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Lectures: Grigory Rubtsov

Numerical methods (Semester 8)

Today numerical calculations and computer modeling became a requirement for the majority of problems in high energy physics and astrophysics. The lecture course covers basic concepts for the numerical solution of problems in physics, along with the data analysis in the context of the high energy experiments. Classical and contemporary algorithms for linear algebra, differential equations, boundary value problems, optimization and spectral analysis are considered. Special attention is given to the role of the calculation environment: one section of the course is devoted to parallel computing techniques and approaches for the analysis of large volumes of data.

Literature

  • W.H. Press, S.A. Teukolsky, W.T. Vettering, B.P. Flannery, "Numerical recipes. The art of scientific computing." Cambridge university press, 2007.
  • J. Honerkamp, "Statistical Physics: An Advanced Approach with Applications." Springer, 1998.