Skills:At the conclusion of the course students are expected to be able to:
KnowledgeIn this course, first basic tools to analyse stochastic phenomena are introduced by using the diffusion process as one of the most useful examples of stochastic process. The topics include random walks, Langevin equations, Fokker-Planck equations, Kramars escape, and the fluctuation-dissipation theorem. Then selected stochastic models that have wide applications to various real phenomena are introduced and analysed. The topics are chosen from non-equilibrium stochastic phenomena, including birth and death process and Master equation, and asymmetric simple exclusion process. Throughout the course, exercises for analytical calculations and numerical simulations are provided to improve the students' skills.
CompetencesThis course will provide the students with mathematical tools that have application in range of fields within and beyond physics. Examples of the fields include non-equilibrium statistical physics, biophysics, soft-matter physics, complex systems, econophysics, social physics, chemistry, molecular biology, ecology, etc. This course will provide the students with a competent background for further studies within the research field, i.e. a M.Sc. project.
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Publication of new courses All planned PhD courses at the PhD School are visible in the course catalogue. Courses are published regularly.