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Unpublished assessment item