Stochastic Processes SS24
Abstract: Diffusing particles, stochastic gene expression in biological cells, or noisy biological clocks all represent examples of stochastic processes. In this lecture, we will simultaneously develop the necessary mathematical theory and visualize this theory using computer experiments. We will use interactive Python notebooks to study selected examples of application, thus enabling learning by doing. Topics include: basic probability theory, Langevin equations that allow to predict the time-evolution of stochastic systems, statistical testing and inference. We will also discuss the link between stochastic dynamics and statistical physics.
Target audience:
- MSc course 'Physics of Life'
- Physics students at the Bachelor or Master’s level
- Mathematics students interested in applications of stochastic processes
- Molecular Bioengineering Master students with a background in quantitative methods
Requirements: Previous programming experience is not a requirement, but a plus; previous exposure to ordinary differential equations (ODE) is recommended
Scope: lecture: 2 hours/week; tutorials: 2 hours/ 2 weeks
Time and location:
Lecture every Thursday 9:20am (first lecture on April 11th) at CRTD, seminar room 3 (3rd floor) as of Thursday 25 April
Exceptions on the 3 following dates: May 2, June 13 and June 20: BIOTEC E06.
Tutorial: Wednesday 16:40am in room SR4 at MPI-PKS
Directions to lecture venue:
lecture: CRTD SR3
https://navigator.tu-dresden.de/etplan/crt/03/raum/062403.4760
lecture on 02.05.,13.06.,20.06.: Biotec E06
http://navigator.tu-dresden.de/etplan/biz/00/raum/062100.0060
tutorial: MPI PKS, SR4
https://www.pks.mpg.de/
Audience: Master students 'Physics of Life'; Bachelor and Master Physics students; students from the CMCB-Master 'NanoBioPhysics'; Master students from the 'Computational Modeling and Simulation' course
Specialization area: Soft Condensed Matter and Biological Physics
Previous knowledge: Multi-variate calculus, Thermodynamics and/or first course in Statistical Mechanics
Lectures:
Prof. Helmut Schießel (TU Dresden)
Dr. Carl Modes (MPI CBG & CSBD)
Prof. Benjamin Friedrich (TU Dresden)
Tutorial:
Nicolo Beato (MPI PKS)
There will be an oral examination in the term break after the summer term the date of which will be announced in due course.
As a prerequisite to take part in the oral examination every student will have to:
- work on at least 75% of the exercises of the weekly exercise sheets; solutions must be sent by email to nbeato@pks.mpg.de before midnight on day before the tutorial the very latest.
- present at least 2 times their solution to one exercise of the weekly exercise sheets in the weekly tutorial class