centre of mathematics for applications · differential equation methods, and strengthen the link to...

A N N UA L R E P O RT 2 0 0 9

C E N T R E O FM A T H E M A T I C S F O RA P P L I C A T I O N S

CMA IN BRIEF IN 2009 (2008 numbers in parentheses)

• CMA counted 111 members / 64 person-years (97 / 62), among these 23 senior scientists, 44 PhD-students, 26 postdocs, 14 adjunct researchers, and 4 technician/administrative.

• 11 (5) students completed their PhD-degrees.• CMA hosted 24 (22) long term and 269 (294) short term international visitors from 39 (40) countries.

Together they spent 12,5 (12,5) person-years at CMA. Numerous Norwegian guests also visited CMA.• CMA members published 170 (120) refereed articles in international journals, 6 (6) books, and 17 (14)

reviewed book chapters.• CMA members gave 197 (199) scientific and popular talks outside CMA in 31 (33) different countries.• CMA hosted 8 (9) conferences/workshops and 11 (6) seminar series in which 140 (80) talks were given by

CMA members, 14 (34) by national guests, and 194 (224) by international guests.• CMA members co-organized in addition 27 (12) international workshops and conferences.• Total revenues in 2009 were MNOK 63,6 (52,2), distributed over: CoE funding: 12 (11,5); UiO: 20,2 (18,0);

SINTEF: 5,5 (4,4); Other public: 12,9 (11,1); International: 12,3 (6,0); Private 0,8 (1,2)

SUMMARY

CMA is proud to present in its annual report the results achieved in 2009, which has been the most productive year so far. The section “Scientific activity report” and not the least the appendices with a complete overview on all details document this statement. We are harvesting from several years of conscientious investment in research and hard work: 170 papers were published in international journals in 2009 (corresponds to 2.6 articles per person-year), compared to about 110 – 125 earlier. Many of the papers are published in journals of the very highest quality.

Eleven PhD students defended their theses in 2009, up from five in 2008. 39 PhD-students have completed their degrees since CMA’s start in 2003. CMA will reach its goal of 60 during its 10 Centre of Excellence-years as planned.

The process of preparing an afterlife for CMA is progressing and the dialogue with The University of Oslo in that respect is constructive. In the

meantime we have strengthened our project portfolio, and include now projects that will extend beyond 2013 when CMA completes its Centre of Excellence grant period. We are proud to highlight Professor Bernt Øksendal’s “ERC Advanced Grant” – a highly prestigious European award – which was granted for five years in 2009.

The 2007-revised research plan remains the beacon for all our activities. It has challenging, though realistic goals. In the revision, we included a set of defined focus areas, and also some quantitative goals. We started last year on reporting the progress of these in the annual report, and we continue with updates and new information in the present report.

We are enthusiastic about the unique opportunity which the Centre of Excellence-scheme provides us for performing key research and research training. We are grateful to the Research Council of Norway and to our host, the University of Oslo, for providing excellent working conditions.

02

ContentCMA in brief in 2009 2Summary 2Highlights 4Revised research plan 5SCIENTIFIC ACTIVITY REPORT 2009 6Geometry 6Stochastic analysis 7Differential Equations 8Astrophysics 9Quantum Mechanics 10Publications 2009 10Main events 2009 10PRIZES AND AWARDS 12MANAGEMENT 13Daily leadership 13The Board 13Scientific Advisory Board 13ECONOMY 14Total revenue and expenditure figures 14Main conclusions and remarks 14THE PEOPLE 15Staff and members 2009 - Status and statistics 15Person-years in 2009 and estimates for 2010 15Technical and administrative staff 15Guests 16RESEARCH EDUCATION 16Researcher school 17BASIC EDUCATION 17Computers in Science Education 17COOPERATION 18Cooperation with the University of Oslo 18Active Partner, SINTEF 18National cooperation 18International collaboration 18HEALTH, ENVIRONMENT AND SAFETY 19PUBLICOUTRE ACH 19APPENDICIES 20

03

CMA2009

C E N T R E O F M A T H E M A T I C S F O R A P P L I C A T I O N S – A N N U A L R E P O R T 2 0 0 9

HIgHlIgHtS

In 2009 professor Bernt Øksendal received an ERC Advanced Grant with the project “Innovations in Stochastic Analysis and Applications with emphasis on Stochastic Control and Information” (INNOSTOCH). This prestigious grant will increase the activity of CMA in this innovative area significantly in the years to come and further enable the group to solve challenging scientific problems that will move the frontiers in stochastic analysis.

CMA arranged two major international conferences in 2009: The “Second International Conference on Scale Space Methods and Variational Methods in Computer Vision” was held in Voss, Norway on June 1–5, which gathered close to 100 participants from around the world. Xue-Cheng Tai was the chief organizer, closely assisted by Knut Mørken and Knut-Andreas Lie. They were also the editors of the subsequent Proceedings volume, published in the Springer series Lecture Notes in Computer Science. As a part of the ESF-based network AMaMeF (16 European partners, and chaired by Bernt Øksendal and Giulia Di Nunno), a General Conference is organized every year. In 2009 CMA took the organizing responsibility for the 4th in this series. It took place in Ålesund from May 4-10 and brought together 100 participants from Norway and abroad.

The paper [G. M. Coclite and K. H. Karlsen. On the well-posedness of the Degasperis-Procesi equation, 2006] is the most cited article published in the renowned Journal of Functional Analysis in the last five years (February 2010).

Holden, Karlsen and Risebro, together with the Fields-medal award winner Terrence Tao (UCLA), have proved the convergence of operator splitting for the KdV equation. This involved writing the solution operator for the KdV equation as a limit of the concatination of the solution operators for the Burgers’ equation and Airy’s equation. In this concatenation, each operator works for a small time h, and as h vanishes, the solution of the KdV equation is recovered. Furthermore, we established a precise estimate of the difference between the exact solution and the approximation. In this work we developed new techniques for working with operator splitting, and these are likely to lead to new results for such approximations to other equations.

Our solar physisists developed numerical models that succesfully reproduced a number of observations showing how magnetic flux tubes are heated in the chromosphere and how magnetic field foot-point motions create complex toplologies affecting waves in the chromosphere. The enigmatic chromosphere is the transition between the solar surface and the eruptive outer solar atmosphere. Small-scale processes play a pivotal role in defining the intricate fine structure and enormous dynamics of the chromosphere, controlling a reservoir of mass and energy much in excess of what is sent up into the corona.

The premier highlight for the cosmology group in 2009 was not mathematical. It was the perfect launch on the 14th of May of the spacecraft Planck from Kourou in French Guyana with an Ariane 5 launcher. The satellite is now scanning the sky on frequencies from 30 to 800 GHz and is providing us with the data on which we will apply all our mathematical-statistical methods.

Together with colleagues from Tokyo University (Prof Takaharu Otsuka and collaborators), CMA’s group in quantum mechanics has studied simple and novel features of nuclear forces and how they affect the stability of matter. The article appeared in the January 4 issue of Physical Review Letters and was highlighted in a recent Physics viewpoint, see http://physics.aps.org/articles/v3/2. A central issue in basic nuclear physics research is to understand the limits of stability of matter starting from its basic building blocks, either protons and neutrons or quarks and gluons. To achieve this implies the development of a comprehensive description of all nuclei and their reactions, based on a strong interplay between theory and experiment. This interplay aims in particular at a fundamental understanding of unstable and rare nuclei. These rare nuclei lie at the heart of nucleosynthesis processes in the universe and are therefore an important component in the puzzle of matter generation in the universe. In the above article, global properties of nuclei at the limits of stability could be explained via simple interpretations of the nuclear forces, in particular its tensor force components.

04

CMA2009


REvISEd RESEARCH PlAN

In 2008, CMA implemented its revised research plan after the midway evaluation. We reformulated our vision, now reading: To create significant development in modern mathematics based on interplay between theory, computations, and applications. Moreover we defined 12 specific focused areas for the remaining years. The full plan can be found on http://www.cma.uio.no/researchplan. We reported on significant progress in six out these twelve areas last year. This year we emphasize progress in the following nine:

FOCUS area PROGRESS 2009

Develop further the activity in geometric modelling based on a combination of mesh based modelling, algebraic methods and differential equation methods, and strengthen the link to applications in medicine.

Numerical methods for computations on Riemannian manifolds have been developed by Reimers. The development of these new algorithms is useful for medical applications.

Maintain the stochastic analysis group as a leading international research group in mathematical finance, and to increase the activity in other areas of applications like electricity markets and insurance mathematics.

The most significant evidence that the group stays at the front of international research is Professor Øksendal’s Advanced Grant. According to plans, also the group has been extended with a postdoc from Agder on electricity markets.

Strengthen the basic activity in mathematical and numerical analysis of partial differential equations, and use this foundation as a basis for increased focus on industrial projects and on scientific problems arising outside mathematics.

Christiansen and Halvorsen developed a theoretical framework for Lattice Gauge Theory. Through this research they have made a significant contribution to the mathematical understanding of basic algorithms frequently used by physicists.

Stimulate further the ongoing interdisciplinary activity engaged in developing new numerical schemes for radiation magneto-hydrodynamics, as motivated from the modeling of the outer solar atmosphere.

The astrophysics group completed the development of a 3D Radiation-Magneto-Hydrodynamic code with general boundary conditions. The code is now being used for a number of scientific studies in astrophysics. Furthermore, the group in partial differential equations produced two public codes for MHD-systems, designed to simulate wave propagation in stellar atmospheres.

Continue: to organize workshops and conferences focusing on the various parts of the research plan, to invite guests, both prominent international experts and promising young research talents, and to send our own researchers out to present their and CMA’s recent results and achievements

During the year, we organized several international conferences or workshops which have placed CMA in forefront of the development in key research areas. We exemplify by the two major international conferences specified in the “Highlights”, but also the workshops: “Numerical aspects of nonlinear PDEs of hyperbolic type”, and “Compatible and innovative discretizations of PDEs”.

Seek new opportunities to extend our international network, both by partnerships with relevant institutions, as well as through joint proposals for EU- and other international funding

Our PDE group formalized and extended its collaboration with German groups, especially in Göttingen, Stuttgart, and Würzburg. 2009 brought one new EU-funded project, the Advanced Grant “Innostoch”.

Maintain a well-functioning national Research School in mathematics for applications, where a number of PhD and postdoc fellows work with related problems in a stimulating environment.

11 PhD dissertations took place in 2009, the highest number per year so far. 9 postdoc fellows completed contracts of at least two years duration, and several new fellows have been included during the year so the group still maintains its power in size.

Continue to provide a top quality scientific environment for the teaching project “Computers in Science Education.”

The project is expanding to new areas, and is increasing in significance and visibility, also internationally.

Prepare to continue these vigorous research efforts after the funding from the Research Council has ended.

We had fruitful discussions with our scientific advisory board on these issues in June 2009, and we are keeping an active and positive dialogue with our host.

We also defined a list of quantitative indicators that we seek to achieve as measurable outcome from the centre. These go as follows, with today’s level, per Dec 31, 2009 in the right column.

INDICATOR / GOAL FOR 2003 – 2013 (adjusted after midway evaluation) STATUS 2009 (2008)

60 PhD defenses 39 (28)

40 postdoctoral fellowships of at least two year’s duration 28 (19)

1000 papers (co-)authored in internationally reviewed journals. 783 (613)

45 books and anthologies 33 (27)

150 book chapters 104 (86)

100 long term research visitors (more than 1 month) 103 (75)

1100 short term international visitors 1099 (832)

1200 invited talks outside the CMA 874 (737)

90 workshops and conferences organized at/by CMA 63 (55)

160 co-arranged workshops and conferences 122 (94)

»

05

CMA2009


gEoMEtRY

The activity in Geometry focuses on geometric modelling. Many scientific and industrial problems require a digital description of geometry. The CMA research in this area is based on combining techniques and theory from splines and mesh based modelling, algebraic methods and differential equation methods.

The following personnel were part of the Geometry group in 2009:

• Full time senior scientists: Geir Dahl, Geir Ellingsrud (from Aug), Michael Floater, Tom Lyche, Knut Mørken, Ragni Piene, and Martin Reimers

• Adjunct researchers: Tor Dokken, Truls Flatberg (until September), Carlo Mannino ( from October) Ewald Quak, and Eigil Samset

• Postdoc fellows: Jiri Kosinka• PhD-students: Egil Bae, Oliver Barrowclough (Sintef/SAGA,

from Oct 09), Sverre Briseid, André Brodtkorb, Solveig Bruvoll, Heidi Dahl (Sintef/SAGA, from Apr 09), Trond Runar Hagen, Eivind Lyche Melvær, Torgunn Karoline Moe, Heidi Mork, Georg Muntingh, Nicolai Qviller (from sep 09) Atle Riise, Petter Risholm, Christian Schulz, Martin Sætra, Nelly Villamizar (from Sep 09)

Lyche has worked on modeling issues in isogeometric analysis, where one uses the spline representation of the geometry as a basis for a finite element analysis, and with Zvi Ziegler from Technion, Israel he worked on perturbation theory for spline approximation. Together with Elaine Cohen and Richard Riesenfeld from Utah he has also worked on a history of Computer Aided Manufacturing.

Mørken, together with Tai and Lie from the pde group, was responsible for the organisation of the Second International Conference on Scale Space and Variational Methods in Computer Vision (in Voss, Norway, June 1–5), which gathered close to 100 participants. The conference proceeding was published in the Springer series Lecture Notes in Computer Science. Mørken, Floater and Lyche, together with three colleagues, also edited the proceedings of the Seventh International Conference on Mathematical Methods for Curves and Surfaces, Tønsberg, Norway, in 2008. Reimers and Mørken worked on generalising the method for finding zeros of splines so that it would yield quadratic convergence also for multiple zeros. Mørken also worked on other spline algorithms that exploit the close relation between a spline function and its discrete representation. Together with a swedish group, Reimers developed new methods for computing geodesic distance with respect to Riemannian metrics and for computing Riemann Normal Coordinates on meshes. Reimers and PhD student Solveig Bruvoll worked on

new methods for the Shape From Shading problem in computer vision.

Floater and Kosinka extended their injectivity result for Wachspress mappings to the transfinite interpolants of Warren et al. Floater completed a paper on multivariate chain rules for divided differences, and collaborated with Hormann, Goldman, and Cashman on non-linear subdivision. Floater also hosted a visit from Berrut and Klein, and together they obtained new results on approximation by barycentric rational interpolation.

Piene collaborated with Steven Kleiman (MIT, USA) on enumerative geometry related to string theory in physics, in particular obtaining new results on Hilbert schemes. She continued the collaboration with Sandra Di Rocco (KTH, Stockholm) and Alicia Dickenstein (Buenos Aires) on toric varieties, and with Raquel Mallavibarrena (Madrid) and Antonio Lanteri (Milano) on the study of inflection loci of scrolls over an arbitrary base. CMA is the hub of the Marie Curie Initial Training Network SAGA ShApes, Geometry and Algebra (2008-2012) http://saga-network.eu with SINTEF the coordinator, headed by Tor Dokken, and with Piene as an other CMA participant. Out of the ten Early Stage Researcher (ESR) Fellows in SAGA four will be closely related to CMA through PhD-studies, three by being employed by the Norwegian SAGA-partners CMA, SINTEF and Kongsberg Oil & Gas Technologies.

Dahl worked on combinatorial matrix theory and studied structrual properties and completion problems for a subclass of the set of permutation matrices, motivated by the popular combinatorial game of Sudoku. Dahl also worked on polyhedra in connection with the notion of majorization in matrix theory, and established important properties of such polyhedra. In this area he also collaborated with Richard Brualdi (Univ. of Wisconsin). Moreover Dahl investigated and proved results on packing of disjoint congruence classes; these are combinatorial results with applications in timetabling for e.g. subways. Fred E. Benth (CMA), Dahl and Carlo Mannino (University of Rome/Ifi) studied a statistical model of correlated defaults in financial systems, and showed how optimization may be used to predict and improve such systems. Mannino also worked on combinatorial optimization in connection with wireless network design with focus on polyhedral properties and algorithms. Mannino was awarded the Excellence in Practice Award by the European Association of Operational Research Societies for his work on optimization in scheduling problems, see “Prizes and Awards” for further details.

Scientific Activity Report 2009

/ Geometry

06

CMA2009


StoCHAStIC ANAlYSIS

Stochastic analysis is the mathematical language for analysis of stochastic processes. The core of the theory is integration and differentiation of processes, and it is the main framework for studying random phenomena in nature and life. The group at CMA has continued their research on theoretical developments and practical applications of stochastic analysis, with mathematical finance being the key motivation.

The following personnel were part of the Stochastic analysis group in 2009:

• Full time senior scientists: Fred Espen Benth, Giulia Di Nunno, Tom Lindstrøm, and Bernt Øksendal,

• Adjunct researchers: Yaozhong Hu, Rüdiger Kiesel, Tusheng Zhang, and Knut Aase

• Postdoc fellows: Jukka Lempa, Thilo Meyer-Brandis (until Mar), Trygve K. Nilssen (from May), Olivier Pamen (from Nov), An Ta Thi Kieu.

• PhD-students: Andrea Barth, Sven Haadem (from Aug), Asma Khedher, Mark Rubzov, Maren Schmeck (from Aug), Linda Vos, and Yeliz Yolcu Okur

Stochastic control theory and applications to portfolio optimization problems has been a long-time focus point of the research of the stochasticians at CMA. One project has dealt with bounded variation control of diffusions under time uncertainty, that is, optimization problems where there is an exogenous stochastic constraint on controllability of the underlying process. Over the years the group has been internationally leading in the development and use of the maximum principle for optimal stochastic control. These studies have been continued, and new extensions of the principle have been found for anticipating stochastic differential equations driven by a Levy-type of noise. We have applied this result to optimal portfolio and optimal consumption problems for an insider in the financial market. New results for backward stochastic differential equations have been found in connection to insider problems in another project.

Within our studies of the anticipating calculus we have deepened our understanding of the Skorohod integral. Noteworthy, we have introduced the concept of a Skorohod-semimartingale and proved that they admit a unique decomposition similar to classical semimartingales. Anticipative calculus has been applied to pricing of derivatives in markets driven by Levy processes. We have worked on the computation of the Greeks for Levy-type price models, where a new ‘conditional density’ technique has been introduced and analysed. In particular, it has been considered in connection with approaches based on Malliavin Calculus, and is currently generalized in several directions including optimal stochastic control. Our long time interest in Malliavin Calculus has led to new results on stochastic differential games in markets with insiders. Other projects in the group have applied local times to pricing using bid-ask spreads and investigated the real options

approach to the real estate market. A stochastic variance ratio test to discriminate between time and space effects of discrepancy between filtrations has been proposed. Continuing our studies of delay equations, optimal stopping has been analyzed in Levy-driven equations. Stochastic analysis from a non-standard perspective for fractional Brownian motion and diffusions has been analyzed. Finally, new results on strong solutions of stochastic differential equations have been developed, based on the construction of new function spaces for generalized random variables.

The group has a strong focus on applications of stochastic analysis in energy markets and insurance mathematics. In 2009 CMA co-organized with University of Agder the Energy Finance conference, attracting many leading researchers and practitioners from Europe and Canada. On the scientific side, a project has aimed at using ambit processes to model energy markets. Part of this project has resulted in new insight in the connection between ambit processes and solutions of stochastic differential equations. The question of stochastic volatility in energy markets has been further investigated, and resulted in a major development of a general model. Recently, the group has become involved in the analysis of user-time contracts, which is a particular type of swing option. The group has taken part in a larger project where the forward surface of mortality has been modeled using techniques from infinite dimensional stochastic analysis. This has led to new insights in mortality risk management in life insurance.

Of a more organizational nature, Øksendal and Di Nunno continued in 2009 as chair and co-chair, respectively, of the ESF program “Advanced Mathematical Methods for Finance” (AMaMeF). This program involves at present 16 European member countries. Within the activity of this program, CMA together with AMAMEF have organized a conference in Ålesund of large participation. Also, Øksendal and Di Nunno continued as the Norwegian contact persons for the NOMA program “Southern African Masters Program in Mathematical Modelling”, which is based in Dar es Salaam, Tanzania. Finally, Tom Lindstrøm has been contributing to the CSE project, in particular finishing a textbook on several variable calculus from the CSE perspective

07

/ Stochastic Analysis

CMA2009


dIFFERENtIAl EqUAtIoNS

Partial differential equations are one of the most fundamental tools in the construction of mathematical models in science and technology. The activity in differential equations at CMA is devoted to theoretical aspects of partial differential equations and to the numerical treatment of such problems.

The following personnel were part of the Differential equations group in 2009:

• Full time senior scientists: Snorre H. Christiansen, Kenneth H. Karlsen, Nils Henrik Risebro, and Ragnar Winther,

• Adjunct researchers: Jörg Frauendiener, Helge Holden, Knut-Andreas Lie, and Xue-Cheng Tai,

• Postdoc fellows: Franz Fuchs (from Oct), Runhild Aae Klausen, Siddhartha Mishra (until Aug), Ilia Musco, Francisco Petitta (until Apr), Xavier Raynaud, Mattias Sandberg (Until Jun), Claire Scheid (until Sep), Magnus Svärd, and Suleyman Ulusoy (Until Sep),

• PhD-students: Franz Fuchs (until Sep), Tore Halvorsen, Trygve Karper, Ujjwal Koley, Peter D. Rippis, and Agnieszka Wasylevicz

The main result of a paper by Holden and Karlsen, together with D. Mtrovic (Montenegro) and E. Panov (Novgorod), implies the existence of solutions to degenerate parabolic convection-diffusion equations with discontinuous flux. It provides a framework in which one can prove convergence of various types of approximate solutions such as those generated by the vanishing viscosity method and numerical schemes. Together with R. Burger (Concepcion) and J. Towers (San Diego), Karlsen has developed numerical schemes for clarifier-thickener units (used for solid-liquid separation), modeled by a non-linear conservation law with a discontinuous flux. They prove that the scheme converges to a weak solution. In a joint paper with S. Cifani and E. Jakobsen (Trondheim), Karlsen has also analyzed discontinuous Galerkin methods for solving conservation laws perturbed by a fractional diffusion operator. Various stability and error estimates are established.

Karlsen and Karper have in developed numerical schemes to approximate solutions of compressible Stokes-type systems. This work has addressed a fundamental problem in the numerical analysis of compressible viscous flows, namely, do numerical schemes converge to a (weak) solution as the grid size tends to zero. Questions like this have remained open for a long time. A key step has been to carry over certain parts of vector calculus (div & curl relations, Hodge decompositions, etc.) to numerical approximations.

Fuchs, McMurry, Mishra and Risebro together with K. Waagan (NCAR, Boulder, USA) continued the development of robust high resolution finite volume schemes for the ideal MHD equations based on a suitable upwinding of the Godunov-Powell source term and positivity preserving high-order reconstructions. The schemes were implemented in the form a massively parallel code termed ALSVID which was released

publicly in 2009. The group was successful in designing stable high-resolution well-balanced schemes for the stratified MHD equations. These schemes were used to simulate wave propagation in both iso-thermal as well asnon-isothermal model stellar atmospheres. The code was validated on data sets, based on the observations. The schemes were implemented in the form of a massively parallel code termed SURYA, slated for public release later this year.

Mishra, together with E. Tadmor (University of Maryland, College park, U.S.A) developed a new framework of numerical schemes for systems of conservation laws based on rewriting standard edge centered finite volume schemes in terms of vortex centered potentials. The schemes are genuinely multi-dimensional, flexible, entropy stable and satisfy discrete versions of constraints like divergence in the ideal MHD equations and vorticity in the system wave equations. Together with U. S. Fjordholm (ETH Zurich, Switzerland), Mishra devised a novel finite volume scheme for preserving vorticity in the shallow water equations. Koley, Mishra, Risebro and Svaerd have designed high-order schemes for the initial boundary value problem corresponding to the resistive magnetic induction equations. Mishra, together with P. G. LeFloch (Univ. et. Pierre Marie Curie, Paris, France) analysed and numerically simulated non-classical shocks in a model MHD system and determined the corresponding kinetic relations.

Holden and Raynaud, together with Ehrnstrom (Leibnitz Universität, Hannover) presented a symmetry result for travelling waves which holds for a large class of equations arising in the theory of water waves. Together with Bressan (Penn. State, USA) they also solved a stability problem for the Hunter-Saxton equation by introducing a new metric whose construction is inspired by ideas from differential geometry. Furthermore, they have constructed a semigroup of solution to the nonlinear variational wave equation, arising as a model for liquid crystals, which allows for a framework in which thesolutions can naturally be prolongated beyond the discontinuities. Holden, Karlsen, Lie and Risebro have finished their long lasting book project “Splitting Methods for Partial Differential Equations with Rough Solutions”. The key aspect of this book is the systematic fusion of numerical methods and mathematical theory. Much of the material of this book is taken from the authors’ research in the last 15 years.

Christiansen, Winther and their collaborators’ work has been concerned with numerical analysis tools for partial differential equations expressed in terms of differential forms. These are useful in particular for wave-equations from theoretical physics such as Yang-Mills equations and general relativity. Christiansen, Halvorsen and Scheid have continued their work on the Maxwell-Klein-Gordon equation. Christiansen and Scheid have proved convergence for a constrained finite element discretization of it. With Halvorsen they have worked on extending this to a discretization based on Lattice Gauge Theory. Christiansen and Halvorsen have adapted

08

CMA2009


Lattice Gauge Theory to a finite element setting yielding a gauge invariant discretization of the Schrödinger eigenvalue problem. Christiansen has refined some results concerning a Galerkin version of the div-curl lemma. With Kvaal, Halvorsen has extended some aspects of Lattice Gauge Theory to higher order discretizations. Musco and Rippis have continued their theoretical and numerical study of primordial black holes. Frauendiener has also worked on problems motivated by general relativity and discretizations thereof by for instance discrete differential forms. Winther, together with Arnold and Falk, has continued the development of finite element exterior calculus in terms of differential complexes equipped with stable commuting projections. Winther, with Mardal, has also written a longer survey paper where they review preconditioning strategies for systems of partial differential equations.

