18.366 Random Walks and Diffusion

Fall 2006

Conformal-mapping simulation of advection-diffusion aggregation.
Conformal-mapping simulation of advection-diffusion aggregation. (Image courtesy of Jaehyuk Choi. Used with permission.)

Course Highlights

This course features lecture notes and assignments.

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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Staff

Instructor:
Prof. Martin Bazant

Course Meeting Times

Lectures:
Two sessions / week
1.5 hours / session

Level

Graduate

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