NA Digest, V. 17, # 16

NA Digest Sunday, June 25, 2017 Volume 17 : Issue 16

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: Nick Trefethen
Date: June 19, 2017
Subject: 100 examples of ODEs

NA Digest friends -- the nearly complete book "Exploring ODEs" by me

and Asgeir Birkisson and Toby Driscoll will end with "Appendix B: 100
more examples". So far we've compiled 35 of the examples, and you can
see them at We
ask your help in cooking up the other 65!

If you take a look you'll see that each is an ODE IVP or BVP, scalar
or system, and in each case we solve the problem with a couple of
lines of Chebfun code and show the result in a plot about 1 inch
square. Five or six example fit on each page. We don't know of any
collection like this, and ask your help in making it as interesting as

Once published next year, the book will be freely available online.

From: JS Hysing
Date: June 15, 2017
Subject: Multipysics and FEM Simulations with FEniCS and FEATool GUI

Announcing an update patch for the FEATool Multiphysics Matlab and
Octave toolbox allowing models to be directly converted and exported
as FEniCS python script and Dolfin xml mesh files. With the new update
and the FEATool GUI, setting up and solving FEniCS multiphysics and
finite element models have never been easier.

The patch allows for FEniCS, export, solving, and, solution import
direcly from the FEATool Matlab/Octave GUI and also CLI command
lines. For more information, FEATool and patch download visit:

From: Michele Martone
Date: June 21, 2017
Subject: PyRSB: Python (SciPy/NumPy) interface to librsb

The high performance multithreaded sparse matrix library `librsb' (LGPLv3) is now also usable from
Python, with the `PyRSB' prototype:

Advantages over SciPy's `csr_matrix' are in faster multithreaded
multiplication of huge sparse matrices.

Intended application area is iterative solution of linear systems;
particularly fast if with symmetric matrices and many rhs.

Feedback from prospective users or co-developers highly appreciated.

From: Jok Tang
Date: June 20, 2017
Subject: New Book, Modern Solvers for Helmholtz Problems

Modern Solvers for Helmholtz Problems
Edited by Domenico Lahaye, Jok Tang, Kees Vuik
Geosystems Mathematics, Birkhauser Mathematics, Birkhauser.
243 pages | eBook and Hardcover | ISBN 978-3-319-28832-1

Solving the Helmholtz equation is a hot topic for researchers and
practitioners the last decades. In the new book "Modern Solvers for
Helmholtz Problems", the latest developments of this topic are
presented. It was motivated by the TU Delft workshop on "Recent
developments in Fast Helmholtz Solvers", which took place in the
spring of 2015. A number of speakers at the workshop and other experts
contributed to the book, and shared their unique insights into the
topic of the Helmholtz solvers. Various contributions of the book were
based on the complex shifted Laplace preconditioner, which was
introduced in a seminal paper from 2006, written by Yogi Erlangga,
Kees Oosterlee and Kees Vuik. This preconditioner has proven to be a
major breakthrough in the research of fast Helmholtz solvers. Using
this preconditioner, the linear systems derived from the Helmholtz
problems can be solved significantly faster. The chapters of the book
describe new variants of the complex shifted Laplace preconditioner,
in order to accelerate the current Helmholtz solvers. These variants
are based on domain-decomposition techniques, Taylor-series
expansions, deflation techniques, and multi- level approaches. Also,
advanced implementations and the industrial application of the
Helmholtz solvers are discussed in detail. The book is published by
Birkhauser, and can be purchased as an eBook or a hardcover from the
Springer website:

From: Isabella Wiegand
Date: June 20, 2017
Subject: Summer School Phase Field Models, Germany, Jul-Aug 2017

Summer School: Phase Field Models
Technical University of Munich, Dept. of Mathematics
Monday, 31. July to Friday, 4. August 2017
Organised and funded by ISAM, TopMath and the IGDK 1754 (Maths
Doctoral Programs)

Speakers and Topics:
- Dirk Blomker (University of Augsburg): Stochastic interface motion
and slow manifolds
- Patrick Dondl (University of Freiburg): Sharp Interface Limits of
Phase Field Models
- Britta Nestler (KIT): Fundamentals of Phase-Field Modelling for HPC
Systems and Coupling with Continuum Mechanics
- Robert Nurnberg (Imperial College, London): Numerical Approximation
of Phasefield Models

Registration is mandatory and restricted to a maximum of 80
participants. The deadline for registration is 01.07.17

Upon request we can offer limited funding to doctoral students.

