Goal:  This course is an introduction to complex interacting systems. It provides the theoretical tools for the stochastic and deterministic descriptions of the time evolution of interacting systems, and the understanding of the dynamical response of systems in microscopic terms.

Content:

Fluctuation dynamics in thermodynamic systems
General properties of correlation functions and time response
Relation with transport phenomena and macroscopic irreversibility, Onsager principle
Microscopic stochastic models, descriptions of Langevin and Fokker-Planck
Kinetic theory, Boltzmann equation
Anomal diffusion, phase transition dynamics
Growth phenomena, KPZ equation.

Prerequisites:
First course in statistical physics, physics of continuous media
Mathematical tools: distributions, Laplace and Fourier transform, partial differential equations

Bibliography
Stochastic processes, from Physics to Finance (J. Baschnagel, W. Paul)