MIT
Open
Course Ware contains links to lecture notes on a great variety of
topics.
Southern Methodist
University
Prof. Lawrence F. Shampine
is an authority on numerical solution of ODEs
using
software packages such as Matlab. Click on
his link to "some current work" and browse the topics.
University of
Washington
Prof.
Nathan Kutz,
an expert in nolinear wave equations, teaches a course on
scientific computing (see its notes here).
Northwestern University
Prof.
Hermann Riecke,
an expert in the reaction-diffusion equations, computational
neuroscience and such, teaches several
courses on numerical methods. Among them is a course on spectral
methods for PDEs, and a few others. Check out this useful and
impressive website!
Prof.
David Chopp
is another expert on numerical methods at Northwestern. He
maintains a collection of his course notes under the rubric "Available
Course Notes". Topics of his notes are similar to the
topics of Prof. Riecke's notes, but, of course, the notes themselves
are different. Prof. Chopp asks you to enter your name and email
address before you are given access to his notes. Don't be scared --
this is safe, and the access is provided immediately once you have
entered the requested information.
Royal Institute of Technology (Sweden)
A concise on-line course
on numerical PDEs with some examples of codes
by Prof. Andre Jaun.
Rensselaer Polytechnic
Institute
Prof.
Mark Holmes
is an expert in asymptotic/perturbation methods and
computational applied mathematics. He teaches a
course on numerical methods for ODEs and PDEs and wrote a book based on
the notes for that course. While the book's or notes' content is not
available on-line, there are many example codes posted on his book's
website (linked to Prof. Holmes' website).
University of Maryland at
College Park
Prof. Dianne O'Leary
teaches courses on large-scale computation (mostly Linear Algebra
techniques for large matrices).