For full program, time schedule, abstracts, venue and registration
please see here:

From: Aretha Teckentrup
Date: June 22, 2017
Subject: Inverse Problems Summer School, UK, Aug 2017

We would like to draw your attention to our forthcoming summer school
on Mathematical Aspects of Inverse Problems

The summer school will focus on mathematical foundations of inverse
problems, at the interface of applied mathematics, statistics and data
science. It is suitable for PhD students and early career researchers
with a maths-based degree.

The summer school will be held from the 29 August - 1 September 2017
at the Alan Turing Institute, London, UK.

Confirmed speakers are: Masoumeh Dashti (Sussex), Alison Fowler
(Reading), Michela Ottobre (Heriot-Watt) and Clarice Poon and
Carola-Bibiane Schoenlieb (Cambridge).

To encourage the participation of female researchers, The Alan Turing
Institute is offering scholarships to cover the travel and
accommodation expenses for four female participants, to the value of
600 GBP. Application deadline is July 7; further details are available
from the website.

From: Andreas Griewank
Date: June 19, 2017
Subject: Algorithmic Nonsmooth Optimization Summerschool, Ecuador, Sep 2017

From September 17-29 there will be a CIMPA summerschool held in Ibarra
north of Quito. The topic is "Algorithmic Nonsmooth Optimization".

Speakers and Scientific Committee
- Andreas Griewank, Yachaytech, Ecuador
- Marc Lassonde, Univ. des Antilles, Guadeloupe
- Juan Peypouquet, Univ. Santa Maria, Chile
- Claudia Sagastizabal, IMPAS, Brasilia
- Natas Kreijic, Univ. Novi Sad, Serbia
- Juan Carlos de Los Reyes, EPN, Ecuador

Accommodation and shuttle from Quito airport are covered for all
participants. Travel support mostly for Latin American Students and
junior faculty. For details see Apply by June 30.

From: Pamela Bye
Date: June 23, 2017
Subject: Inverse Problems from Theory to Application, UK, Sep 2017

In collaboration with Turing Gateway to Mathematics
Tuesday 19 - Thursday 21 September 2017
Centre for Mathematical Sciences, University of Cambridge, UK

An inverse problem denotes the task of computing an unknown physical
quantity from indirect measurements. The corresponding forward problem
maps the physical quantity to the measurements. In most realistic
situations the solution of the inverse problem is challenging,
complicated by incomplete and noisy measurements, as well as
non-invertible forward operators which render the inverse problem
ill-posed (that is lack of stability and/or uniqueness of
solutions). Inverse problems appear in many practical applications in
biology, medicine, weather forecasting, chemistry, engineering,
physics, to name but a few, and their analysis and solution presents
considerable challenges in mathematics and statistics. This conference
will bring together mathematicians and statisticians, working on
theoretical and numerical aspects of inverse problems, and engineers,
physicists and other scientists, working on challenging inverse
problem applications. We welcome industrial representatives, doctoral
students, early career and established academics working in this field
to attend.

Conference topics: Imaging; Regularisation theory; Statistical inverse
problems; Sampling; Data assimilation; Inverse problem applications.

For further information on this conference, please visit the
conference webpage:

From: Xavier Claeys
Date: June 13, 2017
Subject: Boundary Element Method (IABEM2018), France, Jun 2018

IABEM 2018 Symposium
June 26-28, 2018 in Paris
Université Pierre et Marie Curie Paris 6, France

Abstract submission deadline: November 15, 2017

The IABEM symposium provides a forum for researchers and engineers
around the world to discuss recent developments in the Boundary
Element Method (BEM) and new challenges ahead. This event focuses on
boundary integral equations, and aims at gathering all scientists
interested in this subject, both from a theoretical and applied point
of view.

The topics of the IABEM Symposium include, but are not limited to
- Fast Boundary Element Methods
- Domain Decomposition
- Efficient Solution Methods
- A Posteriori Error Estimates and Adaptive Methods
- Transient Boundary Value Problems
- Coupled Field Problems
- Optimization and Inverse Problems
- Industrial and Engineering Applications

Further informations are posted on the website

From: Norbert Heuer
Date: June 16, 2017
Subject: Assistant Professor Position, Santiago, Chile

The Department of Mathematics of the Catholic University of Chile has
an opening for a tenure track position at the assistant professor
level, beginning in March or August 2018. Applications are invited in
all areas of mathematics. The teaching load is three courses per
year, reduced to two courses during the first two years. Appointees
are expected to teach in Spanish after one year. The starting annual
salary is approximately 41,000 USD (current exchange rate), negotiable
according to previous experience. In addition, appointees will be
eligible for a starting grant of about 12,000 USD to be spent over a
period of two years.

