Today's Editor:
Alex Townsend
Cornell University
townsend@cornell.edu
Today's Topics:
New book, Computation and Simulation for Finance
New book, Computational Methods for Coupled Problems in Science and Engineering
New book, Unlocking LaTeX Graphics: A Concise Guide to TikZ and PGFPLOTS
SMIP 2024 Conference, China, Nov 2024
3rd SDC Days, Université Grenoble Alpes, Dec 2024
FEniCS Conference, Groningen, Jun 2025
Householder Symposium XXII, Jun 2025
Special Topic School, Optimality of adaptive finite element methods, Bonn, Sep 2025
Workshop on Low-Rank Models and Applications, Belgium, Sep 2025
Prager Assistant Professor Position, Applied Mathematics, Brown University, USA
Postdoc Position, Computational Fluid Dynamics, University of Sao Paulo, Brazil
Postdoc Position, Mathematics and optimization of Digital Twins, Argonne, USA
Postdoc Position, Numerical analysis, Capital Normal University, China
Postdoc Position, Optimization, Rice University, USA
PhD Position in NLA and HPC, Charles University, Czechia
Contents, Communications on Analysis and Computation, 2(3)
Contents, Probability, Uncertainty and Quantitative Risk, 9(3)
See this issue of NA Digest on the web at:
https://na-digest.coecis.cornell.edu/na-digest-html/24/v24n13.html
Submissions, FAQs, and archives:
https://na-digest.coecis.cornell.edu/
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From: Cónall Kelly conall.kelly@ucc.ie
Date: September 09, 2024
Subject: New book, Computation and Simulation for Finance
Computation and Simulation for Finance: An Introduction with Python, by Cónall
Kelly.
https://link.springer.com/book/10.1007/978-3-031-60575-8
This book offers an up-to-date introductory treatment of computational
techniques applied to problems in finance, placing issues such as numerical
stability, convergence and error analysis in both deterministic and stochastic
settings at its core.
The first part provides a welcoming but nonetheless rigorous introduction to
the fundamental theory of option pricing, including European, American, and
exotic options along with their hedge parameters, and combines a clear
treatment of the mathematical framework with practical worked examples in
Python. The second part explores the main computational methods for valuing
options within the Black-Scholes framework: lattice, Monte Carlo, and finite
difference methods. The third and final part covers advanced topics for the
simulation of financial processes beyond the standard Black-Scholes setting.
Techniques for the analysis and simulation of multidimensional financial data,
including copulas, are covered and will be of interest to those studying machine
learning for finance. There is also an in-depth treatment of exact and
approximate sampling methods for stochastic differential equation models of
interest rates and volatilities.
Written for advanced undergraduate and masters-level courses, the book
assumes some exposure to core mathematical topics such as linear algebra,
ordinary differential equations, multivariate calculus, probability, and statistics
at an undergraduate level. While familiarity with Python is not required, readers
should be comfortable with basic programming constructs such as variables,
loops, and conditional statements.
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From: Everett Zhu everett.zhu@mdpi.com
Date: September 12, 2024
Subject: New book, Computational Methods for Coupled Problems in Science and Engineering
Computational Methods for Coupled Problems in Science and Engineering
by Simona Perotto, Gianluigi Rozza and Antonia Larese
https://www.mdpi.com/books/reprint/9268-computational-methods-for-
coupled-problems-in-science-and-engineering
The ninth edition of the International Conference on Computational Methods for
Coupled Problems in Science and Engineering (COUPLED PROBLEMS 2021) was
organized to take place on 13–16 June 2021. Due to the pandemic, COUPLED
2021 was a fully online and completely synchronous conference. The previous
eight editions of this conference were held on the islands of Santorini (Greece) on
25-28 May 2005; Ibiza (Spain) on 21–23 May 2007; Ischia (Italy) on 8–11 June
2009; Kos (Greece) on 20–22 June 2011; Ibiza (Spain) on 17–19 June 2013; San
Servolo, Venice (Italy), on 18–20 May 2015; Rhodes Island (Greece) on 12–14 June
2017; and Sitges (Spain) on 3–5 June 2019. The objectives of COUPLED
PROBLEMS 2021 were to present and discuss the state of the art in mathematical
models, numerical methods and computational techniques for solving coupling
problems of a multidisciplinary character in science and engineering. The
conference’s goal was to make advances in the formulation and solution of real-
life problems with a multidisciplinary perspective, accounting for all the complex
couplings involved in the physical description of the problem. The conference
was one of the Thematic Conferences of the European Community on
Computational Methods in Applied Sciences (ECCOMAS) and a Special Interest
Conference of the International Association for Computational Mechanics (IACM).
