Faculty of Mathematics and Natural Sciences Department of Physics auf deutsch

winter sem. 2019
Last update: 26.05.20 06:21:46

angemeldet als: ['mh']

WS 2019 SS 2020
WS 2019
WS 2018 SS 2019
Department of Physics
open chemistry
KVL / Klausuren / MAP 1st HS: 14.10  2nd HS: 09.12  sem.br.: 17.02  begin SS: 12.04

4020195083 Stochastic Systems  VVZ 

Tue 11-13
weekly NEW 15 2'102 (24) Benjamin Lindner
Thu 11-13
weekly NEW 14 3'12 (40) Benjamin Lindner
Students will get to know essential methods in the theory of stochastic processes and apply them for the solution of corresponding research problems
Fundamentals in Statistical Physics
Structure / topics / contents
-random variables, moments, cumulants, distribution functions
-characteristic function, power spectrum
-discrete and continuous stochastic processes
-Langevin eq., Fokker-Planck eq., Master eq.
-first passage problems
-random walk models
-systems with colored noise or spatial disorder
Assigned modules
Amount, credit points; Exam / major course assessment
4 SWS, 6 SP/ECTS (Arbeitsanteil im Modul für diese Lehrveranstaltung, nicht verbindlich)
oral exam, 30 min
written exam, 90-150 min
Prof. Lindner, NEW 15, 3.412 (Di und Do, nach Anmeldung per E-Mail)
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