The minimum requirement for applicants is a Ph.D. or equivalent degree
in mathematics or a closely related field. Applicants are expected to
have an excellent research record and a strong commitment to teaching
and research.

The regular review process of applications will start on November 15.
However earlier applications are encouraged since exceptional
applicants will be considered for an early review.

Applications should be submitted through and
should include a completed AMS Standard Cover Sheet, a curriculum
vitae that includes a publication list, and a brief description of
their research.

Departmental website:

From: Bertram Duering
Date: June 22, 2017
Subject: Lectureship Position, NA & Scientific Computing, Univ of Sussex

Lecturer in Mathematics (full time/permanent), Department of
Mathematics, University of Sussex, Reference: 2173

Closing date: 27 July 2017

Responding to ever increasing student numbers and recent external
research funding success in all of our research groups, the Department
of Mathematics at the University of Sussex invites applications for
the position of Lecturer in Mathematics.

Applications are invited from rigorous numerical analysts working in
any area of numerical analysis and scientific computing; candidates at
the interface with Mathematical Biology would be particularly welcome.

For further details please visit:

Informal enquiries may be addressed to Prof. Enrico Scalas, Head of
Department of Mathematics (e-mail (preferred):,
Tel: +44 (0)1273 876641).

From: Gianluigi Rozza
Date: June 25, 2017
Subject: Research Associate Position, SISSA, Trieste, Italy

A new open position as research associate (15 months) at SISSA,
International School for Advanced Studies, Mathematics Area, mathLab,
Trieste, Italy ( is available.

Deadline July 6, 2017:

The position is in the framework of POR-FESR program 2014-2020
sponsored by Regione Autonoma Friuli Venezia Giulia. The project is
SOPHYA: Seakeeping of Planing Hulls for Yachts, within MARE FVG
Technical Cluster, in collaboration with MonteCarlo Yachts, MICAD and
University of Trieste.

Topics: computational fluid dynamics, free-surface flows, turbulence,
optimisation, control, data assimilation, shape parametrisation,
reduced order methods.

Competences: mathematical modelling, numerical analysis, scientific
computing and programming, CFD.

From: Peter Knabner
Date: June 21, 2017
Subject: W2-Professorship Deputy Position, Applied Mathematics

The Department of Mathematics in the Faculty of Sciences of the
Friedrich-Alexander-Universitat Erlangen-Nurnberg is looking for a
deputy for a W2-professorship in Applied Mathematics for the winter
term 2017/18. Most likely this position can be extended to some longer
period. We are looking for a person with PhD in mathematics or a
related field, who has a considerable research record in one of the
fields scientific computing or numerical mathematics or applied
analysis. Teaching in one of the following areas is obligatory:
elementary education in mathematics for engineering students or
numerical mathematics for Bachelor students in (techno) mathematics
(these lectures have both to be given in German) or lectures within
the international master study Computational and Applied Mathematics
(see (these lectures have to be given in
English). Applications with the common material (CV, list of
publications, list of teaching experience) are asked to be send up to
15.07.2017 to the Speaker of the Department of Mathematics:

Date: June 20, 2017
Subject: Postdoc Position, Inria

The Inria teams HiePACS (Bordeaux) and Nachos (Sophia Antipolis) are
inviting applications for a postdoctoral researcher. The research
project focuses on the design of a generic parallel domain
decomposition solver based on PDE-based interface operators (see for
more details

Candidates are expected to have a strong background in numerical
linear algebra and parallel computing.

The position is available from September 1, 2017 or as soon as
possible thereafter. The initial appointment is for one year.

Applications will be considered until the position is filled.

Applicants should prepare a CV and a list of 3 references that can be
contacted. This should be forwarded as a single PDF file to Luc Giraud
( or Stephane Lanteri (

More informations on the Inria teams can be found at:

From: Nick Higham
Date: June 13, 2017
Subject: Postdoc Position, Numerical Linear Algebra, Univ of Manchester

A postdoctoral post is available in the School of Mathematics at the
University of Manchester on the project "Inference, Computation and
Numerics for Insights into Cities" (ICONIC,,
which is funded by an EPSRC Programme Grant.