AStRoPHYSICS

The physical description of the outer stellar atmospheres results in large sets of coupled partial differential equations. There are major difficulties in constructing numerical methods for these equations related to highly nonlinear reaction terms and in devising proper boundary conditions, an activity pursued at CMA. In addition, the activity in cosmology is focused on developing improved algorithms for studying stochastic fields on a sphere and applying them to data on the Cosmic Microwave Background.

The following personnel were part of the Astrophysics group in 2009:

• Senior scientists: Mats Carlsson, Hans Kristian K Eriksen (from Jul), Boris Gudiksen, Frode Hansen, Viggo Hansteen, and Per Barth Lilje,

• Postdoc fellows: Håkon Dahle, Simona Donzelli, Hans Kristian Eriksen (until Jun), Jorrit Leenarts (until Oct), and Sven Wedemeyer-Böhm,

• PhD-students: Patrick Antolin, Leandro Gomez de Jesus, Nicolaas Groenebom, Sigurd Næss, Kosovare, Olluri, Øystein Rudjord, Juan Martinez Sykora

One of the major specific goals of the Physical Applications Project in the Research Plan is to "Complete a 3D Radiation-Magneto-HydroDynamic code with non-restrictive boundary conditions". This task has been completed and we have used the code in several large-scale simulations of the outer solar atmosphere.

We have made a number of simulations of how magnetic field emerges from the deeper atmosphere and rises through the photosphere and chromosphere. The emerging field interacts with the pre-existing field and the resulting reconnection powers chromospheric jets that are similar to observed features. The simulations also show how magnetic flux concentrations are heated by currents in the chromosphere

and how the magnetic field often is wrapped around such concentrations through foot-point motion leading to helical topologies that guide magneto-acoustic waves. A third result is an explanation of apparent downdrafts observed in spectral lines formed at high temperatures - an observational fact that has defied explanation for decades.

One of the central topics of the cosmology group at ITA has been the study of statistical isotropy and Gaussianity in the cosmic microwave background (CMB). In particular, based on the first data from the WMAP satellite, Eriksen, Hansen, Banday, Gorski and Lilje (2004) found the first signature of a violation of statistical isotropy in the form of dipolar distribution of fluctuation power, indicating that there are stronger fluctuations on one hemisphere than the opposite. This first report only looked at long wavelengths, longer than ~4 degrees on the sky.

The papers based on the two important results from 2008, showing that these anisotropies have high significance with the newest data and new analysis methods were published and have received much interest. These studies have been followed up with new studies. Groeneboom, Ackerman, Wehus and Eriksen have especially extended the methods to polarization data, master student E. Gjerløw, with H. K. Eriksen and others, have studied 2- and 3-point correlation functions of WMAP polarization data, and master student J. Hoftuft with the rest of the group has compared the WMAP data with a simple dipole-modulated signal with a new Bayesian method, giving strong evidence in the Bayesian log-evidence framework for such a dipole modulation.

A second main topic of the cosmology group is estimation of CMB power spectra and likelihoods, combined with foreground subtraction. The main computational engine we have focused on in this respect has been a particular CMB Gibbs sampling algorithm. This work has continued at full speed during 2009, with the goal of analysing data from the satellite Planck, which was was launched on May 14, 2009. Methods are now implemented on the real Planck data,however, non-disclosure agreements prohibit us from telling results before public relase in 2012.Method papers and applications to other (WMAP) data are still publishable. A third main topic is to develop methods for detection of departures from gaussianity in the CMB signal, especially the non-gaussianities that can be produeced in specific inflation models of the early universe, parameterized by a parameter called f_NL. We have especiallybeen working on methods using a class of spin-wavelets (so-called needlets) on the sphere. here we can mention a full determination of f_NL from WMAP data (Rudjord, Hansen et al. 2009), studies of the directional variation of f_NL (Rudjord, Hansen et al. 2010), and a study of how 1/f noise will affect the f_NL determination from Planck data (Donzelli, Hansen et al. 2009).

/ Astrophysics

09

CMA2009


qUANtUM MECHANICS

The starting point for all of the group’s investigations is the development of appropriate techniques for studying systems of many interacting particles, so-called many-body methods. The systems of interest span most of the fields in physics covered by non relativistic quantum mechanics that is atomic, molecular, nuclear and solid-state physics and the physics of quantum liquids. Beside the importance for our basic understanding of quantal systems, the capability to handle numerically quantum mechanical systems with many degrees of freedom is of strategic importance for both the materials science and nanotechonology programs in Norway. Analytic solutions are rare or impossible to obtain. Thus to develop and study stable numerical schemes is of utter importance.

The following personnel were part of the Quantum mechanics group in 2009:• Senior scientists: Morten Hjorth-Jensen• Adjunct researcher: David Dean,• Postdoc fellows: Simen Kvaal and Sølve Selstø • PhD-students: Elise Bergli, Gustav Bårdsen (from Aug), Gustav

Ragnar Jansen, Maxim Kartamyshev, Torquil M. Sørensen

Our research has focused mainly on many-body methods applied to problems in solid state physics, atomic physics and nuclear physics. In solid state physics the emphasis has been on properties of so called quantum dots, and in particular on mathematical properties of various many-body techniques. Many of the techniques are also used to describe nuclear systems.The methods we are working on in this context are so-called self-consistent Green’s functions theories, coupled-cluster methods and large-scale diagonalization techniques. We have recently also developed variational and diffusion Monte Carlo codes for studies of several quantum mechanical systems in both two and three dimensions. Of particular interest last year are several studies of the mathematical convergence and stability criteria for large-scale diagonalization methods. These criteria were developed as part of Simen Kvaal’s PhD thesis and provide a priori error estimates for large-scale diagonalization methods. The criteria were developed for an expansion in terms of a harmonic oscillator eigenfunction basis. However, these results can most likely be extrapolated to other basis sets and many-body methods such as coupled-cluster theories and the self-consistent Green’s function approach. The coupled-cluster based methods are widely used in many fields of physics and quantum chemistry.

Furthermore, the last two years saw our first application of initio methods like coupled cluster theory to nuclei in the mass region from A=40 to A=56 and for the whole chain of isotopes such as the oxygen or the calcium isotopes. Our team of researcher from Oslo and Oak Ridge National Laboratory has computed the binding energies, radii, and densities for selected medium-mass nuclei within coupled-cluster theory employing unrenormalized nucleon-nucleon interactions. These calculations are now being extended to include three-nucleon interactions and studies of heavier nuclei such as isotopes in the mass region of tin. Within the next few years we expect

to be able to carry out ab initio calculations for all doubly magic nuclei from 4He to 208Pb. This will put the theoretical modeling of nuclei in a position where truly quantitative and reliable predictions can be made. The coupled-cluster machinery developed for nuclei can easily be extended to other quantal systems as well, from atoms to studies of materials. Linked with density functional theories, our research can therefore provide an ab initio procedure for studies of most non-relativistic quantum mechanical systems.

Explicitly time-dependent many-body problems have also been the subject of attention. In particular, unbounded many-body systems are of interest as they present a wide range of complex and relevant theoretical challenges - such as interference between various decay-channels, the population and decay of resonance states and inter-particle interactions mixed with external perturbations. To this end, the extension of standard many-body techniques for structure calculations, such as the coupled cluster method, to explicitly time dependent problems has been a topic of interest. Moreover, we have been able to generalize the concept of absorbing boundary conditions to systems consisting of more than one particle. This has been achieved via formalism used to describe open quantum systems. Imposing absorbing boundary conditions makes it possible to describe unbound systems, which in general are not restricted in spatial extension, on a finite region of space, and it facilitates the interpretation of the final state of the system after interaction. Several applications of this technique is being developed.

PUBlICAtIoNS 2009

Appendices 7a – 7f plus parts of appendix 9 provide a complete overview of all written output from the centre in 2009. Refereed journal articles count 170, all presented on print in international journals, many of them being of the highest standard. With 120 published papers in 2008, CMA has achieved a 41% growth in publications in 2009. With approximately 64 person-years in the centre in 2009, CMA produced 2.6 articles per person-year, which we consider a very good result. In addition 6 research monographs / books and 17 chapters of anthologies were published.

MAIN EvENtS 2009

We briefly present below our main research events, bringing together hundreds of Norwegian and international researchers in stimulating collaboration and transfer of knowledge. For statistical details on participants and lectures, see Appendix 5. For more details on speakers, participants, programs and abstracts, please consult the CMA web for a complete overview.

A CMA-CTCC workshop on computational quantum mechanics: From ab initio methods to density-functional theory, UiO, Oslo, January 13, 2009

10

CMA2009


11

Many-body problems in physics and chemistry are today studied using a variety of methods. On the one hand, the traditional many-body methods such as coupled cluster, configuration-interaction and Monte Carlo methods are continuously being refined and routinely applied to problems in quantum chemistry, nuclear, atomic, molecular and solid-state physics. On the other hand, recent developments in density-functional theory (DFT) have led to their widespread use in physics and chemistry, as a useful alternative to the more rigorous ab initio many-body methods. This workshop brought together people who work with different quantum-mechanical many-body methods, with an emphasis on the relationship between ab initio and density-functional theories.

Fourth General Conference on Advances Mathematical Methods in Finance, Rica Parken Hotel, Ålesund, Norway 4 -10 May 2009The European Science Foundation program “Advanced Mathematical Methods in Finance” (AMaMeF) was established in April 2005, and will run until 2010. Today 15 European countries are members of this program. CMA, represented by Professor Bent Øksendal and assocate professor Giulia Di Nunno are chair and co-chair of the project. The purpose of the program, as for the General Conference series, is to enhance the research in advanced mathematics and its applications to finance. Researchers from all countries in the world are welcome to participate it this activity. As a part of its activity AMaMeF organizes a General Conference every year, in addition to several workshops. The first was held in Side, Turkey in April 2006, the second in Bedlewo, Poland in May 2007 and the third in Pitesti, Romania in May 2008. More information about the program can be found at the web site: http://www.iac.rm.cnr.it/amamef/

A CMA workshop on Insurance mathematics and longevity risk, CMA Oslo, May 20, 2009This one-day workshop focused on recent progress in life insurance, with special emphasis on longevity risk modelling and investment problems. The talks covered important areas of current research in life insurance given by world-leading experts, and participants from both industry and academia attended.

Workshop on Numerical Aspects of Nonlinear PDEs of Hyperbolic Type, Centre for Advanced Studies, Oslo, May 26-27. Nonlinear partial differential equations (PDEs) of hyperbolic type are of fundamental importance in science and engineering, including fluid dynamics, acoustics, elastodynamics, geophysics, astrophysics, and many other disciplines. Closed form solutions are not available and numerical methods (finite difference, finite volume, finite element, etc.) have to be applied. The field of analysis and justification of numerical methods (stability, compactness and convergence, a priori or a posteriori error estimates, etc.), which often requires the use of sophisticated mathematics, has seen many advances in recent years. Besides providing a rigorous foundation, at least in the context of simplified model PDEs, the involved mathematical analysis tends to suggest design principles for constructing

stable and powerful computational techniques for complex problems arising in realistic applications, for which rigorous analysis is out of reach. The purpose of the workshop was to bring together experts and junior researchers to discuss new trends and activities in numerical analysis, algorithms and applications of hyperbolic and related PDEs.

2nd International Conference on Scale Space and Variational Methods in Computer Vision, Voss Norway, June 1-5, 2009This biannual conference series is a merger of the Scale Space conferences and the Variational Level Set Methods conference. The aim is to bring together two different communities with common research interests: the one on scale space analysis and the one on variational, geometric and level set methods and their applications in image interpretation and understanding.

Compatible and Innovative Discretizations for Partitial Differential Equations - Algorithms, analysis, and implementation on the occasion of Ragnar Winther’s 60th birthday. CMA, June 18+19, 2009The numerical solution of partial differential equations is a fundamental task in science and engineering. Recent research has focused on so-called ‘compatible discretization techniques’, defined as those discretization methods that inherit or mimic fundamental properties of the PDE such as topology, conservation, symmetries, and positivity structures and maximum principles. Although this research has established a firm framework for the analysis of discrete PDE problems, most developers and users of scientific software for the numerical solution of PDEs employ simple and less robust methods. With this workshop we brought together researchers on the theoretical aspects of numerical methods and scientists focusing on simulations and software development. As a simultaneous happening, we celebrated Ragnar Winther’s 60th anniversary.

Energy Finance, Kristiansand, Sep 24-25, 2009. The energy markets are developing rapidly, with new marketplaces emerging globally for electricity, gas, weather and emission. The conference focused on recent trends in modelling and management of risk in the energy markets, with speakers from both industry and academia.

International Conference on Stochastic Analysis and Applications, Hammamet, Tunisia, Oct 12-17, 2009The conference brought together international researchers on a wide range of areas related to Stochastic Analysis and its Applications, among them: Stochastic Analysis, Infinite Dimensional Analysis, White Noise Analysis, Mathematical Finance, Mathematical Models in Physics, Biology, Stochastic differential equations, Lévy Processes, Stochastic control and filtering, Mathematical Physics.

The seminar series of 2009In addition to the specific workshops presented above, a number of seminar and lecture series have taken place as usual. Appendix 5 provides the full list.

/ Main events 2009

CMA2009


As highlighted earlier, CMA’s Professor Bernt Øksendal received a prestigious “Advanced Grant” from the European Research Council, a branch of the EU commission’s FP 7. The award was project funding of 16 million NOK, and the project, entitled ”Innovations in Stochastic Analysis and Applications with emphasis on Stochastic Control and Information” (INNOSTOCH), started in September 2009. The ultimate goal is to cross the present research frontiers on a number of areas related to stochastic analysis and control theory.

CMA’s adjunct researcher, Professor Xue-Cheng Tai, who also holds a position at Nanyang Technological University in Singapore, was in November 2009 awarded the 8th Feng Kang Prize in Scientific computing, becoming one of only three scientists in the world to receive this prestigious award given by China this year. The Feng Kang Prize honors biennially Chinese scientists in China or abroad for significant contributions to scientific computing. Tai received this prize for his work on numerical analysis, especially his recent work on mathematical models for image processing and computer vision.

Dr David Dean, adjunct professor at CMA and senior scientist and director for strategic planning at Oak Ridge National Laboratory, has been offered and has accepted a position in President Obama’s administration. He took up a position as Senior Advisor to the Under Secretary for Science, Dr. Steven Koonin, at the U.S. Department of Energy in Washington DC. The cabinet ministry is headed by Secretary Steven Chu, Nobel Laureate in Physics 1997.

Long term visitor at CMA, Dr. Carlo Mannino, was in August 2009 awarded for “an outstanding application of Operational Research in practice” by the Association of European Operational Research Societies (EURO). The following paper won the award: [Mannino, Carlo; Mascis, Alessandro. Real-Time Traffic Control in Metro Stations, Operations Research 2009;57(4):1026-1039]

CMA’s long term visitor, PhD-student Katarzyna Piaskowska (from Warsaw University of Technology, Poland), received in September 2009 a “Best Paper Award in Applied Mathematics Session” at the 4th International PhD Students and Young Scientists Conference, granted by the Institute of Mathematics of the Polish Academy of Sciences. The paper treated the existence of solutions to some generalization of a new one-dimensional linear model of non-laminar fluid flow.

Prizes and awards

12

CMA2009


13

ManagementdAIlY lEAdERSHIP

Professor Ragnar Winther (Director), Professor Fred Espen Benth (Vice-director), and Helge Galdal (Administrative Director) form the daily leadership of CMA. They have the authority to make day-to-day decisions on practical matters, financial transactions, research activities within the budget and the research plan. CMA has an extended leadership group composed of principal investigators, broadly representing all research groups in CMA. In 2009, this group consisted of Tom Lyche, Knut Mørken, Geir Dahl, Ragni Piene, Tor Dokken, Bernt Øksendal, Helge Holden, Morten Hjorth-Jensen, and Mats Carlsson. The mandate of the leadership group is to ensure consensus decisions at important crossways.

tHE BoARd

The governing board of CMA consisted of the following members in 2009:• Kjell Bendiksen, chair, Managing Director of The Institute

for Energy Technology • Suzanne Lacasse, co-chair, Managing Director of The

Norwegian Geotechnical Institute • Trygve Helgaker, Professor at the Department of

Chemistry, UiO• Mona Bratlie / Jarle Nygard *, Director of the Faculty of

Mathematics and Natural Sciences, UiO • Svein Longva **, National mediator of Norway• Kristian Ranestad Professor at the Department of

Mathematics, UiO

* Mona Bratlie followed Birger Kruse on the board after Kruse left his position. When Jarle Nygård entered as new director of the Faculty of Mathematics and Natural Sciences during the fall semester 2009, he also took on the board responsibility of CMA

** Regrettably, Svein Longva passed away on April 16, 2009. He has not been replaced by a new member.

The board’s authority focuses primarily on strategic and control functions, with clear instruction to approve budgets, accounts, and annual reports on the administrative side, and the research plan on the research side.

SCIENtIFIC AdvISoRY BoARd

The CMA Board recommended the appointment of a new advisory board, as we are approaching the final years as a Centre of Excellence. The challenges facing such an advising board should include: How can we integrate the CMA as a post-CoE with the University of Oslo, and at the same time keep (parts of) the necessary autonomy? How can we manage to pursue thvve activity across disciplines and departmental boundaries without the core funding? Can CMA obtain funding from the R&D industry? These are all examples of central challenges. Hence a new advisory board needed deeper roots in Norway than before. Moreover, the scientific advisory board should meet more often than the earlier to discuss the development of the plans.

Following this mandate, the following Scientific Advisory Board was appointed: • Professor Hans-Peter Seidel, Max-Planck Institut, Saarbrücken, • Professor Mark Davis, Imperial College, London,• Professor Douglas Arnold, University of Minnesota, • Professor Jan Trulsen, University of Oslo.

The Scientific Advisory Board met during a full day session in June 2009.

CMA2009


ABCDEF G H I 14

EconomytotAl REvENUES ANd ExPENdItURES

The total revenues and expenditures are presented below. More details on accounted and non-accounted parts, project portfolio, and all notes, are presented in appendices 2 and 3.

Total Note, app 3 Budget 2009 Acc. 2009 Budget 2010

Revenues

Own projects, OH+terminations 1 -1 781 625 -987 030 -2 000 000

RCN funding 2,5,17,22 -20 529 200 -19 512 200 -17 609 301

Univ. Oslo funding 3,21 -19 415 401 -20 176 271 -20 719 840

Sintef funding 4,23 -5 111 200 -5 520 467 -6 658 000

Other public funding 6,19,24 -4 615 667 -5 151 090 -3 662 500

International funding 7,18,25,26 -5 630 000 -12 263 709 -3 077 500

Private funding 8,27 -719 000 -777 035 0

NAV Reimbursements 9 -300 000 -219 462 0

Total revenues -58 102 093 -64 607 263 -53 727 141

Expenditures

Salary costs 10,20,28 39 171 915 42 617 228 40 882 807

Indirect costs 11 8 197 825 7 521 675 7 512 334

Teaching services 12 100 000 130 634 100 000

Equipment 13 1 524 000 1 447 175 1 386 000

Guests, traveling, conferences 14 2 200 000 2 297 826 1 560 000

Public outreach 15 350 000 373 010 250 000

Various operational costs 16 7 879 292 6 588 547 5 403 500

Total expenditures 59 423 032 60 976 094 57 094 641

Annual result 1 320 939 -3 631 169 3 367 500

Accumulated as of Jan 1 -4 025 104 -4 025 104 -7 656 273

Accumulated as of Dec 31 -2 704 165 -7 656 273 -4 288 773

Table 1. CMA budget and accounting figures for 2009, and corresponding budget figures for 2010. Negative figures mean income/surplus.

MAIN CoNClUSIoNS ANd REMARkS

The accounts show a continuous growth in activity. However, the main reason for the increased revenues and corresponding carry-over is the pre-financing of Professor Bernt Øksendal’s ERC Advanced Grant at 5,7 millions. In fact we have, in accordance with our ambitions from last year’s report, reduced the fiscal carry-over from our basic CMA-activity to close to zero (KNOK 88 – see appendix 2 for details). The remaining KNOK 7568 are tied to future obligations within the project portfolio.

CMA’s financial situation still provides a solid foundation for stable and flexible project management and long term research, which in turn make us able to run a healthy and highly competent centre.

NB! The accounts show total revenues at MNOK 64,6, but in the brief summary on page 2 we present 63,6. The difference is due to overhead revenues from own projects (Note 1).

CMA2009


12345678915

The peopleStAFF ANd MEMBERS 2009 - StAtUS ANd StAtIStICS

On Dec 31, 2009, CMA counted 95 people. In addition 16 completed their time with CMA during the year. They are all presented in appendix 1, together with those who are confirmed incoming in early 2010 (4). We present the following statistical details on the 111 members of 2009:• 23 senior scientists, 43 PhD-students, 25 postdocs, 14 adjunct researchers, 6 other• 89 men and 22 women (19,8%)• 58 native Norwegians and 53 (47,7%) of foreign nationalities from 24 different countries• 46 funded/employed by CMA, 32 by the host, 12 by SINTEF, and 31 through affiliated projects.

PERSoN-YEARS IN 2009 ANd EStIMAtES FoR 2010

Table 2 below provides the person-year figures of 2009, and new estimates for 2010. As in all budget presentations, we use conservative figures; only confirmed new persons and projects are included.

CMA UiO funded Sintef Other Total

2009 (actual)

PhD 10.8 4.7 4.5 7.5 27.5

Postdocs 7.5 0.0 1.0 6.6 15.1

Senior scientists 5.3 11.6 0.5 1.0 18.4

Tech/Adm 1.7 1.7 3.4

Sum 25.3 18.0 6.0 15.1 64.3

International guests 12.5 12.5

2010 (estimates)

PhD 8.3 6.1 5.2 5.9 25.5

Postdocs 4.9 0.0 1.0 5.8 11.7

Senior scientists 4.5 12.2 0.4 1.0 18.1

Tech/Adm 2.0 1.7 3.7

Sum 19.8 20.0 6.6 12.6 59.0

International guests 8.0 8.0

Table 2. Calculation of person-years in CMA, taking the funding source into account

Clearly 2009 has brought the highest level of activity so far in terms of person-years. As we enter 2010, it is natural to foresee a modest down-scale. The CoE funding will last three more years, and we will soon pass the line where new PhD-employments will exceed the lifetime of the centre. According to our long term plans, 2010 will require reducing the basic CoE-activity. However our efforts on the project portfolio will hopefully also bring new researchers and activity to the centre.

tECHNICAl ANd AdMINIStRAtIvE StAFF

Administrative director Helge Galdal coordinates the administrative functions and the support staff mentioned below. He also deals with activity reporting, budgets, and new project proposals. From May 2009 Aslaug Kleppe Lyngra has held a new full time position, established to guide and help our international members and visitors with all kinds of practical and bureaucratical challenges. In order to strengthen the IT-support functions, Lucy Karpen holds a 70% position in the centre. Andrew McMurry holds a full time scientific programmer position.

Many daily administrative services are “outsourced”. The following persons provide valuable support on reception, IT-maintenance, book-keeping, housing, bureaucracy etc: Dina Haraldsson, Anita Smeby, Vanitha Marimuthu, Terje Kvernes, and Bård Kristiansen from the Department of Mathematics. Grete Andresen of The Faculty of Mathematics and Natural Sciences is handling personnel matters.

20092010

123456789

CMA2009


16

We have established an effective administrative organization. As far as possible, we utilize the existing professional organization at UiO. CMA contributes to the host with financial support. This system has contributed to CMA becoming an integrated part of the larger scientific community.

gUEStS

It is a privilege for CMA to invite many prominent guest researchers as well as young research talents. In 2009, we have received 24 visitors from abroad who stayed for more than 1 month (see appendix 6). These 24 contributed approximately 6,5 full man years to CMA in 2009. For short term visits at CMA

(1-30 days)), we received 81 visitors from abroad (presented in appendix 6). Their collective time at CMA corresponds to more than two full person-years. Finally a total of 188 international participants came to CMA’s two major conferences in 2009. Spending one week each, they represented ~4 person-years of international collaboration.

All together, these 293 represented 12,5 person years of incoming international collaboration in 2009. They origin from 39 different countries, and all continents were represented.

Finally, a large number of Norwegian guests have visited us, many of them several times. These are not registered nor counted.

A main goal of CMA is the training of new researchers. On December 31st, 2009, 34 PhD-students and 15 postdoc fellows were active in the CMA. We can report a record of 11 doctoral defences in 2009:• December 14, 2009: Andrea Barth defended her thesis:

“Stochastic Partial Differential Equations: Approximations and Applications” for the PhD-degree. Her adviser has been Prof. Fred Espen Benth. Barth has accepted a postdoc position at ETH Zurich.

• December 3, 2009: Christian Schulz defended his thesis: “Topics in Curve Intersection and Barycentric Interpolation” for the PhD-degree. Supervisor was Prof. Michael Floater. Schulz has entered a researcher position with CMA’s partner SINTEF.

• October 16, 2009: Tore Gunnar Halvorsen defended his thesis: “Structure preserving discretizations of wave equations from theoretical physics” for the PhD-degree. Professor Snorre Christiansen has been main supervisor. Halvorsen continues in a postdoc position at NTNU, Trondheim.

• September 21, 2009: Yeliz Yolcu Okur defended her thesis: “Malliavin Calculus for Lévy Processes and Applications to Finance” for the PhD-degree. Her supervisor was Prof. Bernt Øksendal. Yolcu Okur has started a researcher/teaching position at University of Ankara, Turkey.

• September 17, 2009: Juan Martinez-Sykora defended his thesis: “Flux emergence from the convection zone to the corona” for the PhD-degree. Prof. Mats Carlsson was his supervisor.

• August 24, 2009: Franz Georg Fuchs defended his thesis: “Simulating waves in the solar atmosphere with MHD” for the PhD-degree. Supervisor was Prof. Kenneth Karlsen, and Fuchs was granted a postdoc position at CMA and thus continues with us.

