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Stochastic Modeling

Description: In this lecture, Prof. Jeff Gore discusses modeling stochastic systems. The discussion of the master equation continues from last lecture. Then he talks about the Gillespie algorithm, an exact way to simulate stochastic systems. He then moves on to the Fokker-Planck equation.

Instructor: Prof. Jeff Gore

Course Features

school This Course at MIT
assignment_turned_in Assignments - problem sets (no solutions)
grading Exams - No solutions
record_voice_over AV lectures - Video