SM11 · Stochastic & advanced
A 25-module path through sm11 · stochastic & advanced, in study order from foundations to the frontier.
Modules
- Markov Processes and the Markov Property
- The Master Equation (SM11)
- Chapman–Kolmogorov Equation
- Detailed Balance and Microscopic Reversibility
- Fokker–Planck Equation
- Langevin Equation and Stochastic Differential Equations
- Fluctuation–Dissipation Theorem
- Monte Carlo Method
- Metropolis–Hastings Algorithm
- Cluster Algorithms and Critical Slowing Down
- Molecular Dynamics Simulation
- Thermostats and Ensemble Control in Molecular Dynamics
- Kinetic Theory and the Boltzmann Equation
- Transport Coefficients and Green–Kubo Relations
- H-Theorem and Approach to Equilibrium
- Entropy Production in Nonequilibrium Systems
- Onsager Reciprocal Relations
- Stochastic Thermodynamics (SM11)
- Fluctuation Theorems (SM11)
- Jarzynski Equality
- Crooks Fluctuation Theorem
- First-Passage and Exit Time Problems
- Stochastic Resetting and Nonequilibrium Steady States
- Thermodynamic Uncertainty Relations
- Large Deviation Theory in Nonequilibrium Statistical Mechanics