Humboldt Universitaet zu Berlin Faculty of Mathematics and Natural Sciences Department of Physics auf deutsch

winter sem. 2019
Last update: 25.06.20 08:28:57

WS 2020 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

1.FS Phy \| M.Sc.-H \| PO2016 2.FS Phy \| M.Sc.-H \| PO2016	VL	Tue 11-13	weekly	NEW 15 2'102 (24)	Benjamin Lindner
	UE	Thu 11-13	weekly	NEW 14 3'12 (40)	Benjamin Lindner

Digital- & Präsenz-basierter Kurs

Aims: Students will get to know essential methods in the theory of stochastic processes and apply them for the solution of corresponding research problems
Requirements: 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: P24.3.d
Amount, credit points; Exam / major course assessment: 4 SWS, 6 SP/ECTS (Arbeitsanteil im Modul für diese Lehrveranstaltung, nicht verbindlich)
oral exam, 30 min
or
written exam, 90-150 min
Contact: Prof. Lindner, NEW 15, 3.412 (Di und Do, nach Anmeldung per E-Mail)