C++ implementations of classic algorithms in computational physics Python implementation of result plot

1. FDTD is a numetical analysis technique used for modeling computational electrodynamics https://en.wikipedia.org/wiki/Finite-difference_time-domain_method

1. Use current system as seed for random number generator
2. Generate a random number between 0 and 1 with Schrage algorithm
3. Odd-th iteration as coordinate x, and even-th iteration as coordinate y. Each (x, y) pair forms a point in 2D plane and is written into a file
4. Calculate correlation using formula:
5. Verify the multi-dimensional independence following formula: