This course discusses the computational approach in modern physics in a clear yet accessible way. Individual modules contain in-depth discussions of algorithms ranging from basic enumeration methods to cutting-edge Markov-chain techniques. Emphasis will be put on applications in classical and quantum physics. The focus will be on subjects such as Monte Carlo sampling, molecular dynamics, transition phases in hard-sphere liquids, simulated annealing for solving geometrical constraints, perfect sampling of classical spin models, to aspects of quantum Monte Carlo algorithms, Bose-Einstein condensation, and many-body physics with fermions. The emphasis is on orientation. Discussion of implementation details will be kept to a minimum.