Subject: NA Digest, V. 14, # 18 NA Digest Wednesday, June 11, 2014 Volume 14 : Issue 18 Today's Editor: Daniel M. Dunlavy Sandia National Labs [log in to unmask] Today's Topics: Guaranteed Automatic Integration Library (GAIL), Version 1.3 LMSVD version 1.1 is available for computing truncated SVD ICMS 2014, Korea, Aug 2014 MSO-Tools 2014, Germany, Sep 2014 Numerical Analysis of SPDEs, Switzerland, Sep 2014 High Performance Computational Finance, USA, Nov 2014 Mid-Atlantic NA-Day, USA, Nov 2014 Faculty Position, Numerical PDE, HSU Hamburg Professor Position, NA, Ruhr-Universitaet Bochum Staff Position, Computational Mathematics, Sandia National Labs Applied Math and Mechanics, Germany, Sep 2014 Postdoc Position, Comp Electromagnetics, UNC Charlotte Postdoc Position, MOX, Math, Politecnico di Milano Postdoc Position, Stochastic Models in Systems and Synthetic Biology Postdoc Position, UQ, Univ of Liege, Belgium PhD Positions, Geoscience Computing, Univ of Queensland Contents, Optimization and Engineering, 15(1) Subscribe, unsubscribe, change address, or for na-digest archives: http://www.netlib.org/na-digest-html/faq.html Submissions for NA Digest: http://icl.cs.utk.edu/na-digest/ ------------------------------------------------------- From: Fred J. Hickernell [log in to unmask] Date: June 09, 2014 Subject: Guaranteed Automatic Integration Library (GAIL), Version 1.3 We are pleased to announce version 1.3 of the Guaranteed Automatic Integration Library (GAIL), which is available at https://code.google.com/p/gail/. GAIL is a collection of MATLAB functions that perform - univariate and multivariate integration, - univariate function approximation, and - Monte Carlo estimation of the mean of a random variable. Version 1.3 includes some bug fixes plus more general definitions of the problems. These algorithms are automatic in the sense that they provide the answer to within the user- specified error tolerance. They are adaptive. Unlike competitors, the GAIL algorithms have theoretical guarantees of success, which are provided in our recent publications: F. J. Hickernell, L. Jiang, Y. Liu, and A. B. Owen, Guaranteed conservative fixed width confidence intervals via Monte Carlo sampling, Monte Carlo and Quasi-Monte Carlo Methods 2012 (J. Dick, F. Y. Kuo, G. W. Peters, and I. H. Sloan, eds.), Springer-Verlag, Berlin, pp. 105-128, 2014. N. Clancy, Y. Ding, C. Hamilton, F. J. Hickernell, and Y. Zhang, The complexity of guaranteed automatic algorithms: Cones, not balls, Journal of Complexity, 30, pp. 21-45, 2014, DOI: 10.1016/j.bbr.2011.03.031. GAIL is under ongoing development with the next release scheduled for September 2014. We welcome feedback. ------------------------------------------------------- From: Xin Liu [log in to unmask] Date: June 05, 2014 Subject: LMSVD version 1.1 is available for computing truncated SVD LMSVD is a Matlab solver for computing truncated (dominant) singular value decompositions of relatively large matrices. The code uses a subspace optimization technique to achieve significant accelerations to the classic simultaneous subspace iterations method, and is typically much faster than the Matlab’s default function “svds”. The code is available at: http://www.caam.rice.edu/~yzhang/LMSVD/lmsvd.html or http://lsec.cc.ac.cn/~liuxin/lmsvd.html ------------------------------------------------------- From: Chee Yap [log in to unmask] Date: June 09, 2014 Subject: ICMS 2014, Korea, Aug 2014 The 4th International Congress on Mathematical Software (ICMS) August 5 - 9, 2014, Seoul, Korea http://voronoi.hanyang.ac.kr/icms2014 Satellite of ICM 2014, Seoul The online registration information is now available. Please note that early registration ends on July 15. Please join us for an exciting program with - 5 plenary speakers - Over 125 talks - A software tutorial/demo day For the short abstracts of talks, please see http://voronoi.hanyang.ac.kr/icms2014/Sessions.html The proceedings will be published as LNCS 8592 and distributed at the conference. ICMS 2014 offers a small number of reduced or free registrations. Preference is given to students or researchers in third world countries. Please send your requests to [log in to unmask] by July 1. ------------------------------------------------------- From: Andreas Steinbrecher [log in to unmask] Date: June 04, 2014 Subject: MSO-Tools 2014, Germany, Sep 2014 Workshop MSO-Tools 2014 Modeling, Simulation and Optimisation Tools 29.