• June 10, 2009: Rodwell Kufakunesu defended his thesis: “Minimal Entropy Martingale Measure and Derivatives Pricing in Commodity Markets” for the PhD-degree. Supervisor was Prof. Fred Espen Benth, and Kufakunesu continues to work as a teacher/researcher at the University of Zimbabwe.

• June 2, 2009: Marie Rognes defended her thesis: “Mixed finite element methods with applications to viscoelasticity and gels” for the PhD-degree. Supervisor was Prof Ragnar Winther. Rognes entered a postdoc position at Simula Research Laboratory, Norway

• May 6, 2009: Jon M. Hjelmervik defended his thesis: “Heterogenous Computing with Focus on Mechanical Engineering” for the PhD-degree. His supervisor was Prof. Michael Floater. Hjelmervik continues in a researcher position at SINTEF

• March 20, 2009: Inga B. Eide defended her thesis: “Small probabilities, large markets and asymmetric information” for the PhD-degree. Her supervisor was Associate Professor Giulia Di Nunno. Eide works with the Financial Supervisory Authority of Norway (“Kredittilsynet”)

• January 8, 2009: Simen Kvaal defended his thesis: “Analysis of many-body methods for quantum dots” for the PhD-degree. Supervisor was Prof. Morten Hjorth-Jensen, and Kvaal was granted a postdoc position at CMA and thus continues with us.

All together 39 doctoral candidates have so far successfully completed their PhDs at CMA. In 2010, we expect that we will have 8-10 new PhD defences at CMA, of which some are already scheduled.

Nine postdoctoral fellows completed (contracts of 2 years duration or more) their CMA-engagement in 2009:• March 31, 2009: Thilo Meyer-Brandis finished a 3-year

postdoctoral contract with CMA. He moved on to Munich where he continues his research and teaching activities.

• June 30, 2009 Hans Kristian Eriksen finished a 3-year postdoctoral contract at ITA, and as associated CMA member in the same period. Eriksen immediately entered a position as associate professor at ITA, and continues his association with CMA.

• June 30, 2009: Mattias Sandberg finished a 2-year

Research education

kb

CMA2009


17

postdoctoral contract with CMA. Sandberg continues his researcher career in a position at KTH Stockholm, Sweden.

• August 31, 2009: Siddhartha Mishra finished a 4-year postdoctoral contract with CMA, after winning a prestigious researcher position at ETH Zürich, Switzerland. However, Dr. Mishra was also offered a permanent position at CMA, and he accepted to return in August 2011.

• August 31, 2009: Suleyman Ulusoy finished a 2-year postdoctoral contract with CMA, and headed off for a postdoc position at University of Maryland, USA.

• September 30, 2009: Claire Scheid finished a 2-year postdoctoral contract with CMA. Scheid continues her researcher career in a position at University of Nice, France.

• October 31, 2009: Jorrit Leenarts finished a 2-year postdoctoral contract at ITA, and as associated CMA member in the same period. Leenaarts has continued in a researcher position at Sterrekundig Institut, Utrecht, Netherlands.

• December 31, 2009: Jiri Kosinka finished a 2,5-year

postdoctoral contract with CMA.• December 31, 2009: Magnus Svärd finished a 3-year

postdoctoral contract with CMA, and partly Sintef, and headed off for a postdoc position at University of Edinburgh, Scotland.

All together 28 postdoctoral fellows have so far completed 2-, 3-, or 4-year contracts with the CMA.

RESEARCHER SCHool

In earlier reports, we briefly described the system of researcher schools in Norway, and at UiO specifically. CMA maintains its status as a researcher school, and we receive an annual funding for this activity. In 2009, we have spent these items to cover parts of our extensive visitor/guest programme, enabling our researcher trainees to meet with leading international researchers in the local arrangements at CMA.

CMA is devoted to researcher education, and is not supposed to take major responsibilities at bachelor or master level. Nevertheless, an entire period of study must consist of coherent parts. We are deeply interested in candidates / applicants to our PhD positions with a solid and adequate background with respect to our needs (and our conviction on how modern mathematics should be taught). This is partly why CMA has chosen to let the senior scientists continue to teach at all levels, and not restrict ourselves to do PhD supervision and advanced level teaching. Also our research plan signalizes this attitude. Based on the same philosophy, CMA has chosen to enter the responsibility for the CSE project, see below:

Moreover, rather than establishing separate master programs, CMA wants to influence on the existing programs by our ordinary and frequent teaching duties. This strategy is based on a confidence that the existing programs suit, and will continue to do so, our research profile. 2009 did not bring any changes or additions to these principles.

CoMPUtERS IN SCIENCE EdUCAtIoN

The CSE project was initiated in 2004 by staff from the CMA together with colleagues from the Departments of Informatics, Mathematics and Physics. The aim is to renew the teaching of mathematics and science by including a unified computational perspective in the elementary courses. The project has had direct support in the strategic plan of the Faculty for Mathematics and Natural Sciences for the period 2005-2009, and this support appears to be renewed in the new strategic plan.

Within the University, the work on the CSE project continued with considerable emphasis on developing teaching materials which integrate a computational perspective on classical mathematics and science. A challenge is that we receive students from other institutions that lack this perspective and therefore find some of our advanced courses difficult. It is therefore essential that the ideas within the CSE project can be spread to other institutions from which we recruit students. This is starting to happen, and the Norwegian University of Science and Technology in Trondheim is now working actively on CSE-like ideas.

A major event in 2009 was a presentation of the CSE project for the Minister of Research and Higher Education, Tora Aasland, with her key staff, as well as the new Rector, Ole Petter Ottersen, and his staff. This presentation has led to meetings with the Ministry of Education and Research on how to disseminate the CSE idea to the other universities and regional colleges.

The CSE project is governed by Morten Hjorth-Jensen and Knut Mørken from the CMA, Anders Malthe-Sørensen from the Department of Physics and the CoE Physics of Geological Processes, Hans Petter Langtangen from the Simula Research Lab and the CoE Center for Biomedical Computing (CBC), together with Dean of Education Annik Myhre and Coordinator of Education Hanne Sølna from the Faculty for Mathematics and Natural Sciences, with assistance from Helge Galdal at the CMA. In 2009, the project was supported financially by the Faculty, the Departments of Informatics and Mathematics, the CMA and the CBC.

Basic education

CMA2009


CooPERAtIoN wItHIN tHE UNIvERSItY oF oSlo

We continue to keep a strong and good relationship to our host, the Department of Mathematics at UiO. Daily cooperation runs smoothly and efficiently. All senior scientists (except the Centre Director) are still closely connected to their home department through teaching duties. This is a conscious strategy on the part of CMA: we want to continue the development (and renewal) of the ordinary teaching in our basic subjects. Moreover, CMA has taken a major responsibility in the internal project “Computers in Science Education”, which is outlined under heading “Basic Education” above.

ACtIvE PARtNER, SINtEF

SINTEF is CMA’s only active partner (i.e. contracted as a formal Centre of Excellence partner). In each annual report, we have reported an increased cooperation. In 2009, there were no new projects in addition to those reported last year, but the activities within the established projects have increased. As the most significant increase, 3 PhD fellows have been hired in the EU FP7 Initial Training Network “SAGA”, one at CMA, one at Sintef, and one from Sintef in Vilnius, Lithuania. v

From CMA’s point of view, we continue to regard the cooperation with SINTEF as very constructive and fruitful. Most important, the cooperation brings really mutual benefits to the two partners.

NAtIoNAl CooPERAtIoN

We intend to serve as a national resource centre in mathematics and its applications, and we seek to establish national collaborations. The relation to SINTEF, outlined above, is part of this strategy. So is the hiring of top researchers from other Norwegian research institutions, see previous reports. In 2009 we highlight the following achievements:

• CMA Professors Holden and Karlsen have lead the group in "Natural science / Medicine / Mathematics" at The Centre for Advanced Study (CAS) at the Norwegian Academy of Science and Letters, the academic year 2008-09. In addition, both younger and senior researchers from Norway participate, and CMA is represented by Holden, Karlsen, Risebro, and Karper. In addition to the academic challenges, the project is important for networking. In May 2009 the group organized a conference with many excellent speakers as a follow-up of a similar conference in August 08.

• Last year, we reported of a PhD-fellow funded by the University of Agder to our work on stochastic modelling of electricity markets, a rapidly expanding research area where

CMA has taken a leader role. In 2009 a postdoc fellow, also from the University of Agder, joined in for this work.

• We also continue the collaboration with the Norwegian VISTA (VItenskapsakademiet and STAtoil) on Reservoir monitoring and dynamic reservoir characterization with electromagnetic signals, represented by CMA’s postdoc fellow Runhild Aae Klausen

INtERNAtIoNAl CollABoRAtIoN

CMA has a large circle of international collaborators and networking. First, 53 of CMA’s 111 members in 2009 were non-Norwegians, representing 24 different countries. We always receive many international applicants when announcing positions. Moreover, in 2009 we received 293 international guests from 39 different countries (all listed in appendix 6).

All 8 internally arranged conferences/workshops had international participation (Appendix 5a). CMA-members have been (co)organiser of 27 international conferences in addition to those at CMA (Appendix 5c). Among the 194 refereed articles (170), books (6) and book chapters (18), 118 were written together with international partners (Appendix 7a-c). Out of 197 scientific and popular talks outside CMA (Appendix 8a-c), 152 were given abroad (in 31 different countries, on all continents). Appendix 4 provides a full list of all projects at CMA, many of them with extensive international collaboration, and also some of them coordinated by CMA / CMA-members.

All these works and items point to extensive research collaboration all over the world, showing our international participation and visibility. Most of the daily work is based on contacts established from researcher to researcher, and are not established as formal cooperative agreements. However, as a Centre of Excellence, we also aim at establishing formal agreements with clear mutual obligations. Several examples are listed in previous reports. A full list of current international projects is presented in Appendix 4. We will highlight the following from 2009:

• CMA, through its stochastic analysis group, continues to chair the "Southern African Masters Program in Mathematical Modelling", based in Dar es Salaam, Tanzania, and sponsored by “The Norwegian Centre for International Cooperation in Higher Education (SIU)”, Norway. This is a 5 year (2007-11) program with a total budget of appr. €1,2M. The purpose of the program is to establish a center for Masters degree studies in mathematics, available for students from the whole Southern African region.

• Through the formalized cooperation with the University of Botswana, we arranged the SAMSA (Southern African Mathematical Sciences Association) 2009 workshop (number 9) in Dar es Salaam in late November.

18

Cooperation

CMA2009


19

• We continue our collaboration with Oak Ridge National Lab (ORNL) in Tennessee, USA, described in earlier reports. Through “The Norwegian Centre for International Cooperation in Higher Education (SIU)” we continue the four-year (2008-2011) exchange program for students and researchers, granted with approx. MNOK 1,8 in total.

• In the EU FP7 SAGA network, we hired our first fellow inn 2009, Mrs. Nelly Villamizar from Colombia. See also the Sintef section for more about SAGA.

• Our 4-year EU-funded exchange program with Estonia, the CENS-CMA project, was completed successfully in April 2009, and a book of typical results came to print during the autumn, entitled “Applied Wave Mathematics. Selected

Topics in Solids, Fluids, and Mathematical Methods”, edited by Ewald Quak and Tarmo Soomere, two of the most influential contributors to the success of the project.

• Bernt Øksendal’s ERC Advanced Grant was initiated in September 2009, and will contribute to extensive international cooperation with partners around the world. Among other things, the project includes a visiting professor program that will bring many international researchers to the CMA in the years to come.

• Through the RCN’s DAAP-program, members of CMA’s PDE group were granted some exchange funds for cooperation with German colleagues during 2009-10.

Health, environment and safetyCMA does not contribute to increased contamination of any nature. No work-related accidents or sickness leaves occurred in 2009.

Public outreachIn 2009 (2008), the following initiatives were completed:

• We have registered 12 (21) media appearances, see appendix 9. • Appendix 7f presents 9 (5) texts/reports aiming at broad non-expert audiences. • Appendix 8c contains a list of 25 (24) talks presented for a general audience. • We continued our sponsorship for www.matematikk.org see description in former reports.

CMA2009


21

CMA-MEMBERS, PoSItIoNS ANd AFFIlAtIoNS

The following tables give a total overview of all CMA-members in 2009 and confirmed new names in 2010. More positions will be filled, but if names are not known, these are not included in the lists. Any further speculations or not-yet-confirmed project fellows are also neglected (according to our budget philosophy we do not calculate any new contributions). Any such contributions provided from now on, will appear in the 2010 annual report. The information provides the foundations for the accounts and budget disposals in this report, and also for the statistics on the personnel.

Name Sex Nationality Position Period CMA share Funding (see budget)Fred Espen Benth M Norway Professor Mar03-Feb13 75% Host

Mats Carlsson M Sweden Professor Mar03-Feb13 40% Host

Snorre Christiansen M Norway Assoc. Prof. Jan06-Feb13 100% Assoc. project

Geir Dahl M Norway Professor Mar03-Feb13 75% Host

David Dean M USA Researcher II Jan04-Feb11 10% CMA

Giulia Di Nunno F Italy Assoc. Prof. Mar03-Feb13 75% Host

Tor Dokken M NorwayChief scient. Mar03-Feb11 20% SINTEF

Researcher II May03 Feb11 20% CMA

Geir Ellingsrud M Norway Professor Aug09-Feb13 75% Host

Hans Kristian Eriksen M Norway Assoc. Prof. Jul09-Feb13 40% Host

Truls Flatberg M Norway Researcher II Nov05-Aug09 20% Host

Michael Floater M England Professor Nov03-Feb13 75% Host

Jörg Frauendiener M Germany Researcher II Feb08-Dec10 10% CMA

Boris Gudiksen M Denmark Assoc. Prof Jan08-Feb13 40% Host

Frode K. Hansen M Norway Assoc. Prof Jan08-Feb13 40% Host

Viggo Hansteen M Norway Professor Mar03-Feb13 40% Host

Morten Hjorth-Jensen M Norway Professor Mar03-Feb13 40% Host

Helge Holden M Norway Researcher II May03 Feb11 20% CMA

Yaozhong Hu M China Researcher II Jul05-Jun11 10% CMA

Kenneth Karlsen M Norway Professor Jul04-Feb13 100% Host

Rudiger Kiesel M Germany Researcher II Mar08-Feb11 20% CMA

Knut-Andreas Lie M NorwaySr. scientist

Sep05-Feb1120% SINTEF

Researcher II 20% CMA

Per Barth Lilje M Norway Professor Mar03-Feb13 40% Host

Tom Lindstrøm M Norway Professor Mar03-Feb13 75% Host

Tom Lyche M Norway Professor Mar03-Feb13 75% Host

Carlo Mannino M Italy Researcher II Sep09-Feb13 20% Host

Knut Mørken M Norway Professor Mar03-Feb13 75% Host

Ragni Piene F Norway Professor Mar03-Feb13 75% Host

Ewald Quak M GermanySr. scientist Mar03-Jun09 20% SINTEF

Researcher II Aug03-Jun12 20% CMA

Xavier Raynaud M France Assoc Prof Sep09-Aug11 100% CMA

Martin Reimers M Norway Assoc Prof Oct08-Feb13 75% Host

Nils Henrik Risebro M Norway Professor Sep04-Feb13 75% Host

Eigil Samset M Norway Researcher II Jan06-Feb13 20% Host

Xue-Cheng Tai M China Researcher II Jun08-May11 10% CMA

Ragnar Winther M Norway CMA-director Mar03-Feb13 100% CMA

Tusheng Zhang M China Researcher II Aug04-Jul10 20% CMA

Bernt Øksendal M Norway Professor Mar03-Feb13 75% Host

Knut Aase M Norway Researcher II Jan04-Feb11 20% CMA

Appendix 1bm

CMA2009


PHd-StUdENtSName Sex Nationality Period CMA-share Funding (see budget)Patrick Antolin M Colombia/France Oct08-Sep11 40% Assoc. project

Egil Bae M Norway Nov07-Oct10 100% Assoc. project

Oliver Barrowclough M England Oct09-Sep12 100% SINTEF

Andrea Barth F Germany Sep06-Dec09 100% CMA

Sverre Briseid M Norway Jan08-Dec11 100% SINTEF

André Brodtkorb M Norway May07-Apr 10 100% SINTEF

Solveig Bruvoll F Norway Sep06-Aug10 100% Host

Gustav Bårdsen M Norway Aug09-Jul12 100% CMA

Heidi Dahl F Norway Aug09-Jul12 100% SINTEF

Franz Fuchs M GermanyApr06-Mar09

100%Assoc. project

Apr09-Sep09 CMA

Leandro Gomez de Jesus M Portugal Jun07-May10 40% Assoc. project

Nicolas Groenebom M Norway Jan08-Dec10 40% Assoc. project

Tuulikki Gyllensvärd F Sweden Nov07-Feb09 100% SINTEF

Trond Runar Hagen M NorwayJul06-Dec07

100%SINTEF

Jan08-Jun09 CMA

Tore G Halvorsen M NorwayFeb06-Jan09

100%Assoc.project

Feb09-Jun09 CMA

Sven Haadem M Norway Aug09-Jul12 100% Host

Gustav Ragnar Jansen M Norway Aug08-Jul10 100% CMA

Trygve Klovning Karper M Norway Aug06-Oct09 100% Assoc. project

Asma Khedher F Tunisia Aug08-Jul11 100% CMA

Ujjwal Koley M India Oct07-Sep10 100% CMA

Marcin Krotkiewski M Poland Jan08-Dec10 50% Host

Eivind Lyche Melvær M Norway Jun07-May10 100% Assoc. project

Torgunn Karoline Moe F Norway Aug08-Jul12 100% Host

Heidi Camilla Mork F Norway Jul04-Apr09 100% CMA

Georg Muntingh M Netherlands Jul06-Dec09 100% CMA

Torstein Nilssen M Norway Jan10-Dec13 100% Host

Sigurd Næss M Norway Aug08-Jul12 40% Host

Kosovare Olluri F Norway Oct08-Sep12 40% Assoc. project

Nicolai Qviller M Norway Aug09-Jul12 100% CMA

Atle Riise M Norway Jan08-Des11 100% SINTEF

Peter Dimitris Rippis M Norway Sep06-Feb10 100% CMA

Petter Risholm M Norway Mai07-Apr10 100% Assoc. project

Mark Rubzov M Ukraina Sep07-Aug10 100% CMA

Øystein Rudjord M Norway Aug06-Jul10 40% Host

Maren Schmeck F Germany Aug09-Jul12 100% CMA

Christian Schulz M GermanyNov04-Oct08

100%Host

Nov08-Mar09 CMA

Bartlomijei Siwek M Poland Jan10-Feb13 100% Host

Steffen Sjursen M Norway Jan10-Dec12 100% Assoc. project

Juan Martinez Sykora M Spain Oct06-Sep09 40% Assoc. project

Martin Lilleeng Sætra M NorwayMar09-May11 75% SINTEF

Mar09-Feb13 25% Assoc. project

Torquil M. Sørensen M Norw / England Sep05-Feb09 100% CMA

Nelly Yazmin Villamizar F Colombia Sep09-Aug12 100% Assoc. Project

Linda Vos F NetherlandsAug08-Jul 10

100%Assoc. Project

Aug10-Jul11 CMA

Agnieszka Wasylewicz F Poland Aug08-Jul12 100% Host

Yeliz Yolcu Okur F Turkey Aug06-Sep09 100% CMA

22

CMA2009


PoStdoCSName Sex Nationality Period CMA-share Funding (see budget)Håkon Dahle M Norway Feb 08-Jan10 40% Assoc. project

Simona Donzelli F Italy Nov08-Oct10 40% Assoc. project

Franz Fuchs M Germany Oct09-Sep11 100% CMA

Hans Kristian K Eriksen M Norway Jul06-Jun09 40% Assoc. project

Tore G. Halvorsen M Norway Dec09-Jan10 100% Assoc. project

Jon Hjelmervik M Norway Jan10-Apr1250% Sintef

50% Assoc. project

David Hubber M UK Nov08-Jan09 100% CMA

Runhild Aae Klausen F Norway Jan07-Dec10 100% Assoc. project

Jiri Kosinka M Czech Republic Oct07-Dec09 100% CMA

Simen Kvaal M Norway Dec08-Nov11 100% CMA

Jorrit Leenarts M Netherlands Nov07-Oct09 40% Assoc. project

Jukka Lempa M Finland Feb09-Jan11 100% CMA

Thilo Meyer-Brandis M GermanyJan06-Dec08

100%Assoc. project

Jan09-Mar09 CMA

Sidhartha Mishra M India Sep05-Aug09 100% CMA

Ilia Musco M Italy Jan09-Dec10 100% Assoc. Project

Trygve Kastberg Nilssen M Norway May09-Apr11 100% Assoc. Project

Olivier Menoukeu Pamen M South Africa Nov09-Dec11 100% Assoc. project

Francesco Petitta M Italy Jan08-Apr09 100% CMA

Xavier Raynaud M France Aug 08-Jul09 100% Assoc. Project

Mattias Sandberg M Sweden May07-Jun09 100% CMA

Claire Scheid F France Nov07-Sep09 100% Assoc. project

Sølve Selstø M Norway Dec08-Nov10 100% CMA

Magnus Svärd M Sweden Jan08-Dec0950% Sintef

50% Assoc. project

An Ta Thi Kieu F Vietnam Feb09-Dec09 100% CMA

Suleyman Ulusoy M Turkey Sep07-Aug09 100% Assoc. project

Sven Wedemeyer-Böhm M Germany Oct07-Sep11 40% Assoc. project

otHERName Sex Nationality Position Period CMA share Funding (see budget)Helge Galdal M Norway Administrative Director Mar03-Feb13 100% CMA

Lucy Karpen F USA Computer eng. Feb07-Dec09 70% CMA

Aslaug K Lyngra F Norway Adm. officer May09-Apr12 100% Host

Andrew McMurry M Ireland Scientific prog Oct03-Feb13 100% Host

Anna Nazarova F Russia Researcher Jun09-Dec09 100% CMA

Øyvind Ryan M Norway Proj researcher Jul07-Dec09 100% CMA

An Ta Thi Kieu F Vietnam Proj researcher Jan10-Fe13 100% Assoc. proj.

23

CMA2009


ACCOUNTED ACTIVITY

Main project and basis Note Budget 2009 Acc. 2009 Budget 2010

Revenues

OH, proj term, own share alloc 1 -1,781,625 -987,030 -2,000,000

RCN CoE-funding 2 -12,000,000 -12,000,000 -12,000,000

Univ. Oslo funding 3 -4,544,000 -4,596,642 -3,591,000

Sintef funding 4 -1,091,000 -960,500 -1,000,000

RCN other funding 5 -100,000 -348,000 0

Other public funding 6 0 0 0

International funding 7 -750,000 -701,240 0

Private funding 8 -719,000 -777,035 0

NAV Reimbursements 9 -300,000 -219,462 0

Total revenues -21,285,625 -20,589,909 -18,591,000

Expenditures

Salary costs 10 14,783,000 16,284,806 13,830,000

Indirect costs 11 2,850,000 2,489,831 2,400,000

Teaching services 12 100,000 130,634 100,000

Equipment 13 350,000 323,175 300,000

Guests, traveling, conferences 14 2,200,000 2,297,826 1,560,000

Public outreach 15 350,000 373,010 250,000

Various operational costs 16 1,700,000 464,595 240,000

Total expenditures 22,333,000 22,363,877 18,680,000

Annual result 1,047,375 1,773,968 89,000

Accumulated as of Jan 1 -1,862,411 -1,862,411 -88,443

Accumulated as of Dec 31 -815,036 -88,443 557

Other projects summarized Note Budget 2009 Acc. 2009 Budget 2010

Revenues RCN 17 -5,620,000 -4,408,333 -3,595,334

Revenues EU 18 -1,150,000 -7,462,469 -390,000

Other Public funding 19 -2,149,000 -2,151,090 -2,150,000

Allocated own share from basis 1 0 -316,890

Total revenues -8,919,000 -14,338,782 -6,135,334

Salary 20 4,094,939 4,061,472 4,656,000

Overhead costs 1 1,781,625 1,344,206 1,377,834

Equipment 0 0 0

Various operational costs 16 3,316,000 3,211,077 3,380,000


Annual result 273,564 -5,722,027 3,278,500

Accumulated as of Jan 1 -2,162,693 -2,162,693 -7,884,720

Accumulated as of Dec 31 -1,889,129 -7,884,720 -4,606,220

Total activity, accounted Note Budget 2009 Acc. 2009 Budget 2010

Revenues -30,204,625 -34,928,691 -24,726,334

Expenditures 31,525,564 30,980,632 28,093,834

Annual result 1,320,939 -3,948,059 3,367,500



24

Appendix 2

+

=

CMA2009


NON-ACCOUNTED ACTIVITY

Note Budget 2009 Acc. 2009 Budget 2010

Revenues

Univ. Oslo funding 21 -14,871,401 -15,579,629 -17,128,840

RCN funding 22 -2,809,200 -2,755,867 -2,013,967

Sintef funding 23 -4,020,200 -4,559,967 -5,658,000

Other public funding 24 -2,466,667 -3,000,000 -1,512,500

EU funding 25 -1,610,000 -1,480,000 -567,500

Other international funding 26 -2,120,000 -2,620,000 -2,120,000

Private funding 27 0 0 0

Total revenues -27,897,468 -29,995,462 -29,000,807

Expenditures

Salary 28 20,293,976 22,270,950 22,396,807

Indirect costs 11 3,566,200 3,687,638 3,734,500


Equipment 13 1,174,000 1,124,000 1,086,000


Annual result 0 0 0

Accumulated as of Jan 1 0 0 0

Accumulated as of Dec 31 0 0 0

TOTAL ACTIVITY, ACCOUNTED AND NON-ACCOUNTED

Total activity, accounted Note, app 3 Budget 2009 Acc. 2009 Budget 2010

Revenues

Own projects, OH+terminations 1 -1,781,625 -987,030 -2,000,000

RCN funding 2,5,17,22 -20,429,200 -19,512,200 -17,609,301

Univ. Oslo funding 3,21 -19,415,401 -20,176,271 -20,719,840

Sintef funding 4,23 -5,111,200 -5,520,467 -6,658,000

Other public funding 6,19,24 -4,615,667 -5,151,090 -3,662,500

International funding 7,18,25,26 -5,630,000 -12,263,709 -3,077,500

Private funding 8,27 -719,000 -777,035 0

NAV Reimbursements 9 -300,000 -219,462 0

Total revenues -58,002,093 -64,607,263 -53,727,141

Expenditures

Salary costs 10,20,28 39,171,915 42,617,228 40,882,807

Indirect costs 11 8,197,825 7,521,675 7,512,334

Teaching services 12 100,000 130,634 100,000

Equipment 13 1,524,000 1,447,175 1,386,000

Guests, traveling, conferences 14 2,200,000 2,297,826 1,560,000

Public outreach 15 350,000 373,010 250,000



Annual result 1,420,939 -3,631,169 3,367,500



25

+

=

CMA2009


NotES oN ACCoUNtINg 2009ANd BUdgEt FIgURES 2010

1. A. Overhead own project portfolio. Salary items in the accounted project portfolio (and in EU-projects: all accounted direct costs) generate overhead which is transferred to main project / basis activity. In 2009 these overheads amounted to NOK 1,35 million, approx as estimated. In 2010 overhead contributions are estimated at the same level, ca. NOK 1,4 mill.B. Project termination. When subprojects of CMA are closed down, the corresponding surpluses/deficits are transferred to basis. In 2009 we only closed down one single project (with a minor deficit at NOK 56.000). Other anticipated project close-dows were postponed until 2010 for technical reasons. The summarized result from those projects will also have impact from own share allocations - see C) below.C. Own share allocation. In November 2009 our host put into effect a new project management system wrt. budgeting and accounting principles. The work load of all host-funded employes has to be included in the figures. This leads to transfers of funds from basis activity and into the project accounts. However, when the projects are terminated, these contributions imply increased surplus / reduced deficit, and are transferred back to basis. As such this is a zero-sum calculation, but the real costs of projects are presented. In 2009, NOK 316.890,- were allocated to our project portfolio. We estimtate that projects closed down in 2010 will bring approx. 0,6 million back to basis as a sum of such own share allocations and real surplus of project activity.

