NA Digest Sunday, April 27, 2008 Volume 08 : Issue 17

Today's Editor:
Tamara G. Kolda
Sandia National Labs

Submissions for NA Digest:

Mail to

Information via email about NA-NET:

Mail to


From: Bruce Bailey <>
Date: Wed, 23 Apr 2008 06:45:04 -0400
Subject: New book, A First Course in Order Statistics

Announcing April 14, 2008 publication from SIAM of:

A First Course in Order Statistics
Barry C. Arnold, N. Balakrishnan, and H. N. Nagaraja

2008 / xxiv + 279 pages / Softcover / ISBN 978-0-898716-48-1
List Price $73.00 / SIAM Member Price $51.10 / Outreach price $36.50 /
Order Code CL54

A First Course in Order Statistics introduces the general theory of order
statistics and their applications, covering topics such as distribution
theory for order statistics from continuous and discrete populations, moment
relations, bounds and approximations, order statistics in statistical
inference and characterization results, and basic asymptotic theory.

This classic text will aid readers in understanding much of the current
literature on order statistics, a burgeoning field of study that is a
requisite for any practicing statistician and an essential part of the
training for students in statistics.

For ordering or more information, please visit


Date: Wed, 23 Apr 2008 12:52:13 -0400
Subject: New book, A Primer for the Mathematics of Financial Engineering

Title: A Primer for the Mathematics of Financial Engineering
Author: Dan Stefanica
Softcover: 302 pages
Publisher: Financial Engineering Press
ISBN-13: 978-0-9797576-0-0
ISBN-10: 0-9797576-0-6
Price: $55

This book is meant to build the solid mathematical foundation required to
understand the quantitative
models used financial engineering. Every chapter contains both mathematical
topics and financial
applications and concludes with exercises that are a mix of mathematical
and financial questions, with
comments regarding their relevance to practice and to more advanced topics.

The table of contents and sample sections are available at

The book can be ordered at (20% discount for orders placed
by May 15) or at


From: Daniel Kressner <>
Date: Thu, 24 Apr 2008 17:56:53 -0400
Subject: Memorial Workshop for Ralph Byers, TU Berlin, May 2008

Memorial Workshop for Ralph Byers

A meeting in memory of Ralph Byers will be held at the Institute
of Mathematics of the TU Berlin on May 31/June 1, 2008.

There is now a web page
with more detailed information available.

We are looking forward to seeing you on May 31/June 1, 2008

Peter Benner, Daniel Kressner, Volker Mehrmann


Date: Thu, 24 Apr 2008 10:09:29 -0400 (EDT)
Subject: 5th Intl Workshop on Taylor Models, Toronto, Canada, May 2008

Fifth International Workshop on Taylor Models
20-23 May 2008
Fields Institute for Mathematical Science, Toronto, Canada

Deadlines and Dates
Registration: May 15, 2008
Abstract Uploading: April 30, 2008
Meeting: May 20-23, 2008
Paper Submission: July 1, 2008

Following in the tradition of the Taylor Model Methods Workshops in
Miami and Boca Raton, we are organizing the fifth meeting in this series
to take place 20-23 May 2008 at the Fields Institute for Research in
Mathematical Science in Toronto, Canada. The workshop is jointly
sponsored by the Fields Institute, the University of Toronto, and
Michigan State University, with support from the US Department of Energy.

The focus of the workshop will be Taylor Model Methods for Validated
Numerical Computing. The list of topics includes

* High-Order Methods * Verification & Taylor Models
* Automatic Differentiation * Differential Algebraic Tools

and their use for

* ODE and PDE solvers * Dynamical Systems
* Global Optimization * Constraint Satisfaction
* Beam Physics * Solar System Dynamics

The refereed proceedings of the Workshop will be published in the
Communications of the Fields Institute, which are published in
collaboration with the American Mathematical Society. Papers are due
by 1 July 2008.

There is no registration fee for the meeting, but we strongly encourage
all participants to register soon, and by 15 May 2008 at the latest.
Charges for a planned excursion will be collected on site from those
who wish to participate.

