Search result: Catalogue data in Autumn Semester 2020

Number	Title	Type	ECTS	Hours	Lecturers
Doctoral Department of Mathematics More Information at: https://www.ethz.ch/en/doctorate.html The list of courses (together with the allocated credit points) eligible for doctoral students is published each semester in the newsletter of the ZGSM. www.zgsm.ch/index.php?id=260&type=2 WARNING: Do not mistake ECTS credits for credit points for doctoral studies!
Graduate School Official website of the Zurich Graduate School in Mathematics: www.zurich-graduate-school-math.ch
401-5001-70L	Stochastic Homogenization	W	0 credits	1V	F. Otto
Abstract	Nachdiplom lecture
Objective
Content	In engineering applications, heterogeneous media are often described in statistical terms. This partial knowledge is sufficient to determine the effective, i.e. large-scale behavior. This effective behavior may be inferred from the Representative Volume Element (RVE) method. I report on last decades progress on the quantitative understanding of what is called stochastic homogenization of linear elliptic partial differential equations with random coefficient fields: optimal error estimates of the RVE method and the homogenization error, and the leading-order characterization of fluctuations. Methods connect to elliptic regularity theory, and in fact lead to a fresh look upon this classical area, and to concentration of measure arguments. In this course, I try to be both self-contained and efficient, by focussing on simple situations. Some prior knowledge on linear elliptic equations and functional analysis will be more helpful than advanced knowledge on probability theory, beyond elementary concepts like expectation or variance.
401-5003-70L	Nachdiplomvorlesung Does not take place this semester.	W	0 credits	2V
Abstract	Nachdiplom lecture
Objective
401-4141-70L	Curves, Jacobians, and Modern Abel-Jacobi Theory	W	6 credits	3V	R. Pandharipande
Abstract
Objective
401-4531-66L	Topics in Rigidity Theory	W	6 credits	3V	M. Burger
Abstract	The aim of this course is to give detailed proofs of Margulis' normal subgroup theorem and his superrigidity theorem for lattices in higher rank Lie groups.
Objective	Understand the basic techniques of rigidity theory.
Content	This course gives an introduction to rigidity theory, which is a set of techniques initially invented to understand the structure of a certain class of discrete subgroups of Lie groups, called lattices, and currently used in more general contexts of groups arising as isometries of non-positively curved geometries. A prominent example of a lattice in the Lie group SL(n, R) is the group SL(n, Z) of integer n x n matrices with determinant 1. Prominent questions concerning this group are: - Describe all its proper quotients. - Classify all its finite dimensional linear representations. - More generally, can this group act by diffeomorphisms on "small" manifolds like the circle? - Does its Cayley graph considered as a metric space at large scale contain enough information to recover the group structure? In this course we will give detailed treatment for the answers to the first two questions; they are respectively Margulis' normal subgroup theorem and Margulis' superrigidity theorem. These results, valid for all lattices in simple Lie groups of rank at least 2 --like SL(n, R), with n at least 3-- lead to the arithmeticity theorem, which says that all lattices are obtained by an arithmetic construction.
Literature	- R. Zimmer: "Ergodic Theory and Semisimple groups", Birkhauser 1984. - D. Witte-Morris: "Introduction to Arithmetic groups", available on Arxiv - Y. Benoist: "Five lectures on lattices in semisimple Lie groups", available on his homepage. - M.Burger: "Rigidity and Arithmeticity", European School of Group Theory, 1996, handwritten notes, will be put online.
Prerequisites / Notice	For this course some knowledge of elementary Lie theory would be good. We will however treat Lie groups by examples and avoid structure theory since this is not the point of the course nor of the techniques.
401-3225-00L	Introduction to Lie Groups Self-service registration for this course unit in myStudies has been closed.	W	8 credits	4G	A. Iozzi
Abstract	Topological groups and Haar measure. Definition of Lie groups, examples of local fields and examples of discrete subgroups; basic properties; Lie subgroups. Lie algebras and relation with Lie groups: exponential map, adjoint representation. Semisimplicity, nilpotency, solvability, compactness: Killing form, Lie's and Engel's theorems. Definition of algebraic groups and relation with Lie groups.
Objective	The goal is to have a broad though foundational knowledge of the theory of Lie groups and their associated Lie algebras with an emphasis on the algebraic and topological aspects of it.
