NA Digest Monday, April 11, 2011 Volume 11 : Issue 15

Today's Editor:
Daniel M. Dunlavy
Sandia National Labs

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From: Nick Gould <>
Date: Fri, 8 Apr 2011 07:52:53 -0400
Subject: GALAHAD V2.4

We are pleased to announce the release of GALAHAD V2.4, the latest
version of a library of thread-safe Fortran 2003 packages for
large-scale nonlinear optimization. This release provides new
algorithms for quadratic programming and for problem
scaling. Additionally, shared-memory parallelism is now supported by
gateway packages to a number of popular linear equation solvers,
including HSL_MA57/77/86/87, Pardiso and WSMP. Matlab interfaces to
many GALAHAD packages are provided. Full PDF documentation is
included, as are installation scripts for a variety of Unix-like
platforms. In addition, interfaces between the major GALAHAD packages
and the CUTEr ( test set are provided. See

for more details.

Nick Gould (, STFC-RAL)
Dominique Orban (, Ecole Polytechnique)
Philippe Toint (, U. Namur)


From: Dr Jennifer Scott <>
Date: Thu, 7 Apr 2011 14:10:03 +0100
Subject: Announcing the release of HSL 2011

The Numerical Analysis Group at the STFC Rutherford Appleton
Laboratory has released a new version of the internationally renowned
HSL Mathematical Software Library. It features major new packages
aimed at modern architectures and includes Matlab interfaces to some
of its well-known packages.

The HSL Mathematical Software library has been used worldwide for
almost 50 years and provides specialist numerical routines for
handling large-scale sparse matrix calculations quickly and reliably.

New and substantially improved packages in HSL 2011 include:
HSL_EA20 - Fractional power of self-adjoint positive-definite
matrices via the Lanczos algorithm
HSL_MA48 - Sparse unsymmetric solver
HSL_MA64 - Dense symmetric indefinite/Hermitian factorization kernel
HSL_MA77 - Out-of-core sparse symmetric solver (indefinite and
positive-definite systems)
HSL_MA79 - Mixed precision sparse symmetric solver
HSL_MA86 - Multicore sparse symmetric indefinite solver (real and
HSL_MA87 - Multicore sparse Cholesky solver (real and complex)
HSL_MC78 - Sparse symmetric analyse phase
HSL_MC79 - Dulmage-Mendelsohn decomposition
HSL_ME57 - Complex sparse symmetric/Hermitian solver based on MA57
HSL_MI27 - Projected preconditioned conjugate gradient method for
saddle-point systems
HSL_MP54 - Multicore dense Cholesky solver

HSL 2011 is freely available to academic staff and students for
teaching and research.
Further information or


From: "Jorge More'" <>
Date: Thu, 7 Apr 2011 17:14:41 -0400
Subject: IPOPT wins the Wilkinson Prize for Numerical Software

The 2011 Wilkinson Prize for Numerical Software will be awarded to
Andreas Waechter (IBM T. J. Watson Research Center) and Carl Laird
(Texas A&M University) for IPOPT, a software library for solving
nonlinear, nonconvex, large-scale continuous optimization problems.
The presentation of the award will take place at the International
Congress on Industrial and Applied Mathematics (ICIAM 2011) in
Vancouver, BC, Canada.

IPOPT is an object-oriented software library that facilitates the
solution of large-scale continuous optimization problems. Interfaces
for modeling languages (AMPL, GAMS), and for MATLAB, R, Java, and
Python are included. In addition, IPOPT allows the use of several
third-party solvers of sparse, symmetric indefinite linear systems.
IPOPT has extensive documentation and a tutorial that allows users to
install and use the package in a short period of time.

IPOPT is available from the COIN-OR open source repository. IPOPT has
been used in a wide range of applications, including automatic tuning
of transistor widths, inverse kinematics of a humanoid robot, dynamic
optimization of chemical processes, portfolio optimization and risk
management, water and wastewater management, hyperthermia treatment
planning, optimal design of masks in wafer lithography, and the
simulation of complex dynamical systems.

The Wilkinson Prize is awarded every four years to the entry that best
addresses all phases of the preparation of numerical software, and is
sponsored by Argonne National Laboratory (US), the Numerical
Algorithms Group (UK), and the National Physical Laboratory (UK).