The project is a collaboration between Imperial College, the
University of Oxford, the University of Manchester, and the University
of Strathclyde.

The research at Manchester will focus on the numerical linear algebra
challenges in the project.

For details, see

Closing date: July 20, 2017.

Informal enquiries should be directed to
Professor Nick Higham (

From: Bin Cheng
Date: June 15, 2017
Subject: Postdoc Position, PDE and NA, Univ of Surrey

The Department of Mathematics at the University of Surrey are seeking
a postdoctoral Research Fellow to join a collaborative project and
work with expert team members from the mathematical, computational and
geophysical communities. The main type of work for the post is in PDE
analysis and involves applying functional and harmonic analytical
theories to validate and explore a set of innovative hypotheses which
can change our existing views of resonances in multiscale fluid
dynamics and can lead to great impact in high performance computing.

The post holder must have (by the time of appointment) a PhD in
pure/applied mathematics and good track record of research in
mathematical analysis. In particular, research experience in PDE
analysis, numerical analysis and/or harmonic analysis is highly

For informal discussion, please contact directly the Lead
Investigator: Dr. Bin Cheng (University of Surrey)

The initial appointment will be 2 years.

More information can be found here

Please note that the deadline for application will be extended to
Sunday, 02 July 2017

From: Michael Bader
Date: June 13, 2017
Subject: Postdoc Position, Technical Univ of Munich

We are looking for an individual with strong expertise in the
development of simulation software for latest supercomputing hardware,
ideally also having experience with high-order finite-element or
finite-volume-type methods for hyperbolic PDE systems.

Within the Horizon 2020 project ExaHyPE, you will coordinate the joint
research in the interdisciplinary project team, supervise the joint
software development, drive the realization of grand challenge
simulations and represent the project at international
conferences. Your key mission will be to serve as mortar in-between
the mathematics, HPC and application groups, up to triggering joint
consortium publications.

You will be part of (and co-financed by) the research group on
hardware-aware numerics and software for HPC, which comes with
obligations and opportunities for teaching and supervision of students
(Bachelor and Master level) in HPC and CSE.

Applications will be considered until the position is filled. The
position is open immediately and scheduled to run until September
2019. Please send your application (preferably as a single PDF
document) to:

Michael Bader, Technical University of Munich,

From: Dirk Roose
Date: June 16, 2017
Subject: PhD/PostDoc positions, NA and Applied Mathematics, KU Leuven, Belgium

Modern Solvers for Helmholtz ProblemsThe Numerical Analysis and
Applied Mathematics (NUMA) research unit of the KU Leuven - University
of Leuven (Belgium) invites applications for up to 6 doctoral (1+3
years) and 3 postdoctoral positions.

NUMA ( consists of 38 members
(professors, postdoctoral and PhD researchers). We develop, analyse
and implement numerical algorithms for applications in science and
engineering, focusing on algorithmic innovations, and on the analysis
of accuracy and efficiency. Our research relies on mathematical
insight, design of algorithms, and software development.

NUMA has vacancies on several recently acquired research projects for
researchers with various expertises, from PhD researchers to senior
postdocs. We are currently looking for candidates with specific
interest/expertise in
- Numerical (multi)-linear algebra: polynomial computations and
iterative methods
- Multiscale and stochastic simulation methods
- Large-scale PDE-constrained optimization and uncertainty
- Parallel algorithms and metaheuristics for cutting and packing
- High-dimensional approximation, simulation and analysis
- Computational methods for control
- Data driven network analysis and control

More information and application instructions can be found at
(for the PhD positions) and
(for the postdoc positions).