Literature	A. Knapp: "Lie groups beyond an Introduction" (Birkhaeuser) A. Sagle & R. Walde: "Introduction to Lie groups and Lie algebras" (Academic Press, '73) F. Warner: "Foundations of differentiable manifolds and Lie groups" (Springer) H. Samelson: "Notes on Lie algebras" (Springer, '90) S. Helgason: "Differential geometry, Lie groups and symmetric spaces" (Academic Press, '78) A. Knapp: "Lie groups, Lie algebras and cohomology" (Princeton University Press)
Prerequisites / Notice	Topology and basic notions of measure theory. A basic understanding of the concepts of manifold, tangent space and vector field is useful, but could also be achieved throughout the semester. Course webpage: https://metaphor.ethz.ch/x/2020/hs/401-3225-00L/
401-3001-61L	Algebraic Topology I	W	8 credits	4G	P. Biran
Abstract	This is an introductory course in algebraic topology, which is the study of algebraic invariants of topological spaces. Topics covered include: singular homology, cell complexes and cellular homology, the Eilenberg-Steenrod axioms.
Objective
Literature	1) G. Bredon, "Topology and geometry", Graduate Texts in Mathematics, 139. Springer-Verlag, 1997. 2) A. Hatcher, "Algebraic topology", Cambridge University Press, Cambridge, 2002. Book can be downloaded for free at: http://www.math.cornell.edu/~hatcher/AT/ATpage.html See also: http://www.math.cornell.edu/~hatcher/#anchor1772800 3) E. Spanier, "Algebraic topology", Springer-Verlag
Prerequisites / Notice	You should know the basics of point-set topology. Useful to have (though not absolutely necessary) basic knowledge of the fundamental group and covering spaces (at the level covered in the course "topology"). Some knowledge of differential geometry and differential topology is useful but not strictly necessary. Some (elementary) group theory and algebra will also be needed.
401-4355-70L	Elliptic Regularity Theory	W	8 credits	4V	M. Struwe
Abstract	We extend the theory developed in Functional Analysis II in various directions, including variants of the maximum principle, Harnack's inequality, L^p-theory, and systems. Certain limit cases will be discussed. Examples, including the harmonic map system, will illustrate the use of these methods.
Objective
Literature	Giaquinta, Mariano: Introduction to regularity theory for nonlinear elliptic systems. Lectures in Mathematics ETH Zürich. Birkhäuser Verlag, Basel, 1993. Gilbarg, David; Trudinger, Neil S.: Elliptic partial differential equations of second order. Springer-Verlag, Berlin, 2001. Further references will be given in the lectures.
401-4657-00L	Numerical Analysis of Stochastic Ordinary Differential Equations Alternative course title: "Computational Methods for Quantitative Finance: Monte Carlo and Sampling Methods"	W	6 credits	3V + 1U	D. Salimova
Abstract	Course on numerical approximations of stochastic ordinary differential equations driven by Wiener processes. These equations have several applications, for example in financial option valuation. This course also contains an introduction to random number generation and Monte Carlo methods for random variables.
Objective	The aim of this course is to enable the students to carry out simulations and their mathematical convergence analysis for stochastic models originating from applications such as mathematical finance. For this the course teaches a decent knowledge of the different numerical methods, their underlying ideas, convergence properties and implementation issues.
Content	Generation of random numbers Monte Carlo methods for the numerical integration of random variables Stochastic processes and Brownian motion Stochastic ordinary differential equations (SODEs) Numerical approximations of SODEs Applications to computational finance: Option valuation
Lecture notes	There will be English, typed lecture notes for registered participants in the course.
Literature	P. Glassermann: Monte Carlo Methods in Financial Engineering. Springer-Verlag, New York, 2004. P. E. Kloeden and E. Platen: Numerical Solution of Stochastic Differential Equations. Springer-Verlag, Berlin, 1992.
Prerequisites / Notice	Prerequisites: Mandatory: Probability and measure theory, basic numerical analysis and basics of MATLAB programming. a) mandatory courses: Elementary Probability, Probability Theory I. b) recommended courses: Stochastic Processes. Start of lectures: Wednesday, September 16, 2020.
