Instructor: |
Prof. Alexandre V. Morozov Office hour: by request |
Textbooks:
Stochastic Methods: A Handbook for the Natural and Social Sciences by C. Gardiner, Springer;
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)
Lectures 1-6 (09/02-09/18)   pdf
Lecture 7 (09/23)   pdf
Lecture 8 (09/25)   pdf
Lecture 9 (09/30)   pdf
Lecture 10 (10/02): Weiss:AdvChemPhys1966 pp. 10-14   pdf
Homework 1 (due 09/25): Problems
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