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.
Course Info
Learning Resource Types
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Problem Sets with Solutions
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Exams with Solutions
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Lecture Notes
![Drawing that looks like a snowflake barrelling through the atmosphere but probably isn't.](/courses/18-366-random-walks-and-diffusion-fall-2006/f3789f44aae2de9cf675ad3fbd78e4c8_18-366f06.jpg)
Conformal-mapping simulation of advection-diffusion aggregation. (Image courtesy of Jaehyuk Choi. Used with permission.)