Mathematics for aspiring physicists

IAP 2021

Lecture 21

5.3 Brownian motion

5.3.1 Langevin description

 

5.3.2 Fokker-Planck description

5.3.3 From dissipation to fluctuation

5.3.4 Maximum likelihood estimation

5.3.5 Einstein's relation

(Combined notes for lecture 21)

Exercises:  

MathPhys lec21 - last update 1/16/21 by M. Kardar