INTRODUCTION TO MATHEMATICAL PHYSICS, MATHEMATICS 541, FALL 2004 I. General principles of statistical physics. Ensembles, thermodynamic potentials, high and low temperature behavior, phase transitions, critical phenomena. The purpose of this part of the course is to make students familiar with the ideas from physics underlying the mathematical models, questions and methods discussed in the course. 2. Basic tools from probability theory. Probability spaces, random variables, expected values, characteristic functions, laws of large numbers, central limit theorems, ergodicity. In this part we will review the basic concepts and results of probability theory used in the course. More special tools will be introduced later as needed. 3. Equlibirium statstical mechanics of classical lattice systems. General lattice models, existence of the thermodynamic limit, Gibbs states, equivalence of ensembles. In this part we will introduce the mathematical description of equlibrium states of a general class of infinite systems with an emphasis on precise mathematical description of phase transitions. 4. Ising and Potts models. This is the most important class of lattice models and we will discuss their specific properties using a variety of tools, including correlation inequalities, contour representations, complex analytic methods and cluster expansions. 5. Systems with continuous symmetry We will study the classical Heisenberg and plane rotor models and discuss presence of continuous symmetry breaking depending on the dimension of the system. 6. Disordered systems This part will review the most important models of random media: the random field models and spin glasses. 7. Percolation theory We will prove basic results about percolation models in an arbitrary number of dimensions and then study in more detail two-dimensional models, including recent Smirnov's proof of Cardy's formula.