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Exam: tbd January xxth, 2026 (Université Paris Cité, from 09:00 through 12:00 in xxx bldg, Room #xxx). All hand-written documents are allowed. No electronic devices allowed (not even the cell phone). No printed document allowed (no lecture notes, no tutorials, no solutions ; printout of notes taken on a tablet on demand a few days before).
Lectures on Tuesdays 08:30-10:30 (UPC, Sophie Germain bldg, Room #1005, 18/11, 25/11, 02/12, 09/12, 16/12) and Wednesdays (SU, 24.34. 205, 12/11, 19/11, 26/11, 03/12, 10/12, 17/12).
Tutorials
Outline of the lectures
Chapter 1 Equilibrium statistical mechanics
Chapter 2 The Langevin equation
Chapter 3 Stochastic calculus
Chapter 4 The Fokker-Planck equation
Chapter 5 Thermal Ratchets, Stochastic Engines
Chapter 6 Molecular Motors
Chapter 7 Active Particles
References
Van Kampen, Stochastics processes in physics and chemistry
Risken, The Fokker-Planck equation
Gardiner, Stochastic methods
Täuber, Critical Dynamics A Field Theory Approach to Equilibrium and Non-Equilibrium Scaling Behavior
Sekimoto, Stochastic energetics
Dorfman, An introduction to chaos in nonequilibrium statistical mechanics
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