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Langevin equation
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Related lectures (14)
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Langevin dynamics: Path Integral Methods
Covers Langevin dynamics, Fokker-Planck equation, solving the Langevin equation, and efficiency of Langevin sampling in molecular dynamics.
Fokker-Planck Equations
Explores Fokker-Planck equations, escape rates, and first passage time analysis in statistical physics.
Brownian Motion: Modeling and Analysis
Explores the analysis of Brownian motion through different models and Markov processes.
Fourier Transform and Spectral Densities
Covers the Fourier transform, spectral densities, Wiener-Khinchin theorem, and stochastic processes.
Brownian Motion: Fundamentals and Applications
Covers the fundamentals of Brownian motion and its applications in various fields.
Convergence of Adaptive Langevin using hypocoercivity
Covers the convergence of Adaptive Langevin dynamics using hypocoercive techniques and explores the Central Limit Theorem.
Brownian Motion: From Molecules to Cells
Explores the core concepts of Brownian motion, from molecules to cells, including its history, hypothesis versus description, Langevin's solution, and methods for measuring Brownian motion.
Stochastic Processes: Brownian Motion
Explores Brownian motion, Langevin equations, and stochastic processes in physics.
Brownian Motion: Einstein Derivation
Covers the derivation of Brownian motion by Einstein and Langevin equations, including the Chapman Kolmogorov equation.
White Noise Form of the Langevin Equation
Covers the white noise form of the Langevin equation and its applications.
Fokker-Planck Equation: Derivations and Applications
Explores the derivation of the Fokker-Planck equation and its applications in stochastic differential equations.
Fokker-Planck & KPZ Equations
Explores the Fokker-Planck and KPZ equations in stochastic processes and random growth models.
More on Splines: Penalised Likelihood and Natural Cubic Splines
Explores penalised likelihood and natural cubic splines, showcasing the unique explicit solution and the optimality of spline interpolation.
Diffusion Equation: Continuum Description
Covers the diffusion equation and its applications in various coordinate systems.
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