Jorge Mor=E9
Chair, Board of Trustees


From: Sven Leyffer <>
Date: Wed, 6 Apr 2011 17:41:24 -0400
Subject: Call for Nominations: Paul Y. Tseng Memorial Lectureship

The Mathematical Optimization Society invites nominations for the Paul
Y. Tseng Memorial Lectureship in Continuous Optimization. This prize
was established in 2011 and will be presented for the first time at
the Twenty First International Symposium of Mathematical Programming
(ISMP) in 2012. The lectureship was established on the initiative of
family and friends of Professor Tseng, with financial contributions to
the endowment also from universities and companies in the Asia-Pacific
region. The purposes of the lectureship are to commemorate the
outstanding contributions of Professor Tseng in continuous
optimization and to promote the research and applications of
continuous optimization in the Asia-Pacific region.

The lectureship is awarded to an individual for outstanding
contributions in the area of continuous optimization, consisting of
original theoretical results, innovative applications, or successful
software development. The primary consideration in the selection
process is the quality and impact of the candidate's work in
continuous optimization. See also
for more details.

Nomination Material: The nomination must include a nomination letter
of no more than two pages and a short CV of the candidate (no more
than two pages, including selected publications). In addition, the
nominator should also arrange for 1-2 letters of recommendation. All
nomination materials should be sent (preferably in electronic form, as
pdf documents) to the chair of the selection committee, Sven Leyffer,
Mathematics and Computer Science Division, Argonne National
Laboratory, Argonne, IL 60439, USA,

All nomination materials must be received by November 15, 2011.


From: Marc Steinbach <>
Date: Fri, 08 Apr 2011 08:50:46 +0200
Subject: Deadline Extended, SIGOPT Conf, Germany, Jun 2011

Registration for SIGOPT 2011 will remain open until Friday, April 15:

The conference covers all areas of optimization theory and practice,
featuring a relaxed atmosphere in a unique location. Young researchers
are especially encouraged to participate. The fee is all-inclusive.


From: Larisa Beilina <>
Date: Mon, 11 Apr 2011 15:31:49 +0200
Subject: Workshop on Inverse Problems, Sweden, Jun 2011

Annual Workshop on Inverse Problems

First annual workshop on Inverse Problems within the Visby Program
will be held at 02.06.2011 - 03.06. 2011 at the Department of
Mathematics, Chalmers University of Technology and Gotheburg
University, Gothenburg, Sweden.

The workshop will take place at sal PASCAL, H=F6rsalsv=E4gen 1,

The subject of the annual workshop is presentation of new analytical
developments and new numerical methods for solutions of Inverse
Problems. The workshop aims to gather people from the field of applied
mathematics to discuss the state-of-the-art and future challenges in
solving of Inverse problems for broad range of applications.

Confirmed invited speakers: Anatoliy Bakushinskiy (Russia), Roman
Novikov (France), Yury Shestopalov (Sweden), Vladimir G. Romanov
(Russia), Anatoliy Yagola (Russia), Gulnara Kuramshina (Russia)

The talks will be given in English. The workshop is sponsored by the
Swedish Institute, Visby Program. Participation in this workshop is

Registration is made by sending an e-mail to:
including name, company/university, department.

More information about this workshop can be found at


From: Gabriele Steidl <>
Date: Wed, 30 Mar 2011 02:49:21 -0500
Subject: Symposium on Variational Image Analysis, Heidelberg, Jul 2011

Symposium on Variational Image Analysis: Challenges and Perspectives
July 4-6, 2011 in Heidelberg

Variational methods form the core methodology of mathematical modeling
and computational approaches to image analysis. They provide a solid
basis for linking theory to applications and for taking into account
various mathematical aspects of this multidisciplinary field.

The Symposium brings together leading experts in order to
* survey the state-of-the-art research in the field,
* present recent progress in relevant mathematical and computational
* elucidate connections to applied problems of image analysis,
* identify open research problems of image analysis and understanding,
* initiate cooperation in future research.

Presentations are particularly encouraged that explicitly address
challenges and perspectives.

The program will comprise invited talks and a poster session. We
particularly encourage young active researchers to attend and to
participate in the poster session in order to discuss and present
their work. Due to space limitation, registration is mandatory for
attendance (except for invited speakers) together with providing
information for the program committee, both if you plan to present a
poster or not. There will be no conference fee.

