ICTS Course no.: PHY-422.5

Venue: TBA

Class timings: TBA

First meeting: TBA

Course description: 

The topics to be covered are:

  1. Basics of random walks including method of generating functions and the first passage problem
  2. Basics of Markov processes.
  3. Brownian motion, classical and quantum Langevin equations
  4. Fokker Planck equations and quantum master equations
  5. Interacting particle systems: Glauber dynamics and exclusion process
  6. Linear response theory

The course will be aimed at understanding formalism through examples.

Requirements: Students should have a solid basic knowledge of statistical physics and quantum physics


  1. Stochastic processes in physics and chemistry: van Kampen
  2. Nonequilibrium Statistical Physics: Noelle Pottier