Conformal-mapping simulation of advection-diffusion aggregation. (Image courtesy of Jaehyuk Choi. Used with permission.)
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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| As Taught In: | Fall 2006 |
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Graduate
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Learning Resource Types
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Problem Sets with Solutions
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Lecture Notes