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Related lectures (31)

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Quadratic Variation: Martingales and Stochastic Integrals

Explores quadratic variation in martingales and stochastic integrals, emphasizing their properties and extensions.

Flow Equations: Singular SPDEs and Quantum Field Theory

Covers recent research on singular SPDEs and their applications in quantum field theory.

Physics Mini-Test: Trajectory Analysis

Explores the analysis of a ball's trajectory in contact with a beam, focusing on forces, angles, and motion equations.

Maximum Entropy Principle: Stochastic Differential Equations

Explores the application of randomness in physical models, focusing on Brownian motion and diffusion.

Direction Fields, Euler Methods, Differential Equations

Explores direction fields, Euler methods, and differential equations through practical exercises and stability analysis.

Numerical Methods for ODEs: Crank-Nicolson, Heun, Euler, RK4

Explores numerical methods like Crank-Nicolson, Heun, Euler, and RK4 for solving ODEs, emphasizing error estimation and convergence.

Quantum Trajectories: Stochastic Schrödinger Equation

Covers the Stochastic Schrödinger equation, Lindblad equation, Monte-Carlo w.f. algorithm, homodyning, and quantum state diffusion.

Stochastic Processes: Brownian Motion

Explores Brownian motion, Langevin equations, and stochastic processes in physics.

White Noise Form of the Langevin Equation

Covers the white noise form of the Langevin equation and its applications.

Explicit Stabilised Methods: Applications to Bayesian Inverse Problems

Explores explicit stabilised Runge-Kutta methods and their application to Bayesian inverse problems, covering optimization, sampling, and numerical experiments.