19057
Vorlesung
SoSe 13: EM Spez. Aspekte: "Simulation und Analyse stochastischer Prozesse"
Bettina Keller, Frank Noe
Kommentar
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 Schließen
13 Termine
Zusätzliche Termine
Mi, 17.07.2013 10:00 - 12:00Klausur
Regelmäßige Termine der Lehrveranstaltung
Mi, 10.04.2013 10:00 - 12:00
Mi, 17.04.2013 10:00 - 12:00
Mi, 24.04.2013 10:00 - 12:00
Mi, 08.05.2013 10:00 - 12:00
Mi, 15.05.2013 10:00 - 12:00
Mi, 22.05.2013 10:00 - 12:00
Mi, 29.05.2013 10:00 - 12:00
Mi, 05.06.2013 10:00 - 12:00
Mi, 12.06.2013 10:00 - 12:00
Mi, 19.06.2013 10:00 - 12:00
Mi, 26.06.2013 10:00 - 12:00
Mi, 03.07.2013 10:00 - 12:00
Mi, 10.07.2013 10:00 - 12:00