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APPPHYS 215. Numerical Methods for Physicists and Engineers. 4 Units.

Fundamentals of numerical methods applied to physical systems. Derivatives and integrals; interpolation; quadrature; FFT; singular value decomposition; optimization; linear and nonlinear least squares fitting; error estimation; deterministic and stochastic differential equations; Monte Carlo methods. Lectures will be accompanied by guided project work enabling each student to make rapid progress on a project of relevance to their interests.