Summer semester 2025
Course at FUB: Mathematical strategies for complex stochastic dynamics
Information:
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Lectures
Location: | T9/053 Seminarraum (Takustr. 9) |
Schedule: | Wednesday from 14:00-16:00 |
Class starts on: | 2025-04-23 |
FU link: | 19234501 |
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Practice courses
Location: | T9/046 Seminarraum (Takustr. 9) |
Schedule: | Friday from 10:00-12:00 |
Class starts on: | 2025-04-25 |
FU link: | 19234502 |
Contents:
- Basic of stochastic processes
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Langevin dynamics, Markov chains, generators, Fokker-Planck equation,
convergence to equilibrium, Ito's formula
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Model reduction for stochastic dynamics
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averaging technique, effective dynamics, Markov state modeling
- Machine learning techniques for stochastic dynamics
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stochastic gradient descent, autoencoders,
PDE eigenvalue problems by deep learning,
diffusion models, continuous normalizing flow, flow-matching
Course Material:
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April 23, 2025.
introduction slides, lecture_01 on ODEs and Gaussian variables.
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April 25, 2025.
notebook 01 on solving ODEs and random variable generation.
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April 30, 2025.
slides_02 and lecture_02 on Ito integral, Ito's lemma, and Fokker-Planck equation.
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May 02, 2025.
notebook
02-1,
notebook
02-2, and notebook 02-3 on Python, numpy, matplotlib tutorials.