2. RCN CoE-funding. The 2009 contribution from the RCN followed schedule at MNOK 12. Same sum is contracted for 2010.

3. Univ. Oslo funding. • 2009 (xNOK 1000): UiO board, free: 2000, 1

Professorship: 728, 1 PhD-position: 616, Project CSE: 200, Start pack:1000, Researcher school: 50, Social/welfare funds: 3. Total: 4597

• 2010 (xNOK 1000): UiO board, free: 2000, 1 Professorship: 756, 1 PhD-position: -215 (received too much earlier), NEW PhD-position: 800, Project CSE: 200, Researcher school: 50. Total: 3591

4. Contributions from SINTEF. • 2009 (xNOK 1000): One PhD student (full rate), from

the “Parallel 3D” project (T. Gyllensvärd), 2 months: 110, One PhD student (75% rate), from the “Parallel 3D” project (M. Sætra), 10 months: 413. One postdoc 50% from the “Isogeometry” project (M. Svärd), full year: 388. “Hospital” project is funding various operational costs at CMA: 50. Total: 961.

• 2010 (xNOK 1000): One PhD student (75% rate), from the “Parallel 3D” project (M. Sætra), full year: 600.

One postdoc 50% from the “Isogeometry” project (J. Hjelmervik), full year: 400. Total: 1000.

5. RCN other funding. Conference support (SSVM 09 in Voss) of 100K was granted for 2009. Final payment for one project that was terminated in 2008 came in with 248K to our basis account. No extra income is expected in 2010.

6. Other public funding. No actions took place in 09, nor are any planned in 10.

7. International funding. In 2009 we had the final payout a terminated EU-project (M Signahl) at 168K. International participant fees from our SSVM09 conference brought 516KNOK. Finally an international long term visitor (K. Piaskowska) brought a specific host contribution from her Polish grant at 17K. Total:701. We do not expect international revenues in 2010.

8. Private funding. In 2009 we invoiced the final payment for postdoc fellow R Klausen from DNVA/Statoil (VISTA’): 619K. Reimbursement from Centre for Advanced studies for 3 months of a postdoc employment (X. Raynaud): 158K Total: 777K. No further revenues are expected in 2010.

9. NAV reimbursements. Public reimbursements due to maternity and sick leaves.

10. Salary costs. CoE project and basis activity• 2009 (x1000): PhDs: 5623, Postdocs: 4306,

Researchers: 4872, Adm/Tech: 1483. Total: 16284.• 2010 (x1000): PhDs: 4469, Postdocs: 3950, Researchers:

3821, Adm/Tech: 1590. Total: 13830.11. Indirect costs, per individual. This item covers offices

and infrastructure provided for each individual. The rates for 2009 were 114.000 / 92.000 pr man-year for Phds and postdocs / other. For 2010 these rates are 117.000 / 94.000. We explicitly pay, using these rates, our host for all CMA employees. Indirect costs for UiO funded personell, SINTEF personell and affiliates are represented with the same rates. The deviation between 2009 budget and accounting figures is caused by a separate agreement made between the CMA and our host regarding co-funding of CMA’s newly employed administrative officer A.K.Lyngra.

12. Teaching services. CMA members are not exempted from teaching. On the contrary, we regard it as important that we keep up with the teaching duties of the scientific community. However, in order to relieve us the most time consuming parts of teaching, we have this specific budget item.

13. Equipment. CMA itself mostly obtains computers and additional accessories. The centre members also make use of existing equipment. In the original contracted budget we estimated this to a 2009 amount of KNOK 574 (2010: 586) (Non-accounted). The activity goes on as expected, and we see no reasons to adjust this contribution to the figures. Finally we continue to present an annual (non-accounted) rate of 600K from large projects of the astrophysisists

Appendix 3

26

CMA2009


14. Guests, Travelling, Conferences. Appendix 6 and 8 present the results of this extensive bilateral activity. Appendix 5 contains a full list of 2008 conference / workshop events. These items reflect important features of the CMA identity. In 2009 the conference activity was higher than ever, including a highly profiled event that also brought significant income, see note 7. This is also the reason why the 2010 budget is lower than 2009.

15. Public outreach. This item covers publicity efforts, posters, design elements for web and brochures, reports (like this) etc. We also give priority towards society in general, and children specifically. The support of www.matematikk.org is part of this strategy.

16. Various operational costs. This item is meant for the daily needs and actions that are not covered by any other specific item. Operational means for PhDs and postdocs are included. So are all contributions to the internal project “Computers in Science Education”. The 2009 budget contained a granted start pack from our host at 1 million, where the expenses have been postponed to 2011.

17. RCN projects• 2009 (xNOK 1000): YFF-project Kenneth Karlsen: 794,

EURYI project Snorre Christiansen: 2286, eVITA-project “MATMED”: 1328. Total: 4408

• 2010 (xNOK 1000): EURYI project Snorre Christiansen: 1900, eVITA-project “MATMED”: 1695. Total: 3595

18. EU contributions• 2009 (xNOK 1000): FP7 ERC Advanced Grant

“INNOSTOCH”: 5457, FP7 Marie Curie ITN “SAGA”: 1690, FP6 Marie Curie TOK “CENS-CMA”: 7, ESF-project AMaMeF: 308. Total: 7462

• 2010 (xNOK 1000): FP7 ERC Advanced Grant “INNOSTOCH”: 0, FP7 Marie Curie ITN “SAGA”: 0, FP6 Marie Curie TOK “CENS-CMA”: 170, ESF-project AMaMeF: 100, DFG Germany-Norway collaboration: 120. Total: 390

19. Other public funding• 2009 (xNOK 1000): SIU “North-America cooperation”:

500, SIU “NOMA South Africa”: 1651. Total: 2151• 2010 (xNOK 1000): SIU “North-America cooperation”:

500, SIU “NOMA South Africa”: 1650. Total: 215020. Salary costs. Other projects

• 2009 (x1000): PhDs: 1768, Postdocs: 1643, Researchers: 650, Total: 4061.

• 2010 (x1000): PhDs: 1444, Postdocs: 2362, Researchers: 850, Total: 4656.

21. Univ. Oslo funding. This item covers salary items of all senior researchers and fellows, additional areas and existing equipment provided by the host institution. And, also a major contribution to our CSE project is financially run by the Faculty of Mathematics and Natural sciences.

22. RCN funding. Projects funded by RCN, associated to CMA, accounted by the host

23. Sintef funding. Personell and projects associated to CMA, but accounted by Sintef

24. Other public funding. One PhD fellow and one postdoc at Univ. Of Agder (2009 and 2010). One PhD partly covered by “Norsk Meteorologisk institutt” (2009 and 2010). A

significant contribution of MNOK 1,5 from the PDE-year at Centre for Advanced Studies (only 2009)

25. EU funding. Projects funded by EU, associated to CMA, accounted by the host

26. International funding. The value of 5 (2009) and 4 (estimated 2010) person-years long-term international guests are included in this item.

27. Private funding. No items in 2008, and no items estimated in 2009

28. Salary costs. Non-accounted persons• 2009 (x1000): PhDs: 6676, Postdocs: 2274, Researchers:

9123, Adm/Tech: 598, Guests:3400. Total: 22071.• 2009 (x1000): PhDs: 7884, Postdocs: 1913, Researchers:

9915, Adm/Tech: 684, Guests: 2000. Total: 22396.

/ Notes on accounting 2009and budget figures 2010

27

CMA2009


INDIVIDUAL

Name Source Proj. # Project leader Period

PhD-student Martin Sætra Meteorologisk institutt Tor Dokken 2009 - 2013

PhD-student Linda Vos University of Agder Fred Espen Benth 2008 - 2010

Postdoc Hans Kristian Kamfjord Eriksen NFR individual grant Per Lilje 2006 - 2009

Postdoc Runhild Aae Klausen VISTA fellowship Ragnar Winther 2007 - 2011

Postdoc Håkon Dahle NFR individual grant Per Lilje 2008 - 2010

Postdoc Jorrit Leenarts NFR individual grant Mats Carlsson 2007 - 2009

Postdoc Sven Wedemeyer-Böhm EU/EIF individual grant Mats Carlsson 2007 - 2011

Postdoc Trygve Kastberg Nilsen University of Agder Fred Espen Benth 2009 - 2011

COLLABORATIVE

Title Source Proj. # Project leader / Node Period

Solar Atmospheric Modelling (SAM) NFR / SUP 146467/420 Mats Carlsson 2006 - 2010

Utrecht-Stockholm-Oslo EU FP6 / RTN Mats Carlsson 2008 - 2010

Studying the early universe with non-gaussianities NFR / YFF Frode Hansen 2007 - 2012

Planck m.m. NFR Per Lilje 2006 - 2010

Numerical Partial Differential Equations: Theory, Numerics, and Applications NFR/YFF 162817/V00 Kenneth Karlsen 2004 - 2009

CENS-CMA EU FP6 / TOK MTKD-CT-2004-013909 Ragnar Winther 2005 - 2009

Numerical Analysis and Simulation of Geometric Wave Equations ESF/NFR EURYI 173453/V00 Snorre Christiansen 2006 - 2010

Advanced Mathematical Methods in Finance (AMaMeF) ESF/NFR Network 170415/V30 Bernt Øksendal 2005 - 2010

Mathematical and Computational Methods (MATMED) NFR / eVITA 176892/V30 Eigil Samset 2006 - 2010

Nonlinear Partial Differential Equations Centre for AdvancedStudies (CAS) Karlsen, Risebro,

Holden 2008 - 2009

Nordic Network of Astrophysics and Cosmology (NNAC) NordForsk Håkon Dahle 2008 - 2010

Shapes, Geometry,and Applications (SAGA) EU FP7 / ITN PITN-GA-2008-214584 Ragni Piene 2008 - 2012

Innovations in stochastic Analysis with emphasison Stochastic control and Information (INNOSTOCH)

EU FP7 / ERC Adv Grant ERC-2008-AdG-228087 Bernt Øksendal 2009 - 2014

Mathematics and its Applications in Southern Africa SIU 2207/10057 Bernt Øksendal 2006 - 2012

North America Exchange Program SIU NNA-2008/10010 Morten Hjorth-Jensen 2008 - 2011

Norway - Germany exchange NFR / DAADppp Nils Henrik Risebro 2009 - 2010

INTERNAL

Title Source Proj. # Project leader Period

Researcher school University of Oslo Ragnar Winther 2003 - 2013

Computers in Science Education University of Oslo Knut Mørken,Morten Hjorth-Jensen 2004 - ...

THROUGH SINTEF PARTNERSHIP

Title Source Proj. # Project leader Period

Parallel 3D NFR /KMB 180023/S10 Tor Dokken 2007 - 2011

Heterogen Computing Tor Dokken 2008 - 2010

Isogeometry NFR / KMB 183183/S10 Tor Dokken 2007 - 2010

Health Planning (HOSPITAL) NFR / KMB 182610/I40 Truls Flatberg 2007 - 2011

Shapes, Geometry and Applications (SAGA) EU FP7 / ITN PITN-GA-2008-214584 Tor Dokken 2008 - 2012

Appendix 4 lISt oF ASSoCIAtEd PRojECtS

28

CMA2009


5a. Workshops and conferences arranged at/by CMA Internat. Nat. CMA TotalWorkshop From ab initio methods to density-functional theory Participants: 15 15 5 35Jan 13. Org. By T. Helgaker and M. Hjorth-Jensen Talks: 6 1 3 10Workshop Fourth General Conference on ?Advances Mathematical Methods in Finance Participants: 87 2 9 98May 4.-10. Org. By G. Di Nunno, H. Galdal, B. Øksendal, Y. Y. Okur Talks: 61 1 6 68Workshop Insurance mathematics and longevity risk Participants: 5 27 4 36May 20. Org. By F. E. Benth, E. Bolviken, R. Kiesel, F. Proske Talks: 5 0 2 7Workshop Workshop on Numerical Aspects of Nonlinear PDEs of Hyperbolic Type Participants: 30 10 10 50May 26.-27. Org. By H. Holden and K. H. Karlsen Talks: 12 1 0 13Conference 2nd International Conference on Scale Space and Variational Methods in Computer Vision Participants: 93 7 2 102June 1.-5. Org by K. A. Lie, M. Lysaker, K. Mørken, X.-C. Tai Talks: 42 42Conference Compatible and Innovative Discretizations for Partitial Differential Equations Participants: 24 10 21 56Jun 18.-19. Org by D. Arnold, H. Galdal, H. Holden, H. P. Langtangen, T. Lyche, K.-A. Mardal and M. Rognes Talks: 13 2 4 19Workshop Energy Finance Participants: 30 15 5 50Sep 24.-25. Org by F. E. Benth, T. K. Nilssen, L. Vos, S. Koekebakker, U. Holbrook Talks: 16 3 1 20Workshop An international Conference on Stochastic Analysis and Applications Participants: 19 4 7 30Oct 12.-17. Org by G. D. Nunno, B. Øksendal and H. Ouerdiane Talks: 13 4 4 21

5b. Seminar and Lecture Series at CMA Internat. Nat. CMA TotalSpring+Fall The CMA seminar series 2009 Talks: 1 14 15Spring+Fall The PDE seminar series 2009 Talks: 5 1 7 13Spring+Fall The Stochastic Analysis seminar 2009 Talks: 10 4 14Spring+Fall The CMA Guest Lectures 2009 Talks: 5 5Spring+Fall Geometry seminar series 2009 Talks: 5 1 2 8Spring Combinatorial Optimization Talks: 5 5Spring Backward Stochastic Differential Equations and their Appl. (all by Tusheng Zhang) Talks: 16 24Fall Quantum Many-Body Theory (all by Gustav Jansen and Gustav Bårdsen) Talks: 20 20Fall Computational Quantum Mechanics (all by Simen Kvaal) Talks: 16 20Fall Economic and Financial Decisions under Risk (all by Knut Aase) Talks: 24 24Fall Financial Methods in Finance (all by Rüdiger Kiesel) Talks: 12 12

5c. International workshops and conferences, (co-)organized by CMA Place CMA personJan. 11.-16. Third Winter School in eScience, Geilo, Norway T. Flatberg, Knut-A. LieFeb. 5.-8. International Conference on Imaging Theory and Applications - IMAGAPP 2009 Lisboa, Portugal Xue-Cheng TaiMarch 12.-13. Industry Challenges in geometric Modeling, CAD and Simulation 2009 Darmstadt, Germany Ewald QuakMay 25.-27. International Workshop on Computer Graphics and Geometric Modeling CGGM Louisiana, USA Tor DokkenJune 8.-11. 25th Nordic and 1st British-Nordic Congress of Mathematicians Oslo, Norway Holden, Piene, Karlsen

Di Nunno, ØsendalJune 15.-19. SIAM Conference on Mathematical & Computational Issues in the Geosciences Leipzig, Germany Knut-A. LieJune 15.-19. “MEGA 2009” Effective Methods in Algebraic Geometry Barcelona, Spain Ragni PieneJune 16. FOCUS K3D Project Workshop on Advanced 3D Media in Gaming and Simulation Amsterdam, Netherlands Ewald QuakJune 23-26 Optimal Stopping with Applications 2009 Turku/Åbo, Finland B. Øksendal July 27.-31. ECT Workshop on Confrontation and Convergence in Nuclear Theory Trento, Italy M. Hjorth-JensenAug. 3.-6. Workshop on Modeling CO2 Storage and Risk Assessment Svalbard, Norway Knut-A. LieAug. 10.-14. Nuclear Shell Model and Effective Interactions Oslo, Norway M. Hjorth-JensenAug. 10.-11. IAU JD 10, 3D Views on Cool Stellar Atmospheres – Theory meets Observation Rio de Janeiro, Brazil M CarlssonAug. 25.-26. “NORIS 2009” Nordic Risk and Insurance Summit Helsinki, Finland Knut AaseAug. 25.-28. 14th General Meeting of EWM Novi Sad, serbia Ragni PieneAug. 31.-Sep.4. Chromospheric Structure and Dynamics Sunspot, New Mexico, USA M CarlssonSep. 7.-9. IMA Mathematics of Surfaces York, UK M. FloaterSep. 21.-23. Tyoung Scientists Towards the Challenge of Contemporary Technology Warsawa, Poland K. PiaskowskaOct. 5.-8. SIAM/ACM Joint Conference on Geometric Design and Solid & Physical Modeling San Fransisco, USA Dokken, Quak, FloaterOct. 14.-16. Science with Large Solar Telescopes, 1st EAST-ATST Workshop in Solar Physics Freiburg, Germany M CarlssonNov. 2.-6. 3rd Solaire Network Meeting and Flux Emergence Workshop 2009 Tenerife, Spain V. HansteenNov. 29.-Dec. 2. Workshop on 3D Physiological Human Zermatt, Switzerland E. QuakNov. 23.-27. SAMSA 2009 Dar Es Salaam, Tanzania Øksendal, Di NunnoDec. 1.-4. Hinode-3: The 3rd Hinode Science Meeting Tokyo, japan M CarlssonDec. 1.-4. Workshop on 3D Physiological Human Switzerland T. DokkenDec. 12.-13. IMI International Workshop on Computational Photography and Aesthetics Nanyang Tec. Univ., Singapore Xue-Cheng TaiDec. 14.-17. International Workshop on “Sparse Representation of Multiscale Data and Images” Nanyang Tec. Univ., Singapore Xue-Cheng Tai

APPENdIx 5 - lISt oF CMA EvENtS 2009

29

CMA2009


INtERNAtIoNAl gUEStSoF CMA 2009

Longer research visits (> 1 month)

• Oct 1 - Nov 30: Dr. Claire Scheid, University of Nice, France • Aug 1, 2009 - June 30, 2010: PhD student Katarzyna

Piaskowska, Warsaw University of Technology, Poland • Aug 1 - Oct 31: Dr. Magnus Wobben, University of Münster,

Germany • July 1 - Dec 31: PhD-student Dante Kalise, University of

Bergen, Norway • May 4 - June 30: Salvatore Federico, Scuola Normale

Superiore, Pisa, Italy• May 1-31: Shaowei Su, Northwestern University, USA • May 1-31: Shu Gao, Northwestern University, USA • May 1-31: Qian Ding, Northwestern University, USA • Feb 1: June 30: Professor Douglas N. Arnold, University of

Minnesota, USA • January 1 - December 31: Dr. Paul Carlisle Kettler, Chicago,

USA • December 14, 2008 - January 14, 2009: Associate Professor

Gaute Hagen, ORNL Tennessee, USA • November 10, 2008 - January 9, 2009: Olivier Menoukeu

Pamen, University of the Witwatersrand, South Africa • October 1, 2008 - September 30, 2009: Associate Professor

Carlo Mannino, University of Rome, Italy • Apr 22, 2008 - Dec 31, 2009: Dr. Ola Nilsson, University of

Linköping, Sweden

International visitors to CMA’s research group in Nonlinear Partial Differential Equations at the Centre for Advanced Study at the Norwegian Academy of Science and Letters for the academic year 2008-09:

• Jan 1-31: Professor John D. Towers, MiraCosta College, USA • Jan 5 - Feb 27: Professor Hermano Frid, IMPA, Brazil • Jan 5 - Feb 28: Associate Professor Kristian Jenssen, Penn

State University, USA • Feb 15 - Mar 15: Professor Christian Rohde, University of

Stuttgart, Germany • Feb 17 - Mar 19: Professor Philippe G. LeFloch, Pierre and

Marie Curie University, France • Mar 1-31: Assistant Professor Debora Amadori, University

of L’Aquila, Italy • Mar 24 - Jun 30: Professor Gui-Qiang Chen, Northwestern

University, USA • Mar 31 - May 29: Professor Giuseppe Maria Coclite,

University of Bari, Italy • Apr 1-30: Professor Denis Serre, UMPA, ENS-Lyon, France • Apr 15 - Jun 30: Associate Professor Kristian Jenssen, Penn

State University, USA • May 1-31: Professor Eitan Tadmor, University of Maryland,

USA • May 25 - Jun 30: Professor Fritz Gesztesy, University of

Missouri, USA • Jun 1-30: Professor Gerald Teschl, University of Vienna,

Austria

Short term guests (<1 month)

• Dec 16 - Jan 4,2010: Dr. Gaute Hagen, Oak Ridge National Laboratory, USA

• Dec 13-16: Professor Jürgen Potthoff, University of Mannheim, Germany

• Dec 13-16: Professor Annika Lang, University of Mannheim, Germany

• Dec 2-4: Dr. Alexander Belyaev, Heriot-Watt University, Edinburgh, Scotland

• Dec 1-9: Professor Marie-Laurence Mazure, University of Grenoble, France

• Nov 22-28: Professor Elaine Cohen, University of Utah, USA

• Nov 22-25: Dr. Michael Barton, Technion, Haifa • Nov 21-28: PhD-student Antonia Masucci, SUPELEC Paris,

France • Nov 21-25: Dr. Jean-Paul Berrut, University of Freiburg,

Switzerland • Nov 21-25: Dr. Georges Klein, University of Freiburg,

Switzerland • Nov 17-19: Takaharu Otsuka, Univ Tokyo, Japan • Nov 1-6: Professor Wolfram Schmidt, University of

Göttingen, Germany • Nov 1-6: Professor Christian Klingenberg, University of

Würzburg, Germany • Nov 1-8: Dr. Siddhartha Mishra, ETH Zurich, Switzerland • Oct 18 - Nov 1: Professor Raimund Bürger, Universidad de

Concepción, Chile • Sep 30 - Oct 2: Dr. Jorrit Leenaarts, Sterrekundig Instituut,

Utrecht, Netherlands • Sep 29 - Oct 1: Prof. John Miller, SISSA, Trieste, Italy • Sep 28 - Oct 24: Dr. John Hosking, UK • Sep 23-26: Professor Derek Bunn, London Business School,

UK • Sep 23-26: Professor Alvaro Cartea, Universidad Carlos III

de Madrid, Spain • Sep 23-26: Professor Sebastian Jaimungal, University of

Toronto, Canada • Sep 23-26: Professor Anders Bjerre Trolle, Ecole

Polytechnique Federale de Lausanne, Switzerland • Sep 23-26: Professor Rafal Weron, Wroclaw University,

Poland • Sep 21-Oct 17: Dr. Elias Offen, University of Botswana • Sep 21-26: Prof. Josep Vives, University of Barcelona, Spain • Sep 21-22: Prof. Xunyu Zhou, University of Oxford, UK • Sep 13-23: Prof. Carlo Sgarra, Politecnico Milano, Italy • Sep 12-26: Dr. Sure Mataramvura, University of KwaZulu

Natal, South Africa • Aug 24 - Sep 13: Dr. Giusi Alfano, SUPELEC Paris, France • Aug 23-25: Prof. Christian Klingenberg, University of

Würzburg, Germany • Aug 1-6: Prof. Zvi Ziegler, Technion, Haifa, Israel • Jun 17-20: Dr. Shaun Walker, Courant Institute, New York, USA • Jun 16-20: Associate Professor Wolfgang Bangerth, Texas

A&M University, USA, • Jun 16-20: Professor Franco Brezzi, University of Pavia,

Italy

30

kb

CMA2009


• Jun 16-20: Professor Annalisa Buffa, University of Pavia, Italy

• Jun 16-20: Dr. Marc Gerritsma, TU Delft, Netherlands, • Jun 16-20: PhD-student Holger Heumann, ETH Zürich,

Switzerland, • Jun 16-20: Professor Ralf Hiptmair, ETH Zürich,

Switzerland, • Jun 16-20: Associate Professor Robert Kirby, Texas Tech

University, USA, • Jun 16-20: Dr. Sergey Korotov, Helsinki University of

Technology, Finland, • Jun 16-20: Ph-student Jasper Kreeft, TU Delft, Netherlands, • Jun 16-20: Dr. Ritesh Kumar, University Paul Sabatier,