It was also supported by other scientific organizations in Europe and across the
globe.
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From: Tammy Kolda tammy.kolda@mathsci.ai
Date: September 07, 2024
Subject: New book, Unlocking LaTeX Graphics: A Concise Guide to TikZ and PGFPLOTS
Dear NA friend and colleagues,
The book *Unlocking LaTeX Graphics: A Concise Guide to TikZ/PGF and
PGFPLOTS* by Tamara G. Kolda is now available for purchase.
Book Info (including purchase link): https://latex-graphics.com
YouTube Channel: https://www.youtube.com/@UnlockingLaTeXGraphics
For embedding complex mathematical diagrams and data visualizations,
TikZ and PGFPLOTS are essential tools that are fully integrated and compile
with LaTeX. But with thousands of commands, options and styles available for
use, getting up and running quickly can be daunting. At just over 100 pages,
Unlocking LaTeX Graphics boils down 1,800 pages of documentation to focus
on the 10% of TikZ and PGFPLOTS commands that users need 90% of the
time.
Topics include:
* Lines and basic shapes, and moving around the drawing canvas (paths)
* Text and other elements in your diagrams (nodes)
* Advanced features such as math calculations, loops, and variables
* Rendering line, scatter, and bar plots from different data sources
* Structuring data files for plotting, including handling missing data
* Customizing legends, tick marks, fonts, and number formats
* Specialized commands for group plots to align multiple plots into one figure
* Advanced topics such as detaching legends
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From: Tiexiang Li txli@seu.edu.cn
Date: September 10, 2024
Subject: SMIP 2024 Conference, China, Nov 2024
The International Workshop on Structured Matrix and Image Processing in
honor of the 75th Birthday of Professor Shing-Tung Yau is devoted to the
latest advancements in numerical linear algebra, structured matrices, and
image processing. This interdisciplinary workshop aims to bring together
leading researchers, practitioners, and scholars to discuss innovative ideas,
challenges, and breakthroughs in the structured matrix computations, data
science, inverse problems and medium imaging, and computational
conformal geometry, and applications.
Plenary Speakers: Zhaojun Bai; Matthias Chung; Stefano Serra-Capizzano
Invited Speakers: Stefano Aleotti; Chenglong Bao; Giovanni Barbarino ;
Davide Bianchi; Matthias Bolten; Raymond Chan; Huibin Chang; Eric King-
Wah Chu; Marco Donatelli; Yuping Duan; Michiel Hochstenbach ; Yu Sing
Sean Hon; Bangti Jin; Malena Sabaté Landman; Shuai Lu; Ronald Lok Ming
Lui; Nicola Mastronardi; Serena Morigi; James G. Nagy; Lucas W. Onisk;
Margherita Porcelli; Ronny Ramlau; Meiyue Shao; Jungong Xue ; Ke Ye;
Junfeng Yin; Leihong Zhang
Scientific Committee: Raymond Chan (Chairman); Matthias Bolten; Macro
Donatelli; Wen-Wei Lin; Jijun Liu
Organizing Committee: Raymond Chan (Chairman); Chenglong Bao;
Matthias Bolten; Macro Donatelli; Tiexiang Li; Haibing Wang; Xiaoqun
Zhang
Conference secretary: Fangyao Sun, E-mail: sunfangyao@njcam.org.cn
Venue: International Conference Hotel Nanjing, Nanjing, Jiangsu province,
China.
Date: November 15 - November 19
Accommodation: International Conference Hotel Nanjing
Sponsor: Nanjing Center for Applied Mathematics
Website: http://www.njcam.org.cn/c1078/20240612/i862.phtml
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From: Martin SCHREIBER martin.schreiber@univ-grenoble-alpes.fr
Date: September 10, 2024
Subject: 3rd SDC Days, Université Grenoble Alpes, Dec 2024
Dear all,
We would like to send out this call for participation in
- the "3rd SDC Days 2024"
- on 17-18 December 2024
- at the Université Grenoble Alpes (France).
