Chapter 2: Interpolation (4 hours)
Linear interpolation, polynomial interpolation, piecewise interpolation.
Chapter 3: Data fitting (4 hours)
Least-square method, linear and non-linear data fitting, multi-variant fitting.
Chapter 4: Fourier transform (2 hours)
Basics of Fourier transform, fast Fourier transform and its applications.
Chapter 5: Numerical derivatives (4 hours)
Introduction to several finite difference methods: forward and backward methods, higher-
order approximations for derivatives and etc.
Chapter 6: Numerical integration (4 hours)
Principles of numerical integration, Newton’s method, Gaussian method, Romberg’s method
and etc.
Chapter 7: Root finding (4 hours)
Newton-Raphson method, Secant method, steepest descent method and etc.
Chapter 8: Linear equations (6 hours)
Gaussian elimination, pivoting, LU decomposition, relaxation method.
Chapter 9: Ordinary differential equations (6 hours)
Euler method, Runge-Kutta method, convergence and stability of different methods.
Chapter 10: Partial differential equations (2 hours)
Solution to wave equation, diffusion equation and Laplace equation.
Chapter 11: Random processes and Monte Carlo methods (6 hours)
Introduction to random processes and statistical mechanics, Monte Carlo simulation.
The final presentation: (4 hours)
Students to present their projects.
1. Alejandro L. Garcia (2000), Numerical Methods for Physics, 2
nd
Edition, Addison-Wesley,
ISBN 0-13-906744-2.
2. Darren Walker (2016), Computational Physics: An introduction, Mercury Learning and
Information, ISBN 978-1-942270-73-7.
3. 徐萃薇、孙绳武编著(2015),计算方法引论(第四版),高等教育出版社,ISBN 978-7-04-
041889-7.