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.
Learning Resource Types
assignment_turned_in Problem Sets with Solutions
grading Exams with Solutions
notes Lecture Notes
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.)