PHYS 243. Stochastic Methods (4 units)
Link to catalog page: https://catalog.ucsd.edu/courses/PHYS.html#phys243
Description
Introduction to methods of stochastic modeling and simulation. Topics include random variables; stochastic processes; Markov processes; one-step processes; the Fokker-Planck equation and Brownian motion; the Langevin approach; Monte-Carlo methods; fluctuations and the Boltzmann equation; and stochastic differential equations.
Prerequisite courses
PHYS 243 has no prerequisite courses.
Successor courses
No courses have PHYS 243 as a prerequisite.