Scientific computing is used frequently in an increasing number of disciplines to accelerate scientific discovery. Many such computing problems involve the numerical solution of partial differential equations (PDE). In this thesis we explore and develop methodology for high-performance implementations of PDE solvers for shared-memory multiprocessor architectures. We consider three realistic PDE settings: solution of the Maxwell equations in 3D using an unstructured grid and the method of conjugate gradients, solution of the Poisson equation in 3D using a geometric multigrid method, and solution of an advection equation in 2D using structured adaptive mesh refinement. We apply software optimization techniques to increase both parallel efficiency and the degree of data locality. In our evaluation we use several different shared-memory architectures ranging from symmetric multiprocessors and distributed shared-memory architectures to chip-multiprocessors. For distributed shared-memory systems we explore methods of data distribution to increase the amount of geographical locality. We evaluate automatic and transparent page migration based on runtime sampling, user-initiated page migration using a directive with an affinity-on-next-touch semantic, and algorithmic optimizations for page-placement policies. Our results show that page migration increases the amount of geographical locality and that the parallel overhead related to page migration can be amortized over the iterations needed to reach convergence. This is especially true for the affinity-on-next-touch methodology whereby page migration can be initiated at an early stage in the algorithms. We also develop and explore methodology for other forms of data locality and conclude that the effect on performance is significant and that this effect will increase for future shared-memory architectures. Our overall conclusion is that, if the involved locality issues are addressed, the shared-memory programming model provides an efficient and productive environment for solving many important PDE problems.