From: Miguel A. Benítez
Date: June 17, 2017
Subject: PhD/Postdoc Positions, BCAM

IC2017_SUMMER International Call for Postdoctoral Fellows/PhD Students

BCAM, the Basque Center for Applied Mathematics
whose mission is to develop high quality interdisciplinary research in
the frontiers of Applied Mathematics, has opened the following
positions. Deadline: July 14th, 2017:

Postdoctoral Fellows

ONE Postdoctoral Fellowship in Computational Mathematics and Fluid

ONE Postdoctoral Fellowship in Simulation of Elasto-Acoustic Wave
Propagation in Porous Rocks

ONE Postdoctoral Fellowship at the interface between Group
Representation Theory and Dynamical Automata

ONE Postdoctoral Fellowship at the interface between Algebraic
Topology and Neuronal systems

ONE Postdoctoral Fellowship in Mathematics of Quantum Many-Body Problems

ONE Postdoctoral Fellowship in Machine Learning

PhD Student

ONE BCAM - CIC bioGUNE Joint PhD Position on Mathematical
Modelling in cancer research

From: Bruno Carpentieri
Date: June 19, 2017
Subject: PhD Positions, Computational Mathematics, Free Univ of Bozen-Bolzano

The Computational Mathematics Group of the Computer Science Faculty at
the Free University of Bozen-Bolzano offers to well- motivated,
enthusiastic mathematically talented candidates the opportunity for
fully-funded PhD positions in Computer Science with focus on
Computational Mathematics. Research areas of the group include
modeling, algorithms and their analysis in the fields of computational
geometry, fluid-dynamics, high-performance computing, numerical linear
algebra, partial differential equations, stochastic analysis and
uncertainty quantification. The Free University of Bozen-Bolzanois
located in one of the most fascinating European regions where Germanic
and Latin cultures meet and interact with economically vibrant
neighbours. One of the few truly trilingual higher-education
institutions, with its high level of internationalization, high-level
facilities and privileged geographic position at the heart of Europe
make it an ideal study and research environment and a gateway for
future competitive employment in academia or the industry alike. The
working language for research and PhD studies is English, and the use
and learning of German or Italian are supported. The candidates will
have a strong record in a Master's of Science, or equivalent, degree
in Mathematics, Physics, Computer Science or cognate fields. Two
reference letters from active research supervisors or mentors will be

Further details are available on

Applications for PhDs are open until the 3rd July 2017 and can be made
online at

Interested potential candidates are welcome to contact Prof Bruno
Carpentieri ( (numerical linear algebra,
HPC, parallel computing, fast solvers) or Prof Omar Lakkis
( (PDEs, finite element methods, finite volumes,
fluids, adaptive algorithms).

From: Daniel B Szyld
Date: June 22, 2017
Subject: ETNA Special Volume dedicated to Olof Widllund

Submissions are invited to a special volume of ETNA, the Electronic

Transactions on Numerical Analysis, honoring Olof B. Widlund for his
many contributions to numerical analysis and scientific computing, on
the occasion of his 80th birthday (2018).

Submissions are accepted anytime until the deadline for submissions

which is September 1st, 2017.

Special editors are: Susanne Brenner, Xiao-Chuan Cai, Martin Gander,
Axel Klawonn, Marcus Sarkis, and Daniel Szyld.

Send papers or any other correspondence to

From: Fikret Aliev
Date: June 23, 2017
Subject: Contents, Applied and Computational Mathematics, 16 (2)

Applied and Computational Mathematics an International Journal
Vol.16, No.2, June 2017


Explicit Numerov Type Methods with Constant Coefficients: A Review,
T.E. Simos, Ch. Tsitouras, I.Th. Famelis

New Tau Homotopy Analysis Method for MHD Squeezing Flow of
Second-Grade Fluid Between Two Parallel Disks, Saeed Kazem, M. Shaban,
J.A. Rad

Investigation of Optimal Control Problems and Solving Them Using
Bezier Polynomials, A.A. Yari, M.K. Mirnia, M. Lakestani

Global Existence and Large Time Behavior of Solutions of a Semi-
Linear Time and Space Fractional System, B. Ahmad, D. Hnaien,
M. Kirane

Finite-Approximate Controllability of Evolution Equations, Nazim
I. Mahmudov

New Types of Soliton-Like Solutions for a Second Order Wave Equation
of Korteweg-De Vries Type, H. Triki, T. Ak, A. Biswas

Some Identities of Catalan-Daehee Polynomials Arising from Umbral
Calculus, Taekyun Kim, Dae San Kim

Maximal Regular Convolution-Differential Equations in Weighted Besov
Spaces, Veli Shakhmurov, Hummet Musaev

From: Chi-Wang Shu
Date: June 21, 2017
Subject: Contents, Journal of Scientific Computing, 72 (1@

Journal of Scientific Computing
Volume 72, Number 1, July 2017

Exact Boundary Condition for Semi-discretized Schrodinger Equation and
Heat Equation in a Rectangular Domain, Gang Pang, Yibo Yang and
Shaoqiang Tang.

