ANNUAL REPORT 2009 CMA in BRIEF in 2009 (2008 Numbers in Parentheses)

CENTRE OF MATHEMATICS FOR APPLICATIONS

ANNUAL REPORT 2009 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 meantime we have strengthened our project results achieved in 2009, which has been the most portfolio, and include now projects that will extend productive year so far. The section “Scientific activity beyond 2013 when CMA completes its Centre of report” and not the least the appendices with a Excellence grant period. We are proud to highlight complete overview on all details document this Professor Bernt Øksendal’s “ERC Advanced Grant” statement. We are harvesting from several years of – a highly prestigious European award – which was conscientious investment in research and hard work: granted for five years in 2009. 170 papers were published in international journals in 2009 (corresponds to 2.6 articles per person-year), The 2007-revised research plan remains the beacon compared to about 110 – 125 earlier. Many of the for all our activities. It has challenging, though realistic papers are published in journals of the very highest goals. In the revision, we included a set of defined quality. focus areas, and also some quantitative goals. We started last year on reporting the progress of these in Eleven PhD students defended their theses in the annual report, and we continue with updates and 2009, up from five in 2008. 39 PhD-students have new information in the present report. completed their degrees since CMA’s start in 2003. CMA will reach its goal of 60 during its 10 Centre of We are enthusiastic about the unique opportunity Excellence-years as planned. which the Centre of Excellence-scheme provides us for performing key research and research training. The process of preparing an afterlife for CMA is We are grateful to the Research Council of Norway progressing and the dialogue with The University of and to our host, the University of Oslo, for providing Oslo in that respect is constructive. In the excellent working conditions.

02 Content

CMA in brief in 2009 2 Summary 2 Highlights 4 Revised research plan 5 SCIENTIFIC ACTIVITY REPORT 2009 6 Geometry 6 Stochastic analysis 7 Differential Equations8 Astrophysics 9 Quantum Mechanics 10 Publications 2009 10 Main events 2009 10 PRIZES AND AWARDS 12 MANAGEMENT 13 Daily leadership 13 The Board 13 Scientific Advisory Board13 ECONOMY 14 Total revenue and expenditure figures14 Main conclusions and remarks 14 THE PEOPLE 15 Staff and members 2009 - Status and statistics15 Person-years in 2009 and estimates for 2010 15 Technical and administrative staff15 Guests 16 RESEARCH EDUCATION 16 Researcher school 17 BASIC EDUCATION 17 Computers in Science Education 17 COOPERATION 18 Cooperation with the University of Oslo 18 Active Partner, SINTEF 18 National cooperation 18 International collaboration 18 HEALTH, ENVIRONMENT AND SAFETY 19 PUBLICOUTRE ACH 19 APPENDICIES 20

03 CMA 2009

Highlights

In 2009 professor Bernt Øksendal received an ERC Advanced Our solar physisists developed numerical models that Grant with the project “Innovations in Stochastic Analysis succesfully reproduced a number of observations showing how and Applications with emphasis on Stochastic Control and magnetic flux tubes are heated in the chromosphere and how Information” (INNOSTOCH). This prestigious grant will increase magnetic field foot-point motions create complex toplologies the activity of CMA in this innovative area significantly in the affecting waves in the chromosphere. The enigmatic years to come and further enable the group to solve challenging chromosphere is the transition between the solar surface and scientific problems that will move the frontiers in stochastic the eruptive outer solar atmosphere. Small-scale processes analysis. play a pivotal role in defining the intricate fine structure and enormous dynamics of the chromosphere, controlling a CMA arranged two major international conferences in 2009: reservoir of mass and energy much in excess of what is sent up The “Second International Conference on Scale Space Methods into the corona. and Variational Methods in Computer Vision” was held in Voss, Norway on June 1–5, which gathered close to 100 participants The premier highlight for the cosmology group in 2009 was from around the world. Xue-Cheng Tai was the chief organizer, not mathematical. It was the perfect launch on the 14th of May closely assisted by Knut Mørken and Knut-Andreas Lie. They of the spacecraft Planck from Kourou in French Guyana with were also the editors of the subsequent Proceedings volume, an Ariane 5 launcher. The satellite is now scanning the sky on published in the Springer series Lecture Notes in Computer frequencies from 30 to 800 GHz and is providing us with the Science. As a part of the ESF-based network AMaMeF (16 data on which we will apply all our mathematical-statistical European partners, and chaired by Bernt Øksendal and Giulia methods. Di Nunno), a General Conference is organized every year. In 2009 CMA took the organizing responsibility for the 4th in Together with colleagues from Tokyo University (Prof Takaharu this series. It took place in Ålesund from May 4-10 and brought Otsuka and collaborators), CMA’s group in quantum mechanics together 100 participants from Norway and abroad. has studied simple and novel features of nuclear forces and how they affect the stability of matter. The article appeared The paper [G. M. Coclite and K. H. Karlsen. On the well- in the January 4 issue of Physical Review Letters and was posedness of the Degasperis-Procesi equation, 2006] is highlighted in a recent Physics viewpoint, see http://physics. the most cited article published in the renowned Journal of aps.org/articles/v3/2. A central issue in basic nuclear physics Functional Analysis in the last five years (February 2010). research is to understand the limits of stability of matter starting from its basic building blocks, either protons and Holden, Karlsen and Risebro, together with the Fields- neutrons or quarks and gluons. To achieve this implies the medal award winner Terrence Tao (UCLA), have proved the development of a comprehensive description of all nuclei and convergence of operator splitting for the KdV equation. This their reactions, based on a strong interplay between theory and involved writing the solution operator for the KdV equation as experiment. This interplay aims in particular at a fundamental a limit of the concatination of the solution operators for the understanding of unstable and rare nuclei. These rare nuclei Burgers’ equation and Airy’s equation. In this concatenation, lie at the heart of nucleosynthesis processes in the universe each operator works for a small time h, and as h vanishes, the and are therefore an important component in the puzzle of solution of the KdV equation is recovered. Furthermore, we matter generation in the universe. In the above article, global established a precise estimate of the difference between properties of nuclei at the limits of stability could be explained the exact solution and the approximation. In this work via simple interpretations of the nuclear forces, in particular its we developed new techniques for working with operator tensor force components. splitting, and these are likely to lead to new results for such approximations to other equations.

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

» 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 Numerical methods for computations on Riemannian manifolds have differential equation methods, and strengthen the link to applications been developed by Reimers. The development of these new algorithms in medicine. is useful for medical applications.

Maintain the stochastic analysis group as a leading international The most significant evidence that the group stays at the front of research group in mathematical finance, and to increase the activity international research is Professor Øksendal’s Advanced Grant. in other areas of applications like electricity markets and insurance According to plans, also the group has been extended with a postdoc mathematics. from Agder on electricity markets.

Strengthen the basic activity in mathematical and numerical analysis Christiansen and Halvorsen developed a theoretical framework of partial differential equations, and use this foundation as a basis for Lattice Gauge Theory. Through this research they have madea for increased focus on industrial projects and on scientific problems significant contribution to the mathematical understanding of basic arising outside mathematics. algorithms frequently used by physicists.

The astrophysics group completed the development of a 3D Radiation- Stimulate further the ongoing interdisciplinary activity engaged Magneto-Hydrodynamic code with general boundary conditions. in developing new numerical schemes for radiation magneto- The code is now being used for a number of scientific studies in hydrodynamics, as motivated from the modeling of the outer solar astrophysics. Furthermore, the group in partial differential equations atmosphere. produced two public codes for MHD-systems, designed to simulate wave propagation in stellar atmospheres.

During the year, we organized several international conferences or Continue: to organize workshops and conferences focusing on the workshops which have placed CMA in forefront of the development various parts of the research plan, to invite guests, both prominent in key research areas. We exemplify by the two major international international experts and promising young research talents, and conferences specified in the “Highlights”, but also the workshops: to send our own researchers out to present their and CMA’s recent “Numerical aspects of nonlinear PDEs of hyperbolic type”, and results and achievements “Compatible and innovative discretizations of PDEs”.

Seek new opportunities to extend our international network, both Our PDE group formalized and extended its collaboration with German by partnerships with relevant institutions, as well as through joint groups, especially in Göttingen, Stuttgart, and Würzburg. 2009 brought proposals for EU- and other international funding one new EU-funded project, the Advanced Grant “Innostoch”.

11 PhD dissertations took place in 2009, the highest number per year Maintain a well-functioning national Research School in mathematics so far. 9 postdoc fellows completed contracts of at least two years for applications, where a number of PhD and postdoc fellows work duration, and several new fellows have been included during the year with related problems in a stimulating environment. so the group still maintains its power in size.

Continue to provide a top quality scientific environment for the The project is expanding to new areas, and is increasing in significance teaching project “Computers in Science Education.” and visibility, also internationally.

Prepare to continue these vigorous research efforts after the funding We had fruitful discussions with our scientific advisory board on these from the Research Council has ended. 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)

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

Scientific Activity Report 2009

Geometry

The activity in Geometry focuses on geometric modelling. new methods for the Shape From Shading problem in computer Many scientific and industrial problems require a digital vision. description of geometry. The CMA research in this area is based on combining techniques and theory from splines and Floater and Kosinka extended their injectivity result for mesh based modelling, algebraic methods and differential Wachspress mappings to the transfinite interpolants of Warren equation methods. et al. Floater completed a paper on multivariate chain rules for divided differences, and collaborated with Hormann, Goldman, The following personnel were part of the Geometry group in 2009: and Cashman on non-linear subdivision. Floater also hosted a visit from Berrut and Klein, and together they obtained new • Full time senior scientists: Geir Dahl, Geir Ellingsrud (from results on approximation by barycentric rational interpolation. Aug), Michael Floater, Tom Lyche, Knut Mørken, Ragni Piene, and Martin Reimers Piene collaborated with Steven Kleiman (MIT, USA) on • Adjunct researchers: Tor Dokken, Truls Flatberg (until enumerative geometry related to string theory in physics, September), Carlo Mannino ( from October) Ewald Quak, in particular obtaining new results on Hilbert schemes. She and Eigil Samset continued the collaboration with Sandra Di Rocco (KTH, • Postdoc fellows: Jiri Kosinka Stockholm) and Alicia Dickenstein (Buenos Aires) on toric • PhD-students: Egil Bae, Oliver Barrowclough (Sintef/SAGA, varieties, and with Raquel Mallavibarrena (Madrid) and from Oct 09), Sverre Briseid, André Brodtkorb, Solveig Antonio Lanteri (Milano) on the study of inflection loci of Bruvoll, Heidi Dahl (Sintef/SAGA, from Apr 09), Trond scrolls over an arbitrary base. CMA is the hub of the Marie Runar Hagen, Eivind Lyche Melvær, Torgunn Karoline Moe, Curie Initial Training Network SAGA ShApes, Geometry and Heidi Mork, Georg Muntingh, Nicolai Qviller (from sep 09) Algebra (2008-2012) http://saga-network.eu with SINTEF the Atle Riise, Petter Risholm, Christian Schulz, Martin Sætra, coordinator, headed by Tor Dokken, and with Piene as an other Nelly Villamizar (from Sep 09) CMA participant. Out of the ten Early Stage Researcher (ESR) Fellows in SAGA four will be closely related to CMA through Lyche has worked on modeling issues in isogeometric analysis, PhD-studies, three by being employed by the Norwegian where one uses the spline representation of the geometry SAGA-partners CMA, SINTEF and Kongsberg Oil & Gas as a basis for a finite element analysis, and with Zvi Ziegler Technologies. from Technion, Israel he worked on perturbation theory for spline approximation. Together with Elaine Cohen and Richard Dahl worked on combinatorial matrix theory and studied Riesenfeld from Utah he has also worked on a history of structrual properties and completion problems for a subclass Computer Aided Manufacturing. of the set of permutation matrices, motivated by the popular combinatorial game of Sudoku. Dahl also worked on polyhedra Mørken, together with Tai and Lie from the pde group, was in connection with the notion of majorization in matrix theory, responsible for the organisation of the Second International and established important properties of such polyhedra. In Conference on Scale Space and Variational Methods in this area he also collaborated with Richard Brualdi (Univ. of Computer Vision (in Voss, Norway, June 1–5), which gathered Wisconsin). Moreover Dahl investigated and proved results on close to 100 participants. The conference proceeding was packing of disjoint congruence classes; these are combinatorial published in the Springer series Lecture Notes in Computer results with applications in timetabling for e.g. subways. Science. Mørken, Floater and Lyche, together with three Fred E. Benth (CMA), Dahl and Carlo Mannino (University of colleagues, also edited the proceedings of the Seventh Rome/Ifi) studied a statistical model of correlated defaults in International Conference on Mathematical Methods for financial systems, and showed how optimization may be used Curves and Surfaces, Tønsberg, Norway, in 2008. Reimers and to predict and improve such systems. Mannino also worked Mørken worked on generalising the method for finding zeros on combinatorial optimization in connection with wireless of splines so that it would yield quadratic convergence also for network design with focus on polyhedral properties and multiple zeros. Mørken also worked on other spline algorithms algorithms. Mannino was awarded the Excellence in Practice that exploit the close relation between a spline function Award by the European Association of Operational Research and its discrete representation. Together with a swedish Societies for his work on optimization in scheduling problems, group, Reimers developed new methods for computing see “Prizes and Awards” for further details. geodesic distance with respect to Riemannian metrics and for computing Riemann Normal Coordinates on meshes. Reimers / Geometry and PhD student Solveig Bruvoll worked on

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

Stochastic analysis

Stochastic analysis is the mathematical language for analysis approach to the real estate market. A stochastic variance of stochastic processes. The core of the theory is integration ratio test to discriminate between time and space effects of and differentiation of processes, and it is the main framework discrepancy between filtrations has been proposed. Continuing for studying random phenomena in nature and life. The our studies of delay equations, optimal stopping has been group at CMA has continued their research on theoretical analyzed in Levy-driven equations. Stochastic analysis from a developments and practical applications of stochastic non-standard perspective for fractional Brownian motion and analysis, with mathematical finance being the key motivation. diffusions has been analyzed. Finally, new results on strong solutions of stochastic differential equations have been The following personnel were part of the Stochastic analysis developed, based on the construction of new function spaces group in 2009: for generalized random variables.

• Full time senior scientists: Fred Espen Benth, Giulia Di The group has a strong focus on applications of stochastic Nunno, Tom Lindstrøm, and Bernt Øksendal, analysis in energy markets and insurance mathematics. In • Adjunct researchers: Yaozhong Hu, Rüdiger Kiesel, Tusheng 2009 CMA co-organized with University of Agder the Energy Zhang, and Knut Aase Finance conference, attracting many leading researchers • Postdoc fellows: Jukka Lempa, Thilo Meyer-Brandis (until and practitioners from Europe and Canada. On the scientific Mar), Trygve K. Nilssen (from May), Olivier Pamen (from side, a project has aimed at using ambit processes to model Nov), An Ta Thi Kieu. energy markets. Part of this project has resulted in new insight • PhD-students: Andrea Barth, Sven Haadem (from Aug), in the connection between ambit processes and solutions of Asma Khedher, Mark Rubzov, Maren Schmeck (from Aug), stochastic differential equations. The question of stochastic Linda Vos, and Yeliz Yolcu Okur volatility in energy markets has been further investigated, and resulted in a major development of a general model. Recently, Stochastic control theory and applications to portfolio the group has become involved in the analysis of user-time optimization problems has been a long-time focus point of contracts, which is a particular type of swing option. The group the research of the stochasticians at CMA. One project has has taken part in a larger project where the forward surface dealt with bounded variation control of diffusions under of mortality has been modeled using techniques from infinite time uncertainty, that is, optimization problems where there dimensional stochastic analysis. This has led to new insights in is an exogenous stochastic constraint on controllability mortality risk management in life insurance. of the underlying process. Over the years the group has been internationally leading in the development and use Of a more organizational nature, Øksendal and Di Nunno of the maximum principle for optimal stochastic control. continued in 2009 as chair and co-chair, respectively, of the These studies have been continued, and new extensions of ESF program “Advanced Mathematical Methods for Finance” the principle have been found for anticipating stochastic (AMaMeF). This program involves at present 16 European differential equations driven by a Levy-type of noise. We member countries. Within the activity of this program, CMA have applied this result to optimal portfolio and optimal together with AMAMEF have organized a conference in consumption problems for an insider in the financial market. Ålesund of large participation. Also, Øksendal and Di Nunno New results for backward stochastic differential equations continued as the Norwegian contact persons for the NOMA have been found in connection to insider problems in another program “Southern African Masters Program in Mathematical project. Modelling”, which is based in Dar es Salaam, Tanzania. Finally, Tom Lindstrøm has been contributing to the CSE project, in Within our studies of the anticipating calculus we have particular finishing a textbook on several variable calculus from deepened our understanding of the Skorohod integral. the CSE perspective Noteworthy, we have introduced the concept of a Skorohod- semimartingale and proved that they admit a unique / Stochastic Analysis 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

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

Differential equations

Partial differential equations are one of the most fundamental publicly in 2009. The group was successful in designing stable tools in the construction of mathematical models in science high-resolution well-balanced schemes for the stratified and technology. The activity in differential equations at MHD equations. These schemes were used to simulate wave CMA is devoted to theoretical aspects of partial differential propagation in both iso-thermal as well asnon-isothermal equations and to the numerical treatment of such problems. model stellar atmospheres. The code was validated on data sets, based on the observations. The schemes were The following personnel were part of the Differential equations implemented in the form of a massively parallel code termed group in 2009: SURYA, slated for public release later this year.

