Random Walks and Diffusion
18.366 · Mathematics · Graduate · Fall 2006
Prof. Martin Bazant
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.
The syllabus, on MIT OpenCourseWare
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Attribution
Prof. Martin Bazant. 18.366 Random Walks and Diffusion. Fall 2006. Massachusetts Institute of Technology: MIT OpenCourseWare, https://ocw.mit.edu. License: CC BY-NC-SA 4.0.
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