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-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 Gauss
MATH-487: Topics in stochastic analysisThis course offers an introduction to topics in stochastic analysis, oriented about theory of multi-scale stochastic dynamics. We shall learn the fundamental ideas, relevant techniques, and in general
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-437: Calculus of variationsIntroduction to classical Calculus of Variations and a selection of modern techniques. The Calculus of Variations aims at showing the existence of minimisers (or critical points) of functionals that n
