Introductory Notes on Fractional Calculus
Fractional Calculus Notes By Diego del-Castillo-Negrete
Fractional Calculus: basic theory and applications (Part I)
Fractional Calculus: basic theory and applications (Part II)
Fractional Calculus: basic theory and applications (Part III)
Eli Barkai's Notes
- Chapter 1: characteristic functions, Abelian and Tauberian theorems, Gauss-Le'vy central limit theorem
- Chapter 3: Renewal Theory, Statistical Aging, Weak Ergodicity Breaking For a Two State Process
- Chapter 4: Continuous Time Random Walk
- Brownian Motion, Fokker-Planck Equations, Einstein Relation, Simple Kinetic Model
- Final Exercise: Fokker-Planck, First Passage Times, Generalized Langevin Equations, Fractional Kinetics, Fluctuation-Dissipation.
- Mid Term Projects
18.325 Random Walks and Diffusion (Spring 2001)
18.366 Random Walks and Diffusion (Spring 2006)
Solving Advanced Applied Mathematical Problems Using Matlab By Dingyu Xue and YangQuan Chen
Powerpoint for Book PPT site
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