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.)


MIT Course Number


As Taught In

Fall 2006



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Course Description

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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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Martin Bazant. 18.366 Random Walks and Diffusion. Fall 2006. Massachusetts Institute of Technology: MIT OpenCourseWare, https://ocw.mit.edu. License: Creative Commons BY-NC-SA.

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