Stochastic Thermodynamics : Stochastic Differential Equation-II

This week’s talk will be given by Rajesh.
He will discuss how stochastic differential equations can be used to model systems with distinct dynamics and time scales. Some case studies will also be presented and he will discuss some algorithms to deal with such equations numerically.

Time and venue for the Discussion:

Time: Saturday (Setember 09, 2017), 2 PM
Venue: 326/327

Some references for this talk:

Volpe, Giovanni, and Jan Wehr. “Effective drifts in dynamical systems with multiplicative noise: a review of recent progress.”Reports on Progress in Physics 79.5 (2016): 053901.

White and Coloured Noise:

During the last meeting, we had some discussion over white and coloured noise. Devanand has come up with a write-up for the same, which can be found here.

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