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Preface ix

About the Authors xii

1 A First Numerical Problem 1

1.1 Radioactive Decay . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 A Numerical Approach . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.3 Design and Construction of a Working Program: Codes and Pseu-
docodes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.4 Testing Your Program . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.5 Numerical Considerations . . . . . . . . . . . . . . . . . . . . . . . . 12
1.6 Programming Guidelines and Philosophy . . . . . . . . . . . . . . . . 14

2 Realistic Projectile Motion 18

2.1 Bicycle Racing: The Effect of Air Resistance . . . . . . . . . . . . . 18
2.2 Projectile Motion: The Trajectory of a Cannon Shell . . . . . . . . . 25
2.3 Baseball: Motion of a Batted Ball . . . . . . . . . . . . . . . . . . . 31
2.4 Throwing a Baseball: The Effects of Spin . . . . . . . . . . . . . . . 36
2.5 Golf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44

3 Oscillatory Motion and Chaos 48

3.1 Simple Harmonic Motion . . . . . . . . . . . . . . . . . . . . . . . . 48
3.2 Making the Pendulum More Interesting: Adding Dissipation, Non-
linearity, and a Driving Force . . . . . . . . . . . . . . . . . . . . . . 54
3.3 Chaos in the Driven Nonlinear Pendulum . . . . . . . . . . . . . . . 58
3.4 Routes to Chaos: Period Doubling . . . . . . . . . . . . . . . . . . . 66
3.5 The Logistic Map: Why the Period Doubles . . . . . . . . . . . . . . 70
3.6 The Lorenz Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
3.7 The Billiard Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
3.8 Behavior in the Frequency Domain: Chaos and Noise . . . . . . . . . 88

4 The Solar System 94

4.1 Kepler’s Laws . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94
4.2 The Inverse-Square Law and the Stability of Planetary Orbits . . . . 101
4.3 Precession of the Perihelion of Mercury . . . . . . . . . . . . . . . . 107
4.4 The Three-Body Problem and the Effect of Jupiter on Earth . . . . 113
4.5 Resonances in the Solar System: Kirkwood Gaps and Planetary
Rings . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118
4.6 Chaotic Tumbling of Hyperion . . . . . . . . . . . . . . . . . . . . . 123

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5 Potentials and Fields 129

5.1 Electric Potentials and Fields: Laplace’s Equation . . . . . . . . . . 129
5.2 Potentials and Fields Near Electric Charges . . . . . . . . . . . . . . 143
5.3 Magnetic Field Produced by a Current . . . . . . . . . . . . . . . . . 148
5.4 Magnetic Field of a Solenoid: Inside and Out . . . . . . . . . . . . . 151

6 Waves 156
6.1 Waves: The Ideal Case . . . . . . . . . . . . . . . . . . . . . . . . . . 156
6.2 Frequency Spectrum of Waves on a String . . . . . . . . . . . . . . . 165
6.3 Motion of a (Somewhat) Realistic String . . . . . . . . . . . . . . . . 169
6.4 Waves on a String (Again): Spectral Methods . . . . . . . . . . . . . 174

7 Random Systems 181

7.1 Why Perform Simulations of Random Processes? . . . . . . . . . . . 181
7.2 Random Walks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 183
7.3 Self-Avoiding Walks . . . . . . . . . . . . . . . . . . . . . . . . . . . 188
7.4 Random Walks and Diffusion . . . . . . . . . . . . . . . . . . . . . . 195
7.5 Diffusion, Entropy, and the Arrow of Time . . . . . . . . . . . . . . . 201
7.6 Cluster Growth Models . . . . . . . . . . . . . . . . . . . . . . . . . 206
7.7 Fractal Dimensionalities of Curves . . . . . . . . . . . . . . . . . . . 212
7.8 Percolation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 218
7.9 Diffusion on Fractals . . . . . . . . . . . . . . . . . . . . . . . . . . . 229

8 Statistical Mechanics, Phase Transitions, and the Ising Model 235

8.1 The Ising Model and Statistical Mechanics . . . . . . . . . . . . . . . 235
8.2 Mean Field Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . 239
8.3 The Monte Carlo Method . . . . . . . . . . . . . . . . . . . . . . . . 244
8.4 The Ising Model and Second-Order Phase Transitions . . . . . . . . 246
8.5 First-Order Phase Transitions . . . . . . . . . . . . . . . . . . . . . . 259
8.6 Scaling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 264

9 Molecular Dynamics 270

9.1 Introduction to the Method: Properties of a Dilute Gas . . . . . . . 270
9.2 The Melting Transition . . . . . . . . . . . . . . . . . . . . . . . . . 285
9.3 Equipartition and the Fermi-Pasta-Ulam Problem . . . . . . . . . . 294

