Random Walks and Diffusion
Syllabus -- Revised Feb. 13, 2001
SYLLABUS IN POSTSCRIPT
Instructor: Prof. Martin Z. Bazant, email@example.com, 253-1713.
Office Hours: Mondays 2-3pm, Wednesdays 3-4pm, 2-363B
Three Problem Sets: Due on Tuesdays... February 27, March 20, May 1.
Lecture Summaries and Homework Solutions: Each student will write detailed summaries (ideally in latex) of one or two lectures and/or solutions for some of the homework problems.
One Final Project: Topic must be approved by Tuesday April 24. A brief presentation will be given on May 15 or May 17. A written report is due by Monday May 21. (No final exam!)
Grading: Grading will be based on the problem sets (30%), lecture summaries and/or problem solutions (20%), and the final project presentation (20%) and report (30%). The homeworks will be self-graded, as soon as the solutions become available. The instructor will do some quality control.
Required Books: None. The course will be based on original lectures by the instructor and handouts. A review of probability from Chap. 1 of Bouchaud and Potters (below) is available at MIT CopyTech.
Recommended Books: Barry Hughes, Random Walks and Random Environments, Vol. 1 (Oxford, 1996); J. Crank, Mathematics of Diffusion (Oxford, second ed., 1975); D. Stauffer and A. Aharony, Introduction to Percolation Theory (Taylor & Francis, second ed., 1992). H. Risken, The Fokker-Planck Equation (Springer, second ed., 1989).
Reserved Library Books: J.-P. Bouchaud and M. Potters, Theory of Financial Risks (Cambridge, 2000); H. C. Berg, Random Walks in Biology (Princeton, 1983); N. G. van Kampen, Stochastic Processes in Physics and Chemistry (Elsevier, 1992); Barry Hughes, Random Walks and Random Environments, Vol. 2 (Oxford, 1996).