Ken Jackson and Martin Berz


From: Marcin Paprzycki <>
Date: Wed, 23 Apr 2008 05:09:06 -0400
Subject: Grid and Scientific and Engineering Applications, Bulgaria, Jun 2008

Workshop on Grid and Scientific and Engineering Applications (Grid&SEA)

Workshop on Grid and Scientific and Engineering Applications(Grid&SEA)
will be held in conjunction with the 34th International Conference on
Applications of Mathematics in Engineering and Economics (AMEE'08,, June 6-12, 2008, Sozopol,

The aim of the workshop is to bring together Grid researchers to discuss
current state of the Grid and most pressing research issues. Workshop
will consist of presentations of contributed papers as well as a panel
discussion. We believe that meeting in a relaxed atmosphere of a Black
Sea resort can be very constructive and thought provoking. Therefore we
would like to invite researchers in the Grid area to contribute papers
covering all and any aspect of Grid computing. Post conference
Proceedings will be published by the American Institute of Physics.
Extended versions of selected papers will be invited to a Special Issue
of the Scalable Computing, Practice and Experience (

Extended abstracts (one page; with exception of figures, which may
result in a 2-page submission) should be sent to the Workshop organizers
till April 30, 2008. Notification for accepted presentations based on
the abstracts will be given till May 10, 2008.
Information about the full papers submission, registration, and
accommodation could be found on web page:

Donít hesitate to write the organizers of the GRID&SEA workshop for some
additional information concerning these events


April 30, 2008 Abstract submission
April 30, 2008 Declaration of participation (Registration Form)
May 10, 2008 Notification for accepted presentations
May 15, 2008 Hotel reservation (Reservation Form)
July 31, 2008 Full manuscript submission to the proceedings editor
Sept 14, 2008 Sending of the reviewed and revised papers to AIP

Workshop Organizers:
Aneta Karaivanova, Todor Gurov and Maria Ganzha, Marcin Paprzycki
Bulgarian Academy of Science Polish Academy of Science


From: Paul Clifford <>
Date: Sun, 27 Apr 2008 14:59:17 -0400
Subject: Workshop, Computational Methods for Exotic Options, UK, Jul 2008

Conference: Computational Methods for Pricing and Hedging Exotic Options
Mathematics Institute, University of Warwick: 11th & 12th July 2008

The conference focuses on the use of modern computational methods for the
pricing and hedging of exotic options.

Keynote Speakers:
Nasir Afaf, Commerzbank
Claudio Albanese, Level3Finance
Jesper Andreasen, Bank of America
Pat Hagan, JP Morgan Chase
Nick Webber, Warwick Business School
Uwe Wystup, Frankfurt School of Finance & Management and MathFinance AG

We are now also accepting abstracts for talks in the afternoon sessions for
both July 11th and 12th.

Conference Web Page:

1-day PhD Workshop:

In addition to the main conference on July 11th and 12th, there is a one-day
workshop for PhD students on July 10th. Places are limited to 20 and more
information can be found on the website

Contact Details:

For more information, contact Paul Clifford at
or the Mathematical Research Centre(MRC) at


From: Kei Davis <>
Date: Mon, 21 Apr 2008 11:40:33 -0600 (MDT)
Subject: Parallel/High-Performance Object-Oriented Scientific Computing, Jul 2008

7th Workshop on
8 July 2008
at the
Paphos-Cyprus, 7-11 July 2008

While object-oriented programming is being embraced in industry, particularly
in the form of C++ and to an increasing extent Java and Python, its acceptance
by the parallel scientific programming community is still tentative. In this
latter domain performance is invariably of paramount importance, where even
C++ is considered suspect, primarily because of real or perceived loss of
performance. On the other hand, various factors practically dictate the use
of language features that provide higher level abstractions than do C or older
FORTRAN standards. These include increasingly complex physics models,
numerical algorithms, and hardware--deep memory hierarchies,
exponentially-increasing numbers of processors, and the advent of multi- and
many-core processors and heterogeneous architectures.

This workshop seeks to bring together practitioners and researchers in this
growing field to `compare notes' on their work. The emphasis is on identifying
specific problems impeding greater acceptance and widespread use of
object-oriented programming in scientific computing; proposed and implemented
solutions to these problems; and new or novel approaches, techniques or idioms
for scientific and/or parallel computing. Presentations of work in progress
are welcome.

Prospective authors are invited to submit abstracts, papers, or presentations
(slides) in ASCII, PDF, postscript, or PowerPoint. Submitted materials will
be distributed at the workshop. Submission and email correspondence to

<this CfP abbreviated to conform to digest guidelines!>



From: Brad Bell <>
Date: Mon, 21 Apr 2008 00:02:26 -0400
Subject: INFORMS Annual Meeting, Open Source Software, Oct 2008

Cluster: Open source software
Session: Open source graduate research topics

Many open source projects have items on their wish list which would make good
graduate student research topics. The speakers for this session will be active
contributors to a mature open source project that is available on the web.
They will speak about one or more research topics from the wish list for their

Further Information:


From: Nick Trefethen <>
Date: Thu, 24 Apr 2008 18:05:43 +0100
Subject: NA Group at Oxford: deadline April 30

NA Digest friends - a reminder that the deadline is April 30
to apply for the open faculty position in Oxford's Numerical
Analysis Group. For more information see the April digest

Nick Trefethen


From: "Saikat Dey (Contractor)" <>
Date: Wed, 23 Apr 2008 14:24:20 -0400
Subject: Position at NRL

US Naval Research Laboratory is seeking candidates with a doctoral
degree in engineering, applied mathematics or physics.

