Stochastic Processes

A.Y. 2024/2025
6
Max ECTS
42
Overall hours
SSD
FIS/03 FIS/04
Language
Italian
Learning objectives
The course will teach the methods of non-equilibrium statistical mechanics, like Markov chains, stochastic equations, Moyal expansion, Fokker-Planck equation, Mori-Zwanzig dimensional reduction.
Expected learning outcomes
The student will know the theory and the methods of non-equilibrium statistical mechanics, which lie at the basis of physical modelling of kinetic phenomena and of several tools of data analysis.
Single course

This course cannot be attended as a single course. Please check our list of single courses to find the ones available for enrolment.

Course syllabus and organization

Single session

Responsible
Lesson period
Second semester
FIS/03 - PHYSICS OF MATTER - University credits: 3
FIS/04 - NUCLEAR AND SUBNUCLEAR PHYSICS - University credits: 3
Lessons: 42 hours
Professor: Tiana Guido
Professor(s)
Reception:
Friday, h. 11-13