Official description

Stochastic and random non-equilibrium processes arise in various areas of physics, chemistry, biology and social sciences. The course will cover the theoretical foundations and practical solution methods of various stochastic problems with the goal of preparing the students to deal with a broad range of probabilistic questions arising in modern research.

The course will cover: review of probability and probabilistic processes, detailed balance and equilibrium vs non-equilibrium processes, discrete random processes (random walks, master equations), continuous random processes (diffusion, Fokker-Planck and Smoluchowski equations), stochastic differential equations (Langevin, Ito), stochastic simulations methods (Gillespie, Kinetic Monte Carlo), large fluctuations and first passage problems.

The mathematical methods will be illustrated by examples from non-equilibrium statistical mechanics, population dynamics and epidemiology, condensed matter, chemical reactions and others.

Additional information

Lectures will run for six weeks, from September 13 to October 18, inclusive. The deadline to drop this course from ACORN is September 29.