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 ...
MATH-106(f): Analyse IIÉtudier les concepts fondamentaux d'analyse et le calcul différentiel et intégral des fonctions réelles de plusieurs
variables. ...
MATH-101(c): Analyse IÉtudier les concepts fondamentaux d'analyse et le calcul différentiel et intégral des fonctions réelles d'une variable. ...
MATH-101(g): Analyse IÉtudier les concepts fondamentaux d'analyse et le calcul différentiel et intégral des fonctions réelles d'une variable. ...
MATH-106(e): Analyse IIÉtudier les concepts fondamentaux d'analyse et le calcul différentiel et intégral des fonctions réelles de plusieurs
variables. ...
ME-523: Commande non linéaireLes systèmes non linéaires sont analysés en vue d'établir des lois de commande. On présente la stabilité au sens de Lyapunov, ainsi que des méthodes de commande géométrique (linéarisation exacte). Divers exemples illustrent la théorie (exercices papier cra ...
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 ...
MGT-484: Applied probability & stochastic processesThis course focuses on dynamic models of random phenomena, and in particular, the most popular classes of such models: Markov chains and Markov decision processes. We will also study applications in queuing theory, finance, project management, etc. ...
MATH-410: Riemann surfacesThis course is an introduction to the theory of Riemann surfaces. Riemann surfaces naturally appear is mathematics in many different ways: as a result of analytic continuation, as quotients of complex domains under discontinuous group actions, as algebraic ...
COM-502: Dynamical system theory for engineersLinear and nonlinear dynamical systems are found in all fields of science and engineering. After a short review of linear system theory, the class will explain and develop the main tools for the qualitative analysis of nonlinear systems, both in discrete-t ...
COM-417: Advanced probability and applicationsIn this course, various aspects of probability theory are considered. The first part covers the main theorems in the field (law of large numbers, central limit theorem), while the second part focuses on the theory of martingales and concentration inequalit ...
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 ...
MATH-101(f): Analyse IÉtudier les concepts fondamentaux d'analyse et le calcul différentiel et intégral des fonctions réelles d'une variable. ...
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-301: Equations différentielles ordinairesCe cours donne une introduction rigoureuse au principaux thèmes de la théorie des équations différentielles ordinaires (EDO). Les EDO sont fondamentales pour l'étude des systèmes dynamiques et des équations aux dérivées partielles. Des applications dans ce ...
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-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. ...
