Random Walks and Diffusion OpenCourseWare: A Free MIT Graduate Study Mathematics Course
'Random Walks and Diffusion' is an OpenCourseWare that is provided by MIT. It focuses on an advanced subject that investigates discrete random walks and continuum diffusion from a mathematical perspective. The advanced contents of this course necessitates that participants have a background in probability, partial differential equations and computer programming. This course is ideal for graduatelevel students studying Mathematics or Physics.
Random Walks and Diffusion: Course Specifics
Degree Level  Free  Audio  Video  Downloads 

Graduate  Yes  No  No  Yes 
Lectures/Notes  Study Materials  Tests/Quizzes 

Yes  Yes  Yes 
Random Walks and Diffusion: Course Description
Random walks analysis and diffusion is regularly applied in a wide variety of fields, including biology, medicine, chemistry, engineering, physics, economics and computer science. Professor Martin Bazant, an instructor in the Department of Mathematics at the Massachusetts Institute of Technology, explores these analytical tools. The initial lecture of the 'Random Walks and Diffusion' course begins with an historical overview and ends with a discussion of normal and anomalous diffusion and mechanisms for anomalous diffusion. The remaining lectures cover a variety of subjects, such as probability flux, parabolic cylinder functions moments, cumulants and scaling. Students will also examine examples of random walks modeled by diffusion equations and a numerical example the rapid convergence of an asymptotic approximation.
The OpenCourseWare materials consist of lecture notes, problem sets and examinations that are available in the form of PDF files that can be downloaded in your computer. If you would like to take this course, visit the mathematics course page.
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