Stochastic Processes (Lecture 03) by Sanjib Sabhapandit

Bangalore School on Statistical Physics - VIII

DATE: 28 June 2017 to 14 July 2017
VENUE: Ramanujan Lecture Hall, ICTS, Bengaluru

This advanced level school is the eighth in the series.

This is a pedagogical school, aimed at bridging the gap between masters-level courses and topics in statistical physics at the frontline of current research. It is intended for Ph.D. students, post-doctoral fellows and interested faculty members at the college and university level. The following courses will be offered.

Preparatory lectures by Abhishek Dhar (ICTS) and Sanjib Sabhapandit (RRI)
Critical dynamics by Uwe C Täuber (Virginia Tech, USA)
Thermalization in quantum systems by Subroto Mukerjee (IISc, Bangalore)
Non-equilibrium statistical physics: Introductory examples by Sidney Redner (Santa Fe USA)
Conformal field theory and statistical mechanics by John Cardy (UC Berkeley, USA)
Macroscopic fluctuation theory by Tridib Sadhu (TIFR, Mumbai)
Statistical physics of active matter by (Sriram Ramaswamy (IISc, Bangalore)


0:00:00 Stochastic Processes (Lecture 03)
0:01:48 Fokker-Planck Equation
0:09:52 Compute first term
0:24:46 Equation
0:49:00 Example: Ornstein Uhlenbeck process
0:53:49 Home work
0:57:46 What should we expect?
1:04:18 Schrodinger equation
1:25:34 Example: find propagator