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18.366 Random Walks and Diffusion, Spring 2003

Conformal-mapping simulation of advection-diffusion aggregation.
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.


Prof. Martin Bazant

Course Meeting Times

Two sessions / week
1.5 hours / session




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