Toulouse, France, • Jun 16-20: Professor Anders Logg, KTH Stockholm, Sweden • Jun 16-20: Professor Donatella Marini, University of Pavia,

Italy • Jun 16-20: Dr. Pascal Omnes, Commissariat à l’énergie

Atomique, Saclay and Université Paris 13, France, • Jun 16-20: PhD-student Artur Palha, TU Delft, Netherlands, • Jun 16-20: Professor Joachim Schöberl, RWTH Aachen,

Germany • Jun 16-20: Professor Li-Lian Wang, Nanyang Technological

University, Singapore • June 10-20: Olivier Menoukeu Pamen, University of the

Witwatersrand, South Africa • Jun 10-20: Professor Rick Falk, Rutgers University, New

York, USA • Jun 10-12: Professor Sam Payne, Stanford University, USA • Jun 8-11: Professor Sandra Di Rocco, KTH Stockholm,

Sweden • Jun 1-26: Dr. Bart De Pontieu, Lockheed Martin Solar and

Astrophysics Laboratory, USA • May 28-31: Professor Ming-Jun Lai, University of Georgia,

USA • May 26-28: Professor Manuel Torrilhon, SAM, ETH,

Switzerland • May 24-26: Professor Luciano Rezzolla, Albert Einstein

Institute, Potsdam, Germany • May 19-21: Professor Andrew Cairns Heriot-Watt

University, Scotland • May 19-21: Professor Ragnar Norberg, London School of

Economics, UK • May 19-21: Deputy Chief Risk Officer Dr. Gerhard Stahl

Talanx Group Hannover, Germany • May 19-21: Professor Mogens Steffensen,Copenhagen

University, Denmark • May 17 - Jun 2: Asst. Professor Daniel Bauer, Georgia State

University, USA • May 17-31: Fatima Rubio da Costa, University of Catania,

Italy • May 9-14: Professor Miroslav Lavicka, University of West

Bohemia. Czech Republic • Apr 15-17: Dr. Bernhard Fleck, Goddard Space Flight Center,

USA • Apr 15-17: Dr. Thomas Straus, Observatorio de

Capodimonte, Naples, Italy• Apr 1-4: Stefano De Marchi, University of Verona, Italy

• Mar 26 - Apr 5: Professor Christian Klingenberg, University of Würzburg, Germany

• Mar 19-20: Professor Maria Elvira Mancino, University of Firenze, Italy

• Mar 16-19: Takaharu Otsuka, Univ Tokyo, Japan • Mar 15-22: Kazuo Takayanagi, Univ of Sophia, Tokyo, Japan • Mar 5-24: Professor Koshiroh Tsukiyama, Tokyo University,

Japan • Feb 23-25: Jaime de la Cruz, Stockholm University, Sweden • Feb 23-25: Vasco Henriquez, Stockholm University, Sweden • Feb 22-27: Oliver Labs, Universität des Saarlandes,

Germany • February 11-18: Professor Jean-Louis Merrien, INSA

Rennes, France • February 4-9: Dr. Carlo Barbieri, Riken University, Japan • January 31 - February 7: Professor Richard Riesenfeld,

University of Utah, USA • January 28 - February 4: Lorenzo Fortunato, University of

Padova, Italy • January 12-16: Professor Claudia Kluppelberg , TU

Munchen, Germany • January 12-16: Dr. Peter Hepperger, TU Munchen, Germany • January 5 - 29: POstdoc fellow Knut Waagan, National

Centre for Athmospheric Research, Boulder, USA

• June 1-5: International participants at “2nd International Conference on Scale Space and Variational Methods in Computer Vision”: M Alrefaya, Belgium, LA Eindhoven, Netherlands, I Atsushi, Japan, J-F Aujol, France, DK Avadutha, USA, C Avenel, France, A Becciu Netherlands, F Benmansour, France, B Berkels, Germany, D Borkowski, Poland, M Breuss, Germany, A Bruckstein, Israel, C Brune, Germany, B Burgeth, Germany, A Chambolle, France, R Chan, China, A Chessel, France, J Ginmo, USA, C Damerval, Belgium, F Dibos, France, Y Dong, Austria, O Drblikova, Slovakia, R Duits, Netherlands, V Duval, France, M Feigin, Israel, M Felsberg, Sweden, L Florack, Netherlands, E Franken, Netherlands, K Fundana, Sweden, N Gabrielides, France, N Geiger, Austria, M Grasmair, Austria, L Griffin, UK, A Grinvald, Israel, K Gurumoorthy, USA, D Gustavsson, Denmark, MR Hajiaboli, Canada, S Heldmann, Germany, A Heyden, Sweden, N Houhou, Switzerland, K Jalalzai, France, SH Kang, USA, A Kuijper, Germany, Y Kuk-Jin, Korea, M-J Lai, USA, T Lassila, Finland, F Lauze, Denmark, CL Guyader, France, F Lecellier, France, A Leitao, Brazil, J Lellmann, Germany, F Lenzen, Austria, M Loog, Netherlands, B Luo, France, G Läthén, Sweden, A Marquina, Spain, K Mikula, Slovakia, J Mille, France, J Modersitzki, Canada, S Morigi, Italy, C Muliyunda, Swaziland, M Nikolova, France, NC Overgaard, Sweden, TQ Pham, Austria, E Prados, France, A Rangarajan, USA, M Remesikova, Slovakia, G Rosman, Israel, H Sahli, Belgium, T Sakai, Japan, C Schnörr, Germany, S Setzer, Germany, F Sgallari, Italy, S Sommer, Denmark, P Stefania, Germany, G Steidl, Germany, VT Ta, France, Bt Haar, Netherlands, T Teuber, Germany, N Thorstensen,

31

CMA2009


France, S Tomoya, Japan, L Vese, USA, O Vogel, Germany, B Walch, Austria, J Weickert, Germany, M Welk, Germany, M Werlberger, Austria, B Wirth, Germany, C Wu, Singapore, CK Yau, Singapore, J Yuan, Germany, M Zéraï, Tunisia, H Zimmer, Germany

• May 4-10: International participants at “Fourth General Conference on Advances Mathematical Methods in Finance”: B Acciaio, Austria, OK Agyei, Ghana, H Almotairi, UK, S Altay, Austria, N Attard, Malta, E Azmoodeh, Finland, M Baran, Poland, D Belomestny, Germany, M Bouev, UK, LL Brinzanescu, Romania, V Brinzanescu, Romania, S Borovkova, Netherlands, D Brody, UK, G Callegaro, France, E Canepa, USA, U Çetin, UK, D David, France, S De Marco, France, X De Scheemaekere, Belgium, S Desmettre, Germany, EHA Dia, France, G Dos Reis, France, B Dupire, USA, E Eberlein, Germany, E Ekström, Sweden, Z Eksi, Austria, K Glau, Germany, O Gottsche, Netherlands, IE Güney, Turkey, A Hayfavi, Turkey, E Hoyle, UK, X Huang, Netherlands, L Hughston, UK, B Iftimie, Romania, A Jacquier, UK, L Jodar, Spain, R Kaila, Finland, C Klueppelberg, Germany, KM Kosinski, Netherlands, T Kosir, Slovenia, A Kovaleva, Russia, S Kucherenko, UK, C Kühn, Germany, C Labuschagne, South Africa, A Lukyanitsa, Russia, E Mackie, UK, A Mijatovic, UK, M Mikou, France, JI Morlanes, Finland, B K Nannyonga, Uganda, A Ngoupeyou, France, ER Offen, Botswana, M Omladic, Slovenia, OO Omotoso, Nigeria, J Ortiz, UK, A Passow, Germany, I Penner, Germany, G Peskir, UK, Y Petrachenko, Canada, M Pistorius, UK, E Platen, Australia, M-C Quenez Kammerer, France, M Rainer,Turkey, V Raval, UK, G Rayee, Belgium, F Salvatore, Italy, U Schmock, Austria, C Schwab, Switzerland, C Sgarra, Italy, A Shishkin, Russia, I Smirnov, Canada, P Spreij, Netherlands, L Stettner, Poland, G Svindland, Germany, G Temnov, Ireland, J Tysk, Sweden, M Urusov, Germany, E Valkeila, Finland, N Vandaele, Belgium, M Vanmaele, Belgium, E Vigna, Italy, G Xu, UK, X Yang, UK, M Zervos, UK, B Zhao, UK, X Zhou, UK

32

CMA2009


PUBlICAtIoNS 2009

7a. Scientific articles in refereed journals, published 2009

1. Bae, Egil; Tai, Xue-Cheng. Graph cut optimization for the Piecewise Constant Level Set Method applied to multiphase image segmentation. Lecture Notes in Computer Science 2009;5567:1-13

2. Bae, Egil; Tai, Xue-Cheng. Efficient global minimization for the multiphase Chan-Vese Model of image segmentation. Lecture Notes in Computer Science 2009;5681:28-41

3. Benth, Fred Espen; Groth, Martin. The minimal entropy martingale measure and numerical option pricing for the Barndorff-Nielsen-Shephard stochastic volatility model. Stochastic Analysis and Applications 2009;27(5):875-896

4. Benth, Fred Espen; Kufakunesu, Rodwell. Pricing of Exotic Energy Derivatives based on Arithmetic Spot Models. International Journal of Theoretical and Applied Finance 2009;12(4):491-506

5. Benth, Fred Espen; Meyer-Brandis, Thilo. The information premium for non-storable commodities. Journal of Energy Markets 2009;2(3):111-140

6. Benth, Fred Espen; Proske, FN. Utility indifference pricing of interest rate guarantees. International Journal of Theoretical and Applied Finance 2009;12(1):63-82

7. Benth, Fred Espen; Saltyte-Benth, J. Dynamic Pricing of Wind Futures. Energy Economics 2009;31(1):16-24

8. Maugin, GA; Berezovski, Arkadi. On the propagation of singular surfaces in thermoelasticity. Journal of Thermal Stresses 2009;32(6-7):557-592

9. Carlsson, Mats. Hydrodynamics and radiative transfer of 3D model atmospheres. Current status, limitations, and how to make headway. MEMORIE della Società Astronomica Italiana 2009;80:606-613

10. Fabbian, D.; Asplund, M; Barklem, P. S.; Carlsson, Mats; Kiselman, D. Neutral oxygen spectral line formation revisited with new collisional data: large departures from LTE at low metallicity. Astronomy and Astrophysics 2009;500(3):1221-1238

11. Langangen, Ø; Carlsson, Mats. The Temperature Diagnostic Properties of the Mg I 457.1 nm Line. The Astrophysical Journal 2009;696(2):1892-1898

12. Christiansen, Snorre. On the div-curl lemma in a Galerkin setting. Calcolo (Testo stampato) 2009;46(3):211-220

13. Christiansen, Snorre; Halvorsen, Tore. Convergence of lattice gauge theory for Maxwell’s equations. BIT Numerical Mathematics 2009;49(4):645-667

14. Christiansen, Snorre H; Halvorsen, Tore. Discretizing the Maxwell-Klein-Gordon equation by the Lattice Gauge Theory formalism. IMA Journal of Numerical Analysis 2009

15. Dahl, Geir. Disjoint congruence classes and a

timetabling application. Discrete Applied Mathematics 2009;157(8):1702-1710

16. Dahl, Geir. Permutation matrices related to Sudoku. Linear Algebra and its Applications 2009;430(8-9):2457-2463

17. Dahl, Geir; Ball, M; Vossen, T. Matchings in Connection with Ground Delay Program Planning. Networks 2009;53(3):293-306

18. Dahl, Geir; Flatberg, Truls. Reconstructing (0,1)-matrices from projections using integer programming. Computational optimization and applications 2009;42(1):141-154

19. Holhjem, K; Schirmer, M; Dahle, Håkon. Weak lensing density profiles and mass reconstructions of the galaxy clusters Abell 1351 and Abell 1995. Astronomy and Astrophysics 2009;504(1):1-13

20. Oguri, M; Hennawi, JF; Gladders, MD; Dahle, Håkon; Natarajan, P; Dalal, N; Koester, BP; Sharon, K; Bayliss, M. Subaru Weak Lensing Measurements of Four Strong Lensing Clusters: are Lensing Clusters Overconcentrated?, The Astrophysical Journal 2009;699(2):1038-1052

21. Riemer-Sørensen, S; Paraficz, D; Ferreira, DDM; Pedersen, K; Limousin, M; Dahle, Håkon. Resolving the Discrepancy between Lensing and X-ray Mass Estimates of the Complex Galaxy Cluster Abell 1689. The Astrophysical Journal 2009;693(2):1570-1578

22. Hagen, G; Papenbrock, T; Dean, David; Hjorth-Jensen, Morten; Asokan, BV. Ab initio computation of neutron-rich oxygen isotopes. Physical Review C. Nuclear Physics 2009;80(2):1-5

23. Hagen, G; Papenbrock, T; Dean, David. Solution of the Center-Of-Mass Problem in Nuclear Structure Calculations Phys. Rev. Letters 2009;103:062503

24. Di Nunno, Giulia; Øksendal, Bernt. Optimal portfolio, partial information and Malliavin calculus. Stochastics 2009;81:303-322

25. Dokken, Tor; Koziuk, M; Kwoska, L; Stork, A; Quak,Ewald. Higher Order Shape Representations for Increased Quality of Experience in 3D Internet. Proceedings of IADIS International Conference Web Virtual Reality and Three-Dimensional Worlds 2009 Algarve, Portugal 20 - 22 June 2009

26. Dokken, Tor; Skytt, V; Haenisch, J; Bengtsson, K. Isogeometric Representation and Analysis – Bridging the Gap between CAD and Analysis. Proceedings of 47th AIAA Aerospace Sciences Meeting Including The New Horizons Forum and Aerospace Exposition 5 - 8 January 2009, Orlando, Florida

27. Donzelli, Simona; Hansen, Frode; Liguori, M; Maino, D. Impact of the 1/f noise and the asymmetric beam on non-Gaussianity searches with Planck. The Astrophysical Journal 2009;706(2):1226-1240

28. Dyken, Christopher; Floater, Michael. Transfinite mean

Appendix 7

33

CMA2009


value interpolation. Computer Aided Geometric Design 2009;26(1):117-134

29. Dyken, Christopher; Reimers, Martin; Seland, Johan. Semi-Uniform Adaptive Patch Tessellation. Computer graphics forum 2009;28(8):2255-2263

30. Hoftuft, J; Eriksen, Hans Kristian; Banday, AJ; Górski, KM; Hansen, Frode; Lilje, Per. Increasing Evidence for Hemispherical Power Asymmetry in the Five-year Wmap data. The Astrophysical Journal 2009;699(2):985-989

31. Dickinson, C; Eriksen, Hans Kristian; Banday, AJ; Jewell, JB; Górski, KM; Huey, G; Lawrence, CR; O’Dwyer, IJ; Wandelt, BD. Bayesian Component Separation and Cosmic Microwave Background Estimation for the Five-Year Wmap Temperature Data, The Astrophysical Journal 2009;705(2):1607-1623

32. Eriksen, Hans Kristian; Næss, Sigurd K; et.al. Prospects for polarized foreground removal. AIP Conference Proceedings 2009;1141:222-264

33. Eriksen, Hans Kristian; Kristiansen, JR; Langangen, Ø; Wehus, IK. How fast could Usain Bolt have run? A dynamical study. American Journal of Physics 2009;77(3):224-228

34. Eriksen, Hans Kristian; Wehus, IK. Marginal distributions for cosmic variance limited CMB polarization data. Astrophysical Journal Supplement Series 2009;180(1):30-37

35. Jewell, JB; Eriksen, Hans Kristian; Wandelt, BD; O’Dwyer, IJ; Huey, G; Górski, KM. A Markov Chain Monte Carlo Algorith for Analysis of Low Signal-to-Noise Cosmic Microwave Background Data, The Astrophysical Journal 2009;697(1):258-268

36. Wehus, IK; Ackerman, L; Eriksen, Hans Kristian; Groeneboom, Nicolaas. The Effect of Asymmetric Beams in the Wilkinson Microwave Anisotropy Probe Experiment, The Astrophysical Journal 2009;707(1):343-353

37. Munkejord, ST; Evje, Steinar; Flåtten, Tore. A MUSTA scheme for a nonconservative two-fluid model. SIAM Journal on Scientific Computing 2009;31(4):2587-2622

38. Dyn, N; Floater, Michael; Hormann, K. Four-point curve subdivision based on iterated chordal and centripetal parameterizations. Computer Aided Geometric Design 2009;26(3):279-286

39. Fuchs, Franz; Mishra, Siddhartha; Risebro, Nils Henrik. Splitting based finite volume schemes for ideal MHD equations. Journal of Computational Physics 2009;228(3):641-660

40. Fuchs, Franz; McMurry, Andrew; Mishra, Siddhartha. High Order Finite Volume Schemes for Wave Propagation in Stratified Atmospheres. Proceedings of Symposia in Applied Mathematics 2009;67(1-2):575:584

41. Konrad, W; Apeltauer, C; Frauendiener Jörg; Barthlott, W; Roth-Nebelsick, A. Applying methods from differential geometry to devise stable and persistent air layers attached to objects immersed in water, Journal of Bionic Engineering 2009;6(4):350-356

42. Groeneboom, Nicolaas; Eriksen, Hans Kristian. Bayesian Analysis of Sparse Anisotropic Universe Models and Application to the Five-Year Wmap Data. The

Astrophysical Journal 2009;690(2):1807-1819 43. Groeneboom, Nicolaas; Eriksen, Hans Kristian; Górski,

KM; Huey, G; Jewell, JB; Wandelt, B. Bayesian Analysis of White Noise Levels in the Five-Year Wmap Data. The Astrophysical Journal 2009;702(1):L87-L90

44. Gudiksen, Boris. Coronal dynamics and heating theories. Advances in Space Research 2009;43(1):108-112

45. Curto, A; Martínez-González, E; Mukherjee, P; Barreiro, RB; Hansen, Frode; Liguori, M; Matarrese, S. Wilkinson Microwave Anisotropy Probe 5-yr constraints on f(nl) with wavelets. Monthly notices of the Royal Astronomical Society 2009;393(2):615-622

46. Hansen, Frode; Banday, AJ; Gorski, KM; Eriksen, Hans Kristian; Lilje, Per. Power Asymmetry in Cosmic Microwave Background Fluctuations from Full Sky to Sub-degree Scales: is the Universe Isotropic? The Astrophysical Journal 2009;704(2):1448-1458

47. Hansteen, Viggo; Carlsson, Mats. The Solar Atmosphere. Lecture Notes in Physics 2009;778:129-155

48. Anchersen, K; Clausen, T; Gossop, M; Hansteen, Viggo; Waal, H. Prevalence and clinical relevance of corrected QT interval prolongation during methadone and buprenorphine treatment: a mortality assessment study. Addiction 2009;104:993-999

49. De Pontieu, B; Hansteen, Viggo; McIntosh, SW; Patsourakos, S. Estimating the chromospheric absorption of transition region moss emission. The Astrophysical Journal 2009;702(2):1016-1024

50. De Pontieu, B; McIntosh, S; Hansteen, Viggo; Schrijver, CJ. Observing the roots of solar coronal heating in the chromosphere. The Astrophysical Journal 2009;701(1):L1-L6

51. Heggland, L; De Pontieu, B; Hansteen, Viggo. Observational signatures of simulated reconnection events in the solar chromospheere and transition region. The Astrophysical Journal 2009;702(1):1-18

52. Williams, DR; Harra, LK; Brooks, DH; Imada, S; Hansteen, Viggo. Evidence from the Extreme-Ultraviolet Imaging Spectrometer for Axial Filament Rotation before a Large Flare. Nippon Tenmon Gakkai obun kenkyu hokoku 2009;61(3):493-497

53. Barbieri, C; Hjorth-Jensen, Morten. Quasiparticle and quasihole states of nuclei around Ni-56. Physical Review C. Nuclear Physics 2009;79(6):1-12

54. Hjorth-Jensen, Morten; Siem, S; Toft, HK; Tveten, GM; et.al. Electric quadrupole moments of the 2(1)(+) states in Cd-100,Cd-102,Cd-104. Physical Review C. Nuclear Physics 2009;80(5):1-11

55. Honma, M; Otsuka, T; Mizusaki, T.; Hjorth-Jensen, Morten. New effective interaction for f5pg9-shell nuclei. Physical Review C. Nuclear Physics 2009;80:1-36.

56. Hjorth-Jensen; et.al. Hadronic Interaction and Exotic Nuclei. AIP Conference Proceedings 2009;1165:47-52

57. Tsukiyama, K; Hjorth-Jensen, Morten; Hagen, G. Gamow shell-model calculations of drip-line oxygen isotopes. Physical Review C. Nuclear Physics 2009;80(5):1-5.

58. Holden, Helge; Coclite, GM; Karlsen, Kenneth. Well-posedness of higher-order Camassa-Holm equations. Journal of Differential Equations 2009;246(3):929-963

34

CMA2009


59. Holden, Helge; Karlsen, Kenneth; Mitrovic, D. Zero diffusion-dispersion-smoothing limits for a scalar conservation law with discontinuous flux function. International Journal of Differential Equations 2009;2009:1-33

60. Holden, Helge; Karlsen, Kenneth; Mitrovic, D; Panov, EY. Strong compactness of approximated solutions to degenerate elliptic-hyperbolic equations with discontinuous flux function. Acta Mathematica Scientia 2009;29B:1573-1612

61. Holden, Helge; Karlsen, Kenneth; Risebro, Nils Henrik. A convergent finite-difference method for a nonlinear variational wave equation. IMA Journal of Numerical Analysis 2009;29(3):539-572

62. Holden, Helge; Raynaud, Xavier. Dissipative solutions for the Camassa-Holm equation. Discrete and Continuous Dynamical Systems 2009;24(4):1047-1112

63. Holden, Helge; Raynaud, Xavier; Ehrnström, M. Symmetric waves are traveling waves. International mathematics research notices 2009;24:4578-4596

64. Holden, Helge; Risebro, Nils Henrik; Sande, H. The Solution of the Cauchy Problem with Large Data for a Model of a Mixture of Gases. Journal of Hyperbolic Differential Equations 2009;6(1):25-106

65. Hu, Yaozhong; Yan, JA. Wick calculus for nonlinear Gaussian functionals. Acta Math. Appl. Sin. Engl. Ser. 2009;25(3)399-414

66. Hu, Yaozhong; Long, HW. Least squares estimator for Ornstein-Uhlenbeck processes driven by $\alpha$-stable motions. Stochastic Process. Appl. 2009;119(8): 2465-2480.

67. Hu, Yaozhong; Long, HW. On the singularity of least squares estimator for mean-reverting $\alpha$-stable motions. Acta Math. Sci. Ser. B Engl. Ed. 2009;29(3):599-608.

68. Hu, Yaozhong; Peng, S. Backward stochastic differential equations driven by fractional Brownian motion. SIAM Journal of Control and Optimization, 2009;48:1675-1700.

69. Hu, Yaozhong; Nualart, D. Rough path analysis via fractional calculus. Trans. Amer. Math. Soc. 2009;361(5):2689-2718.

70. Hu, Yaozhong; Nualart, D. Stochastic heat equation driven by fractional noise and local time. Prob. Theory and Related Fields, 2009;143:285-328.

71. Bisbas, TG; Wunsch, R; Whitworth, AP; Hubber, David. Smoothed particle hydrodynamics simulations of expanding H II regions I. Numerical method and applications. Astronomy and Astrophysics 2009;497(2):649-659

72. de Jesus, Leandro FG; Gudiksen, Boris. Photospheric motions and their effects on the corona: A numerical approach. The Astrophysical Journal 2009;704(1):705-714

73. Karlsen, Kenneth; Mishra, Siddhartha; Risebro, Nils Henrik. Convergence of finite volume schemes for triangular systems of conservation laws. Numerische Mathematik 2009;111(4):559-589

74. Karlsen, Kenneth; Mishra, Siddhartha; Risebro, Nils Henrik. Semi-Godunov schemes for multiphase flows

in porous media. Applied Numerical Mathematics 2009;59(9):2322-2336

75. Karlsen, Kenneth; Mishra, Siddhartha; Risebro, Nils Henrik. Well-balanced schemes for Conservation Laws with Source Terms based on a Local Discontinuous Flux Formulation. Mathematics of Computation 2009;78(265):55-78

76. Karlsen, Kenneth; Fuchs, Franz; Mishra, Siddhartha; Risebro, Nils Henrik. Stable upwind schemes for the magnetic induction equation. Mathematical Modelling and Numerical Analysis 2009;43(5):825-852

77. Andreianov, B; Bendahmane, M; Karlsen, Kenneth; Ouaro, S. Well-posedness results for triply nonlinear degenerate parabolic equations. Journal of Differential Equations 2009;247(1):277-302

78. Bendahmane, M; Karlsen, Kenneth. Convergence of a finite volume scheme for the bidomain model of cardiac tissue. Applied Numerical Mathematics 2009;59(9):2266-2284

79. Burger, R; Karlsen, Kenneth; Towers, JD. An Engquist-Osher-type scheme for conservation laws with discontinuous flux adapted to flux connections. SIAM Journal on Numerical Analysis 2009;47(3):1684-1712

80. Coclite, GM; Karlsen, Kenneth; Kwon, YS. Initial-boundary value problems for conservation laws with source terms and the Degasperis-Procesi equation. Journal of Functional Analysis 2009;257(12):3823-3857

81. Evje, S; Karlsen, Kenneth. Global weak solutions for a viscous liquid-gas model with singular pressure law. Communications on Pure and Applied Analysis 2009;8(6):1867-1894

82. Nilssen, TK; Karlsen, Kenneth; Mannseth, T; Tai, Xue-Cheng. Identification of diffusion parameters in a nonlinear convection-diffusion equation using the augmented Lagrangian method. Computational Geosciences 2009;13(3):317-329

83. Karper, Trygve K; Mardal, KA; Winther, Ragnar. Unified Finite Element Discretizations of Coupled Darcy-Stokes Flow. Numerical Methods for Partial Differential Equations 2009;25(2):311-326

84. Börger, R; Kiesel, Rüdiger; Schindlmayr, G. A two-factor model for the electricity forward market, Quantitative Finance 2009;9(3):279-287.

