Stochastic Processes

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--- start [2022/04/02 04:35] – jv
+++ start [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
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 ==== Classes and Seminars ====
-<wrap hide>
 ^Time  ^Room                          ^^
-| Mon, 13:30  |IPT, Brüderstr. | SR211 |
+| Mon, 15:15  | ITP, SR211 ||
-| Wed, 11:15  |IPT, Brüderstr. | SR211 |
+| Fri, 13:15  | ITP, SR211 ||
@@ Line 16: / Line 15: @@
 ^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**
 ^<wrap em>Tuesday, April 5</wrap>^<wrap em> 5:15pm </wrap>^<wrap em> ITP, SR211 </wrap>^
+</wrap>
 ===== Recommended Literature =====
-  * **Gregoire Nicolis.** //Introduction to Nonlinear Science// (Cambridge UP, 1995)
+=== Basics ===
-  * **Ed Ott.** //Chaos in Dynamical Systems// (Cambridge UP, 1993)
+  * **Hermann Haken:**   	Synergetics. An Introduction 	     	(Springer 1983). \\ an excellent introduction to key ideas from a physics perspective
-  * **Michael Cross, Henry Greenside.** //Pattern Formation and Dynamics in Nonequilibrium Systems// (Cambridge UP, 2009)
+  * **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 	(Elsevier, 1981). \\ 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 (Dover, 1956).
+  * **Terrell L. Hill:**  Free Energy Transduction and Biochemical Cycle Kinetics (Dover, 2005).
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 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_groups| Nondimensionalization]]                           |{{sheet:problem:01:ex01_dimensionsgroups.pdf  |200kB}}   |
-</wrap>
 ===== 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
 based on interactive Sage templates.