Stochastic Processes

Jürgen Vollmer, Universität Leipzig

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start [2022/04/02 04:07] jvstart [2025/04/09 12:46] (current) – [Classes and Seminars] jv
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-====== Stochastic Processes ======+======= Stochastic Processes =======
  
 >  Wiki with Exercises, Notes, Hints, and a Feedback-Forum   >  Wiki with Exercises, Notes, Hints, and a Feedback-Forum  
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 ==== Classes and Seminars ====  ==== Classes and Seminars ==== 
  
-<wrap hide> 
 ^Time  ^Room                          ^^ ^Time  ^Room                          ^^
-| Mon, 13:30  |IPTBrüderstr. | SR211 | +| Mon, 15:15  ITP, SR211 |
-Wed11:15  |IPTBrüderstr. | SR211 |+Fri13:15  | ITP, SR211 ||
  
  
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 ^Time  ^Room    ^ ^Time  ^Room    ^
-to be decided ^^ +Fri, 15:15  | ITP, SR211  |
-</wrap>+
  
 +
 +
 +<wrap hide>
 +IPT, Brüderstr. | to be decided |
 **The times for the lectures and the seminar will be arranged in a preliminary session on**  **The times for the lectures and the seminar will be arranged in a preliminary session on** 
 ^<wrap em>Tuesday, April 5</wrap>^<wrap em> 5:15pm </wrap>^<wrap em> ITP, SR211 </wrap>^ ^<wrap em>Tuesday, April 5</wrap>^<wrap em> 5:15pm </wrap>^<wrap em> ITP, SR211 </wrap>^
 +</wrap>
  
  
 ===== Recommended Literature ===== ===== Recommended Literature =====
  
-  * **Gregoire Nicolis.** //Introduction to Nonlinear Science// (Cambridge UP1995+=== Basics ===  
-  * **Ed Ott.** //Chaos in Dynamical Systems// (Cambridge UP1993+  * **Hermann Haken:**    SynergeticsAn Introduction       (Springer 1983). \\ an excellent introduction to key ideas from a physics perspective  
-  * **Michael CrossHenry Greenside.** //Pattern Formation and Dynamics in Nonequilibrium Systems// (Cambridge UP2009)+  * **William Feller:** An Introduction to Probability Theory and its Applications, Vol. 1 (Wiley 1968). \\ an excellent introduction to key ideas from a mathematics perspective 
 +  * **Nico van Kampen:**  Stochastic Processes in Physics and Chemistry (Elsevier1981). \\ a rich source for applications in physics, in particular of Master equations 
 +  
 +=== Specialized sources === 
 +  * **Hannes Risken:**  The Fokker-Planck Equation (Springer, 1989). 
 +  * **Crispin W. Gardiner:**  Handbook of Stochastic Methods (Springer, 1985). 
 +  * **Sid Redner:**  A Guide to First-Passage Processes (Cambridge, 2001)
 +  
 +=== Visionary classical texts === 
 +  * **Albert Einstein:**  Investigations on the Theory of the Brownian Motion (Dover1956). 
 +  * **Terrell L. Hill:**  Free Energy Transduction and Biochemical Cycle Kinetics (Dover2005)
 + 
  
  
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 On request I also offer suggestions for further study. On request I also offer suggestions for further study.
  
- +The exercise sheets can be accessed via the [[sheet:sose2025:overwiew|overview page]]
-^**Set**  ^**Date**  ^**Topic**        ^**PDF**      ^ +and the tabs in the menu to the left.
-<wrap hide> +
-|      1| 2020 10 31| [[sheet:01_dimensions_groupsNondimensionalization]]                           |{{sheet:problem:01:ex01_dimensionsgroups.pdf  |200kB}}   | +
-</wrap> +
- +
 ===== Sage Notebooks ===== ===== Sage Notebooks =====
  
-For selected problems I will set up a [[sage:mechanics-workshop|Sage playground]], +For selected problems I will set up a [[sage:playground:start|Sage playground]], 
 where you can explore the solutions to a range of problems in theoretical mechanics where you can explore the solutions to a range of problems in theoretical mechanics
 based on interactive Sage templates. based on interactive Sage templates.
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   * [[ipsp:wiki-development|extension of the wiki]] and requests for help   * [[ipsp:wiki-development|extension of the wiki]] and requests for help
   * [[ipsp:wiki_and_other_computer_problems|tips and tricks]] concerning issues with university emails, moodle, almaweb, this wiki, etc   * [[ipsp:wiki_and_other_computer_problems|tips and tricks]] concerning issues with university emails, moodle, almaweb, this wiki, etc
-  * [[ipsp:participants|general discussion]], feedback, and information about you 
  
 Three are discussion forms on these pages. Three are discussion forms on these pages.
start.1648865279.txt.gz · Last modified: 2022/04/02 04:07 by jv