Here is my collection of algorithms I have put together, will add things and clean them up as I go along.
If you find anything useful feel free to use it.
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To view my public code visit: Arturo's public code repository
I am currently studying for my Numerical Analysis Qual. As such I will share the numerical solvers that I put together. Most of these are built into matlab; but I find it helps to learn if you code them.
Simply put its clean and simple. Although I don't use it much, its a favorite.
In August 2013 I will be participating in the Mathematical Modeling in Industry XVII workshop at the University of Minnesota. My project will be on Numerical Simulations of Air Flow and Heat Transfer via PDEs. As a filler I'll post some sort of PDE solver on this site as a way to prepare for the workshop.
The work I do is best done on a GPU, I am currently working on reproducing the results of a particular paper. Once I get it done I'll uploaded to github.