CS-101: Advanced information, computation, communication IDiscrete mathematics is a discipline with applications to almost all areas of study. It provides a set of indispensable tools to computer science in particular. This course reviews (familiar) topics as diverse as mathematical reasoning, combinatorics, disc ...
MATH-351: Advanced numerical analysis IIThe student will learn state-of-the-art algorithms for solving differential equations. The analysis and implementation of these algorithms will be discussed in some detail. ...
MATH-451: Numerical approximation of PDEsThe course is about the derivation, theoretical analysis and implementation of the finite element method for the numerical approximation of partial differential equations in one and two space dimensions. ...
MATH-329: Continuous optimizationThis course introduces students to continuous, nonlinear optimization. We study the theory of optimization with continuous variables (with full proofs), and we analyze and implement important algorithms to solve constrained and unconstrained problems. ...
MATH-476: Optimal transportThe first part is devoted to Monge and Kantorovitch problems, discussing the existence and the properties of the optimal plan. The second part introduces the Wasserstein distance on measures and develops applications of optimal transport to PDEs, functiona ...
MATH-502: Distribution and interpolation spacesThe goal of this course is to give an introduction to the theory of distributions and cover the fundamental results of Sobolev spaces including fractional spaces that appear in the interpolation theory. Those notions are central to the study of partial dif ...
CS-450: Algorithms IIA first graduate course in algorithms, this course assumes minimal background, but moves rapidly. The objective is to learn the main techniques of algorithm analysis and design, while building a repertory of basic algorithmic solutions to problems in many ...
MATH-302: Functional analysis IConcepts de base de l'analyse fonctionnelle linéaire: opérateurs bornés, opérateurs compacts, théorie spectrale pour les opérateurs symétriques et compacts, le théorème de Hahn-Banach, les théorèmes de l'application ouverte et du graphe fermé. ...
MATH-512: Optimization on manifoldsWe develop, analyze and implement numerical algorithms to solve optimization problems of the form min f(x) where x is a point on a smooth manifold. To this end, we first study differential and Riemannian geometry (with a focus dictated by computational con ...
MATH-101(c): Analysis IÉtudier les concepts fondamentaux d'analyse et le calcul différentiel et intégral des fonctions réelles d'une variable. ...
PHYS-642: Statistical physics for optimization & learningThis course covers the statistical physics approach to computer science problems, with an emphasis on heuristic & rigorous mathematical technics, ranging from graph theory and constraint satisfaction to inference to machine learning, neural networks and st ...
ME-422: Multivariable controlThis course covers methods for the analysis and control of systems with multiple inputs and outputs, which are ubiquitous in modern technology and industry. Special emphasis will be placed on discrete-time systems due to their relevance to digital and embe ...
MGT-418: Convex optimizationThis course introduces the theory and application of modern convex optimization from an engineering perspective. ...
CS-250: Algorithms IThe students learn the theory and practice of basic concepts and techniques in algorithms. The course covers mathematical induction, techniques for analyzing algorithms, elementary data structures, major algorithmic paradigms such as dynamic programming, s ...
ME-444: HydrodynamicsNondimensionalized Navier-Stokes equations result in a great variety of models (Stokes, Lubrication, Euler, Potential) depending on the Reynolds number. The concept of boundary layer enables us then to identify the different components of the hydrodynamic ...
