## Programs & Events

##### Mathematical and Statistical Aspects of Cryptography (in Kolkata, India)

Jan 12 - 14, 2012

This workshop focuses on mathematical and statistical aspects of public key cryptography. The main ingredients from mathematics so far include discrete logarithms and factoring over the integers, generalizations of the discrete logarithm to elliptic curves, hyperelliptic curves and further generalizations, aspects of infinite non-abelian groups, and closest vector problems (CVP) in integer lattices. Cryptanalysis in all of these areas can involve analyses of patterns in vast amounts of data, hence the need for statistical methods. One goal of this workshop, though not the only one, is to focus attention on the problem of quantifying the complexity of lattice-based problems, for example extrapolating the difficulty of solving a CVP in an integer lattice as a function of its dimension and other parameters.

*A copy of the presentations given at this workshop is available as a PDF... (more)*

##### Organizing Committee

- Jeffrey Hoffstein
- Jill Pipher
- Bimal Roy

##### Winter School and Conference on Computational Aspects of Neural Engineering (in Bangalore, India)

Dec 10 - 21, 2012

We are pleased to announce the first joint IMI-ICERM Winter School on Computational Aspects of Neural Engineering. The course is directed at graduate students, postdoctoral fellows, and other researchers from the physical sciences (e.g. physics, mathematics, computer science, engineering) and the life sciences (e.g. neuroscience, biology, physiology). The course will offer participants the opportunity to learn about the foundations of neural engineering and brain-computer interfacing, and develop their skills in computational analysis of neural data for the control of external devices. The topics will range from primers on neuroscience, signal processing, and machine learning to brain-computer interfacing based on multi neuronal activity, electrocorticography (ECoG), and electroencephalography (EEG).

The course will consist of 3 hours of lectures each morning, followed by a 3-hour MATLAB-based computer laboratory in the afternoon. Participants will pair up for these laboratories, and... (more)

##### Organizing Committee

- Jill Pipher
- Govindan Rangarajan
- Rajesh Rao

##### Workshop and Conference on Limit Theorems in Probability (in Bangalore, India)

Jan 2 - 11, 2013

Ever since Jakob Bernoulli proved the law of large numbers for Bernoulli random variables in 1713, the subject of limit theorems has been a driving force for the development of probability theory as a whole. The elucidation of different flavours of laws of large number, central limit theorems and laws of iterated logarithm, their extensions to Markov chains or sums of weakly dependent or stationary processes, limit theorems for Banach space valued random variables, etc., have given rise to a rich theory as well as the basic tools for tackling any problem involving randomness.

Today, 300 years after the landmark result of Bernoulli, it is fruitful to look back at the way in which search for limit theorems has shaped the subject. It is also fruitful to consider how the emphasis has evolved over time from simple limit theorems to getting bounds on the rates of convergence or obtaining inequalities, which are of more immediate relevance in applications to nite samples. The current... (more)

##### Organizing Committee

- Manjunath Krishnapur
- Kavita Ramanan

##### Computational Topology and Data Analysis Workshop (in Johannesburg, South Africa)

Nov 17 - 21, 2014

The review of Mathematical Sciences research at South African universities commissioned by the National Research Foundation highlighted the isolation of South African mathematics from its applications and related disciplines and not being fully distributed across different areas of mathematics. In particular it noted that there are contemporary mainstream subfields that are not represented and some research is disconnected from areas of contemporary interest. The newly established Centre for Mathematical and Computational Sciences and the African Institute for Mathematical Sciences are collaborating to address some of these gaps by co-organising workshops that will introduce new areas of study to the South African Mathematical Sciences Research landscape.

There is heightened awareness and renewed interest in (Big) Data Analysis since the announcement that South Africa together with Australia would be hosting the Square Kilometre Array project. One of the programmes to be pursued by... (more)

##### Computational Symplectic Topology

May 17 - Aug 5, 2015

Symplectic and contact geometry and topology, which provide a natural setting for Hamiltonian dynamics, comprise a broad spectrum of interrelated disciplines in the mainstream of modern mathematics. The past two decades gave rise to several exciting developments in these fields: on one hand, powerful new mathematical tools and concepts were introduced, solving long-standing problems that were previously unattainable; and on the other hand, challenging and exciting new questions arose for future research. Presently, symplectic and contact geometry have connections with an amazingly wide range of areas in mathematics and physics: differential and algebraic geometry, complex analysis, dynamical systems, low-dimensional topology, quantum mechanics, and string theory.

