Course Identification

Kinetic Theory and Stochastic Processes
20211211

Lecturers and Teaching Assistants

Dr. Itzhak Fouxon
N/A

Course Schedule and Location

2021
First Semester
Sunday, 09:15 - 11:00
Tuesday, 11:15 - 13:00

Tutorials
Tuesday, 13:00 - 14:00,
25/10/2020
30/04/2021
14

Field of Study, Course Type and Credit Points

Physical Sciences: Lecture; Elective; Regular; 5.00 points
Chemical Sciences: Lecture; Elective; Regular; 3.00 points

Comments

All courses in the first semester will be held on-line via zoom.

Prerequisites

Equilibrium statistical physics

Restrictions

30

Language of Instruction

English

Attendance and participation

Expected and Recommended

Grade Type

Numerical (out of 100)

Grade Breakdown (in %)

15%
30%
55%

Evaluation Type

Examination

Scheduled date 1

31/01/2021
N/A
-
The exam is oral and it usually takes 30-40 minutes per person. The hours will depend, I'll fix time for each student and, if need comes, it will happen over two days.

Scheduled date 2

07/03/2021
N/A
-
The exam is oral and it usually takes 30-40 minutes per person. The hours will depend, I'll fix time for each student and, if need comes, it will happen over two days.

Estimated Weekly Independent Workload (in hours)

3

Syllabus

Topics planned :

1. Microscopic approach to statistical mechanics via ergodicity theory. Ergodic and central limit theorems for systems in equilibrium. Steady non-equilibrium states as represented by phase space density concentrated on a multifractal attractor.   

2. Derivation of reduced descriptions by elimination of fast degrees of freedom and irreversibility. Slow variables view of thermodynamics and some "proofs" of the second law.

3. Brownian motion and diffusion. Einstein-Stokes relation as an example of fluctuation-dissipation theorem. Fluctuations near equlibrium and Langevin equation.

4. General Langevin and Fokker-Planck equations. Growth of entropy. Functional integral formulation and Nelson formulation of quantum mechanics.

5. Kinetic description of dilute gases. Boltzmann equation and H-theorem. Some applications of Boltzmann equation.

6. Hydrodynamics and hydrodynamic modes. Hierarchy of descriptions of a dilute gas and derivation of hydrodynamics from Boltzmann equation. Generalized hydrodynamic modes.

7. Stochastic modeling.
 

Learning Outcomes

The students will learn fundamental characteristics of non-equilibrium steady states of an open system using a framework that allows making calculations. They will acquire tools that are indispensable in studies of complex systems, most of all stochastic differential equations containing random forces. The crucial role of time scale separation in passing between different levels of description of the same system will be stressed, developing a way of thinking of how closed frameworks arise at different levels, as in the case of the gas that can be described mechanically, via Boltzmann equation, via compressible hydrodynamics and finally via incompressible hydrodynamics.  

Reading List

Landau and Lifshitz, Statistical Physics and Kinetic Theory

Ma Statistical Physics

Risken "Fokker-Planck equation"

 

More will be provided

Website

N/A