TE2: Stochastic Dynamics of Particles and Fields – Materials

Lecture Notes 

The lecture notes have been split into two parts for a better structure. They can be downloaded below:

• Part I, updated on January 26th (now containing additional material that was not
  discussed in the lecture, such as path integral formulation, molecular
  motors, first passage time problems),
• Part II, updated on January 26th.

Additional Reading Material

To access the full-text versions of the papers, follow the links and log in with your LMU account. To just view the journal pages without logging in, use the separate DOI links.

• Paper: Stochastic maps, continuous approximation, and stable distribution — [DOI]
• Paper: Stochastic models of evolution in genetics, ecology and linguistics  — [DOI]
• Paper: Statistical Fluctuations in Autocatalytic Reactions — [DOI] — This is a nice historic example for a stochastic process (one of the first) with a discrete state space. Delbrueck already uses the concept of a master equation.
• Les Houches Lecture Notes on "Self-Organization of Protein Patterns". These are a set of lectures that discuss nonlinear dynamics and pattern formation.
• Udo Seifert's Review Article: Stochastic thermodynamics, fluctuation theorems and molecular machines — [DOI]
• Paper: Drift without flux: Brownian walker with a space-dependent diffusion coefficient — [DOI]
• Paper: Brownian Motion of an Ellipsoid — [DOI]
• Review Article: Theory of dynamic critical phenomena — [DOI]
• Paper: Motility-Induced Phase Separation — [DOI]

Example Notebooks

Simple random walk
Poisson stepper
Stochastic cell growth
linear death process
lotka volterra
Chemical switches
Brownian dynamics simulation
Vicsek model simulation