• Full time senior scientists: Snorre H. Christiansen, Kenneth Mishra, together with E. Tadmor (University of Maryland, H. Karlsen, Nils Henrik Risebro, and Ragnar Winther, College park, U.S.A) developed a new framework of numerical • Adjunct researchers: Jörg Frauendiener, Helge Holden, schemes for systems of conservation laws based on rewriting Knut-Andreas Lie, and Xue-Cheng Tai, standard edge centered finite volume schemes in terms of • Postdoc fellows: Franz Fuchs (from Oct), Runhild Aae vortex centered potentials. The schemes are genuinely multi- Klausen, Siddhartha Mishra (until Aug), Ilia Musco, dimensional, flexible, entropy stable and satisfy discrete Francisco Petitta (until Apr), Xavier Raynaud, Mattias versions of constraints like divergence in the ideal MHD Sandberg (Until Jun), Claire Scheid (until Sep), Magnus equations and vorticity in the system wave equations. Together Svärd, and Suleyman Ulusoy (Until Sep), with U. S. Fjordholm (ETH Zurich, Switzerland), Mishra devised • PhD-students: Franz Fuchs (until Sep), Tore Halvorsen, a novel finite volume scheme for preserving vorticity in the Trygve Karper, Ujjwal Koley, Peter D. Rippis, and Agnieszka shallow water equations. Koley, Mishra, Risebro and Svaerd Wasylevicz have designed high-order schemes for the initial boundary value problem corresponding to the resistive magnetic The main result of a paper by Holden and Karlsen, together with induction equations. Mishra, together with P. G. LeFloch (Univ. D. Mtrovic (Montenegro) and E. Panov (Novgorod), implies the et. Pierre Marie Curie, Paris, France) analysed and numerically existence of solutions to degenerate parabolic convection- simulated non-classical shocks in a model MHD system and diffusion equations with discontinuous flux. It provides a determined the corresponding kinetic relations. framework in which one can prove convergence of various types of approximate solutions such as those generated by the Holden and Raynaud, together with Ehrnstrom (Leibnitz vanishing viscosity method and numerical schemes. Together Universität, Hannover) presented a symmetry result for with R. Burger (Concepcion) and J. Towers (San Diego), Karlsen travelling waves which holds for a large class of equations has developed numerical schemes for clarifier-thickener units arising in the theory of water waves. Together with Bressan (used for solid-liquid separation), modeled by a non-linear (Penn. State, USA) they also solved a stability problem for conservation law with a discontinuous flux. They prove that the Hunter-Saxton equation by introducing a new metric the scheme converges to a weak solution. In a joint paper with whose construction is inspired by ideas from differential S. Cifani and E. Jakobsen (Trondheim), Karlsen has also analyzed geometry. Furthermore, they have constructed a semigroup discontinuous Galerkin methods for solving conservation of solution to the nonlinear variational wave equation, arising laws perturbed by a fractional diffusion operator. Various as a model for liquid crystals, which allows for a framework in stability and error estimates are established. which thesolutions can naturally be prolongated beyond the discontinuities. Holden, Karlsen, Lie and Risebro have finished Karlsen and Karper have in developed numerical schemes to their long lasting book project “Splitting Methods for Partial approximate solutions of compressible Stokes-type systems. Differential Equations with Rough Solutions”. The key aspect This work has addressed a fundamental problem in the of this book is the systematic fusion of numerical methods numerical analysis of compressible viscous flows, namely, do and mathematical theory. Much of the material of this book is numerical schemes converge to a (weak) solution as the grid taken from the authors’ research in the last 15 years. 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 Christiansen, Winther and their collaborators’ work has been vector calculus (div & curl relations, Hodge decompositions, concerned with numerical analysis tools for partial differential etc.) to numerical approximations. equations expressed in terms of differential forms. These are useful in particular for wave-equations from theoretical Fuchs, McMurry, Mishra and Risebro together with K. Waagan physics such as Yang-Mills equations and general relativity. (NCAR, Boulder, USA) continued the development of robust Christiansen, Halvorsen and Scheid have continued their high resolution finite volume schemes for the ideal MHD work on the Maxwell-Klein-Gordon equation. Christiansen equations based on a suitable upwinding of the Godunov- and Scheid have proved convergence for a constrained finite Powell source term and positivity preserving high-order element discretization of it. With Halvorsen they have worked reconstructions. The schemes were implemented in the form a on extending this to a discretization based on Lattice Gauge massively parallel code termed ALSVID which was released Theory. Christiansen and Halvorsen have adapted

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

Lattice Gauge Theory to a finite element setting yielding a and how the magnetic field often is wrapped around such gauge invariant discretization of the Schrödinger eigenvalue concentrations through foot-point motion leading to helical problem. Christiansen has refined some results concerning a topologies that guide magneto-acoustic waves. A third result Galerkin version of the div-curl lemma. With Kvaal, Halvorsen is an explanation of apparent downdrafts observed in spectral has extended some aspects of Lattice Gauge Theory to higher lines formed at high temperatures - an observational fact that order discretizations. Musco and Rippis have continued their has defied explanation for decades. theoretical and numerical study of primordial black holes. Frauendiener has also worked on problems motivated by One of the central topics of the cosmology group at ITA has general relativity and discretizations thereof by for instance been the study of statistical isotropy and Gaussianity in the discrete differential forms. Winther, together with Arnold cosmic microwave background (CMB). In particular, based and Falk, has continued the development of finite element on the first data from the WMAP satellite, Eriksen, Hansen, exterior calculus in terms of differential complexes equipped Banday, Gorski and Lilje (2004) found the first signature with stable commuting projections. Winther, with Mardal, of a violation of statistical isotropy in the form of dipolar has also written a longer survey paper where they review distribution of fluctuation power, indicating that there are preconditioning strategies for systems of partial differential stronger fluctuations on one hemisphere than the opposite. equations. 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, Astrophysics showing that these anisotropies have high significance with the newest data and new analysis methods were published and The physical description of the outer stellar atmospheres have received much interest. These studies have been followed results in large sets of coupled partial differential equations. up with new studies. Groeneboom, Ackerman, Wehus and There are major difficulties in constructing numerical methods Eriksen have especially extended the methods to polarization for these equations related to highly nonlinear reaction data, master student E. Gjerløw, with H. K. Eriksen and others, terms and in devising proper boundary conditions, an activity have studied 2- and 3-point correlation functions of WMAP pursued at CMA. In addition, the activity in cosmology is polarization data, and master student J. Hoftuft with the rest focused on developing improved algorithms for studying of the group has compared the WMAP data with a simple stochastic fields on a sphere and applying them to data on the dipole-modulated signal with a new Bayesian method, giving Cosmic Microwave Background. strong evidence in the Bayesian log-evidence framework for such a dipole modulation. The following personnel were part of the Astrophysics group in 2009: A second main topic of the cosmology group is estimation of CMB power spectra and likelihoods, combined with foreground • Senior scientists: Mats Carlsson, Hans Kristian K Eriksen subtraction. The main computational engine we have focused (from Jul), Boris Gudiksen, Frode Hansen, Viggo Hansteen, on in this respect has been a particular CMB Gibbs sampling and Per Barth Lilje, algorithm. This work has continued at full speed during 2009, • Postdoc fellows: Håkon Dahle, Simona Donzelli, Hans with the goal of analysing data from the satellite Planck, Kristian Eriksen (until Jun), Jorrit Leenarts (until Oct), and which was was launched on May 14, 2009. Methods are now Sven Wedemeyer-Böhm, implemented on the real Planck data,however, non-disclosure • PhD-students: Patrick Antolin, Leandro Gomez de Jesus, agreements prohibit us from telling results before public relase Nicolaas Groenebom, Sigurd Næss, Kosovare, Olluri, in 2012.Method papers and applications to other (WMAP) data Øystein Rudjord, Juan Martinez Sykora are still publishable. A third main topic is to develop methods for detection of departures from gaussianity in the CMB signal, One of the major specific goals of the Physical Applications especially the non-gaussianities that can be produeced in Project in the Research Plan is to "Complete a 3D Radiation- specific inflation models of the early universe, parameterized Magneto-HydroDynamic code with non-restrictive boundary by a parameter called f_NL. We have especially conditions". This task has been completed and we have used been working on methods using a class of spin-wavelets (so- the code in several large-scale simulations of the outer solar called needlets) on the sphere. here we can mention a full atmosphere. determination of f_NL from WMAP data (Rudjord, Hansen et al. 2009), studies of the directional variation of f_NL (Rudjord, We have made a number of simulations of how magnetic field Hansen et al. 2010), and a study of how 1/f noise will affect the emerges from the deeper atmosphere and rises through the f_NL determination from Planck data (Donzelli, Hansen et al. photosphere and chromosphere. The emerging field interacts 2009). with the pre-existing field and the resulting reconnection powers chromospheric jets that are similar to observed / Astrophysics features. The simulations also show how magnetic flux concentrations are heated by currents in the chromosphere

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

Quantum mechanics to be able to carry out ab initio calculations for all doubly magic nuclei from 4He to 208Pb. This will put the theoretical The starting point for all of the group’s investigations is the modeling of nuclei in a position where truly quantitative development of appropriate techniques for studying systems and reliable predictions can be made. The coupled-cluster of many interacting particles, so-called many-body methods. machinery developed for nuclei can easily be extended to other The systems of interest span most of the fields in physics quantal systems as well, from atoms to studies of materials. covered by non relativistic quantum mechanics that is atomic, Linked with density functional theories, our research can molecular, nuclear and solid-state physics and the physics therefore provide an ab initio procedure for studies of most of quantum liquids. Beside the importance for our basic non-relativistic quantum mechanical systems. understanding of quantal systems, the capability to handle numerically quantum mechanical systems with many degrees Explicitly time-dependent many-body problems have also of freedom is of strategic importance for both the materials been the subject of attention. In particular, unbounded many- science and nanotechonology programs in Norway. Analytic body systems are of interest as they present a wide range solutions are rare or impossible to obtain. Thus to develop and of complex and relevant theoretical challenges - such as study stable numerical schemes is of utter importance. interference between various decay-channels, the population and decay of resonance states and inter-particle interactions The following personnel were part of the Quantum mechanics mixed with external perturbations. To this end, the extension group in 2009: of standard many-body techniques for structure calculations, • Senior scientists: Morten Hjorth-Jensen such as the coupled cluster method, to explicitly time • Adjunct researcher: David Dean, dependent problems has been a topic of interest. Moreover, • Postdoc fellows: Simen Kvaal and Sølve Selstø we have been able to generalize the concept of absorbing • PhD-students: Elise Bergli, Gustav Bårdsen (from Aug), Gustav boundary conditions to systems consisting of more than Ragnar Jansen, Maxim Kartamyshev, Torquil M. Sørensen one particle. This has been achieved via formalism used to describe open quantum systems. Imposing absorbing boundary Our research has focused mainly on many-body methods conditions makes it possible to describe unbound systems, applied to problems in solid state physics, atomic physics and which in general are not restricted in spatial extension, on a nuclear physics. In solid state physics the emphasis has been finite region of space, and it facilitates the interpretation of the on properties of so called quantum dots, and in particular on final state of the system after interaction. Several applications mathematical properties of various many-body techniques. Many of this technique is being developed. 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 Publications 2009 and large-scale diagonalization techniques. We have recently also developed variational and diffusion Monte Carlo codes for Appendices 7a – 7f plus parts of appendix 9 provide a studies of several quantum mechanical systems in both two and complete overview of all written output from the centre in three dimensions. Of particular interest last year are several 2009. Refereed journal articles count 170, all presented on studies of the mathematical convergence and stability criteria print in international journals, many of them being of the for large-scale diagonalization methods. These criteria were highest standard. With 120 published papers in 2008, CMA developed as part of Simen Kvaal’s PhD thesis and provide a priori has achieved a 41% growth in publications in 2009. With error estimates for large-scale diagonalization methods. The approximately 64 person-years in the centre in 2009, CMA criteria were developed for an expansion in terms of a harmonic produced 2.6 articles per person-year, which we consider a very oscillator eigenfunction basis. However, these results can good result. In addition 6 research monographs / books and 17 most likely be extrapolated to other basis sets and many-body chapters of anthologies were published. 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. Main events 2009

Furthermore, the last two years saw our first application We briefly present below our main research events, bringing of initio methods like coupled cluster theory to nuclei in the together hundreds of Norwegian and international researchers mass region from A=40 to A=56 and for the whole chain of in stimulating collaboration and transfer of knowledge. For isotopes such as the oxygen or the calcium isotopes. Our team statistical details on participants and lectures, see Appendix of researcher from Oslo and Oak Ridge National Laboratory 5. For more details on speakers, participants, programs has computed the binding energies, radii, and densities for and abstracts, please consult the CMA web for a complete selected medium-mass nuclei within coupled-cluster theory overview. employing unrenormalized nucleon-nucleon interactions. These calculations are now being extended to include three-nucleon A CMA-CTCC workshop on computational quantum mechanics: interactions and studies of heavier nuclei such as isotopes in From ab initio methods to density-functional theory, UiO, Oslo, the mass region of tin. Within the next few years we expect January 13, 2009

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

Many-body problems in physics and chemistry are today stable and powerful computational techniques for complex studied using a variety of methods. On the one hand, the problems arising in realistic applications, for which rigorous traditional many-body methods such as coupled cluster, analysis is out of reach. The purpose of the workshop was to configuration-interaction and Monte Carlo methods are bring together experts and junior researchers to discuss new continuously being refined and routinely applied to problems in trends and activities in numerical analysis, algorithms and quantum chemistry, nuclear, atomic, molecular and solid-state applications of hyperbolic and related PDEs. physics. On the other hand, recent developments in density- functional theory (DFT) have led to their widespread use in 2nd International Conference on Scale Space and Variational physics and chemistry, as a useful alternative to the more Methods in Computer Vision, Voss Norway, June 1-5, 2009 rigorous ab initio many-body methods. This workshop brought This biannual conference series is a merger of the Scale Space together people who work with different quantum-mechanical conferences and the Variational Level Set Methods conference. many-body methods, with an emphasis on the relationship The aim is to bring together two different communities with between ab initio and density-functional theories. common research interests: the one on scale space analysis and the one on variational, geometric and level set methods and Fourth General Conference on Advances Mathematical their applications in image interpretation and understanding. Methods in Finance, Rica Parken Hotel, Ålesund, Norway 4 -10 May 2009 Compatible and Innovative Discretizations for Partitial The European Science Foundation program “Advanced Differential Equations - Algorithms, analysis, and Mathematical Methods in Finance” (AMaMeF) was established implementation on the occasion of Ragnar Winther’s 60th in April 2005, and will run until 2010. Today 15 European birthday. CMA, June 18+19, 2009 countries are members of this program. CMA, represented The numerical solution of partial differential equations is a by Professor Bent Øksendal and assocate professor Giulia fundamental task in science and engineering. Recent research Di Nunno are chair and co-chair of the project. The purpose has focused on so-called ‘compatible discretization techniques’, of the program, as for the General Conference series, is defined as those discretization methods that inherit or to enhance the research in advanced mathematics and its mimic fundamental properties of the PDE such as topology, applications to finance. Researchers from all countries in the conservation, symmetries, and positivity structures and world are welcome to participate it this activity. As a part of maximum principles. Although this research has established its activity AMaMeF organizes a General Conference every a firm framework for the analysis of discrete PDE problems, year, in addition to several workshops. The first was held in most developers and users of scientific software for the Side, Turkey in April 2006, the second in Bedlewo, Poland in numerical solution of PDEs employ simple and less robust May 2007 and the third in Pitesti, Romania in May 2008. More methods. With this workshop we brought together researchers information about the program can be found at the web site: on the theoretical aspects of numerical methods and scientists http://www.iac.rm.cnr.it/amamef/ focusing on simulations and software development. As a simultaneous happening, we celebrated Ragnar Winther’s 60th A CMA workshop on Insurance mathematics and longevity risk, anniversary. CMA Oslo, May 20, 2009 This one-day workshop focused on recent progress in life Energy Finance, Kristiansand, Sep 24-25, 2009. insurance, with special emphasis on longevity risk modelling The energy markets are developing rapidly, with new and investment problems. The talks covered important areas marketplaces emerging globally for electricity, gas, weather of current research in life insurance given by world-leading and emission. The conference focused on recent trends in experts, and participants from both industry and academia modelling and management of risk in the energy markets, with attended. speakers from both industry and academia.

Workshop on Numerical Aspects of Nonlinear PDEs of International Conference on Stochastic Analysis and Hyperbolic Type, Centre for Advanced Studies, Oslo, May 26-27. Applications, Hammamet, Tunisia, Oct 12-17, 2009 Nonlinear partial differential equations (PDEs) of hyperbolic The conference brought together international researchers type are of fundamental importance in science and engineering, on a wide range of areas related to Stochastic Analysis and including fluid dynamics, acoustics, elastodynamics, its Applications, among them: Stochastic Analysis, Infinite geophysics, astrophysics, and many other disciplines. Closed Dimensional Analysis, White Noise Analysis, Mathematical form solutions are not available and numerical methods Finance, Mathematical Models in Physics, Biology, Stochastic (finite difference, finite volume, finite element, etc.) have to differential equations, Lévy Processes, Stochastic control and be applied. The field of analysis and justification of numerical filtering, Mathematical Physics. methods (stability, compactness and convergence, a priori or a posteriori error estimates, etc.), which often requires the use of The seminar series of 2009 sophisticated mathematics, has seen many advances in recent In addition to the specific workshops presented above, a years. Besides providing a rigorous foundation, at least in the number of seminar and lecture series have taken place as usual. context of simplified model PDEs, the involved mathematical Appendix 5 provides the full list. analysis tends to suggest design principles for constructing / Main events 2009

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

Prizes and awards

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.

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

Management

Daily leadership

Professor Ragnar Winther (Director), Professor Fred Espen * Mona Bratlie followed Birger Kruse on the board after Kruse Benth (Vice-director), and Helge Galdal (Administrative left his position. When Jarle Nygård entered as new director of Director) form the daily leadership of CMA. They have the the Faculty of Mathematics and Natural Sciences during the fall authority to make day-to-day decisions on practical matters, semester 2009, he also took on the board responsibility of CMA financial transactions, research activities within the budget and the research plan. CMA has an extended leadership group ** Regrettably, Svein Longva passed away on April 16, 2009. He composed of principal investigators, broadly representing all has not been replaced by a new member. research groups in CMA. In 2009, this group consisted of Tom Lyche, Knut Mørken, Geir Dahl, Ragni Piene, Tor Dokken, Bernt The board’s authority focuses primarily on strategic and Øksendal, Helge Holden, Morten Hjorth-Jensen, and Mats control functions, with clear instruction to approve budgets, Carlsson. The mandate of the leadership group is to ensure accounts, and annual reports on the administrative side, and consensus decisions at important crossways. the research plan on the research side.

The Board Scientific Advisory Board

The governing board of CMA consisted of the following The CMA Board recommended the appointment of a new members in 2009: advisory board, as we are approaching the final years as a • Kjell Bendiksen, chair, Managing Director of The Institute Centre of Excellence. The challenges facing such an advising for Energy Technology board should include: How can we integrate the CMA as a • Suzanne Lacasse, co-chair, Managing Director of The post-CoE with the University of Oslo, and at the same time Norwegian Geotechnical Institute keep (parts of) the necessary autonomy? How can we manage • Trygve Helgaker, Professor at the Department of to pursue thvve activity across disciplines and departmental Chemistry, UiO boundaries without the core funding? Can CMA obtain funding • Mona Bratlie / Jarle Nygard *, Director of the Faculty of from the R&D industry? These are all examples of central Mathematics and Natural Sciences, UiO challenges. Hence a new advisory board needed deeper roots • Svein Longva **, National mediator of Norway in Norway than before. Moreover, the scientific advisory • Kristian Ranestad Professor at the Department of board should meet more often than the earlier to discuss the Mathematics, UiO 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.

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

Economy

Total 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 ABoverhead revenuesC from own projects (Note 1). DEF 14 GHI CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

The people

Staff 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.

2009 2010 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, weuse 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.

