetent einsetzen, S. Adam. Language: Deutsch.

Matlab guide, D. Higham and N. Higham. Language: English.

Introduction to stochastic differential equations, T. Gard. Language: English.

Numerical Solution of Stochastic Differential Equations, P. Kloeden and E. Platen. Language: English.

Numerical Solution of SDE Through Computer Experiments, P. Kloeden, E. Platen and H. Schurz. Language: English.

Stochastic Numerics for Mathematical Physics, G.N. Milstein and M. Tretyakov. Language: English.

Numerical Solution of partial differential equations by the finite element method, C. Johnson. Language: English.

Partial Differential Equations with Numerical Methods, S. Larsson and V. Thomée. Language: English and German.




last modifications: 28.06.16