Stochastic Processes

Jürgen Vollmer, Universität Leipzig

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start [2022/04/02 04:47] – [Recommended Literature] jvstart [2025/04/09 12:46] (current) – [Classes and Seminars] jv
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 ==== Classes and Seminars ====  ==== Classes and Seminars ==== 
  
-<wrap hide> 
 ^Time  ^Room                          ^^ ^Time  ^Room                          ^^
-| Mon, 13:30  |IPT, Brüderstr. | SR211 | +| Mon, 15:15  | ITP, SR211 || 
-| Wed, 11:15  |IPT, Brüderstr. | SR211 |+| Fri, 13:15  | ITP, SR211 ||
  
  
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 ^Time  ^Room    ^ ^Time  ^Room    ^
-| to be decided ^^ +| Fri, 15:15  | ITP, SR211  | 
-</wrap>+
  
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 +<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>
  
  
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 === Basics ===  === Basics === 
-  * **Hermann Haken:**    Synergetics. An Introduction       (Springer 1983).\\an excellent introduction to key ideas from a physics perspective +  * **Hermann Haken:**    Synergetics. An Introduction       (Springer 1983). \\ an excellent introduction to key ideas from a physics perspective 
   * **William Feller:** An Introduction to Probability Theory and its Applications, Vol. 1 (Wiley 1968). \\ an excellent introduction to key ideas from a mathematics perspective   * **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+  * **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 === === Specialized sources ===
-  * **Hannes Risken:**  The Fokker-Planck Equation (Springer, 1989) +  * **Hannes Risken:**  The Fokker-Planck Equation (Springer, 1989). 
-  * **Crispin W. Gardiner:**  Handbook of Stochastic Methods (Springer, 1985) +  * **Crispin W. Gardiner:**  Handbook of Stochastic Methods (Springer, 1985). 
-  * **Sid Redner:**  A Guide to First-Passage Processes (Cambridge, 2001)+  * **Sid Redner:**  A Guide to First-Passage Processes (Cambridge, 2001).
    
 === Visionary classical texts === === Visionary classical texts ===
-  * **Albert Einstein:**  Investigations on the Theory of the Brownian Motion (Dover, 1956) +  * **Albert Einstein:**  Investigations on the Theory of the Brownian Motion (Dover, 1956). 
-  * **Terrell L. Hill:**  Free Energy Transduction and Biochemical Cycle Kinetics (Dover, 2005)+  * **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. 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> +
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 ===== 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.
start.1648867661.txt.gz · Last modified: 2022/04/02 04:47 by jv