SUBJECT
Title
Modern numerical methods in physics
Type of instruction
lecture
Level
master
Faculty
Part of degree program
Credits
4
Recommended in
Semester 2
Typically offered in
Spring semester
Course description
The aim is to introduce students to advanced numerical methods applied in physicists' research practice. Syllabus: Linear systems, eigenvalue problems, singular value decomposition. Sparse matrices. Numerical integration, Monte Carlo methods. Numerical solution of ordinary differential equations, Runge-Kutta and Bulirsch-Stoer methods, adaptive stepsize control. Conservative and stiff equations. Two point boundary value problems: shooting and relaxation methods. Numerical solution of partial differential equations. von Neumann stability analysis. Finite difference, finite volume, finite element methods. Spectral methods. Multigrid methods.
Readings
recommended readings:
- William H. Press, Brian P. Flannery, Saul A. Teukolsky, William T. Vetterling: Numerical Recipes in C: The Art of Scientific Computing, Cambridge University Press, 2002.
- John P. Boyd: Chebyshev and Fourier Spectral Methods, Dover, New York, 2001.
- http://www.netlib.org/lapack