Stochastic processes and transport theory

The course is given next time in autumt 2026. The course focuses on central concepts in classical transport theory and their applications. The following topics are treated: Stochastic variables, stochastic processes, Markov processes, Langevin-equation. Correlation functions, Wiener-Khinchin theorem, fluctuation-dissipation theorem, Chapman-Kolomogorov-Smoluchowski equations, the Master equation, Fokker-Planck Equation, moment-equations. The Boltzmann equation, analogies to the Master Equation. Kinetic theory and the Boltzmann-equation, linearized Boltzmann-equation, eigenvalue-problem, hydrodynamic and kinetic modes. An exactly solved model: The Lorentz-gas. Semiclassical Boltzmann equation. Quantum transport in mesoscopic system, Landauer-Buttiker formalism. Emphasis will be placed on the physical contents and applications of transport theory.

The course provides a general introduction to the fundamental concepts and principles of classical and quantum transport theory, together with some modern applications.

Lectures and exercises. Lectures and lecture material are in English. Expected workload in the course is 225 hours.

Joint lectures with TFY4275.