Lecture

Brownian Motion: Einstein Derivation

Description

This lecture covers the derivation of Brownian motion by Einstein and Langevin equations, including the Chapman Kolmogorov equation, diffusion equation, Langevin treatment, Smoluchowski equation, and the solution to the diffusion equation. The lecture also discusses the master equation derivation and the harmonic potential example.

Official source

https://mediaspace.epfl.ch/media/0_0q5i0t5r

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Ontological neighbourhood

Mathematics

Analysis: Differential anaysis, Calculus, Complex analysis

Topology: General topology

Statistics

Statistical inference: Mathematical statistics

Physics

Optics: Lasers

Relativity: General relativity

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