18.366 | Fall 2006 | Graduate

Random Walks and Diffusion

Exams

The midterm take-home exam was handed out in Lec #19, and was due in Lec #20.

Midterm Exam (PDF)

Solutions (PDF)

Spring 2005 Exams

The exam solutions were partially written by students who took this class and are used with their permission.

The Spring 2005 version of this class had two midterm exams.

EXAMS TOPICS SOLUTIONS
Exam 1 (PDF)

Multivariate Normal Random Walk With Non-Identical Steps

Exact Solution For The Position PDF

Student Random Walk

Generalized Gram-Charlier Expansion With Fat Tails

Largest Step

Distribution Of The Largest Step Taken, Case Of Fat Tails And The Transition To Anomalous Scaling

Chris Rycroft (PDF)
Exam 2 (PDF)

Electrochemical Equilibrium

Poisson-Boltzmann Equation, Debye-Huckel Linearization, Gouy-Chapman Solution

First Passage Of A Set Of Random Walkers

Survival Probability Near An Absorbing Wall, Levy-Smirnov Density, Minimum First Passage Time

Escape From A Symmetric Trap Mean First Passage Time, Kramers Escape Rate, Finite-Temperature Corrections By Saddle-Point Asymptotics

(PDF)

Course Info

Instructor
Departments
As Taught In
Fall 2006
Level
Learning Resource Types
Problem Sets with Solutions
Exams with Solutions
Lecture Notes