-30. Sep. 2014, TU Berlin, Berlin, Germany http://www3.math.tu-berlin.de/multiphysics/MSOTOOLS2014/ Please use abstract submission form http://www3.math.tu-berlin.de/MSOTOOLS2014/abstract.php to submit an abstract until June 30, 2014. This workshop will focus on various aspects of modeling, simulation and optimization (MSO) Tools for dynamical multi-physics systems. The aim is to bring together developers and users of MSO tools together with people working in practice. The workshop will offer the possibility for detailed discussions and the initiation of cooperations for scientists in academia and industry working on or with MSO tools. Every talk should address the state of the art of current research as well as open questions and requirements for further theoretical research in algorithm and software development. The talks should be accessible to participants from different application fields. Deadline for abstract submission: June 30, 2014. Deadline for registration: August 31, 2014. Workshop web page: http://www3.math.tu-berlin.de/MSOTOOLS2014/ For additional information, please contact Prof. Dr. Volker Mehrmann, [log in to unmask], or Dr. Andreas Steinbrecher, [log in to unmask] ------------------------------------------------------- From: Fabio Nobile [log in to unmask] Date: June 06, 2014 Subject: Numerical Analysis of SPDEs, Switzerland, Sep 2014 The next NASPDE 2014 (Numerical Analysis of Stochastic PDEs) workshop will be held at the École Polytechnique Fédérale de Lausanne (EPFL), Switzerland, on September 9-10, 2014. http://naspde2014.epfl.ch The NASPDE workshops take place once a year. The goal of this conference is to promote recent advances in Numerical Analysis related to Stochastic PDEs and/or Random Processes and their applications. It covers various domains from simulation and analysis of numerical schemes for PDE or SPDE, to propagation of uncertainty and the development of efficient simulation methods for random processes. Confirmed speakers include * Andrea Barth, University of Stuttgart - Germany * Robert Dalang, EPFL, Lausanne - Switzerland * Helmut Harbrecht, University of Basel - Switzerland * Arnulf Jentzen, ETH, Zürich - Switzerland * Stig Larsson, Chalmers University - Sweden * Kody Law, KAUST - Saudi Arabia * Hermann Matthies, University of Braunschweig - Germany * Anthony Nouy, Ecole Centrale de Nantes - France * David J. Silvester, University of Manchester - UK * Anders Szepessy, KTH Stockholm - Sweden * Denis Talay, INRIA, Sophia Antipolis - France * Raul Tempone, KAUST - Saudi Arabia September is a busy period in Lausanne. If you plan to attend the meeting, we recommend that you book a hotel room as soon as possible. ------------------------------------------------------- From: Matthew Dixon [log in to unmask] Date: June 08, 2014 Subject: High Performance Computational Finance, USA, Nov 2014 The Seventh Workshop on High Performance Computational Finance (WHPCF14) will take place on the 16th of November at SC'14 in New Orleans. The purpose of this workshop is to bring together practitioners, researchers, vendors, and scholars from the complementary fields of computational finance and high performance computing, in order to promote an exchange of ideas, discuss future collaborations and develop new research directions. Financial companies increasingly rely on high performance computers to analyze high volumes of financial data, automatically execute trades, and manage risk. For 2014, we are particularly interested in submissions addressing the following emerging topics in high performance computational finance: - Financial analytics, including Big Data in computational finance - Software infrastructure for high performance and high productivity - Use of FPGAs for high frequency trading The deadline for paper submissions is 11:59pm EST August 22nd. Further details of the workshop can be found at http://ewh.ieee.org/conf/whpcf/ ------------------------------------------------------- From: Daniel B Szyld [log in to unmask] Date: June 05, 2014 Subject: Mid-Atlantic NA-Day, USA, Nov 2014 The fourth annual Mid-Atlantic NA-Day will take place at Temple University in Philadelphia on Friday November 7, 2014. This one-day meeting will start at 10am to allow same-day travel. It will be an opportunity for graduate students and postdocs to present their research, and to meet other researchers. There will be contributed talks and a poster session. Keynote speaker: Eitan Tadmor, University of Maryland. Submission deadline is: September 22, 2014. There is no registration fee, but advance registration is required. Website: https://math.temple.edu/research/applied/na-day/ ------------------------------------------------------- From: Markus Bause [log in to unmask] Date: June 05, 2014 Subject: Faculty Position, Numerical PDE, HSU Hamburg The faculty of mechanical engineering at Helmut Schmidt University Hamburg has a vacancy for a permanent position (salary A13/A14) in teaching in German language (engineering mathematics) and research in numerical methods for PDEs. We are particularly looking for candidates that can expand and strengthen education and research in the field of computational mathematics at Helmut Schmidt University. More information about the job can be found at http://www.hsu-hh.de/jobs/index_Ws46RqPwUS5Mv4et.html The vacancy closes June 30, 2014. For additional information, please contact Markus Bause (email: [log in to unmask]). ------------------------------------------------------- From: Ruediger Verfuerth [log in to unmask] Date: June 03, 2014 Subject: Professor Position, NA, Ruhr-Universitaet Bochum The