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Physics 510
Stochastic Processes in Physics
Birger Bergersen
Topics
- 1
- Master Equation.
- 2
- System size expansion.
- 3
- Fokker-Planck equation.
- 4
- Brownian particles.
- 5
- Several variables, SIR-model.
- 6
- Branching processes by Timothy Duty.
- 7
- Absorbing boundaries.
- 8
- Transformations, Blow torches.
- 9
- Langevin approach.
- 10
- Molecular motors by Rolf Luchsinger.
- 11
- Lévy-stable distributions .
- 12
- Quantum vs. classical magnets by Geordie Rose.
- 13
- Pareto tail. Continuous time random walk.
- 14
- Return time distribution. Continuous time random walk (continued).
- 15
- Random walk in fractal time. Self-avoiding random walk .
- 16
- 1/f-noise by Alexandre Zagoskin.
- 17
- Collective decision making in ant foraging.
Suresh Pillai.
- 18
- Flory theory.Edwards model..
- 19
- Rescaled range analysis. Fractal Brownian motion.
- 20
- Field theory methods I by Timothy Duty.
- 21
- Field theory methods II by Timothy Duty.
- 22
- Laser cooling
by Jens Schmid.
- 23
- Modelling intentionality: the gambler
by Rik Blok.
- 24
- The basics of derivative pricing in discrete time
by Ernest Ho.
- 25
- Stochastic Dynamics in Game Theory
by Margarita Ifti.
SUBJECT TO CHANGE
Problems:
Problem set 1
Problem set 2
Tutorial: 1. Boltzmann statistics
References
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Lecture 15.
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Problem 2.
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Lecture 8.
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Lecture 9.
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Birger Bergersen
1999-02-01