Random Walks and Diffusion

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.)

Instructor(s)

MIT Course Number

18.366

As Taught In

Fall 2006

Level

Graduate

Cite This Course

Course Features

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.

Archived Versions

Bazant, Martin. 18.366 Random Walks and Diffusion, Fall 2006. (MIT OpenCourseWare: Massachusetts Institute of Technology), http://ocw.mit.edu/courses/mathematics/18-366-random-walks-and-diffusion-fall-2006 (Accessed). License: Creative Commons BY-NC-SA


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