19124 Seminar

WiSe 12/13: Seminar zu Numerik IVc (Stochastische Prozesse)

Bettina Keller Frank Noé

Hinweise für Studierende

Open to PhD, MSc and BSc students in Maths, Informatics, Physics, Chemistry, Biology and Economics

Zusätzl. Angaben / Voraussetzungen

Basic knowledge in mathematics (Integral and differential calculus, basic matrix algebra, random numbers

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) Schließen

Literaturhinweise

see upcoming webpage

16 Termine

Regelmäßige Termine der Lehrveranstaltung

Mi, 17.10.2012 10:00 - 12:00

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

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Mi, 24.10.2012 10:00 - 12:00

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

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Mi, 31.10.2012 10:00 - 12:00

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

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Mi, 07.11.2012 10:00 - 12:00

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

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Mi, 14.11.2012 10:00 - 12:00

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

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Mi, 21.11.2012 10:00 - 12:00

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

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Mi, 28.11.2012 10:00 - 12:00

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

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Mi, 05.12.2012 10:00 - 12:00

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

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Mi, 12.12.2012 10:00 - 12:00

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

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Mi, 19.12.2012 10:00 - 12:00

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

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Mi, 09.01.2013 10:00 - 12:00

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

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Mi, 16.01.2013 10:00 - 12:00

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

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Mi, 23.01.2013 10:00 - 12:00

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

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Mi, 30.01.2013 10:00 - 12:00

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

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Mi, 06.02.2013 10:00 - 12:00

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

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

Mi, 13.02.2013 10:00 - 12:00

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

Räume:
SR 009/A6 Seminarraum (Arnimallee 6)

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