NA Digest, V. 16, # 32

NA Digest Monday, August 29, 2016 Volume 16 : Issue 32

Today's Editor:

Daniel M. Dunlavy
Sandia National Labs

Today's Topics: Subscribe, unsubscribe, change address, or for na-digest archives:

Submissions for NA Digest:

From: warin
Date: August 26, 2016
Subject: New stochastic optimization library

The StOpt library developped at OSIRIS department at EDF R&D and used
in some operational projects is released as an open source project.

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

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
Date: August 23, 2016
Subject: Linear Algebra and Parallel Computing, UK, Sep 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: and
applications to attend should be sent to Rita Velaviciute, or tel: 0131 240 2782.

From: Anja Milde
Date: August 24, 2016
Subject: Reduced-Order Modeling for Simulation and Optimization, Germany, Nov 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.

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

From: Ruth Crane
Date: August 25, 2016
Subject: ICERM Workshops, USA, Jan/Jul/Aug 2017

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

More details can be found at:

From: Fred W. Wubs
Date: August 22, 2016
Subject: Tenure Track Position, Univ of Groningen

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:

The deadline for the application is September 22.

From: Bill Henshaw
Date: August 23, 2016
Subject: Assistant Professor Position, Mathematical Sciences, RPI

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

From: J.J.W. van der Vegt, University of Twente, Netherlands
Date: August 28, 2016
Subject: Two Assistant Professor Positions, Univ of Twente

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:

The deadline for applications is September 15, 2016.

From: Carola-Bibiane Schönlieb
Date: August 22, 2016
Subject: Postdoc Position, Inverse Problems in Imaging, Cambridge, UK

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

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 (, and the Mathematics HR Office

Please quote reference LE09791 on your application and in any
correspondence about this vacancy. More information on the position
and how to apply:

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
Date: August 29, 2016
Subject: Postdoc Position, Scientific Computing, Strathclyde Univ

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 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

End of Digest