Stochastic Processes: Data Analysis and Computer Simulation

Week3: Brownian motion 1: basic theories

3.1. Stochastic process

  • Video [ Go ]
  • PPT Slide [ Go ]
  • Exercise [ Go ]
  • Handout and programing resources [ Download ]

3.2. Brownian motion and the Langevin equation

  • Video [ Go ]
  • PPT Slide [ Go ]
  • Exercise [ Go ]
  • Handout and programing resources [ Download ]

3.3. The linear response theory and the Green-Kubo formula

  • Video [ Go ]
  • PPT Slide [ Go ]
  • Exercise [ Go ]
  • Handout and programing resources [ Download ]

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