Dr. Benjamin Seibold
This graduate-level course is an advanced introduction to applications and theory of numerical methods for solution of differential equations. In particular, the course focuses on physically-arising partial differential equations, with emphasis on the fundamental ideas underlying various methods.
Seibold, Benjamin. 18.336 Numerical Methods for Partial Differential Equations, Spring 2009. (MIT OpenCourseWare: Massachusetts Institute of Technology), http://ocw.mit.edu/courses/mathematics/18-336-numerical-methods-for-partial-differential-equations-spring-2009 (Accessed). License: Creative Commons BY-NC-SA