Elements of Numerical Methods for PDEs - Computational Methods for Quantitative Finance - page 25

2.4 Further Reading
A nice introduction to the mathematical theory of partial differential equations is
given in Evans [65]. The mathematical theory of the finite difference and finite ele-
ment methods for elliptic problems is introduced in the text of Braess [24], and for
parabolic and hyperbolic equations in Larsson and Thomée [112]. Finite difference
methods for time dependent problems are studied in more details in Gustafsson et
al. [76]. For an elementary introduction to the finite element methods with particular
attention to stabilized finite element methods for partial differential equations of the
type which arise in finance, we refer to Johnson [99].