This course integrates the elements of numerical analysis and computer programming to study a variety of problems in classical, quantum, and statistical physics. Basic numerical operations: root finding, interpolation, matrix inversion, numerical differentiation, and quadrature. Structured and object-oriented programming of basic operations in modern languages, such as C++, FORTRAN 90, and Java. Numerical solution of ordinary linear and nonlinear differential equations of classical and quantum physics. Boundary-value and eigenvalue problems. Statistical analysis of data, the Fast Fourier Transform, and computer graphics.