MATH-101(g): Analyse IÉtudier les concepts fondamentaux d'analyse et le calcul différentiel et intégral des fonctions réelles d'une variable. ...
MATH-101(d): Analyse IÉtudier les concepts fondamentaux d'analyse et le calcul différentiel et intégral des fonctions réelles d'une variable. ...
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(c): Analyse IÉtudier les concepts fondamentaux d'analyse et le calcul différentiel et intégral des fonctions réelles d'une variable. ...
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-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 ...
PHYS-460: Nonlinear dynamics, chaos and complex systemsThe course provides students with the tools to approach the study of nonlinear systems and chaotic dynamics. Emphasis is given to concrete examples and numerical applications are carried out during the exercise sessions. ...
MATH-106(e): Analyse IIÉtudier les concepts fondamentaux d'analyse et le calcul différentiel et intégral des fonctions réelles de plusieurs
variables. ...
CS-439: Optimization for machine learningThis course teaches an overview of modern optimization methods, for applications in machine learning and data science. In particular, scalability of algorithms to large datasets will be discussed in theory and in implementation. ...
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-105(b): Analyse avancée IIÉtudier les concepts fondamentaux d'analyse et le calcul différentiel et intégral des fonctions réelles de plusieurs variables. ...
MATH-251(a): Analyse numériqueThis course presents numerical methods to solve mathematical problems such as systems of linear and nonlinear equations, function approximation, integration and differentiation, and differential equations. ...
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-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 ...
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 ...
