18.366 Random Walks and Diffusion, Spring 2005
Name
18-366Spring-2005/OcwWeb/Mathematics/18-366Spring-2005/CourseHome/index.htm
Size
12.33 KB
Format
HTML
Checksum (MD5)
dda88de10e9a2b255355a8c6c5e895a7
Author(s)
Bazant, Martin Z.
Alternative Title
Random Walks and Diffusion
Date Issued
June 2005
Abstract
Discrete 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.
Subjects
Discrete and continuum modeling of diffusion processes in physics, chemistry, and economics
central limit theorems
continuous-time random walks
Levy flights
correlations
extreme events
mixing
renormalization
percolation
MIT Department
Massachusetts Institute of Technology. Department of Mathematics
Terms of Use
Persistent DSpace Link
