Today's Editor:

Daniel M. Dunlavy

Sandia National Labs

dmdunla@sandia.gov

- New stochastic optimization library
- Linear Algebra and Parallel Computing, UK, Sep 2016
- Reduced-Order Modeling for Simulation and Optimization, Germany, Nov 2016
- ICERM Workshops, USA, Jan/Jul/Aug 2017
- Tenure Track Position, Univ of Groningen
- Assistant Professor Position, Mathematical Sciences, RPI
- Two Assistant Professor Positions, Univ of Twente
- Postdoc Position, Inverse Problems in Imaging, Cambridge, UK
- Postdoc Position, Scientific Computing, Strathclyde Univ

From: warin xavier.warin@edf.fr

Date: August 26, 2016

The StOpt library developped at OSIRIS department at EDF R&D and used

in some operational projects is released as an open source project.

https://gitlab.com/stochastic-control/StOpt

The STochastic OPTimization library (StOpt) aims at providing tools in

C++ for solving some stochastic optimization problems encountered in

finance or in the industry. A python binding is available for some C++

objects provided permitting to easily solve an optimization problem by

regression.

Different methods are available :

- Dynamic programming methods based on Monte Carlo with regressions

(global, local and sparse regressors), for underlying states

following some uncontrolled Stochastic Differential Equations

(python binding provided).

- Semi-Lagrangian methods for Hamilton Jacobi Bellman general

equations for underlying states following some controlled Stochastic

Differential Equations (C++ only)

- Stochastic Dual Dynamic Programming methods to deal with stochastic

stocks management problems in high dimension (C++ only)

For each method, a framework is provided to optimize the problem and

then simulate it out of the sample using the optimal commands

previously calculated. Parallelization methods based on OpenMP and

MPI are provided in this framework permitting to solve high

dimensional problems on clusters.

From: Iain Duff iain.duff@stfc.ac.uk

Date: August 23, 2016

Franco-Scottish Seminar 2016: Linear Algebra and Parallel Computing at

the Heart of Scientific Computing. 21 September 2016.

The Royal Society of Edinburgh (RSE) and the French Embassy in London

are collaborating in a programme of science events designed to explore

and publicly present areas of science where both Scotland and France

have a powerful presence. These events are intended to stimulate

Franco-Scottish collaboration in science, present new scientific ideas

and their social and commercial implications to the public and

increase awareness of French and Scottish science in each other's

country. This year, the seminar, to be held at the Royal Society of

Edinburgh, will focus on the topic of "Linear Algebra and Parallel

Computing at the heart of Scientific Computing".

Most numerical computations and simulations have at their core the

solution of systems of linear equations. As the computations increase

in scale and the simulations become more detailed, the size of such

system increases. This seminar is focused on recent research into

improving the solution of such large systems and some novel

applications which can now be addressed. Much of this research has

involved direct collaboration between Scotland and France.

The one-day seminar will be held on the 21st September at the RSE

headquarters at 22-26 George Street in Edinburgh. The programme will

begin at 9.00 and finish at 17.30.

Further information and a full programme is available on the RSE

website: https://www.royalsoced.org.uk/events/event.php?id=460 and

applications to attend should be sent to Rita Velaviciute,

rvelaviciute@royalsoced.org.uk or tel: 0131 240 2782.

From: Anja Milde komso@iwr.uni-heidelberg.de

Date: August 24, 2016

KoMSO Challenge Workshop on Reduced-Order Modeling for Simulation and

Optimization: Powerful Algorithms as Key Enablers for Scientific

Computing taking place on November 17 & 18, 2016 at Bosch Research

Campus, Renningen, Germany. http://www.KoMSO.org

Growing demand for numerical solutions in scientific computing

(modeling, simulation, data analysis, optimization problems in many

application fields) requires ever higher algorithmic and computational

performance. It has been shown in many cases that the advancement of

mathematical algorithms has increased the arithmetic performance

clearly more than the improvements of computer hardware alone. The

KoMSO workshop puts particular emphasis on the advancement of

efficient numerical procedures. Presentations of new out-of-the-box

algorithmic solutions for scientific computing are invited - in

particular for reduced-order MSO. It is the purpose of this workshop

to bring together the creators and developers of new, optimal fast

mathematical algorithms and their potential industrial

users. Requirements, application fields, needs, and benefits of

effort-saving fast algorithms will be presented.

We invite you to submit contributions for oral presentations. We

call for abstracts of maximum 2 pages. Submissions should be

written in English.

September 15, 2016: Submission of abstracts

October 17, 2016: Notification of acceptance

Please submit your abstracts in Word or PDF format via email to

komso@iwr.uni-heidelberg.de.

