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
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
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
CS-401: Applied data analysisThis course teaches the basic techniques, methodologies, and practical skills required to draw meaningful insights from a variety of data, with the help of the most acclaimed software tools in the dat
MATH-207(d): Analysis IVThe course studies the fundamental concepts of complex analysis and Laplace analysis with a view to their use to solve multidisciplinary scientific engineering problems.
PHYS-426: Quantum physics IVIntroduction to the path integral formulation of quantum mechanics. Derivation of the perturbation expansion of Green's functions in terms of Feynman diagrams. Several applications will be presented,
PHYS-105: Advanced physics II (thermodynamics)Ce cours présente la thermodynamique en tant que théorie permettant une description d'un grand nombre de phénomènes importants en physique, chimie et ingéniere, et d'effets de transport. Une introduc
MATH-330: Martingales and Brownian motionIntroduction to the theory of discrete-time martingales including, in particular, the convergence and stopping time theorems. Application to branching processes. Introduction to Brownian motion and st