Subject: NA Digest, V. 16, # 28 NA Digest Monday, July 25, 2016 Volume 16 : Issue 28 Today's Editor: Daniel M. Dunlavy Sandia National Labs [log in to unmask] Today's Topics: Ward Cheney (1929--2016) New Book, MM Optimization Algorithms New Book, Minimum-Volume Ellipsoids: Theory and Algorithms Solving PDEs with the FEniCS Project, France, Sep 2016 High Performance Computational Finance, USA, Nov 2016 BGSIAM Annual Meeting, Bulgaria, Dec 2016 Researcher Position, Climate Simulation, Univ Kiel Postdoc Position, Statistics, Brazil Postdoc Positions, BCAM Doctoral Position, Mathematics, RWTH Aachen Univ (Germany) 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: Anne C Elster [log in to unmask] Date: July 20, 2016 Subject: Ward Cheney (1929--2016) We are sad to report Prof. Elliott Ward Cheney, Jr., age 87, passed away on July 13. Ward was born in Gettysburg, PA, the younger of two children of Carleton (Pratt) & E. W. Cheney, Sr.. Ward was one of the pioneers in the fields of approximation theory and numerical analysis. His bachelor's degree in mathematics was from Lehigh University where his father was a physics professor. With a PhD in math from The Univ. of Kansas ('57), Ward worked at Convair Astronautics in San Diego, where his team did calculations for the computerized guidance system for the Atlas rocket. He worked at Space Techn. Lab. in Los Angeles before joining the math faculty at UCLA. He was on the math faculty at The Univ. of Texas at Austin from 1964 until retiring in 2005. Dr. Cheney was a fellow of the American Mathematical Society and the author or co-author of 103 research papers. He was associate editor of ten mathematical journals and gave 165 invited lectures and colloquium talks around the world. The author of 11 textbooks, his 1966 "An Introduction to Approximation Theory" is considered a classic and is still in print. While at UT Austin, he and Dr. David Kincaid published several popular textbooks, including "Numerical Mathematics and Computing," which was published in its 7th Edition in 2013. Dr. Cheney's friendly demeanor is missed by his colleagues, family and friends. Also a fine clarinetist, he was predeceased by long-time friend and co-author, Prof. William A. Light. For 22 years, Will Light arranged for Ward to spend May and June in Lancaster (and later, Leicester), England. Prof. Cheney leaves behind his wife, Victoria, and three children Margaret, Elliott and David Cheney, who all earned doctorate degrees. Drs. David R. Kincaid and Anne C. Elster ------------------------------------------------------- From: Bruce Bailey [log in to unmask] Date: July 22, 2016 Subject: New Book, MM Optimization Algorithms Announcing the July 11, 2016 publication by SIAM of MM Optimization Algorithms by Kenneth Lange x + 223 pages / Hardcover / 978-1-611974-39-3 / List Price $74.00 / SIAM Member Price $51.80 / OT147 MM Optimization Algorithms offers an overview of the MM principle, a device for deriving optimization algorithms satisfying the ascent or descent property. These algorithms can separate the variables of a problem, avoid large matrix inversions, linearize a problem, restore symmetry, deal with equality and inequality constraints gracefully, and turn a nondifferentiable problem into a smooth problem. The author presents the first extended treatment of MM algorithms, which are ideal for high-dimensional optimization problems in data mining, imaging, and genomics; derives numerous algorithms from a broad diversity of application areas, with a particular emphasis on statistics, biology, and data mining; and summarizes a large amount of literature that has not reached book form before. To order or for more about this book, including links to its Table of Contents, Preface and Index, please visit http://bookstore.siam.org/OT147/. ------------------------------------------------------- From: Bruce Bailey [log in to unmask] Date: July 22, 2016 Subject: New Book, Minimum-Volume Ellipsoids: Theory and Algorithms Announcing the July 11, 2016, publication by SIAM of Minimum-Volume Ellipsoids: Theory and Algorithms by Michael J. Todd xiv + 149 pages / Softcover / 978-1-611974-37-9 / List Price $69.00 / MOS-SIAM Member Price $48.30 / MO23 This book, the first on these topics, addresses the problem of finding an ellipsoid to represent a large set of points in high-dimensional space, which has applications in computational geometry, data representations, and optimal design in statistics. The book covers the formulation of this and related problems, theoretical properties of their optimal solutions, and algorithms for their solution. Due to the high dimensionality of these problems, first-order methods that require minimal computational work at each iteration are attractive. While algorithms of this kind have been discovered and rediscovered over the past fifty years, their computational complexities and convergence rates have only recently been investigated. The optimization problems in the book have the entries of a symmetric matrix as their variables, so the author's treatment also gives an introduction to recent work in matrix optimization. To order or for more about this book, including links to its Table of Contents, Preface, and Index, please visit http://bookstore.siam.org/MO23/. ------------------------------------------------------- From: Ridgway Scott [log in to unmask] Date: July 21, 2016 Subject: Solving PDEs with the FEniCS Project, France, Sep 2016 Announcing a course Solving PDEs with the FEniCS Project 5-9 September 2016, Paris, France Lecturers: L. Ridgway