123 456 789 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,1 IT-maintenance,23 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. 456 15

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 789 CMA 2009

We have established an effective administrative organization. (1-30 days)), we received 81 visitors from abroad (presented in As far as possible, we utilize the existing professional appendix 6). Their collective time at CMA corresponds to more organization at UiO. CMA contributes to the host with financial than two full person-years. Finally a total of 188 international support. This system has contributed to CMA becoming an participants came to CMA’s two major conferences in 2009. integrated part of the larger scientific community. Spending one week each, they represented ~4 person-years of international collaboration. kb Guests All together, these 293 represented 12,5 person years of incoming international collaboration in 2009. They origin from It is a privilege for CMA to invite many prominent guest 39 different countries, and all continents were represented. researchers as well as young research talents. In 2009, we have received 24 visitors from abroad who stayed for more than 1 Finally, a large number of Norwegian guests have visited us, month (see appendix 6). These 24 contributed approximately many of them several times. These are not registered nor 6,5 full man years to CMA in 2009. For short term visits at CMA counted. Research education

A main goal of CMA is the training of new researchers. On • June 2, 2009: Marie Rognes defended her thesis: “Mixed December 31st, 2009, 34 PhD-students and 15 postdoc fellows finite element methods with applications to viscoelasticity were active in the CMA. We can report a record of 11 doctoral and gels” for the PhD-degree. Supervisor was Prof Ragnar defences in 2009: Winther. Rognes entered a postdoc position at Simula • December 14, 2009: Andrea Barth defended her thesis: Research Laboratory, Norway “Stochastic Partial Differential Equations: Approximations • May 6, 2009: Jon M. Hjelmervik defended his thesis: and Applications” for the PhD-degree. Her adviser has been “Heterogenous Computing with Focus on Mechanical Prof. Fred Espen Benth. Barth has accepted a postdoc Engineering” for the PhD-degree. His supervisor was Prof. position at ETH Zurich. Michael Floater. Hjelmervik continues in a researcher • December 3, 2009: Christian Schulz defended his thesis: position at SINTEF “Topics in Curve Intersection and Barycentric Interpolation” • March 20, 2009: Inga B. Eide defended her thesis: “Small for the PhD-degree. Supervisor was Prof. Michael Floater. probabilities, large markets and asymmetric information” Schulz has entered a researcher position with CMA’s for the PhD-degree. Her supervisor was Associate partner SINTEF. Professor Giulia Di Nunno. Eide works with the Financial • October 16, 2009: Tore Gunnar Halvorsen defended his thesis: Supervisory Authority of Norway (“Kredittilsynet”) “Structure preserving discretizations of wave equations from • January 8, 2009: Simen Kvaal defended his thesis: theoretical physics” for the PhD-degree. Professor Snorre “Analysis of many-body methods for quantum dots” for the Christiansen has been main supervisor. Halvorsen continues in PhD-degree. Supervisor was Prof. Morten Hjorth-Jensen, a postdoc position at NTNU, Trondheim. and Kvaal was granted a postdoc position at CMA and thus • September 21, 2009: Yeliz Yolcu Okur defended her thesis: continues with us. “Malliavin Calculus for Lévy Processes and Applications to Finance” for the PhD-degree. Her supervisor was Prof. All together 39 doctoral candidates have so far successfully Bernt Øksendal. Yolcu Okur has started a researcher/ completed their PhDs at CMA. In 2010, we expect that we will teaching position at University of Ankara, Turkey. have 8-10 new PhD defences at CMA, of which some are already • September 17, 2009: Juan Martinez-Sykora defended his thesis: scheduled. “Flux emergence from the convection zone to the corona” for the PhD-degree. Prof. Mats Carlsson was his supervisor. Nine postdoctoral fellows completed (contracts of 2 years • August 24, 2009: Franz Georg Fuchs defended his thesis: duration or more) their CMA-engagement in 2009: “Simulating waves in the solar atmosphere with MHD” for • March 31, 2009: Thilo Meyer-Brandis finished a 3-year the PhD-degree. Supervisor was Prof. Kenneth Karlsen, postdoctoral contract with CMA. He moved on to Munich and Fuchs was granted a postdoc position at CMA and thus where he continues his research and teaching activities. continues with us. • June 30, 2009 Hans Kristian Eriksen finished a 3-year • June 10, 2009: Rodwell Kufakunesu defended his thesis: postdoctoral contract at ITA, and as associated CMA “Minimal Entropy Martingale Measure and Derivatives Pricing member in the same period. Eriksen immediately entered in Commodity Markets” for the PhD-degree. Supervisor was a position as associate professor at ITA, and continues his Prof. Fred Espen Benth, and Kufakunesu continues to work as a association with CMA. teacher/researcher at the University of Zimbabwe. • June 30, 2009: Mattias Sandbergfinished a 2-year

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

postdoctoral contract with CMA. Sandberg continues his postdoctoral contract with CMA. researcher career in a position at KTH Stockholm, Sweden. • December 31, 2009: Magnus Svärd finished a 3-year • August 31, 2009: Siddhartha Mishra finished a 4- postdoctoral contract with CMA, and partly Sintef, year postdoctoral contract with CMA, after winning a and headed off for a postdoc position at University of prestigious researcher position at ETH Zürich, Switzerland. Edinburgh, Scotland. However, Dr. Mishra was also offered a permanent position at CMA, and he accepted to return in August 2011. All together 28 postdoctoral fellows have so far completed 2-, • August 31, 2009: Suleyman Ulusoy finished a 2-year 3-, or 4-year contracts with the CMA. 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 Researcher school postdoctoral contract with CMA. Scheid continues her researcher career in a position at University of Nice, In earlier reports, we briefly described the system of France. researcher schools in Norway, and at UiO specifically. CMA • October 31, 2009: Jorrit Leenarts finished a 2-year maintains its status as a researcher school, and we receive an postdoctoral contract at ITA, and as associated CMA annual funding for this activity. In 2009, we have spent these member in the same period. Leenaarts has continued in items to cover parts of our extensive visitor/guest programme, a researcher position at Sterrekundig Institut, Utrecht, enabling our researcher trainees to meet with leading Netherlands. international researchers in the local arrangements at CMA. • December 31, 2009: Jiri Kosinka finished a 2,5-year Basic education

CMA is devoted to researcher education, and is not supposed Within the University, the work on the CSE project continued to take major responsibilities at bachelor or master level. with considerable emphasis on developing teaching materials Nevertheless, an entire period of study must consist of which integrate a computational perspective on classical coherent parts. We are deeply interested in candidates / mathematics and science. A challenge is that we receive applicants to our PhD positions with a solid and adequate students from other institutions that lack this perspective background with respect to our needs (and our conviction on and therefore find some of our advanced courses difficult. It is how modern mathematics should be taught). This is partly why therefore essential that the ideas within the CSE project can CMA has chosen to let the senior scientists continue to teach be spread to other institutions from which we recruit students. at all levels, and not restrict ourselves to do PhD supervision This is starting to happen, and the Norwegian University of and advanced level teaching. Also our research plan signalizes Science and Technology in Trondheim is now working actively this attitude. Based on the same philosophy, CMA has chosen on CSE-like ideas. to enter the responsibility for the CSE project, see below: A major event in 2009 was a presentation of the CSE project for Moreover, rather than establishing separate master programs, the Minister of Research and Higher Education, Tora Aasland, CMA wants to influence on the existing programs by our with her key staff, as well as the new Rector, Ole Petter Ottersen, ordinary and frequent teaching duties. This strategy is based and his staff. This presentation has led to meetings with the on a confidence that the existing programs suit, and will Ministry of Education and Research on how to disseminate the continue to do so, our research profile. 2009 did not bring any CSE idea to the other universities and regional colleges. changes or additions to these principles. The CSE project is governed by Morten Hjorth-Jensen and Knut Mørken from the CMA, Anders Malthe-Sørensen from Computers in Science Education the Department of Physics and the CoE Physics of Geological Processes, Hans Petter Langtangen from the Simula Research The CSE project was initiated in 2004 by staff from the CMA Lab and the CoE Center for Biomedical Computing (CBC), together with colleagues from the Departments of Informatics, together with Dean of Education Annik Myhre and Coordinator Mathematics and Physics. The aim is to renew the teaching of of Education Hanne Sølna from the Faculty for Mathematics mathematics and science by including a unified computational and Natural Sciences, with assistance from Helge Galdal at perspective in the elementary courses. The project has the CMA. In 2009, the project was supported financially by the had direct support in the strategic plan of the Faculty for Faculty, the Departments of Informatics and Mathematics, the Mathematics and Natural Sciences for the period 2005-2009, CMA and the CBC. and this support appears to be renewed in the new strategic plan.

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

Cooperation

Cooperation within the CMA has taken a leader role. In 2009 a postdoc fellow, also University of Oslo from the University of Agder, joined in for this work. • We also continue the collaboration with the Norwegian We continue to keep a strong and good relationship to our host, VISTA (VItenskapsakademiet and STAtoil) on Reservoir the Department of Mathematics at UiO. Daily cooperation monitoring and dynamic reservoir characterization with runs smoothly and efficiently. All senior scientists (except electromagnetic signals, represented by CMA’s postdoc the Centre Director) are still closely connected to their home fellow Runhild Aae Klausen 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 International collaboration subjects. Moreover, CMA has taken a major responsibility in the internal project “Computers in Science Education”, which is CMA has a large circle of international collaborators and outlined under heading “Basic Education” above. 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 Active Partner, SINTEF positions. Moreover, in 2009 we received 293 international guests from 39 different countries (all listed in appendix 6). SINTEF is CMA’s only active partner (i.e. contracted as a formal Centre of Excellence partner). In each annual report, we have All 8 internally arranged conferences/workshops had reported an increased cooperation. In 2009, there were no international participation (Appendix 5a). CMA-members have new projects in addition to those reported last year, but the been (co)organiser of 27 international conferences in addition activities within the established projects have increased. As to those at CMA (Appendix 5c). Among the 194 refereed the most significant increase, 3 PhD fellows have been hired in articles (170), books (6) and book chapters (18), 118 were written the EU FP7 Initial Training Network “SAGA”, one at CMA, one at together with international partners (Appendix 7a-c). Out of 197 Sintef, and one from Sintef in Vilnius, Lithuania. v scientific and popular talks outside CMA (Appendix 8a-c), 152 were given abroad (in 31 different countries, on all continents). From CMA’s point of view, we continue to regard the Appendix 4 provides a full list of all projects at CMA, many of cooperation with SINTEF as very constructive and fruitful. them with extensive international collaboration, and also some Most important, the cooperation brings really mutual benefits of them coordinated by CMA / CMA-members. to the two partners. All these works and items point to extensive research collaboration all over the world, showing our international National cooperation participation and visibility. Most of the daily work is based on contacts established from researcher to researcher, and are We intend to serve as a national resource centre in not established as formal cooperative agreements. However, mathematics and its applications, and we seek to establish as a Centre of Excellence, we also aim at establishing formal national collaborations. The relation to SINTEF, outlined above, agreements with clear mutual obligations. Several examples is part of this strategy. So is the hiring of top researchers from are listed in previous reports. A full list of current international other Norwegian research institutions, see previous reports. In projects is presented in Appendix 4. We will highlight the 2009 we highlight the following achievements: following from 2009:

• CMA Professors Holden and Karlsen have lead the group in • CMA, through its stochastic analysis group, continues "Natural science / Medicine / Mathematics" at The Centre to chair the "Southern African Masters Program in for Advanced Study (CAS) at the Norwegian Academy Mathematical Modelling", based in Dar es Salaam, Tanzania, of Science and Letters, the academic year 2008-09. In and sponsored by “The Norwegian Centre for International addition, both younger and senior researchers from Norway Cooperation in Higher Education (SIU)”, Norway. This is participate, and CMA is represented by Holden, Karlsen, a 5 year (2007-11) program with a total budget of appr. Risebro, and Karper. In addition to the academic challenges, €1,2M. The purpose of the program is to establish a center the project is important for networking. In May 2009 the for Masters degree studies in mathematics, available for group organized a conference with many excellent speakers students from the whole Southern African region. as a follow-up of a similar conference in August 08. • Through the formalized cooperation with the University • Last year, we reported of a PhD-fellow funded by the of Botswana, we arranged the SAMSA (Southern African University of Agder to our work on stochastic modelling of Mathematical Sciences Association) 2009 workshop electricity markets, a rapidly expanding research area where (number 9) in Dar es Salaam in late November.

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

• We continue our collaboration with Oak Ridge National Topics in Solids, Fluids, and Mathematical Methods”, Lab (ORNL) in Tennessee, USA, described in earlier edited by Ewald Quak and Tarmo Soomere, two of the most reports. Through “The Norwegian Centre for International influential contributors to the success of the project. Cooperation in Higher Education (SIU)” we continue the • Bernt Øksendal’s ERC Advanced Grant was initiated four-year (2008-2011) exchange program for students and in September 2009, and will contribute to extensive researchers, granted with approx. MNOK 1,8 in total. international cooperation with partners around the • In the EU FP7 SAGA network, we hired our first fellow inn world. Among other things, the project includes a visiting 2009, Mrs. Nelly Villamizar from Colombia. See also the professor program that will bring many international Sintef section for more about SAGA. researchers to the CMA in the years to come. • Our 4-year EU-funded exchange program with Estonia, the • Through the RCN’s DAAP-program, members of CMA’s PDE CENS-CMA project, was completed successfully in April group were granted some exchange funds for cooperation 2009, and a book of typical results came to print during the with German colleagues during 2009-10. autumn, entitled “Applied Wave Mathematics. Selected Health, environment and safety

CMA does not contribute to increased contamination of any nature. No work-related accidents or sickness leaves occurred in 2009.

Public outreach

In 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.

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 20 CMA 2009

Appendix 1 bm 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 Chief scient. Mar03-Feb11 20% SINTEF Tor Dokken M Norway 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 Sr. scientist 20% SINTEF Knut-Andreas Lie M Norway Sep05-Feb11 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 Sr. scientist Mar03-Jun09 20% SINTEF Ewald Quak M Germany 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

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

PhD-students Name 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 Apr06-Mar09 Assoc. project Franz Fuchs M Germany 100% 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 Jul06-Dec07 SINTEF Trond Runar Hagen M Norway 100% Jan08-Jun09 CMA Feb06-Jan09 Assoc.project Tore G Halvorsen M Norway 100% 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 Nov04-Oct08 Host Christian Schulz M Germany 100% 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 Mar09-May11 75% SINTEF Martin Lilleeng Sætra M Norway 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 Aug08-Jul 10 Assoc. Project Linda Vos F Netherlands 100% Aug10-Jul11 CMA Agnieszka Wasylewicz F Poland Aug08-Jul12 100% Host Yeliz Yolcu Okur F Turkey Aug06-Sep09 100% CMA

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

Postdocs Name 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 50% Sintef Jon Hjelmervik M Norway Jan10-Apr12 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 Jan06-Dec08 Assoc. project Thilo Meyer-Brandis M Germany 100% 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 50% Sintef Magnus Svärd M Sweden Jan08-Dec09 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

Other Name 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.

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

ACCOUNTED ACTIVITY

Main project and basis Note Budget 2009 Acc. 2009 Budget 2010 Appendix 2 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 Total expenditures 9,192,564 8,616,755 9,413,834 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 Accumulated as of Jan 1 -4,025,104 -4,025,104 -7,973,163 Accumulated as of Dec 31 -2,704,165 -7,973,163 -4,605,663

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

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 Various operational costs 16 2,863,292 2,912,875 1,783,500 Equipment 13 1,174,000 1,124,000 1,086,000 Total expenditures 27,897,468 29,995,462 29,000,807 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 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 1,420,939 -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 -2,604,165 -7,656,273 -4,288,773

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

Appendix 3

Notes on accounting 2009 One postdoc 50% from the “Isogeometry” project (J. and budget figures 2010 Hjelmervik), full year: 400. Total: 1000. 5. RCN other funding. Conference support (SSVM 09 in 1. A. Overhead own project portfolio. Salary items in Voss) of 100K was granted for 2009. Final payment for one the accounted project portfolio (and in EU-projects: project that was terminated in 2008 came in with 248K to all accounted direct costs) generate overhead which our basis account. No extra income is expected in 2010. is transferred to main project / basis activity. In 2009 6. Other public funding. No actions took place in 09, nor are these overheads amounted to NOK 1,35 million, approx as any planned in 10. estimated. In 2010 overhead contributions are estimated 7. International funding. In 2009 we had the final payout a at the same level, ca. NOK 1,4 mill. terminated EU-project (M Signahl) at 168K. International B. Project termination. When subprojects of CMA are participant fees from our SSVM09 conference brought closed down, the corresponding surpluses/deficits are 516KNOK. Finally an international long term visitor (K. transferred to basis. In 2009 we only closed down one Piaskowska) brought a specific host contribution from single project (with a minor deficit at NOK 56.000). Other her Polish grant at 17K. Total:701. We do not expect anticipated project close-dows were postponed until 2010 international revenues in 2010. for technical reasons. The summarized result from those 8. Private funding. In 2009 we invoiced the final payment projects will also have impact from own share allocations for postdoc fellow R Klausen from DNVA/Statoil (VISTA’): - see C) below. 619K. Reimbursement from Centre for Advanced studies C. Own share allocation. In November 2009 our host for 3 months of a postdoc employment (X. Raynaud): 158K put into effect a new project management system wrt. Total: 777K. No further revenues are expected in 2010. budgeting and accounting principles. The work load of all 9. NAV reimbursements. Public reimbursements due to host-funded employes has to be included in the figures. maternity and sick leaves. This leads to transfers of funds from basis activity and 10. Salary costs. CoE project and basis activity into the project accounts. However, when the projects are • 2009 (x1000): PhDs: 5623, Postdocs: 4306, terminated, these contributions imply increased surplus Researchers: 4872, Adm/Tech: 1483. Total: 16284. / reduced deficit, and are transferred back to basis. As • 2010 (x1000): PhDs: 4469, Postdocs: 3950, Researchers: such this is a zero-sum calculation, but the real costs of 3821, Adm/Tech: 1590. Total: 13830. projects are presented. In 2009, NOK 316.890,- were 11. Indirect costs, per individual. This item covers offices allocated to our project portfolio. We estimtate that and infrastructure provided for each individual. The rates projects closed down in 2010 will bring approx. 0,6 million for 2009 were 114.000 / 92.000 pr man-year for Phds back to basis as a sum of such own share allocations and and postdocs / other. For 2010 these rates are 117.000 / real surplus of project activity. 94.000. We explicitly pay, using these rates, our host for all 2. RCN CoE-funding. The 2009 contribution from the RCN CMA employees. Indirect costs for UiO funded personell, followed schedule at MNOK 12. Same sum is contracted SINTEF personell and affiliates are represented with for 2010. the same rates. The deviation between 2009 budget and 3. Univ. Oslo funding. accounting figures is caused by a separate agreement • 2009 (xNOK 1000): UiO board, free: 2000, 1 made between the CMA and our host regarding co- Professorship: 728, 1 PhD-position: 616, Project CSE: funding of CMA’s newly employed administrative officer 200, Start pack:1000, Researcher school: 50, Social/ A.K.Lyngra. welfare funds: 3. Total: 4597 12. Teaching services. CMA members are not exempted • 2010 (xNOK 1000): UiO board, free: 2000, 1 from teaching. On the contrary, we regard it as important Professorship: 756, 1 PhD-position: -215 (received too that we keep up with the teaching duties of the scientific much earlier), NEW PhD-position: 800, Project CSE: 200, community. However, in order to relieve us the most time Researcher school: 50. Total: 3591 consuming parts of teaching, we have this specific budget 4. Contributions from SINTEF. item. • 2009 (xNOK 1000): One PhD student (full rate), from 13. Equipment. CMA itself mostly obtains computers and the “Parallel 3D” project (T. Gyllensvärd), 2 months: 110, additional accessories. The centre members also make One PhD student (75% rate), from the “Parallel 3D” use of existing equipment. In the original contracted project (M. Sætra), 10 months: 413. One postdoc 50% budget we estimated this to a 2009 amount of KNOK from the “Isogeometry” project (M. Svärd), full year: 388. 574 (2010: 586) (Non-accounted). The activity goes “Hospital” project is funding various operational costs at on as expected, and we see no reasons to adjust this CMA: 50. Total: 961. contribution to the figures. Finally we continue to present • 2010 (xNOK 1000): One PhD student (75% rate), from an annual (non-accounted) rate of 600K from large the “Parallel 3D” project (M. Sætra), full year: 600. projects of the astrophysisists

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

14. Guests, Travelling, Conferences. Appendix 6 and 8 significant contribution of MNOK 1,5 from the PDE-year at present the results of this extensive bilateral activity. Centre for Advanced Studies (only 2009) Appendix 5 contains a full list of 2008 conference / 25. EU funding. Projects funded by EU, associated to CMA, workshop events. These items reflect important features accounted by the host of the CMA identity. In 2009 the conference activity was 26. International funding. The value of 5 (2009) and 4 higher than ever, including a highly profiled event that also (estimated 2010) person-years long-term international brought significant income, see note 7. This is also the guests are included in this item. reason why the 2010 budget is lower than 2009. 27. Private funding. No items in 2008, and no items 15. Public outreach. This item covers publicity efforts, estimated in 2009 posters, design elements for web and brochures, reports 28. Salary costs. Non-accounted persons (like this) etc. We also give priority towards society in • 2009 (x1000): PhDs: 6676, Postdocs: 2274, Researchers: general, and children specifically. The support of www. 9123, Adm/Tech: 598, Guests:3400. Total: 22071. matematikk.org is part of this strategy. • 2009 (x1000): PhDs: 7884, Postdocs: 1913, Researchers: 16. Various operational costs. This item is meant for the 9915, Adm/Tech: 684, Guests: 2000. Total: 22396. daily needs and actions that are not covered by any other specific item. Operational means for PhDs and postdocs / Notes on accounting 2009 are included. So are all contributions to the internal and budget figures 2010 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: 2150 20. 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

