FIN-472: Computational financeParticipants of this course will master computational techniques frequently used in mathematical finance applications. Emphasis will be put on the implementation and practical aspects.
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 Matlab, and a commercial software is used for more complex problems.
MATH-251(a): Numerical analysisThis course presents numerical methods for the solution of mathematical problems such as systems of linear and non-linear equations, functions approximation, integration and differentiation and differential equations.
MATH-251(d): Numerical analysisThis course offers an introduction to numerical methods for the solution of mathematical problems as: solution of systems of linear and non-linear equations, functions approximation, integration and differentiation and solution of differential equations.
MATH-456: Numerical analysis and computational mathematicsThe course provides an introduction to scientific computing. Several numerical methods are presented for the computer solution of mathematical problems arising in different applications. The software MATLAB is used to solve the problems and verify the theoretical properties of the numerical methods.
MATH-251(c): Numerical analysisLe cours présente des méthodes numériques pour la résolution de problèmes mathématiques comme des systèmes d'équations linéaires ou non linéaires, approximation de fonctions, intégration et dérivation, équations différentielles.
ME-371: Discretization methods in fluidsCe cours présente une introduction aux méthodes d'approximation utilisées pour la simulation numérique en mécanique des fluides.
Les concepts fondamentaux sont présentés dans le cadre de la méthode des différences finies puis étendus à celles des éléments finis et spectraux.
EE-556: Mathematics of data: from theory to computationThis course provides an overview of key advances in continuous optimization and statistical analysis for machine learning. We review recent learning formulations and models as well as their guarantees, describe scalable solution techniques and algorithms, and illustrate the trade-offs involved.
ME-484: Numerical methods in biomechanicsStudents understand and apply numerical methods (FEM) to answer a research question in biomechanics. They know how to develop, verify and validate multi-physics and multi-scale numerical models. They can analyse and comment results in an oral presentation and a written report.
ME-476: Particle-based methodsThis course provides an introduction to particle-based methods for the numerical resolution of partial differential equations describing continuum phenomena or for the simulation of particulate flows. Details are given for the Material Point Method (MPM) and the Discrete Element Method (DEM).
