MIDIT OFD CATS Modelling, Nonlinear Dynamics Optics and Fluid Dynamics Chaos and Turbulence Studies and Irreversible Thermodynamics Risø National Laboratory Niels Bohr Institute and Technical University of Denmark Building 128 Department of Chemistry Building 321 P.O. Box 49 University of Copenhagen DK-2800 Lyngby DK-4000 Roskilde DK-2100 Copenhagen Ø Denmark Denmark Denmark
by Dr. Andrey L. Pankratov
Institute for Physics of Microstructures of RAS
Nizhny Novgorod, Russia
1998: October, 28, November 4, 11, 18, 25, December 2, 9, 16
1999: January 6
15.00-16.00 h
at MIDIT, IMM Building 305, room 027
Abstract: The aim of the present course is to give to undergraduate and graduate students, interested in investigation of stochastic processes, the powerful tools for solution of practical tasks of stochastic dynamics. This course will mainly deal with one-dimensional diffusion stochastic processes. Mathematically this corresponds to the case of one-dimensional continuous Markov process governed by the Fokker-Planck (Smoluchowski) equation. In addition to the basis of theory of stochastic processes and classical methods of investigation of the Fokker-Planck equation, new powerful approaches, elaborated in a past few years, will be presented. At the end of the course some interesting applications (stochastic resonance, ratchet effect and some tasks of Josephson electronics will be considered).
Main Topics of the Course