Stochastic Processes: classical and quantum - Winter 2021/22

TU Dresden | Wintersemester 2021 / 2022 Stochastic Processes: classical and quantum - Winter 2021/22


Stochastic Processes: classical and quantum
Module: PV: Physics Specialisation Module
Lecturer: Strunz, Walter
Phone: 33842
Contents of the lecture:

1. Introduction: Open (quantum) systems, Brownian Motion

2. Probabilty

3. Stochastic processes, Kolmogorov Theorem, Markov processes

4. Langevin equation, stochastic differential equations (Ito, Stratonovich)

5. Fokker-Planck equation, (quantum) master equation

6. Path integrals: quantum and classical

7. Stochastic Schrödinger equations

8. Continuous measurement

9. Quantum Markov and non-Markovian processes


Lectures: odd weeks 4h, even weeks 2h

Tutorials: even weeks 2h

Lectures: Tuesday 5.DS (14:50 - 16:20) odd weeks REC/C118/U or online -- Thursday 4.DS (13:00-14:30) BZW/A120/P or online
Exercises: Tuesday 5.DS (14:50 - 16:20) even weeks REC/C118/U or online
Audience: Specialisation Bachelor (PV) and Master (all)
Specialisation area:                       Theoretical Physics
Previous knowledge: Quantum Theory I, Thermodynamics and Statistical Physics, 
Certificate: for written homework/tutorials
IMPRS - lecture in English!!!
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