MS program and GNM students: register in Section A, using form sent by UW-PCE,
All other students register in Section B via MyUW
The following topics will be covered, illustrated with case studies of applications in physics research. Grades will be based on a mid-term quiz, and a brief written report on a topic chosen by the student.
Sorting, matrix inversion, histograms
Interpolation and smoothing: polynomial and spline, Chebyshev, miscellaneous
Integration: elementary, Gaussian quadrature, Monte Carlo and 2D integration
Statistics: distributions, significance tests, correlations
Minimization and fitting: linear and nonlinear least squares, max likelihood, minimax
Monte Carlo methods
Fourier methods: Fast Fourier Transforms, convolution and correlations, spectra and filtering
Differential equations: Runge-Kutta method, shooting method, relaxation methods
Required: Numerical Recipes: The Art Of Scientific Computing, W. Press et al, Cambridge, 2007. Earlier editions 1992 or later are OK also (C, C++ or Fortran).
Recommended: Numerical Recipes Source Code CD, Cambridge, 2007;
Graduate status, or get permission of instructor by email.
Familiar with elements of calculus, linear algebra and complex variables.
Familiarity with a high-level programming language (e.g., C++, basic, fortran) or programming environment (Matlab, Mathcad, Mathematica) is helpful, but not required.