Venue: Feynman Lecture Hall (Wed) & Chern Lecture Hall (Friday)

Class Timings: 4:00 PM to 5:30 PM, Wednesdays and 11:30 AM - 1:00 PM, Fridays

First Meeting: 11th January 2023

Course Description: Random walks including method of generating functions and the first passage problem. Stochastic processes and Markov processes. Time reversal and Detailed Balance Brownian motion, classical and quantum Langevin equations. Path integral approaches and Fokker Planck equations. Correlation Functions and Spectral Densities; The Wiener-Khintchine theorem. Linear response theory and fluctuation dissipation relations. Interacting particle systems: Glauber dynamics and Monte-Carlo simulations

Credit Score: 4