Universität Wien

260051 VO Stochastic processes in physics (2014S)

2.50 ECTS (2.00 SWS), SPL 26 - Physik

First lecture: 05.03.2014
Requisites: basic knowledge of statistical physics, command of a higher programming language (e.g., C, C++, Python).
Moodle

Details

Language: German, English

Examination dates

Lecturers

Classes (iCal) - next class is marked with N

  • Wednesday 05.03. 13:30 - 15:00 Christian-Doppler-Hörsaal, Boltzmanngasse 5, 3. Stk., 1090 Wien
  • Wednesday 19.03. 13:30 - 15:00 Christian-Doppler-Hörsaal, Boltzmanngasse 5, 3. Stk., 1090 Wien
  • Wednesday 26.03. 13:30 - 15:00 Christian-Doppler-Hörsaal, Boltzmanngasse 5, 3. Stk., 1090 Wien
  • Wednesday 02.04. 13:30 - 15:00 Christian-Doppler-Hörsaal, Boltzmanngasse 5, 3. Stk., 1090 Wien
  • Wednesday 09.04. 13:30 - 15:00 Christian-Doppler-Hörsaal, Boltzmanngasse 5, 3. Stk., 1090 Wien
  • Wednesday 30.04. 13:30 - 15:00 Christian-Doppler-Hörsaal, Boltzmanngasse 5, 3. Stk., 1090 Wien
  • Wednesday 07.05. 13:30 - 15:00 Christian-Doppler-Hörsaal, Boltzmanngasse 5, 3. Stk., 1090 Wien
  • Wednesday 14.05. 13:30 - 15:00 Christian-Doppler-Hörsaal, Boltzmanngasse 5, 3. Stk., 1090 Wien
  • Wednesday 21.05. 13:30 - 15:00 Christian-Doppler-Hörsaal, Boltzmanngasse 5, 3. Stk., 1090 Wien
  • Wednesday 28.05. 13:30 - 15:00 Christian-Doppler-Hörsaal, Boltzmanngasse 5, 3. Stk., 1090 Wien
  • Wednesday 04.06. 13:30 - 15:00 Christian-Doppler-Hörsaal, Boltzmanngasse 5, 3. Stk., 1090 Wien
  • Wednesday 11.06. 13:30 - 15:00 Christian-Doppler-Hörsaal, Boltzmanngasse 5, 3. Stk., 1090 Wien
  • Wednesday 18.06. 13:30 - 15:00 Christian-Doppler-Hörsaal, Boltzmanngasse 5, 3. Stk., 1090 Wien
  • Wednesday 25.06. 13:30 - 15:00 Christian-Doppler-Hörsaal, Boltzmanngasse 5, 3. Stk., 1090 Wien

Information

Aims, contents and method of the course

This course is an introduction into the theory and simulation of stochastic processes with applications in physics as well as in related areas such as chemistry and biology. The lectures will be accompanied by practical exercises in which the concepts discussed in the lectures will be used, mainly with the help of computer simulations, to solve specific problems. Course subjects include: dynamics of many-particle systems, randomness and noise, random variables, stochastic processes, Markov processes, master equation, Fokker Planck equation, stochastic differential equations, Langevin equation, fluctuation dissipation theorem, diffusion, Kramers problem, kinetics of chemical reactions, non-equilibrium fluctuations, molecular motors.

Assessment and permitted materials

Written exam. Completion of the exercise class is required to be admitted to the written exam.

Minimum requirements and assessment criteria

Examination topics

Reading list

Association in the course directory

MF 1, MaG 7, MaG 8, MaG23, MaG 24, MaV 1

Last modified: Mo 07.09.2020 15:40