85. Börger, R; Cartea, A; Kiesel, Rüdiger; Schindlmayr, G. A multivariate commodity analysis and applications to risk management. Journal of Futures Markets, 2009;29(3):197-217.

86. Bastl, B; Kosinka, Jiri; Lavicka, M. A Symbolic-Numerical Envelope Algorithm Using Quadratic MOS Patches. ACM proceedings of 2009 SIAM/ACM Joint Conference on Geometric & Physical Modeling, 2009:175-196

87. Kvaal, Simen. Harmonic oscillator eigenfunction expansions, quantum dots, and effective interactions. Physical Review B. Condensed Matter and Materials Physics 2009;80(4):1-16

88. Mazzini, A; Nermoen, A; Krotkiewski, Marcin; Podladtchikov, I; Planke, S; Svensen, H. Strike-slip faulting as a trigger mechanism for overpressure release through

35

CMA2009


piercement structures. Implications for the Lusi mud volcano, Indonesia. Marine and Petroleum Geology 2009;26(9):1751-1765

89. Eikemo; Lie, Knut-Andreas; Dahle, HK; Eigestad, GT. A discontinuous Galerkin method for transport in fractured media using unstructured triangular grids. Adv. Water Resour. 2009;32(4):493-506

90. Stenerud, VR; Lie, Knut-Andreas; Kippe, V. Generalized travel-time inversion on unstructured grids. J. Pet. Sci. Eng. 2009;65(3-4):175-187

91. Leenaarts, Jorrit; Carlsson, Mats; Hansteen, Viggo; Rouppe, Van Der Voort Luc. Three-Dimensional Non-LTE Radiative Transfer Computation of the CA 8542 Infrared Line from a Radiation-MHD Simulation. The Astrophysical Journal 2009;694(2):L128-L131

92. Lindstrøm, Tom; Herzberg, F. Corrigendum and addendum to ‘Hyperfinite Lévy processes’. Stochastics 2009;81(6):567-570

93. Lyche, Tom; Mørken, Knut; Pelosi, F. Stable, linear spline wavelets on nonuniform knots with vanishing moments. Computer Aided Geometric Design 2009;26(2):203-216

94. Mannino, Carlo; Mascis, A. Real-Time Traffic Control in Metro Stations, Operations Research 2009;57(4):1026-1039

95. Mannino, Carlo; Mascis, A. Effective Lower Bound for Job-Shop scheduling in railway traffic control. Proceedings of INOC 2009, Pisa (Italy), G. Bigi, A. Frangioni, M.G. Scutellà (Eds.), 2009:TC1-3, 2009.

96. Mannino, Carlo; Mattia, S; Sassano, A. Planning wireless network by shortest path. Proceedings of INOC 2009, Pisa (Italy), G. Bigi, A. Frangioni, M.G. Scutellà (Eds.), 2009:TC5-1,

97. Milko, S; Melvær, Eivind Lyche; Samset, Eigil; Kadir, T. Evaluation of bivariate correlation ratio similarity metric for rigid registration of US/MR images of the liver. International Journal of Computer Assisted Radiology and Surgery 2009;4(2):147-155

98. Milko, S; Melvær, Eivind Lyche; Samset, Eigil; Kadir, T. A Novel Method for Registration of US/MR of the Liver Based on the Analysis of US Dynamics. Lecture Notes in Computer Science 2009;5761:771-778

99. Meyer-Brandis, Thilo; Proske, FN. Construction of strong solutions of SDE’s via Malliavin calculus. Journal of Functional Analysis 2009:1-32

100. Meyer-Brandis, Thilo; Proske, FN. Explicit Representation of Strong Solutions of SDEs Driven by Infinite-Dimensional Lévy Processes. Journal of theoretical probability 2009:1-14

101. Fjordholm US; Mishra Siddhartha; Tadmor E. Energy preserving and energy stable schemes for the shallow water equations, Proc. FoCM, London Math. Soc. Lecture Notes, 2009:93-139

102. Musco, Ilia; Miller, JC; Polnarev, AG. Primordial black hole formation in the radiative era: investigation of the critical nature of the collapse. Classical and quantum gravity 2009;26(23):1-19

103. Mørken, Knut; Reimers, Martin; Schulz, Christian. Computing Intersections of Planar Spline Curves using Knot Insertion. Computer Aided Geometric Design

2009;26(3):351-366 104. Arcoya, D; Carmona, J; Leonori, T; Martinez-Aparicio, PJ;

Orsina, L; Petitta, Francesco. Existence and nonexistence of solutions for singular quadratic quasilinear equations. Journal of Differential Equations 2009;246(10):4006-4042

105. Petitta, Francesco. A non-existence result for nonlinear parabolic equations with singular measures as data. Proceedings of the Royal Society of Edinburgh. Section A Mathematics 2009;139:381-392

106. Piaskowska, Katarzyna. On solutions of a generalized formulation for a new turbulent flow model, Proceedings of the 4th PhD Students and Young Scientists Conference “Young scientists towards the challenges of modern technology”, 2009:319-324

107. Dickenstein, A; Di Rocco, S; Piene, Ragni. Classifying smooth lattice polytopes via toric fibrations. Advances in Mathematics 2009;222(1):240-254

108. Magnenat-Thalmann, N; Quak, Ewald (Guest editors). 3D Physiological Human, The Visual Computer 2009:25(9):825-893

109. Morvan, T; Martinsen, M; Reimers, Martin; Samset, Eigil; Elle, OJ. Collision detection and untangling for surgical robotic manipulators. International Journal of Medical Robotics and Computer Assisted Surgery 2009;5(3):233-242

110. Risebro, Nils Henrik; Karlsen, Kenneth; Mishra, Siddhartha; Coclite, GM. Convergence of vanishing viscosity approximations of 2x2 triangular systems of multi-dimensional conservation laws. Bollettino dell’Unione Matematica Italiana, Sezione B. 2009;9(2):275-284

111. Risebro, Nils Henrik; Swärd, Magnus; Mishra, Siddhartha; Koley, Ujjwal. Higher order finite difference schemes for the magnetic induction equations. BIT Numerical Mathematics 2009;49(2):375-395

112. Risholm,Petter; Samset, Eigil; Talos, IF; Wells III, WM. A Non-rigid Registration Framework That Accommodates Resection and Retraction. Proceedings of 21st International Conference, IPMI, 2009;5636:447-458

113. Risholm,Petter; Samset, Eigil. Haptic guided 3-D deformable image registration. International Journal of Computer Assisted Radiology and Surgery 2009;4(3):215-223

114. Risholm,Petter; Melvær, Eivind; Mørken, Knut; Samset, Eigil. Intra-operative adaptive FEM-based registration accommodating tissue resection. Proceedings of SPIE 2009;7259

115. Rognes, Marie; Arnold, DN. Stability of Lagrange elements for the mixed Laplacian. Calcolo (Testo stampato) 2009;46(4):245-260

116. Rognes, Marie; Calderer, MC; Micek, C. Modelling of and mixed finite element methods for gels in biomedical applications. SIAM Journal on Applied Mathematics 2009;70(4):1305-1329

117. Rognes, Marie; Kirby, RC; Logg, AB. Efficient Assembly of H(div) and H(curl) Conforming Finite Elements. SIAM Journal on Scientific Computing 2009;36(6):4130-4151

118. Rouppe, Van Der Voort Luc; Leenaarts, Jorrit; De Pontieu,

36

CMA2009


B; Carlsson, Mats; Vissers, GJM. On-Disk Counterparts of Type II Spicules in the Ca II 854.2 nm and H alpha Llines. The Astrophysical Journal 2009;705(1):272-284

119. Rudjord, Øystein; Groeneboom, Nicolaas; Eriksen, Hans Kristian; Huey, G; Górski, KM; Jewell, JB. Cosmic Microwave Background Likelihood Approximation by a Gaussianized Blackwell-Rao Estimator. The Astrophysical Journal 2009;692(2):1669-1677

120. Rudjord, Øystein; Hansen, Frode; Lan, X; Liguori, M; Marinucci, D; Matarrese, S. An Estimate of the Primordial Non-Gaussianity Parameter f(NL) Using the Needlet Bispectrum from WMAP. The Astrophysical Journal 2009;701(1):369-376

121. Ryan, Øyvind. Runlength-Based Processing Methods for Low Bit-depth Images. IEEE Transactions on Image Processing 2009;18(9):2048-2058

122. Ryan, Øyvind; Debbah, M. Asymptotic Behavior of Random Vandermonde Matrices With Entries on the Unit Circle. IEEE Transactions on Information Theory 2009;55(7):3115-3147

123. Ilison, L; Salupere, Andrus. Propagation of sech 2 -type solitary waves in hierarchical KdV-type systems. Mathematics and Computers in Simulation 2009;79(11):3314-3327

124. Jalote-Parmar, A; Badke-Schaub, P; Ali, W; Samset, Eigil. Cognitive processes as integrative component for developing expert decision-making systems: A workflow centered framework. Journal of Biomedical Informatics 2009.

125. Carlsson, J; Sandberg, Mattias; Szepessy, A. Symplectic Pontryagin approximations for optimal design. Mathematical Modelling and Numerical Analysis 2009;43(1):3-32

126. Scheid, Claire; Witomski, P. A proof of the invariance of the contact angle in electrowetting. Mathematical and Computer Modelling 2009;49:647-665

127. Monnier, J; Witomski, P; Chow Wing Bom, P; Scheid, Claire. Numerical modelling of electrowetting by a shape inverse approach. SIAM J.Appl.Math. 2009;69(5):

128. Schulz, Christian. Bezier clipping is quadratically convergent. Computer Aided Geometric Design 2009;26(1):61-74

129. Behnel, S; Bradshaw, R; Seljebotn, Dag Sverre. Cython tutorial Proceedings of the 8th Python in Science Conference (SciPy 2009) 2009:4-14

130. Seljebotn, Dag Sverre. Fast numerical computations with Cython. Proceedings of the 8th Python in Science Conference (SciPy 2009) 2009:15-22

131. Lindroth, E; Argenti, L; Bengtsson, J; Ferro, F; Genkin, M; Selstø, Sølve. The Structure Behind it All, Journal of Physics: Conference Series 2009;194:012001

132. Svärd, Magnus; Mishra, Siddhartha. Shock Capturing Artificial Dissipation for High-Order Finite Difference Schemes, Journal of Scientific Computing 2009;39(3):454-484

133. Nordström, J; Gong, J; vd Weide, E; Svärd, Magnus. A stable and conservative high order multi-block method for the compressible Navier-Stokes equations. Journal of

Computational Physics 2009;228(24):9020-9035 134. Nordström, J; Ham, F; Mohammad, S; vd Weide, E; Svärd,

Magnus; Mattsson, K; Iaccarino, G; Gong, J. A hybrid method for unsteady inviscid fluid flow. Computers & Fluids 2009;38(4):875-882

135. Sykora, Juan Martinez; Hansteen, Viggo; Carlsson, Mats. Twisted Flux Tube Emergence from the Convection Zone to the Corona. II. Later States. The Astrophysical Journal 2009;702(1)129-140

136. Sykora, Juan Martinez; Hansteen, Viggo; De Pontieu, B; Carlsson, Mats. Spicule-Like Structures Observed in Three-Dimensional Realistic Magnetohydrodynamic Simulations. The Astrophysical Journal 2009;701(2):569-1581

137. Chang, Q; Tai, Xue-Cheng; Xing, L. A Compound Algorithm of Denoising Using Second-Order and Fourth-Order Partial Differential Equations. Numerical Mathematics: Theory, Methods and Applications (NM-TMA) 2009;2(4):353-376

138. Chen, HZ; Song, JP; Tai, Xue-Cheng. A dual algorithm for minimization of the LLT model. Advances in Computational Mathematics 2009;31(1-3):115-130

139. Dascal, L; Roseman, G; Tai, Xue-Cheng; Kimmel, R. On semi-implicit splitting schemes for the beltrami color flow. Lecture Notes in Computer Science 2009;5567:259-270

140. De Cezaro, A; Leitão, A; Tai, Xue-Cheng. On multiple level set regularization methods for inverse problems. Inverse Problems 2009;25(3):1-22

141. DeCezaro, A; Leitão, A; Tai, Xue-Cheng. On level-set type methods for recovering piecewise constant solutions of ill-posed problems. Lecture Notes in Computer Science 2009;5567:50-62

142. Doublet, DC; Aanonsen, SI; Tai, Xue-Cheng. An efficient method for smart well production optimisation. Journal of Petroleum Science and Engineering 2009;69(1-2):25-39

143. Gao, R; Song, JP; Tai, Xue-Cheng. Image zooming algorithm based on partial differential equations technique. International Journal of Numerical Analysis & Modeling 2009;6(2):282-292

144. Han, S; Tao, W; Wang, D; Tai, Xue-Cheng; Wu, X. Image Segmentation Based on GrabCut Framework Integrating Multi-scale Nonlinear Structure Tensor. IEEE Transactions on Image Processing 2009;18(10):2289-2302

145. Hodneland, E; Bukoreshtliev, NV; Eichler, TW; Tai, Xue-Cheng; Gurke, S; Lundervold, A; Gerdes, HH. A unified framework for automated 3-D segmentation of surface-stained living cells and a comprehensive segmentation evaluation. IEEE Transactions on Medical Imaging 2009;28(5):720-738

146. Hodneland, E; Tai, Xue-Cheng; Gerdes, HH. Four-color theorem and level set methods for watershed segmentation. International Journal of Computer Vision 2009;82(3):264-283

147. Hu, Q; Tai, Xue-Cheng; Winther, Ragnar. A saddle point approach to the computation of harmonic maps. SIAM Journal on Numerical Analysis 2009;47(2):1500-1523

148. Gurholt, TP; Tai, Xue-Cheng. 3D Multiphase Piecewise

37

CMA2009


Constant Level Set Method Based on Graph Cut Minimization. Numerical Mathematics: Theory, Methods and Applications (NM-TMA) 2009;4(2):403-420

149. Pan, Q; Tai, Xue-Cheng. Model the Solvent-Excluded Surface of 3D Protein Molecular Structures Using Geometric PDE-Based Level-Set Method. Communications in Computational Physics 2009;6(4):777-792

150. Tai, Xue-Cheng; Borok, S; Hahn, J. Image denoising using TV-stokes equation with an orientation-matching minimization. Lecture Notes in Computer Science 2009;5567:490-501

151. Tai, Xue-Cheng; Wu, C. Augmented Lagrangian Method, Dual Methods and Split Bregman Iteration for ROF Model. Lecture Notes in Computer Science 2009;5567:502-513

152. Wu, C; Deng, J; Chen, F; Tai, Xue-Cheng. Scale-space analysis of discrete filtering over arbitrary triangulated surfaces. SIAM Journal of Imaging Sciences 2009;2(2):670-709

153. Yau, AC; Tai, Xue-Cheng; Ng, M. L0 norm and total variation for wavelet inpainting. Lecture Notes in Computer Science 2009;5567:539-551

154. Wallin, Olli; Karlsen, Kenneth. A semilinear equation for the American option in a general jump market. Interfaces and Free Boundaries 2009;11:475-501

155. Wedemeyer-Böhm, Sven; Lagg, A; Nordlund, Å. Coupling from the Photosphere to the Chromosphere and the Corona. Space Science Reviews 2009;144(1-4):317-350

156. Wedemeyer-Böhm, Sven; Rouppe, LVDV. On the continuum intensity distribution of the solar photosphere. Astronomy and Astrophysics 2009;503(1):225-239

157. Wedemeyer-Böhm, Sven; Rouppe, LVDV. Small-scale swirl events in the quiet Sun chromosphere. Astronomy and Astrophysics 2009;507(1):L9-L12

158. Wedemeyer-Böhm, Sven; Rouppe, LVDV. The solar continuum intensity distribution. Settling the conflict between observations and simulations. MEMORIE della Società Astronomica Italiana 2009;80: -638

159. Wöger, F; Wedemeyer-Böhm, Sven; Uitenbroek, H; Rimmele, TR. Morphology and dynamics of the low solar chromosphere. The Astrophysical Journal 2009;706(1):148-157

160. Arnold, DN; Falk, RS; Winther, Ragnar. Geometric decompositions and local bases for spaces of finite element differential forms. Computer Methods in Applied Mechanics and Engineering 2009;198(21-26):1660-1672

161. Yolcu Okur, Yeliz; David, D. Optimal portfolio and consumption rate for an insider. Communications on Stochastic Analysis, 2009;3(1):101-117

162. Dong, Z; Xu, TG; Zhang, Tusheng. Invariant measures for stochastic evolution equations of pure jump type. Stochastic Processes and their Applications 2009;119(2):410-427

163. Xu, TG; Zhang, Tusheng. White noise driven SPDEs with reflection: Existence, uniqueness and large deviation principles. Stochastic Processes and their Applications 2009;119(10):3453-3470

164. Chen, ZQ; Zhang, Tusheng. Time reversal and elliptic

boundary value problems. Annals of Probability 2009:37(3):1008-1043

165. Mohammed, S; Zhang, Tusheng. Anticipating stochastic differential systems with memory. Stochastic Processes and Their Applications 2009;119(9):2773-2802

166. Xu, TG; Zhang, Tusheng. Large deviation principles for 2-D stochastic Navier-Stokes equations driven by Lèvy processes. Journal of Functional Analysis 2009;257(5):1519-1545

167. Zhang, Tusheng. Variational inequalities and optimization for Markov processes associated with semi-Dirichelt forms. Siam Journal on Control and Optimization 2009;48(3):1743-1755.

168. Øksendal, Bernt; Sulem, A. Maximum principles for optimal control of forward-backward stochastic differential equations with jumps. SIAM Journal of Control and Optimization 2009;48(5):2945-2976.

169. Øksendal, Bernt; Sulem, A. Risk indifference Pricing in Jump Diffusion Markets. Mathematical Finance 2009;19(4):619-637

170. Aase, Knut. The Nash Bargaining Solution vs. Equilibrium in a Reinsurance Syndicate. Scandinavian Actuarial Journal, 2009;3:219-238

7b. Books, published 2009

1. Di Nunno, Giulia; Øksendal, Bernt; Proske, FN. Malliavin Calculus for Lévy Processes and Applications to Finance. Springer Verlag 2009 ISBN 978-3- 540-78571-2. 413 pages.

2. Holden, Helge; Øksendal, Bernt; Ubøe, J; Zhang, Tusheng. Stochastic Partial Differential Equations. Springer Verlag 2009 ISBN 978-0-387-89487-4. 305 pages.

3. Lindstrøm, Tom; Fenstad, JE; Albeverio, S; Høegh-Krohn, R. Nonstandard Methods in Stochastic Analysis and Mathematical Physics, Dover Publications 2009 ISBN 0486468992. 528 p.

4. Quak, Ewald; Soomere, Tarmo (Eds.). Applied Wave Mathematics. Selected Topics in Solids, Fluids, and Mathematical Methods. Springer verlag 2009, ISBN 978-3-642-00585-8, 471 p.

5. Tai, Xue-Cheng; Mørken, Knut; Lysaker, M; Lie, Knut-Andreas (Eds.). Scale Space and Variational Methods in Computer Vision. Springer 2009. ISBN 978-3-642-02255-5. 875 p.

6. Tveito, A; Winther, Ragnar. Introduction to Partial Differential Equations; A Computational Approach. Springer 2009. ISBN 978-3-540-88704-1. 392 p.

38

CMA2009


7c. Book chapters, in books published 2009

1. Christiansen, Snorre. Foundations of Finite Element Methods for Wave Equations of Maxwell Type. In: “Applied wave mathematics”. Springer 2009 ISBN 978-3-642-00584-8. pp. 335-393

2. Munkejord, ST; Evje, Steinar; Flåtten, Tore. A WIMF scheme for the drift-flux two-phase flow model. In: Multiphase Flow Research. Nova Publishers 2009:397-435, ISBN 978-1-60692-448-8

3. Fuchs, Franz; McMurry, Andrew; Mishra, Siddhartha. High-order finite volume schemes for wave propagation in stratified atmospheres. In: Hyperbolic Problems: Theory, Numerics and Applications. American Mathematical Society (AMS) 2009 ISBN 978-0-8218-4728-2. pp.575-584

4. Burger, R; Karlsen, Kenneth; Towers, JD. A conservation law with discontinuous flux modelling traffic flow with abruptly changing road surface conditions. In: Hyperbolic Problems: Theory, Numerics, Applications. Proceedings of the Eleventh International Conference on Hyperbolic Problems held in Ecole Normale Supérieure, Lyon, July 17-21, 2006, Springer 2009:455-464, ISBN 978-3-540-75711-5

5. Karlsen, Kenneth; Karper, Trygve K.Convergent finite element methods for compressible barotropic Stokes systems. In: Hyperbolic Problems: Theory, Numerics and Applications. American Mathematical Society (AMS) 2009:705-714, ISBN 978-0-8218-4728-2

6. Aarnes, JE; Lie, Knut-Andreas; Kippe, V; Krogstad, S. Multiscale methods for subsurface flow. In “Multiscale Modeling and Simulation in Science”, B. Engquist, P. Lötstedt, and O. Runborg eds, LNCSE, Springer Verlag 2009;66:3-48. ISBN: 978-3-540-88856-7

7. Krogstad, S; Lie, Knut-Andreas; Nilsen, HM; Natvig, JR; Skaflestad, B; Aarnes, JE. A multiscale mixed finite-element solver for three-phase black-oil flow. SPE Reservoir Simulation Symposium, The Woodlands, Texas, USA, Feb 2-4, 2009. ISBN:978-1-55563-209-0

8. Gulbransen, AF; Hauge, VL; Lie, Knut-Andreas. A multiscale mixed finite-element method for vuggy and naturally-fractured reservoirs. SPE Reservoir Simulation Symposium, The Woodlands, Texas, USA, Feb 2-4, 2009. ISBN:978-1-55563-209-0

9. Nilsen, HM; Lie, Knut-Andreas. Front-tracking methods for use in streamline simulation of compressible flow. SPE Reservoir Simulation Symposium, The Woodlands, Texas, USA, Feb 2-4, 2009. ISBN:978-1-55563-209-0

10. Natvig, JR; Skaflestad, B; Bratvedt, F; Bratvedt, K; Lie, Knut-Andreas; Laptev, V; Khataniar, SK. Multiscale mimetic solvers for efficient streamline simulation of fractured reservoirs. SPE Reservoir Simulation Symposium, The Woodlands, Texas, USA, Feb 2-4, 2009. ISBN:978-1-55563-209-0

11. D’Andreagiovanni, F; Mannino, Carlo. An optimization model for WiMAX Network Planning. In: WiMAX Network Planning andOptimization, Ed. Y. Zhang, Auerbach Publications, Boca Raton, USA, 2009 ISBN: 978-1-4200-6662-3, pp. 369-386

12. Mishra, Siddhartha; Tadmor, E. Vorticity Preserving

Schemes Using Potential-Based Fluxes for the System Wave Equation. In: Hyperbolic Problems: Theory, Numerics and Applications, American Mathematical Society (AMS) 2009 ISBN 978-0-8218-4728-2. pp.795-804

13. Risebro, Nils Henrik. An Introduction to the Theory of Scalar Conservation Laws with Spatially Discontinuous Flux Functions. In: “Applied wave mathematics”. Springer 2009 ISBN 978-3-642-00584-8. pp. 395-464

14. Risholm, Petter; Melvær, Eivind Lyche; Mørken, Knut; Samset, Eigil. Intra-operative adaptive FEM-based registration accommodating tissue resection. In: Medical Imaging 2009: Image Processing (Proceedings Volume). SPIE - International Society for Optical Engineering 2009. ISBN 9780819475107.

15. Khan, BH; Ryan, Øyvind; Debbah, M; Al-Naffouri, TY. Estimation of the distribution of randomly deployed wireless sensors. In: Proceedings of the International Symposium on Information Theory, ISIT2009. IEEE Computer Society 2009 ISBN 978-1-4244-4312-3. pp. 2413-2417

16. Masucci, A; Ryan, Øyvind; Yang, S; Debbah, M. Finite Dimensional Statistical Inference. In: 2009 International Conference on Ultra Modern Telecommunications ICUMT 2009 and Workshops Proceedings. IEEE Computer Society 2009 ISBN 978-1-4244-3941-6.

17. Soomere, Tarmo. Long Ship Waves in Shallow Water Bodies. In: “Applied wave mathematics”. Springer 2009 ISBN 978-3-642-00584-8. pp. 193-228

7d. Scientific reports, contributions, proceedings etc. (not refereed), published 2009

1. Kosinka, Jiri. A Note on Trilinear Coordinates, Proceedings of the 29th Conference on Geometry and Graphics, Polyglot, Liberec, Czech Republic, 2009:195-200

2. Musco, Ilia. Primordial black hole formation. Trieste: Proceedings of Science 2009

39

CMA2009


7e. The CMA collected preprint series 2009

1. Bae, Egil; Tai, Xue-Cheng. Efficient Global Optimization for the Multiphase Chan-Vese Model of Image Segmentation by Graph Cuts. UCLA Applied Mathematics CAM-report 2009

2. Bae, Egil; Yuan, J; Tai, Xue-Cheng. Global Minimization for Continuous Multiphase Partitioning Problems Using a Dual Approach. UCLA Applied Mathematics CAM-report 2009

3. Benth, Fred Espen; Frestad, D; Koekebakker, S. Modeling term structure dynamics in the Nordic electricity swap market. To appear in Energy Journal.

