19124
Seminar
WiSe 12/13: Seminar zu Numerik IVc (Stochastische Prozesse)
Bettina Keller Frank Noé
Information for students
Open to PhD, MSc and BSc students in Maths, Informatics, Physics, Chemistry, Biology and Economics
Additional information / Pre-requisites
Basic knowledge in mathematics (Integral and differential calculus, basic matrix algebra, random numbers
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) close
Suggested reading
see upcoming webpage
16 Class schedule
Regular appointments
Wed, 2012-10-17 10:00 - 12:00
Wed, 2012-10-24 10:00 - 12:00
Wed, 2012-10-31 10:00 - 12:00
Wed, 2012-11-07 10:00 - 12:00
Wed, 2012-11-14 10:00 - 12:00
Wed, 2012-11-21 10:00 - 12:00
Wed, 2012-11-28 10:00 - 12:00
Wed, 2012-12-05 10:00 - 12:00
Wed, 2012-12-12 10:00 - 12:00
Wed, 2012-12-19 10:00 - 12:00
Wed, 2013-01-09 10:00 - 12:00
Wed, 2013-01-16 10:00 - 12:00
Wed, 2013-01-23 10:00 - 12:00
Wed, 2013-01-30 10:00 - 12:00
Wed, 2013-02-06 10:00 - 12:00
Wed, 2013-02-13 10:00 - 12:00