Long-Time Simulations of Nonlinear Schrodinger-Type Equations using
Step Size Exceeding Threshold of Numerical Instability, T.I. Lakoba.

Efficient Preconditioning of hp-FEM Matrices by Hierarchical Low-Rank
Approximations, P. Gatto and J.S. Hesthaven.

Nonuniformly Weighted Schwarz Smoothers for Spectral Element
Multigrid, Jorg Stiller.

A Posteriori Estimates Using Auxiliary Subspace Techniques, Harri
Hakula, Michael Neilan and Jeffrey S. Ovall.

Spatial and Modal Superconvergence of the Discontinuous Galerkin
Method for Linear Equations, N. Chalmers and L. Krivodonova.

Structure Preserving Preconditioners for Image Deblurring, Pietro
Dell'Acqua, Marco Donatelli, Claudio Estatico and Mariarosa Mazza.

Total Generalized Variation Based Denoising Models for Ultrasound
Images, Myeongmin Kang, Myungjoo Kang and Miyoun Jung.

Boundary Treatment and Multigrid Preconditioning for Semi-Lagrangian
Schemes Applied to Hamilton-Jacobi-Bellman Equations, Christoph
Reisinger and Julen Rotaetxe Arto.

Uniformly Convergent Cubic Nonconforming Element For Darcy-Stokes
Problem, Shao-chun Chen, Li-na Dong and Ji-kun Zhao.

On the Development of a Nonprimitive Navier-Stokes Formulation Subject
to Rigorous Implementation of a New Vorticity Integral Condition,
Shuvam Sen and Tony W.H. Sheu.

Explicit and Implicit TVD Schemes for Conservation Laws with Caputo
Derivatives, Jian-Guo Liu, Zheng Ma and Zhennan Zhou.

Error Boundedness of Discontinuous Galerkin Spectral Element
Approximations of Hyperbolic Problems, David A. Kopriva, Jan Nordstrom
and Gregor J. Gassner.

Nonconvex and Nonsmooth Optimization with Generalized Orthogonality
Constraints: An Approximate Augmented Lagrangian Method, Hong Zhu,
Xiaowei Zhang, Delin Chu and Li-Zhi Liao.

Uniform Second Order Convergence of a Complete Flux Scheme on
Unstructured 1D Grids for a Singularly Perturbed Advection-Diffusion
Equation and Some Multidimensional Extensions, Patricio Farrell and
Alexander Linke.

A Monolithic Approach to Fluid-Composite Structure Interaction, Davide
Forti, Martina Bukac, Annalisa Quaini, Suncica Canic and Simone

Finite Difference/Finite Element Methods for Distributed-Order Time
Fractional Diffusion Equations, Weiping Bu, Aiguo Xiao and Wei Zeng.

Inflow-Based Gradient Finite Volume Method for a Propagation in a
Normal Direction in a Polyhedron Mesh, Jooyoung Hahn, Karol Mikula,
Peter Frolkovic and Branislav Basara.

From: Miguel Anjos
Date: June 21, 2017
Subject: Contents, Optimization and Engineering, 18(2)

Optimization and Engineering, Volume 18, Issue 2, June 2017


Editorial: Optimization for financial engineering: a special issue Roy
H. Kwon & Stavros A. Zenios

A multistage stochastic programming asset-liability management model:
an application to the Brazilian pension fund industry, Alan Delgado de
Oliveira, Tiago Pascoal Filomena, Marcelo Scherer Perlin, Miguel
Lejeune & Guilherme Ribeiro de Macedo

Dynamic portfolio choice: a simulation-and-regression approach, Michel
Denault, Erick Delage & Jean-Guy Simonato

Enhanced indexing for risk averse investors using relaxed second order
stochastic dominance, Amita Sharma, Shubhada Agrawal & Aparna Mehra

Factor-based robust index tracking, Roy H. Kwon & Dexiang Wu

Adjusted robust mean-value-at-risk model: less conservative robust
portfolios, S. Lotfi, M. Salahi & F. Mehrdoust

Deriving implied risk-free interest rates from bond and CDS quotes: a
model-independent approach, Sergey N. Smirnov, Victor A. Lapshin &
Marat Z. Kurbangaleev

Discussion Article: Stochastic debt sustainability analysis for
sovereigns and the scope for optimization modeling, Andrea Consiglio &
Stavros A. Zenios

End of Digest