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3 | (12) |
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1.1 Machine Numbers and Rounding Errors |
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3 | (3) |
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1.2 Numerical Errors of Elementary Floating Point Operations |
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6 | (2) |
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1.2.1 Numerical Extinction |
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6 | (1) |
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7 | (1) |
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8 | (1) |
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8 | (3) |
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1.4 Stability of Interative Algorithms |
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11 | (1) |
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12 | (1) |
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13 | (2) |
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13 | (2) |
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15 | (14) |
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2.1 Interpolating Functions |
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15 | (1) |
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2.2 Polynomial Interpolation |
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16 | (5) |
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2.2.1 Lagrange Polynomials |
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16 | (1) |
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2.2.2 Newton's Divided Differences |
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17 | (1) |
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2.2.3 Interpolation Error |
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18 | (2) |
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20 | (1) |
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21 | (4) |
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2.4 Multivariate Interpolation |
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25 | (4) |
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26 | (3) |
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3 Numerical Differentiation |
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29 | (8) |
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3.1 Simple Forward Difference |
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29 | (1) |
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3.2 Symmetrical Difference Quotient |
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30 | (1) |
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3.3 Extrapolation Methods |
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31 | (2) |
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33 | (1) |
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34 | (3) |
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35 | (2) |
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37 | (10) |
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4.1 Equidistant Sample Points |
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37 | (5) |
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38 | (1) |
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4.1.2 Newton-Cotes Expressions for an Open Interval |
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39 | (1) |
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4.1.3 Composite Newton-Cotes Formulas |
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40 | (1) |
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4.1.4 Extrapolation Method (Romberg Integration) |
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40 | (2) |
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4.2 Optimized Sample Points |
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42 | (5) |
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4.2.1 Clenshaw-Curtis Expressions |
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42 | (1) |
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4.2.2 Gaussian Integration |
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43 | (2) |
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45 | (2) |
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5 Systems of Inhomogeneous Linear Equations |
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47 | (16) |
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5.1 Gaussian Elimination Method |
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47 | (4) |
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50 | (1) |
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5.1.2 Direct LU Decomposition |
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51 | (1) |
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51 | (2) |
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5.3 Linear Equations with Tridiagonal Matrix |
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53 | (2) |
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5.4 Cyclic Tridiagonal Systems |
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55 | (1) |
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5.5 Iterative Solution of Inhomogeneous Linear Equations |
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56 | (3) |
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56 | (1) |
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57 | (1) |
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5.5.3 Gauss-Seidel Method |
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57 | (1) |
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5.5.4 Damping and Successive Over-Relaxation |
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58 | (1) |
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59 | (4) |
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60 | (3) |
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6 Roots and Extremal Points |
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63 | (10) |
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63 | (4) |
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63 | (1) |
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6.1.2 Regula Falsi Method |
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64 | (1) |
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6.1.3 Newton-Raphson Method |
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65 | (1) |
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66 | (1) |
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6.1.5 Roots of Vector Functions |
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66 | (1) |
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6.2 Optimization Without Constraints |
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67 | (6) |
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6.2.1 Steepest Descent Method |
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68 | (1) |
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6.2.2 Conjugate Gradient Method |
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68 | (1) |
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6.2.3 Newton-Raphson Method |
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69 | (1) |
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6.2.4 Quasi-Newton Methods |
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69 | (1) |
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70 | (3) |
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73 | (14) |
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7.1 Discrete Fourier Transformation |
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74 | (4) |
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7.1.1 Trigonometric Interpolation |
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75 | (2) |
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7.1.2 Real-Valued Functions |
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77 | (1) |
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7.1.3 Approximate Continuous Fourier Transformation |
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77 | (1) |
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78 | (9) |
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7.2.1 Goertzel's Algorithm |
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79 | (1) |
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7.2.2 Fast Fourier Transformation |
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80 | (4) |
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84 | (3) |
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8 Random Numbers and Monte Carlo Methods |
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87 | (22) |
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8.1 Some Basic Statistics |
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87 | (8) |
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8.1.1 Probability Density and Cumulative Probability Distribution |
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87 | (1) |
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8.1.2 Expectation Values and Moments |
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88 | (4) |
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8.1.3 Multivariate Distributions |
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92 | (1) |
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8.1.4 Central Limit Theorem |
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93 | (1) |
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8.1.5 Example: Binomial Distribution |
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93 | (1) |
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8.1.6 Average of Repeated Measurements |
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94 | (1) |
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95 | (4) |
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8.2.1 The Method by Marsaglia and Zamann |
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96 | (1) |
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8.2.2 Random Numbers with Given Distribution |
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96 | (1) |
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97 | (2) |
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8.3 Monte Carlo Integration |
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99 | (3) |
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8.3.1 Numerical Calculation of π |
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99 | (1) |
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8.3.2 Calculation of an Integral |
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100 | (1) |
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8.3.3 More General Random Numbers |