Further Information:


From: Bruce Bailey <>
Date: Tue, 5 Apr 2011 18:33:07 -0400
Subject: Updates for ICIAM 2011, Vancouver, Jul 2011

Spring has finally arrived here in Vancouver, boding well for great
weather for ICIAM 2011 from July 18=9622. Don=92t forget to register! (The
website is here:

Below are several updates that I=92d like to share with you.

- All sessions for ICIAM 2011 have now been scheduled and posted on
the website (

- The Association for Women in Mathematics is embedding its 40th
Anniversary celebrations at ICIAM 2011 with a special program of
workshops and panel discussions (see this web page for details:

- We have arranged preferential rates at Vancouver hotels and hostels
suitable for any budget; click here for more information: Hotel rooms can be secured using our dedicated
one-stop reservation system.

- Space is filling up fast for the special tours and excursions
( planned exclusively for Congress delegates and
guests. Don=92t be disappointed; make sure to book your excursions now.

- Follow the Congress on Twitter for the latest updates: @ICIAM2011.
We look forward to seeing you in Vancouver!

Best wishes,
Arvind Gupta
President, ICIAM 2011
CEO & Scientific Director, MITACS


From: "Barrows, Lauren" <>
Date: Mon, 4 Apr 2011 11:27:32 -0400
Subject: AWM's Celebration of Women in Math, Providence, Sep 2011

40 Years and Counting: 2011 is the 40th anniversary of the Association
for Women in Mathematics (AWM). With this conference, AWM continues to
celebrate the progress of women in mathematical professions and to
recognize individual achievements. Join us from September 17-18, 2011
on the Brown University campus in historic Providence, RI.

Georgia Benkart (University of Wisconsin=96Madison)
Kristin Lauter (Microsoft Research)
Jill Pipher (Brown University/ICERM)

Plenary Speakers:
Andrea Bertozzi (UCLA)
Laura DeMarco (University of Illinois at Chicago)
Barbara Keyfitz (The Ohio State University)
Hee Oh (Brown University)

You are invited to register for this event online at:

Please direct any questions to Lauren Barrows at


From: Francesco Tudisco <>
Date: Mon, 11 Apr 2011 10:22:49 +0200
Subject: Rome-Moscow School, Russia/Italy, Sep 2011

Rome-Moscow School on Matrix Methods and Applied Linear Algebra

September 3 - 17 (2011)
Institute of Numerical Mathematics - RAS
Lomonosov Moscow State University
Moscow, Russia

September 18 - October 2 (2011)
Department of Mathematics
University of Rome "Tor Vergata"
Rome, Italy
2011 Edition

The school is open to advanced undergraduate, graduate and PhD

Applications should be preferably submitted within Tuesday, April 26,
2011, and not later than May 16, 2011.

Some scholarships and a number of free lodgings are available.

To register and further informations please visit the school's web


From: Joerg Willems <>
Date: Mon, 11 Apr 2011 08:51:48 -0400
Subject: RICAM Special Semester, Linz, Austria, Fall 2011

The Johann Radon Institute for Computational and Applied Mathematics
(RICAM) is pleased to announce the Special Semester on Multiscale
Simulation & Analysis in Energy and the Environment to be held in
Linz, Austria, October 3rd - December 16th, 2011. During this time
there will be four workshops.

Workshop 1: "Simulation of flow in porous media & applications in
waste management and CO2 sequestration" (Oct. 3-7, 2011) - Speakers
include: Attinger, Cliffe, Dahle, Discacciati, Efendiev, Erhel, Ern,
Helmig, Kornhuber, Jenny, Michel, Nordbotten, Popov, Vohralik,
Wheeler, Wohlmuth, Yavneh, Yotov

Workshop 2: "Large-scale inverse problems & applications in the earth
sciences" (Oct. 24-28, 2011) - Speakers include: Ascher, Biros,
Burger, Cirpka, Gratton, Haber, Kaltenbacher, Lawless, Pikkarainen,
Potthast, Payne, Talagrand, Weaver

Workshop 3: "Wave propagation and scattering, inverse problems and
applications in energy and the environment" (Nov. 21-25, 2011) -
Speakers include: Ammari, Betcke, Chandler-Wilde, Childs, Engquist,
Gander, Grote, Hiptmair, Livschits, Nataf, Nguyen, Potthast, Ramlau,
Schoeberl, Steinbach, Stolk

