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Archive for October 2012

Mathematics in Finance: Systemic Risk

At the SIAM Annual Meeting held in Minneapolis in July, Dr. George Papanicolaou of Stanford University surveyed a topic of great relevance today—models for systemic risk and the implications that can be drawn from them. Laying out the picture of an evolving system with a large number of interconnected components, he described Systemic Risk as the probability of overall failure of the system. Papanicolaou spoke about the effect of electronic trading and automated exchanges increase in increased liquidity and risk, illustrating the significance of systemic risk in current mathematical finance research.

Watch a brief video overview of his talk and interview:

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New York Times reports on SIAM and scientific community concerns over GSA Act

Earlier this summer, when it was revealed that officials from the General Services Administration, the agency that oversees the business of the federal government with a $26.3 billion annual budget, spent more than a quarter-million on a lavish, one-day awards ceremony, the Obama administration tightened budgets and placed restrictions on the amount of money that can be spent on similar events.

This, however, has caused constraints in the science and technology community, as restrictions were also imposed on conference and travel expenses for representatives from government agencies such as the National Science Foundation (NSF), the Department of Energy, NASA,  and the Defense Department, including government labs. This impedes scientific discussion and collaboration that routinely occurs at scientific and technical meetings between government agencies and researchers from private organizations and institutes.

On September 10, SIAM along with the Association for Computing Machinery (ACM), the Computing Research Association (CRA), and the Institute of Electrical and Electronic Engineers, Inc. – USA (IEEE-USA) sent a joint letter expressing concern over new restrictions on conferences and travel expenses in three pieces of legislation that are currently under consideration by Congress (GSA Act, DATA Act, and the 21st Century Postal Reform Act).  The letter was sent to House and Senate leadership, Sponsors of the bills (Reps. Joe Walsh and Darrell Issa, Senator Lieberman), Chair and Ranking Member of the committees of jurisdiction (House Oversight Committee, Reps. Issa and Cummings; Senate Homeland Security and Governmental Affairs Committee, Senators Lieberman and Collins), White House Office of Science and Technology Policy Director John Holdren, and White House Office of Management and Budget Director Jeffrey Zients. The letter requests exemptions for any new restrictions for recognized scientific, technical, and educational meetings from the proposed limits.

The New York Times reported on the joint letter and the concerns expressed by the scientific community this week.

A copy of SIAM’s joint letter to Dr. Holdren can be found here.

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Three SIAM Journals get new Editors-in-Chief

SIAM is happy to welcome Arnd Scheel, Jean-Michel Morel, and Leonard Schulman as Editors-in-Chief.

SIAM Journal on Mathematical Analysis

Arnd Scheel will be the new Editor-in-Chief (EIC) for the SIAM Journal on Mathematical Analysis (SIMA). He will start his three-year term at the end of the year, taking over from Bob Pego of Carnegie Mellon University, who ends two terms as EIC.

Scheel is currently one of SIMA’s five Corresponding Editors, who, along with the Editor-in-Chief make all final decisions, based on recommendations of the Associate Editors and referee reports. This peer-review model was put forth by Pego and has been in place since February 2011, prior to which all final decisions were made by the EIC.

Scheel has previously served as Associate Editor for SIMA, and is currently also an Associate Editor for    the SIAM Journal on Applied Dynamical Systems.

A professor in the School of Mathematics at the University of Minnesota, Scheel’s research interests are in dynamics of partial differential equations, pattern formation, and nonlinear waves.

SIAM Journal on Imaging Sciences

After six years as the first Editor-in-Chief of the SIAM Journal on Imaging Sciences (SIIMS), where he played a visionary role in the journal’s planning, start-up and growth, Guillermo Sapiro of Duke University hands over the reins to Jean-Michel Morel, who will succeed Sapiro on January 1.

Also an original member of the SIIMS Editorial Board, Morel served as an Associate Editor since the journal’s inception in early 2007. A longtime SIAM journals’ author, Morel has also served on the editorial boards of the SIAM Journal on Applied Mathematics and Multiscale Modeling and Simulation.

Morel trained in partial differential equations, variational models and nonlinear analysis. His current research interests are in image analysis and image processing. He is affiliated with the Center for Mathematical Studies and their Applications at ENS Cachan.

SIAM Journal on Computing

Leonard Schulman will succeed Madhu Sudan of Microsoft Research and MIT as Editor-in-Chief of the SIAM Journal on Computing (SICOMP). Sudan has headed the journal since the beginning of 2010, prior to which he served 10 years as an Associate Editor.

Schulman joined the SICOMP board as an Associate Editor in 2010. He is also currently an Associate Editor of the SIAM Journal on Discrete Mathematics.

Schulman has authored papers in SICOMP and SIDMA, and was named guest editor-in-charge of SICOMP’s STOC 2010 Special Section, which will appear upon completion of the review process.

His areas of research interest include algorithms and communication protocols; combinatorics and probability; coding and information theory; and quantum computation.