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

Appendix 4 List of associated projects

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

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

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

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

Centre for Advanced Karlsen, Risebro, Nonlinear Partial Differential Equations 2008 - 2009 Studies (CAS) Holden

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 emphasis EU FP7 / ERC Adv ERC-2008-AdG-228087 Bernt Øksendal 2009 - 2014 on Stochastic control and Information (INNOSTOCH) Grant

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

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

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

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

APPENDIX 5 - List of CMA Events 2009

5a. Workshops and conferences arranged at/by CMA Internat. Nat. CMA Total Workshop From ab initio methods to density-functional theory Participants: 15 15 5 35 Jan 13. Org. By T. Helgaker and M. Hjorth-Jensen Talks: 6 1 3 10 Workshop Fourth General Conference on ?Advances Mathematical Methods in Finance Participants: 87 2 9 98 May 4.-10. Org. By G. Di Nunno, H. Galdal, B. Øksendal, Y. Y. Okur Talks: 61 1 6 68 Workshop Insurance mathematics and longevity risk Participants: 5 27 4 36 May 20. Org. By F. E. Benth, E. Bolviken, R. Kiesel, F. Proske Talks: 5 0 2 7 Workshop Workshop on Numerical Aspects of Nonlinear PDEs of Hyperbolic Type Participants: 30 10 10 50 May 26.-27. Org. By H. Holden and K. H. Karlsen Talks: 12 1 0 13 Conference 2nd International Conference on Scale Space and Variational Methods in Computer Vision Participants: 93 7 2 102 June 1.-5. Org by K. A. Lie, M. Lysaker, K. Mørken, X.-C. Tai Talks: 42 42 Conference Compatible and Innovative Discretizations for Partitial Differential Equations Participants: 24 10 21 56 Jun 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 19 Workshop Energy Finance Participants: 30 15 5 50 Sep 24.-25. Org by F. E. Benth, T. K. Nilssen, L. Vos, S. Koekebakker, U. Holbrook Talks: 16 3 1 20 Workshop An international Conference on Stochastic Analysis and Applications Participants: 19 4 7 30 Oct 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 Total Spring+Fall The CMA seminar series 2009 Talks: 1 14 15 Spring+Fall The PDE seminar series 2009 Talks: 5 1 7 13 Spring+Fall The Stochastic Analysis seminar 2009 Talks: 10 4 14 Spring+Fall The CMA Guest Lectures 2009 Talks: 5 5 Spring+Fall Geometry seminar series 2009 Talks: 5 1 2 8 Spring Combinatorial Optimization Talks: 5 5 Spring Backward Stochastic Differential Equations and their Appl. (all by Tusheng Zhang) Talks: 16 24 Fall Quantum Many-Body Theory (all by Gustav Jansen and Gustav Bårdsen) Talks: 20 20 Fall Computational Quantum Mechanics (all by Simen Kvaal) Talks: 16 20 Fall Economic and Financial Decisions under Risk (all by Knut Aase) Talks: 24 24 Fall Financial Methods in Finance (all by Rüdiger Kiesel) Talks: 12 12

5c. International workshops and conferences, (co-)organized by CMA Place CMA person Jan. 11.-16. Third Winter School in eScience, Geilo, Norway T. Flatberg, Knut-A. Lie Feb. 5.-8. International Conference on Imaging Theory and Applications - IMAGAPP 2009 Lisboa, Portugal Xue-Cheng Tai March 12.-13. Industry Challenges in geometric Modeling, CAD and Simulation 2009 Darmstadt, Germany Ewald Quak May 25.-27. International Workshop on Computer Graphics and Geometric Modeling CGGM Louisiana, USA Tor Dokken June 8.-11. 25th Nordic and 1st British-Nordic Congress of Mathematicians Oslo, Norway Holden, Piene, Karlsen Di Nunno, Øsendal June 15.-19. SIAM Conference on Mathematical & Computational Issues in the Geosciences Leipzig, Germany Knut-A. Lie June 15.-19. “MEGA 2009” Effective Methods in Algebraic Geometry Barcelona, Spain Ragni Piene June 16. FOCUS K3D Project Workshop on Advanced 3D Media in Gaming and Simulation Amsterdam, Netherlands Ewald Quak June 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-Jensen Aug. 3.-6. Workshop on Modeling CO2 Storage and Risk Assessment Svalbard, Norway Knut-A. Lie Aug. 10.-14. Nuclear Shell Model and Effective Interactions Oslo, Norway M. Hjorth-Jensen Aug. 10.-11. IAU JD 10, 3D Views on Cool Stellar Atmospheres – Theory meets Observation Rio de Janeiro, Brazil M Carlsson Aug. 25.-26. “NORIS 2009” Nordic Risk and Insurance Summit Helsinki, Finland Knut Aase Aug. 25.-28. 14th General Meeting of EWM Novi Sad, serbia Ragni Piene Aug. 31.-Sep.4. Chromospheric Structure and Dynamics Sunspot, New Mexico, USA M Carlsson Sep. 7.-9. IMA Mathematics of Surfaces York, UK M. Floater Sep. 21.-23. Tyoung Scientists Towards the Challenge of Contemporary Technology Warsawa, Poland K. Piaskowska Oct. 5.-8. SIAM/ACM Joint Conference on Geometric Design and Solid & Physical Modeling San Fransisco, USA Dokken, Quak, Floater Oct. 14.-16. Science with Large Solar Telescopes, 1st EAST-ATST Workshop in Solar Physics Freiburg, Germany M Carlsson Nov. 2.-6. 3rd Solaire Network Meeting and Flux Emergence Workshop 2009 Tenerife, Spain V. Hansteen Nov. 29.-Dec. 2. Workshop on 3D Physiological Human Zermatt, Switzerland E. Quak Nov. 23.-27. SAMSA 2009 Dar Es Salaam, Tanzania Øksendal, Di Nunno Dec. 1.-4. Hinode-3: The 3rd Hinode Science Meeting Tokyo, japan M Carlsson Dec. 1.-4. Workshop on 3D Physiological Human Switzerland T. Dokken Dec. 12.-13. IMI International Workshop on Computational Photography and Aesthetics Nanyang Tec. Univ., Singapore Xue-Cheng Tai Dec. 14.-17. International Workshop on “Sparse Representation of Multiscale Data and Images” Nanyang Tec. Univ., Singapore Xue-Cheng Tai

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

INTERNATIONAL GUESTS Short term guests (<1 month) kb OF CMA 2009 • Dec 16 - Jan 4,2010: Dr. Gaute Hagen, Oak Ridge National Longer research visits (> 1 month) Laboratory, USA • Dec 13-16: Professor Jürgen Potthoff, University of • Oct 1 - Nov 30: Dr. Claire Scheid, University of Nice, France Mannheim, Germany • Aug 1, 2009 - June 30, 2010: PhD student Katarzyna • Dec 13-16: Professor Annika Lang, University of Mannheim, Piaskowska, Warsaw University of Technology, Poland Germany • Aug 1 - Oct 31: Dr. Magnus Wobben, University of Münster, • Dec 2-4: Dr. Alexander Belyaev, Heriot-Watt University, Germany Edinburgh, Scotland • July 1 - Dec 31: PhD-student Dante Kalise, University of • Dec 1-9: Professor Marie-Laurence Mazure, University of Bergen, Norway Grenoble, France • May 4 - June 30: Salvatore Federico, Scuola Normale • Nov 22-28: Professor Elaine Cohen, University of Utah, Superiore, Pisa, Italy USA • May 1-31: Shaowei Su, Northwestern University, USA • Nov 22-25: Dr. Michael Barton, Technion, Haifa • May 1-31: Shu Gao, Northwestern University, USA • Nov 21-28: PhD-student Antonia Masucci, SUPELEC Paris, • May 1-31: Qian Ding, Northwestern University, USA France • Feb 1: June 30: Professor Douglas N. Arnold, University of • Nov 21-25: Dr. Jean-Paul Berrut, University of Freiburg, Minnesota, USA Switzerland • January 1 - December 31: Dr. Paul Carlisle Kettler, Chicago, • Nov 21-25: Dr. Georges Klein, University of Freiburg, USA Switzerland • December 14, 2008 - January 14, 2009: Associate Professor • Nov 17-19: Takaharu Otsuka, Univ Tokyo, Japan Gaute Hagen, ORNL Tennessee, USA • Nov 1-6: Professor Wolfram Schmidt, University of • November 10, 2008 - January 9, 2009: Olivier Menoukeu Göttingen, Germany Pamen, University of the Witwatersrand, South Africa • Nov 1-6: Professor Christian Klingenberg, University of • October 1, 2008 - September 30, 2009: Associate Professor Würzburg, Germany Carlo Mannino, University of Rome, Italy • Nov 1-8: Dr. Siddhartha Mishra, ETH Zurich, Switzerland • Apr 22, 2008 - Dec 31, 2009: Dr. Ola Nilsson, University of • Oct 18 - Nov 1: Professor Raimund Bürger, Universidad de Linköping, Sweden Concepción, Chile • Sep 30 - Oct 2: Dr. Jorrit Leenaarts, Sterrekundig Instituut, International visitors to CMA’s research group in Nonlinear Utrecht, Netherlands Partial Differential Equations at the Centre for Advanced • Sep 29 - Oct 1: Prof. John Miller, SISSA, Trieste, Italy Study at the Norwegian Academy of Science and Letters • Sep 28 - Oct 24: Dr. John Hosking, UK for the academic year 2008-09: • Sep 23-26: Professor Derek Bunn, London Business School, UK • Jan 1-31: Professor John D. Towers, MiraCosta College, USA • Sep 23-26: Professor Alvaro Cartea, Universidad Carlos III • Jan 5 - Feb 27: Professor Hermano Frid, IMPA, Brazil de Madrid, Spain • Jan 5 - Feb 28: Associate Professor Kristian Jenssen, Penn • Sep 23-26: Professor Sebastian Jaimungal, University of State University, USA Toronto, Canada • Feb 15 - Mar 15: Professor Christian Rohde, University of • Sep 23-26: Professor Anders Bjerre Trolle, Ecole Stuttgart, Germany Polytechnique Federale de Lausanne, Switzerland • Feb 17 - Mar 19: Professor Philippe G. LeFloch, Pierre and • Sep 23-26: Professor Rafal Weron, Wroclaw University, Marie Curie University, France Poland • Mar 1-31: Assistant Professor Debora Amadori, University • Sep 21-Oct 17: Dr. Elias Offen, University of Botswana of L’Aquila, Italy • Sep 21-26: Prof. Josep Vives, University of Barcelona, Spain • Mar 24 - Jun 30: Professor Gui-Qiang Chen, Northwestern • Sep 21-22: Prof. Xunyu Zhou, University of Oxford, UK University, USA • Sep 13-23: Prof. Carlo Sgarra, Politecnico Milano, Italy • Mar 31 - May 29: Professor Giuseppe Maria Coclite, • Sep 12-26: Dr. Sure Mataramvura, University of KwaZulu University of Bari, Italy Natal, South Africa • Apr 1-30: Professor Denis Serre, UMPA, ENS-Lyon, France • Aug 24 - Sep 13: Dr. Giusi Alfano, SUPELEC Paris, France • Apr 15 - Jun 30: Associate Professor Kristian Jenssen, Penn • Aug 23-25: Prof. Christian Klingenberg, University of State University, USA Würzburg, Germany • May 1-31: Professor Eitan Tadmor, University of Maryland, • Aug 1-6: Prof. Zvi Ziegler, Technion, Haifa, Israel USA • Jun 17-20: Dr. Shaun Walker, Courant Institute, New York, USA • May 25 - Jun 30: Professor Fritz Gesztesy, University of • Jun 16-20: Associate Professor Wolfgang Bangerth, Texas Missouri, USA A&M University, USA, • Jun 1-30: Professor Gerald Teschl, University of Vienna, • Jun 16-20: Professor Franco Brezzi, University of Pavia, Austria Italy

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

• Jun 16-20: Professor Annalisa Buffa, University of Pavia, • Mar 26 - Apr 5: Professor Christian Klingenberg, University Italy of Würzburg, Germany • Jun 16-20: Dr. Marc Gerritsma, TU Delft, Netherlands, • Mar 19-20: Professor Maria Elvira Mancino, University of • Jun 16-20: PhD-student Holger Heumann, ETH Zürich, Firenze, Italy Switzerland, • Mar 16-19: Takaharu Otsuka, Univ Tokyo, Japan • Jun 16-20: Professor Ralf Hiptmair, ETH Zürich, • Mar 15-22: Kazuo Takayanagi, Univ of Sophia, Tokyo, Japan Switzerland, • Mar 5-24: Professor Koshiroh Tsukiyama, Tokyo University, • Jun 16-20: Associate Professor Robert Kirby, Texas Tech Japan University, USA, • Feb 23-25: Jaime de la Cruz, Stockholm University, Sweden • Jun 16-20: Dr. Sergey Korotov, Helsinki University of • Feb 23-25: Vasco Henriquez, Stockholm University, Sweden Technology, Finland, • Feb 22-27: Oliver Labs, Universität des Saarlandes, • Jun 16-20: Ph-student Jasper Kreeft, TU Delft, Netherlands, Germany • Jun 16-20: Dr. Ritesh Kumar, University Paul Sabatier, • February 11-18: Professor Jean-Louis Merrien, INSA Toulouse, France, Rennes, France • Jun 16-20: Professor Anders Logg, KTH Stockholm, Sweden • February 4-9: Dr. Carlo Barbieri, Riken University, Japan • Jun 16-20: Professor Donatella Marini, University of Pavia, • January 31 - February 7: Professor Richard Riesenfeld, Italy University of Utah, USA • Jun 16-20: Dr. Pascal Omnes, Commissariat à l’énergie • January 28 - February 4: Lorenzo Fortunato, University of Atomique, Saclay and Université Paris 13, France, Padova, Italy • Jun 16-20: PhD-student Artur Palha, TU Delft, Netherlands, • January 12-16: Professor Claudia Kluppelberg , TU • Jun 16-20: Professor Joachim Schöberl, RWTH Aachen, Munchen, Germany Germany • January 12-16: Dr. Peter Hepperger, TU Munchen, Germany • Jun 16-20: Professor Li-Lian Wang, Nanyang Technological • January 5 - 29: POstdoc fellow Knut Waagan, National University, Singapore Centre for Athmospheric Research, Boulder, USA • June 10-20: Olivier Menoukeu Pamen, University of the Witwatersrand, South Africa • Jun 10-20: Professor Rick Falk, Rutgers University, New York, USA • June 1-5: International participants at “2nd International • Jun 10-12: Professor Sam Payne, Stanford University, USA Conference on Scale Space and Variational Methods in • Jun 8-11: Professor Sandra Di Rocco, KTH Stockholm, Computer Vision”: Sweden M Alrefaya, Belgium, LA Eindhoven, Netherlands, I • Jun 1-26: Dr. Bart De Pontieu, Lockheed Martin Solar and Atsushi, Japan, J-F Aujol, France, DK Avadutha, USA, C Astrophysics Laboratory, USA Avenel, France, A Becciu Netherlands, F Benmansour, • May 28-31: Professor Ming-Jun Lai, University of Georgia, France, B Berkels, Germany, D Borkowski, Poland, M USA Breuss, Germany, A Bruckstein, Israel, C Brune, Germany, • May 26-28: Professor Manuel Torrilhon, SAM, ETH, B Burgeth, Germany, A Chambolle, France, R Chan, China, Switzerland A Chessel, France, J Ginmo, USA, C Damerval, Belgium, • May 24-26: Professor Luciano Rezzolla, Albert Einstein F Dibos, France, Y Dong, Austria, O Drblikova, Slovakia, Institute, Potsdam, Germany R Duits, Netherlands, V Duval, France, M Feigin, Israel, • May 19-21: Professor Andrew Cairns Heriot-Watt M Felsberg, Sweden, L Florack, Netherlands, E Franken, University, Scotland Netherlands, K Fundana, Sweden, N Gabrielides, France, • May 19-21: Professor Ragnar Norberg, London School of N Geiger, Austria, M Grasmair, Austria, L Griffin, UK, A Economics, UK Grinvald, Israel, K Gurumoorthy, USA, D Gustavsson, • May 19-21: Deputy Chief Risk Officer Dr.Gerhard Stahl Denmark, MR Hajiaboli, Canada, S Heldmann, Germany, A Talanx Group Hannover, Germany Heyden, Sweden, N Houhou, Switzerland, K Jalalzai, France, • May 19-21: Professor Mogens Steffensen,Copenhagen SH Kang, USA, A Kuijper, Germany, Y Kuk-Jin, Korea, M-J University, Denmark Lai, USA, T Lassila, Finland, F Lauze, Denmark, CL Guyader, • May 17 - Jun 2: Asst. Professor Daniel Bauer, Georgia State France, F Lecellier, France, A Leitao, Brazil, J Lellmann, University, USA Germany, F Lenzen, Austria, M Loog, Netherlands, B Luo, • May 17-31: Fatima Rubio da Costa, University of Catania, France, G Läthén, Sweden, A Marquina, Spain, K Mikula, Italy Slovakia, J Mille, France, J Modersitzki, Canada, S Morigi, • May 9-14: Professor Miroslav Lavicka, University of West Italy, C Muliyunda, Swaziland, M Nikolova, France, NC Bohemia. Czech Republic Overgaard, Sweden, TQ Pham, Austria, E Prados, France, • Apr 15-17: Dr. Bernhard Fleck, Goddard Space Flight Center, A Rangarajan, USA, M Remesikova, Slovakia, G Rosman, USA Israel, H Sahli, Belgium, T Sakai, Japan, C Schnörr, Germany, • Apr 15-17: Dr. Thomas Straus, Observatorio de S Setzer, Germany, F Sgallari, Italy, S Sommer, Denmark, Capodimonte, Naples, Italy P Stefania, Germany, G Steidl, Germany, VT Ta, France, • Apr 1-4: Stefano De Marchi, University of Verona, Italy Bt Haar, Netherlands, T Teuber, Germany, N Thorstensen,