Scott (Chicago), Patrick E. Farrell (Oxford) In this course, students will learn the basic concepts of modeling physical phenomena using partial differential equations, and how to easily implement fast finite element solvers for these equations with the software provided by the FEniCS Project. The course is aimed at those wanting to improve their skills in modeling using PDEs, and it is ideal for industrial engineers and advanced undergraduate and graduate students. There are reduced registration fees for academics and students attending this course. For more information, go to http://cminit.com ------------------------------------------------------- From: Matthew Dixon [log in to unmask] Date: July 21, 2016 Subject: High Performance Computational Finance, USA, Nov 2016 WHPCF'16: 9th Workshop on High Performance Computational Finance http://ewh.ieee.org/conf/whpcf/ Friday, November 18th, SC16 We seek contributions with a systems-oriented view of the problem. In addition to submissions that cover aspects of implementation support infrastructure for financial applications, we also encourage submissions that deal with aspects of theory and algorithms. From that perspective, topics of interest to this workshop include, but are not restricted to: - System software infrastructure for computational finance - Use of hardware accelerators (FPGA, Cell, GPUs) in computational finance - Financial applications of high performance computing: risk algorithms, algorithmic trading, arbitrage - Computational algorithms for finance - High-bandwidth/low-latency streaming of market data - Cluster computing for computational finance - Financial data center engineering - Move from capacity to capability computing in financial applications Important dates: -Submission deadline: August 15th -Author notification: September 12th -Final version due: October 3rd ------------------------------------------------------- From: Krassimir Georgiev [log in to unmask] Date: July 19, 2016 Subject: BGSIAM Annual Meeting, Bulgaria, Dec 2016 10th Annual Meeting of the Bulgarian Section of SIAM is scheduled for December 21-23, 2016, Sofia, Bulgaria http://www.math.bas.bg/IMIdocs/BGSIAM Following the traditions, the topics of interest include (but are not limited to): industrial mathematics; scientific computing; numerical methods and algorithms; hierarchical and multilevel methods; high performance computing; partial differential equations and their applications; control and uncertain systems; Monte Carlo and quasi-Monte Carlo methods; neural networks, metaheuristics, genetic algorithms. Plenary Invited Speakers: Oleg Iliev (Fraunhofer ITWM, Kaiserslautern, Germany); Vassil Alexandrov (Barcelona Supercomputer Center, Spain); Ivan Markovsky (Vrije Universiteit Brussels, Belgium) and Krassimir Danov (Faculty of Chemistry and Pharmacy, Sofia University, Bulgaria). The participants who are going to give a talk during this event are pleased to send an Extended Abstract (up to two pages or 3600 characters) until October 30, 2016. A booklet with the extended abstracts will be available before the meeting. Proceedings of refereed and presented papers will be published as a special volume of Studies in Computational Intelligence, Springer. The abstracts and papers are to be sent to: [log in to unmask] with a copy to [log in to unmask] ------------------------------------------------------- From: Thomas Slawig [log in to unmask] Date: July 21, 2016 Subject: Researcher Position, Climate Simulation, Univ Kiel The Research Group "Algorithmic Optimal Control - Oceanic CO---2 Uptake" in the Department of Computer Science at Kiel University (CAU), Germany, is offering a Researcher Position in Applied Mathematics starting as soon as possible and lasting for 31 months. The salary corresponds to 65 percent of a full position at the level of TV-L E13 of the German public service salary scale.. We are looking for a person with background in Applied Mathematics, specifically in the numerical solution of (parabolic) partial differential equations. The position is part of the research project "Strategies for parallelization in time and model order reduction" in the German national climate modeling initiative "From the Last Interglacial to the Anthropocene: Modeling a Complete Glacial Cycle (PalMod)". Topic is the implementation, adaptation and improvement of parallel-in- time (also called parareal) algorithms for long-term climate simulations. For this purpose, a fast model of lower complexity shall be coupled to a slower one with higher resolution (micro-macro parallel-in-time algorithm). The models are implemented in Fortran. Requirements are: Diploma or Master Degree in Mathematics (or related field with strong background in numerical mathematics) Good oral and written communication skills in English Good programming skills in. You will have the chance to get a deeper knowledge about climate modeling and simulation, and to apply your expertise in Mathematics and Computer Science to real-world problems. We offer the opportunity to contribute to an interdisciplinary research project. The University of Kiel is an equal opportunity employer, aiming to increase the proportion of women in science. Applications by women are particularly welcome. Given equal qualifications, applicants with severe disabilities will be given priority consideration. Applications by people with a migration background are particularly welcomed. Interested candidates should send an application letter including curriculum vitae, copies of transcripts, a copy of the diploma/master