This conference is dedicated to Spectral Deferred Correction and related time integration methods.
The registration deadline is September 25th 2024.
Further information is given on our website:
https://sdc2024.sciencesconf.org/
Hope to see you in Grenoble!
Martin and organizers
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From: Cristóbal Bertoglio c.a.bertoglio@rug.nl
Date: September 11, 2024
Subject: FEniCS Conference, Groningen, Jun 2025
The 2025 edition of the FEniCS conference will be hosted at the Bernoulli
Institute (BI) of the University of Groningen on June 18th - 20th.
More info on the website: https://fenicsproject.org/fenics-2025/
The abstract's submission will be announced in due time.
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From: David Bindel bindel@cornell.edu
Date: September 09, 2024
Subject: Householder Symposium XXII, Jun 2025
The Householder Symposium XXII on Numerical Linear Algebra will be
held at Statler Hotel on Cornell University's campus in Ithaca from
8-13 June 2025. Save the date!
The Symposium will have presentations from both junior and established
researchers. Applications to give a talk or poster are open at:
https://householder-symposium.org/apply/
The deadline is October 31, 2024 and attendance is by invitation
only. Some talks will be plenary lectures, while others will be
shorter presentations arranged in parallel sessions. Participants are
expected to attend the entire meeting.
For more details, see:
https://householder-symposium.org/
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From: Gregor Gantner gantner@ins.uni-bonn.de
Date: September 10, 2024
Subject: Special Topic School, Optimality of adaptive finite element methods, Bonn, Sep 2025
The Hausdorff Center for Mathematics organizes a Special Topic School on
Optimality of adaptive finite element methods from September 22-26, 2025 at
the University of Bonn.
In practice, the solution of partial differential equations (PDEs) often exhibits
geometry- or data-induced singularities. The goal of adaptive finite element
methods (FEMs) is to automatically detect these singularities via a posteriori
computable error estimators and to resolve them via local refinement of the
underlying meshes. While for uniform mesh refinement, convergence to the
exact solution follows readily from standard approximation results, the rigorous
mathematical proof of convergence for adaptive mesh refinement is much
more challenging. That being said, meanwhile it has been proved for certain
classes of PDEs that adaptivity even leads to optimal convergence rates, i.e., to
the best rates over all possible refinements. The primary objective of this
summer school is to provide a comprehensive overview of the fundamental
results of optimality of adaptive FEMs.
For more details and registration see:
https://www.mathematics.uni-bonn.de/hsm-school/programs/schools/hsm-
special-topic-schools/sts-finite-element-methods
Organizers:
Gregor Gantner (University of Bonn)
Joscha Gedicke (University of Bonn)
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From: Nicolas Gillis nicolas.gillis@umons.ac.be
Date: September 11, 2024
Subject: Workshop on Low-Rank Models and Applications, Belgium, Sep 2025
The third workshop on Low-Rank Models and Applications (LRMA) will take place
on the 11-12th of September 2025 at the University of Mons, Belgium. The LRMA
workshop will offer a vibrant and intimate venue for interactions between
researchers from fields such as numerical analysis, computer science, information
theory, mathematics and signal processing. The scientific program of the LRMA
workshop will include invited plenary lectures, as well as regular contributed talks
and posters. The plenary speakers are: Stanislav Budzinskiy (University of Vienna),
Luca Calatroni (CNRS, I3S laboratory, Sophia-Antipolis, France), Alice Cortinovis
(University of Pisa), Mariya Ishteva (KU Leuven), Paul Magron (LORIA, Centre
INRIA de l'Université de Lorraine), Margherita Porcelli (University of Florence),
Bertrand Rivet (Grenoble-INP), and Lawrence Saul (Flatiron Institute, New York).
The call of paper is available from https://bit.ly/LRMA25. The deadline for
submitting an abstract is the 4th of July 2025.