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101 | (1) |
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8.4 Monte Carlo Method for Thermodynamic Averages |
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102 | (7) |
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8.4.1 Simple (Minded) Sampling |
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102 | (1) |
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8.4.2 Importance Sampling |
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103 | (1) |
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8.4.3 Metropolis Algorithm |
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104 | (2) |
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106 | (3) |
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109 | (8) |
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109 | (1) |
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109 | (2) |
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111 | (1) |
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9.4 Reduction to a Tridiagonal Matrix |
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111 | (3) |
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114 | (3) |
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115 | (2) |
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117 | (12) |
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117 | (6) |
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10.1.1 Linear Least Square Fit |
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119 | (1) |
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10.1.2 Least Square Fit Using Orthogonalization |
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120 | (3) |
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10.2 Singular Value Decomposition |
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123 | (6) |
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127 | (2) |
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129 | (28) |
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11.1 State Vector of a Physical System |
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129 | (1) |
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11.2 Time Evolution of the State Vector |
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130 | (2) |
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11.3 Explicit Forward Euler Method |
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132 | (2) |
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11.4 Implicit Backward Euler Method |
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134 | (1) |
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11.5 Improved Euler Methods |
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135 | (2) |
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11.6 Taylor Series Methods |
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137 | (1) |
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138 | (2) |
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11.7.1 Second-Order Runge-Kutta Method |
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138 | (1) |
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11.7.2 Third-Order Runge-Kutta Method |
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138 | (1) |
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11.7.3 Fourth-Order Runge-Kutta Method |
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139 | (1) |
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11.8 Quality Control and Adaptive Step-Size Control |
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140 | (1) |
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11.9 Extrapolation Methods |
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141 | (1) |
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142 | (2) |
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11.10.1 Explicit Multistep Methods |
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142 | (1) |
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11.10.2 Implicit Multistep Methods |
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143 | (1) |
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11.10.3 Predictor-Corrector Methods |
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144 | (1) |
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144 | (13) |
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11.11.1 Liouville Equation |
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144 | (1) |
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11.11.2 Split Operator Approximation |
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145 | (1) |
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11.11.3 Position Verlet Method |
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146 | (1) |
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11.11.4 Velocity Verlet Method |
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146 | (1) |
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11.11.5 Standard Verlet Method |
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147 | (2) |
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11.11.6 Error Accumulation for the Standard Verlet Method |
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149 | (1) |
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149 | (1) |
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150 | (7) |
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Part II Simulation of Classical and Quantum Systems |
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157 | (22) |
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12.1 Transformation to a Body Fixed Coordinate System |
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157 | (1) |
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12.2 Properties of the Rotation Matrix |
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158 | (2) |
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12.3 Properties of W, Connection with the Vector of Angular Velocity |
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160 | (1) |
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12.4 Transformation Properties of the Angular Velocity |
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161 | (2) |
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12.5 Momentum and Angular Momentum |
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163 | (1) |
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12.6 Equations of Motion of a Rigid Body |
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163 | (1) |
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164 | (1) |
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12.8 Equations of Motion for a Rotor |
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165 | (1) |
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165 | (2) |
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12.10 Loss of Orthogonality |
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167 | (1) |
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168 | (2) |
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12.12 Example: Free Symmetric Rotor |
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170 | (1) |
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12.13 Kinetic Energy of a Rotor |
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171 | (1) |
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12.14 Parametrization by Euler Angles |
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172 | (1) |
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12.15 Cayley-Klein parameters, Quaternions, Euler Parameters |
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172 | (4) |
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12.16 Solving the Equations of Motion with Quaternions |
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176 | (3) |
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176 | (3) |
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13 Simulation of Thermodynamic Systems |
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179 | (14) |
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13.1 Force Fields for Molecular Dynamics Simulations |
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179 | (2) |
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13.1.1 Intramolecular Forces |
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179 | (1) |
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13.1.2 Intermolecular Forces |
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180 | (1) |
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13.1.3 Approximate Separation of Rotation and Vibrations |
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180 | (1) |
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13.2 Simulation of a van der Waals System |
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181 | (5) |
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13.2.1 Integration of the Equations of Motion |
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181 | (1) |
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13.2.2 Boundary Conditions and Average Pressure |
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182 | (1) |
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13.2.3 Initial Conditions and Average Temperature |
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183 | (1) |
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13.2.4 Analysis of the Results |
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183 | (3) |
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13.3 Monte Carlo Simulation |
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186 | (7) |
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13.3.1 One-Dimensional Ising Model |
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186 | (2) |
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13.3.2 Two-Dimensional Ising Model |
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188 | (1) |
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189 | (4) |
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14 Random Walk and Brownian Motion |
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193 | (14) |
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14.1 Random Walk in One Dimension |
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194 | (2) |
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14.1.1 Random Walk with Constant Step Size |
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195 | (1) |
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14.2 The Freely Jointed Chain |
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196 | (6) |
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14.2.1 Basic Statistic Properties |
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197 | (2) |
