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. ...
ME-716: Similarity and Transport Phenomena in FluidThe course is an introduction to symmetry analysis in fluid mechanics. The student will learn how to find similarity and travelling-wave solutions to partial differential equations used in fluid and continuum mechanics. The course covers mathematical and p ...
MATH-207(c): Analysis IV (for EL, GM, MX)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 ...
MATH-487: Introduction to multi-scale stochastic dynamicsThis course introduces slow/fast systems and the mathematical tools used to derive effective equations governing their behaviour. Students will learn core concepts and techniques for rigorously analysing complex stochastic multi-scale systems. ...
PHYS-210: Physique numérique (pour SPH)Aborder, formuler et résoudre des problèmes de physique en utilisant des méthodes numériques élémentaires. Comprendre les avantages et les limites de ces méthodes (stabilité, convergence). Illustrer différents sujets de physique traités dans d'autres cours ...
MATH-431: Theory of stochastic calculusIntroduction 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 ...
FIN-415: Probability and stochastic calculusThis course gives an introduction to probability theory and stochastic calculus in discrete and continuous time. The fundamental notions and techniques introduced in this course have many applications in finance, for example for option pricing, risk mana ...
MATH-421: Equations aux dérivées partielles d'évolutionTechniques et théories de base pour les équations aux dérivées partielles d'évolution. Etude d'exemples fondamentaux: équations du premier ordre, équation des ondes, équation de la chaleur. Théorème de Cauchy-Kowalevsky, problèmes abstraits d'évolution. ...
MATH-251(e): Analyse numériqueLe 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 ...
ME-484: Numerical methods in biomechanicsStudents understand and apply numerical methods (FEM) to answer a research question in biomechanics. They know how to develop, verify and validate multi-physics and multi-scale numerical models. They can analyse and comment results in an oral presentation ...
MATH-437: Calculus of variationsIntroduction to classical Calculus of Variations and a selection of modern techniques. The Calculus of Variations aims at showing the existence of minimisers (or critical points) of functionals that naturally appear in mathematics and physics (Dirichlet en ...
NX-465: Computational neurosciences: neuronal dynamicsIn this course we study mathematical models of neurons and neuronal networks in the context of biology and establish links to models of cognition. The focus is on brain dynamics approximated by deterministic or stochastic differential equations. ...
MATH-203(a): Analyse III (pour SV, MT)Ce cours est une introduction aux concepts fondamentaux de l'analyse vectorielle et de l'analyse complexe en vue de leur
utilisation dans d'autres cours et pour résoudre des problèmes pluridisciplinaires d'ingénierie scientifique. ...
MATH-202(c): Analysis IIIThe course studies the fundamental concepts of vector analysis and Fourier-Laplace analysis with a view to their use in solving multidisciplinary problems in scientific engineering. ...
MATH-207(d): Analysis IVThe course studies the fundamental concepts of complex analysis and Laplace analysis with a view to their use to solve multidisciplinary scientific engineering problems. ...
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. ...
