Tuesdays and Thursdays 9:30-10:45 (Meyer 639)
Instructor: Roman Scoccimarro

This is a *physics* course, in which we will use computational techniques to solve problems in physics.
Analytic approximation techniques will also be an important part of the course.
There will be no exams, grades will be based on homework.
You will need to (or learn how to) program (e.g. C, Fortran, Mathematica, MATLAB), use LaTeX (to write up each homework) and plotting software (e.g. gnuplot, pgplot, if you use C/Fortran).


Please return a brief summary of your work (including figures) as a printout generated by LaTeX (see below for a template).
You should also hand in analytic calculations in standard (handwritten) form, and send me the code you use to generate results by email.

Hwk1[Sep26], Hwk2[Oct17], Hwk3[Nov14]( datafile), Hwk4[Dec14],

Lecture Notes

Lec01, Lec02, Lec03, Lec04, Lec05, Lec06, Lec07, Lec08, Lec09, Lec10,
Lec11, Lec12, Lec13, Lec14, Lec15, Lec16, Lec17, Lec18, Lec19, Lec20,
Lec21[pages1-6], Lec22[pages2-8], Lec23, Lec24,


There is no formal textbook that I will follow, although Numerical Recipes can be very useful.

Other general books that you may want to check are,

  • A.L. Garcia, Numerical Methods for Physics, 2000, Prentice Hall
  • M.T. Heath, Scientific Computing: An Introductory Survey, 2002, McGraw Hill
  • A. Iserles, A First Course in the Numerical Analysis of Differential Equations, 1996, Cambridge University Press (more on the mathematical side)
  • R.H. Landau & M.J.Paez, Computational Physics, 1997, Wiley
  • T. Pang, An Introduction to Computational Physics, 1997, Cambridge University Press

    For analytic methods, see e.g.

  • B. Kusse & E. Westwig, Mathematical Physics, 1998, John Wiley & Sons
  • G. Arfken, Mathematical Methods for Physicists, 1985, Academic Press
  • C.M. Bender & S.A. Orzag, Advanced Mathematical Methods for Scientists and Engineers, 1978, McGraw Hill

    LaTeX Help

    You can find a sample latex file to present your homework here.
    There are many tutorials on LaTeX on the web, see e.g.

  • NASA help
  • LaTeX Primer

    C, Fortran, Mathematica, MATLAB Help

    There is a lot of useful material on the web, see e.g.

  • C help
  • Fortran Help
  • Mathematica Help
  • MATLAB Help

    Plotting Software

    You can use Mathematica or MATLAB (see above) or the freely available GNUPLOT, see

  • gnuplot website

    Or if you want a graphics subroutine callable from C or Fortran, see e.g.


    Course Outline

  • Basics of Numerics (2 weeks)
    - Numerical Math: Roundoff error, representation of numbers, etc
    - Interpolations and Approximations
    - Computing Derivatives and Integrals
    - Random Number Generators

  • Ordinary Differential Equations (2 weeks)
    - Basic Methods: Euler, Runge-Kutta
    - Implicit Methods
    - Stiff ODE's, Stability.
    - Applications: Resonances in the Solar System, Planetary motion in GR, Structure of Quantum Degenerate Stars

  • Spectral Methods (3 weeks)
    - Random Gaussian Fields, Power Spectrum, Correlation Functions, Cumulants
    - Fast Fourier Transform
    - Windowed Fourier Transforms, Wavelets
    - Applications: Spatial and Temporal Distributions: Analysis and Generation, Quantum evolution of wave packets in anharmonic potentials

  • Partial Differential Equations (3 weeks)
    - Finite Differences
    - Grid Methods: FFT, Relaxation, Multigrid
    - Lax, Lax-Wendroff, Staggered Leapfrog Methods
    - Methods of Characteristics
    - Applications: Water Waves and Tsunamis, KdV Solitons, Traffic Problems

  • Renormalization Group and Monte Carlo (3 weeks)
    - Basic Ideas of RG: Real Space and Momentum Shell
    - Random Walks, Monte Carlo, Markov Chains
    - Applications: Ising Model, Phase Transitions