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 ...
MGT-418: Convex optimizationThis course introduces the theory and application of modern convex optimization from an engineering perspective. ...
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-404: Functional analysis IIWe introduce locally convex vector spaces. As an example we treat the space of test functions and the space of distributions. In the second part of the course, we discuss differential calculus in Banach spaces and some elements from nonlinear functional an ...
MATH-261: Discrete optimizationThis course is an introduction to linear and discrete optimization.
Warning: This is a mathematics course! While much of the course will be algorithmic in nature, you will still need to be able to prove theorems. ...
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 ...
PHYS-431: Quantum field theory IThe goal of the course is to introduce relativistic quantum field theory as the conceptual and mathematical framework describing fundamental interactions. ...
MGT-483: Optimal decision makingThis course introduces the theory and applications of optimization. We develop tools and concepts of optimization and decision analysis that enable managers in manufacturing, service operations, marketing, transportation and finance to transform data into ...
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 ...
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 ...
CS-308: Introduction to quantum computationThe course introduces the paradigm of quantum computating in an axiomatic way. We introduce the notions of quantum bits, gates, and circuits. We introduce themost important quantum algorithms. We also touch upon error-correcting codes. This course is indep ...
ENG-639: Dynamic programming and optimal controlThis course provides an introduction to stochastic optimal control and dynamic programming (DP), with a variety of engineering
applications. The course focuses on the DP principle of optimality, and its utility in deriving and approximating solutions to an ...
MATH-670: The theta correspondenceIn the course we will discuss some introductory aspects of the local/global theta correspondence for automorphic forms/representation for various dual pairs. One of the objectives will be to prove Waldspurger's formula relating SO(2) periods to L-functions ...
PHYS-331: Functional analysis (for PH)Ce cours ambitionne de présenter les mathématiques de la mécanique quantique, et plus généralement de la physique quantique. Il s'adresse essentiellement aux physiciens, ou a des mathématiciens intéressés dans le domaine. ...
MATH-436: Homotopical algebraThis course will provide an introduction to model category theory, which is an abstract framework for generalizing homotopy theory beyond topological spaces and continuous maps. We will study numerous examples of model categories and their applications in ...
