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dc.contributor.authorBazant, Martin Z.en_US
dc.coverage.temporalSpring 2005en_US
dc.date.issued2005-06
dc.identifier18.366-Spring2005
dc.identifierlocal: 18.366
dc.identifierlocal: IMSCP-MD5-a78d98bc7fac5ff4537d7e40d39abbd3
dc.identifier.urihttp://hdl.handle.net/1721.1/39664
dc.description.abstractDiscrete and continuum modeling of diffusion processes in physics, chemistry, and economics. Topics include central limit theorems, continuous-time random walks, Levy flights, correlations, extreme events, mixing, renormalization, and percolation. From the course home page: Course Description This graduate-level subject explores various mathematical aspects of (discrete) random walks and (continuum) diffusion. Applications include polymers, disordered media, turbulence, diffusion-limited aggregation, granular flow, and derivative securities.en_US
dc.languageen-USen_US
dc.rights.uriUsage Restrictions: This site (c) Massachusetts Institute of Technology 2003. Content within individual courses is (c) by the individual authors unless otherwise noted. The Massachusetts Institute of Technology is providing this Work (as defined below) under the terms of this Creative Commons public license ("CCPL" or "license"). The Work is protected by copyright and/or other applicable law. Any use of the work other than as authorized under this license is prohibited. By exercising any of the rights to the Work provided here, You (as defined below) accept and agree to be bound by the terms of this license. The Licensor, the Massachusetts Institute of Technology, grants You the rights contained here in consideration of Your acceptance of such terms and conditions.en_US
dc.subjectDiscrete and continuum modeling of diffusion processes in physics, chemistry, and economicsen_US
dc.subjectcentral limit theoremsen_US
dc.subjectcontinuous-time random walksen_US
dc.subjectLevy flightsen_US
dc.subjectcorrelationsen_US
dc.subjectextreme eventsen_US
dc.subjectmixingen_US
dc.subjectrenormalizationen_US
dc.subjectpercolationen_US
dc.title18.366 Random Walks and Diffusion, Spring 2005en_US
dc.title.alternativeRandom Walks and Diffusionen_US


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