Nonequilibrium Statistical Mechanics
Nonequilibrium Statistical Mechanics. Instructor: Professor V. Balakrishnan, Department of Physics, IIT Madras. Thermal fluctuations, Langevin dynamics, Brownian motion and diffusion, Fokker-Planck equations, linear response theory, fluctuation-dissipation relations, the Boltzmann equation, critical phenomena, scaling and critical exponents. (from nptel.ac.in)
|Lecture 36 - The Wiener Process (Standard Brownian Motion)|
Sample path properties. Iterated logarithm law and arcsine law. Functionals of the Wiener process. Ito calculus: basic rules. The Feynman-Kac formula and generalisations.
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