18.366 Random Walks and Diffusion, Spring 2003
Conformal-mapping simulation of advection-diffusion aggregation. (Image courtesy of Jaehyuk Choi. Used with permission.)
Highlights of this Course
This graduate-level subject explores various mathematical aspects of (discrete) random walks and (continuum) diffusion developed in the context of real applications in Physics, Chemistry, Biology and Economics. The website features
problem sets and
student projects.
Course Description
Mathematical modeling of diffusion phenomena: Central limit theorems, the continuum limit, first passage, persistence, continuous-time random walks, Levy flights, fractional calculus, random environments, advection-diffusion, nonlinear diffusion, free-boundary problems. Applications may include polymers, disordered media, turbulence, diffusion-limited aggregation, granular flow, and derivative securities.