401-3651-00L	Numerical Analysis for Elliptic and Parabolic Partial Differential Equations Course audience at ETH: 3rd year ETH BSc Mathematics and MSc Mathematics and MSc Applied Mathematics students. Other ETH-students are advised to attend the course "Numerical Methods for Partial Differential Equations" (401-0674-00L) in the CSE curriculum during the spring semester.	W	10 credits	4V + 1U	C. Schwab
Abstract	This course gives a comprehensive introduction into the numerical treatment of linear and nonlinear elliptic boundary value problems, related eigenvalue problems and linear, parabolic evolution problems. Emphasis is on theory and the foundations of numerical methods. Practical exercises include MATLAB implementations of finite element methods.
Objective	Participants of the course should become familiar with * concepts underlying the discretization of elliptic and parabolic boundary value problems * analytical techniques for investigating the convergence of numerical methods for the approximate solution of boundary value problems * methods for the efficient solution of discrete boundary value problems * implementational aspects of the finite element method
Content	The course will address the mathematical analysis of numerical solution methods for linear and nonlinear elliptic and parabolic partial differential equations. Functional analytic and algebraic (De Rham complex) tools will be provided. Primal, mixed and nonstandard (discontinuous Galerkin, Virtual, Trefftz) discretizations will be analyzed. Particular attention will be placed on developing mathematical foundations (Regularity, Approximation theory) for a-priori convergence rate analysis. A-posteriori error analysis and mathematical proofs of adaptivity and optimality will be covered. Implementations for model problems in MATLAB and python will illustrate the theory. A selection of the following topics will be covered: * Elliptic boundary value problems * Galerkin discretization of linear variational problems * The primal finite element method * Mixed finite element methods * Discontinuous Galerkin Methods * Boundary element methods * Spectral methods * Adaptive finite element schemes * Singularly perturbed problems * Sparse grids * Galerkin discretization of elliptic eigenproblems * Non-linear elliptic boundary value problems * Discretization of parabolic initial boundary value problems
Literature	SUPPLEMENTARY Literature (core material will be in lecture notes) Brenner, Susanne C.; Scott, L. Ridgway The mathematical theory of finite element methods. Third edition. Texts in Applied Mathematics, 15. Springer, New York, 2008. xviii+397 pp. A. Ern and J.L. Guermond: Theory and Practice of Finite Element Methods, Springer Applied Mathematical Sciences Vol. 159, Springer, 1st Ed. 2004, 2nd Ed. 2015. R. Verfürth: A Posteriori Error Estimation Techniques for Finite Element Methods, Oxford University Press, 2013 Additional Literature: D. Braess: Finite Elements, THIRD Ed., Cambridge Univ. Press, (2007). (Also available in German.) Brezis, Haim Functional analysis, Sobolev spaces and partial differential equations. Universitext. Springer, New York, 2011. xiv+599 pp. D. A. Di Pietro and A. Ern, Mathematical Aspects of Discontinuous Galerkin Methods, vol. 69 SMAI Mathématiques et Applications, Springer, 2012 [DOI: 10.1007/978-3-642-22980-0] V. Thomee: Galerkin Finite Element Methods for Parabolic Problems, SECOND Ed., Springer Verlag (2006).
