Explores Stochastic Differential Equations with examples like Brownian Motion and Square-Root Processes, discussing their relation to Partial Differential Equations.
Explores the core concepts of Brownian motion, from molecules to cells, including its history, hypothesis versus description, Langevin's solution, and methods for measuring Brownian motion.
Explores the Hamiltonian formalism for the harmonic oscillator, focusing on deriving Lagrangian and Hamiltonian, isolating the system, and generating new conserved quantities.