10 Quantum Mechanics 303

10.1 Time-Independent Schrödinger Equation: Some Preliminaries . . . . 303
10.2 One Dimension: Shooting and Matching Methods . . . . . . . . . . . 307
10.3 A Matrix Approach . . . . . . . . . . . . . . . . . . . . . . . . . . . 323
10.4 A Variational Approach . . . . . . . . . . . . . . . . . . . . . . . . . 326
10.5 Time-Dependent Schrödinger Equation: Direct Solutions . . . . . . . 333
10.6 Time-Dependent Schrödinger Equation in Two Dimensions . . . . . 345
10.7 Spectral Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 349

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11 Vibrations, Waves, and the Physics of Musical Instruments 357

11.1 Plucking a String: Simulating a Guitar . . . . . . . . . . . . . . . . . 357
11.2 Striking a String: Pianos and Hammers . . . . . . . . . . . . . . . . 362
11.3 Exciting a Vibrating System with Friction: Violins and Bows . . . . 367
11.4 Vibrations of a Membrane: Normal Modes and Eigenvalue Problems 372
11.5 Generation of Sound . . . . . . . . . . . . . . . . . . . . . . . . . . . 382

12 Interdisciplinary Topics 389

12.1 Protein Folding . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 389
12.2 Earthquakes and Self-Organized Criticality . . . . . . . . . . . . . . 405
12.3 Neural Networks and the Brain . . . . . . . . . . . . . . . . . . . . . 418
12.4 Real Neurons and Action Potentials . . . . . . . . . . . . . . . . . . 436
12.5 Cellular Automata . . . . . . . . . . . . . . . . . . . . . . . . . . . . 445

APPENDICES
A Ordinary Differential Equations with Initial Values 456
A.1 First-Order, Ordinary Differential Equations . . . . . . . . . . . . . . 456
A.2 Second-Order, Ordinary Differential Equations . . . . . . . . . . . . 460
A.3 Centered Difference Methods . . . . . . . . . . . . . . . . . . . . . . 464
A.4 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 467

B Root Finding and Optimization 469

B.1 Root Finding . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 469
B.2 Direct Optimization . . . . . . . . . . . . . . . . . . . . . . . . . . . 472
B.3 Stochastic Optimization . . . . . . . . . . . . . . . . . . . . . . . . . 473

C The Fourier Transform 479

C.1 Theoretical Background . . . . . . . . . . . . . . . . . . . . . . . . . 479
C.2 Discrete Fourier Transform . . . . . . . . . . . . . . . . . . . . . . . 481
C.3 Fast Fourier Transform (FFT) . . . . . . . . . . . . . . . . . . . . . . 483
C.4 Examples: Sampling Interval and Number of Data Points . . . . . . 486
C.5 Examples: Aliasing . . . . . . . . . . . . . . . . . . . . . . . . . . . . 488
C.6 Power Spectrum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 490

D Fitting Data to a Function 493

D.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 493
D.2 Method of Least Squares: Linear Regression for Two Variables . . . 494
D.3 Method of Least Squares: More General Cases . . . . . . . . . . . . 497

E Numerical Integration 500

E.1 Motivation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 500
E.2 Newton-Cotes Methods: Using Discrete Panels to Approximate an
Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 500
E.3 Gaussian Quadrature: Beyond Classic Methods of Numerical Inte-
gration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 504

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E.4 Monte Carlo Integration . . . . . . . . . . . . . . . . . . . . . . . . . 506

F Generation of Random Numbers 512

F.1 Linear Congruential Generators . . . . . . . . . . . . . . . . . . . . . 512
F.2 Nonuniform Random Numbers . . . . . . . . . . . . . . . . . . . . . 516

G Statistical Tests of Hypotheses 520

G.1 Central Limit Theorem and the χ2 Distribution . . . . . . . . . . . . 521
G.2 χ2 Test of a Hypothesis . . . . . . . . . . . . . . . . . . . . . . . . . 523

H Solving Linear Systems 527

H.1 Solving A · x = b, b = 0 . . . . . . . . . . . . . . . . . . . . . . . . . 528
H.1.1 Gaussian Elimination . . . . . . . . . . . . . . . . . . . . . . 528
H.1.2 Gauss-Jordan elimination . . . . . . . . . . . . . . . . . . . . 530
H.1.3 LU decomposition . . . . . . . . . . . . . . . . . . . . . . . . 531
H.1.4 Relaxational method . . . . . . . . . . . . . . . . . . . . . . . 533
H.2 Eigenvalues and Eigenfunctions . . . . . . . . . . . . . . . . . . . . . 535
H.2.1 Approximate Solution of Eigensystems . . . . . . . . . . . . . 537

Index 541

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