All the information can be found on the following website:
https://sites.google.com/view/lrma25
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From: Chi-Wang Shu chi-wang_shu@brown.edu
Date: September 06, 2024
Subject: Prager Assistant Professor Position, Applied Mathematics, Brown University, USA
The Division of Applied Mathematics at Brown University seeks applications for
a Prager Assistant Professorship, a three-year, non-tenured, and
non-renewable appointment, with a start date of July 1, 2025. The teaching
load for this position is one course per semester. Candidates are required to
have received a Ph.D. degree or equivalent by the start of this appointment and
may have up to three years of prior academic and/or postdoctoral research
experience. Applicants should have strong research potential and a
commitment to teaching in a diverse and inclusive classroom, and their field of
research should be consistent with the current research interests of the
departmental faculty. The Division of Applied Mathematics values diversity and
inclusion as essential to achieving excellence. We especially encourage
applications from those belonging to groups traditionally underrepresented in
the mathematical sciences. To see full details and to apply, please visit
Mathjobs at https://www.mathjobs.org/jobs/list/24858.
Consideration of applications will begin on November 4, 2024.
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From: Fabricio Simeoni de Sousa f.s.sousa@usp.br
Date: September 12, 2024
Subject: Postdoc Position, Computational Fluid Dynamics, University of Sao Paulo, Brazil
The Center for Mathematical Sciences Applied to Industry (CeMEAI), a
Research, Innovation, and Dissemination Center based at the Institute of
Mathematical and Computer Sciences of the University of Sao Paulo (ICMC-
USP) in Sao Carlos, Brazil, offers a Postdoctoral Fellowship in the area of High-
Performance CFD. The fellowship is for 12 months, renewable for up to 36
months.
The aim is to develop preconditioners for iterative Krylov subspace methods
based on multiscale domain decomposition methods and their implementation
in a high-performance computing environment for the direct numerical
simulation of incompressible flow in porous media. Candidates must have
obtained their Ph.D. within the last five years and should have authored at least
two scientific articles on the subject. They must demonstrate experience in
developing and implementing numerical methods in C and/or C++ for high-
performance computational environments.
The selected candidate will be able to work with a multidisciplinary and active
group in Computational and Applied Mathematics.
To apply, please email (PDF only) the following two items to Prof. Dr. Fabricio S.
Sousa (F.S.Sousa@usp.br) by 30/09/2024:
1. Letter of interest, including complete contact information, year of Ph.D.
completion, and contact information of 2 references;
2. Curriculum Vitae with publication list;
Please indicate "Postdoc – Preconditioners" in the email's subject line. The
selected candidate will receive a Postdoctoral Fellowship funded by a project
with ANP/Petrobras of R$ 10,318.00 monthly. For more information, visit
https://www.icmc.usp.br/~fsimeoni.
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From: Sven Leyffer leyffer@anl.gov
Date: September 12, 2024
Subject: Postdoc Position, Mathematics and optimization of Digital Twins, Argonne, USA
The Mathematics and Computer Science Division, MCS, at Argonne National
Laboratory seeks candidates for a postdoctoral position in computational
mathematics and optimization of digital twins. In this role you will perform
research in analysis and implementation of algorithms for solving
optimization problems that involve digital twins to model complex systems.
Applications include, but are not limited to, data assimilation and control for
self-assembly systems, optimal experimental design, PDE-constrained
optimization, control for autonomous devices.
Research will be performed in close collaboration with leading scientists in
applied mathematics and computer science. Researchers will have access to
cutting-edge extreme-scale computing facilities. Argonne provides a
collaborative, open-science environment where scientists from various
disciplines and backgrounds are engaged in solving challenging fundamental
and practical problems. We actively promote diversity in backgrounds,
experiences, and perspectives. For more information on the applied
mathematics, numerical software, and statistics group at Argonne, see
https://www.anl.gov/mcs/lans
Position Requirements
• Recent or soon-to-be completed PhD (typically within the last 0-5 years) in
applied mathematics, statistics, computer science, industrial engineering,
machine-learning, or related field
• Experience in nonlinear optimization, PDE-constrained optimization,
machine learning, or optimal control
• Interest in contributing to numerical software development
• Experience with (or willingness to explore) high-performance computing
environments
• Ability to model Argonne's core values of impact, respect, integrity, safety
and teamwork
Applications can be submitted here:
https://argonne.wd1.myworkdayjobs.com/Argonne_Careers/job/Lemont-IL-
USA/Postdoctoral-Appointee--Mathematics-and-optimization-of-Digital-
Twins_418939
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From: Bangwei She bangweishe@cnu.edu.cn
Date: September 06, 2024
Subject: Postdoc Position, Numerical analysis, Capital Normal University, China
A fixed 2-year Postdoc position is available at Capital Normal University,
Beijing, China, on the topic of numerical analysis of compressible fluid-
structure interactions. Interested candidates are expected to submit
applications (motivation letter, CV, publications, 2 referee letters) to my email
before the deadline 1. Dec, 2024.
