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Computational Physics
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Table of Contents

Dedication V

Preface XIX

1 Introduction 1

1.1 Computational Physics and Computational Science 1

1.2 This Book’s Subjects 3

1.3 This Book’s Problems 4

1.4 This Book’s Language: The Python Ecosystem 8

1.5 Python’s Visualization Tools 13

1.6 Plotting Exercises 30

1.7 Python’s Algebraic Tools 31

2 Computing Software Basics 33

2.1 Making Computers Obey 33

2.2 ProgrammingWarmup 35

2.3 Python I/O 39

2.4 Computer Number Representations (Theory) 40

2.5 Problem: Summing Series 51

3 Errors and Uncertainties in Computations 53

3.1 Types of Errors (Theory) 53

3.2 Error in Bessel Functions (Problem) 58

3.3 Experimental Error Investigation 62

3.3.1 Error Assessment 65

4 Monte Carlo: Randomness, Walks, and Decays 69

4.1 Deterministic Randomness 69

4.2 Random Sequences (Theory) 69

4.3 RandomWalks (Problem) 75

4.4 Extension: Protein Folding and Self-Avoiding RandomWalks 79

4.5 Spontaneous Decay (Problem) 80

4.6 Decay Implementation and Visualization 84

5 Differentiation and Integration 85

5.1 Differentiation 85

5.2 Forward Difference (Algorithm) 86

5.3 Central Difference (Algorithm) 87

5.4 Extrapolated Difference (Algorithm) 87

5.5 Error Assessment 88

5.6 Second Derivatives (Problem) 90

5.7 Integration 91

5.8 Quadrature as Box Counting (Math) 91

5.9 Algorithm: Trapezoid Rule 93

5.10 Algorithm: Simpson’s Rule 94

5.11 Integration Error (Assessment) 96

5.12 Algorithm: Gaussian Quadrature 97

5.13 Higher Order Rules (Algorithm) 103

5.14 Monte Carlo Integration by Stone Throwing (Problem) 104

5.15 Mean Value Integration (Theory and Math) 105

5.16 Integration Exercises 106

5.17 Multidimensional Monte Carlo Integration (Problem) 108

5.18 Integrating Rapidly Varying Functions (Problem) 110

5.19 Variance Reduction (Method) 110

5.20 Importance Sampling (Method) 111

5.21 von Neumann Rejection (Method) 111

5.22 Nonuniform Assessment 113

6 Matrix Computing 117

6.1 Problem 3: N–D Newton–Raphson; Two Masses on a String 117

6.2 Why Matrix Computing? 122

6.3 Classes of Matrix Problems (Math) 122

6.4 Python Lists as Arrays 126

6.5 Numerical Python (NumPy) Arrays 127

6.6 Exercise: TestingMatrix Programs 134

7 Trial-and-Error Searching and Data Fitting 141

7.1 Problem 1: A Search for Quantum States in a Box 141

7.2 Algorithm: Trial-and-Error Roots via Bisection 142

7.3 Improved Algorithm: Newton–Raphson Searching 145

7.4 Problem 2: Temperature Dependence ofMagnetization 148

7.5 Problem 3: Fitting An Experimental Spectrum 150

7.6 Problem 4: Fitting Exponential Decay 156

7.7 Least-Squares Fitting (Theory) 158

7.8 Exercises: Fitting Exponential Decay, Heat Flow andHubble’s Law 162

8 Solving Differential Equations: Nonlinear Oscillations 171

8.1 Free Nonlinear Oscillations 171

8.2 Nonlinear Oscillators (Models) 171

8.3 Types of Differential Equations (Math) 173

8.4 Dynamic Form for ODEs (Theory) 175

8.5 ODE Algorithms 177

8.6 Runge–Kutta Rule 178

8.7 Adams–Bashforth–Moulton Predictor–Corrector Rule 183

8.8 Solution for Nonlinear Oscillations (Assessment) 187

8.9 Extensions: Nonlinear Resonances, Beats, Friction 189

8.10 Extension: Time-Dependent Forces 190

9 ODE Applications: Eigenvalues, Scattering, and Projectiles 193

9.1 Problem: Quantum Eigenvalues in Arbitrary Potential 193

9.2 Algorithms: Eigenvalues via ODE Solver + Search 195

9.3 Explorations 203

9.4 Problem: Classical Chaotic Scattering 203

9.5 Problem: Balls Falling Out of the Sky 208

9.6 Theory: Projectile Motion with Drag 208

9.7 Exercises: 2- and 3-Body Planet Orbits and Chaotic Weather 211

10 High-Performance Hardware and Parallel Computers 215

10.1 High-Performance Computers 215

10.2 Memory Hierarchy 216

10.3 The Central Processing Unit 219

10.4 CPU Design: Reduced Instruction Set Processors 220

10.5 CPU Design:Multiple-Core Processors 221

10.6 CPU Design: Vector Processors 222

