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. ...
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-251(c): Numerical analysisLe cours présente des méthodes numériques pour la résolution de problèmes mathématiques comme des systèmes d'équations linéaires ou non linéaires, l'approximation de fonctions, l'intégration et la dérivation, et les équations différentielles. ...
MATH-456: Numerical analysis and computational mathematicsThe course provides an introduction to scientific computing. Several numerical methods are presented for the computer solution of mathematical problems arising in different applications. The software MATLAB is used to solve the problems and verify the theo ...
MATH-251(a): Numerical analysisThis course presents numerical methods to solve mathematical problems such as systems of linear and nonlinear equations, function approximation, integration and differentiation, and differential equations. ...
PHYS-441: Statistical physics of biomacromoleculesBiological macromolecules such as DNA, RNA, proteins and cytoskeletal filaments are polymers. As such, they share a set of properties that are common to any polymer, which are the focus of this course. Details about the protein folding problem will be cove ...
ME-371: Discretization methods in fluidsCe cours présente une introduction aux méthodes d'approximation utilisées pour la simulation numérique en mécanique des fluides.
Les concepts fondamentaux sont présentés dans le cadre de la méthode des différences finies puis étendus à celles des éléments ...
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-251(e): Numerical analysisLe cours présente des méthodes numériques pour la résolution de problèmes mathématiques comme des systèmes d'équations linéaires ou non linéaires, l'approximation de fonctions, l'intégration et la dérivation, et la résolution d'équations différentielles ou ...
MATH-459: Numerical methods for conservation lawsIntroduction to the development, analysis, and application of computational methods for solving conservation laws with an emphasis on finite volume, limiter based schemes, high-order essentially non-oscillatory schemes, and discontinuous Galerkin methods. ...
MATH-540: Diophantine approximationThe main theme in Diopahntine approximation is to approximate a real number by a rational number with a certain denominator bound. The course covers the case of one real number, that is classical and well understood, and proceeds to simultaneous Diophantin ...
FIN-406: MacrofinanceThis course provides students with a working knowledge of macroeconomic models that explicitly incorporate financial markets. The goal is to develop a broad and analytical framework for analyzing the interaction of financial decisions, macroeconomic events ...
EE-726: Sparse stochastic processesWe cover the theory and applications of sparse stochastic processes (SSP). SSP are solutions of differential equations driven by non-Gaussian innovations. They admit a parsimonious representation in a wavelet basis and are relevant to coding, compressed se ...
MATH-616: Numerical methods for random PDEs and uncertaintyThe course focuses on mathematical models based on PDEs with random parameters, and presents numerical techniques for forward uncertainty propagation, inverse uncertainty analysis in a Bayesian framework and optimal control under uncertainty. ...
