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-251(b): Numerical analysisThe students will learn key numerical techniques for solving standard mathematical problems in science and engineering. The underlying mathematical theory and properties are discussed.
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-500: Error control in scientific modellingErrors are ubiquitous in computational science as neither models nor numerical techniques are perfect. With respect to eigenvalue problems motivated from materials science and atomistic modelling we d
AR-219: Advanced CAO and Integrated Modeling DIM1ère année: bases nécessaires à la représentation informatique 2D (3D).
Passage d'un à plusieurs logiciels: compétence de choisir les outils adéquats en 2D et en 3D.
Mise en relation des outils de CAO