Advanced statistical physics

This course covers non-equilibrium statistical processes and the treatment of fluctuation dissipation relations by Einstein, Boltzmann and Kubo. Moreover, the fundamentals of Markov processes, stochastic differential and Fokker Planck equations, mesoscopic master equation, etc will be treated in detail. Prior knowledge of statistical physics is highly recommended but not required.

• Lecture 1: Brownian motion and 3 derivations
• Lecture 2: Continuous stochastic process
• Lecture 3: Stochastic differential equations
• Lecture 4: Fluctuation dissipation theorem
• Lecture 5: Fokker Planck equation
• Lecture 6: Lévy flights
• Lecture 7: Master equations
• Lecture 8: The Crook and Jarzynski equality
• Lecture 9+10: Quantum optics and quantum Langevin equation
• Lecture 11+12: Quantum regression theorem