18.366 Random Walks and Diffusion, Spring 2005
Author(s)
Bazant, Martin Z.
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Alternative title
Random Walks and Diffusion
Metadata
Show full item recordAbstract
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
2005-06Other 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