Add/drop deadline: winter 2013

Welcome back!  I hope you all had a pleasant holiday. 

The absolute deadline to request winter term courses on Rosi is

Monday, January 21, 2013

I ask that all students follow up with an add/drop form so that I
can approve your selection.

A hard copy of the form is available in the mailroom. An e-copy is
available at

The next important deadline to be reminded of is the drop deadline:

Monday, February 25, 2013

The deadlines above are absolute and any changes after these dates
will require approval by the School of Graduate Studies.  I'll be
sending a reminder closer to the drop deadline date.

Master's students will enrol in their master's projects in the summer
semester.  I'll inform you of deadlines later.

Physics graduate course of possible interest

PHY 2407HS: Nonperturbative Methods in Quantum Field Theory
Instructor: Mohamed Anber

Description: This course is devoted to a discussion of nonpertubative methods in quantum field theory, usually not covered in regular classes on the subject. We will discuss solitons, domain walls, vortices, monopoles, and instantons as well as quantum fluctuations and fermions in their background. Further, we will discuss the relation of instantons to quantum anomalies, their role in the breaking of global symmetries, and the generation of mass gap and confinement. Physical examples will include QCD, QCD-like theories as well as examples relevant to cosmology and condensed matter systems.

Prerequisite: Quantum Field Theory I.

Recommended Preparation: Quantum Field Theory II OR familiarity with basics of path integral, renormalization and one-loop calculations.

Organizational Meeting: Wednesday Jan 9th, 2:00 p.m., Room MP505, 255 Huron St.

Prof. Quastel to teach Stochastic Calculus this semester

Stochastic Calculus
Jeremy Quastel
Tuesdays 2-5, in BA 6183
First class Tuesday, January 8

Brownian motion, stochastic integrals, stochastic differential equations, diffusions, Cameron-Martin-Girsanov formula, diffusion approximations, applications. The course will be mathematically rigorous and self-contained.

Prerequisite: No explicit prerequisites, but to understand the material, it is necessary to have a good understanding at the advanced undergraduate level of at least one of the following: Probability, Real Analysis, Differential Equations, Mathematical Finance.

New short course on Applied Stochastic Control: Algorithmic and High Frequency Trading

This next year the Department of Statistics is offering the following new 
short six-week course beginning the end of February. If you would like 
additional information, please contact Prof. Jaimungal at

Applied Stochastic Control: Algorithmic and High Frequency Trading

With the availability of high frequency financial data, new areas of 
research in stochastic modeling and stochastic control have opened up. 
This 6 week course will introduce students to the basic concepts, 
questions and methods that arise in this domain. We will begin with 
the classical market microstructure models, understand different theories 
of price formation and price discovery, identify different types of 
market participants, and then move on to reduced form models. Next, 
we will investigate some of the typical algorithmic trading strategies 
employed in industry for different asset classes. Finally, we will develop 
stochastic optimal control problems for solving optimal liquidation and 
high frequency market making problems and demonstrate how to solve those 
problems using the principles of dynamic programming leading to 
Hamilton-Jacobi-Bellman equations. Students will also have a chance to 
work with historical limit order book data, develop Monte Carlo simulations 
and gain a working knowledge of the models and methods. Tentative topics include:
 -Market Microstructure
 -Overview of Stochastic Calculus
 -Dynamic Programming & HJB
 -Dynamics of LOB
 -Optimal Liquidation
 -Market Making
 -Risk Metrics


Prof. S. Jaimungal,
Associate Professor and
Associate Chair of Graduate Studies
Dept. Statistical Sciences & Mathematical Finance Program
University of Toronto
100 St. George Street, Toronto, Ontario
Canada M5S 3G3
Office: 6005 - Sidney Smith Hall

Two new math graduate courses starting in January, not previously announced

They are 

  1.  MAT 1128HS - Topics in Probability: The sound of sparse random graphs
      Instructor:  Balint Virag (

This is a course about eigenvalues of various models of sparse random
graphs. We will cover the basic theory of random Schrodinger operators
(boxes on Z^d with randomly weighted loops added at each vertex), as well
as Erdos-Renyi graph models and random regular graphs.

Grading. Based on problems and student projects/presentations

Tentatively scheduled for 
Tuesdays 12:30 - 1:30 pm, in BA 6183
Thursdays 2:00 - 4:00 pm, in BA 6180
First Class:  Tuesday, January 8, 2013

2.  Fields Institute Graduate Course: Algebraic and Geometric Theory of 
    Quadratic Forms (part of the Fields Thematic Program on  
    Torsors, Nonassociative Algebras and Cohomological Invariants)
    Instructor: Nikita Karpenko, Dean's Distinguished Visitor, University of Toronto

 Following [1, Part 1], we develop the basics of the theory of quadratic forms over arbitrary fields. In the second half of the course we briefly introduce the Chow groups and then apply them to get some of more advanced results of [1, Part 3].

Here is the program in more details:
1. Bilinear forms.
2. Quadratic forms.
3. Forms over rational function fields.
4. Function fields of quadrics. 
5. Forms and algebraic extensions.
6. u-invariants.
7. Applications of the Milnor conjecture.
8. Chow groups. 
9. Cycles on powers of quadrics.
10. Izhboldin dimension.

[1] R. Elman, N. Karpenko, A. Merkurjev.
    The Algebraic and Geometric Theory of Quadratic Forms.
    American Mathematical Society Colloquium Publications, 
    56. American Mathematical Society, Providence, RI, 2008. 435 pp.  

