ICTS Course no.: PHY-422.5
Class timings: Wednesdays and Fridays 11:00-12:30
First meeting: 21st January 2022
- Random walks including method of generating functions and the first passage problem
- Basics of stochastic procceses and Markov processes.
- Brownian motion, classical and quantum Langevin equations.
- Path integral approaches and Fokker Planck equations
- Correlation Functions and Spectral Densities; the Wiener-Khintchine theorem; light spectra; noise in a gravitational-wave detector
- Linear response theory and fluctuation dissipation relations
- Interacting particle systems: Glauber dynamics and Monte-Carlo simulations.
The course will be aimed at understanding formalism through examples.
Requirements: Students should have a solid basic knowledge of statistical physics and quantum physics
- Stochastic processes in physics and chemistry: van Kampen
- Nonequilibrium Statistical Physics: Noelle Pottier
- Random Walks and random environment: Barry D. Hughes (some relevant chapters)
- Stochastic processes in physics and astronomy, S. Chandrasekhar
- Brownian Functionals in physics and computer science, S. N. Majumdar
- Blandford and Thorne: Classical Physics: Chapter on Random Processes
Other relevant references will be provided during the course.
Assessment: Assignment (50%) + Examination (50%)