Random Walks and Diffusion

As taught in: Fall 2006

Drawing that looks like a snowflake barrelling through the atmosphere but probably isn't.

Conformal-mapping simulation of advection-diffusion aggregation. (Image courtesy of Jaehyuk Choi. Used with permission.)

Instructors:

Prof. Martin Bazant

MIT Course Number:

18.366

Level:

Graduate

Course Features

Selected lecture notes
Assignments and solutions
Exams and solutions

Course Description

This graduate-level subject explores various mathematical aspects of (discrete) random walks and (continuum) diffusion. Applications include polymers, disordered media, turbulence, diffusion-limited aggregation, granular flow, and derivative securities.