Organizational Meeting:  
Tuesday, January 8, 2013, 5:00 p.m, Stewart Library, Fields Institute

Students wishing to take this course will enrol with the course number
MAT 1901HS and will use a reading course form

The program also offers a couple of short courses:

January-March 2013
Graduate course on Affine and Extended Affine Lie Algebras
Lecturer: Erhard Neher

January-February 2013
Graduate course on Algebraic Groups over arbitrary fields
Lecturers: Vladimir Chernousov and Nikita Semenov

March 1 -April 27, 2013
Graduate Course on Reductive group schemes
Lecturer: Philippe Gille

For more information, please visit

Academic credit is reserved only for courses at least 12 weeks in length.

Graduate courses offered at Fields Thematic Program on Forcing and its Applications

Organizational Meeting on Graduate Courses offered at Fields Inst. this semester:

Thematic Program on Forcing and its Applications

Wednesday, September 12, 2012, 12:30 p.m., Fields Institute, 222 College St.

Graduate courses (starting the week of Sept. 17)

Course on Forcing Alan Dow (UNC Charolette)
Tentatively Tuesdays and Thursdays 11:00 a.m. – 12:30 p.m. Stewart Library
This will be a basic Forcing course directed towards graduate students and non-experts which will still reach a reasonable level of sophistication in designing forcing notions. An emphasis will be placed on examples and on the methodology of designing the forcings themselves rather than the formal and rigorous development of the logical underpinnings of forcing.

Course on Large Cardinals
Paul Larson (Miami University)
Tentatively Tuesdays and Thursdays 1:30 p.m. – 3:00 p.m. Stewart Library
Large cardinal axioms, also known as the axioms of the higher infinite, posit cardinals that prescribe their own transcendence over smaller cardinals and provide a superstructure for the analysis of strong propositions in set theory. They form an essentially linear hierarchy reaching up to inconsistent extensions of motivating concepts. This course will focus on the most fundamental large cardinal notions, emphasizing their inter-relationship with combinatorics and with forcing techniques.



I look forward to seeing you all this fall.  

Classes will commence on Monday, September 10, 2012, but the week
prior is an important week with various orientation sessions
and sittings of the mathematics PhD comprehensive exams in
analysis, algebra, and topology.  
I'll keep you posted about the various events as dates,
times and locations become available.

At this point I need all students who are interested in 
working as a TA, including the students who have a TA-ship
as part of their offers, to fill out a TA application form.
The form is available at

and the deadline is Friday, June 22, 2012.

Only students coming as International Visiting Graduate Students through
the IVGRS program should submit a copy of their academic transcripts
with their application.  All other incoming students are not required
to submit their transcripts.

The 2012-13 mathematics graduate course offerings are listed at

The tentative timetable is here:

If you have any questions, please do not hesitate to contact me.
, ,

Core Course Exam Schedule and Complex Analysis Comprehensive Exam

Students can view the scheduling of this semester's
core course exams on the graduate timetable:

For students not registered in the complex analysis core course
but would like to take the final exam for PhD comprehensive exam
credit, please let me know.  You will write the exam on the same
day and time (Wednesday, April 18, 2012, 2-5 pm) but not with the class.  
Please come to my office before the exam and I will settle you into
a room to write the exam.

Good luck to all writing exams.

, ,


Hi everybody,


The next important deadline for students is the course drop deadline
of MONDAY, FEBRUARY 27, 2012. It is an important deadline and there
are consequences for not dropping a course(s) by this date. If you
want to drop a winter course, please drop it on ROSI and then follow with
an add/drop form, available in the mailroom and at

I need the form for your student file.


Many of you have received T4 tax slips already. This is the slip
indicating the income you received in 2011 for TA/instructorship
work. If you have not yet received this slip, please let me know.
T4A slips (scholarships) and T2202A (tuition certificates) are
available for download on ROSI. You will need these slips to
file income tax forms for the 2011 calendar year. The deadline
is April 30, 2012.

Hard copies of income tax forms will be available at Canada Post
E-copies are downloadable from the Canada
Revenue Agency (
and probably some other sites.

Income Tax Clinics:

DOMESTIC students: Free income tax clinic for residents of Canada with
income below $20,000 single/$30,000 family.
Cecil Community Centre (College/Spadina), March 3, 8, 15, 31.
Register to receive an appointment at 416-392-1090.

For information on free online tax filing go to
The Canadian Federation of Students has negotiated an agreement
with to provide free online tax preparation to all
Canadian post-secondary students.

INTERNATIONAL students: CIE has arranged for representatives of
Canada Revenue Agency’s International Tax Services Office to conduct
workshops to explain the policy and process of filling out a tax return.
Two identical sessions will be held on:

Tuesday February 28th, 2012
11am – 1pm and 2pm – 4pm

These sessions will be held at CIE in the Cumberland Room.
Please register for 1 session only by emailing

Individual help sessions for first year students who will be
completing their first tax return for the year 2011 will be conducted
from March 12th-April 3rd. These sessions will be from 1pm-4pm
(Monday to Friday) at CIE. Service will be provided by
student volunteers on a first come first served basis.


As many of your know there are no classes next week (Feb. 20-24) and
the university will be closed on Monday, Feb 20th for Family Day.

I wish you all a restful break.


, ,

Location Change for Florian Herzig’s graduate course

Please note the new location for Florian Herzig's graduate course:

Topics in Algebra II: The mod p Representation Theory of p-adic Groups
F. Herzig
T 1-3, F 1-2
STEWART LIBRARY, Fields Institute, 222 College St.
(previously listed as BA6180)

First class is tomorrow, Tuesday, January 10, 1 pm.