4020195083 Stochastic Systems
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)