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 devel
MATH-431: Theory of stochastic calculusIntroduction to the mathematical theory of stochastic calculus: construction of stochastic Ito integral, proof of Ito formula, introduction to stochastic differential equations, Girsanov theorem and F
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-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 algorith
MATH-206: Analysis IVEn son coeur, c'est un cours d'analyse fonctionnelle pour les physiciens et traite les bases de théorie de mesure, des espaces des fonctions et opérateurs linéaires.
MATH-101(de): Analysis I (German)Es werden die Grundlagen der Analysis sowie der Differential- und Integralrechnung von Funktionen einer reellen Veränderlichen erarbeitet.
