Details zur Lehrveranstaltung
Stochastic Processes | |||||||
Modul: | Phy-Ba-PV: Physikalische Vertiefung | ||||||
Lecture language | English | ||||||
Summary of Lecture: | review of basic probability theory, diffusion, Langevin & Fokker-Planck equation, Dynkin equation and Kramer's escape rate theory, Synchronization of noisy oscillators, Ito versus Stratonovich calculus, Fluctuation-Dissipation theorem, Bayes formula, Statistical testing and decision making, selected application examples from Biological Physics | ||||||
data set up-to-date | |||||||
Scope: | lecture: 2 hours/week tutorials: 2 hours/week | ||||||
Time/location: | DO(2) BIOTEC E06 | ||||||
Tutorials: |
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Audience: | Vertiefung Bachelor (PV) und Master (alle) | ||||||
Specialization area: | Weiche kondensierte Materie und biologische Physik (Vorlesung im Wahlpflichtvertiefungsgebiet, masterartig) | ||||||
Previous knowledge: | Multi-variate calculus, fundamental knowledge of Nonlinear dynamics; ideally first course in Statistical Physics; ideally basic programming skills | Certificate: | Teilnahmebestätigung (aktive Mitarbeit in Übung); auf Wunsch: Teil der WKMBP-Vertiefungsprüfung | ||||
Enrolment: | please enroll on the OPAL-homepage of the course | ||||||
Web-reference: | https://bildungsportal.sachsen.de/opal/auth/RepositoryEntry/39016464405?15 | ||||||
This lecture will be accompanied by a series of interactive programming exercises using a series of Python jupyter notebooks. |