Search programme

​Use the search function to search amongst programmes at Chalmers. The study programme and the study programme syllabus relating to your studies are generally from the academic year you began your studies.

Syllabus for

Academic year
TIF105 - Stochastic processes in physics, chemistry and biology
 
Owner: FCMAS
5,0 Credits (ECTS 7,5)
Grading: TH - Five, Four, Three, Not passed
Level: D
Department: 16 - PHYSICS


Teaching language: English

Course module   Credit distribution   Examination dates
Sp1 Sp2 Sp3 Sp4 No Sp
0106 Examination 5,0 c Grading: TH   5,0 c   Contact examiner,  Contact examiner

In programs

TTFYA ENGINEERING PHYSICS, Year 4 (elective)
FCMAS MSc PROGRAMME IN COMPLEX ADAPTIVE SYSTEMS, Year 1 (elective)

Examiner:

Univ lektor  Lennart Sjögren



Eligibility:

For single subject courses within Chalmers programmes the same eligibility requirements apply, as to the programme(s) that the course is part of.

Course specific prerequisites

The student should have taken a course in equilibrium statistical mechanics and thermodynamics, and mathematical courses corresponding to the first three years at the Technical Physics program at Chalmers

Aim

Systems in nature are usually very complex with many degrees of freedom, and consisting of many interacting particles of different components.
Examples are colloidal dispersions, polymer solutions and melts, gels, glasses, biological systems and even financial systems and traffic jams.
Since the microscopic structure of such systems are only partially known, their time evolution is usually modelled by a stochastic process. This stochastic process describes then the fluctuations in the system and the respons to external perturbations. This course introduces the important stochastic processes and their properties,
which are used to describe various systems in nature.
This course can serve as an introduction to the course in
Nonequilibrium Statistical Physics.

Goal

In this course the student should acquire a general knowledge of stochastic processes and their use to describe the time evolution of systems in nature.

The following topics are covered:

Statistical description of a macroscopic system. Stochastic processes and basic distributions. Markov processes and master equations. Time evolution of
distribution functions. Langevin theory of Brownian motion, Fokker-Planck equation. Noise and fluctuation-dissipation theorem. Stochastic differential equations. Applications to physical, chemical and biological systems.

Examination

Home assignmnets and written examination


Page manager Published: Mon 28 Nov 2016.