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Stochastic Processes in Biological Systems

Module PH2200

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

PH2200 is a semester module in English or German language at Master’s level which is offered in winter semester.

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

Total workloadContact hoursCredits (ECTS)
150 h 75 h 5 CP

Responsible coordinator of the module PH2200 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

  • 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 processes 


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

Courses, Learning and Teaching Methods and Literature

Courses and Schedule

VU 4 Stochastic Processes in Biological Systems: Information, Signals, and Noise Gerland, U. Mon, 10:00–12:00, PH 3344
Wed, 12:00–14:00, PH 3344

Learning and Teaching Methods

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  • 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 an oral exam the learning outcome is tested using comprehension questions and sample problems.

In accordance with §12 (8) APSO the exam can be done as a written test. In this case the time duration is 60 minutes.

Exam Repetition

The exam may be repeated at the end of the semester.

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