Physics 510
Stochastic Processes in Physics
Birger Bergersen



Topics

1

Master Equation.

2

System size expansion.

3

Fokker-Planck equation.

4

Brownian particles.

5

Several variables, SIR-model.

6

Branching processes by Timothy Duty.

7

Absorbing boundaries.

8

Transformations, Blow torches.

9

Langevin approach.

10

Molecular motors by Rolf Luchsinger.

11

Lévy-stable distributions .

12

Quantum vs. classical magnets by Geordie Rose.

13

Pareto tail. Continuous time random walk.

14

Return time distribution. Continuous time random walk (continued).

15

Random walk in fractal time. Self-avoiding random walk .

16

1/f-noise by Alexandre Zagoskin.

17

Collective decision making in ant foraging. Suresh Pillai.

18

Flory theory.Edwards model..

19

Rescaled range analysis. Fractal Brownian motion.

20

Field theory methods I by Timothy Duty.

21

Field theory methods II by Timothy Duty.

22

Laser cooling by Jens Schmid.

23

Modelling intentionality: the gambler by Rik Blok.

24

The basics of derivative pricing in discrete time by Ernest Ho.

25

Stochastic Dynamics in Game Theory by Margarita Ifti.

SUBJECT TO CHANGE
Problems:
Problem set 1
Problem set 2


Tutorial: 1. Boltzmann statistics

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