Computational physics III

Fourier series and transforms Introduction to the Fourier series and transforms and their application. Mathematical properties: convergence, convolution, correlation, Gibbs phenomenon and the Wiener-Khinchin theorem. Fourier transform on discrete sampled data: aliasing and sampling theorem. Discrete Fourier transform (DFT) and fast Fourier transform (FFT). Applications: spectral analysis, filters. Fourier transforms in higher dimensionality.

Linear systems Introduction and examples. Gauss-Jordan elimination, LU factorization. Iterative refinement: tridiagonal and band diagonal systems. Iterative methods and preconditioning: Jacobi, Richards and gradient methods. Conjugate gradient method. Iterative vs direct methods.

Matrix manipulation and eigenvalues problems Introduction and examples. Properties and decomposition. Poweriteration. QR decomposition and iterative procedure. Singular value decomposition (SVD).