The mathematics of stochastic processes is
indispensable for modern research in theoretical biophysics, statistical
mechanics, chemistry, and quantitative finance. This lecture aims to provide
you with a solid understanding of the topic. The course starts with an
introduction to the fundamental theoretical framework of stochastic processes
and we will discuss analytical approaches as well as numerical recipes the
simulation of stochastic processes. Focusing first on Markov processes in the
classical realm, we will cover different types of Fokker-Planck equations,
stochastic path integrals, as well as master equations. From there on, we will
branch out to field theories (Doi-Peliti formalism) and renewal processes. The
theory will be illustrated with numerous examples from the biophysics of
molecular and cellular systems, financial mathematics, epidemiology, and active
matter physics.
- Enseignant: Anton Burnet
- Enseignant: Jianfei Jiang
- Enseignant: Vansh Kharbanda
- Enseignant: Benedikt Sabaß
- Enseignant: Tim Liedl
- Enseignant: Gregor Posnjak
- Enseignant: Friedhelm Serwane
- Enseignant: Anton Sirota
The 3+1 hours lecture course plus exercise class (seminar) accounts for 6 ECTS credit points.
The lecture covers the physics of soft condensed matter with outlook on modern aspects of active and living matter and medical applications. The topics covered are: (i) colloids, (ii) liquid crystals, (iii) polymers&gels, (iv) self-assembly&living matter.
Participants should be part of the physics masters program. Basic knowledge in mechanics, electrostatics, optics and in particular statistical physics is required.
- Enseignant: Agathe Jouneau
- Enseignant: Simon Kempe
- Enseignant: Heinz-Siegfried Kitzerow
- Enseignant: Ekaterina Kostyurina
- Enseignant: Joachim Rädler
- Enseignant: Severin Angerpointner
- Enseignant: Steffen Rulands
- Enseignant: Katrina Wharam
- Enseignant: Antonia Winter