Stochastic Processes SS25

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TU Dresden | Sommersemester 2025 Stochastic Processes SS25

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 10th) at CRTD, seminar room 3 (3rd floor)
Exception on the following date: June 19th: BIOTEC E06.
Tutorial: Tuesday 1:00pm (first tutorial on April 15th) at BIOTEC E05.

Directions to lecture venue:

lecture: CRTD SR3

https://navigator.tu-dresden.de/etplan/crt/03/raum/062403.4760

Tutorials and lecture on 19.06.: Biotec E05/E06

http://navigator.tu-dresden.de/etplan/biz/00/raum/062100.0060

 

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. Benjamin Friedrich (TU Dresden)

Prof. Helmut Schießel (TU Dresden) 

Tutorial:

Yasmin Abdelghaffar (TU Dresden)

 

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 yasmin.abdelghaffar@mailbox.tu-dresden.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

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