Ruhr-Universitaet Bochum – faculty of Mathematics invites applications for the position of a Professor (W2) in Numerical Mathematics to start on October 1st 2014. The future holder of the position will represent the subject in research and teaching. The applicant should do research in and teaching of a current and applied field of Numerical Analysis of Partial Differential Equations. Teaching assignments include courses for mathematicians, engineers, and natural scientists offered by the department. The candidate should further take an active part in the department's service centre for applied mathematics. Positive evaluation as a junior professor or equivalent academic achievement (e.g. habilitation) and evidence of special aptitude are just as much required as the willingness to participate in the self-governing bodies of the RUB and to generally get involved in university processes according to RUB’s mission statement. We expect further more: - high commitment in teaching - readiness to participate in interdisciplinary academic work - willingness and ability to attract external funding The Ruhr-Universitaet Bochum is an equal opportunities employer. Complete applications with curriculum vitae, list of publications, copies of certificates, and research plan should be sent to the [log in to unmask] no later than June 28th 2014. Further information is available at www.ruhr-uni-bochum.de/ffm/ ------------------------------------------------------- From: Mike Parks [log in to unmask] Date: June 06, 2014 Subject: Staff Position, Computational Mathematics, Sandia National Labs The Computational Mathematics Department at Sandia National Laboratories in Albuquerque, NM, invites applicants for an R&D staff position. The selected candidate will collaborate with staff members in research on mathematical and computational methods. Research will include development and analysis of numerical algorithms for large scale scientific computation, as well as software development and numerical experimentation. The selected candidate will be expected to work as part of a multi- disciplinary team and to thrive in an expanding, fast-paced technical environment. This position requires a large amount of interaction with other staff members in the center and communication skills are important. Some travel will be required. Applicants must have a Ph.D. in engineering, computer science, mathematics, or a related area, a strong record of academic performance or equivalent experience, and strong software development skills with expertise in parallel computation. US Citizenship is required. Desired skills include expertise in one or more of the following areas: (1) multigrid methods; (2) numerical partial differential equations; (3) linear and nonlinear solvers; (4) computational electromagnetics, and (5) experience utilizing parallel scientific libraries, such as Trilinos. For a complete description of the posting, and to apply, go to http://www.sandia.gov, click on Careers, then search for job opening 646357. Sandia National Laboratories is an Equal Opportunity Employer M/F/D/V. ------------------------------------------------------- From: Sebastian Schöps and Karl Worthmann [log in to unmask] Date: June 05, 2014 Subject: Applied Math and Mechanics, Germany, Sep 2014 GAMM Juniors' Summer School Differential-Algebraic Equations Modelling, Fundamentals and Control The purpose of the SAMM (School on Applied Mathematics and Mechanics) is to support interdisciplinary exchange between young engineers, especially mechanical, and mathematicians, and to help (PhD) students facilitate their entry into the world of research. The topic are Differential-algebraic equations (DAEs). These equations are a powerful tool for modelling and analysis of various problems e.g. in multibody dynamics, economics and electrical circuits. The investigation of DAEs has therefore gained an important spot in mathematics and mechanics. The lecturers of the SAMM are Thomas Berger (U Hamburg) and Stephan Trenn (TU Kaiserslautern). The lecturers are supported by guest speakers on special topics: - Volker Mehrmann (TU Berlin): Optimal Control, and - Bernd Simeon (TU Kaiserslautern): Multibody Dynamics. The SAMM will take place in Elgersburg (Germany) from September 14--20, 2014 and consists of five days of activities, where lectures will be held in the morning and example classes in the afternoon. The cost for the hotel including full board is EUR 500,- for a single and EUR 390,- p.p. for a double room. The number of participants is limited to 40 due to the size of the workshop hotel. Scholarships: Due to financial support of the Ernst-Abbe-Stiftung, a limited number of scholarships is available. Because of the restricted number of such scholarships, we ask students to preferentially use funds available at their home institutions. Organizers: Sebastian Schöps and Karl Worthmann Homepage:\ http://www.tu-ilmenau.de/index.php?id=36300 ------------------------------------------------------- From: Wei Cai [log in to unmask] Date: June 09, 2014 Subject: Postdoc Position, Comp Electromagnetics, UNC Charlotte A postdoc position up to 3 years is available at the University of North Carolina at Charlotte and the research task is to conduct computational modeling of optical properties of layered semiconductor solar cells based on Maxwell's equations. Candidates with background on numerical methods and code developments for solving Maxwell's equations including integral equation methods and finite element methods are encouraged to contact Prof. Wei Cai, [log in to unmask] ------------------------------------------------------- From: Luca Formaggia [log in to unmask] Date: June 06, 2014 Subject: Postdoc Position, MOX, Math, Politecnico di Milano Title of the position: Numerical modeling of the electro-mechanic coupling in heart driven by clinical measures Profile: Possible candidates should have a consolidated knowledge in the field of numerical analysis of PDEs, finite elements and C++ programming. Where: MOX, Dipartimento di Matematica, Politecnico di Milano Brief description: The importance of including the Purkinje network in the electrical numerical simulations of the heart has been recently proved, since it allows to provide accurate sources for the muscular activation. In order to generate a patient-specific network, clinical data provided by clinicians about the activation time on the endocardium could be considered. Starting from these clinical measures, the aim is to study and analyse numerical models that enable to account for the effect of the inclusion of a patient-specific Purkinje network on the mechanics of the heart, through the solution of an electro-mechanical coupled problem in presence of this network. A particular attention will be paid to cases where electrical anomalies cause an incomplete contraction, as happens for example for the ventricular dyssynchrony When: From October 1st 2014 to September 30th 2015 (1 year) Contact: For more details please contact [log in to unmask] ------------------------------------------------------- From: Tatiana T. Marquez-Lago [log in to unmask] Date: June 11, 2014 Subject: Postdoc Position, Stochastic Models in Systems and Synthetic Biology We are looking for an enthusiastic scientist to work in interdisciplinary projects aimed at developing novel stochastic/multiscaled methods, analysis tools and simulation algorithms, and applying them to build predictable models of gene expression and cell biology. The ideal candidates should have a strong background in Applied Mathematics (numerical analysis and probability) or Computer Science, and a PhD in a related field, as well as experience or a strong interest to collaborate with experimental biologists and theoreticians. Strong programming skills in Matlab is mandatory, while additional experience in C/C++ and Python is desirable. Additionally, experience with dynamical systems (ODEs, PDEs) is expected, but evidenced experience in biological/chemical reaction modeling and stochastic simulation (temporal and spatio-temporal) will be considered a plus. Specific projects will entail constant feedback and cooperation with our home-based wet lab, and experimental and theoretical groups both inside and outside Japan. Thus, the postdoc is expected to travel and be able to work in groups, have excellent personal and communication skills, and a willingness to communicate research results to interdisciplinary audiences. Knowledge of Japanese is not required (albeit language courses will be provided to those interested), but English proficiency is mandatory. Appointment will be done at the postdoctoral level, and will have a remuneration package according to qualifications. The successful candidate will join the Integrative Systems Biology Unit of the Okinawa Institute of Science and Technology Graduate University (OIST), and will work under the supervision of Prof. Tatiana T. Marquez-Lago. OIST's language of instruction is English, and a large segment of the faculty and student population is international. Details of our lab can be found in (https://groups.oist.jp/isbu), while further details of the position can be found in (http://www.oist.jp/careers/postdoctoral-scholar-integrative-systems- biology-unit). ------------------------------------------------------- From: Maarten Arnst [log in to unmask] Date: June 02, 2014 Subject: Postdoc Position, UQ, Univ of Liege, Belgium A postdoc position in Uncertainty Quantification is available at the Department of Aerospace and Mechanical Engineering of the University of Liege, Belgium. This postdoc position involves carrying out methodological, theoretical, and/or computational research in uncertainty quantification, as well as contributing to the application of uncertainty quantification in aerospace and mechanical engineering. This postdoc position offers significant freedom in the choice of the research focus, which will be ideally defined at the interface of the expertise of the postdoc and expertise available at the Department of Aerospace and Mechanical