The Society for Industrial and Applied Mathematics (SIAM) organized an information and registration session on Thursday, January 18, 2018, between 5:00 pm and 6:00 pm in MS 431. This session was appreciated by a number of graduate and undergraduate students of the University. There was a special guest for this event, Dr. Antony Ware.
The Vice-president of the Chapter, Katie Burak, presented a short introduction on what SIAM is, and what the next steps of the Chapter are, etc. This presentation was followed by answering follow up questions by the Chapter president, Hatef Dastour. Finally, pizza and light refreshments were served and the attendees of this session had a chance to communicate more with each other while eating.
Speaker: Dr. Yuriy Zinchenko, University of Calgary
Location: Mathematical Sciences 325
Date: Wednesday, September 27, 2017
Time: 1:00 PM – 2:00 PM
Title: Radiotherapy Optimization: From Uncertainty to DVH Modeling
Abstract: Radiation therapy is an important modality in cancer treatment. To find a good treatment plan, optimization models and methods are typically used. Within the optimization models, several conflicting objectives such as sparing of healthy Organs at Risk (OAR) and eradicating the tumor, are pursued simultaneously. Besides the inherent complexity of some of the clinically-important planning criteria, particularly, the so-called dose-volume requirements for the OAR, the treatment optimization process is further complicated by the presence of uncertainties. In this talk, we will briefly survey the optimization approaches that can handle the uncertainties by robustifying the underlying model and discuss several alternatives to approximate the exact dose-volume requirements in a computationally-tractable fashion.
More about Dr. Zinchenko:
Dr. Zinchenko received his Ph.D. from Cornell University in 2005 under the supervision of Prof. James Renegar. From 2005 to 2008 he was a post-doctoral fellow at the Advanced Optimization Lab at McMaster University, working with Prof. Tamas Terlaky and Prof. Antone Deza. Additionally, from 2006 to 2008 Dr. Zinchenko was a post-doctoral researcher with the Radiation Oncology group at the Princess Margaret Hospital in Toronto. Currently, Dr. Zinchenko is an Associate Professor of Mathematics and Statistics at the University of Calgary. Dr. Zinchenko’s primary research interest lies in convex optimization, and particularly, the curvature of the central path for interior-point methods, and applications. In 2007, Dr. Zinchenko’s work on optimal radiotherapy design was recognized by the MITACS Award for Best Novel Use of Mathematics in Technology Transfer. In 2012-2015 he served as one of the PIs for PIMS Collaborative Research Group grant on optimization.
Dr. Anatoliy Swishchuk, who is a Professor of financial mathematics at the Department of Mathematics and Statistics of the University of Calgary, presented at the first seminar of Fall 2017 Biweekly Seminar series. This seminar was appreciated by a number of faculty members, post-docs, graduate students, and undergraduate students of the University. Dr. Swishchuk presented a history of probability and financial mathematics (FM), and some basic ideas and methods and results in FM, and then Connection FM and financial industry, and a description of many new directions and developments in FM.
Speaker: Dr. Anatoliy Swishchuk, University of Calgary
Location: Mathematical Sciences 325
Date: Wednesday, September 13, 2017
Time: 1:00 PM – 2:00 PM
Title: Financial Mathematics: Historical Perspectives and Recent Developments
Abstract: The talk is devoted to historical perspectives and recent developments in financial mathematics (FM). It consists of 5 parts. The first part is introductory and contains a history of probability, starting from G. Cardano’s ideas, which is one of the main instruments in FM. The second part is devoted to the history of FM itself. In the third part, I’ll present some basic ideas, methods and results in FM. Connection FM and financial industry, including ups and downs, is considered in part 4. The last but not least part 5 contains a description of many new directions and developments in FM. I’ll particularly talk in this part about the Big Data in Finance and, specifically, about the limit order books/markets (modeling of algorithmic and high-frequency trading), and some recent practical and applicable results in this area.