thesis and 1. a description of the "paraxial" method in algorithmic form 2. the source code of a function (in an arbitrary programming language) that solves an initial value problem for an arbitrarily given ordinary differential equation with a second order method via e-mail to: [log in to unmask] Please refrain from submitting application photos. The deadline for applications is August 15st 2016. ------------------------------------------------------- From: Jose A Cuminato [log in to unmask] Date: July 23, 2016 Subject: Postdoc Position, Statistics, Brazil The Research, Innovation and Dissemination Center for Mathematical Sciences Applied to Industry (CeMEAI), hosted by the University of São Paulo, Brazil, and funded by FAPESP (São Paulo Research Foundation, Brazil) is offering a 2 years Postdoctoral fellowship for candidates with outstanding research potential. This position is focused on the development of Pair Copulas for Probabilistic Networks. The fellow will work in the Institute of Mathematics and Statistics at University of São Paulo, São Paulo, Brazil. The selected candidate will work under the supervision of Prof. Nikolai Kolev. Applicants must have received, or expect to complete, a doctorate in Statistics or related discipline within the last 5 years. Selection criteria will include demonstrated research ability in Statistics or related discipline, strong background in statistical inference, Bayesian methodology and computation, copula modeling, probabilistic networks, experience with analysis of high-dimensional datasets, commitment to collaborative research, and excellent verbal and written communication skills. It is also desirable that the candidate has previous experience working in multidisciplinary research group, and has collaborated on research projects with companies or government institutions. The selected candidate will receive FAPESP Post-Doctoral scholarship worth R $ 6.819,30 monthly and Technical Reserve. The Technical Reserve Post-Doctoral Scholarship is equivalent to 15% of the annual amount of the scholarship and aims to meet unforeseen expenses and directly related to the research activity. If the selected candidate needs to move to São Carlos (the city where is located the headquarters research institution), he may be entitled to a financial value to move to the city. To apply please E-mail (only PDF files), up to 07th August, 2016, the following items to Isabela Rodrigues de Araujo at [log in to unmask] : 1. A letter of interest, containing full contact information, year graduated and citizenship/immigration status, concisely responding to the research emphases and criteria above; 2. A CV listing educational background, research experience and publications; 3. A cover letter including names and contact information of two professionals who can recommend the candidate (no letters please). Please indicate "CEPID Postdoc - Statistics" in the subject field of the message. ------------------------------------------------------- From: Miguel A. Benítez [log in to unmask] Date: July 22, 2016 Subject: Postdoc Positions, BCAM BCAM, the Basque Center for Applied Mathematics http://www.bcamath.org whose mission is to develop high quality interdisciplinary research in the frontiers of Applied Mathematics, has opened the following positions: One Postdoctoral Fellowship in Applied Statistics One Postdoctoral Fellowship in Machine Learning One Postdoctoral Fellowship in Modelling and Simulation in Life and Materials Sciences One Postdoctoral Fellowship in Statistical Physics Deadline for submission: September 20 2016, 17:00 [UTC/GMT + 1 hour]. All applications must be submitted on-line at: http://www.bcamath.org/en/research/job We kindly ask you to distribute this call among colleagues and potential candidates. Please, do not hesitate to contact us if you need further information: [log in to unmask] ------------------------------------------------------- From: Julia Schmitt-Holtermann [log in to unmask] Date: July 21, 2016 Subject: Doctoral Position, Mathematics, RWTH Aachen Univ (Germany) Applications are invited for a doctoral position in mathematics at RWTH Aachen University. The position is funded through the EU Marie-Sklodowska-Curie Innovative Training Network (ITN) ModCompShock (Modelling and Computation of Shocks and Interfaces). ModCompShock provides an international and highly visible framework covering a wide range of conceptual expertise. It focuses on the development of innovative mathematical methods and computational techniques in the general area of nonlinear hyperbolic and convection dominated partial differential equations; see http://modcompshock.eu for more information. The position will be for three years, at least three months of which are to be spent abroad at one of the partner universities or industry partners in the ITN. The doctoral researcher is hired under an employment contract and benefits from a monthly living allowance, social security cover, a mobility and family allowance. At the time of recruitment, the candidate must be in his/her first four years (full-time equivalent research experience) of his/her research career and not yet have been awarded a doctoral degree, and the researcher must not have resided or carried out his/her main activity (work, studies, etc.) in Germany for more than 12 months in the 3 years immediately prior to the reference date. Please check https://www.igpm.rwth-aachen.de/en/joboffers for additional information. ------------------------------------------------------- End of Digest **************************