IIT Madras Web Courses

Can you tell me in about the Physical Applications of Stochastic Processes Program offered by National Programming on Technology Enhanced Learning (NPTEL) under Web Courses for IIT Madras?

[shikha]

National Programming on Technology Enhanced Learning (NPTEL) is an initiative of the seven Indian Institutes of Technology (IIT Bombay, Delhi, Guwahati, Kanpur, Kharagpur, Madras and Roorkee) and Indian Institute of Science Bangalore (IISc) for creating video and web course contents in engineering and science.

NPTEL Open Online courses were initiated so that students anywhere can directly learn from faculty in top colleges. While enrollment and learning is free, one can also obtain a certificate from the IITs, based on successful completion of an exam, for which there is a nominal examination fee. Online learning offers a new way to explore subjects that one is passionate about.

Modules / Lectures
• Physical Applications of Stochastic Processes
o Discrete probability distributions (Part 1)

o Discrete probability distributions (Part 2)

o Continuous random variables

o Central Limit Theorem

o Stable distributions

o Stochastic processes

o Markov processes (Part 1)

o Markov processes (Part 2)

o Markov processes (Part 3)

o Birth-and-death processes

o Continuous Markov processes

o Langevin dynamics (Part 1)

o Langevin dynamics (Part 2)

o Langevin dynamics (Part 3)

o Langevin dynamics (Part 4)

o Ito and Fokker-Planck equations for diusion processes

o Level-crossing statistics of a continuous random process

o Diffusion of a charged particle in a magnetic field

o Power spectrum of noise

o Elements of linear response theory

o Random pulse sequences

o Dichotomous diusion

o First passage time (Part 1)

o First passage time (Part 2)

o First passage and recurrence in Markov chains

o Recurrent and transient random walks

o Non-Markovian random walks

o Statistical aspects of deterministic dynamics (Part 1)

o Statistical aspects of deterministic dynamics (Part 2)