Workshop 4: "Numerical Analysis of Multiscale Problems and Stochastic
Modelling" (December 12th-16th, 2011) - Speakers include: Abdulle,
Allaire, Brandt, Dagan, Engquist, Ernst, Ha Hoang, Iliev, Lazarov, Le
Maitre, Margenov, Matthies, Sarkis, Schwab, Stuart, Zikatanov

Information and registration: Please feel free to
contact the organizers by email:


From: Jari Toivanen <>
Date: Tue, 5 Apr 2011 13:38:12 -0400
Subject: Special Issue on Comput. Methods for PDEs in Finance

International Journal of Computer Mathematics (IJCM) solicits high
quality original research papers for this special issue on
Computational Methods for PDEs in Finance.

Solutions to many financial problems can be obtained as solutions of
partial differential equations (PDEs). As financial models and
instruments get more complicated, more advanced computational methods
and high performance computing platforms are needed to solve the
associated PDEs. Topics of special interest include, but are not
limited to: Credit derivatives-pricing and PDE modelling; Regime
switching, stochastic volatility and jump-diffusion PIDE models;
Numerical PDE methods in high dimensions; Numerical methods in risk
management; High-performance computing in finance; and Parallel
computation in finance

Each submitted paper should be not more than about 20 single spaced
pages and will be refereed according to IJCM policies. Papers should
be prepared according to the IJCM guidelines at

Paper should be submitted online via manuscript central through Authors should
indicate the paper is for a special issue, entering as title
'Computational Finance' when prompted during submission.

Deadline for submission 31 August 2011
Reviews by 30 November 2011
Deadline for revision 29 February 2012
Acceptance 30 April 2012
Estimated publication July/August 2012


From: <>
Date: Thu, 7 Apr 2011 15:11:12 +0200
Subject: Research position in math modeling at SCM, SA, France

The French Company Societe de Calcul Mathematique SA is offering a
research engineer position, in the field of mathematical
modeling. Concerned domains are : environment, health, energy,
transportation. The candidate should have a strong background in
mathematics in general, and in probabilities particularly. Type of
contract : permanent, full time. Place of work : Paris, France. The
candidates should speak English and be willing to learn French. More
details on our web site

Contact person: Bernard Beauzamy, chairman and CEO


From: Stefan Engblom <>
Date: Mon, 11 Apr 2011 07:35:59 -0400
Subject: 2 Postdoc Positions in CS/Sci Comp, Uppsala University

Two postdoctoral positions in Computer Science or Scientific
Computing: "Techniques and tools to support software development for
multicore computer systems" at the Uppsala Programming for Multicore
Architectures Research Center (UPMARC). For more information, see

UPMARC has been formed to make a broad coordinated attack on the
challenges of developing techniques and tools to support development
of parallel software, motivated by the advent of multicore computer

The positions are placed at the Department of Information Technology
within the UPMARC centre of excellence. The position can be held for
two years, starting as soon as possible.

For further information please contact Professor Bengt Jonsson, e-mail or some other member of the UPMARC consortium

For more information and instructions on how to apply:


From: Timo Betcke <>
Date: Thu, 7 Apr 2011 13:30:52 -0400
Subject: Postdoc Position in Sci Comp at Univ College London

We are advertising a Postdoc position in the Department of Mathematics
at University College London.

The main purpose of this post is to work on the development of a
high-performance boundary element library for problems in
electrostatics, acoustics and computatonal electromagnetics with
project partners at the UCL Centre for Medical Image Computing, the
University of Reading, Durham University and industrial consultancy
from NAG. Initial application area will be medical imaging. The
Research Associate will work as part of an interdisciplinary team on
the main implementation of the library functionality. In addition to
scientific software development this will involve close interaction
with the project partners.

The post is funded for two years in the first instance. The
appointment is on UCL Grade 7 salary from =A331,905 per annum including
London Allowance.

For further information and to apply for the vacancy please go to the
UCL jobs pages at and search under the
reference 1184379.

