We first review some basic probability and useful tools, including random walk, Law of large numbers and central limit theorem. Conditional expectation and martingales. The topics of the course include the theory of stochastic differential equations oriented towards topics useful in applications, such as Brownian motion, stochastic integrals, and diffusion as solutions of stochastic differential equations.

Elliptic curves, as the only smooth projective algebraic curves equipped with a group law, play a central role in modern arithmetic geometry.

Maximum credit, 6.

Introduction to the modern methods in partial differential equations. Calculus of distributions: weak derivatives, mollifiers, convolutions and Fourier transform. Prototype linear equations of hyperbolic, parabolic and elliptic type, and their fundamental solutions. Initial value problems: Cauchy problem for wave and diffusion equations; well-posedness in the Hilbert-Sobolev setting.

Inverse and implicit functions theorems, rank of a map. Regular and critical values. Sard's theorem. Differentiable manifolds, submanifolds, embeddings, immersions and diffeomorphisms. Tangent space and bundle, differential of a map. Partitions of unity, orientation, transversality embed-dings in Rn. Vector fields, local flows. Lie bracket, Frobenius theorem. Lie groups, matrix Lie groups, left invariant vector fields, tensor fields, differential form, integration, closed and exact forms. DeRham's cohomology, vector bundles, connections, curvature.

Data science and machine learning (deep learning in particular) have become a burgeoning domain with a great number of successes in science and technology. Most of the recently developed deep learning techniques are still at the "engineering" level based on trial and error. The purpose of this course is to introduce the theoretical foundation of data science with an emphasis on the mathematical understanding of machine learning.

Not available at this time

Topological spaces. Metric spaces. Compactness, local compactness. Product and quotient topology. Separation axioms. Connectedness. Function spaces. Fundamental group and covering spaces.