I saw many classical numerical books for stochastic differential equations (SDE) and partial differential equations (PDE). But I rarely found any related to SPDE. Why?
I have enough foundation in SDE and ODE, any good books recommendation to start with (numerical) SPDE?
There is a very good book the subject by Lord, Powell and Shardlow. https://www.macs.hw.ac.uk/~gabriel/ICSPDE.html All the codes used in the book can also be found on this website. On the question `Why are these books so rare', the answer is quite easy, the subject is still quite young. As far as I know, this book is the first complete introduction to the subject.