Logo

Lectures on Diffusion Problems and Partial Differential Equations

Small book cover: Lectures on Diffusion Problems and Partial Differential Equations

Lectures on Diffusion Problems and Partial Differential Equations
by

Publisher: Tata Institute of Fundamental Research
ISBN/ASIN: 3540087737
ISBN-13: 9783540087731
Number of pages: 324

Description:
Starting from Brownian Motion, the lectures quickly got into the areas of Stochastic Differential Equations and Diffusion Theory. An attempt was made to introduce to the students diverse aspects of the theory. The last section on Martingales is based on some additional lectures given by K. Ramamurthy of the Indian Institute of Science.

Download or read it online for free here:
Download link
(1.2MB, PDF)

Similar books

Book cover: Quantum Spin Systems on Infinite LatticesQuantum Spin Systems on Infinite Lattices
by - arXiv
These are the lecture notes for a one semester course at Leibniz University Hannover. The main aim of the course is to give an introduction to the mathematical methods used in describing discrete quantum systems consisting of infinitely many sites.
(3321 views)
Book cover: Feynman Diagrams and Differential EquationsFeynman Diagrams and Differential Equations
by - arXiv
The authors review the method of differential equations for the evaluation of D-dimensionally regulated Feynman integrals. After dealing with the technique, we discuss its application in the context of corrections to the photon propagator in QED.
(8737 views)
Book cover: Introduction to Mathematical PhysicsIntroduction to Mathematical Physics
by - Wikibooks
The goal of this book is to propose an ensemble view of modern physics. The coherence between various fields of physics is insured by following two axes: a first is the universal mathematical language; the second is the study of the N body problem.
(5031 views)
Book cover: Introduction to Physics for MathematiciansIntroduction to Physics for Mathematicians
by
A set of class notes taken by math graduate students, the goal of the course was to introduce some basic concepts from theoretical physics which play so fundamental role in a recent intermarriage between physics and pure mathematics.
(11027 views)