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
MATH-123(b): GeometryThe course provides an introduction to the study of curves and surfaces in Euclidean spaces. We will learn how we can apply ideas from differential and integral calculus and linear algebra in order to
PHYS-423: Plasma IFollowing an introduction of the main plasma properties, the fundamental concepts of the fluid and kinetic theory of plasmas are introduced. Applications concerning laboratory, space, and astrophysica
CS-550: Formal verificationWe introduce formal verification as an approach for developing highly reliable systems. Formal verification finds proofs that computer systems work under all relevant scenarios. We will learn how to u
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 diffe
CS-320: Computer language processingWe teach the fundamental aspects of analyzing and interpreting computer languages, including the techniques to build compilers. You will build a working compiler from an elegant functional language in
MATH-106(b): Analysis IIÉtudier les concepts fondamentaux d'analyse et le calcul différentiel et intégral des fonctions réelles de plusieurs
variables.
