19057 Lecture

SoSe 13: EM Spez. Aspekte: "Simulation und Analyse stochastischer Prozesse"

Bettina Keller, Frank Noe

Comments

Inhalt Stochastic processes are relevant to understand all microscopic phenomena in natural sciences, including quantum processes, molecular dynamics and motion of proteins in the cell. They are also useful to quantitatively model many macroscopic processes, such as stock price evolution, evolutionary dynamics and climate changes. In this course we will teach the basic tools for simulating and analyzing such processes. Content: - Overview: Applications in Biology, Chemistry, Physics and Economy - Random walks - Stochastic differential equations (SDE) - Continuous state Markov processes: Brownian/Smoluchowski dynamics and Langevin dynamics - From SDE to Fokker-Planck equation - Discrete state Markov chains - Numerics: Discretization of continuous random processes. - Estimation and statistical uncertainties - Markov chain Monte Carlo - Statistical analysis of Molecular Dynamics (Lecture will be in english if there are non-german speaking students. Otherwise german) Zielgruppe Open to PhD, MSc and BSc students in Maths, Informatics, Physics, Chemistry, Biology and Economics Voraussetzungen Basic knowledge in mathematics (Integral and differential calculus, basic matrix algebra, random numbers close

13 Class schedule

Additional appointments

Wed, 2013-07-17 10:00 - 12:00
Klausur

Lecturers:
Prof. Dr. Bettina Keller

Location:
1.4.31 Seminarraum E3 (Arnimallee 14)

Regular appointments

Wed, 2013-04-10 10:00 - 12:00

Lecturers:
Univ.-Prof. Dr. Frank Noe
Prof. Dr. Bettina Keller

Location:
1.4.31 Seminarraum E3 (Arnimallee 14)

Wed, 2013-04-17 10:00 - 12:00

Lecturers:
Univ.-Prof. Dr. Frank Noe
Prof. Dr. Bettina Keller

Location:
1.4.31 Seminarraum E3 (Arnimallee 14)

Wed, 2013-04-24 10:00 - 12:00

Lecturers:
Univ.-Prof. Dr. Frank Noe
Prof. Dr. Bettina Keller

Location:
1.4.31 Seminarraum E3 (Arnimallee 14)

Wed, 2013-05-08 10:00 - 12:00

Lecturers:
Univ.-Prof. Dr. Frank Noe
Prof. Dr. Bettina Keller

Location:
1.4.31 Seminarraum E3 (Arnimallee 14)

Wed, 2013-05-15 10:00 - 12:00

Lecturers:
Univ.-Prof. Dr. Frank Noe
Prof. Dr. Bettina Keller

Location:
1.4.31 Seminarraum E3 (Arnimallee 14)

Wed, 2013-05-22 10:00 - 12:00

Lecturers:
Univ.-Prof. Dr. Frank Noe
Prof. Dr. Bettina Keller

Location:
1.4.31 Seminarraum E3 (Arnimallee 14)

Wed, 2013-05-29 10:00 - 12:00

Lecturers:
Univ.-Prof. Dr. Frank Noe
Prof. Dr. Bettina Keller

Location:
1.4.31 Seminarraum E3 (Arnimallee 14)

Wed, 2013-06-05 10:00 - 12:00

Lecturers:
Univ.-Prof. Dr. Frank Noe
Prof. Dr. Bettina Keller

Location:
1.4.31 Seminarraum E3 (Arnimallee 14)

Wed, 2013-06-12 10:00 - 12:00

Lecturers:
Univ.-Prof. Dr. Frank Noe
Prof. Dr. Bettina Keller

Location:
1.4.31 Seminarraum E3 (Arnimallee 14)

Wed, 2013-06-19 10:00 - 12:00

Lecturers:
Univ.-Prof. Dr. Frank Noe
Prof. Dr. Bettina Keller

Location:
1.4.31 Seminarraum E3 (Arnimallee 14)

Wed, 2013-06-26 10:00 - 12:00

Lecturers:
Univ.-Prof. Dr. Frank Noe
Prof. Dr. Bettina Keller

Location:
1.4.31 Seminarraum E3 (Arnimallee 14)

Wed, 2013-07-03 10:00 - 12:00

Lecturers:
Univ.-Prof. Dr. Frank Noe
Prof. Dr. Bettina Keller

Location:
1.4.31 Seminarraum E3 (Arnimallee 14)

Wed, 2013-07-10 10:00 - 12:00

Lecturers:
Univ.-Prof. Dr. Frank Noe
Prof. Dr. Bettina Keller

Location:
1.4.31 Seminarraum E3 (Arnimallee 14)

Subjects A - Z