1. Stochastic processes.
Review of elementary results and definitions.
2. Master equation.
Birth and death processes. Steady state. Carriers in intrinsic semiconductor.
6. Brownian motion.
Rayleigh Particles. Kramer’s equation.
7. Absorbing boundaries.
Diffusion near a cliff. Genetic fixation. Kramer’s escape rate.
8. Transformations and
blow torches.
9. Langevin approach.
Ito vs. Stratanovich
Januk Aggarwal: Molecular
motors
Tommy Ao: Application of
Nonextensive Statistical Mechanics to Turbulence
Rik Blok: Self-affine Time
series analysis.
Chris Daub: The totally asymmetric
simple exclusion model (TASEP) and related models: theory and simulation
results.
Robin Coope: Scale free networks.
Margarita Ifti: Survival
and Extinction in Cyclic and Neutral Three--species Systems.
Jonathan Nakane: Superdiffusion in micelle
growth: A case of Genuine Levy Flight.
Baris
Oztop: Emergence of learning and
cooperation in evolutionary minority games
Tutorial:
Computer
programs: