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-474: Numerical flow simulationThis course provides practical experience in the numerical simulation of fluid flows. Numerical methods are presented in the framework of the finite volume method. A simple solver is developed with Matlab, and a commercial software is used for more complex ...
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. ...
EE-566: Adaptation and learningIn this course, students learn to design and master algorithms and core concepts related to inference and learning from data and the foundations of adaptation and learning theories with applications.
MATH-100(b): Analyse avancée IDans ce cours, nous étudierons les notions fondamentales de l'analyse réelle, ainsi que le calcul différentiel et intégral pour les fonctions réelles d'une variable réelle. ...
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. ...
ME-372: Méthode des éléments finisL'étudiant acquiert une initiation théorique à la méthode des éléments finis qui constitue la technique la plus courante pour la résolution de problèmes elliptiques en mécanique. Il apprend à appliquer cette méthode à des cas simples et à l'exploiter pour ...
MATH-251(a): Numerical analysisThis course presents numerical methods to solve mathematical problems such as systems of linear and nonlinear equations, function approximation, integration and differentiation, and differential equations. ...
MATH-302: Analyse fonctionnelle IConcepts de base de l'analyse fonctionnelle linéaire: opérateurs bornés, opérateurs compacts, théorie spectrale pour les opérateurs symétriques et compacts, le théorème de Hahn-Banach, les théorèmes de l'application ouverte et du graphe fermé. ...
CS-433: Machine learningMachine learning methods are becoming increasingly central in many sciences and applications. In this course, fundamental principles and methods of machine learning will be introduced, analyzed and practically implemented. ...
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-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-664: Malliavin calculus and normal approximationsThis course will provide a basic knowledge of the stochastic calculus of variations with respect to the Brownian motion. A variety of applications will be presented including the regularity of probability densities and quantitative normal approximations. ...
MATH-485: Introduction to stochastic PDEsStochastic PDEs are used to model systems that are spatially extended and include a random component. This course gives an introduction to this topic, including some general measure theory, some Gaussian measure theory and some linear semigroup theory. ...