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

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

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

Appendix 7

PUBLICATIONS 2009 timetabling application. Discrete Applied Mathematics 2009;157(8):1702-1710 7a. Scientific articles in refereed journals, 16. Dahl, Geir. Permutation matrices related to Sudoku. published 2009 Linear Algebra and its Applications 2009;430(8-9):2457- 2463 1. Bae, Egil; Tai, Xue-Cheng. Graph cut optimization for 17. Dahl, Geir; Ball, M; Vossen, T. Matchings in Connection the Piecewise Constant Level Set Method applied to with Ground Delay Program Planning. Networks multiphase image segmentation. Lecture Notes in 2009;53(3):293-306 Computer Science 2009;5567:1-13 18. Dahl, Geir; Flatberg, Truls. Reconstructing (0,1)- 2. Bae, Egil; Tai, Xue-Cheng. Efficient global minimization matrices from projections using integer programming. for the multiphase Chan-Vese Model of image Computational optimization and applications segmentation. Lecture Notes in Computer Science 2009;42(1):141-154 2009;5681:28-41 19. Holhjem, K; Schirmer, M; Dahle, Håkon. Weak lensing 3. Benth, Fred Espen; Groth, Martin. The minimal entropy density profiles and mass reconstructions of the galaxy martingale measure and numerical option pricing for the clusters Abell 1351 and Abell 1995. Astronomy and Barndorff-Nielsen-Shephard stochastic volatility model. Astrophysics 2009;504(1):1-13 Stochastic Analysis and Applications 2009;27(5):875-896 20. Oguri, M; Hennawi, JF; Gladders, MD; Dahle, Håkon; 4. Benth, Fred Espen; Kufakunesu, Rodwell. Natarajan, P; Dalal, N; Koester, BP; Sharon, K; Bayliss, Pricing of Exotic Energy Derivatives based on Arithmetic M. Subaru Weak Lensing Measurements of Four Spot Models. International Journal of Theoretical and Strong Lensing Clusters: are Lensing Clusters Applied Finance 2009;12(4):491-506 Overconcentrated?, The Astrophysical Journal 5. Benth, Fred Espen; Meyer-Brandis, Thilo. 2009;699(2):1038-1052 The information premium for non-storable commodities. 21. Riemer-Sørensen, S; Paraficz, D; Ferreira, DDM; Pedersen, Journal of Energy Markets 2009;2(3):111-140 K; Limousin, M; Dahle, Håkon. Resolving the Discrepancy 6. Benth, Fred Espen; Proske, FN. Utility indifference pricing between Lensing and X-ray Mass Estimates of the of interest rate guarantees. International Journal of Complex Galaxy Cluster Abell 1689. The Astrophysical Theoretical and Applied Finance 2009;12(1):63-82 Journal 2009;693(2):1570-1578 7. Benth, Fred Espen; Saltyte-Benth, J. Dynamic Pricing of 22. Hagen, G; Papenbrock, T; Dean, David; Hjorth-Jensen, Wind Futures. Energy Economics 2009;31(1):16-24 Morten; Asokan, BV. Ab initio computation of neutron- 8. Maugin, GA; Berezovski, Arkadi. On the propagation of rich oxygen isotopes. Physical Review C. Nuclear Physics singular surfaces in thermoelasticity. Journal of Thermal 2009;80(2):1-5 Stresses 2009;32(6-7):557-592 23. Hagen, G; Papenbrock, T; Dean, David. Solution of 9. Carlsson, Mats. Hydrodynamics and radiative transfer the Center-Of-Mass Problem in Nuclear Structure of 3D model atmospheres. Current status, limitations, Calculations Phys. Rev. Letters 2009;103:062503 and how to make headway. MEMORIE della Società 24. Di Nunno, Giulia; Øksendal, Bernt. Optimal portfolio, Astronomica Italiana 2009;80:606-613 partial information and Malliavin calculus. Stochastics 10. Fabbian, D.; Asplund, M; Barklem, P. S.; Carlsson, Mats; 2009;81:303-322 Kiselman, D. Neutral oxygen spectral line formation 25. Dokken, Tor; Koziuk, M; Kwoska, L; Stork, A; Quak,Ewald. revisited with new collisional data: large departures Higher Order Shape Representations for Increased from LTE at low metallicity. Astronomy and Astrophysics Quality of Experience in 3D Internet. Proceedings of IADIS 2009;500(3):1221-1238 International Conference Web Virtual Reality and Three- 11. Langangen, Ø; Carlsson, Mats. The Temperature Dimensional Worlds 2009 Algarve, Portugal 20 - 22 June Diagnostic Properties of the Mg I 457.1 nm Line. The 2009 Astrophysical Journal 2009;696(2):1892-1898 26. Dokken, Tor; Skytt, V; Haenisch, J; Bengtsson, K. 12. Christiansen, Snorre. On the div-curl lemma in a Galerkin Isogeometric Representation and Analysis – Bridging the setting. Calcolo (Testo stampato) 2009;46(3):211-220 Gap between CAD and Analysis. Proceedings of 47th AIAA 13. Christiansen, Snorre; Halvorsen, Tore. Convergence Aerospace Sciences Meeting Including The New Horizons of lattice gauge theory for Maxwell’s equations. BIT Forum and Aerospace Exposition 5 - 8 January 2009, Numerical Mathematics 2009;49(4):645-667 Orlando, Florida 14. Christiansen, Snorre H; Halvorsen, Tore. Discretizing 27. Donzelli, Simona; Hansen, Frode; Liguori, M; Maino, the Maxwell-Klein-Gordon equation by the Lattice Gauge D. Impact of the 1/f noise and the asymmetric beam on Theory formalism. IMA Journal of Numerical Analysis non-Gaussianity searches with Planck. The Astrophysical 2009 Journal 2009;706(2):1226-1240 15. Dahl, Geir. Disjoint congruence classes and a 28. Dyken, Christopher; Floater, Michael. Transfinite mean

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

value interpolation. Computer Aided Geometric Design Astrophysical Journal 2009;690(2):1807-1819 2009;26(1):117-134 43. Groeneboom, Nicolaas; Eriksen, Hans Kristian; Górski, 29. Dyken, Christopher; Reimers, Martin; Seland, Johan. KM; Huey, G; Jewell, JB; Wandelt, B. Bayesian Analysis Semi-Uniform Adaptive Patch Tessellation. Computer of White Noise Levels in the Five-Year Wmap Data. The graphics forum 2009;28(8):2255-2263 Astrophysical Journal 2009;702(1):L87-L90 30. Hoftuft, J;Eriksen, Hans Kristian; Banday, AJ; Górski, 44. Gudiksen, Boris. Coronal dynamics and heating theories. KM; Hansen, Frode; Lilje, Per. Increasing Evidence for Advances in Space Research 2009;43(1):108-112 Hemispherical Power Asymmetry in the Five-year Wmap 45. Curto, A; Martínez-González, E; Mukherjee, P; Barreiro, RB; data. The Astrophysical Journal 2009;699(2):985-989 Hansen, Frode; Liguori, M; Matarrese, S. 31. Dickinson, C; Eriksen, Hans Kristian; Banday, AJ; Wilkinson Microwave Anisotropy Probe 5-yr constraints Jewell, JB; Górski, KM; Huey, G; Lawrence, CR; O’Dwyer, on f(nl) with wavelets. Monthly notices of the Royal IJ; Wandelt, BD. Bayesian Component Separation and Astronomical Society 2009;393(2):615-622 Cosmic Microwave Background Estimation for the Five- 46. Hansen, Frode; Banday, AJ; Gorski, KM; Eriksen, Hans Year Wmap Temperature Data, The Astrophysical Journal Kristian; Lilje, Per. Power Asymmetry in Cosmic 2009;705(2):1607-1623 Microwave Background Fluctuations from Full Sky 32. Eriksen, Hans Kristian; Næss, Sigurd K; et.al. Prospects to Sub-degree Scales: is the Universe Isotropic? The for polarized foreground removal. AIP Conference Astrophysical Journal 2009;704(2):1448-1458 Proceedings 2009;1141:222-264 47. Hansteen, Viggo; Carlsson, Mats. The Solar Atmosphere. 33. Eriksen, Hans Kristian; Kristiansen, JR; Langangen, Lecture Notes in Physics 2009;778:129-155 Ø; Wehus, IK. How fast could Usain Bolt have run? 48. Anchersen, K; Clausen, T; Gossop, M; Hansteen, Viggo; A dynamical study. American Journal of Physics Waal, H. Prevalence and clinical relevance of corrected 2009;77(3):224-228 QT interval prolongation during methadone and 34. Eriksen, Hans Kristian; Wehus, IK. Marginal distributions buprenorphine treatment: a mortality assessment study. for cosmic variance limited CMB polarization data. Addiction 2009;104:993-999 Astrophysical Journal Supplement Series 2009;180(1):30- 49. De Pontieu, B; Hansteen, Viggo; McIntosh, SW; 37 Patsourakos, S. Estimating the chromospheric absorption 35. Jewell, JB; Eriksen, Hans Kristian; Wandelt, BD; O’Dwyer, of transition region moss emission. The Astrophysical IJ; Huey, G; Górski, KM. A Markov Chain Monte Carlo Journal 2009;702(2):1016-1024 Algorith for Analysis of Low Signal-to-Noise Cosmic 50. De Pontieu, B; McIntosh, S; Hansteen, Viggo; Schrijver, Microwave Background Data, The Astrophysical Journal CJ. Observing the roots of solar coronal heating in the 2009;697(1):258-268 chromosphere. The Astrophysical Journal 2009;701(1):L1-L6 36. Wehus, IK; Ackerman, L; Eriksen, Hans Kristian; 51. Heggland, L; De Pontieu, B; Hansteen, Viggo. Groeneboom, Nicolaas. The Effect of Asymmetric Beams Observational signatures of simulated reconnection in the Wilkinson Microwave Anisotropy Probe Experiment, events in the solar chromospheere and transition region. The Astrophysical Journal 2009;707(1):343-353 The Astrophysical Journal 2009;702(1):1-18 37. Munkejord, ST; Evje, Steinar; Flåtten, Tore.A MUSTA 52. Williams, DR; Harra, LK; Brooks, DH; Imada, S; Hansteen, scheme for a nonconservative two-fluid model. SIAM Viggo. Evidence from the Extreme-Ultraviolet Imaging Journal on Scientific Computing 2009;31(4):2587-2622 Spectrometer for Axial Filament Rotation before a 38. Dyn, N; Floater, Michael; Hormann, K. Four-point curve Large Flare. Nippon Tenmon Gakkai obun kenkyu hokoku subdivision based on iterated chordal and centripetal 2009;61(3):493-497 parameterizations. Computer Aided Geometric Design 53. Barbieri, C; Hjorth-Jensen, Morten. Quasiparticle and 2009;26(3):279-286 quasihole states of nuclei around Ni-56. Physical Review C. 39. Fuchs, Franz; Mishra, Siddhartha; Risebro, Nils Nuclear Physics 2009;79(6):1-12 Henrik. Splitting based finite volume schemes for ideal 54. Hjorth-Jensen, Morten; Siem, S; Toft, HK; Tveten, GM; MHD equations. Journal of Computational Physics et.al. Electric quadrupole moments of the 2(1)(+) states in 2009;228(3):641-660 Cd-100,Cd-102,Cd-104. Physical Review C. Nuclear Physics 40. Fuchs, Franz; McMurry, Andrew; Mishra, Siddhartha. 2009;80(5):1-11 High Order Finite Volume Schemes for Wave Propagation 55. Honma, M; Otsuka, T; Mizusaki, T.; Hjorth-Jensen, Morten. in Stratified Atmospheres. Proceedings of Symposia in New effective interaction for f5pg9-shell nuclei. Physical Applied Mathematics 2009;67(1-2):575:584 Review C. Nuclear Physics 2009;80:1-36. 41. Konrad, W; Apeltauer, C; Frauendiener Jörg; Barthlott, W; 56. Hjorth-Jensen; et.al. Hadronic Interaction and Exotic Roth-Nebelsick, A. Applying methods from differential Nuclei. AIP Conference Proceedings 2009;1165:47-52 geometry to devise stable and persistent air layers 57. Tsukiyama, K; Hjorth-Jensen, Morten; Hagen, G. attached to objects immersed in water, Journal of Bionic Gamow shell-model calculations of drip-line oxygen Engineering 2009;6(4):350-356 isotopes. Physical Review C. Nuclear Physics 2009;80(5):1-5. 42. Groeneboom, Nicolaas; Eriksen, Hans Kristian. 58. Holden, Helge; Coclite, GM; Karlsen, Kenneth. Well- Bayesian Analysis of Sparse Anisotropic Universe posedness of higher-order Camassa-Holm equations. Models and Application to the Five-Year Wmap Data. The Journal of Differential Equations 2009;246(3):929-963

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59. Holden, Helge; Karlsen, Kenneth; Mitrovic, D. Zero in porous media. Applied Numerical Mathematics diffusion-dispersion-smoothing limits for a scalar 2009;59(9):2322-2336 conservation law with discontinuous flux function. 75. Karlsen, Kenneth; Mishra, Siddhartha; Risebro, Nils International Journal of Differential Equations Henrik. Well-balanced schemes for Conservation Laws 2009;2009:1-33 with Source Terms based on a Local Discontinuous 60. Holden, Helge; Karlsen, Kenneth; Mitrovic, D; Panov, Flux Formulation. Mathematics of Computation EY. Strong compactness of approximated solutions 2009;78(265):55-78 to degenerate elliptic-hyperbolic equations with 76. Karlsen, Kenneth; Fuchs, Franz; Mishra, Siddhartha; discontinuous flux function. Acta Mathematica Scientia Risebro, Nils Henrik. Stable upwind schemes for the 2009;29B:1573-1612 magnetic induction equation. Mathematical Modelling and 61. Holden, Helge; Karlsen, Kenneth; Risebro, Nils Henrik. Numerical Analysis 2009;43(5):825-852 A convergent finite-difference method for a nonlinear 77. Andreianov, B; Bendahmane, M; Karlsen, Kenneth; Ouaro, variational wave equation. IMA Journal of Numerical S. Well-posedness results for triply nonlinear degenerate Analysis 2009;29(3):539-572 parabolic equations. Journal of Differential Equations 62. Holden, Helge; Raynaud, Xavier. Dissipative solutions 2009;247(1):277-302 for the Camassa-Holm equation. Discrete and Continuous 78. Bendahmane, M; Karlsen, Kenneth. Convergence of a Dynamical Systems 2009;24(4):1047-1112 finite volume scheme for the bidomain model of cardiac 63. Holden, Helge; Raynaud, Xavier; Ehrnström, M. tissue. Applied Numerical Mathematics 2009;59(9):2266- Symmetric waves are traveling waves. International 2284 mathematics research notices 2009;24:4578-4596 79. Burger, R; Karlsen, Kenneth; Towers, JD. An Engquist- 64. Holden, Helge; Risebro, Nils Henrik; Sande, H. Osher-type scheme for conservation laws with The Solution of the Cauchy Problem with Large Data discontinuous flux adapted to flux connections. SIAM for a Model of a Mixture of Gases. Journal of Hyperbolic Journal on Numerical Analysis 2009;47(3):1684-1712 Differential Equations 2009;6(1):25-106 80. Coclite, GM; Karlsen, Kenneth; Kwon, YS. Initial-boundary 65. Hu, Yaozhong; Yan, JA. Wick calculus for nonlinear value problems for conservation laws with source Gaussian functionals. Acta Math. Appl. Sin. Engl. Ser. terms and the Degasperis-Procesi equation. Journal of 2009;25(3)399-414 Functional Analysis 2009;257(12):3823-3857 66. Hu, Yaozhong; Long, HW. Least squares estimator for 81. Evje, S; Karlsen, Kenneth. Global weak solutions for Ornstein-Uhlenbeck processes driven by $\alpha$-stable a viscous liquid-gas model with singular pressure motions. Stochastic Process. Appl. 2009;119(8): 2465- law. Communications on Pure and Applied Analysis 2480. 2009;8(6):1867-1894 67. Hu, Yaozhong; Long, HW. On the singularity of least 82. Nilssen, TK; Karlsen, Kenneth; Mannseth, T; Tai, squares estimator for mean-reverting $\alpha$-stable Xue-Cheng. Identification of diffusion parameters motions. Acta Math. Sci. Ser. B Engl. Ed. 2009;29(3):599- in a nonlinear convection-diffusion equation using 608. the augmented Lagrangian method. Computational 68. Hu, Yaozhong; Peng, S. Backward stochastic differential Geosciences 2009;13(3):317-329 equations driven by fractional Brownian motion. SIAM 83. Karper, Trygve K; Mardal, KA; Winther, Ragnar. Unified Journal of Control and Optimization, 2009;48:1675-1700. Finite Element Discretizations of Coupled Darcy- 69. Hu, Yaozhong; Nualart, D. Rough path analysis Stokes Flow. Numerical Methods for Partial Differential via fractional calculus. Trans. Amer. Math. Soc. Equations 2009;25(2):311-326 2009;361(5):2689-2718. 84. Börger, R; Kiesel, Rüdiger; Schindlmayr, G. A two-factor 70. Hu, Yaozhong; Nualart, D. Stochastic heat equation model for the electricity forward market, driven by fractional noise and local time. Prob. Theory and Quantitative Finance 2009;9(3):279-287. Related Fields, 2009;143:285-328. 85. Börger, R; Cartea, A; Kiesel, Rüdiger; Schindlmayr, G. 71. Bisbas, TG; Wunsch, R; Whitworth, AP; Hubber, David. A multivariate commodity analysis and applications Smoothed particle hydrodynamics simulations to risk management. Journal of Futures Markets, of expanding H II regions I. Numerical method 2009;29(3):197-217. and applications. Astronomy and Astrophysics 86. Bastl, B; Kosinka, Jiri; Lavicka, M. A Symbolic-Numerical 2009;497(2):649-659 Envelope Algorithm Using Quadratic MOS Patches. ACM 72. de Jesus, Leandro FG; Gudiksen, Boris. Photospheric proceedings of 2009 SIAM/ACM Joint Conference on motions and their effects on the corona: A numerical Geometric & Physical Modeling, 2009:175-196 approach. The Astrophysical Journal 2009;704(1):705-714 87. Kvaal, Simen. Harmonic oscillator eigenfunction 73. Karlsen, Kenneth; Mishra, Siddhartha; Risebro, Nils expansions, quantum dots, and effective interactions. Henrik. Convergence of finite volume schemes for Physical Review B. Condensed Matter and Materials triangular systems of conservation laws. Numerische Physics 2009;80(4):1-16 Mathematik 2009;111(4):559-589 88. Mazzini, A; Nermoen, A; Krotkiewski, Marcin; 74. Karlsen, Kenneth; Mishra, Siddhartha; Risebro, Nils Podladtchikov, I; Planke, S; Svensen, H. Strike-slip faulting Henrik. Semi-Godunov schemes for multiphase flows as a trigger mechanism for overpressure release through

