Introduction to Stochastic Dynamics

4-0-8 units · Graduate

Introduction to stochastic dynamics, in and out of equilibrium, from single to many-body systems. Topics include: Langevin and Fokker Planck equations, Stochastic thermodynamics, Markov chains, and ratchet currents. Methods are illustrated on examples ranging from soft matter physics to biophysics including colloid dynamics, bacterial motion, and active matter. Applications outside physics are discussed, such as epidemic spreading and econophysics. Students taking graduate version complete additional assignments.