FYSS7435 Methods for Treating Stochastic Processes in Physics (5 cr)
Study level:
Advanced studies
Grading scale:
0-5
Language:
English, Finnish
Responsible organisation:
Department of Physics
Curriculum periods:
2017-2018, 2018-2019, 2019-2020
Description
Content
Different types of stochastic phenomena; Markov processes; master equation; quantum stochastic processes
Completion methods
Assignments, oral examinations
Assessment details
To be eligible for grading, students need to submit a given number of assignments that are reviewed by the teacher. The final grade is based on oral examinations from which students need at least half of the total points.
Learning outcomes
At the end of this course, students will be able to describe stochastic systems with the theoretical methods developed for them, such as master equations, Fokker-Planck equation and Langevin equation, and can also solve these equations. Students will also be able to explain when these approaches are applicable in any given problem.
Additional information
Given on autumn semester, every year.
Literature
- van Kampen: "Stochastic Processes in Physics and Chemistry"
Completion methods
Method 1
Select all marked parts
Parts of the completion methods
x
Unpublished assessment item