4. Benth, Fred Espen. On forward price modelling in power markets.

5. Benth, Fred Espen; Dahl, Geir; Mannino, Carlo. A combinatorial model for dependent defaults in financial systems.

6. Benth, Fred Espen; Di Nunno, Giulia; Khedher, Asma. Lévy models robustness and sensitivy.

7. Benth, Fred Espen; Vos, Linda. A multivariate non-Gaussian stochastic volatility model with leverage for energy markets

8. Benth, Fred Espen; Henriksen, PN. Valuing Target Redemption Notes by a Stratified Longstaff-Shwartz Algorithm

9. Benth, Fred Espen; Barndorff-Nielsen, O; Veraart, A. Ambit processes and stochastic partial differential equations

10. Benth, Fred Espen; Hardle, W; Lopez Cabrera, B. Pricing of Asian temperature risk

11. Benth, Fred Espen; Kettler, Paul C. Dynamic copula models for the spark spread

12. Bauer, D; Benth, Fred Espen; Kiesel, Rüdiger. Modelling the forward surface of mortality.

13. Brodtkorb, Andre; Dyken, EC; Hagen, Trond Runar; Hjelmervik, Jon; Storaasli, OO. State-of-the-Art in Heterogeneous Computing

14. Christiansen, Snorre; Scheid, Claire. Convergence of a constrained finite element discretization of the Maxwell Klein Gordon equation

15. Christiansen, Snorre. Foundations of finite element methods for wave equations of Maxwell type

16. Christiansen, Snorre, Halvorsen, Tore G. A gauge invariant discretization on simplicial grids of the Schrödinger eigenvalue problem in an electromagnetic field

17. Christiansen, Snorre. On the div-curl lemma in a Galerkin setting

18. Christiansen, Snorre. Éléments finis mixtes minimaux sur les polyèdres

19. Di Nunno, Giulia; Øksendal, Bernt; Menoukeu Pamen, Olivier; Proske, FN. Uniqueness of Decompositions of Skorohod-Semimartingales

20. Di Nunno, Giulia; Øksendal, Bernt; Menoukeu Pamen, Olivier; Proske, FN. A general maximum principle for anticipative stochastic control and applications to insider trading

21. Dokken, Tor; Quak, Ewald; Skytt, V. Requirements from Isogeometric Analysis for Changes in Product Design Ontologies

22. Fuchs, Franz; McMurry, Andrew; Mishra, Siddhartha; Risebro, Nils Henrik; Waagan, K. High Order Well Balanced Finite Volume Schemes for Simulating Wave Propagation in Stratified Magnetic Atmospheres

23. Fuchs, Franz; McMurry, Andrew; Mishra, Siddhartha; Risebro, Nils Henrik; Waagan, K. High Order FV Schemes for the Godunov-Powell Form of the Ideal MHD Equations in Multi-Dimensions

24. Fuchs, Franz; McMurry, Andrew; Mishra, Siddhartha; Risebro, Nils Henrik; Waagan, K. Approximate Riemann solvers and robust high-order finite volume schemes for multi-dimensional ideal MHD equations

25. Halvorsen, Tore; Kvaal, Simen. Manifestly gauge invariant discretizations of the Schrödinger equation. http://arxiv.org/abs/0905.4177, 22 p.

26. Holden, Helge; Karlsen, Kenneth; Risebro, Nils Henrik; Tao, T. Operator splitting for the KdV equation.

27. Hu, Yaozhong; Nualart, D. Estimation of parameter for fractional Ornstein-Uhlenbeck processes. Accepted by Statistics and Prob. Letters.

28. Hu, Yaozhong; Nualart, D; Song, J. Feynman-Kac formula for stochastic partial differential equations driven by fractional Brownain noises.

29. Hu, Yaozhong; Nualart, D; Song, X. Malliavin calculus applied to BSDE.

30. Hu, Yaozhong; Nualart, D. $L_2$ modular of continuity for Brownian local time. To appear in Comm. Electronic Probability.

31. Hu, Yaozhong; Nualart, D. $L_3$ modular of continuity for Brownian local time.

32. Karlsen, Kenneth; Karper, Trygve. Convergence of a mixed method for a semi-stationary compressible Stokes system

33. Karlsen, Kenneth; Karper, Trygve. A convergent nonconforming finite element method for compressible Stokes flow

34. Andreianov B.; Bendahmane M.; Karlsen, Kenneth. Discrete duality finite volume schemes for doubly nonlinear degenerate hyperbolic-parabolic equations.

35. Andreianov B; Karlsen, Kenneth; Risebro, Nils Henrik. On vanishing viscosity approximation of conservation laws with discontinuous flux.

36. Biswas, IH; Jakobsen, ER; Karlsen, Kenneth. Difference-quadrature schemes for nonlinear degenerate parabolic integro-PDE.

37. Bürger, R; Karlsen, Kenneth; Torres, H; Towers, JD. Second-order schemes for conservation laws with discontinuous flux modelling clarifier-thickener units.

38. Bürger, R; Karlsen, Kenneth; Towers, JD. On some difference schemes and entropy conditions for a class of multi-species kinematic flow models with discontinuous flux.

39. Cifani, S; Jakobsen, ER; Karlsen, Kenneth. The discontinuous Galerkin method for fractal conservation laws.

40

CMA2009


40. Karlsen, Kenneth; Ulusoy, S. Stability of entropy solutions for Lévy mixed hyperbolic-parabolic equations.

41. Karper, Trygve Klovning; Karlsen, Kenneth. A convergent mixed method for the stokes approximation of viscous compressible flow.

42. Kettler, Paul C. A stochastic variance ratio test to discriminate between time and space effects of discrepancy between filtrations

43. Kettler, Paul C. Tight packing a hypersphere with others of like kind

44. Kettler, Paul C; Menoukeu Pamen, Olivier; Proske, FN. On Local Times: Application to Pricing Using Bid-Ask

45. Kettler, Paul C. Lévy-copula-driven financial processes 46. Bauer, D; Bergmann, D; Kiesel, Rudiger. On the risk-neutral

valuation of life insurance contracts with numerical methods in view, to appear in Astin Bulletin.

47. Kiesel, Rüdiger; Scherer M. Portfolio models: The structural approach, Encyclopedia of Quantitative Finance.

48. Kiesel, Rüdiger; Scherer P. The Freight Market and its Derivatives, in Kiesel et al eds.: Alternative Assets and Strategies.

49. Kiesel, Rüdiger; Scherer M. Dynamic credit portfolio modelling in structural models with jumps, Applied Mathematical Finance

50. Kiesel, Rüdiger; Lutz, M. Efficient pricing of CMS spread options in a stochastic volatility LMM.

51. Grüll, G; Kiesel, Rüdiger. Pricing CO2 permits using approximation approaches.

52. Koley, Ujjwal; Mishra, Siddhartha; Risebro, Nils Henrik; Svärd, Magnus. Higher order finite difference schemes for the magnetic induction equations with resistivity. IMA journal of Numerical analysis.

53. Koley, Ujjwal; Risebro, Nils Henrik. On the Korteweg-de Vries-Kawahara equation: Existence and uniqueness

54. Koley, Ujjwal; Karlsen, Kenneth; Risebro, Nils Henrik. An error estimate for the finite difference approximation to degenerate convection - diffusion equations

55. Kosinka, Jiri; Lavicka, M. On Rational Minkowski Pythagorean Hodograph Curves

56. Jarlebring, E; Kvaal, Simen; Michiels, W. Computing all pairs (lambda,mu) such that lambda is a double eigenvalue of A + mu B. Leuven, Belgia: Katholieke Universiteit Leuven 2009 23 p.

57. Menokeu Pamen, Oliver; Proske, FN; Salleh, HB. Stochastic Differential Games in Insider Markets via Malliavin Calculus

58. Henriksen, PN; Hove, A; Meyer-Brandis, Thilo; Proske, FN. Pricing interest rate guarantees in a defined benefit pension system

59. Mishra Siddhartha; Tadmor E. Constraint preserving schemes using potential based fluxes - I: multi-dimensional transport equations

60. Mishra Siddhartha; Tadmor E. Constraint preserving schemes using potential based fluxes - II: Genuinely multi-dimensional schemes for systems of conservation laws

61. Mishra Siddhartha; Tadmor E. Constraint preserving schemes using potential based fluxes - III: Divergence

preserving central schemes for the ideal MHD equations 62. Mishra Siddhartha; Tadmor E. Genuinely multi-

dimensional constraint preserving schemes for systems of conservation laws

63. Fjordholm US; Mishra Siddhartha. Vorticity preserving schemes for the shallow water equations

64. LeFloch, PG; Mishra, Siddhartha. Non-classical shocks and numerical kinetic relations for a model MHD system.

65. Martínez-Aparicio, PJ; Petitta, Francesco. Parabolic equations with nonlinear singularities

66. Petitta, Francesco; Ponce, A; Porretta, A. Diffuse measures and nonlinear parabolic equations

67. Leonori, T; Petitta, Francesco. Local estimates for parabolic equations with nonlinear gradient terms,

68. Boccardo, L; Leonori, T; Orsina, L; Petitta, Francesco. Quasilinear elliptic equations with singular absorption terms

69. Kleiman, S; Piene, Ragni. Enriques diagrams, infinitely near points, and Hilbert schemes. With an appendix by I. Tyomkin. arXiv:0905.2169

70. Soomere, T; Delpeche, N; Viikmäe, B; Quak, Ewald; Meier, HEM; Döös, K. Patterns of current-induced transport in the surface layer of the Gulf of Finland

71. Rudjord, Øystein; Hansen, Frode; Lan, X; Ligouri, M; Marinucci, D; Matarrese, S. Directional Variations of the Non-Gaussianity Parameter f_NL. arXiv:0906.3232

72. P. Ciarlet Jr, P; Scheid, Claire. Electrowetting of a 3D drop: Numerical modelling with electrostatic fields

73. Selstø, Sølve; Kvaal, Simen. Dynamics of quantum systems with a decreasing number of particles. http://arxiv.org/abs/0904.2086 4 p.

74. Ta, An Thi Kieu; Øksendal, Bernt. A Maximum Principle for Stochastic Differential Games with g–Expectations and Partial Information. Submitted.

75. Ta, An Thi Kieu; Proske, FN; Rubtsov, Mark. Risk Indifference Pricing with respect to Bonds with Fixed Date of Maturity.

76. Ginmo, JC; Tai, Xue-Cheng. A Variational Multiphase Model based on the Piecewise Constant Level Set Method and Phase Transitions. UCLA Applied Mathematics CAM-report 2009

77. Rong, Z; Wang, LL; Tai, Xue-Cheng. Adaptive Wavelet Collocation Methods for Image Segmentation Using TV-Allen-Cahn Type Models. UCLA Applied Mathematics CAM-report 2009

78. Tai, Xue-Cheng; Duan, Y. Domain Decomposition Methods with Graph Cuts Algorithms for Image Segmentation. UCLA Applied Mathematics CAM-report 2009

79. Tao, W; Tai, Xue-Cheng. Multiple Piecewise Constant Active Contours for Image Segmentation Using Graph Cuts Optimization. UCLA Applied Mathematics CAM-report 2009

80. Wu, C; Tai, Xue-Cheng. Augmented Lagrangian Method, Dual Methods, and Split Bregman Iteration for ROF, Vectorial TV, and High Order Models. UCLA Applied Mathematics CAM-report 2009

81. Wu, C; Zhang, J; Tai, Xue-Cheng. Augmented Lagrangian Method for Total Variation Restoration with Non-

41

Quadratic Fidelity. UCLA Applied Mathematics CAM-report 2009

82. Xu, J; Tai, Xue-Cheng; Wang, LL. A Two-Level Domain Decomposition Method for Image Restoration. UCLA Applied Mathematics CAM-report 2009

83. Ulusoy, Suleyman; Karlsen; Kenneth. Stability of entropy solutions for Levy mixed hyperbolic-parabolic equations. submitted to Journal of Differential Equations

84. Ulusoy, Suleyman; Petitta, Francesco; Karlsen; Kenneth. A duality approach to the fractional laplacian with measure data, submitted to Publicacions Matemàtiques.

85. Mardal, KA; Winther, Ragnar. Preconditoning discretizations of systems of partial differential equations

86. Arnold, DN; Falk, RS; Winther, Ragnar. Finite element exterior calculus: From Hodge theory to numerical stability

87. Yolcu Ocur, Yeliz; Proske, F; Salleh, HB. SDE solutions in the space of smooth random variables

88. Federico, S; Øksendal Bernt. Optimal stopping of stochastic differential equations with delay driven by Lévy noise

89. Øksendal, Bernt; Zhang, Tusheng. Backward stochastic differential equations with respect to general filtrations and applications to insider finance

90. Øksendal, Bernt; Sulem, A. An anticipative stochastic calculus approach to pricing in markets driven by Lévy processes

91. Aase, Knut. The investment horizon problem: A resolution. Discussion Paper 2009 NHH

7f. CMA texts for public outreach 2009

1. Eriksen, Hans Kristian; Kristiansen, JR; Langangen, Ø; Wehus, IK. Hvor raskt kunne Usain Bolt ha løpt 100-meteren under OL i Beijing?, Fra Fysikkens Verden 2009;71(1):24-27

2. Ammann, C; Frauendiener Jörg; Holton, DA. German undergraduate mathematics enrolment numbers: background and change, iJMEST 2009

3. Kvaal, Simen. Usynlig Verden. Museal presentation at Medisinsk Museum, Jan 31, 2009

4. Engvold, O; Lilje, Per; Stabell, Rolf. In Memoriam: Rolf Brahde (1918-2009), Fra Fysikkens Verden 2009(3):72-

5. Lilje, Per. In Memoriam: Sjur Refsdal (1935-2009). Fra Fysikkens Verden 2009(1):7-8

6. Lindstrøm, Tom; Hag, P. Algebra og geometri - samspillet som ble borte 4. Tangenten: tidsskrift for matematikk i grunnskolen 2009;20(2):45-47

7. Lindstrøm, Tom; Hag, P. Algebra og geometri III. Tangenten: tidsskrift for matematikk i grunnskolen 2009;20(1):55-56

8. Quak, Ewald (editorial). Newsletter No 2 of the EU project FOCUS K3D, Feb 2009

9. Øksendal, Bernt. The Black-Scholes option pricing formula and beyond. Matilde, Dansk Matematisk Forening 2009;37:9-14.

42

CMA2009


CMA2009


tAlkS oUtSIdE CMA BY CMA MEMBERS IN 2009

8a. Invited Scientific talks 2009

1. Barth, Andrea. FEM for Hilbert space valued SDE’s driven by Levy noise. Seminario de Probabilidad, UNAM, Mexico-City, Mexico, Apr 14, 2009

2. Barth, Andrea. FEM for Hilbert space valued SDE’s driven by Levy noise. Probability Seminar, CIMAT, Guanajuato, Mexico, Apr 15-16, 2009

3. Barth, Andrea. FEM for Hilbert space valued SDE’s driven by Levy noSise. Probability and Statistics Seminar, WSU, Detroit, USA, May 13, 2009

4. Barth, Andrea. Finite Element Method for Stochastic Partial Di fferential Equations and Applications. Oberseminar Finanz- und Versicherungsmathematik LMU TUM, Munich, Germany, Nov 12, 2009

5. Benth, Fred Espen. Pricing electricity forwards - the risk premium. Carnegie Mellon Math seminar, Carnegie Mellon University, USA, Feb 23, 2009

6. Benth, Fred Espen. The volatility of temperature, pricing of weather derivatives and hedging of spatial temperature risk. Math finance seminar, Carnegie Mellon University, USA, Mar 2, 2009

7. Benth, Fred Espen. Spot price modelling in energy markets. Advanced master course in energy finance, Amseterdam, Netherlands, Oct 20-21, 2009

8. Benth, Fred Espen. Stochastic volatility modelling in energy markets. Finace seminar, University of Duisburg-Essen, Germany, Nov 19, 2009

9. Brodtkorb, Andre. State-of-the-Art in Heterogeneous Computing and Heterogeneous Computing at SINTEF, University of Oslo, Norway, Nov 6, 2009.

10. Carlsson, Mats. Dynamic MHD models of the chromosphere and corona. Recent directions in astrophysical quantitative spectroscopy and radiation hydrodynamics, Boulder, Colorado, USA, Mar 30 – Apr 3, 2009

11. Carlsson, Mats. BIFROST – radiation. Advancing Chromospheric Modelling Workshop, Kyoto University, Japan, Oct 26-30, 2009

12. Carlsson, Mats. MULTI3D. Advancing Chromospheric Modelling Workshop, Kyoto University, Japan, Oct 26-30, 2009

13. Carlsson, Mats. Non-LTE diagnostics - Mg h & k.Advancing Chromospheric Modelling Workshop, Kyoto University, Japan, Oct 26-30, 2009

14. Carlsson, Mats. Time dependent hydrogen ionization. Advancing Chromospheric Modelling Workshop, Kyoto University, Japan, Oct 26-30, 2009

15. Christiansen, Snorre. Finite element exterior calculus on cellular complexes. University of Bergen, Norway, May 14-15, 2009

16. Christiansen, Snorre. A framework for the discretization of differential forms on cellular complexes. ICOSAHOM 2009, NTNU Trondheim, Jun 22-26, 2009

17. Christiansen, Snorre. Finite elements and differential forms. NTNU Trondheim, Nov 23-25, 2009

18. Christiansen, Snorre. A discussion of the div-curl lemma in a Galerkin setting. University of Pavia, Italy, Dec 3, 2009

19. Dahl, Geir. Introduction to optimization and convexity. eVITA Winter school, Geilo, Norway, Jan 11-16, 2009

20. Dahl, Geir. Disjoint congruence classes and an optimization problem. Nordic Optimization Symposium, KTH, Stockholm, Sweden, Mar 13-14, 2009

21. Dahl, Geir. Majorization and network problems. Int. network optimization conference, INOC 2009, Pisa, Italy, Apr 26-29, 2009

22. Di Nunno, Giulia. Introduction to Malliavin Calculus and some applications to finance. Springer School: Finance and Insurance - Stochastic Analysis and Practical Methods, Friedrich-Schiller-Universitaet Jena, Germany, Mar 12 - 13, 2009

23. Di Nunno, Giulia (Lecture series). Introduction to mathematical finance. Universite De Tunis El Manar, Tunisia, Feb 9 - 13, 2009

24. Di Nunno, Giulia Lower and upper bounds of martingale measure densities in continuous time markets. Conference in Stochastic Analysis and Finance, City University, Hong Kong, Jun 29 – Jul 2, 2009

25. Di Nunno, Giulia. Lower and upper bounds of martingale measure densities in continuous time markets. Stanford University, Palo Alto, USA, Mar 30, 2009

26. Di Nunno, Giulia. Minimal variance hedging in large financial markets: random fields approach. Bachelier Seminar, Institut Henri Poincarre, Paris, France, May 15, 2009

27. Di Nunno, Giulia; Eide, IB. Lower and upper bounds of martingale measure densities in continuous time markets, Finance and Insurance, Friedrich-Schiller-Universitaet Jena, Germany, Mar 16 - 20, 2009

28. Dokken, Tor. 3D Internet - Experiences from proposal writing for Call 4 in the fp7 ICT-program. SCCG - Spring Conference on Computer Graphics 2009, Slovakia, Apr 23-25, 2009

29. Floater, Michael. Recent advances in generalized barycentric coordinates and interpolation over arbitrary domains. 9th National Conference of Indian Society of Industrial and Applied Mathematics, Agra, India, Jan 14-16, 2009

30. Floater, Michael. Barycentric coordinates and interpolation. Clausthal, Germany, Jul 2, 2009

31. Floater, Michael. Barycentric coordinates and interpolation. Darmstadt, Germany, Jul 8, 2009

32. Floater, Michael; Hormann, K. Barycentric rational interpolation with no poles and high rates of approximation. Dolomites workshop on constructive

Appendix 8

43

CMA2009


approximation and applications, Alba di Canazei, Italy, Sep 4-9, 2009

33. Cashman, T; Floater, Michael; Hormann, K; Goldman, R. New Trends in Non-uniform Subdivision. Workshop Pontignano, Italy, Oct 12-15, 2009

34. Frauendiener, Jörg. Conceptual Issues in Numerical Relativity, Australasian Conference on General Relativity and Gravitation, Christchurch, New Zealand, Dec 16-18, 2009

35. Frauendiener, Jörg. (Two lectures) Geometric discretisations in numerical mathematical physics I/II International Summer School on Integrable systems and Scientific Computing, Trieste, Italy, Jun 15-20, 2009

36. Frauendiener, Jörg. Compatible discretisations in General Relativity. Marcel Grossmann Conference, Paris, France, Jul 12-18, 2009

37. Frauendiener, Jörg. The sphericaly symmetric elastic body in GR. Marcel Grossmann Conference, Paris, France, Jul 12-18, 2009

38. Hansteen, Viggo. Numerical Modelling of Spicules. International Space Science Institute Workshop, Bern, Switzerland, Jan 19-22, 2009

39. Hansteen, Viggo. Oscillations and waves in the Solar Atmosphere. International Space Science Institute Workshop, Bern, Switzerland, Jan 19-22, 2009

40. Hansteen, Viggo. 3d models of the Sun, from convection zone to corona. Nordic physicist meeting, Nordic Physicist Organization, University of Copenhagen, Denmark, Jun 16-17, 2009

41. Hansteen, Viggo. Red-shift and other shifts in the Transition Region and Corona. National Solar Observatory Workshop on chromospheric structure and dynamics, Sunspot, New Mexico, Aug 31 – Sep 4, 2009

42. Hansteen, Viggo. BIFROST - a 3d MHD code from the University of Oslo. Modelling Workshop, Monterey, Canada, Oct 26-30, 2009

43. Hansteen, Viggo. Flux emergence in the high atmosphere. 3d Solaire Network Meeting, Instituta de Astrofisica de Canarias, Puerto de la Cruz, Tenerife, Nov 2-6, 2009

44. Hansteen, Viggo. Heating of the chromosphere, transition region, and corona. 3d Hinode Meeting, National Astronomical Observatory of Japan, Tokyo, Japan, Dec 1-4, 2009

45. Hjorth-Jensen, Morten; Kvaal, Simen. Effective interactions and convergence criteria for configuration interaction methods. Workshop on Effective Field Theories and the Many-Body Problem, Seattle, USA, Mar 23 - Jun 5, 2009

46. Hjorth-Jensen, Morten. Ab initio methods in nuclear physics. Overview and recent achievements, IPN-Orsay, Paris, Orsay, France, Oct 15-16, 2009

47. Hjorth-Jensen, Morten. Can we do ab initio calculations for nuclei beyond A=16?, Yale University, New Haven, USA, June 18-21, 2009

48. Hjorth-Jensen, Morten. Datamaskiner i realfagsopplæringen, en ny måte å undervise realfag på?, NTNU, Trondheim, Norway, Feb 13, 2009

49. Hjorth-Jensen, Morten. From QCD to the nuclear many-

body problem: theory and experiments at Isolde, CERN, Geneva, Switzerland, May 10-13, 2009

50. Hjorth-Jensen, Morten. Lecture 1: Models for the nuclear forces, Lecture 2: Renormalization of nuclear forces, Lecture 3: Effective interactions, Lecture 4 and 5: Nuclear many-body methods, National Institute for Theoretical Physics, Stellenbosch, South Africa, Jan 19-28, 2009

51. Hjorth-Jensen, Morten. Lecture 1: Nuclear interactions, Lecture 2: Constructing effective interactions for the shell model, Lecture 3: Shell model studies, University of Birmingham, Leicester, UK, Sep 12-23, 2009

52. Hjorth-Jensen, Morten. (6 lectures) Nuclear interactions and the Shell Model, Riken and Tokyo University, Riken at Wako, Saitama, Japan, Aug 26 - Sep 1, 2009

53. Hjorth-Jensen, Morten. Many-body methods and multiscale physics: A nuclear physics story, University of Oslo, Norway, Nov 4, 2009

54. Hjorth-Jensen, Morten. (15 lectures) Nuclear Physics, University of Oslo, Norway, Aug 10-14, 2009

55. Hjorth-Jensen, Morten. Shell structure around 100Sn, Gordon Conference in Nuclear Chemistry and Structure, Colby-Sawyer College New London, NH, USA, Jun 21-26, 2009

56. Hjorth-Jensen, Morten. Shell-model interactions around 100Sn, American Physical Society, Denver, USA, May 1-5, 2009

57. Hjorth-Jensen, Morten. Structure of very neutron-rich nuclei and some key questions in nuclear structure theory. Oak Ridge National Laboratory, USA, Nov 13-14, 2009

58. Holden, Helge. Big problems in mathematics: Solved and unsolved. Seminar, Centre for Advanced Studies, Oslo, Norway, Feb 18, 2009

59. Holden, Helge. Conservative and dissipative solutions of the Camassa-Holm equation. University of Padova, Italy, Feb 23, 2009

60. Holden, Helge. Convergence of operator splitting for the KdV equation, IMA Minneapolis, USA, Jul 25, 2009

61. Holden, Helge. Global semigroup for the nonlinear variational wave equation, Banff Centre, Canada, Oct 8, 2009

62. Holden, Helge. Convergence of operator splitting for the KdV equation, University of Missouri, USA, Oct 29, 2009

63. Hu, Yaozhong. Feynman-Kac formula for stochastic partial differential equations driven by fractional noises. Weihai Conference on stochastic partial differential equations. Weihai, China, Jul 5-7, 2009

64. Hu, Yaozhong. (Lecture series) Rough path analysis. African Institute of Mathematical Sciences. Cape Town, South Africa, Dec 6, 2009 – Jan 15, 2010

65. Hu, Yaozhong. (Lecture series) Malliavin calculus Dong Hua University, Shanghai, China, Jun 5 - Aug 6, 2009

66. Karlsen, Kenneth. Open mathematical problems in porous media flow, IMA summer program on Nonlinear Conservation Laws and Applications, Minnesota, USA, Jul 12-29, 2009.

