EE-611: Linear system theoryThe course covers control theory and design for linear time-invariant systems : (i) Mathematical descriptions of systems (ii) Multivariables realizations; (iii) Stability ; (iv) Controllability and Ob
MATH-476: Optimal transportThe first part is devoted to Monge and Kantorovitch problems, discussing the existence and the properties of the optimal plan. The second part introduces the Wasserstein distance on measures and devel
MATH-405: Harmonic analysisAn introduction to methods of harmonic analysis.
Covers convergence of Fourier series, Hilbert transform, Calderon-Zygmund theory, Fourier restriction, and applications to PDE.
MATH-432: Probability theoryThe course is based on Durrett's text book
Probability: Theory and Examples.
It takes the measure theory approach to probability theory, wherein expectations are simply abstract integrals.
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-612: Irregular transport and mixingWe will present the theory of PDEs and of transport equations with rough (non Lipschitz) velocity fields, address both the renormalisation theory by DiPerna-Lions-Ambrosio and its quantitative Lagrang
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.
