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 Riemann
MATH-101(g): Analysis IÉtudier les concepts fondamentaux d'analyse et le calcul différentiel et intégral des fonctions réelles d'une variable.
MATH-251(a): Numerical analysisThis course presents numerical methods for the solution of mathematical problems such as systems of linear and non-linear equations, functions approximation, integration and differentiation, and diffe
MATH-310: AlgebraThis is an introduction to modern algebra: groups, rings and fields.
PHYS-467: Machine learning for physicistsMachine learning and data analysis are becoming increasingly central in sciences including physics. In this course, fundamental principles and methods of machine learning will be introduced and practi
CS-450: Algorithms IIA first graduate course in algorithms, this course assumes minimal background, but moves rapidly. The objective is to learn the main techniques of algorithm analysis and design, while building a reper
MATH-488: Topology IV.a -Algebraic K-theoryAlgebraic K-theory, which to any ring R associates a sequence of groups, can be viewed as a theory of linear algebra over an arbitrary ring. We will study in detail the first two of these groups and a
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 applicatio
MATH-432: Probability theoryThe course is based on Durrett's text book
Probability: Theory and Examples.
It takes the measure theory approach to probability theory, wherein expectations are simply abstract integrals.
MATH-189: MathematicsCe cours a pour but de donner les fondements de mathématiques nécessaires à l'architecte contemporain évoluant dans une école polytechnique.
MATH-495: Mathematical quantum mechanicsQuantum mechanics is one of the most successful physical theories. This course presents the mathematical formalism (functional analysis and spectral theory) that underlies quantum mechanics. It is sim