Prerequisites / Notice	Practical exercises based on MATLAB Former title of the course unit: Numerical Methods for Elliptic and Parabolic Partial Differential Equations
401-4785-00L	Mathematical and Computational Methods in Photonics	W	8 credits	4G	H. Ammari
Abstract	The aim of this course is to review new and fundamental mathematical tools, computational approaches, and inversion and optimal design methods used to address challenging problems in nanophotonics. The emphasis will be on analyzing plasmon resonant nanoparticles, super-focusing & super-resolution of electromagnetic waves, photonic crystals, electromagnetic cloaking, metamaterials, and metasurfaces
Objective	The field of photonics encompasses the fundamental science of light propagation and interactions in complex structures, and its technological applications. The recent advances in nanoscience present great challenges for the applied and computational mathematics community. In nanophotonics, the aim is to control, manipulate, reshape, guide, and focus electromagnetic waves at nanometer length scales, beyond the resolution limit. In particular, one wants to break the resolution limit by reducing the focal spot and confine light to length scales that are significantly smaller than half the wavelength. Interactions between the field of photonics and mathematics has led to the emergence of a multitude of new and unique solutions in which today's conventional technologies are approaching their limits in terms of speed, capacity and accuracy. Light can be used for detection and measurement in a fast, sensitive and accurate manner, and thus photonics possesses a unique potential to revolutionize healthcare. Light-based technologies can be used effectively for the very early detection of diseases, with non-invasive imaging techniques or point-of-care applications. They are also instrumental in the analysis of processes at the molecular level, giving a greater understanding of the origin of diseases, and hence allowing prevention along with new treatments. Photonic technologies also play a major role in addressing the needs of our ageing society: from pace-makers to synthetic bones, and from endoscopes to the micro-cameras used in in-vivo processes. Furthermore, photonics are also used in advanced lighting technology, and in improving energy efficiency and quality. By using photonic media to control waves across a wide band of wavelengths, we have an unprecedented ability to fabricate new materials with specific microstructures. The main objective in this course is to report on the use of sophisticated mathematics in diffractive optics, plasmonics, super-resolution, photonic crystals, and metamaterials for electromagnetic invisibility and cloaking. The book merges highly nontrivial multi-mathematics in order to make a breakthrough in the field of mathematical modelling, imaging, and optimal design of optical nanodevices and nanostructures capable of light enhancement, and of the focusing and guiding of light at a subwavelength scale. We demonstrate the power of layer potential techniques in solving challenging problems in photonics, when they are combined with asymptotic analysis and the elegant theory of Gohberg and Sigal on meromorphic operator-valued functions. In this course we shall consider both analytical and computational matters in photonics. The issues we consider lead to the investigation of fundamental problems in various branches of mathematics. These include asymptotic analysis, spectral analysis, mathematical imaging, optimal design, stochastic modelling, and analysis of wave propagation phenomena. On the other hand, deriving mathematical foundations, and new and efficient computational frameworks and tools in photonics, requires a deep understanding of the different scales in the wave propagation problem, an accurate mathematical modelling of the nanodevices, and fine analysis of complex wave propagation phenomena. An emphasis is put on mathematically analyzing plasmon resonant nanoparticles, diffractive optics, photonic crystals, super-resolution, and metamaterials.
401-3054-14L	Probabilistic Methods in Combinatorics	W	6 credits	2V + 1U	B. Sudakov
Abstract	This course provides a gentle introduction to the Probabilistic Method, with an emphasis on methodology. We will try to illustrate the main ideas by showing the application of probabilistic reasoning to various combinatorial problems.
Objective
Content	The topics covered in the class will include (but are not limited to): linearity of expectation, the second moment method, the local lemma, correlation inequalities, martingales, large deviation inequalities, Janson and Talagrand inequalities and pseudo-randomness.
Literature	- The Probabilistic Method, by N. Alon and J. H. Spencer, 3rd Edition, Wiley, 2008. - Random Graphs, by B. Bollobás, 2nd Edition, Cambridge University Press, 2001. - Random Graphs, by S. Janson, T. Luczak and A. Rucinski, Wiley, 2000. - Graph Coloring and the Probabilistic Method, by M. Molloy and B. Reed, Springer, 2002.
401-4607-59L	Percolation Theory	W	4 credits	2V	V. Tassion
Abstract	An introduction to the percolation theory.
Objective	Percolation theory has many applications and is one of the most famous model to describe phase transition phenomena in physics. One reason for this success is the variety of mathematical tools, which allows for a precise and rigorous description of the models. The objective of this course is to gain familiarity with the methods of the percolation theory and to learn some of its important results. The students will develop their background and intuition in probability, and the course is particularly recommended to students with additional interests in physics or graph theory.
Content	Definition of percolation. Standard tools: FKG, BK inequalities, Mixing property, Russo's formula. Sharpness of the phase transition. Correlation length and interpretations. Uniqueness of the infinite cluster. Critical percolation in dimension 2. Supercritical percolation in dimension d>2, Grimmett-Marstrand Theorem and consequences.
Literature	B. Bollobas, O. Riordan: Percolation, CUP 2006 G. Grimmett: Percolation 2ed, Springer 1999
Prerequisites / Notice	Preliminaries: 401-2604-00L Probability and Statistics (mandatory) 401-3601-00L Probability Theory (recommended)
401-4619-67L	Advanced Topics in Computational Statistics Does not take place this semester.	W	4 credits	2V	not available
Abstract	This lecture covers selected advanced topics in computational statistics. This year the focus will be on graphical modelling.
