Random Walks and Diffusion, Spring 2005

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Author:

Bazant, Martin

Subject:

Mathematics and Statistics

Institution Name:

M.I.T.

Collection:

MIT OpenCourseWare

Grade Level:

Post-secondary

Abstract:

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.

Languages:

English

Material Type:

Activities and Labs, Assessments, Full Course, Homework and Assignments, Lecture Notes, Syllabi

Media Format:

Text/HTML, Downloadable docs

Conditions of Use:

Creative Commons Attribution-Noncommercial-Share Alike 3.0