Instructor: |
Prof. Alexandre V. Morozov Office hour: by request |
Textbooks:
Stochastic Methods: A Handbook for the Natural and Social Sciences by C. Gardiner, Springer;
When Things Grow Many: Complexity, Universality and Emergence in Nature by L. Schulman, Oxford University Press;
A Student's Guide to the Ising Model by J. S. Walker, Cambridge University Press;
Statistical Physics: Statics, Dynamics and Renormalization by L. Kadanoff, World Scientific;
Statistical Mechanics of Phase Transitions by J. M. Yeomans, Oxford Science Publications;
A Guide to First-Passage Processes by S. Redner, Cambridge University Press;
A Kinetic View of Statistical Physics by P. L. Krapivsky and S. Redner, Cambridge University Press
Prerequisites: Some knowledge of equilibrium statistical physics.
Homework and Exam: One homework per 2-3 weeks. There will be a final take-home exam (48 hours, open book, open notes).
Student Presentations: 30 min presentations on a topic of interest to the class, including derivations, simulations, results from recent papers, etc.
The grade is determined according to the following formula: total score = 1/3(final) + 1/3(homework) + 1/3(presentation)
1. In-depth review on stochastic processes in physics and astronomy: Chandrasekhar:RevModPhys1943
2. Review on first-passage processes in chemical physics: Weiss:AdvChemPhys1966
3. First-passage processes in population genetics: Kimura:Genetics1962
4. Review of first-passage processes in networks: Bollt:NewJPhys2005
5. Maxwell's demon: Maruyama:RevModPhys2009 Mandal:PNAS2012 Mandal:PRL2013 Lu:PhysToday2014
6. Review of Jarzynski/Crooks results: Pitaevskii:UspFizNauk2011
7. Landauer's principle: Berut:Nature2012
8. Maximum entropy principle in statistical physics: Presse:RevModPhys2013
9. Maximum entropy methods and path ensembles (Filyukov & Karpov): Filyukov:JEngPhysThermophys1967
10. An excellent review of the Legendre transform: Zia:arxiv2009
11. A review of central issues in statistical mechanics Lebowitz:RevModPhys1999
12. An undergraduate introduction to RG Maris:AmJPhys1978
Lecture 1 (09/05): Gardiner 1.1 - 1.3 pdf
Lecture 2 (09/07): Chandrasekhar pp. 3-7 pdf
Lecture 3 (09/12): Chandrasekhar pp. 8-16 pdf
Lecture 4 (09/14): Chandrasekhar pp. 16-24 pdf
Lecture 5 (09/19): Chandrasekhar pp. 24-26, 31-35 pdf
Lecture 6 (09/21): Chandrasekhar pp. 42-44 pdf
Lecture 7 (09/26): Weiss:AdvChemPhys1966 pp. 10-14 pdf
Lecture 8 (09/28): Kimura:Genetics1962 pdf Kolmogorov equations tutorial
Lecture 9 (10/03): Redner, Chs. 1 & 2 pdf
Lecture 10 (10/05): Redner, Ch. 6 pdf
Lectures 11,12 (10/10,10/12): Yeomans, Chs. 1,2 pdf
Lectures 13,14 (10/17,10/19): Yeomans, Ch. 4 pdf
Lectures 15,16 (10/24,10/26): Yeomans, Ch. 5 pdf
Lecture 17 (10/31): Yeomans, Ch. 9.1 pdf
Lecture 18 (11/02): Yeomans, Ch. 8 pdf
Lecture 19 (11/07): Pitaevskii:UspFizNauk2011 pdf
Lecture 20 (11/09,11/13,11/21): Mandal:PNAS2012 pdf
Lecture 21 (11/28): Lu:PhysToday2014 Mandal:PRL2013 pdf
Lecture 22 (11/30): Presse:RevModPhys2013 pdf
Lecture 23 (12/05): Presse:RevModPhys2013 pdf
Lecture 24 (12/07): Presse:RevModPhys2013 pdf pdf
Homework 1 (due 10/12): Problems
Homework 2 (due 10/31): Problems
Homework 3 (due 11/28): Problems
Note: NO lectures on Tuesday, Nov. 14 and Thursday, Nov. 16
Note: Make-up lecture on Monday, Nov. 13 3.50 - 5.10 pm, Serin W112
Serin W112, 3.00-5.30 pm Tue, Dec. 12:
1. Qidong He (pdf)FINAL EXAM: Problems
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