COURSE UNIT TITLE

: STOCHASTIC PROCESSES IN PHYSICS - II

DEGREE PROGRAMMES

Description of Individual Course Units

Course Unit Code Course Unit Title Type Of Course D U L ECTS
PHY 5150 STOCHASTIC PROCESSES IN PHYSICS - II ELECTIVE 3 0 0 8

Offered By

Graduate School of Natural and Applied Sciences

Level of Course Unit

Second Cycle Programmes (Master's Degree)

Course Coordinator

ASSOCIATE PROFESSOR ÜMIT AKINCI

Offered to

PHYSICS
PHYSICS

Course Objective

This textbook provides a solid understanding of stochastic processes and stochastic
calculus in physics, without the need for measure theory. In avoiding measure theory,
this textbook gives readers the tools necessary to
use stochastic methods in research with a minimum of mathematical background.

Learning Outcomes of the Course Unit

1   It is to understood mainly different between the microscopic and macroscopic physics views.
2   Being able to give physical culture the student for following the statistical physics and mathematical method courses that is taught in next years.
3   Being able to understand the other graduate courses
4   Being able to research the open problem in the statistical physics field in the literature.
5   Being able to present the results that is obtained in this field.

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Week Subject Description
1 Fokker-Planck equations and reaction-diffusion systems
2 Deriving the Fokker-Planck equation
3 The master equation
4 Solving the master equation: a more complex example
5 Trafic of otomobil
6 The Optimal Velocity Model and its Langevin Approach
7 Metastability Near Phase Transitions in Traffic Flow
8 Car Cluster Formation as First-Order Phase Transition
9 Noise-Induced Phase Transitions
10 Forms of the Fokker-Planck Equation
11 Many-Particle Systems
12 Monte Carlo Simulations of the Hopping Model

Recomended or Required Reading

Text Book: Jacobs, Kurt, (2000), Stochastic Processes for Physicists, Understanding
Noisy Systems, Cambridge University Press, London.
Referanslar:
1. Mahnke, R., Kaupuzs, J. and Lubashevsky, I. (1987) , Physics of Stochastic
Processes: How Randomness Acts in Time, Wiley-VCH Verlag GmbH&Co. KGaA , New York.

Planned Learning Activities and Teaching Methods

1. Lecturing
2.Question-Answer
3.Discussing
4.Homework

Assessment Methods

SORTING NUMBER SHORT CODE LONG CODE FORMULA
1 MTE MIDTERM EXAM
2 FIN FINAL EXAM
3 FCG FINAL COURSE GRADE MTE * 0.40 + FIN * 0.60
4 RST RESIT
5 FCGR FINAL COURSE GRADE (RESIT) MTE * 0.40 + RST * 0.60


*** Resit Exam is Not Administered in Institutions Where Resit is not Applicable.

Further Notes About Assessment Methods

None

Assessment Criteria

1. The homework and mid-term exams of the student is assessed as the achievement of them in the semester.
2. At %40 score of final examination is added directly to the others

Language of Instruction

Turkish

Course Policies and Rules

1. It is obligated to continue at least 70% of lessons.
2. If the student don t make the homework and attend mid-terms, he does not access
the final exam

Contact Details for the Lecturer(s)

hamza.polat@deu.edu.tr

Office Hours

Friday, 11-12 a m

Work Placement(s)

None

Workload Calculation

Activities Number Time (hours) Total Work Load (hours)
Lecture 14 3 42
Weekly preparations before/after course 12 3 36
Preparations for mid-term exam 2 6 12
Preparations for final exam 1 12 12
Homework 12 4 48
Preparations for homework 12 3 36
Final exam 1 2 2
Midterm exam 2 2 4
TOTAL WORKLOAD (hours) 192

Contribution of Learning Outcomes to Programme Outcomes

PO/LOPO.1PO.2PO.3PO.4PO.5PO.6PO.7PO.8PO.9PO.10
LO.15443534445
LO.24533543345
LO.35433543435
LO.44543434345
LO.55543543435

CONTACT INFORMATION
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Phone: +90(232) 412 12 12 - Fax: +90 (232) 464 81 35

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