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-485: Introduction to stochastic PDEsStochastic PDEs are used to model systems that are spatially extended and include a random component. This course gives an introduction to this topic, including some general measure theory, some Gauss
MATH-519: Topics in high-dimensional probabilityThis is a theoretical course about probability in high dimensions. We will look at some mathematical phenomena appearing as the number of random variables grows large - e.g. concentration of measure o
ME-301: Measurement techniquesTheoretical and practical course on experimental techniques for observation and measurement of physical variables such as force, strain, temperature, flow velocity, structural deformation and vibratio
HUM-277: Human behavior and economic sciencesCe cours se focalise sur les différentes méthodes utilisées en sciences économiques pour mesurer et étudier le comportement humain. Les étudiant.e.s comprennent et appliquent la démarche empirique pou
MATH-444: Multivariate statisticsMultivariate statistics focusses on inferring the joint distributional properties of several random variables, seen as random vectors, with a main focus on uncovering their underlying dependence struc
ME-467: TurbulenceThis course provides an introduction to the physical phenomenon of turbulence, its probabilistic description and modeling approaches including RANS and LES. Students are equipped with the basic knowle
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,
MATH-470: Martingales in financial mathematicsThe aim of the course is to apply the theory of martingales in the context of mathematical finance. The course provides a detailed study of the mathematical ideas that are used in modern financial mat
MATH-414: Stochastic simulationThe student who follows this course will get acquainted with computational tools used to analyze systems with uncertainty arising in engineering, physics, chemistry, and economics. Focus will be on s