Engineering. The postdoc will also have the opportunity to join ongoing projects, including projects on multiscale modeling of adhesion of microelectromechanical systems (in collaboration with the computational and multiscale mechanics of materials group), hybrid discrete- continuum modeling of bone fracture healing (in collaboration with the biomechanics group), and benchmark problems for UQ for coupled multiphysics problems (being defined under the auspices of SIAM and USNCCM). This postdoc position is a one-year appointment. Candidates are welcome to contact Maarten Arnst ([log in to unmask]), with whom the postdoc will collaborate primarily, to obtain more information, as well as to apply for this postdoc position. ------------------------------------------------------- From: Lutz Gross [log in to unmask] Date: June 10, 2014 Subject: PhD Positions, Geoscience Computing, Univ of Queensland PhD Scholarships in Coal Seam Gas Research School of Earth Sciences and Center for Coal Seam Gas The University of Queensland, Australia. Coal seam gas (CSG) is an emerging industry in Queensland. Many aspects of exploration, operation and monitoring for CSG fields raise urgent research questions aiming at optimizing productivity and minimizing environmental impact. We are seeking interested PhD candidates with a mathematical and computational background for the following projects: - modeling near well bore physics, in particular fine grain transport and fractures (numerical modeling) - seismic response of coal measures (applied mathematics, (geo-) physics) - efficient methods for large-scale kriging (applied mathematics, statistics) - surface tracking based inversion (functional analysis, optimization) - parallel 3D magnetotellurics (MT) data inversion using multi-resolution AMR techniques (numerical analysis, HPC computing) Supervisors: A/Prof. Lutz Gross, Prof. Stephen Tyson, and others. Successful candidates will be located at the Center for Geoscience Computing in the School of Earth Sciences, see http://earth.uq.edu.au/centre-geoscience-computing. Scholarship: A project is funded for 3 years and the tax-free annual stipend is $25k-$30k Eligibility: Honours or Masters degree in Mathematics, Statistics or Computer Sciences or related fields. Please refer to http://www.uq.edu.au/grad-school/how-to-apply for more details. Deadline: until the positions are filled. Applications are considered as soon as they are received. How to apply: Please send a cover letter and academic CV to [log in to unmask] ------------------------------------------------------- From: Miguel Anjos [log in to unmask] Date: June 01, 2014 Subject: Contents, Optimization and Engineering, 15(1) I invite you to read articles from the latest issue of Optimization and Engineering. You can download these articles and enjoy access to them until June 30th. I wish you a stimulating read, and I look forward to your own submissions. To read the articles, go to http://link.springer.com/journal/11081/15/1/page/1 Optimization and Engineering, Volume 15, Issue 1, March 2014 ISSN: 1389-4420 (Print) 1573-2924 (Online) TABLE OF CONTENTS Editorial Miguel F. Anjos Pages 1-2 On smooth relaxations of obstacle sets, Oliver Stein, Paul Steuermann Pages 3-33 Distributed robust optimization (DRO), part I: framework and example, Kai Yang, Jianwei Huang, Yihong Wu, Xiaodong Wang… Pages 35-67 An adaptive geometry parametrization for aerodynamic shape optimization, Xiaocong Han, David W. Zingg Pages 69-91 Optimal choice of test signals for linear channel estimation using second order statistics, Stephen Braithwaite, Ronald Geoffrey Addie Pages 93-118 Dynamic programming approach to the numerical solution of optimal control with paradigm by a mathematical model for drug therapies of HIV/AIDS, Bao-Zhu Guo, Bing Sun Pages 119-136 A surrogate-based multiobjective metaheuristic and network degradation simulation model for robust toll pricing, Joseph Y. J. Chow, Amelia C. Regan Pages 137-165 A mixed-integer nonlinear program for the optimal design and dispatch of distributed generation systems, Kristopher A. Pruitt, Sven Leyffer, Alexandra M. Newman… Pages 167- 197 A multi-objective GRASP procedure for reactive power compensation planning, Carlos Henggeler Antunes, Eunice Oliveira, Paulo Lima Pages 199-215 Transistor sizing of custom high-performance digital circuits with parametric yield considerations, Daniel K. Beece, Chandu Visweswariah, Jinjun Xiong… Pages 217-241 Engineering design applications of surrogate-assisted optimization techniques, András Sóbester, Alexander I. J. Forrester… Pages 243-265 Polymorphic uncertain nonlinear programming approach for maximizing the capacity of V-belt driving, Zhong Wan, Shaojun Zhang, Kok Lay Teo Pages 267-292 Constrained thickness optimization of rectangular orthotropic fiber-reinforced plate for fundamental frequency maximization, Reza Moradi, Omid Vaseghi, Hamid Reza Mirdamadi Pages 293-310 ------------------------------------------------------- End of Digest **************************