Topic: Stochastic Processes in Science
| Time | Days | Location | Instructor | GER | Credit | OPUS Class Number | Syllabus (Tentative) |
|---|---|---|---|---|---|---|---|
1:00pm-2:15pm | TuTh | Math & Science Center - E116 | Hilary Hentschel. | 4 | 12830 | TBA. |
The course will first cover basic mathematical tools required for treating stochastic processes in science including probability, Langevin equations, master equations, and Fokker-Planck equations as well as ideas such as random walks, diffusion and drift. We will then apply these ideas to a variety of topics in science which may include the fluctuation-dissipation theorem and first-passage problems in physics, chemical reactions in chemistry, chemotaxis, chemoreception and movement of ions across membranes in biology, and price fluctuations and options in economics.
Prerequisites: A reasonable knowledge of statistical physics and mathematical methods including calculus and introductory ideas in probability.
Required Textbooks, Articles, and Resources
- Stochastic Processes in Physics and Chemistry. ISBN: 978-0-444-52965-7.
- 1993. Random Walks in Biology. ISBN: 978-0-691-08245-5.
- 2007. An Introduction to Econophysics: Correlations and Complexity in Finance. ISBN: 978-0-521-03987-1.
The schedule of courses on O.P.U.S. is the official listing of courses, including days and times they meet and the General Education Requirements they satisfy. Students should use course descriptions as general guidelines. Course requirements, grading details, book lists, and syllabi are subject to change.