Random Walks and Diffusion (T) - physics7502
| Course | Random Walks and Diffusion (T) |
|---|---|
| Course No. | physics7502 |
| Category | Type | Language | Teaching hours | CP | Semester |
|---|---|---|---|---|---|
| Elective | Lecture with exercises | English | 1+1 | 3 | ST |
Preparation: Quantum mechanics and Thermodynamics
Form of Testing and Examination: Requirements for the (written or oral) examination: Successful work within the exercises
Length of Course: 1 semester
Aims of the Course: The aim of the course is to introduce the student to random processes and their application to diffusion phenomena
Contents of the Course: Basics of probability theory, Master equation and Langevin equation, Law of large numbers and Central Limit Theorem, First passage problems, Large scale dynamics, Dynamical scaling.
Recommended Literature: Will be announced in the first lecture