COM-417: Advanced probability and applicationsIn this course, various aspects of probability theory are considered. The first part is devoted to the main theorems in the field (law of large numbers, central limit theorem, concentration inequaliti
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-410: Riemann surfacesThis course is an introduction to the theory of Riemann surfaces. Riemann surfaces naturally appear is mathematics in many different ways: as a result of analytic continuation, as quotients of complex
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
FIN-414: Optimization methodsThis course presents the problem of static optimization, with and without (equality and inequality) constraints, both from the theoretical (optimality conditions) and methodological (algorithms) point
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 dimens
ME-201: Continuum mechanicsContinuum conservation laws (e.g. mass, momentum and energy) will be introduced. Mathematical tools, including basic algebra and calculus of vectors and Cartesian tensors will be taught. Stress and de