Partial differential equations appearing in physics, material sciences, biology, geometry, and engineering. Nonlinear evolution equations. Existence and long-time behaviour of solutions. Existence of static, traveling wave, self-similar, topological and localized solutions. Stability. Formation of singularities and pattern formation. Fixed point theorems, spectral analysis, bifurcation theory. Equations considered in this course may include: Allen-Cahn equation (material science), Ginzburg-Landau equation (condensed matter physics), Cahn-Hilliard (material science, biology), nonlinear Schroedinger equation (quantum and plasma physics, water waves, etc). mean curvature flow (geometry, material sciences), Fisher-Kolmogorov-Petrovskii-Piskunov (combustion theory, biology), Keller-Segel equations (biology), and Chern-Simons equations (particle and condensed matter physics).

Joint undergraduate/graduate course - APM446H1/MAT1508H

Introduction to the basic mathematical techniques in pricing theory and risk management: Stochastic calculus, single-period finance, financial derivatives (tree-approximation and Black-Scholes model for equity derivatives, American derivatives, numerical methods, lattice models for interest-rate derivatives), value at risk, credit risk, portfolio theory.

Joint undergraduate/graduate course - APM466H1/MAT1856H