67. Karlsen, Kenneth. Some Simple Numerical Schemes for Scalar and Multiclass Systems of Conservation Laws with Discontinuous Flux, New Trends in Model Coupling Theory,

44

CMA2009


Numerics & Applications, France, Sep 2-4, 2009 68. Karlsen, Kenneth. (2 lectures) Discrete duality finite

volume schemes for doubly nonlinear degenerate hyperbolic-parabolic equations, BIRS Workshop 09w5090 Nonlinear Conservation Laws and Related Problems, Banff, Calgary, Canada, Oct 4-9, 2009

69. Kettler, Paul C. Potential contributions of copula theory in risk management and finance, Brno University of Technology, Czech Republic, Mar 5, 2009

70. Kettler, Paul C. Is it the talk? or is it the cake? Brno University of Technology, Czech Republic, Mar 5, 2009

71. Kiesel, Rüdiger. Modelling the Forward Surface of Mortality, London School of Economics, UK, Mar 23, 2009

72. Kiesel, Rüdiger. Modelling the Forward Surface of Mortality, ORFE Princeton, USA, Mar 10, 2009

73. Kiesel, Rüdiger. Modelling Stochastic Mortality, Scientific Day, DGFVM, Berlin, Apr 30, 2009

74. Kiesel, Rüdiger. Pricing Energy Futures and Derivatives on Futures, Energyforum, Rome, Italy, May 26, 2009

75. Kiesel, Rüdiger. Swing options, Kristiansand, Norway, Sep 24, 2009

76. Koley, Ujjwal. Numerical method for Induction equations, TIFR-CAM, Bangalore, India, Jan 13, 2009

77. Kosinka, Jiri. Generalized Barycentric Coordinates: From Polygons to Smooth Domains, Johannes Kepler University, Linz, Austria, Jan 12-17, 2009

78. Kosinka, Jiri. Deforming Curves and Surfaces Using Generalized Barycentric Coordinates, Charles University in Prague, Czech Republic, Mar 30 - Apr 3, 2009

79. Kosinka, Jiri. Medial Axis Transform Approximation via C2 MPH Splines, University of Ljubljana, Slovenia, Nov 16-20, 2009

80. Lie, Knut-Andreas. Multiscale mixed finite elements for the Stokes--Brinkman equations. Challenges of Porous Media and Inaugural Meeting of the International Society for Porous Media (Interpore). Kaiserslautern, Germany, Mar 11-14, 2009

81. Lie, Knut-Andreas. Reservoir simulation of million-cell models on desktop computers. The 22nd Kongsberg Seminar: Physics of Hydrocarbon-Bearing Systems. Kongsberg, May 6-8, 2009.

82. Lie, Knut-Andreas; Gulbransen, AF. A multiscale mixed finite-element method for the Stokes-Brinkman equations. SIAM Conference on Mathematical & Computational Issues in the Geosciences, Leipzig, Germany, Jun 15-18, 2009.

83. Lie, Knut-Andreas; Gulbransen, AF. Multiscale mixed finite elements for the Stokes-Brinkman equations. ENUMATH 2009, Uppsala, Sweden, Jun 29 - Jul 3, 2009.

84. Lindstrøm, Tom. Fractional Brownian motion as weighted sums of Anderson’s random walk. Logic and mathematics, University of York, UK, Aug 3-7, 2009

85. Lindstrøm, Tom. Infinitesimaler — gjenferd etter henfarne størrelser?. University of Stavanger, Norway, Mar 10, 2009

86. Lindstrøm, Tom. Lévy processes from a nonstandard perspective, 25th Nordic and 1st British-Nordic congress of Mathematicians, Oslo Norway, Jun 8-11, 2009

87. Lindstrøm, Tom. The discrete beyond the continuous. On nonstandard methods in stochastic analysis. Analysis, probability and geometry in quantum physics and classical mechanics, KTH, Stockholm, Sweden, Dec 7, 2009

88. Lyche, Tom. Divided Differences; Recent Progress. International Conference on Modelling of Engineering and Technologial Problems (ICMETP), Agra, India, Jan 14-16, 2009

89. Lyche, Tom. The sensitivity of spline approximations to perturbations of the knots. 23 Biennial conference on numerical analysis, University of Strathclyde, Scotland, Jun 23-26, 2009

90. Lyche, Tom. The sensitivity of spline approximations to perturbations of data and knots. Ubeda meeting on approximation, Ubeda, Spain, Jun 28 - Jul 1, 2009

91. Lyche, Tom. Analysis aware modeling; Model Quality. SIAM conference on Mathematical and Physical modeling, San Francisco, USA, Oct 5-8, 2009

92. Mishra, Siddhartha. Energy preserving and energy stable schemes for the shallow waters, Intl. Conf.on non-linear PDEs, TIFR Bangalore, India, Jan 9, 2009

93. Musco, Ilia. Primordial Black Hole Formation. University of Oxford, UK, Jul 17, 2009

94. Musco, Ilia. Primordial Black Hole Formation. University of Camerino, Italy, Dec 2, 2009

95. Pamen, Olivier Menokeu. Uniqueness of Decompositions of Skorohod-Semimartingales SAMSA conference, Dar es Salaam, Tanzania, Nov 23-27, 2009

96. Piene, Ragni. Functors of infinitely near points on an algebraic surface and the counting of Gromov-Witten invariants. Annual Meeting of the Chinese Mathematical Society, Xiamen, China, Apr 20-23, 2009

97. Piene, Ragni. Generating functions in enumerative geometry. Thematic Program on the Foundations of Computational Mathematics, Fields Institue, Toronto, Canada, Oct 9, 2009

98. Piene, Ragni. Counting curves: the hunting of generating functions. BMS Kovalevskaya Colloquium, Berlin Mathematical School, Germany, Nov 6, 2009

99. Quak, Ewald. The BalticWay Project: The Use of Currents for Environmental Management of the Baltic Sea Coasts, 7th Baltic Sea Science Congress 2009, Tallinn, Estonia, Aug 17-21, 2009

100. Quak, Ewald. The Future of 3D Geometry in Networked Immersive Media, EC Consultation Workshop on The Future of Networked Immersive Media, Brussels, Belgium, Sep 24, 2009

101. Risebro, Nils Henrik. Convergence of operator splitting for the KdV equation. 25th Nordic and 1st British-Nordic congress of Mathematicians, Oslo Norway, Jun 8-11, 2009

102. Rubtsov, Mark. Sensitivity with respect to the yield curve. Duration in a stochastic setting, ETH Zurich, Switzerland, Nov 30, 2009.

103. Ryan, Øyvind. Operator algebras - Background and current research. Matematisk felleskollokvium, University of Oslo, Norway, Mar 13, 2009

104. Ryan, Øyvind. The statistics of eigenvalue distributions

45

CMA2009


in large random matrices. Physics Seminar, University of Oslo, Norway, May 11, 2009

105. Scheid, Claire. Convergence d’un schéma éléments finis préservant la contrainte pour l’équation de Maxwell Klein Gordon en dimension 2 (in french), SMAI 2009, La Colle Sur Loup, France, May 27, 2009

106. Seljebotn, Dag Sverre. Fast numerical computations with Cython. 8th Python in Science Conference (SciPy 2009), Caltech, Pasadena, USA, Aug 18-23, 2009

107. Smith, K; Seljebotn, Dag Sverre. Fwrap: The Next-Generation Fortran-to-Python Interface Generator. 8th Python in Science Conference (SciPy 2009), Caltech, Pasadena, USA, Aug 18-23, 2009

108. Svärd, Magnus; Mishra, Siddhartha. Shock capturing for high-order central schemes. ICOSAHOM’09, Trondheim, June 2009

109. Dyken, EC; Sætra, Martin Lilleeng. Mixing Transparent Polygonal and Voxel Data Using Depth Peeling. VERDIKT Program Conference, Oslo, Norway, Nov 3-4, 2009

110. Tai, Xue-Cheng. A saddle point approach to the computation of harmonic maps. International Conference on Engineering and Computational Mathematics (ECM2009) Hong Kong SAR, China, May 27-29 2009.

111. Tai, Xue-Cheng. Image processing based on partial differential equations. “Advances in Mathematics”, Official opening of the school of physical and Mathematical Scienses, Nanyang Technological University, Singapore. Jul 20-22, 2009

112. Tai, Xue-Cheng. Image processing based on partial differential equations. International Conference on Partial Differential Equations & Numerical Analysis. Mian-Yang, Si-Chuang Province, China. Aug 20 - 26, 2009

113. Tai, Xue-Cheng. Fast segmentation methods for medical application. First International Workshop of Computational Mathematics, University of Bologna, Italy, Oct 21, 2009

114. Tai, Xue-Cheng. Recent developments on image processing using partial differential equations. 8th Feng Kang Prize ceremony, China, Nov 21-23, 2009

115. Tai, Xue-Cheng. Augmented Lagrangian Methods for Image Restoration. International workshop on Sparse Representation of Multiscale Data and Images, IAS, Nanyang Technological Univ, Singapore, Dec14-17, 2009

116. Tai, Xue-Cheng. Level set method for inverse problems related to shape identification. International Workshop on Computational Methods for Ill-Posed Problems, Sun Yat-sen University, Guangzhou, China, Dec 18-20, 2009

117. Tai, Xue-Cheng. Image processing based on partial differential equations. Communication University of China, Dec 21 – 31, 2009

118. Ulusoy, Suleyman. Stability of entropy solutions for Levy mixed hyperbolic-parabolic equations I), NTNU Tronheim, Norway, Mar 3, 2009

119. Ulusoy, Suleyman. Stability of entropy solutions for Levy mixed hyperbolic-parabolic equations II), NTNU Tronheim, Norway, Mar 3, 2009

120. Ulusoy, Suleyman. Asymptotic equipartition and

exponential decay of weak solutions in Hele-Shaw flow problem, Laboratory of Mathematics of Besancon University of Franche-Comte, France, Jun 26, 2009.

121. Winther, Ragnar. Preconditioning discretizations of systems of partial differential equations. Finics workshop, Simula Research Laboratory, Norway, Jun 11-12, 2009

122. Zhang, Tusheng. Boundary value problems for elliptic operators with singular coefficients. Workshop on Mathematical Finance, Jena, Germany, Mar 16-20, 2009.

123. Zhang, Tusheng. Stochastic partial differential equations with reflection. International Conference on stochastic analysis, Ukraine Academy of Sciences, Lviv, Ukraine, Jun 15-19, 2009

124. Zhang, Tusheng. Dirichlet boundary value problems of second order elliptic differential operators with singular coefficients. Workshop on Stochastic Analysis at Swansea, UK, Oct 22-23, 2009.

125. Øksendal, Bernt. (4 lectures) Malliavin Calculus for Lévy Processes and Applications to Finance, Syd-Dansk Universitet, Odense, Denmark, Mar 26- 27, 2009

126. Øksendal, Bernt. A maximum principle for anticipative stochastic control and applications to insider trading, Technical University of Helsinki, Finland, May 26-29, 2009

127. Øksendal, Bernt. Singular stochastic control and optimal stopping with partial information, University of Åbo, Finland , Jun 23-26, 2009

128. Øksendal, Bernt. BSDEs with respect to general filtrations and applications to insider finance, City University of Hong Kong, China, Jun 29-Jul 3, 2009

129. Øksendal, Bernt. Malliavin Calculus for Lévy Processes and Applications to Finance, University of Manchester, UK, Aug 10-14, 2009

130. Øksendal, Bernt. BSDEs with respect to general filtrations and applications to insider finance, KTH, Stockholm, Sweden, Aug 17-20, 2009

131. Øksendal, Bernt. BSDEs with respect to general filtrations and applications to insider finance, University of Manchester, UK, Aug 24-28, 2009

132. Øksendal, Bernt. Optimal control of stochastic Volterra equations and applications to stochastic delay control, University of Chester, UK, Sep 7-10, 2009

133. Øksendal, Bernt. BSDEs with respect to general filtrations and applications to insider finance,Hammamet,Tunisia, Oct 12-16, 2009

134. Øksendal, Bernt. BSDEs with respect to general filtrations and applications to insider finance, SAMSA Conference, Dar es Salaam,Tanzania, Nov 23-27, 2009

135. Øksendal, Bernt. Singular stochastic control and optimal stopping with partial information, National University of Singapore, Dec 9-16, 2009

136. Aase, Knut. The investment horizon problem: A resolution. The 36th Seminar of the European Group of Risk and Insurance Economists (EGRIE), Bergen, Norway Sep 21-23, 2009

137. Aase, Knut. The investment horizon problem: A resolution. SAMSA Conference, Dar es Salaam,Tanzania, Nov 23-27, 2009

46

CMA2009


8b. Contributed scientific talks, posters etc 2009

1. Bae, Egil; Tai, Xue-Cheng. Efficient Global Minimization for the Multiphase Chan-Vese Model of Image Segmentation. 7th International Conference on Energy Minimization Methods in Computer Vision and Pattern Recognition, Bonn, Germany, Aug 24-27, 2009

2. Barth, Andrea. Modeling of Energy Forwards: An infinite dimensional approach. International Conference on Stochastic Analysis and Applications, Hammamet, Tunesia, Oct 12-17, 2009

3. Barth, Andrea. FEM for martingale-driven SPDE’s. 33rd Conference on Stochastic Processes and Their Applications, Berlin, Germany, Jul 27-31, 2009

4. Brodtkorb, Andre. GPU Accelerated Approximative Implicitization, 2009 SIAM/ACM Joint Conference on Geometric and Physical Modeling, San Francisco, USA, Oct 11, 2009

5. Brodtkorb, Andre. Efficient GPU-based algorithms for solving systems of conservation laws, First International Workshop on Computational Engineering, Herrsching am Ammersee, Germany, Oct 14, 2009

6. Carlsson, Mats; Hansteen, Viggo; Gudiksen, Boris. Chromospheric heating and structure: 3D simulations, Conference on Chromospheric structure and dynamics, National Solar Observatory, Sunspot, USA, Aug 31 – Sep 4, 2009

7. Carlsson, Mats; Watanabe, H; Rouppe, Van Der Voort Luc; Hansteen, Viggo; Vissers, GJM. Mass motions in type II spicules. Hinode 3rd Science Meeting, National Astronomical Observatory of Japan, Tokyo, Japan, Dec 1-4, 2009

8. Dokken, Tor. Isogeometric Representation and Analysis - Bridging the Gap between CAD and Analysis. 47th AIAA Aerospace Sciences Meeting Including The New Horizons Forum and Aerospace Exposition, Orlando, Florida, Jan 5-8, 2009

9. Dokken, Tor. Higher Order Shape Representations for Increased Quality of Experience in 3D Internet. IADIS International Conference Web Virtual Reality and Three-Dimensional Worlds 2009, Algarve, Portugal, Jun 20-22, 2009

10. Dokken, Tor. Challenges of Isogeometric Representation for CAD. 2009 SIAM/ACM Joint Conference on Geometric & Physical Modeling, San Francisco, USA, Oct 5-8, 2009

11. Dokken, Tor. Problems for 3D Internet, 2009 SIAM/ACM Joint Conference on Geometric & Physical Modeling, San Francisco, USA, Oct 5-8, 2009

12. Fuchs, Franz Georg. High Order Well Balanced Finite Volume Schemes for for Simulating Wave Propagation in Stratified Magnetic Atmospheres. Conf. on Numerical approximations of hyperbolic systems with source terms and applications, Bilbao, Spain, Sep 7-11, 2009

13. Anchersen, K; Hansteen, Viggo; Gossop, M; Clausen, T; Waal, H. QTc Prolongation during opioid maintenance treatment: congenital long QT syndrome and cardiac management. The 2009 ISAM/CSAM Annual Conference; The International Society for Addiction Medicine, Calgary,

Canada, Sep 23-26, 200914. Hjorth-Jensen, Morten. Computers in Science Education,

Department of Physics and Astronomy, Seattle, USA, Apr 28, 2009

15. Kosinka, Jiri. On Some Properties of Warren-Wachspress Mappings, Conference on Geometry: Theory and Applications, Pilsen, Czech Republic, Jun 29 – Jul 2, 2009.

16. Kosinka, Jiri. On the Injectivity of Barycentric Mappings, Algebraic Geometry and Geometric Modeling, Lijiang, China, Jul 21–26, 2009

17. Kosinka, Jiri. Injective Planar Deformations Using Barycentric Coordinates, 29th Conference on Geometry and Computer Graphics, Doubice, Czech Republic, Sep 7–10, 2009.

18. Kosinka, Jiri. On the Injectivity of Generalized Barycentric Mappings, SIAM/ACM Joint Conference on Geometric and Physical Modeling, San Francisco, USA, Oct 5–8, 2009

19. Kvaal, Simen; Halvorsen, Tore. One gauge to rule them all - Gauge-invariant grid discretizations. Conference on Studies of Atoms and Molecules with “New Light Sources”, Aarhus, Denmark, May 27-29, 2009

20. Kvaal, Simen. Rigorous analysis of ab initio calculations for parabolic quantum dots. Conference on Confrontation and convergence in nuclear theory, Trento, Italy, Jul 27-31, 2009

21. Lempa, Jukka. On Exogenously Restricted Stochastic Control of Diffusion Processes. 33th Conference on Stochastic Processes and Their Applications, Berlin, Germany, Jul 27-31, 2009

22. Lie, Knut-Andreas; Krogstad, S; Nilsen, HM; Natvig, JR; Skaflestad, B; Aarnes, JE. A multiscale mixed finite-element solver for three-phase black-oil flow. 2009 SPE Reservoir Simulation Symposium, The Woodlands, Texas, USA, Feb. 2-4, 2009

23. Milko, S; Melvær, Eivind Lyche; Samset, Eigil; Kadir, T. A Novel Method for Registration of US/MR of the Liver Based on the Analysis of US Dynamics. MICCAI 2009, Imperial College London, UK,Sep 20-24, 2009

24. Piaskowska, Katarzyna. On solutions of a generalized formulation for a new turbulent flow model. The 4th PhD Students and Young Scientists Conference “Young scientists towards the challenges of modern technology”, Warsaw University of Technology, Poland, Sep 21–23, 2009

25. Quak, Ewald. The FOCUS K3D Project: 3D Shapes & Semantics, Forward Looking Session 2009 at the Joint SIAM/ACM Conference on Geometric and Physical Modeling, San Francisco, USA, Oct 5–8, 2009

26. Risholm, Petter. Intra-operative adaptive FEM-based registration accommodating tissue resection. SPIE Medical Imaging 2009, Orlando, USA, Feb 7-12, 2009

27. Risholm, Petter; Samset, Eigil; Talos, IF; Wells, W. A Non-Rigid Registration Framework that Accommodates Resection and Retraction. Information Processing in Medical Imaging, Williamsburg, USA, July 5-10, 2009

28. Ta, An Thi Kieu. Stochastic linear quadratic optimal control problem with jumps. International conference on Stochastic Analysis and Applications, Hammamet, Tunisia, Oct 12-17, 2009.

47

CMA2009


29. Ta, An Thi Kieu. A maximum principle for stochastic differential games with g-expectations and partial information. Workshop on Optimal Stopping and Singular Stochastic Control Problems in Finance, Singapore, Dec 8-18, 2009.

30. Ulusoy, Suleyman. Stability of entropy solutions for Levy mixed hyperbolic-parabolic equations, Workshop on Differential Equations and Applications III, Sakarya University, Turkey, Apr 17, 2009.

31. Ulusoy, Suleyman. Asymptotic equipartition and exponential decay of weak solutions in Hele-Shaw flow problem, Workshop on Energy-Driven Systems at Carnegie Mellon University, USA, Aug 27-29, 2009

32. Yolcu Okur, Yeliz. A Malliavin calculus approach to general stochastic differential games with partial information. International Conference on Stochastic Analysis and Applications, Hammamet,Tunisia, Oct 12-16, 2009.

33. Yolcu Okur, Yeliz. A Malliavin calculus approach to general stochastic differential games with partial information. Second SMAI European Summer School in Financial Mathematics, Paris, France, Aug 24-29, 2009

34. Yolcu Okur, Yeliz. SDE solutions in the space of smooth random variables. Workshop on Non-Semimartingale Techniques in Mathematical Finance, Espoo,Finland, May 26-28, 2009

35. Aase, Knut. Product development – Life. Poster session NORIS 2009, Helsinki, Finland, Aug 25-26, 2009

8c. Talks for general audiences, public outreach 2009

1. Carlsson, Mats. Solen, vår nærmeste stjerne. Askim Rotary, Askim, Norway, Feb 10, 2009

2. Carlsson, Mats. Solen - vår nærmeste stjerne. Realistforeningen, Oslo, Norway, Mar 26, 2009

3. Carlsson, Mats. The Sun - our closest star. NTNU, Trondheim, Norway, Nov 13, 2009

4. Dahle, Håkon. Solsystemet, Haugenstua skole, Oslo, Norway, Feb 3, 2009

5. Lilje, Per. Kosmologi i Astronomiåret 2009. Oslo katedralskole, Norway, Feb 23, 2009

6. Lindstrøm, Tom. Differensialligninger. Etterutdanningsdag for matematikklærere i Møre og Romsdal, Aschehoug, Molde, Norway, Jan 20, 2009

7. Lindstrøm, Tom. Differensialligninger. Cappelenseminar, Oslo, Norway, Jan 30, 2009

8. Lindstrøm, Tom. Fermats siste teorem. University of Stavanger, Stavanger, Norway, Mar 3, 2009

9. Lindstrøm, Tom. Fraktaler - matematisk tankespinn med praktiske anvendelser? Fagdag i matematikk, Oslo Handelsgymnasium, Oslo, Norway, Mar 2, 2009

10. Lindstrøm, Tom. Hvor mange bør ”egentlig” studere realfag? Cappelenseminar, Oslo, Norway, Jan 29, 2009

11. Lindstrøm, Tom. Hvordan går det med matematikkunnskapene i Norge? Nasjonalt råd for teknologi, Kongsberg, Norway, Oct 22, 2009

12. Mørken, Knut. Matematikk i lyd, bilder, film og dataspill.

Åpen dag 2009, University of Oslo, Norway, Mar 5, 200913. Mørken, Knut. Computers in Science Education.

Personalseminar at Østfold college, Norway, Mar 7, 2009 14. Mørken, Knut. Digital lyd og matematikk.

Realistforeningens 150 års jubileum, Oslo, Norway, May 5, 2009

15. Malthe-Sørensen, A; Mørken, Knut. Hvordan gjøre Norge internasjonalt ledende i realfagsundervisning: Hvordan UiO ble ledende i realfagsundervisning, og hvordan det kan videreføres nasjonalt. Presentation given to cabinet minister Thora Aasland and her staff at The Ministry of Education and Research, Oslo, Norway, Dec 8, 2009

16. Quak, Ewald. Presentation, Workshop on IRSES project proposals in the EU FP7 PEOPLE program, Norwegian Research Council, Mar 17, 2009

17. Quak, Ewald. Presentation, Workshop on IAPP project proposals in the EU FP7 PEOPLE program, Norwegian Research Council, May 5, 2009

18. Quak, Ewald. The CENS-CMA Project Experiences, Seminar on International Research Links, Estonian Academy of Sciences, May 20, 2009

19. Quak, Ewald. Moderation of the panel discussion “Global System Dynamics and Policies”, Estonian Academy of Sciences, Aug 18, 2009

20. Quak, Ewald. Moderation of the panel discussion on Future Research Trends in Geometric Design, Joint SIAM /ACM Conference on Geometric and Physical Modeling, San Francisco, USA, Oct 5, 2009

21. Quak, Ewald. Presentation, Workshop on ITN project proposals in the EU FP7 PEOPLE program, Norwegian Research Council, Nov 23, 2009

22. Reimers, Martin. Matematikk og beregninger i 3D-dataspill. Åpen dag 2009, University of Oslo, Norway, Mar 5, 2009

23. Risebro, Nils Henrik. A network model of conflicts. FFI Kjeller, Norway, May 20, 2009

24. Samset, Eigil. Visualisering av store petroleumsreservoarmodeller, Petroleumsdagen, University of Oslo, Norway, Feb 2, 2009

25. Samset, Eigil. Visualisering av store petroleumsreservoarmodeller. Petroleumsdagen, Høgskolen I Oslo, Norway, Oct 22, 2009

48

Appendix 9MEdIA APPEARANCES 2009

9a. TV

• TV2 “God morgen Norge” (11.02.2009) Håkon Dahle interviewed on “Mørk materie”

9b. Radio

• NRK P2 “Verdt å vite” (15.05.2009) Per Lilje interviewed on “Planck”

9c. Newspapers

• Asiaone NEWS (19.11.2009) Xue-Cheng Tai article “NTU don wins China prize”

• The Straits Times, A Singapore newspaper (19.11.2009) Xue-Cheng Tai article “NTU don wins China prize”

• Dagbladet (15.05.2009) Per Lilje interviewed on “Oppskytningen av Planck”

• Aftenposten.no (04.02.2009) Håkon Dahle interviewed on “Kometen Lulin kommer”

9d. Magazines

• TEKNA (15.09.2009) Anders Malthe-Sørensen and Knut Mørken interviewed: ”Realfagrevolusjon i Oslo”

• Apollon (01.06.2009) Fred Espen Benth interviewed: “Shopper uvær”

• Apollon (01.06.2009) Morten Hjorth-Jensen, Knut Mørken and HP Langtangen. Article: ” Verdensledende i moderne realfagsundervisning”.

• Uniforum (26.03.2010) Bernt Øksendal interviewed on ”Matematikkprofessor tildelt 16 millionar frå EU”.

9e. Internet

• http://www.newsinenglish.no/News "Views and News from Norway" (02.11.2009) Paul C. Kettler interviewed: “American leads Nordic chapter of prestigious research group”

• http://www.scitopics.com (12.01.2009) Dr. Arkadi Berezovski presented the article Multiscale dynamics of inhomogeneous solids

49


CMA2009

C E N T R E O F M A T H E M A T I C S F O R A P P L I C A T I O N S

V I S I T A D D R E S S : M O L T K E M O E S V E I 3 5M A I L A D D R E S S : P . O . B O X 1 0 5 3 B L I N D E R E NN O - 0 3 1 6 O S L O , N O R W A Y

P H O N E : [ 4 7 ] 2 2 8 5 5 9 5 9F A X : [ 4 7 ] 2 2 8 5 4 3 4 9E - M A I L : C M A - I N F O @ C M A . U I O . N OW E B : W W W . C M A . U I O . N O

foto

/ la

yout

: pro

pelld

esig

n.no

centre of mathematics for applications · differential equation methods, and strengthen the link to...

Documents