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.
CS-457: Geometric computingThis course will cover mathematical concepts and efficient numerical methods for geometric computing. We will explore the beauty of geometry and develop algorithms to simulate and optimize 2D and 3D g
CS-433: Machine learningMachine learning methods are becoming increasingly central in many sciences and applications. In this course, fundamental principles and methods of machine learning will be introduced, analyzed and pr
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-207(c): Analysis IV (for EL, GM, MX)This course serves as an introduction to the theory of complex analysis, Fourier series and Fourier transforms, the Laplace transform, with applications to the theory of ordinary and partial different
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 Ma
