18.366 | Fall 2006 | Graduate

Random Walks and Diffusion

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.

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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.)
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