Diffusive and Stochastic Processes


Semesterangivelse: Forårs kursus Kurset udbydes i blok 3 Kurset udbydes i skemagruppe A Kurset giver 7,5 ETCS point

 


Udgave: Forår 2013 NAT
Point: 7,5
Blokstruktur: 3. blok
Skemagruppe: A
Fagområde: fys
Institutter: Niels Bohr Institutet
Uddannelsesdel: Kandidat niveau
Kontaktpersoner: Namiko Mitarai, e-mail: mitarai@nbi.dk
Skema- oplysninger:  Vis skema for kurset
Samlet oversigt over tid og sted for alle kurser inden for Lektionsplan for Det Naturvidenskabelige Fakultet Forår 2013 NAT
Undervisnings- periode: 4. februar til 14. april, 2013
Undervisnings- form: Lectures and exercise sessions. Computer exercise included.
Formål: Stochastic descriptions offer powerful ways to understand fluctuating and noisy phenomena, and are widely used in many scientific discipline including physics, chemistry, and biology. In this course, basic tools to analyze stochastic phenomena are introduced and will be demonstrated on several important natural examples. Students will learn to master stochastic descriptions for analyzing non-equilibrium complex phenomena.
Indhold: In this lecture, 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 exclusion process.
Målbeskrivelse: At the conclusion of the course students are expected to be able to:
  • Describe diffusion process using random walk, Langevin equation, and Fokker-Plank equation.
  • Explain Kramars escape.
  • Explain the fluctuation-dissipation theorem.
  • Explain birth and death process. Use the master equations to describe time evolution and steady state.
  • Explain percolation model and percolation transition.
  • Explain asymmetric exclusion process and some related models to describe traffic flow, and jamming transition in one dimensional flows.
  • Apply the concepts and technics learnt to various examples from non-equilibrium complex phenomena.
  • Tilmelding: Selvbetjeningen from the 15.november til 1. december
    Faglige forudsætninger: Equilibrium statistical physics, simple differential equations and linear algebra
    Eksamensform: Oral exam graded according to the 7-step scale and with internal censorship.
    Reexam will be held as the ordinary exam.
    Eksamen: Mundtlig prøve d. 11. april 2013.
    Reeksamen: Mundtlig prøve d. 27. juni 2013.
    Kursus hjemmeside:
    Undervisnings- sprog: Kun engelsk
    Sidst redigeret: 29/10-2012



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