Graduate School in Nonlinear Science

Sponsored by the Danish Research Academy

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