MATH-496: Computational linear algebraThis is an introductory course to the concentration of measure phenomenon - random functions that depend on many random variables tend to be often close to constant functions.
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
PHYS-423: Plasma IFollowing an introduction of the main plasma properties, the fundamental concepts of the fluid and kinetic theory of plasmas are introduced. Applications concerning laboratory, space, and astrophysica
COM-308: Internet analyticsInternet analytics is the collection, modeling, and analysis of user data in large-scale online services, such as social networking, e-commerce, search, and advertisement. This class explores a number
PHYS-435: Statistical physics IIIThis course introduces statistical field theory, and uses concepts related to phase transitions to discuss a variety of complex systems (random walks and polymers, disordered systems, combinatorial o