This week’s talk will be given by Rishu Kumar Singh. He will be discussing about ways of handling Stochastic differential equations and performing their numerical simulations to obtain stochastic trajectories.

Time and venue for the Discussion:

Time: Saturday (Setember 02, 2017), 2 PM
Venue: 326/327

Here is the slides from the discussion last week.

Some references for this talk:

1. Gillespie, Daniel T. “The mathematics of Brownian motion and Johnson noise.” American Journal of Physics 64.3 (1996): 225-240.
2. Lau, Andy WC, and Tom C. Lubensky. “State-dependent diffusion: Thermodynamic consistency and its path integral formulation.” Physical Review E 76.1 (2007): 011123.
3. Van Kampen, N. G. “Itô versus stratonovich.” Journal of Statistical Physics 24.1 (1981): 175-187.

For each discussion, we have commenting facility through Disqus. This will enable people to discuss among each other even after the talk.