COURSE UNIT TITLE

: STOCHASTIC PROCESSES IN PHYSICS - I

DEGREE PROGRAMMES

Description of Individual Course Units

Course Unit Code Course Unit Title Type Of Course D U L ECTS
PHY 5067 STOCHASTIC PROCESSES IN PHYSICS - I ELECTIVE 3 0 0 7

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 understand different concepts between microscopic and macroscopic physics.
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
6   Being able to access and use written, permanent, reliable and accurate information resources.

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Week Subject Description
1 A review of probability theory
2 The distribution function
3 Differential equations
4 Stochastic equations with Gaussian noise
5 Further properties of stochastic processes
6 Some applications of Gaussian noise
7 Numerical methods for Gaussian noise
8 The accuracy of a numerical method
9 Vector equations with scalar noise
10 Midterm
11 General vector equations
12 Solution of Vector Equations
13 Implicit methods
14 Weak solutions

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 ASG ASSIGNMENT
3 FIN FINAL EXAM
4 FCG FINAL COURSE GRADE MTE * 0.20 + ASG * 0.40 + FIN * 0.40
5 RST RESIT
6 FCGR FINAL COURSE GRADE (RESIT) MTE * 0.20 + ASG * 0.40 + RST * 0.40


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 am

Work Placement(s)

None

Workload Calculation

Activities Number Time (hours) Total Work Load (hours)
Lectures 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
Preparations for homework 12 2 24
Homework 12 4 48
Final exam 1 2 2
Midterm 2 2 4
TOTAL WORKLOAD (hours) 180

Contribution of Learning Outcomes to Programme Outcomes

PO/LOPO.1PO.2PO.3PO.4PO.5PO.6PO.7PO.8PO.9PO.10
LO.154
LO.2454
LO.3543
LO.4442
LO.53
LO.63

CONTACT INFORMATION
Dokuz Eylül Üniversitesi Cumhuriyet Bulvarı No: 144 35210 Alsancak / İZMİR
Phone: +90(232) 412 12 12 - Fax: +90 (232) 464 81 35

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