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piercement structures. Implications for the Lusi mud 2009;26(3):351-366 volcano, Indonesia. Marine and Petroleum Geology 104. Arcoya, D; Carmona, J; Leonori, T; Martinez-Aparicio, PJ; 2009;26(9):1751-1765 Orsina, L; Petitta, Francesco.Existence and nonexistence 89. Eikemo; Lie, Knut-Andreas; Dahle, HK; Eigestad, GT. A of solutions for singular quadratic quasilinear equations. discontinuous Galerkin method for transport in fractured Journal of Differential Equations 2009;246(10):4006-4042 media using unstructured triangular grids. Adv. Water 105. Petitta, Francesco.A non-existence result for nonlinear Resour. 2009;32(4):493-506 parabolic equations with singular measures as data. 90. Stenerud, VR; Lie, Knut-Andreas; Kippe, V. Generalized Proceedings of the Royal Society of Edinburgh. Section A travel-time inversion on unstructured grids. J. Pet. Sci. Mathematics 2009;139:381-392 Eng. 2009;65(3-4):175-187 106. Piaskowska, Katarzyna. On solutions of a generalized 91. Leenaarts, Jorrit; Carlsson, Mats; Hansteen, Viggo; formulation for a new turbulent flow model, Proceedings Rouppe, Van Der Voort Luc. Three-Dimensional Non-LTE of the 4th PhD Students and Young Scientists Conference Radiative Transfer Computation of the CA 8542 Infrared “Young scientists towards the challenges of modern Line from a Radiation-MHD Simulation. The Astrophysical technology”, 2009:319-324 Journal 2009;694(2):L128-L131 107. Dickenstein, A; Di Rocco, S; Piene, Ragni. Classifying 92. Lindstrøm, Tom; Herzberg, F. Corrigendum and smooth lattice polytopes via toric fibrations. Advances in addendum to ‘Hyperfinite Lévy processes’. Stochastics Mathematics 2009;222(1):240-254 2009;81(6):567-570 108. Magnenat-Thalmann, N; Quak, Ewald (Guest editors). 93. Lyche, Tom; Mørken, Knut; Pelosi, F. Stable, linear spline 3D Physiological Human, The Visual Computer wavelets on nonuniform knots with vanishing moments. 2009:25(9):825-893 Computer Aided Geometric Design 2009;26(2):203-216 109. Morvan, T; Martinsen, M; Reimers, Martin; Samset, Eigil; 94. Mannino, Carlo; Mascis, A. Real-Time Traffic Control in Elle, OJ. Collision detection and untangling for surgical Metro Stations, Operations Research 2009;57(4):1026- robotic manipulators. International Journal of Medical 1039 Robotics and Computer Assisted Surgery 2009;5(3):233- 95. Mannino, Carlo; Mascis, A. Effective Lower Bound for Job- 242 Shop scheduling in railway traffic control. Proceedings of 110. Risebro, Nils Henrik; Karlsen, Kenneth; Mishra, INOC 2009, Pisa (Italy), G. Bigi, A. Frangioni, M.G. Scutellà Siddhartha; Coclite, GM. Convergence of vanishing (Eds.), 2009:TC1-3, 2009. viscosity approximations of 2x2 triangular systems 96. Mannino, Carlo; Mattia, S; Sassano, A.Planning wireless of multi-dimensional conservation laws. Bollettino network by shortest path. Proceedings of INOC 2009, Pisa dell’Unione Matematica Italiana, Sezione B. 2009;9(2):275- (Italy), G. Bigi, A. Frangioni, M.G. Scutellà (Eds.), 2009:TC5-1, 284 97. Milko, S; Melvær, Eivind Lyche; Samset, Eigil; Kadir, 111. Risebro, Nils Henrik; Swärd, Magnus; Mishra, T. Evaluation of bivariate correlation ratio similarity Siddhartha; Koley, Ujjwal. Higher order finite difference metric for rigid registration of US/MR images of the liver. schemes for the magnetic induction equations. BIT International Journal of Computer Assisted Radiology and Numerical Mathematics 2009;49(2):375-395 Surgery 2009;4(2):147-155 112. Risholm,Petter; Samset, Eigil; Talos, IF; Wells III, WM. A 98. Milko, S; Melvær, Eivind Lyche; Samset, Eigil; Kadir, T. Non-rigid Registration Framework That Accommodates A Novel Method for Registration of US/MR of the Liver Resection and Retraction. Proceedings of 21st Based on the Analysis of US Dynamics. Lecture Notes in International Conference, IPMI, 2009;5636:447-458 Computer Science 2009;5761:771-778 113. Risholm,Petter; Samset, Eigil.Haptic guided 3-D 99. Meyer-Brandis, Thilo; Proske, FN. Construction of strong deformable image registration. International Journal of solutions of SDE’s via Malliavin calculus. Journal of Computer Assisted Radiology and Surgery 2009;4(3):215- Functional Analysis 2009:1-32 223 100. Meyer-Brandis, Thilo; Proske, FN. Explicit Representation 114. Risholm,Petter; Melvær, Eivind; Mørken, Knut; Samset, of Strong Solutions of SDEs Driven by Infinite- Eigil. Intra-operative adaptive FEM-based registration Dimensional Lévy Processes. Journal of theoretical accommodating tissue resection. Proceedings of SPIE probability 2009:1-14 2009;7259 101. Fjordholm US; Mishra Siddhartha; Tadmor E. Energy 115. Rognes, Marie; Arnold, DN. Stability of Lagrange preserving and energy stable schemes for the shallow elements for the mixed Laplacian. Calcolo (Testo water equations, Proc. FoCM, London Math. Soc. Lecture stampato) 2009;46(4):245-260 Notes, 2009:93-139 116. Rognes, Marie; Calderer, MC; Micek, C. Modelling of and 102. Musco, Ilia; Miller, JC; Polnarev, AG. Primordial black hole mixed finite element methods for gels in biomedical formation in the radiative era: investigation of the critical applications. SIAM Journal on Applied Mathematics nature of the collapse. Classical and quantum gravity 2009;70(4):1305-1329 2009;26(23):1-19 117. Rognes, Marie; Kirby, RC; Logg, AB. Efficient Assembly 103. Mørken, Knut; Reimers, Martin; Schulz, Christian. of H(div) and H(curl) Conforming Finite Elements. SIAM Computing Intersections of Planar Spline Curves using Journal on Scientific Computing 2009;36(6):4130-4151 Knot Insertion. Computer Aided Geometric Design 118. Rouppe, Van Der Voort Luc; Leenaarts, Jorrit; De Pontieu,

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B; Carlsson, Mats; Vissers, GJM. On-Disk Counterparts of Computational Physics 2009;228(24):9020-9035 Type II Spicules in the Ca II 854.2 nm and H alpha Llines. 134. Nordström, J; Ham, F; Mohammad, S; vd Weide, E; Svärd, The Astrophysical Journal 2009;705(1):272-284 Magnus; Mattsson, K; Iaccarino, G; Gong, J. 119. Rudjord, Øystein; Groeneboom, Nicolaas; Eriksen, A hybrid method for unsteady inviscid fluid flow. Hans Kristian; Huey, G; Górski, KM; Jewell, JB. Cosmic Computers & Fluids 2009;38(4):875-882 Microwave Background Likelihood Approximation by a 135. Sykora, Juan Martinez; Hansteen, Viggo; Carlsson, Mats. Gaussianized Blackwell-Rao Estimator. The Astrophysical Twisted Flux Tube Emergence from the Convection Zone Journal 2009;692(2):1669-1677 to the Corona. II. Later States. The Astrophysical Journal 120. Rudjord, Øystein; Hansen, Frode; Lan, X; Liguori, M; 2009;702(1)129-140 Marinucci, D; Matarrese, S. An Estimate of the Primordial 136. Sykora, Juan Martinez; Hansteen, Viggo; De Pontieu, Non-Gaussianity Parameter f(NL) Using the Needlet B; Carlsson, Mats. Spicule-Like Structures Observed in Bispectrum from WMAP. The Astrophysical Journal Three-Dimensional Realistic Magnetohydrodynamic 2009;701(1):369-376 Simulations. The Astrophysical Journal 2009;701(2):569- 121. Ryan, Øyvind. Runlength-Based Processing Methods 1581 for Low Bit-depth Images. IEEE Transactions on Image 137. Chang, Q; Tai, Xue-Cheng; Xing, L. A Compound Algorithm Processing 2009;18(9):2048-2058 of Denoising Using Second-Order and Fourth-Order 122. Ryan, Øyvind; Debbah, M. Asymptotic Behavior of Partial Differential Equations. Numerical Mathematics: Random Vandermonde Matrices With Entries on the Theory, Methods and Applications (NM-TMA) Unit Circle. IEEE Transactions on Information Theory 2009;2(4):353-376 2009;55(7):3115-3147 138. Chen, HZ; Song, JP; Tai, Xue-Cheng. A dual algorithm for 123. Ilison, L; Salupere, Andrus. Propagation of sech minimization of the LLT model. Advances in Computational 2 -type solitary waves in hierarchical KdV-type Mathematics 2009;31(1-3):115-130 systems. Mathematics and Computers in Simulation 139. Dascal, L; Roseman, G; Tai, Xue-Cheng; Kimmel, R. On 2009;79(11):3314-3327 semi-implicit splitting schemes for the beltrami color flow. 124. Jalote-Parmar, A; Badke-Schaub, P; Ali, W; Samset, Eigil. Lecture Notes in Computer Science 2009;5567:259-270 Cognitive processes as integrative component for 140. De Cezaro, A; Leitão, A; Tai, Xue-Cheng. On multiple level developing expert decision-making systems: A workflow set regularization methods for inverse problems. Inverse centered framework. Journal of Biomedical Informatics Problems 2009;25(3):1-22 2009. 141. DeCezaro, A; Leitão, A; Tai, Xue-Cheng. On level-set type 125. Carlsson, J; Sandberg, Mattias;Szepessy, A. Symplectic methods for recovering piecewise constant solutions of Pontryagin approximations for optimal design. ill-posed problems. Lecture Notes in Computer Science Mathematical Modelling and Numerical Analysis 2009;5567:50-62 2009;43(1):3-32 142. Doublet, DC; Aanonsen, SI; Tai, Xue-Cheng. 126. Scheid, Claire; Witomski, P. A proof of the invariance of An efficient method for smart well production the contact angle in electrowetting. Mathematical and optimisation. Journal of Petroleum Science and Computer Modelling 2009;49:647-665 Engineering 2009;69(1-2):25-39 127. Monnier, J; Witomski, P; Chow Wing Bom, P; Scheid, Claire. 143. Gao, R; Song, JP; Tai, Xue-Cheng. Image zooming Numerical modelling of electrowetting by a shape inverse algorithm based on partial differential equations approach. SIAM J.Appl.Math. 2009;69(5): technique. International Journal of Numerical Analysis & 128. Schulz, Christian. Bezier clipping is quadratically Modeling 2009;6(2):282-292 convergent. Computer Aided Geometric Design 144. Han, S; Tao, W; Wang, D; Tai, Xue-Cheng; Wu, X. Image 2009;26(1):61-74 Segmentation Based on GrabCut Framework Integrating 129. Behnel, S; Bradshaw, R; Seljebotn, Dag Sverre. Cython Multi-scale Nonlinear Structure Tensor. IEEE Transactions tutorial Proceedings of the 8th Python in Science on Image Processing 2009;18(10):2289-2302 Conference (SciPy 2009) 2009:4-14 145. Hodneland, E; Bukoreshtliev, NV; Eichler, TW; Tai, Xue- 130. Seljebotn, Dag Sverre. Fast numerical computations Cheng; Gurke, S; Lundervold, A; Gerdes, HH. A unified with Cython. Proceedings of the 8th Python in Science framework for automated 3-D segmentation of surface- Conference (SciPy 2009) 2009:15-22 stained living cells and a comprehensive segmentation 131. Lindroth, E; Argenti, L; Bengtsson, J; Ferro, F; Genkin, evaluation. IEEE Transactions on Medical Imaging M; Selstø, Sølve. The Structure Behind it All, Journal of 2009;28(5):720-738 Physics: Conference Series 2009;194:012001 146. Hodneland, E; Tai, Xue-Cheng; Gerdes, HH. Four- 132. Svärd, Magnus; Mishra, Siddhartha. Shock Capturing color theorem and level set methods for watershed Artificial Dissipation for High-Order Finite Difference segmentation. International Journal of Computer Vision Schemes, Journal of Scientific Computing 2009;39(3):454- 2009;82(3):264-283 484 147. Hu, Q; Tai, Xue-Cheng; Winther, Ragnar. A saddle point 133. Nordström, J; Gong, J; vd Weide, E; Svärd, Magnus. approach to the computation of harmonic maps. SIAM A stable and conservative high order multi-block method Journal on Numerical Analysis 2009;47(2):1500-1523 for the compressible Navier-Stokes equations. Journal of 148. Gurholt, TP; Tai, Xue-Cheng. 3D Multiphase Piecewise

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Constant Level Set Method Based on Graph Cut boundary value problems. Annals of Probability Minimization. Numerical Mathematics: Theory, Methods 2009:37(3):1008-1043 and Applications (NM-TMA) 2009;4(2):403-420 165. Mohammed, S; Zhang, Tusheng. Anticipating stochastic 149. Pan, Q; Tai, Xue-Cheng. Model the Solvent-Excluded differential systems with memory. Stochastic Processes Surface of 3D Protein Molecular Structures and Their Applications 2009;119(9):2773-2802 Using Geometric PDE-Based Level-Set Method. 166. Xu, TG; Zhang, Tusheng. Large deviation principles Communications in Computational Physics 2009;6(4):777- for 2-D stochastic Navier-Stokes equations driven 792 by Lèvy processes. Journal of Functional Analysis 150. Tai, Xue-Cheng; Borok, S; Hahn, J. Image denoising 2009;257(5):1519-1545 using TV-stokes equation with an orientation-matching 167. Zhang, Tusheng. Variational inequalities and optimization minimization. Lecture Notes in Computer Science for Markov processes associated with semi-Dirichelt 2009;5567:490-501 forms. Siam Journal on Control and Optimization 151. Tai, Xue-Cheng; Wu, C. Augmented Lagrangian Method, 2009;48(3):1743-1755. Dual Methods and Split Bregman Iteration for ROF Model. 168. Øksendal, Bernt; Sulem, A. Maximum principles for Lecture Notes in Computer Science 2009;5567:502-513 optimal control of forward-backward stochastic 152. Wu, C; Deng, J; Chen, F; Tai, Xue-Cheng. Scale- differential equations with jumps. SIAM Journal space analysis of discrete filtering over arbitrary of Control and Optimization 2009;48(5):2945-2976. triangulated surfaces. SIAM Journal of Imaging Sciences 169. Øksendal, Bernt; Sulem, A. Risk indifference Pricing 2009;2(2):670-709 in Jump Diffusion Markets. Mathematical Finance 153. Yau, AC; Tai, Xue-Cheng; Ng, M. L0 norm and total 2009;19(4):619-637 variation for wavelet inpainting. Lecture Notes in 170. Aase, Knut. The Nash Bargaining Solution vs. Equilibrium Computer Science 2009;5567:539-551 in a Reinsurance Syndicate. Scandinavian Actuarial 154. Wallin, Olli; Karlsen, Kenneth. A semilinear equation for Journal, 2009;3:219-238 the American option in a general jump market. Interfaces and Free Boundaries 2009;11:475-501 155. Wedemeyer-Böhm, Sven; Lagg, A; Nordlund, Å. 7b. Books, published 2009 Coupling from the Photosphere to the Chromosphere and the Corona. Space Science Reviews 2009;144(1-4):317-350 1. Di Nunno, Giulia; Øksendal, Bernt; Proske, FN. Malliavin 156. Wedemeyer-Böhm, Sven; Rouppe, LVDV. On the Calculus for Lévy Processes and Applications to Finance. continuum intensity distribution of the solar photosphere. Springer Verlag 2009 ISBN 978-3- Astronomy and Astrophysics 2009;503(1):225-239 540-78571-2. 413 pages. 157. Wedemeyer-Böhm, Sven; Rouppe, LVDV. Small-scale 2. Holden, Helge; Øksendal, Bernt; Ubøe, J; Zhang, Tusheng. swirl events in the quiet Sun chromosphere. Astronomy Stochastic Partial Differential Equations. Springer Verlag and Astrophysics 2009;507(1):L9-L12 2009 ISBN 978-0-387-89487-4. 158. Wedemeyer-Böhm, Sven; Rouppe, LVDV. The solar 305 pages. continuum intensity distribution. Settling the conflict 3. Lindstrøm, Tom; Fenstad, JE; Albeverio, S; Høegh-Krohn, between observations and simulations. MEMORIE della R. Nonstandard Methods in Stochastic Analysis and Società Astronomica Italiana 2009;80: -638 Mathematical Physics, Dover Publications 2009 ISBN 159. Wöger, F; Wedemeyer-Böhm, Sven; Uitenbroek, H; 0486468992. 528 p. Rimmele, TR. Morphology and dynamics of the low solar 4. Quak, Ewald; Soomere, Tarmo (Eds.). Applied Wave chromosphere. The Astrophysical Journal 2009;706(1):148- Mathematics. Selected Topics in Solids, Fluids, and 157 Mathematical Methods. Springer verlag 2009, ISBN 978- 160. Arnold, DN; Falk, RS; Winther, Ragnar. Geometric 3-642-00585-8, 471 p. decompositions and local bases for spaces of finite 5. Tai, Xue-Cheng; Mørken, Knut; Lysaker, M; Lie, Knut- element differential forms. Computer Methods in Applied Andreas (Eds.). Scale Space and Variational Methods in Mechanics and Engineering 2009;198(21-26):1660-1672 Computer Vision. Springer 2009. ISBN 978-3-642-02255- 161. Yolcu Okur, Yeliz; David, D. Optimal portfolio and 5. 875 p. consumption rate for an insider. Communications on 6. Tveito, A; Winther, Ragnar. Introduction to Partial Stochastic Analysis, 2009;3(1):101-117 Differential Equations; A Computational Approach. 162. Dong, Z; Xu, TG; Zhang, Tusheng. Invariant measures Springer 2009. ISBN 978-3-540-88704-1. 392 p. 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

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7c. Book chapters, in books published 2009 Schemes Using Potential-Based Fluxes for the System Wave Equation. In: Hyperbolic Problems: Theory, Numerics 1. Christiansen, Snorre. Foundations of Finite Element and Applications, American Mathematical Society (AMS) Methods for Wave Equations of Maxwell Type. In: “Applied 2009 ISBN 978-0-8218-4728-2. pp.795-804 wave mathematics”. Springer 2009 ISBN 978-3-642- 13. Risebro, Nils Henrik. An Introduction to the Theory of 00584-8. pp. 335-393 Scalar Conservation Laws with Spatially Discontinuous 2. Munkejord, ST; Evje, Steinar; Flåtten, Tore. A WIMF Flux Functions. In: “Applied wave mathematics”. Springer scheme for the drift-flux two-phase flow model. In: 2009 ISBN 978-3-642-00584-8. pp. 395-464 Multiphase Flow Research. Nova Publishers 2009:397- 14. Risholm, Petter; Melvær, Eivind Lyche; Mørken, Knut; 435, ISBN 978-1-60692-448-8 Samset, Eigil. Intra-operative adaptive FEM-based 3. Fuchs, Franz; McMurry, Andrew; Mishra, Siddhartha. registration accommodating tissue resection. In: Medical High-order finite volume schemes for wave propagation in Imaging 2009: Image Processing (Proceedings Volume). stratified atmospheres. In: Hyperbolic Problems: Theory, SPIE - International Society for Optical Engineering 2009. Numerics and Applications. American Mathematical ISBN 9780819475107. Society (AMS) 2009 ISBN 978-0-8218-4728-2. pp.575-584 15. Khan, BH; Ryan, Øyvind; Debbah, M; Al-Naffouri, TY. 4. Burger, R; Karlsen, Kenneth; Towers, JD. A conservation Estimation of the distribution of randomly deployed law with discontinuous flux modelling traffic flow with wireless sensors. In: Proceedings of the International abruptly changing road surface conditions. In: Hyperbolic Symposium on Information Theory, ISIT2009. IEEE Problems: Theory, Numerics, Applications. Proceedings Computer Society 2009 ISBN 978-1-4244-4312-3. pp. of the Eleventh International Conference on Hyperbolic 2413-2417 Problems held in Ecole Normale Supérieure, Lyon, July 17- 16. Masucci, A; Ryan, Øyvind; Yang, S; Debbah, M. Finite 21, 2006, Springer 2009:455-464, ISBN 978-3-540-75711-5 Dimensional Statistical Inference. In: 2009 International 5. Karlsen, Kenneth; Karper, Trygve K.Convergent finite Conference on Ultra Modern Telecommunications ICUMT element methods for compressible barotropic Stokes 2009 and Workshops Proceedings. IEEE Computer systems. In: Hyperbolic Problems: Theory, Numerics and Society 2009 ISBN 978-1-4244-3941-6. Applications. American Mathematical Society (AMS) 17. Soomere, Tarmo. Long Ship Waves in Shallow Water 2009:705-714, ISBN 978-0-8218-4728-2 Bodies. In: “Applied wave mathematics”. Springer 2009 6. Aarnes, JE; Lie, Knut-Andreas; Kippe, V; Krogstad, S. ISBN 978-3-642-00584-8. pp. 193-228 Multiscale methods for subsurface flow. In “Multiscale Modeling and Simulation in Science”, B. Engquist, P. Lötstedt, and O. Runborg eds, LNCSE, Springer Verlag 7d. Scientific reports, contributions, proceedings 2009;66:3-48. ISBN: 978-3-540-88856-7 etc. (not refereed), published 2009 7. Krogstad, S; Lie, Knut-Andreas; Nilsen, HM; Natvig, JR; Skaflestad, B; Aarnes, JE.A multiscale mixed finite- 1. Kosinka, Jiri. A Note on Trilinear Coordinates, Proceedings element solver for three-phase black-oil flow. SPE of the 29th Conference on Geometry and Graphics, Reservoir Simulation Symposium, The Woodlands, Texas, Polyglot, Liberec, Czech Republic, 2009:195-200 USA, Feb 2-4, 2009. ISBN:978-1-55563-209-0 2. Musco, Ilia. Primordial black hole formation. Trieste: 8. Gulbransen, AF; Hauge, VL; Lie, Knut-Andreas. A Proceedings of Science 2009 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

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

7e. The CMA collected preprint series 2009 21. Dokken, Tor; Quak, Ewald; Skytt, V.Requirements from Isogeometric Analysis for Changes in Product Design 1. Bae, Egil; Tai, Xue-Cheng. Efficient Global Optimization Ontologies for the Multiphase Chan-Vese Model of Image 22. Fuchs, Franz; McMurry, Andrew; Mishra, Siddhartha; Segmentation by Graph Cuts. UCLA Applied Mathematics Risebro, Nils Henrik; Waagan, K. High Order Well CAM-report 2009 Balanced Finite Volume Schemes for Simulating Wave 2. Bae, Egil; Yuan, J; Tai, Xue-Cheng. Global Minimization Propagation in Stratified Magnetic Atmospheres for Continuous Multiphase Partitioning Problems Using a 23. Fuchs, Franz; McMurry, Andrew; Mishra, Siddhartha; Dual Approach. UCLA Applied Mathematics CAM-report Risebro, Nils Henrik; Waagan, K. High Order FV Schemes 2009 for the Godunov-Powell Form of the Ideal MHD Equations 3. Benth, Fred Espen; Frestad, D; Koekebakker, S. Modeling in Multi-Dimensions term structure dynamics in the Nordic electricity swap 24. Fuchs, Franz; McMurry, Andrew; Mishra, Siddhartha; market. To appear in Energy Journal. Risebro, Nils Henrik; Waagan, K. Approximate Riemann 4. Benth, Fred Espen. On forward price modelling in power solvers and robust high-order finite volume schemes for markets. multi-dimensional ideal MHD equations 5. Benth, Fred Espen; Dahl, Geir; Mannino, Carlo. A 25. Halvorsen, Tore; Kvaal, Simen. Manifestly gauge combinatorial model for dependent defaults in financial invariant discretizations of the Schrödinger equation. systems. http://arxiv.org/abs/0905.4177, 22 p. 6. Benth, Fred Espen; Di Nunno, Giulia; Khedher, Asma. 26. Holden, Helge; Karlsen, Kenneth; Risebro, Nils Henrik; Lévy models robustness and sensitivy. Tao, T. Operator splitting for the KdV equation. 7. Benth, Fred Espen; Vos, Linda. A multivariate non- 27. Hu, Yaozhong; Nualart, D. Estimation of parameter for Gaussian stochastic volatility model with leverage for fractional Ornstein-Uhlenbeck processes. Accepted by energy markets Statistics and Prob. Letters. 8. Benth, Fred Espen; Henriksen, PN. Valuing Target 28. Hu, Yaozhong; Nualart, D; Song, J. Feynman-Kac formula Redemption Notes by a Stratified Longstaff-Shwartz for stochastic partial differential equations driven by Algorithm fractional Brownain noises. 9. Benth, Fred Espen; Barndorff-Nielsen, O; Veraart, A. 29. Hu, Yaozhong; Nualart, D; Song, X. Malliavin calculus Ambit processes and stochastic partial differential applied to BSDE. equations 30. Hu, Yaozhong; Nualart, D. $L_2$ modular of continuity 10. Benth, Fred Espen; Hardle, W; Lopez Cabrera, B. Pricing of for Brownian local time. To appear in Comm. Electronic Asian temperature risk Probability. 11. Benth, Fred Espen; Kettler, Paul C. Dynamic copula 31. Hu, Yaozhong; Nualart, D. $L_3$ modular of continuity for models for the spark spread Brownian local time. 12. Bauer, D; Benth, Fred Espen; Kiesel, Rüdiger. 32. Karlsen, Kenneth; Karper, Trygve. Convergence of a Modelling the forward surface of mortality. mixed method for a semi-stationary compressible Stokes 13. Brodtkorb, Andre; Dyken, EC; Hagen, Trond Runar; system Hjelmervik, Jon; Storaasli, OO. State-of-the-Art in 33. Karlsen, Kenneth; Karper, Trygve. A convergent Heterogeneous Computing nonconforming finite element method for compressible 14. Christiansen, Snorre; Scheid, Claire. Convergence of a Stokes flow constrained finite element discretization of the Maxwell 34. Andreianov B.; Bendahmane M.; Karlsen, Kenneth. Klein Gordon equation Discrete duality finite volume schemes for doubly 15. Christiansen, Snorre. Foundations of finite element nonlinear degenerate hyperbolic-parabolic equations. methods for wave equations of Maxwell type 35. Andreianov B; Karlsen, Kenneth; Risebro, Nils Henrik. On 16. Christiansen, Snorre, Halvorsen, Tore G. A gauge vanishing viscosity approximation of conservation laws invariant discretization on simplicial grids of the with discontinuous flux. Schrödinger eigenvalue problem in an electromagnetic 36. Biswas, IH; Jakobsen, ER; Karlsen, Kenneth. Difference- field quadrature schemes for nonlinear degenerate parabolic 17. Christiansen, Snorre. On the div-curl lemma in a Galerkin integro-PDE. setting 37. Bürger, R; Karlsen, Kenneth; Torres, H; Towers, JD. 18. Christiansen, Snorre. Éléments finis mixtes minimaux sur Second-order schemes for conservation laws with les polyèdres discontinuous flux modelling clarifier-thickener units. 19. Di Nunno, Giulia; Øksendal, Bernt; Menoukeu Pamen, 38. Bürger, R; Karlsen, Kenneth; Towers, JD. On some Olivier; Proske, FN. Uniqueness of Decompositions of difference schemes and entropy conditions for a class of Skorohod-Semimartingales multi-species kinematic flow models with discontinuous 20. Di Nunno, Giulia; Øksendal, Bernt; Menoukeu Pamen, flux. Olivier; Proske, FN. A general maximum principle for 39. Cifani, S; Jakobsen, ER; Karlsen, Kenneth. The anticipative stochastic control and applications to insider discontinuous Galerkin method for fractal conservation trading laws.

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

40. Karlsen, Kenneth; Ulusoy, S. Stability of entropy preserving central schemes for the ideal MHD equations solutions for Lévy mixed hyperbolic-parabolic equations. 62. Mishra Siddhartha; Tadmor E. Genuinely multi- 41. Karper, Trygve Klovning; Karlsen, Kenneth. A convergent dimensional constraint preserving schemes for systems mixed method for the stokes approximation of viscous of conservation laws compressible flow. 63. Fjordholm US; Mishra Siddhartha. Vorticity preserving 42. Kettler, Paul .C A stochastic variance ratio test to schemes for the shallow water equations discriminate between time and space effects of 64. LeFloch, PG; Mishra, Siddhartha. Non-classical shocks discrepancy between filtrations and numerical kinetic relations for a model MHD system. 43. Kettler, Paul C. Tight packing a hypersphere with others 65. Martínez-Aparicio, PJ; Petitta, Francesco. Parabolic of like kind equations with nonlinear singularities 44. Kettler, Paul C; Menoukeu Pamen, Olivier; Proske, FN. On 66. Petitta, Francesco; Ponce, A; Porretta, A.Diffuse Local Times: Application to Pricing Using Bid-Ask measures and nonlinear parabolic equations 45. Kettler, Paul C. Lévy-copula-driven financial processes 67. Leonori, T; Petitta, Francesco. Local estimates for 46. Bauer, D; Bergmann, D; Kiesel, Rudiger. On the risk-neutral parabolic equations with nonlinear gradient terms, valuation of life insurance contracts with numerical 68. Boccardo, L; Leonori, T; Orsina, L; Petitta, Francesco. methods in view, to appear in Astin Bulletin. Quasilinear elliptic equations with singular absorption 47. Kiesel, Rüdiger; Scherer M. Portfolio models: The terms structural approach, Encyclopedia of Quantitative 69. Kleiman, S; Piene, Ragni. Enriques diagrams, infinitely Finance. near points, and Hilbert schemes. With an appendix by I. 48. Kiesel, Rüdiger; Scherer P. The Freight Market and its Tyomkin. arXiv:0905.2169 Derivatives, in Kiesel et al eds.: Alternative Assets and 70. Soomere, T; Delpeche, N; Viikmäe, B; Quak, Ewald; Meier, Strategies. HEM; Döös, K. Patterns of current-induced transport in 49. Kiesel, Rüdiger; Scherer M. Dynamic credit portfolio the surface layer of the Gulf of Finland modelling in structural models with jumps, 71. Rudjord, Øystein; Hansen, Frode; Lan, X; Ligouri, M; Applied Mathematical Finance Marinucci, D; Matarrese, S. Directional Variations of the 50. Kiesel, Rüdiger; Lutz, M. Efficient pricing of CMS spread Non-Gaussianity Parameter f_NL. arXiv:0906.3232 options in a stochastic volatility LMM. 72. P. Ciarlet Jr, P; Scheid, Claire. Electrowetting of a 3D drop: 51. Grüll, G; Kiesel, Rüdiger. Pricing CO2 permits using Numerical modelling with electrostatic fields approximation approaches. 73. Selstø, Sølve; Kvaal, Simen. Dynamics of quantum 52. Koley, Ujjwal; Mishra, Siddhartha; Risebro, Nils Henrik; systems with a decreasing number of particles. http:// Svärd, Magnus. Higher order finite difference schemes arxiv.org/abs/0904.2086 4 p. for the magnetic induction equations with resistivity. IMA 74. Ta, An Thi Kieu; Øksendal, Bernt. A Maximum Principle journal of Numerical analysis. for Stochastic Differential Games with g–Expectations 53. Koley, Ujjwal; Risebro, Nils Henrik. On the Korteweg-de and Partial Information. Submitted. Vries-Kawahara equation: Existence and uniqueness 75. Ta, An Thi Kieu; Proske, FN; Rubtsov, Mark. Risk 54. Koley, Ujjwal; Karlsen, Kenneth; Risebro, Nils Henrik. An Indifference Pricing with respect to Bonds with Fixed Date error estimate for the finite difference approximation to of Maturity. degenerate convection - diffusion equations 76. Ginmo, JC; Tai, Xue-Cheng. A Variational Multiphase 55. Kosinka, Jiri; Lavicka, M. On Rational Minkowski Model based on the Piecewise Constant Level Set Method Pythagorean Hodograph Curves and Phase Transitions. UCLA Applied Mathematics CAM- 56. Jarlebring, E; Kvaal, Simen; Michiels, W. Computing report 2009 all pairs (lambda,mu) such that lambda is a double 77. Rong, Z; Wang, LL; Tai, Xue-Cheng. Adaptive Wavelet eigenvalue of A + mu B. Leuven, Belgia: Katholieke Collocation Methods for Image Segmentation Using Universiteit Leuven 2009 23 p. TV-Allen-Cahn Type Models. UCLA Applied Mathematics 57. Menokeu Pamen, Oliver; Proske, FN; Salleh, HB. CAM-report 2009 Stochastic Differential Games in Insider Markets via 78. Tai, Xue-Cheng; Duan, Y. Domain Decomposition Methods Malliavin Calculus with Graph Cuts Algorithms for Image Segmentation. 58. Henriksen, PN; Hove, A; Meyer-Brandis, Thilo; Proske, UCLA Applied Mathematics CAM-report 2009 FN. Pricing interest rate guarantees in a defined benefit 79. Tao, W; Tai, Xue-Cheng. Multiple Piecewise Constant pension system Active Contours for Image Segmentation Using Graph 59. Mishra Siddhartha; Tadmor E. Constraint preserving Cuts Optimization. UCLA Applied Mathematics CAM- schemes using potential based fluxes - I: multi- report 2009 dimensional transport equations 80. Wu, C; Tai, Xue-Cheng. Augmented Lagrangian Method, 60. Mishra Siddhartha; Tadmor E. Constraint preserving Dual Methods, and Split Bregman Iteration for ROF, schemes using potential based fluxes - II: Genuinely multi- Vectorial TV, and High Order Models. UCLA Applied dimensional schemes for systems of conservation laws Mathematics CAM-report 2009 61. Mishra Siddhartha; Tadmor E. Constraint preserving 81. Wu, C; Zhang, J; Tai, Xue-Cheng. Augmented Lagrangian schemes using potential based fluxes - III: Divergence Method for Total Variation Restoration with Non-

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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.

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Appendix 8

TALKS OUTSIDE CMA BY CMA 16. Christiansen, Snorre. A framework for the discretization MEMBERS IN 2009 of differential forms on cellular complexes. ICOSAHOM 2009, NTNU Trondheim, Jun 22-26, 2009 8a. Invited Scientific talks 2009 17. Christiansen, Snorre. Finite elements and differential forms. NTNU Trondheim, Nov 23-25, 2009 1. Barth, Andrea. FEM for Hilbert space valued SDE’s driven 18. Christiansen, Snorre. A discussion of the div-curl lemma by Levy noise. Seminario de Probabilidad, UNAM, Mexico- in a Galerkin setting. University of Pavia, Italy, Dec 3, 2009 City, Mexico, Apr 14, 2009 19. Dahl, Geir. Introduction to optimization and convexity. 2. Barth, Andrea. FEM for Hilbert space valued SDE’s driven eVITA Winter school, Geilo, Norway, Jan 11-16, 2009 by Levy noise. Probability Seminar, CIMAT, Guanajuato, 20. Dahl, Geir. Disjoint congruence classes and an Mexico, Apr 15-16, 2009 optimization problem. Nordic Optimization Symposium, 3. Barth, Andrea. FEM for Hilbert space valued SDE’s driven KTH, Stockholm, Sweden, Mar 13-14, 2009 by Levy noSise. Probability and Statistics Seminar, WSU, 21. Dahl, Geir. Majorization and network problems. Int. Detroit, USA, May 13, 2009 network optimization conference, INOC 2009, Pisa, Italy, 4. Barth, Andrea. Finite Element Method for Stochastic Apr 26-29, 2009 Partial Di fferential Equations and Applications. 22. Di Nunno, Giulia. Introduction to Malliavin Calculus Oberseminar Finanz- und Versicherungsmathematik LMU and some applications to finance. Springer School: TUM, Munich, Germany, Nov 12, 2009 Finance and Insurance - Stochastic Analysis and Practical 5. Benth, Fred Espen. Pricing electricity forwards - the risk Methods, Friedrich-Schiller-Universitaet Jena, Germany, premium. Carnegie Mellon Math seminar, Carnegie Mellon Mar 12 - 13, 2009 University, USA, Feb 23, 2009 23. Di Nunno, Giulia (Lecture series). Introduction to 6. Benth, Fred Espen. The volatility of temperature, mathematical finance. Universite De Tunis El Manar, pricing of weather derivatives and hedging of spatial Tunisia, Feb 9 - 13, 2009 temperature risk. Math finance seminar, Carnegie Mellon 24. Di Nunno, Giulia Lower and upper bounds of martingale University, USA, Mar 2, 2009 measure densities in continuous time markets. 7. Benth, Fred Espen. Spot price modelling in energy Conference in Stochastic Analysis and Finance, City markets. Advanced master course in energy finance, University, Hong Kong, Jun 29 – Jul 2, 2009 Amseterdam, Netherlands, Oct 20-21, 2009 25. Di Nunno, Giulia. Lower and upper bounds of martingale 8. Benth, Fred Espen. Stochastic volatility modelling in measure densities in continuous time markets. Stanford energy markets. Finace seminar, University of Duisburg- University, Palo Alto, USA, Mar 30, 2009 Essen, Germany, Nov 19, 2009 26. Di Nunno, Giulia. Minimal variance hedging in large 9. Brodtkorb, Andre. State-of-the-Art in Heterogeneous financial markets: random fields approach. Bachelier Computing and Heterogeneous Computing at SINTEF, Seminar, Institut Henri Poincarre, Paris, France, May 15, University of Oslo, Norway, Nov 6, 2009. 2009 10. Carlsson, Mats. Dynamic MHD models of the 27. Di Nunno, Giulia; Eide, IB. Lower and upper bounds of chromosphere and corona. Recent directions in martingale measure densities in continuous time markets, astrophysical quantitative spectroscopy and radiation Finance and Insurance, Friedrich-Schiller-Universitaet hydrodynamics, Boulder, Colorado, USA, Mar 30 – Apr 3, Jena, Germany, Mar 16 - 20, 2009 2009 28. Dokken, Tor. 3D Internet - Experiences from proposal 11. Carlsson, Mats. BIFROST – radiation. Advancing writing for Call 4 in the fp7 ICT-program. SCCG - Spring Chromospheric Modelling Workshop, Kyoto University, Conference on Computer Graphics 2009, Slovakia, Apr Japan, Oct 26-30, 2009 23-25, 2009 12. Carlsson, Mats. MULTI3D. Advancing Chromospheric 29. Floater, Michael. Recent advances in generalized Modelling Workshop, Kyoto University, Japan, Oct 26-30, barycentric coordinates and interpolation over arbitrary 2009 domains. 9th National Conference of Indian Society of 13. Carlsson, Mats. Non-LTE diagnostics - Mg h & k.Advancing Industrial and Applied Mathematics, Agra, India, Jan 14-16, Chromospheric Modelling Workshop, Kyoto University, 2009 Japan, Oct 26-30, 2009 30. Floater, Michael. Barycentric coordinates and 14. Carlsson, Mats. Time dependent hydrogen ionization. interpolation. Clausthal, Germany, Jul 2, 2009 Advancing Chromospheric Modelling Workshop, Kyoto 31. Floater, Michael. Barycentric coordinates and University, Japan, Oct 26-30, 2009 interpolation. Darmstadt, Germany, Jul 8, 2009 15. Christiansen, Snorre. Finite element exterior calculus 32. Floater, Michael; Hormann, K. Barycentric rational on cellular complexes. University of Bergen, Norway, May interpolation with no poles and high rates of 14-15, 2009 approximation. Dolomites workshop on constructive

