This workshop, a formal collaboration between ICERM and the American Institute of Mathematics (AIM), is one in a series of annual REUF workshops. These workshops bring together leading research mathematicians and faculty at primarily undergraduate institutions to investigate open questions in the mathematical sciences and to equip participants with tools to engage in research with undergraduate students. This will also be a research renewal opportunity for faculty who want to re-engage in research or faculty considering a change in research area.

The goals of the workshop are to promote undergraduate research and to forge research collaborations among the participating faculty. The majority of the workshop will be spent working on problems in small research groups, reporting on progress, and formulating plans for future work. Note that there are opportunities for participants to continue research activities beyond the workshop week.

Preference will be given to faculty who teach or... (more)

Imagine spending eight-weeks on the beautiful Brown University campus in historic Providence, RI, working in a small team setting to solve mathematical research problems developed by faculty experts in their fields.

Imagine creating career-building connections between peers, near peers (graduate students and postdocs), and academic professionals.

Imagine spending your summer in a fun, memorable, and intellectually stimulating environment.

Now, imagine having this experience with support for travel within the U.S., room and board paid, plus a $3,000 stipend*.

The 2017 Summer@ICERM program is designed for a select group of 16-20 undergraduate scholars. The program will give undergraduates an opportunity for exposure and research in the methods of “Applied Topology” in... (more)

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)

There is an urgent and unmet need to formally analyze, design, develop and deploy advanced methods and algorithms that can scale in statistical and computational efficiency to the size of modern data sets and the complexity of contemporary mathematical models. Addressing this need will require a holistic approach involving new foundational theory, algorithms, and programming language design.

The emerging research theme of Probabilistic Scientific Computing (PSC) or Probabilistic Numerics lies at the nexus of these overlapping directions. It aims to improve statistical quantification of uncertainty, improve computational efficiency, and build more effective and scalable numerical methods for statistical models by leveraging the natural correspondence between computation and inference.

The primary goal of the workshop is to introduce recent results and new directions in probabilistic scientific computing to the US research communities in statistics and machine learning, in numerical... (more)

This event is sponsored and organized by the Brown University Physics Department.

The conference will promote a broad discussion of current topics in Non-Equilibrium Statistical Mechanics. Talks will focus on theoretical frameworks (or the desire for such) and on specific systems from wide-ranging fields such as astrophysics, atomic physics, biology, chemistry, climate physics, condensed matter, fluid mechanics, geophysics, and high-energy physics. There will be a mix of experimental, computational, and theoretical perspectives.

This is the third in a series of Conferences made possible by a generous bequest from the estate of Tony and Pat Houghton. Tony, who was a theoretical condensed matter physicist, chaired the Brown University Department of Physics from 1992 to 1998.

The theory of water waves has been at the forefront of mathematics for over two centuries. In recent years there has been an explosion of interest in the subject. This workshop will bring together researchers contributing to all aspects of water waves: experiments, computation and analysis. Currently active topics in water waves include the effects of viscosity, surface tension, vorticity, surface wind and bottom topography on both time-dependent and steady waves. However, the workshop will range well beyond these topics.

Water wave problems often require specific computational tools, and computations often inform the search for theoretical results. This workshop will bring both of these aspects together. Topics to be discussed include methods and results for steady and unsteady waves, including boundary integral, conformal maps and Euler truncations, with applications to capillary, gravity, flexural, vortical, electro-hydrodynamic, and geophysical waves. Computational questions in water waves have inspired research for over 60 years. In particular, the conference will celebrate the work of Jean-Marc Vanden-Broeck, who has been making important contributions in the field since the 1970s.

This conference will explore several themes: (a) physical and computer experiments on the formation of singularities in fluids through state-of-the-art simulations and high speed, high resolution imaging of droplets, filaments, jets, splashes, jumps, and vortical structures, and (b) the development of theoretical models for the analysis of such phenomena. Our principal goal is to stimulate the interaction between analysts, modellers and experimentalists in the area, especially since much of the experimental work remains to be explained.

Most of the scientific interest in incompressible fluid dynamics is, in one way or another, associated with the dynamics of small scales. In particular, the generation and amplification of small-scale motions is at the heart of the analysis of instabilities, of the problem of finite-time singularities, of fluid-structure interaction and of the study of both onset and fully developed turbulence. This topic has a long history and remains very active today. As the mathematical toolbox increases and with the improvement of high-speed computing, it has seen considerable progress in recent years. In this workshop we will focus on exploring this point-of-view while showcasing recent results and encouraging new collaborations.