ChE-312: Numerical methodsThis course introduces students to modern computational and mathematical techniques for solving problems in chemistry and chemical engineering. The use of introduced numerical methods will be demonstrated using the Python programming language. ...
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-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. ...
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 ...
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. ...
MATH-456: Numerical analysis and computational mathematicsThe course provides an introduction to scientific computing. Several numerical methods are presented for the computer solution of mathematical problems arising in different applications. The software MATLAB is used to solve the problems and verify the theo ...
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-459: Numerical methods for conservation lawsIntroduction to the development, analysis, and application of computational methods for solving conservation laws with an emphasis on finite volume, limiter based schemes, high-order essentially non-oscillatory schemes, and discontinuous Galerkin methods. ...
MATH-251(c): 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 les équations différentielles. ...
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 ...
MATH-452: Numerical integration of dynamical systemsIn this course we will introduce and study numerical integrators for multi-scale (or stiff) differential equations and dynamical systems with special geometric structures (symplecticity, reversibility, first integrals, etc.). These numerical methods are im ...
MATH-101(g): Analyse IÉtudier les concepts fondamentaux d'analyse et le calcul différentiel et intégral des fonctions réelles d'une variable. ...
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 ...
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-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. ...
