Introduction to Probabilistic Methods in Mathematics and the Sciences

Instructor:     CHORIN, A J
Location:     MWF 9-10A, 85 EVANS

 

Prerequisites: Some familarity with differential equations and their applications.
       

Course Description: Brownian motion, Langevin and Fokker-Planck equations, path integrals and Feynman diagrams, time series, an introduction to statistical mechanics, Monte Carlo methods, selected applications.