Introduction to the mathematical theory of stochastic calculus: construction of the Ito stochastic integral, proof of the Ito formula, introduction to stochastic differential equations, Girsanov's theorem and the Feynman-Kac formula, the martingale represe ...
This course serves as an introduction to the theory of complex analysis, Fourier series and Fourier transforms, the Laplace transform, with applications to the theory of ordinary and partial differential equations. These tools play an integral role in most ...
A 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 ...
Le but du cours de physique générale est de donner à l'étudiant les notions de base nécessaires à la compréhension des phénomènes physiques. L'objectif est atteint lorsque l'étudiant est capable de prévoir quantitativement les conséquences de ces phénomène ...
Le 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. ...
This course presents fundamental and selected topics of the mechanics and physics of fluid-infiltrated porous media with applications to geo-mechanics. Mathematical modeling and the techniques for the solution of the resulting initial boundary value proble ...
Machine learning and data analysis are becoming increasingly central in many sciences and applications. This course concentrates on the theoretical underpinnings of machine learning. ...
This course introduces the foundations of information retrieval, data mining and knowledge bases, which constitute the foundations of today's Web-based distributed information systems. ...