For information on lectures in the TUM online portal, see here.

Archived: SS 16: Theory of stochastic processes

Lecture: (from 11.04 to 13.07)

  • Monday 8:30-10:00 Physik Hörsaal 3
  • Wednesday 12:30-14:00 Physik Hörsaal 3


from 18.04 to 24.04

  • Wednesday 14:00-16:00 PH3344
  • Thursday 14:00-16:00 Container Tutorraum 2 C3202

from 25.04 to 13.07

  • Monday 10:00-12:00 PH3344 (Stephan)
  • Wednesday 14:00-16:00 PH3344 (Manon and Michael)


Mock Exam

We will provide the possibility to take a mock exam on Monday 13th June, 8:30-10:00 in HS 3 replacing the usual lecture. The mock exam sheets will be collected at the end of the exam, corrected and handed out in the tutorials again (just as a feedback for you). We will discuss the solutions in the tutorials in the following week. Consequently there will be no exercise sheet handed out on Wednesday 15th June.



Dates and Places

The exam for this course is currently scheduled at 21.07.2016, 16:00 - 17:30 in 102, Interims Hörsaal 2 (5620.01.102). Please be there at 15:30 as we will start 16:00 sharp.

The retake exam is currently scheduled to take place at 14.10.2016, 16:00 - 17:30 in 00.06.011, MI Hörsaal 3 (5606.EG.011)

For more informations on the dates of the exam see here


Please note that you should check the notice on exam registration for the required elective module in theoretical physics (here) if you are a Student in the Master’s programmes Physics (Biophysics) and Physics (Condensed Matter Physics).

Please register for the first exam between 16.05.2016,00:00 and 30.06.2016, 23:59 in TUMonline if you want to take it.

Auxiliary Means

Auxiliary Means: As auxiliary mean one self written paper sheet of DINA4-format (you may write on both sides) will be allowed in the exam. You will have to hand it in with the exam papers and will get it back when you view your exam papers.

Viewing of Exam Papers (Retake Exam)

You have the possibility to view your exam papers on Friday 21.10.2016 at 10:00 in the Minkowski Room (PH 1121). Please remember to bring your student id!


Preliminary Content:

    - definition of stochastic processes and basic assumptions for their use to describe physical (and biomolecular) processes

    - setting up, solving, and simulating Master equations

    - setting up, solving, and simulating stochastic differential equations

    - setting up and solving Fokker-Planck equations

    - using approximation methods for the analysis of complex stochastic process



    - Crispin Gardiner: "Stochastic Methods: A Handbook for the Natural and Social Sciences" (Springer)

    - N.G. van Kampen: "Stochastic Processes in Physics and Chemistry" (North-Holland)

    - further literature will be announced during the lecture


Exercise Sheets: