Details zur Lehrveranstaltung
| Stochastic Processes (with programming exercises) | |||||||
| Modul: | Phy-Ma-Vert: Physikalische Vertiefung | ||||||
| Vorlesungssprache | Englisch | ||||||
| Inhalt der Lehrveranstaltung: | Thermal fluctuations, Brownian motion, or fluctuating stock prices are examples of stochastic dynamics. We introduce Markov chains and Langevin equations to model the time-evolution of stochastic systems, and discuss their link to statistical physics. Selected programming exercises in Python will accompany the lecture (no previous knowledge of Python required). | ||||||
| Datensatz aktualisiert | |||||||
| Umfang: | Vorlesung: 2 Stunden/Woche Übungen/Seminare: 2 Stunden/Woche | ||||||
| Zeit/Ort: | DO(4) BZW/A120 | ||||||
| Übungen: |
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| Hörerkreis: | Vertiefung Bachelor (PV) und Master (alle) | ||||||
| Vertiefungsgebiet: | |||||||
| Vorkenntnisse: | Multivariate calculus, Elementary probability theory, Ordinary and partial differential equations | Nachweis: | Ersatzprüfung für Rigorosum möglich | ||||
| Einschreibung: | |||||||
| Web-Referenz: | https://cfaed.tu-dresden.de/friedrich-group-teaching | ||||||
| Target audience: Physics students at the Master’s level; Mathematics students interested in applications of stochastic processes; Bioengineering students with strong background in quantitative methods | |||||||