Applicants unable to apply online should contact Miss Soheni Datta,
Department of Mathematics, University College London, Gower Street,
London WC1E 6BT.
Telephone: +44 (0)20 7679 2839, email:

Closing date for receipt of applications is Friday, 6 May
2011. Interviews are planned to take place on Thursday 02 June 2011,
and the start date will be 01 July 2011 or as soon as possible

For informal enquiries about the post please contact Timo Betcke
(, Telephone: +44 (0)20 3108 4068).


From: Gabriele Steidl <>
Date: Wed, 30 Mar 2011 02:44:16 -0500
Subject: PhD Position at the Univ of Kaiserslautern, Germany

A Ph.D. Position is available at the Department of Mathematics
(Mathematical Image Processing Group) of the University of
Kaiserslautern (Germany):

The position is within the project ''Anisotropic analysis of
elektroenzephalographic correlates of the sensoric and cognitive
treatment of single sweeps'' promoted by the Deutsche
Forschungsgemeinschaft (DFG). The research requires the cooperation
with the ''Computational Diagnostics and Biocybernetics Group'' at the
Klinikum Homburg Saar

The ideal candidate will have a diploma/master in Mathematics with
extended knowledge in Applied Analysis as well as good programming

The contract is for three years.
The earliest starting date is June, 2011.

Please send your application documents to Prof. Gabriele Steidl:


From: Stefanie Elgeti <>
Date: Mon, 11 Apr 2011 14:29:02 +0200
Subject: PhD Position in Simulation of Die Swell

Doctoral position at RWTH Aachen University

Chair for Computational Analysis of Technical Systems

The full project title is "Computation of Die Swell behind a Complex
Profile Extrusion Die."

Profile extrusion is a manufacturing process for continuous plastic
profiles, such as pipes or window panes. The highest design effort is
caused by the extrusion die, which, at the current state of the art,
has to be designed based on experience and running-in experiments. One
of the key properties of plastics melts are their viscoelastic
behavior, which leads to die swell when the material leaves the shape
giving extrusion die. An important step towards dimensional accuracy
is therefore the accurate numerical prediction of the amount of die
swell. The latter will be your task. Towards this goal, a viscoelastic
model will have to be analyzed regarding its numerical properties and
subsequently implemented into the existing flow solver. Simulations
will be based on an in-house software employing stabilized finite
element formulation of incompressible flow.

Your profile: Requirement for this position is a diploma or masters
degree in CES, engineering, applied mathematics, physics or a similar
subject with superior academic record. Practical programming
experiences in Fortran or C as well as with parallelization (MPI or
OpenMP) are of advantage. Familiarity with UNIX operating system would
be ideal. We expect you to contribute to general tasks at the
institute, such as teaching or advising master or project theses.

Our offer: The candidate will be employed as a regular employee and
must meet required personal qualifications. This is a full-time
position and the salary is according to TV-L E 13. Initially, it is a
fixed-term position for one year, but is expected to be extended for
up to five years. Applications are being reviewed now.

Contact: Please send your application to
Lehrstuhl f=FCr computergest=FCtzte Analyse technischer Systeme,
RWTH Aachen, Prof. Marek Behr, Schinkelstr. 2, 52062 Aachen

or via e-mail to


From: Ed Saff <>
Date: Tue, 5 Apr 2011 17:11:03 -0500
Subject: Contents, Constructive Approximation, 33(3)

Constructive Approximation
Vol. 33 No. 3 2011
Table of Contents

"Type II Hermite-Pads Approximations of Generalized Hypergeometric
Series", Tapani Matala-aho, Pages 289-312

"Construction of Optimal Cubature Formulas Related to Computer
Tomography", by V.F. Babenko, S.V. Borodachov and D.S. Skorokhodov,
Pages 313-330

"New Coins from Old, Smoothly", by Olga Holtz, Fedor Nazarov and Yuval
Peres, Pages 331-363

"Finite Gap Jacobi Matrices, II. The Szego Class", by Jacob
S. Christiansen, Barry Simon and Maxim Zinchenko, Pages 365-403

"Recursive Three-Term Recurrence Relations for the Jacobi Polynomials
on a Triangle", by Shayne Waldron, Pages 405-424

"A Lower Bound for the Norm of the Minimal Residual Polynomial", by
Klaus Schiefermayr, Pages 425-432

Volume 33 Number 3 of Constructive Approximation is now available on
the SpringerLink web site at

Constructive Approximation
An International Journal for Approximations and Expansions
Published by Springer

End of NA Digest