260051 VO Stochastic processes in physics (2014S)

This course is an introduction into the theory and simulation of stochastic processes with applications in physics as well as in related areas such as chemistry and biology. The lectures will be accompanied by practical exercises in which the concepts discussed in the lectures will be used, mainly with the help of computer simulations, to solve specific problems. Course subjects include: dynamics of many-particle systems, randomness and noise, random variables, stochastic processes, Markov processes, master equation, Fokker Planck equation, stochastic differential equations, Langevin equation, fluctuation dissipation theorem, diffusion, Kramers problem, kinetics of chemical reactions, non-equilibrium fluctuations, molecular motors.