More about Dr. Anatoliy Swishchuk:
Dr. Anatoliy Swishchuk is a Professor in financial mathematics at the Department of Mathematics and Statistics, University of Calgary, Calgary, Canada. He got his B.Sc. and M.Sc. degrees from Kiev State University, Kiev, Ukraine. He is a holder of two doctorate degrees in Mathematics and Physics (Ph.D. and D.Sc.) from the prestigious National Academy of Sciences of Ukraine (NASU), Kiev, Ukraine, and is a recipient of NASU award for young scientist with a gold medal for series of research publications in random evolutions and their applications. Dr. Swishchuk is a chair of finance and energy finance seminar ’Lunch at the Lab’ at the Department of Mathematics and Statistics, and Calgary Site Director of Postdoctoral Training Center in Stochastics (PTCS). He was a steering committee member of the Professional Risk Managers International Association (PRMIA), Canada (2006-2015), and is a steering committee member of Global Association of Risk Professionals (GARP), Canada (since 2015). His research areas include financial mathematics, random evolutions and their applications, biomathematics, stochastic calculus, and he serves on editorial boards for three research journals. He is the author of more than 150 publications, including 13 books and more than 100 articles in peer-reviewed journals.
The first Calgary Applied and Industrial Mathematical Sciences Conference took place between May 21st, 2017 and May 22nd, 2017. The conference was organized by the University of Calgary Chapter of SIAM, with the support of the Department of Mathematics and Statistics of the University of Calgary, the Pacific Institute for the Mathematical Sciences (PIMS – Calgary Site), the Graduate Students’ Association of the University of Calgary, the CMS Student Committee, and MITACS Business Development (Calgary).
The Conference appreciated by over 70 participants and was focused on the following five research themes:
- Applied Differential Equations
- Geophysical Inversion
- Numerical Analysis and High-Performance Computation
- Quantum Information
Moreover, we were honored to welcome the following keynote speakers:
A reception was hosted on the evening of Sunday, May 21, 2017, and the participants had an opportunity to know each other better after a day full of presentations.
In the second day, a poster session was hosted and the best poster presentation was recognized with a prize. Dr. Ashok Krishnamurthy (Mount Royal University) was identified as the best poster presentation and his excellent presentation was appreciated by a prize provided by MITACS Business Development.
Finally, Dr. Rober Woodrow, the head of Department of Mathematics and Statistics, had a brief speech in the closing remarks of the conference.
Dr. Peter Lancaster, who is Professor Emeritus at the Department of Mathematics and Statistics of the University of Calgary, presented last Thursday, April 13, 2017, at 2:00 pm. The seminar was appreciated by faculty members, friends of Dr. Lancaster, graduate students and a number of undergraduate student of the University of Calgary.
Dr. Lancaster talked about the story of his outstanding career and also his collaborations with other researchers around the world.
Dr. Lancaster presented an excellent presentation, in which riveting stories and picturesque pictures were mentioned, and he also mentioned a number of industrial problems that he had worked before.
Speaker: Dr. Peter Lancaster, University of Calgary
Location: Mathematical Sciences 431
Date: Thursday, April 13, 2017
Title: Applied Mathematics and Me
Abstract: This talk is more about history than mathematics. There will be no theorems – think of it as light entertainment to celebrate the end of the term.
I will describe how and why my career evolved as it did. I start from childhood and education in England and then explain how my career began with five years in the aircraft industry – studying vibration and stability phenomena – in the context of the design of supersonic aircraft (together with a little historical and social commentary).
Then I will describe my entry into the academic profession with 5 years at (what is now) the University of Singapore followed by (up to now) 55 years at the U of C. I will sketch the development of my career, and collaborations and connections with distinguished colleagues. I also acknowledge my debt to professional societies (including SIAM).
More about Dr. Peter Lancaster:
Peter Lancaster began his distinguished career with an undergraduate degree in mathematics from the University of Liverpool in 1952, followed by a few post-World War II years in the industry. He then moved to the University of Singapore to start his Ph.D. program and completed his Ph.D. in 1962. The same year, he moved to the University of Calgary. Since then, he has been a faculty member at the University of Calgary and has been doing research and supervising students and postdocs, although he retired from teaching in 1994. He has published many papers in matrix theory and related fields especially applications to numerical analysis, vibrations, systems theory, and signal processing. He has written and collaborated on several texts and monographs, and has served on several editorial boards for research journals.