Objective	Students learn the theoretical foundations of the selected methods, as well as practical skills to apply these methods and to interpret their outcomes.
Content	The main focus will be on graphical models in various forms: Markov properties of undirected graphs; Belief propagation; Hidden Markov Models; Structure estimation and parameter estimation; inference for high-dimensional data; causal graphical models
Prerequisites / Notice	We assume a solid background in mathematics, an introductory lecture in probability and statistics, and at least one more advanced course in statistics.
401-4623-00L	Time Series Analysis	W	6 credits	3G	F. Balabdaoui
Abstract	The course offers an introduction into analyzing times series, that is observations which occur in time. The material will cover Stationary Models, ARMA processes, Spectral Analysis, Forecasting, Nonstationary Models, ARIMA Models and an introduction to GARCH models.
Objective	The goal of the course is to have a a good overview of the different types of time series and the approaches used in their statistical analysis.
Content	This course treats modeling and analysis of time series, that is random variables which change in time. As opposed to the i.i.d. framework, the main feature exibited by time series is the dependence between successive observations. The key topics which will be covered as: Stationarity Autocorrelation Trend estimation Elimination of seasonality Spectral analysis, spectral densities Forecasting ARMA, ARIMA, Introduction into GARCH models
Literature	The main reference for this course is the book "Introduction to Time Series and Forecasting", by P. J. Brockwell and R. A. Davis
Prerequisites / Notice	Basic knowledge in probability and statistics
401-3627-00L	High-Dimensional Statistics Does not take place this semester.	W	4 credits	2V	P. L. Bühlmann
Abstract	"High-Dimensional Statistics" deals with modern methods and theory for statistical inference when the number of unknown parameters is of much larger order than sample size. Statistical estimation and algorithms for complex models and aspects of multiple testing will be discussed.
Objective	Knowledge of methods and basic theory for high-dimensional statistical inference
Content	Lasso and Group Lasso for high-dimensional linear and generalized linear models; Additive models and many smooth univariate functions; Non-convex loss functions and l1-regularization; Stability selection, multiple testing and construction of p-values; Undirected graphical modeling
Literature	Peter Bühlmann and Sara van de Geer (2011). Statistics for High-Dimensional Data: Methods, Theory and Applications. Springer Verlag. ISBN 978-3-642-20191-2.
Prerequisites / Notice	Knowledge of basic concepts in probability theory, and intermediate knowledge of statistics (e.g. a course in linear models or computational statistics).
401-3628-14L	Bayesian Statistics Does not take place this semester.	W	4 credits	2V
Abstract	Introduction to the Bayesian approach to statistics: decision theory, prior distributions, hierarchical Bayes models, empirical Bayes, Bayesian tests and model selection, empirical Bayes, Laplace approximation, Monte Carlo and Markov chain Monte Carlo methods.
Objective	Students understand the conceptual ideas behind Bayesian statistics and are familiar with common techniques used in Bayesian data analysis.
Content	Topics that we will discuss are: Difference between the frequentist and Bayesian approach (decision theory, principles), priors (conjugate priors, noninformative priors, Jeffreys prior), tests and model selection (Bayes factors, hyper-g priors for regression),hierarchical models and empirical Bayes methods, computational methods (Laplace approximation, Monte Carlo and Markov chain Monte Carlo methods)
Lecture notes	A script will be available in English.
Literature	Christian Robert, The Bayesian Choice, 2nd edition, Springer 2007. A. Gelman et al., Bayesian Data Analysis, 3rd edition, Chapman & Hall (2013). Additional references will be given in the course.
Prerequisites / Notice	Familiarity with basic concepts of frequentist statistics and with basic concepts of probability theory (random variables, joint and conditional distributions, laws of large numbers and central limit theorem) will be assumed.
