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Numerical Methods for Physics

Repository of numerical methods with specific applications to classical, statistical and quantum physics.

Several notions about the computing methods we use in this repository can be found at: CMPDA

Here you can find notes and codes about:

  • application projects.
  • basics of Fortran programming language and numerical methods (Basic methods).
  • methods for roots, minimization and integration (Basic methods).
  • methods for diagonalizing NxN matrices (Applications).
  • methods for Ordinary, Stochastic and Partial Differential Equations.
  • methods for Monte Carlo simulations and Pseudo Random Number Generators.

Materials come from different sources, but most are from the "Metodi Numerici" course at the University of Pisa and the "Fisica Computazionale" course at the University of Salerno. All sources are cited in the documentation and in the README file of each directory.

Examples

Here are some of the plots generated from the programs:

  • damped double pendulum:

    https://github.com/Dario-Maglio/Numerical_Methods/blob/2e34ab69b7adffbca9cbc024247dff65279cebd6/Application_projects/Double_pendulum/Casistica/A_B/A_B%20angoli%20uguali.png https://github.com/Dario-Maglio/Numerical_Methods/blob/2e34ab69b7adffbca9cbc024247dff65279cebd6/Application_projects/Double_pendulum/Casistica/A_B/Schermata%20del%202018-06-20%2012-35-26.png
  • Gershgorin circles for the exact diagonalization of a real nxn matrix:

    https://github.com/Dario-Maglio/Numerical_Methods/blob/b68e6651ec3a54303ffaf3a4a1b25403fcff0c0d/Application_projects/Eigenvalues_matrices/Gershgorin_circles.jpg
  • Monte Carlo simulation of the Gaussian distribution:

    https://github.com/Dario-Maglio/Numerical_Methods/blob/2e34ab69b7adffbca9cbc024247dff65279cebd6/Monte_Carlo_and_PRNG/Metropolis/MC_gaussian_averages.png
  • Ito vs Stratonovich Stochastic integration:

    https://github.com/Dario-Maglio/Numerical_Methods/blob/a2d5b68ce50644a6b08dd9c407aafe567134b1d9/ODE_SDE_and_PDE_methods/SDE_soultion.png

License

This repository is licensed under the GNU General Public License v3.0 (GPL-3.0).

See the LICENSE file for more information.