The starting time is Aug./Sep. 2025 and is negotiable. The salary is about
300,000CNY per year before tax, which is more than enough than the standard
living costs.
Requirement on the candidate:
1) A solid background in mathematical or numerical analysis, or programming
techniques with finite elements;
2) A PhD degree within 4 years.
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From: Shiqian Ma sqma@rice.edu
Date: September 07, 2024
Subject: Postdoc Position, Optimization, Rice University, USA
I have a postdoc opening at Rice University. The research project is on
continuous optimization and machine learning. Background/experiences on
Riemannian optimization is preferable. Interested candidates please send a CV
to Shiqian Ma at sqma@rice.edu. Review of the applications will start on
September 23, 2024. Please help spread the word. Thanks!
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From: Erin Carson carson@karlin.mff.cuni.cz
Date: September 12, 2024
Subject: PhD Position in NLA and HPC, Charles University, Czechia
A funded PhD position is available within the framework of the ERC project
"Analyzing and Exploiting Inexactness in Exascale Matrix Computations", led by
Dr. Erin Carson at the Faculty of Mathematics and Physics at Charles University.
Applications are invited from candidates who have strong background in
numerical linear algebra, numerical analysis, parallel computing, or
computational/data science application domains. The anticipated start date is
February 2025, by which time the applicants must hold a Master's degree.
Successful candidates must formally enroll in the PhD program at Charles
University.
Further details about the project can be found at the project website:
https://www.karlin.mff.cuni.cz/~carson/inexascale
Application deadline: October 31, 2024
For the full job ad and information on how to apply, please see
https://www.karlin.mff.cuni.cz/~carson/inexascale#openpositions
Questions can be directed to carson@karlin.mff.cuni.cz
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From: Charley Denton cdenton@aimsciences.org
Date: September 09, 2024
Subject: Contents, Communications on Analysis and Computation, 2(3)
Communications on Analysis and Computation
September 2024, Vol. 2, No. 3
https://www.aimsciences.org/CAC/article/2024/2/3
Strong convergence rate of an exponentially integrable scheme for stochastic
nonlinear wave equation
Jianbo Cui, Jialin Hong, Lihai Ji and Liying Sun
Detection of dispersive targets in synthetic aperture radar images with the help of deep learning
Sai Naga Vamshi Chidara, Mikhail Gilman, Rageeni Sah and Semyon Tsynkov
An efficient numerical method for solving dynamical systems with multiple time
scales
Zhongjian Wang and Zhiwen Zhang
Solving Schiffer's problem in inverse scattering theory almost surely
Hongyu Liu
Design and finite edge element simulation of invisibility cloak devices
Hao Wang
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From: Charley Denton cdenton@aimsciences.org
Date: September 12, 2024
Subject: Contents, Probability, Uncertainty and Quantitative Risk, 9(3)
Probability, Uncertainty and Quantitative Risk
2024, Vol. 9, No. 3
https://www.aimsciences.org/PUQR/article/2024/9/3
Stochastic PDEs for large portfolios with general mean-reverting volatility
processes
Ben Hambly and Nikolaos Kolliopoulos
Penalization schemes for BSDEs and reflected BSDEs with generalized driver
Libo Li, Ruyi Liu and Marek Rutkowski
Capital allocation for cash-subadditive risk measures: From BSDEs to BSVIEs
Emanuela Rosazza Gianin and Marco Zullino
Semimartingale dynamics for a backward exchange rate process
Gregory Gagnon
ϵ-Nash mean-field games for stochastic linear-quadratic systems with delay and
applications
Heping Ma, Yu Shi, Ruijing Li and Weifeng Wang
Information-based approach: Pricing of a credit risky asset in the presence of
default time
Mohammed Louriki
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End of Digest
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