10.7 Introduction to Parallel Computing 223

10.8 Parallel Semantics (Theory) 224

10.9 Distributed Memory Programming 226

10.10 Parallel Performance 227

10.11 Parallelization Strategies 230

10.12 Practical Aspects of MIMD Message Passing 231

10.13 Scalability 236

10.14 Data Parallelism and Domain Decomposition 239

10.15 Example: The IBM Blue Gene Supercomputers 243

10.16 Exascale Computing via Multinode-Multicore GPUs 245

11 Applied HPC: Optimization, Tuning, and GPU Programming 247

11.1 General Program Optimization 247

11.2 Optimized Matrix Programming with NumPy 251

11.3 Empirical Performance of Hardware 254

11.4 Programming for the Data Cache (Method) 262

11.5 Graphical Processing Units for High Performance Computing 266

11.5.1 The GPU Card 267

11.6 Practical Tips forMulticore and GPU Programming 267

12 Fourier Analysis: Signals and Filters 275

12.1 Fourier Analysis of Nonlinear Oscillations 275

12.2 Fourier Series (Math) 276

12.3 Exercise: Summation of Fourier Series 279

12.4 Fourier Transforms (Theory) 279

12.5 The Discrete Fourier Transform 281

12.6 Filtering Noisy Signals 290

12.7 Noise Reduction via Autocorrelation (Theory) 290

12.7.1 Autocorrelation Function Exercises 293

12.8 Filtering with Transforms (Theory) 294

12.9 The Fast Fourier Transform Algorithm 299

12.10 FFT Implementation 303

12.11 FFT Assessment 304

13 Wavelet and Principal Components Analyses: Nonstationary Signals and Data Compression 307

13.1 Problem: Spectral Analysis of Nonstationary Signals 307

13.2 Wavelet Basics 307

13.3 Wave Packets and Uncertainty Principle (Theory) 309

13.4 Short-Time Fourier Transforms (Math) 311

13.5 TheWavelet Transform 313

13.6 Discrete Wavelet Transforms, Multiresolution Analysis 317

13.7 Principal Components Analysis 332

14 Nonlinear Population Dynamics 339

14.1 Bug Population Dynamics 339

14.2 The Logistic Map (Model) 339

14.3 Properties of NonlinearMaps (Theory and Exercise) 341

14.4 Mapping Implementation 344

14.5 Bifurcation Diagram (Assessment) 345

14.6 Logistic Map Random Numbers (Exploration) 348

14.7 Other Maps (Exploration) 348

14.8 Signals of Chaos: Lyapunov Coefficient and Shannon Entropy 349

14.9 Coupled Predator–PreyModels 353

14.10 Lotka–Volterra Model 354

14.11 Predator–Prey Chaos 356

15 Continuous Nonlinear Dynamics 363

15.1 Chaotic Pendulum 363

15.2 Visualization: Phase-Space Orbits 367

15.3 Exploration: Bifurcations of Chaotic Pendulums 374

15.4 Alternate Problem: The Double Pendulum 375

15.5 Assessment: Fourier/Wavelet Analysis of Chaos 377

15.6 Exploration: Alternate Phase-Space Plots 378

15.7 Further Explorations 379

16 Fractals and Statistical Growth Models 383

16.1 Fractional Dimension (Math) 383

16.2 The Sierpin Gasket (Problem 1) 384

16.3 Growing Plants (Problem 2) 386

16.4 Ballistic Deposition (Problem 3) 390

16.5 Length of British Coastline (Problem 4) 391

16.6 Correlated Growth, Forests, Films (Problem 5) 395

16.7 Globular Cluster (Problem 6) 396

16.8 Fractals in Bifurcation Plot (Problem 7) 400

16.9 Fractals from Cellular Automata 400

16.10 Perlin Noise Adds Realism 402

16.11 Exercises 407

17 Thermodynamic Simulations and Feynman Path Integrals 409

17.1 Magnets via Metropolis Algorithm 409

17.2 An IsingChain (Model) 410

17.3 Statistical Mechanics (Theory) 412

17.4 Metropolis Algorithm 413

17.5 Magnets viaWang–Landau Sampling 420

17.6 Wang–Landau Algorithm 423

17.7 Feynman Path Integral Quantum Mechanics 429

17.8 Feynman’s Space–Time Propagation (Theory) 429

17.9 Exploration: Quantum Bouncer’s Paths 440

18 Molecular Dynamics Simulations 445

18.1 Molecular Dynamics (Theory) 445

18.2 Verlet and Velocity–Verlet Algorithms 451

18.3 1D Implementation and Exercise 453

18.4 Analysis 456

19 PDE Reviewand Electrostatics via Finite Differences and Electrostatics via Finite Differences 461

19.1 PDE Generalities 461

19.2 Electrostatic Potentials 463

19.2.1 Laplace’s Elliptic PDE (Theory) 463

