TFY4275 - Stochastic processes and transport theory


Lessons are not given in the academic year 2023/2024

Course content

The course focuses on central concepts in classical transport theory and their applications. The following topics are treated: Hydrodynamics, kinetic theory and the Boltzmann-equation, linearized Boltzmann-equation, eigenvalue-problem, hydrodynamic and kinetic modes. Chapman-Enskog expansion, the Lorentz-gas. 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. Analogies between the Boltzmann-equation and the Master-Equation, and between moment-equations and the hydrodynamic conservation laws. Emphasis will be placed on the physical contents and applications of transport theory.

Learning outcome

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

Learning methods and activities

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

Further on evaluation

The final grade in the course is based on written exam, which counts 100% of the final grade. Resit exam may be changed from written to oral.

Course materials

Reading material will be distributed at the start of the semester.

Credit reductions

Course code Reduction From To
SIF4074 7.5
FY8907 7.5 AUTUMN 2010
More on the course



Version: 1
Credits:  7.5 SP
Study level: Second degree level



Language of instruction: English

Location: Trondheim

Subject area(s)
  • Physics
Contact information

Department with academic responsibility
Department of Physics


  • * The location (room) for a written examination is published 3 days before examination date. If more than one room is listed, you will find your room at Studentweb.

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