18.366 Random Walks and Diffusion, Spring 2005

Bazant, Martin Z.

Author(s)

Bazant, Martin Z.

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Alternative title

Random Walks and Diffusion

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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.

Date issued

2005-06

URI

http://hdl.handle.net/1721.1/39664

Department

Massachusetts Institute of Technology. Department of Mathematics

Other identifiers

18.366-Spring2005

local: 18.366

local: IMSCP-MD5-a78d98bc7fac5ff4537d7e40d39abbd3

Keywords

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

Collections

MIT OCW Archived Courses