401-4889-00L	Mathematical Finance	W	11 credits	4V + 2U	J. Teichmann
Abstract	Advanced course on mathematical finance: - semimartingales and general stochastic integration - absence of arbitrage and martingale measures - fundamental theorem of asset pricing - option pricing and hedging - hedging duality - optimal investment problems - additional topics
Objective	Advanced course on mathematical finance, presupposing good knowledge in probability theory and stochastic calculus (for continuous processes)
Content	This is an advanced course on mathematical finance for students with a good background in probability. We want to give an overview of main concepts, questions and approaches, and we do this mostly in continuous-time models. Topics include - semimartingales and general stochastic integration - absence of arbitrage and martingale measures - fundamental theorem of asset pricing - option pricing and hedging - hedging duality - optimal investment problems - and probably others
Lecture notes	The course is based on different parts from different books as well as on original research literature. Lecture notes will not be available.
Literature	(will be updated later)
Prerequisites / Notice	Prerequisites are the standard courses - Probability Theory (for which lecture notes are available) - Brownian Motion and Stochastic Calculus (for which lecture notes are available) Those students who already attended "Introduction to Mathematical Finance" will have an advantage in terms of ideas and concepts. This course is the second of a sequence of two courses on mathematical finance. The first course "Introduction to Mathematical Finance" (MF I), 401-3888-00, focuses on models in finite discrete time. It is advisable that the course MF I is taken prior to the present course, MF II. For an overview of courses offered in the area of mathematical finance, see Link.
402-0861-00L	Statistical Physics	W	10 credits	4V + 2U	G. Blatter
Abstract	The lecture focuses on classical and quantum statistical physics. Various techniques, cumulant expansion, path integrals, and specific systems are discussed: Fermions, photons/phonons, Bosons, magnetism, van der Waals gas. Phase transitions are studied in mean field theory (Weiss, Landau). Including fluctuations leads to critical phenomena, scaling, and the renormalization group.
Objective	This lecture gives an introduction into the basic concepts and applications of statistical physics for the general use in physics and, in particular, as a preparation for the theoretical solid state physics education.
Content	Thermodynamics, three laws of thermodynamics, thermodynamic potentials, phenomenology of phase transitions. Classical statistical physics: micro-canonical-, canonical-, and grandcanonical ensembles, applications to simple systems. Quantum statistical physics: single particle, ideal quantum gases, fermions and bosons, statistical interaction. Techniques: variational approach, cumulant expansion, path integral formulation. Degenerate fermions: Fermi gas, electrons in magnetic field. Bosons: photons and phonons, Bose-Einstein condensation. Magnetism: Ising-, XY-, Heisenberg models, Weiss mean-field theory. Van der Waals gas-liquid transition in mean field theory. General mean-field (Landau) theory of phase transitions, first- and second order, tricritical point. Fluctuations: field theory approach, Gauss theory, self-consistent field, Ginzburg criterion. Critical phenomena: scaling theory, universality. Renormalization group: general theory and applications to spin models (real space RG), phi^4 theory (k-space RG), Kosterlitz-Thouless theory.
Lecture notes	Lecture notes available in English.
Literature	No specific book is used for the course. Relevant literature will be given in the course.
401-3059-00L	Combinatorics II Does not take place this semester.	W	4 credits	2G	N. Hungerbühler
Abstract	The course Combinatorics I and II is an introduction into the field of enumerative combinatorics.
Objective	Upon completion of the course, students are able to classify combinatorial problems and to apply adequate techniques to solve them.
Content	Contents of the lectures Combinatorics I and II: congruence transformation of the plane, symmetry groups of geometric figures, Euler's function, Cayley graphs, formal power series, permutation groups, cycles, Bunside's lemma, cycle index, Polya's theorems, applications to graph theory and isomers.

Seminars
Number	Title	Type	ECTS	Hours	Lecturers
401-4600-70L	Student Seminar in Probability Limited number of participants. Registration to the seminar will only be effective once confirmed by email from the organisers. This Student Seminar in Probability will be at an advanced level (dealing with current research topics), and the participants will be at a doctoral level or postdocs. Of course, non-participants are welcome to attend the various talks of the seminar (condition: social distancing rules must be obeyed).	W	4 credits	2S	A.‑S. Sznitman, J. Bertoin, V. Tassion, W. Werner
Abstract
Objective
Content	The seminar is centered around a topic in probability theory which changes each semester.
Prerequisites / Notice	The student seminar in probability is held at times at the undergraduate level (typically during the spring term) and at times at the graduate level (typically during the autumn term). The themes vary each semester. The number of participants to the seminar is limited. Registration to the seminar will only be effective once confirmed by email from the organizers.

Page 1 of 2 All