Basic Syllabus
The syllabus for this course consists of the lecture notes on the webpage (chapters 2-15) and 5 compulsory projects. The last two projects will be graded and count 1/3 each of the final mark. A final written exam which counts 1/3 is also part of the total evaluation.
1) Monte Carlo methods in physics (Lecture notes chapters 12 and 13)
2) Partial differential equations (Lecture notes chapter 10)
3) Ordinary differential equations (Lecture notes chapter 8)
4) Numerical integration, standard methods and Monte Carlo methods (Lecture notes chapters 5.1-5.5 and 11)
5) Linear algebra and eigenvalue problems. (Lecture notes chapters 6 and 7)
The first three projects have to be handed in at the deadline and get the mark passed (marks for the projects are passed/not passed only). Projects 4 and 5 are part of the final evaluation and counts 1/3 each of the final mark.
A good text that can be used (with more math plus much material on parallelization) is 'Parallel Scientific Computing in C++ and MPI', of Karniadakis and Kirby III, Cambridge. Follow this link
Additional literature
In addition we recommend highly the texts on Numerical Recipes in C++ or Fortran90 by Press et al. The C, F77 and Fortran90 can be downloaded down for free, follow the links at Numerical Recipes
The program library in C++ and Fortran2008 used in this course is a rewritten version of the Numerical Recipes codes.