From: Ruth Crane info@icerm.brown.edu

Date: August 25, 2016

Upcoming Topical Workshops at ICERM:

January 24 - 27, 2017: Current Developments in Mathematical Fluid

Dynamics: Regularity, Instabilities, and Turbulence

July 17 - 21, 2017: Women in Data Science and Mathematics Research

Collaboration Workshop (WiSDM)

August 21 - 25, 2017: Pedestrian Dynamics: Modeling, Validation and

Calibration

More details can be found at:

https://icerm.brown.edu/programs_events/#topical_ws

From: Fred W. Wubs f.w.wubs@rug.nl

Date: August 22, 2016

We seek a new faculty member with a high potential for developing an

internationally recognized research line within the unit

"Computational Science and Numerical Mathematics". Candidates with an

interest in mathematical modelling, simulation, and computational

mathematics, preferably related to computational fluid dynamics or

numerical mathematics are particularly encouraged to apply.

For details on the needed qualifications and the conditions of

employment we refer to the web site:

http://www.rug.nl/about-us/work-with-us/job-opportunities/overview?

details=00347-02S00051UP&cat=wp

The deadline for the application is September 22.

From: Bill Henshaw henshw@rpi.edu

Date: August 23, 2016

Applications are open for a tenure-track assistant professor in the

Department of Mathematical Sciences at Rensselaer Polytechnic

Institute, Troy, NY USA.

Of particular interest are candidates whose work involves one or more

of the following areas: modeling and simulation of complex systems,

stochastic modeling and statistical inference, inverse problems,

mathematical biology, and mathematical approaches to extracting

information from large data sets (optimization, data mining, machine

learning, imaging, bioinformatics, geoinformatics, etc.)

For more information see the announcements section on the Math web

site: https://science.rpi.edu/mathematical-sciences

From: J.J.W. van der Vegt, University of Twente, Netherlands j.j.w.vandervegt@utwente.nl

Date: August 28, 2016

Within the Department of Applied Mathematics of the University of

Twente in Enschede, The Netherlands, there are two open positions for

Assistant Professor. The first position is in the field of Scientific

Computing and the second position is in Applied Mathematics in the

context of applications.

For more information please visit the university website:

https://www.utwente.nl/en/organization/careers/vacancies/

The deadline for applications is September 15, 2016.

From: Carola-Bibiane SchĂ¶nlieb cbs31@cam.ac.uk

Date: August 22, 2016

Postdoctoral Research Associate in Inverse Imaging, University of

Cambridge - Department of Applied Mathematics and Theoretical Physics

We invite applications for the position of a Postdoctoral Research

Associate to work in the area of inverse imaging problems within the

Cambridge Image Analysis (CIA) group at the Department of Applied

Mathematics and Theoretical Physics (DAMTP), University of Cambridge.

The research activity of the successful candidate will focus on the

development and analysis of non-smooth and possibly non-convex

variation regularisation approaches for inverse imaging problems and

their robust optimisation. For more information please refer to

http://www.damtp.cam.ac.uk/research/cia/.

Applicants must have (or be about to receive) a PhD degree in

mathematics. The ideal candidate will be experienced in numerical

analysis and optimisation, inverse problems and variational methods in

image processing. Experience in parallel computing and C programming

skills are desirable.

Informal inquiries can be made by contacting: Carola-Bibiane

Schoenlieb (cbs31@cam.ac.uk), and the Mathematics HR Office

(LE09791@maths.cam.ac.uk).

Please quote reference LE09791 on your application and in any

correspondence about this vacancy. More information on the position

and how to apply:

http://www.jobs.ac.uk/job/AOJ038/postdoctoral-research-associate-in-

inverse-imaging/

Fixed-term: The funds for this post are available for 2 years in the

first instance and the successful candidate is expected to start no

later than 1 January 2017.

Application deadline: 11 September 2016

From: John Mackenzie j.a.mackenzie@strath.ac.uk

Date: August 29, 2016

A postdoctoral position is available, supervised by Dr John Mackenzie,

to work on a project on understanding cancer metastasis by combining

mathematical and computational models with biological data. The three

year post is funded through a Cancer Research UK Multidisciplinary

award in collaboration with Professor Robert Insall at the Beatson

Institute for Cancer Research in Glasgow.

Metastasis is the dominant cause of cancer mortality, but it is poorly

understood. One issue is the great complexity of cellular behaviour.

Fundamental advances need both better theoretical understanding of the

dynamics of cell migration, and more data to disentangle it. The

project has three research areas, each involving both theoretical and

practical components, but at different scales. These are: a better

understanding of the mechanisms that make individual cells migrate,

identifying self- generated chemotactic gradients in metastasis and

interactions between chemotactic gradients, migrating cells and their

environments. Candidates are expected to have a PhD in applied

mathematics, scientific computing, numerical analysis, physics,

engineering or a cognate discipline. Experience of implementing finite

element methods for the solution of partial differential equations is

essential. Experience of the development of mathematical models in the

life sciences is desirable although not essential.

To apply on-line, please visit

http://www.strath.ac.uk/workwithus/vacancies/ or to request an

application pack, contact Human Resources, University of Strathclyde,

Glasgow G1 1XQ, tel 0141 553 4133, quoting ref: 45708

Informal enquires can be made to j.a.mackenzie@strath.ac.uk

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