Tag Archive: stochastic processes

Seminar: From O.D.E’s to S.D.E’s – an introduction to stochastic processes

October 16, 2019 2:00 pm Published by Leave your thoughts

Dr. Tim Duty (Centre of Excellence for Engineered Quantum Systems (EQuS)) In this tutorial, Tim will introduce basic stochastic processes via the Langevin stochastic differential equation. He will discuss its relation to the Fokker-Planck equation, focusing initially on linear (Ornstein-Ulhenbeck) processes. These are stochastic processes that exhibit linear o.d.e.’s for the time dependence of expectation values of state variables and have a “noise term” that is independent of state-of-the-system and time. Some results for such linear systems will be derived... View Article