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199 | (1) |
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14.2.3 Hookean Spring Model |
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200 | (2) |
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202 | (5) |
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204 | (3) |
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207 | (22) |
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207 | (8) |
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15.1.1 Homogeneous Dielectric Medium |
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207 | (2) |
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209 | (1) |
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210 | (1) |
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211 | (1) |
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15.1.5 Solvation Energy of a Charged Sphere |
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211 | (2) |
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15.1.6 The Shifted Grid Method |
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213 | (2) |
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15.2 Poisson Boltzmann Equation for an Electrolyte |
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215 | (1) |
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15.2.1 Discretization of the Linearized Poisson-Boltzmann Equation |
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216 | (1) |
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15.3 Boundary Element Method for the Poisson Equation |
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216 | (6) |
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15.3.1 Integral Equations for the Potential |
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217 | (2) |
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15.3.2 Calculation of the Boundary Potential |
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219 | (3) |
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15.4 Boundary Element Method for the Linearized Poisson-Boltzmann Equation |
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222 | (1) |
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15.5 Electrostatic Interaction Energy (Onsager Model) |
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223 | (6) |
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15.5.1 Example: Point Charge in a Spherical Cavity |
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225 | (1) |
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225 | (4) |
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229 | (14) |
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16.1 One-Dimensional Waves |
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229 | (2) |
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16.2 Discretization of the Wave Equation |
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231 | (1) |
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232 | (1) |
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16.4 The Wave Equation as an Eigenvalue Problem |
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233 | (4) |
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16.4.1 Eigenfunction Expansion |
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233 | (1) |
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16.4.2 Application to the Discrete One-Dimensional Wave Equation |
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234 | (3) |
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16.5 Numerical Integration of the Wave Equation |
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237 | (6) |
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237 | (1) |
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16.5.2 Stability Analysis |
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238 | (2) |
|
16.5.3 Alternative Algorithm with Explicit Velocities |
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240 | (1) |
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16.5.4 Stability Analysis |
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240 | (2) |
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242 | (1) |
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243 | (10) |
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17.1 Basic Physics of Diffusion |
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243 | (1) |
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|
244 | (1) |
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17.3 Numerical Integration of the Diffusion Equation |
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245 | (8) |
|
17.3.1 Forward Euler or Explicit Richardson Method |
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245 | (1) |
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17.3.2 Stability Analysis |
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245 | (2) |
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17.3.3 Implicit Backward Euler Algorithm |
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247 | (1) |
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17.3.4 Crank-Nicolson Method |
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248 | (1) |
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17.3.5 Error Order Analysis |
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249 | (1) |
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17.3.6 Practical Considerations |
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250 | (1) |
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17.3.7 Split Operator Method for d > 1 Dimensions |
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250 | (2) |
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252 | (1) |
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253 | (24) |
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253 | (7) |
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18.1.1 Fixed Points and Stability |
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254 | (2) |
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18.1.2 The Ljapunow Exponent |
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256 | (1) |
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257 | (1) |
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18.1.4 Fixed Points of the Logistic Map |
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258 | (1) |
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18.1.5 Bifurcation Diagram |
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259 | (1) |
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260 | (2) |
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18.2.1 Equilibria and Stability |
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260 | (2) |
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18.2.2 The Continuous Logistic Model |
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262 | (1) |
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18.3 Lotka-Volterra model |
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262 | (3) |
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18.3.1 Stability Analysis |
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263 | (2) |
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265 | (4) |
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18.4.1 Holling-Tanner Model |
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266 | (3) |
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18.5 Reaction-Diffusion Systems |
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269 | (8) |
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18.5.1 General Properties of Reaction-Diffusion Systems |
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|
269 | (1) |
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18.5.2 Chemical Reactions |
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|
270 | (1) |
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18.5.3 Diffusive Population Dynamics |
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|
270 | (1) |
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18.5.4 Stability Analysis |
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|
270 | (2) |
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18.5.5 Lotka-Volterra Model with Diffusion |
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272 | (1) |
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273 | (4) |
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19 Simple Quantum Systems |
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277 | (32) |
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19.1 Quantum Particle in a Potential Well |
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278 | (4) |
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19.2 Expansion in a Finite Basis |
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282 | (2) |
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19.3 Time-Independent Problems |
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284 | (8) |
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19.3.1 Simple Two-Level System |
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285 | (1) |
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19.3.2 Three-State Model (Superexchange) |
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286 | (4) |
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19.3.3 Ladder Model for Exponential Decay |
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290 | (2) |
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19.4 Time-Dependent Models |
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292 | (5) |
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19.4.1 Landau-Zener Model |
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293 | (1) |
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19.4.2 Two-State System with Time-Dependent Perturbation |
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293 | (4) |
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19.5 Description of a Two-State System with the Density Matrix Formalism |
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297 | (12) |
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19.5.1 Density Matrix Formalism |
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297 | (3) |
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19.5.2 Analogy to Nuclear MagneticResonance |
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|
300 | (2) |
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19.5.3 Relaxation Processes---Bloch Equations |
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302 | (5) |
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|
307 | (2) |
Appendix |
|
309 | (2) |
References |
|
311 | (4) |
Index |
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315 | |