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SIAM Washington Update



SIAM Sends Letter Expressing Concerns with CISE/OCI Merger

SIAM Signs on to Joint Society Letter Expressing Concerns with Restrictions on Scientific Conference Expenses

Notable Funding Opportunities

NASA: NASA Announces Space Technology Graduate Research Fellowships

NSF Announces New Interdisciplinary Hazards Research Program Along with Dear Colleague Letter Seeking Involvement from Mathematicians and Statisticians

DOD:  Office of Naval Research Releases Two FY 2013 Broad Agency Announcements

Sustainability:  NSF Announces New Cyber-Enabled Sustainability Program

Federal Agency News

NSF: Fleming Crim Selected as Next Assistant Director for Mathematical and Physical Sciences

OMB:  OMB Issues Sequester Report Outlining Potential Across-the-Board Spending Reductions in Early January 2013

Innovation: National Academies Releases Report on U.S. Innovation Policy for the Global Economy

Grand Challenges: DARPA and OSTP Release Request for Information on Grand Challenges of the 21st Century Read the rest of this entry »

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New EASIAM officers elected

The East Asia Section of SIAM (EASIAM) has completed its elections for the next term and is happy to announce its newly-elected officers.

Professor Ming-Chih Lai has been elected as the new President of EASIAM. He is a distinguished professor in the Department of Applied Mathematics at National Chiao Tung University in Taiwan. He is a member of SIAM USA, Taiwan SIAM and the Taiwan Mathematical Society. His research interests are in the field of numerical methods for PDEs and computational fluid mechanics.

Professor Yongwimon Wiriyawit Lenbury is the new Vice President of EASIAM. A professor in the Department of Mathematics at Mahidol University in Thailand , she also serves as Director of the Center for Excellence in Mathematics, PERDO, Commission on Higher Education, Thailand.  Her main research interest is in mathematical and computer modeling of biological systems.

Professor Weichung Wang of the Department of Mathematics at National Taiwan University in Taiwan has been appointed the new Secretary of EASIAM. He has been a member of SIAM USA, Taiwan SIAM, and the Taiwan Mathematical Society for several years. Dr. Wang’s research interests are in numerical linear algebra, computational optimization, parallel computing, and their applications.

The officers will serve for a two-year period from January 1, 2013 to December 31, 2014.

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Mathematics and the Ocean: Movement, Mixing and Climate Modeling

Emily Shuckburgh of the British Atlantic survey uses mathematical ideas from dynamical systems to study mixing in the Southern Ocean

Philadelphia, PA—Studying the dynamics of the ocean system can greatly improve our understanding of key processes of ocean circulations, which have implications for future climate. Can applying mathematics to the research help? Dr. Emily Shuckburgh of the British Antarctic Survey, speaking at the 2012 SIAM Annual Meeting, thinks the answer is an emphatic “yes.”

Dr. Shuckburgh described mathematical ideas from dynamical systems used by her group, along with numerical modeling and experimental observations, to analyze circulation in the Southern Ocean. The Southern Ocean is unique in that it connects three major ocean basins—the Pacific, the Atlantic and the Indian oceans—with a powerful current that circulates all the way around Antarctica. This circumpolar current travels from the North Atlantic, sinking down to the bottom of the ocean and coming up to the surface around Antarctica, thus connecting the deep ocean with the atmosphere above. When water from the deep ocean comes up to the surface, it can exchange heat and carbon dioxide from the atmosphere, thus making it highly significant for climate change. Read the rest of this entry »

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NSF Announces New EXTREEMS-QED Program

The National Science Foundation recently announced the creation of a new program: Expeditions in Training, Research, and Education for Mathematics and Statistics through Quantitative Explorations of Data (EXTREEMS-QED. The program’s solicitation can be found at:

Deadline dates for EXTREEMS-QED research proposals are January 31 and November 6, 2013, and the first Wednesday in November annually thereafter.

NSF will be hosting a Webinar on the application process on October 23, 2012. More information on the Webinar can be found at


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New NSF Cyber-Enabled Sustainability Program

Last week, the National Science Foundation (NSF) released a solicitation for a new program within the cross-foundational Science, Engineering and Education for Sustainability (SEES) initiative.  Supported by all seven NSF directorates and two offices, the program will fund projects that allow creative interdisciplinary partnerships to address computer and information science challenges that are associated with sustainability.  The goal is to “advance interdisciplinary research in which the science and engineering of sustainability are enabled by new advances in computing, and where computational innovation is grounded in the context of sustainability problems.”

Areas of sustainability that depend in some way on advances in computation can be addressed through the CyberSEES program.  SRC will also provide funding for proposals that address the computational aspects of “smart infrastructure,” particularly the smart electric grid.  Proposals funded by NSF will receive funding through a typical NSF grant, while funding from SRC will be provided through a contract.

Letters of Intent:  Letters of intent are required and due December 4, 2012 and the first Tuesday in December annually.

Due Dates:  Full proposals are due February 5, 2013 and the first Tuesday in February annually.

Total Funding and Award Size:  NSF anticipates making 12 to 20 awards for a total program budget of $12 million, contingent upon final appropriations from Congress.  Proposals are sought at two different levels:

This information is courtesy of the NSF website. Please find complete details here. More information about SEES can be found here.

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SIAM Unwrapped October 2012

 News & announcements for the SIAM membership community

 Dear SIAM members,

Have you renewed your membership for 2013? If you need to be reminded, view the 2013 renewal brochure for all the reasons why you should be a SIAM member.

If you teach or supervise interns, you can nominate two of your students for free membership. If you are currently unemployed, you may be eligible to receive special rates.

For more information, and to renew or join, please visit: Read the rest of this entry »

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SIAM student chapter activities

SIAM provided over $39,000 to 83 chapters to support activities during the 2011-2012 academic year. The activities that they planned were limited only by their imaginations. Here are some of the exciting activities that SIAM chapters sponsored during the 2011-2012 academic year.  Read the rest of this entry »

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