Those with a background in computational mechanics, including, finite
element methods, and interested in development of scalable and novel
numerical techniques for wave physics (scattering, radiation) needed to
model large-scale problems in structural-acoustics, flow-induced noise
and vibration and seismics are encouraged to apply.

Please email a detailed resume including the name of three professional
references to

NRL is an Equal Opportunity Employer.


From: Christian Tarrou <>
Date: Thu, 24 Apr 2008 05:36:16 -0400
Subject: Scientific programming opportunity (Oslo,Norway). Deadline May 15 2008

Kalkulo is a Norwegian company specializing in software for technical
applications. We combine competence in software development with that of
applied mathematics, with emphasis on scientific visualization and geometric
modeling. Kalkulo benefits from being a 100% owned subsidiary of Simula
Research Laboratory which is a Norwegian research institute conducting basic
research in the fields of scientific computing, networks and distributed
systems and software engineering.

Kalkulo is currently looking for one or more software developers to
strengthen the team. We will consider applicants ranging from the recent
graduate in computer science, to the expert candidate with a strong
theoretical background in either geometric modeling, scientific
visualization, image segmentation or scientific computing.

Please visit for more information about the positions.
See also /


From: Ake Brannstrom <>
Date: Wed, 23 Apr 2008 09:39:18 -0400
Subject: Postdoctoral fellow, Umea University, Sweden

We are looking for a postdoctoral fellow to take on the numerical and
computational challenges arising in an international research collaboration
that aims to develop an evolutionary ecology vegetation model capable of
predicting vegetation structures favored under different environmental
conditions. The model is physiologically structured and represented
mathematically by an integro-partial differential equation, i.e., by a PDE in
which coefficients depend on properties of the solution such as the light
availability at a given height above ground.

A major objective of your work will be the development of a fast solver for
integro-partial differential equations and the development of related
computational tools required for simulations. There is also scope for
developing algorithms and methods for studying phenotypic evolution in
physiologically structured population models. UmeŚ University hosts a center
for high-performance computing, HPC2N, and we expect that you can make use of
these computing resources if needed. Depending on the direction in which you
take your work, the position may lead to publications in computational
mathematics, mathematical/theoretical ecology, or both. In addition, there is
a good opportunity that your contributions will become incorporated in the
next generation of world vegetation models.

The position is available for one year with a possible prolongation for
another period of one year. The postdoc will be based at the Department of
Mathematics and Mathematical Statistics and will work in close collaboration
with our international partners, including the International Institute for
Applied Systems Analysis (IIASA) in Laxenburg, Austria, and Macquarie
University, Sydney, Australia. The position is expected to entail visits and
secondments to one or both of these institutions, possibly for durations of up
to several months. The application deadline is June 2, 2008.

For more information please visit the following URL:

We look forward to receiving your application!


From: Charles Elliott <>
Date: Wed, 23 Apr 2008 18:05:25 +0100
Subject: Warwick PhD Positions in NA and Computational Applied Mathematics

The Warwick Mathematics Institute has a number of open
PhD positions for UK and EU students in numerical
analysis and computational applied mathematics. These are EPSRC funded
studentships for 3 and a half years beginning October 2008 which
cover all the academic fees for UK and EU students and living expenses
for UK students.
Please contact
Charlie Elliott (,
Dwight Barkley(
or consult
for more information.


From: Jan H. van Schuppen <>
Date: Mon, 21 Apr 2008 13:23:01 +0200
Subject: Contents, Mathematics of Control, Signals, and Systems (MCSS)


Mathematics of Control, Signals, and Systems (MCSS)
Volume 20 (2008), Number 1

A.S. Matveev,
State estimation via limited capacity noisy communication channels.
MCSS 20 (2008), 1-35

J.A. Ball, P.T. Carroll, Y. Uetake,
Lax-Phillips scattering theory and well-posed linear systems: a
coordinate-free approach.
MCSS 20 (2008), 37-79

M. Scheicher, U. Oberst,
Multidimensional BIBO stability and Jury's conjecture.
MCSS 20 (2008), 81-109.

The tables of contents of MCSS and the .pdf files
of its papers are available from the publisher Springer at:

End of NA Digest