19.3 Fourier Series Solution of a PDE 464

19.4 Finite-Difference Algorithm 467

19.5 Assessment via Surface Plot 471

19.6 Alternate Capacitor Problems 471

19.7 Implementation and Assessment 474

19.8 Electric Field Visualization (Exploration) 475

19.9 Review Exercise 476

20 Heat Flow via Time Stepping 477

20.1 Heat Flow via Time-Stepping (Leapfrog) 477

20.2 The Parabolic Heat Equation (Theory) 478

20.3 Assessment and Visualization 483

20.4 Improved Heat Flow: Crank–Nicolson Method 484

21 Wave Equations I: Strings and Membranes 491

21.1 A Vibrating String 491

21.2 The HyperbolicWave Equation (Theory) 491

21.3 Strings with Friction (Extension) 499

21.4 Strings with Variable Tension and Density 500

21.5 Vibrating Membrane (2DWaves) 504

21.6 Analytical Solution 505

21.7 Numerical Solution for 2DWaves 508

22 Wave Equations II: QuantumPackets and Electromagnetic 511

22.1 Quantum Wave Packets 511

22.2 Time-Dependent Schrödinger Equation (Theory) 511

22.3 Algorithm for the 2D Schrödinger Equation 517

22.4 Wave Packet–Wave Packet Scattering 518

22.5 E&MWaves via Finite-Difference Time Domain 525

22.6 Maxwell’s Equations 525

22.7 FDTD Algorithm 526

22.8 Application:Wave Plates 533

22.9 Algorithm 534

22.10 FDTD Exercise and Assessment 535

23 Electrostatics via Finite Elements 537

23.1 Finite-Element Method 537

23.2 Electric Field from Charge Density (Problem) 538

23.3 Analytic Solution 538

23.4 Finite-Element (Not Difference) Methods, 1D 539

23.5 1D FEMImplementation and Exercises 544

23.6 Extension to 2D Finite Elements 547

24 Shocks Waves and Solitons 555

24.1 Shocks and Solitons in ShallowWater 555

24.2 Theory: Continuity and Advection Equations 556

24.3 Theory: ShockWaves via Burgers’ Equation 559

24.4 Including Dispersion 562

24.5 Shallow-Water Solitons: The KdeV Equation 563

24.6 Solitons on Pendulum Chain 567

25 Fluid Dynamics 575

25.1 River Hydrodynamics 575

25.2 Navier–Stokes Equation (Theory) 576

25.3 2D Flow over a Beam 581

25.4 Theory: Vorticity Form of Navier–Stokes Equation 582

26 Integral Equations of QuantumMechanics 591

26.1 Bound States of Nonlocal Potentials 591

26.2 Momentum–Space Schrödinger Equation (Theory) 592

26.3 Scattering States of Nonlocal Potentials 597

26.4 Lippmann–Schwinger Equation (Theory) 598

Appendix A Codes, Applets, and Animations 607

Bibliography 609

Index 615

About the Author

Rubin H. Landau is Professor Emeritus in the Department of Physics at Oregon State University in Corvallis. He has been teaching courses in computational physics for over 25 years, was a founder of the Computational Physics Degree Program and the Northwest Alliance for Computational Science and Engineering, and has been using computers in theoretical physics research ever since graduate school. He is author of more than 90 refereed publications and has also authored books on Quantum Mechanics, Workstations and Supercomputers, the first two editions of Computational Physics, and a First Course in Scientific Computing. Manuel J. Paez is a professor in the Department of Physics at the University of Antioquia in Medellin, Colombia. He has been teaching courses in Modern Physics, Nuclear Physics, Computational Physics, Mathematical Physics as well as programming in Fortran, Pascal and C languages. He and Professor Landau have conducted pioneering computational investigations in the interactions of mesons and nucleons with nuclei. Cristian C. Bordeianu teaches Physics and Computer Science at the Military College "?tefan cel Mare" in Campulung Moldovenesc, Romania. He has over twenty years of experience in developing educational software for high school and university curricula. He is winner of the 2008 Undergraduate Computational Engineering and Science Award by the US Department of Energy and the Krell Institute. His current research interests include chaotic dynamics in nuclear multifragmentation and plasma of quarks and gluons.

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