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## Introduction to Computational Methods in Physics

Course number: 203-1-3451

Semester: B 2019

4 points

#### Messages

#### Course Plan

#### Office hours

#### Lecture/Tutorial

#### Class Exercises

#### Home Exercises:

#### Course Policy

#### Additional information

## Software access

## Exams

Semester: B 2019

4 points

Lecturer: Uri Keshet

TA: Ofir Arad

Week | Topic | Sources |
---|---|---|

1 | TBA | Sample text |

Name | Day | Hours | Building/Room | |
---|---|---|---|---|

Prof. Uri Keshet | Thursday | 16:30-17:30 | 54/214 | ukeshet@bgu.ac.il |

Ofir Arad | Tuesday | 17:00-18:00 | 54/321 | ofirara@post.bgu.ac.il |

Group | What? | Name | Day | Hours | Building/Room |
---|---|---|---|---|---|

1 | Lecture | Prof. Uri Keshet | Sunday | 18:00-21:00 | 54/207 |

11 | TA | Ofir Arad | Tuesday | 15:00-17:00 | 97/201 |

- Submission Instructions
- Submission Report

The exercises are submitted electronically. you must submit one pdf file.You can either scan your work or type it in the computer. The file must be in a readable form. A file that is not readable will not be counted as submittedMake sure you are submitting the right file. if you are submitting a bad file you will be held responsible for the consequences

- A weekly lecture (3 hours) and a weekly tutorial (2 hours).
- A weekly problem set. Submit all (except maybe one) sets on time to attend the exam.
- Self-grade your problem set within a week after the solutions are posted; we will sample the grades. Final grade: 80% exam, 20% problem sets.
- Forum
- Moodle (Recorded lectures - announced via e-mail when available)
- Self Grading

"The purpose of computing is insight, not numbers."

- Richard Hamming

> __Class and extra material:__

Lecture | Topic | Class notes | Links & extra |

1 | Course Intro, programming languages, C basics | Lec 1 | Snake in 5 minutes, Dinosaurs in 3 minutes |

2 | Variable representation, precision, accuracy, stability, variable scope 1 | Lec 2 | Golden ratio, Roundoff disasters |

3 | Variable scope 2, referencing, arrays, recursion, dynamical programming, interpolation and extrapolation motivation | Lec 3 | C (de) referencing, scope |

4 | Polynomial and rational interpolation, searching an ordered table, reading NR codes | Lec 4 | Interpolation in Matlab |

5 | Interpolation: spline, and multiple dimensions; Integration: Newton-Cotes formulae | Lec 5 | Integration in Matlab |

6 | Newton Cotes algorithms, Richardson extrapolation, Romberg open+closed methods, improper integrals, using Gaussian quadrature | Lec 6 | P vs. NP |

7 | Orthogonal polynomials, Gaussian quadrature, integration in multiple dimensions, Monte Carlo 1 | Lec 7 | Monte Carlo examples |

8 | Monte Carlo 2: generalizations, examples, variance reduction, importance and stratified sampling | Lec 8 | Mandelbrot zoom: short, long Randomness |

9 | Diffusion problems with MC, working with data, moments of a distribution, Student t-test | Lec 9 | Student t-test |

10 | MCMC, pitfalls in statistics, chi-squared test, KS-test, maximal likelihood | Lec 10 | Simpson's paradox |

11 | Chi-squared minimization, root finding: bracketing, bisection, secant, false position, Brent, Newton-Raphson | Lec 11 | 2D bracket |

12 | Root finding in multiple dimensions: Newton-Raphson, Broyden; Optimization: bracketing, golden-section, Brent, steepest descent | Lec 12 | Newton optimization |

13 | Optimization: conjugate vectors, quasi-Newton, simulated annealing. ODEs: Euler, Runge-Kutta, explicit vs. implicit methods, stiff equations, adaptive step, Bulirsch-Stoer | Lec 13 | ODEs in gaming |

14 | Review | Review |

- Visual C, Matlab, and Mathematica are installed on most BGU computers.
- Matlab and Mathematica are available within BGU campus and dorms on any mobile device through https://apps.bgu.ac.il/.
- Compile C online using onlineGDB or ideone.com or codepad.org.
- To compile C on your machine, first install a compatible compiler. For Windows machines, use command line compilation (invoke "Command Prompt" from the start button; you may need to install Visual Studio first).
- For those who wish to strengthen their skills in Matlab, we suggest the Onramp tutorial. You will be asked to create a (free) account for Mathworks-online and invent a login name. Parts 1-10 provide the basic skills needed for the course.

Another self-tutorial may be found here. And if you're still looking for more, try this. - A C tutorial is also available.

- Moed 2019B: Questions, Solution
- Moed 2019A: Questions, Solution
- Moed 2018B: Questions, Solution
- Moed 2018A: Questions, Solution
- Sample exam 2018: Questions, Solution