The research program will address a number of cutting-edge research topics within symplectic and Hamiltonian dynamics, with a special focus on computational and experimental aspects.

**Program Structure**

Several... (more)

##### Organizing Committee

- Richard Hind
- Yaron Ostrover
- Leonid Polterovich
- Michael Usher

##### Brown-ICERM-Kobe Simulation Summer School

Aug 17 - 31, 2015

**Description Goals**

This program has three objectives. First, it provides graduate students with opportunities to acquire fundamental knowledge and skills in high performance computing, including parallel computing and visualization in 3D caves, and to expose them to the research carried out in these areas at Brown and Kobe Universities. Second, graduate students will learn how to work collaboratively in teams, thus preparing them for the changing nature of research. Finally, the program will provide students with opportunities to develop a global perspective and mindset through participation in a culturally rich and diverse program.

##### Organizing Committee

- Nobuyuki Kaya
- Jill Pipher
- Bjorn Sandstede

##### Integral Equation Methods, Fast Algorithms and Their Applications to Fluid Dynamics and Materials Science

Jan 2 - Jun 9, 2017

This program will focus on integral equation methods, fast algorithms and their applications to fluid dynamics and materials science. Integral equation methods have been used for more than a century to establish existence and uniqueness results for a variety of elliptic, parabolic and hyperbolic partial differential equations (PDEs). From a computational perspective, they have been used most extensively in the elliptic (steady state or time harmonic) case, because of their ability to handle complex geometry, unbounded domains and radiation conditions and because of the availability of fast algorithms to reduce the cost of handling the dense matrices that arise from their discretization. These algorithms include fast multipole methods (FMM), methods based on the Fast Fourier Transform (FFT) or the non-uniform FFT (â€œNUFFTâ€), and hierarchical compression-based methods (wavelet and SVD-based schemes, H-matrices, HSS-matrices, etc.). The fundamental issue is that discretization of an... (more)

##### Organizing Committee

- Shidong Jiang
- Andreas Kloeckner
- Xiao-Ping Wang
- Yang Xiang

##### Phase Retrieval: Theory, Application and Algorithms

Jan 9 - Jun 18, 2017

This program will focus on phase retrieval, a research area introduced by Pete Casazza (one of the organizers of this program) and others. Phase retrieval originates from harmonic analysis, where one wants to recover a function from the magnitude of its Fourier transform without any phase information. The phase retrieval problem has a natural generalization to finite dimensional Hilbert spaces. A finite dimensional signal is sought to fit the magnitudes of its linear measurements. Phase retrieval in this finite dimensional setting has become one of the growing research areas in recent years. The techniques from the finite dimensional setting are promising to become indispensable in many imaging techniques such as x-ray crystallography, electron microscopy, diffractive imaging, astronomical imaging, x-ray tomography etc. It also has other important applications in optics, communication, audio signal processing, and more.

Many challenging and fundamental problems in phase retrieval... (more)

##### Organizing Committee

- Bernhard Bodmann
- Jian-Feng Cai
- Peter Casazza
- Yang Wang

##### Robust Methods in Probability & Finance

Jun 19 - 23, 2017

On financial markets one never observes the same data twice; market configurations are subject to change across time. This poses some specific challenges to inference, prediction, and optimal control in financial contexts. Classically, strong model assumptions are needed, while current research aims at methods which are robust with respect to model misspecification. This issue lies at the heart of the envisaged workshops, and the program of the workshops will reflect recent developments in this direction.

The last decade saw a rise of robust methods in probability and finance resulting in new numerical and theoretical challenges. Interestingly, these challenges bring together methodologies from PDEs, probability, stochastic analysis, and control theory. Mathematically speaking, robustness typically translates into nonlinearity showing up as a defining feature. Examples in this direction are nonlinear expectations, nonlinear PDEs, and H-infinity optimal stochastic control. Finance has... (more)

##### Organizing Committee

- Tomasz Bielecki
- Patrick Dondl
- Philipp Harms
- Eva Lutkebohmert-Holtz
- Marcel Nutz
- Thorsten Schmidt