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AMATH 777Stochastic Processes in the Physical Sciences

Units
0.50
Level
Graduate
Faculty
Mathematics
Subject
Applied Mathematics

When it runs

  1. F24
  2. W25
  3. S25
  4. F25
  5. W26
  6. S26
  7. F26
  8. W27
  9. S27

Ran in 1 of the last 7 terms. Winter 2027: scheduled, 1 lecture section. Spring 2027: schedule not out yet.

Basic concepts and classification of stochastic processes. Stochastic differentiation and integration, Markov processes, Chapman-Kolmogorov equation, Fokker-Planck equation, Master equations: mesoscopic vs. macroscopic description. Spectral representation of stationary processes. Correlation function theory. A previous course in probability theory at the undergraduate level is strongly recommended.

Prerequisites

None listed.

Antirequisites

None listed.

Leads to

No course lists it as a requisite.

Winter 2027 sections

Enrolment from UW Open Data, which can trail Quest by up to two days. Instructors and rooms: Schedule of Classes.
SectionClassEnrolledMeets
LEC 00175290 / 20MW 10:00–11:20

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Discussed on r/uwaterloo

3 posts and comments in 2 threads mention AMATH 777, October 2017 to December 2024. Quoted word for word, newest first; each reply sits under the post and the comment that started its branch. Search r/uwaterloo for newer posts.

Spring 2019

Amath 477? 3 points, 2 comments

“Looking for some interesting fourth-year amath courses to take. Does anyone have any information on amath 477: Stochastic Processes for Applied Mathematics? …”

u/olealbert: “It has evolved out of a graduate level course, written and taught by Prof. Matt Scott. Look up AMATH 777 for more info. I believe the notes for 777 are available online.”

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Fall 2017

PSA: UWCourseLinker back up, disabled by default, call with [[course code]] 39 points, 31 comments

u/RayDWatson: “Testing all course codes 1/61: [[ACC604]] [[ACC605]] [[ACC606]] [[ACC607]] [[ACC608]] [[ACC609]] [[ACC610]] [[ACC611]] [[ACC620]] [[ACC621]] [[ACC622]] [[ACC623]] [[ACC624]] [[ACC625]] [[ACC626]] …”

u/RayDWatson: “Testing all course codes 3/61: [[AMATH731]] [[AMATH732]] [[AMATH740]] [[AMATH741]] [[AMATH751]] [[AMATH753]] [[AMATH777]] [[AMATH851]] [[AMATH855]] [[AMATH863]] [[AMATH867]] [[AMATH871]] [[AMATH872]] [[AMATH873]] [[AMATH874]] [[AMATH875]] [[AMATH876]] [[AMATH877]] [[AMATH881]] …”

u/UWCourseLinker: “… Ordinary Differential Equations AMATH 753 - Advanced Partial Differential Equations AMATH 777 - Stochastic Processes in the Physical Sciences AMATH 851 - Stability Theory and Applications AMATH 855 - Advanced Systems Analysis and Control AMATH 863 - Hydrodynamic Stability and …”

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Check it elsewhere for Fall 2026

Calendar versions

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In 42 terms, Fall 2006 to Winter 2024