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Exam: Jan Xth, 2024, 09:00-12:00.
All hand-written documents are allowed (no typeset document allowed: no lecture notes, no tutorials, no written out solutions ; printed notes taken on a tablet allowed upon request, printout on demand). No electronic devices allowed (not even the cell phone). Graded homework as a midterm (30%).
Lectures & Tutorials on Fridays: 08:30 - 10:30 (Lectures) & 10:45 - 12:45 (Tutorials).
Dates : 08/09, 15/09, 22/09, 29/09, 06/10, 13/10, 20/10, 27/10, 17/11, 24/11, 01/12, 08/12, 15/12
Location: Room 101.14.24 on the Sorbonne Université Jussieu Campus.
Tutorials by Charlie Duclut
Some useful prerequisites (by E. Trizac, M. Lenz & FvW).
Exercises & past homework and exam
Outline of the lectures
Chapter 1 Statistical dynamics and Markov processes
Chapter 2 Stochastic processes
Chapter 3 Time reversal and its consequences
Chapter 4 Metastability and rare events
Chapter 5 The mean-field approximation
Chapter 6 Exactly solvable models
Chapter 7 Critical dynamics and mesoscopic descriptions
References
Van Kampen, Stochastics processes in physics and chemistry
Risken, The Fokker-Planck equation
Gardiner, Stochastic methods
Täuber, Critical Dynamics A Field Theory Approach to Equilibrium and Non-Equilibrium Scaling Behavior
Schütz, Exactly solvable models for many-body systems far from equilibrium
De Dominicis & Giardina, Random fields and spin glasses: a field theory approach
Sekimoto, Stochastic energetics
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