Theorie stochastischer Prozesse

What it is about

You will learn the theory of stochastic processes and methods for their analysis. Using physical examples (predominantly from biophysics) you will acquire the tools to formulate, solve, and perform simple simulations of Master equations, Fokker-Planck, and Langevin equations, and to apply basic principles of stochastic thermodynamics.

What you will be able to do

• Formulate and solve Master equations, stochastic differential and Fokker-Planck equations
• Apply simple simulation methods for stochastic processes
• Understand and apply the fundamental principles of stochastic thermodynamics
• Use approximation methods and limits for the analysis of complex stochastic processes

What the module consists of

• LecturePresentation and discussion of theoretical concepts; joint development of models on the board; in-depth treatment of concrete physical examples
• ExercisesWork on comprehension questions and in-depth aspects; regular reviews; homework with analytical tasks, simple numerical simulations and conceptual questions; grading with feedback

Teaching method

• theoretical lectureIntroduction and discussion of concepts as well as joint derivation of the models
• exercise session with homeworkPractice with solution methods on concrete problem examples and early correction of misconceptions
• comparison with experimental resultsDeepening understanding by applying to real physical examples