Physics and Astronomy - Course Details

PHYS570Q — Fall 2017

PHYS570Q: Stochastic Processes in Physics

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Fall, 3.000 Credits


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This course will introduce the physics of stochastic processes, with an emphasis on calculational techniques used to quantify fluctuations or “noise” driven phenomena in different physical contexts. The first part will introduce Brownian motion, fluctuation- dissipation relations, and fundamental concepts of non-equilibrium statistical physics. Subsequently we will focus on the general theoretical frameworks for describing the physics of fluctuating phenomena (namely, the Langevin equation; the Fokker Planck equation; and the Master equation), and show how they can be applied even to stochastic systems where there is no expectation of thermal equilibrium. We will also discuss numerical methods used to complement analytical approaches for each of these frameworks. We will elucidate these techniques with applications to contemporary problems in various physical contexts, including biophysical systems, active soft-matter, financial physics, quantum optics, and cosmology.


Iyer-Biswas, Srividya


Iyer-Biswas, Srividya

Textbook(s) for Fall 2017
Textbook(s) for Fall 2017
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Last Updated: Aug 16, 2016 3:42 PM