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-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
MATH-600: Optimization and simulationMaster state-of-the art methods in optimization with heuristics and simulation.
Work involves:
- reading the material beforehand
- class hours to discuss the material and solve problems
- homework
MSE-421: Statistical mechanicsThis course presents an introduction to statistical mechanics geared towards materials scientists. The concepts of macroscopic thermodynamics will be related to a microscopic picture and a statistical
FIN-525: Financial big dataThe course introduces modern methods to acquire, clean, and analyze large quantities of financial data efficiently. The second part expands on how to apply these techniques and robust statistics to fi
CH-242(b): Statistical mechanics for chemistryCe cours construit la base théorique universelle permettant de comprendre les systèmes à grand nombre de particules. Les méthodes introduites sont utilisées pour éclairer de nombreux phénomènes à trav
ENV-410: Science of climate changeThe course equips students with a comprehensive scientific understanding of climate change covering a wide range of topics from physical principles, historical climate change, greenhouse gas emissions
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.
HUM-471: Economic growth and sustainability IThis course examines growth from various angles: economic growth, growth in the use of resources, need for growth, limits to growth, sustainable growth, and, if time permits, population growth and gro