Stochastic Processes

A.Y. 2026/2027
6
Max ECTS
42
Overall hours
SSD
PHYS-02/A PHYS-03/A PHYS-04/A
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

Lesson period
Second semester
PHYS-02/A - Theoretical Physics of Fundamental Interactions, Models, Mathematical Methods and Applications - University credits: 2
PHYS-03/A - Experimental Physics of Matter and Applications - University credits: 2
PHYS-04/A - Theoretical Physics of Matter, Models, Mathematical Methods and Applications - University credits: 2
Lessons: 42 hours
Professor: Tiana Guido
Professor(s)
Reception:
Friday, h. 11-13
my office