Theory of Stochastic Processes

Module PH1006

This module handbook serves to describe contents, learning outcome, methods and examination type as well as linking to current dates for courses and module examination in the respective sections.

Basic Information

PH1006 is a semester module in German language at Master’s level which is offered in summer semester.

This Module is included in the following catalogues within the study programs in physics.

  • Catalogue of required electives in theory for the Master programme Physics (Biophysics)
  • Catalogue of required electives in theory for the Master programme Physics (Condensed Matter Physics)

If not stated otherwise for export to a non-physics program the student workload is given in the following table.

Total workloadContact hoursCredits (ECTS)
300 h 180 h 10 CP

Responsible coordinator of the module PH1006 is Ulrich Gerland.

Content, Learning Outcome and Preconditions


The lecture develops the theory of stochastic processes and the methods for their analysis. Examples to practice the acquired methods will be chosen primarily from the area of biophysics, but the major teaching and learning content (see below) is relevant for all areas of physics.

Learning Outcome

At the end of the module students know the basic methods to handle physical systems that can be described by stochastic processes as well as the basic assumptions necessary to apply them. They are able to set up and solve Master equations, stochastic differential equations and Fokker Planck equations and know simple simulation methods. Furthermore, they are able to apply approximation methods for the analysis of complex stochastic processes


A solid basis in statistical physics (graduate level course) is assumed.

Courses, Learning and Teaching Methods and Literature

Courses and Schedule

VU 6 Theorie stochastischer Prozesse Gerland, U. Montag, 08:30–10:00
Mittwoch, 12:00–14:00
sowie Termine in Gruppen

Learning and Teaching Methods

  • Vortrag, Beamerpräsentation, Tafelarbeit,
  • Übungen in Einzel- und Gruppenarbeit, Diskussion und weitergehende Erläuterungen zum Vorlesungsstoff


Vorlesungsskript, Übungsblätter, begleitende Internetseite


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

Module Exam

Description of exams and course work

In einer schriftlichen Prüfung wird der Lernerfolg anhand von Verständnisfragen und Rechenbeispielen überprüft.

Exam Repetition

There is a possibility to take the exam at the end of the semester.

Current exam dates

Currently TUMonline lists the following exam dates. In addition to the general information above please refer to the current information given during the course.

Prüfung zu Theorie stochastischer Prozesse
Fr, 14.10.2016, 16:00 bis 17:30 00.06.011
MI: 00.06.011
Studierende in den Masterstudiengängen Physik (Biophysik) bzw. Physik (Physik der kondensierten Materie) beachten die besonderen Hinweise zur Prüfungsanmeldung im Wahlpflichtfach theoretische Physik! // Students in the Master’s programmes Physics (Biophysics) and Physics (Condensed Matter Physics) check the notice on exam registration for the required elective module in theoretical physics! bis 19.9.2016 (Abmeldung bis 7.10.2016)

Condensed Matter

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