NA Digest, V. 16, # 28

NA Digest Monday, July 25, 2016 Volume 16 : Issue 28


Today's Editor:

Daniel M. Dunlavy
Sandia National Labs
dmdunla@sandia.gov

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From: Anne C Elster anne.elster@gmail.com
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 Bailey@siam.org
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 Bailey@siam.org
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 ridg@uchicago.edu
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 mdixon7@stuart.iit.edu
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 georgiev@parallel.bas.bg
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: georgiev@parallel.bas.bg with a copy to
ivan.georgiev@parallel.bas.bg.



From: Thomas Slawig ts@informatik.uni-kiel.de
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: ts@informatik.uni-kiel.de

Please refrain from submitting application photos. The deadline for
applications is August 15st 2016.


From: Jose A Cuminato jacuminato@gmail.com
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
isabela@icmc.usp.br :

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 benitez@bcamath.org
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: recruitment@bcamath.org



From: Julia Schmitt-Holtermann jholterm@igpm.rwth-aachen.de
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.


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