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

approximation and applications, Alba di Canazei, Italy, Sep body problem: theory and experiments at Isolde, CERN, 4-9, 2009 Geneva, Switzerland, May 10-13, 2009 33. Cashman, T; Floater, Michael; Hormann, K; Goldman, 50. Hjorth-Jensen, Morten. Lecture 1: Models for the nuclear R. New Trends in Non-uniform Subdivision. Workshop forces, Lecture 2: Renormalization of nuclear forces, Pontignano, Italy, Oct 12-15, 2009 Lecture 3: Effective interactions, Lecture 4 and 5: Nuclear 34. Frauendiener, Jörg. Conceptual Issues in Numerical many-body methods, National Institute for Theoretical Relativity, Australasian Conference on General Relativity Physics, Stellenbosch, South Africa, Jan 19-28, 2009 and Gravitation, Christchurch, New Zealand, Dec 16-18, 51. Hjorth-Jensen, Morten. Lecture 1: Nuclear interactions, 2009 Lecture 2: Constructing effective interactions for the 35. Frauendiener, Jörg. (Two lectures) Geometric shell model, Lecture 3: Shell model studies, University of discretisations in numerical mathematical physics I/II Birmingham, Leicester, UK, Sep 12-23, 2009 International Summer School on Integrable systems and 52. Hjorth-Jensen, Morten. (6 lectures) Nuclear interactions Scientific Computing, Trieste, Italy, Jun 15-20, 2009 and the Shell Model, Riken and Tokyo University, Riken at 36. Frauendiener, Jörg. Compatible discretisations in General Wako, Saitama, Japan, Aug 26 - Sep 1, 2009 Relativity. Marcel Grossmann Conference, Paris, France, 53. Hjorth-Jensen, Morten. Many-body methods and Jul 12-18, 2009 multiscale physics: A nuclear physics story, University of 37. Frauendiener, Jörg. The sphericaly symmetric elastic Oslo, Norway, Nov 4, 2009 body in GR. Marcel Grossmann Conference, Paris, France, 54. Hjorth-Jensen, Morten. (15 lectures) Nuclear Physics, Jul 12-18, 2009 University of Oslo, Norway, Aug 10-14, 2009 38. Hansteen, Viggo. Numerical Modelling of Spicules. 55. Hjorth-Jensen, Morten. Shell structure around 100Sn, International Space Science Institute Workshop, Bern, Gordon Conference in Nuclear Chemistry and Structure, Switzerland, Jan 19-22, 2009 Colby-Sawyer College New London, NH, USA, Jun 21-26, 39. Hansteen, Viggo. Oscillations and waves in the Solar 2009 Atmosphere. International Space Science Institute 56. Hjorth-Jensen, Morten. Shell-model interactions around Workshop, Bern, Switzerland, Jan 19-22, 2009 100Sn, American Physical Society, Denver, USA, May 1-5, 40. Hansteen, Viggo. 3d models of the Sun, from convection 2009 zone to corona. Nordic physicist meeting, Nordic Physicist 57. Hjorth-Jensen, Morten. Structure of very neutron-rich Organization, University of Copenhagen, Denmark, Jun nuclei and some key questions in nuclear structure theory. 16-17, 2009 Oak Ridge National Laboratory, USA, Nov 13-14, 2009 41. Hansteen, Viggo. Red-shift and other shifts in the 58. Holden, Helge. Big problems in mathematics: Solved and Transition Region and Corona. National Solar Observatory unsolved. Seminar, Centre for Advanced Studies, Oslo, Workshop on chromospheric structure and dynamics, Norway, Feb 18, 2009 Sunspot, New Mexico, Aug 31 – Sep 4, 2009 59. Holden, Helge. Conservative and dissipative solutions of 42. Hansteen, Viggo. BIFROST - a 3d MHD code from the the Camassa-Holm equation. University of Padova, Italy, University of Oslo. Modelling Workshop, Monterey, Feb 23, 2009 Canada, Oct 26-30, 2009 60. Holden, Helge. Convergence of operator splitting for the 43. Hansteen, Viggo. Flux emergence in the high atmosphere. KdV equation, IMA Minneapolis, USA, Jul 25, 2009 3d Solaire Network Meeting, Instituta de Astrofisica de 61. Holden, Helge. Global semigroup for the nonlinear Canarias, Puerto de la Cruz, Tenerife, Nov 2-6, 2009 variational wave equation, Banff Centre, Canada, Oct 8, 44. Hansteen, Viggo. Heating of the chromosphere, 2009 transition region, and corona. 3d Hinode Meeting, National 62. Holden, Helge. Convergence of operator splitting for the Astronomical Observatory of Japan, Tokyo, Japan, Dec 1-4, KdV equation, University of Missouri, USA, Oct 29, 2009 2009 63. Hu, Yaozhong. Feynman-Kac formula for stochastic 45. Hjorth-Jensen, Morten; Kvaal, Simen. Effective partial differential equations driven by fractional noises. interactions and convergence criteria for configuration Weihai Conference on stochastic partial differential interaction methods. Workshop on Effective Field equations. Weihai, China, Jul 5-7, 2009 Theories and the Many-Body Problem, Seattle, USA, Mar 64. Hu, Yaozhong. (Lecture series) Rough path analysis. 23 - Jun 5, 2009 African Institute of Mathematical Sciences. Cape Town, 46. Hjorth-Jensen, Morten. Ab initio methods in nuclear South Africa, Dec 6, 2009 – Jan 15, 2010 physics. Overview and recent achievements, IPN-Orsay, 65. Hu, Yaozhong. (Lecture series) Malliavin calculus Dong Paris, Orsay, France, Oct 15-16, 2009 Hua University, Shanghai, China, Jun 5 - Aug 6, 2009 47. Hjorth-Jensen, Morten. Can we do ab initio calculations 66. Karlsen, Kenneth. Open mathematical problems in for nuclei beyond A=16?, Yale University, New Haven, USA, porous media flow, IMA summer program on Nonlinear June 18-21, 2009 Conservation Laws and Applications, Minnesota, USA, Jul 48. Hjorth-Jensen, Morten. Datamaskiner i 12-29, 2009. realfagsopplæringen, en ny måte å undervise realfag på?, 67. Karlsen, Kenneth. Some Simple Numerical Schemes for NTNU, Trondheim, Norway, Feb 13, 2009 Scalar and Multiclass Systems of Conservation Laws with 49. Hjorth-Jensen, Morten. From QCD to the nuclear many- Discontinuous Flux, New Trends in Model Coupling Theory,

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

Numerics & Applications, France, Sep 2-4, 2009 87. Lindstrøm, Tom. The discrete beyond the continuous. On 68. Karlsen, Kenneth. (2 lectures) Discrete duality finite nonstandard methods in stochastic analysis. Analysis, volume schemes for doubly nonlinear degenerate probability and geometry in quantum physics and hyperbolic-parabolic equations, BIRS Workshop classical mechanics, KTH, Stockholm, Sweden, Dec 7, 09w5090 Nonlinear Conservation Laws and Related 2009 Problems, Banff, Calgary, Canada, Oct 4-9, 2009 88. Lyche, Tom. Divided Differences; Recent Progress. 69. Kettler, Paul C. Potential contributions of copula theory International Conference on Modelling of Engineering and in risk management and finance, Brno University of Technologial Problems (ICMETP), Agra, India, Jan 14-16, Technology, Czech Republic, Mar 5, 2009 2009 70. Kettler, Paul C. Is it the talk? or is it the cake? Brno 89. Lyche, Tom. The sensitivity of spline approximations to University of Technology, Czech Republic, Mar 5, 2009 perturbations of the knots. 23 Biennial conference on 71. Kiesel, Rüdiger. Modelling the Forward Surface of numerical analysis, University of Strathclyde, Scotland, Mortality, London School of Economics, UK, Mar 23, 2009 Jun 23-26, 2009 72. Kiesel, Rüdiger. Modelling the Forward Surface of 90. Lyche, Tom. The sensitivity of spline approximations Mortality, ORFE Princeton, USA, Mar 10, 2009 to perturbations of data and knots. Ubeda meeting on 73. Kiesel, Rüdiger. Modelling Stochastic Mortality, approximation, Ubeda, Spain, Jun 28 - Jul 1, 2009 Scientific Day, DGFVM, Berlin, Apr 30, 2009 91. Lyche, Tom. Analysis aware modeling; Model Quality. 74. Kiesel, Rüdiger. Pricing Energy Futures and Derivatives SIAM conference on Mathematical and Physical modeling, on Futures, Energyforum, Rome, Italy, May 26, 2009 San Francisco, USA, Oct 5-8, 2009 75. Kiesel, Rüdiger. Swing options, Kristiansand, Norway, Sep 92. Mishra, Siddhartha. Energy preserving and energy stable 24, 2009 schemes for the shallow waters, Intl. Conf.on non-linear 76. Koley, Ujjwal. Numerical method for Induction equations, PDEs, TIFR Bangalore, India, Jan 9, 2009 TIFR-CAM, Bangalore, India, Jan 13, 2009 93. Musco, Ilia. Primordial Black Hole Formation. University 77. Kosinka, Jiri. Generalized Barycentric Coordinates: From of Oxford, UK, Jul 17, 2009 Polygons to Smooth Domains, Johannes Kepler University, 94. Musco, Ilia. Primordial Black Hole Formation. University Linz, Austria, Jan 12-17, 2009 of Camerino, Italy, Dec 2, 2009 78. Kosinka, Jiri. Deforming Curves and Surfaces Using 95. Pamen, Olivier Menokeu. Uniqueness of Decompositions Generalized Barycentric Coordinates, Charles University of Skorohod-Semimartingales SAMSA conference, Dar es in Prague, Czech Republic, Mar 30 - Apr 3, 2009 Salaam, Tanzania, Nov 23-27, 2009 79. Kosinka, Jiri. Medial Axis Transform Approximation via C2 96. Piene, Ragni. Functors of infinitely near points on an MPH Splines, University of Ljubljana, Slovenia, Nov 16-20, algebraic surface and the counting of Gromov-Witten 2009 invariants. Annual Meeting of the Chinese Mathematical 80. Lie, Knut-Andreas. Multiscale mixed finite elements for Society, Xiamen, China, Apr 20-23, 2009 the Stokes--Brinkman equations. Challenges of Porous 97. Piene, Ragni. Generating functions in enumerative Media and Inaugural Meeting of the International Society geometry. Thematic Program on the Foundations of for Porous Media (Interpore). Kaiserslautern, Germany, Computational Mathematics, Fields Institue, Toronto, Mar 11-14, 2009 Canada, Oct 9, 2009 81. Lie, Knut-Andreas. Reservoir simulation of million-cell 98. Piene, Ragni. Counting curves: the hunting of generating models on desktop computers. The 22nd Kongsberg functions. BMS Kovalevskaya Colloquium, Berlin Seminar: Physics of Hydrocarbon-Bearing Systems. Mathematical School, Germany, Nov 6, 2009 Kongsberg, May 6-8, 2009. 99. Quak, Ewald. The BalticWay Project: The Use of Currents 82. Lie, Knut-Andreas; Gulbransen, AF. A multiscale for Environmental Management of the Baltic Sea Coasts, mixed finite-element method for the Stokes-Brinkman 7th Baltic Sea Science Congress 2009, Tallinn, Estonia, equations. SIAM Conference on Mathematical & Aug 17-21, 2009 Computational Issues in the Geosciences, Leipzig, 100. Quak, Ewald. The Future of 3D Geometry in Networked Germany, Jun 15-18, 2009. Immersive Media, EC Consultation Workshop on The 83. Lie, Knut-Andreas; Gulbransen, AF. Multiscale mixed Future of Networked Immersive Media, Brussels, Belgium, finite elements for the Stokes-Brinkman equations. Sep 24, 2009 ENUMATH 2009, Uppsala, Sweden, Jun 29 - Jul 3, 2009. 101. Risebro, Nils Henrik. Convergence of operator splitting 84. Lindstrøm, Tom. Fractional Brownian motion as weighted for the KdV equation. 25th Nordic and 1st British-Nordic sums of Anderson’s random walk. Logic and mathematics, congress of Mathematicians, Oslo Norway, Jun 8-11, 2009 University of York, UK, Aug 3-7, 2009 102. Rubtsov, Mark. Sensitivity with respect to the yield curve. 85. Lindstrøm, Tom. Infinitesimaler — gjenferd etter Duration in a stochastic setting, ETH Zurich, Switzerland, henfarne størrelser?. University of Stavanger, Norway, Nov 30, 2009. Mar 10, 2009 103. Ryan, Øyvind. Operator algebras - Background and 86. Lindstrøm, Tom. Lévy processes from a nonstandard current research. Matematisk felleskollokvium, University perspective, 25th Nordic and 1st British-Nordic congress of Oslo, Norway, Mar 13, 2009 of Mathematicians, Oslo Norway, Jun 8-11, 2009 104. Ryan, Øyvind. The statistics of eigenvalue distributions

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

in large random matrices. Physics Seminar, University of exponential decay of weak solutions in Hele-Shaw Oslo, Norway, May 11, 2009 flow problem, Laboratory of Mathematics of Besancon 105. Scheid, Claire. Convergence d’un schéma éléments finis University of Franche-Comte, France, Jun 26, 2009. préservant la contrainte pour l’équation de Maxwell Klein 121. Winther, Ragnar. Preconditioning discretizations of Gordon en dimension 2 (in french), SMAI 2009, La Colle systems of partial differential equations. Finics workshop, Sur Loup, France, May 27, 2009 Simula Research Laboratory, Norway, Jun 11-12, 2009 106. Seljebotn, Dag Sverre. Fast numerical computations with 122. Zhang, Tusheng. Boundary value problems for Cython. 8th Python in Science Conference (SciPy 2009), elliptic operators with singular coefficients. Workshop on Caltech, Pasadena, USA, Aug 18-23, 2009 Mathematical Finance, Jena, Germany, Mar 16-20, 2009. 107. Smith, K; Seljebotn, Dag Sverre. Fwrap: The Next- 123. Zhang, Tusheng. Stochastic partial differential equations Generation Fortran-to-Python Interface Generator. 8th with reflection. International Conference on stochastic Python in Science Conference (SciPy 2009), Caltech, analysis, Ukraine Academy of Sciences, Lviv, Ukraine, Jun Pasadena, USA, Aug 18-23, 2009 15-19, 2009 108. Svärd, Magnus; Mishra, Siddhartha. Shock capturing for 124. Zhang, Tusheng. Dirichlet boundary value problems high-order central schemes. ICOSAHOM’09, Trondheim, of second order elliptic differential operators with June 2009 singular coefficients. Workshop on Stochastic Analysis at 109. Dyken, EC; Sætra, Martin Lilleeng. Swansea, UK, Oct 22-23, 2009. Mixing Transparent Polygonal and Voxel Data Using 125. Øksendal, Bernt. (4 lectures) Malliavin Calculus for Depth Peeling. VERDIKT Program Conference, Oslo, Lévy Processes and Applications to Finance, Syd-Dansk Norway, Nov 3-4, 2009 Universitet, Odense, Denmark, Mar 26- 110. Tai, Xue-Cheng. A saddle point approach to the 27, 2009 computation of harmonic maps. International Conference 126. Øksendal, Bernt. A maximum principle for anticipative on Engineering and Computational Mathematics stochastic control and applications to insider trading, (ECM2009) Hong Kong SAR, China, May 27-29 2009. Technical University of Helsinki, Finland, May 26-29, 2009 111. Tai, Xue-Cheng. Image processing based on partial 127. Øksendal, Bernt. Singular stochastic control and optimal differential equations. “Advances in Mathematics”, Official stopping with partial information, University of Åbo, opening of the school of physical and Mathematical Finland , Jun 23-26, 2009 Scienses, Nanyang Technological University, Singapore. Jul 128. Øksendal, Bernt. BSDEs with respect to general 20-22, 2009 filtrations and applications to insider finance, City 112. Tai, Xue-Cheng. Image processing based on partial University of Hong Kong, China, Jun 29-Jul 3, 2009 differential equations. International Conference on Partial 129. Øksendal, Bernt. Malliavin Calculus for Lévy Processes Differential Equations & Numerical Analysis. Mian-Yang, and Applications to Finance, University of Manchester, Si-Chuang Province, China. Aug 20 - 26, 2009 UK, Aug 10-14, 2009 113. Tai, Xue-Cheng. Fast segmentation methods for 130. Øksendal, Bernt. BSDEs with respect to general medical application. First International Workshop of filtrations and applications to insider finance, KTH, Computational Mathematics, University of Bologna, Italy, Stockholm, Sweden, Aug 17-20, 2009 Oct 21, 2009 131. Øksendal, Bernt. BSDEs with respect to general 114. Tai, Xue-Cheng. Recent developments on image filtrations and applications to insider finance, University processing using partial differential equations. 8th Feng of Manchester, UK, Aug 24-28, 2009 Kang Prize ceremony, China, Nov 21-23, 2009 132. Øksendal, Bernt. Optimal control of stochastic Volterra 115. Tai, Xue-Cheng. Augmented Lagrangian Methods for equations and applications to stochastic delay control, Image Restoration. International workshop on Sparse University of Chester, UK, Sep 7-10, 2009 Representation of Multiscale Data and Images, IAS, 133. Øksendal, Bernt. BSDEs with respect to general Nanyang Technological Univ, Singapore, Dec14-17, 2009 filtrations and applications to insider finance,Hammamet, 116. Tai, Xue-Cheng. Level set method for inverse problems Tunisia, Oct 12-16, 2009 related to shape identification. International Workshop on 134. Øksendal, Bernt. BSDEs with respect to general Computational Methods for Ill-Posed Problems, Sun Yat- filtrations and applications to insider finance, SAMSA sen University, Guangzhou, China, Dec 18-20, 2009 Conference, Dar es Salaam,Tanzania, Nov 23-27, 2009 117. Tai, Xue-Cheng. Image processing based on partial 135. Øksendal, Bernt. Singular stochastic control and optimal differential equations. Communication University of stopping with partial information, National University of China, Dec 21 – 31, 2009 Singapore, Dec 9-16, 2009 118. Ulusoy, Suleyman. Stability of entropy solutions for Levy 136. Aase, Knut. The investment horizon problem: A resolution. mixed hyperbolic-parabolic equations I), NTNU Tronheim, The 36th Seminar of the European Group of Risk and Norway, Mar 3, 2009 Insurance Economists (EGRIE), Bergen, Norway Sep 21-23, 119. Ulusoy, Suleyman. Stability of entropy solutions for Levy 2009 mixed hyperbolic-parabolic equations II), NTNU Tronheim, 137. Aase, Knut. The investment horizon problem: A resolution. Norway, Mar 3, 2009 SAMSA Conference, Dar es Salaam,Tanzania, Nov 23-27, 120. Ulusoy, Suleyman. Asymptotic equipartition and 2009

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8b. Contributed scientific talks, posters etc 2009 Canada, Sep 23-26, 2009 14. Hjorth-Jensen, Morten. Computers in Science Education, 1. Bae, Egil; Tai, Xue-Cheng. Efficient Global Minimization Department of Physics and Astronomy, Seattle, USA, Apr for the Multiphase Chan-Vese Model of Image 28, 2009 Segmentation. 7th International Conference on Energy 15. Kosinka, Jiri. On Some Properties of Warren-Wachspress Minimization Methods in Computer Vision and Pattern Mappings, Conference on Geometry: Theory and Recognition, Bonn, Germany, Aug 24-27, 2009 Applications, Pilsen, Czech Republic, Jun 29 – Jul 2, 2009. 2. Barth, Andrea. Modeling of Energy Forwards: An infinite 16. Kosinka, Jiri. On the Injectivity of Barycentric Mappings, dimensional approach. International Conference on Algebraic Geometry and Geometric Modeling, Stochastic Analysis and Applications, Hammamet, Lijiang, China, Jul 21–26, 2009 Tunesia, Oct 12-17, 2009 17. Kosinka, Jiri. Injective Planar Deformations Using 3. Barth, Andrea. FEM for martingale-driven SPDE’s. Barycentric Coordinates, 29th Conference on Geometry 33rd Conference on Stochastic Processes and Their and Computer Graphics, Doubice, Czech Republic, Sep Applications, Berlin, Germany, Jul 27-31, 2009 7–10, 2009. 4. Brodtkorb, Andre. GPU Accelerated Approximative 18. Kosinka, Jiri. On the Injectivity of Generalized Barycentric Implicitization, 2009 SIAM/ACM Joint Conference on Mappings, SIAM/ACM Joint Conference Geometric and Physical Modeling, San Francisco, USA, Oct on Geometric and Physical Modeling, San Francisco, USA, 11, 2009 Oct 5–8, 2009 5. Brodtkorb, Andre. Efficient GPU-based algorithms for 19. Kvaal, Simen; Halvorsen, Tore. One gauge to rule them solving systems of conservation laws, First International all - Gauge-invariant grid discretizations. Conference on Workshop on Computational Engineering, Herrsching am Studies of Atoms and Molecules with “New Light Sources”, Ammersee, Germany, Oct 14, 2009 Aarhus, Denmark, May 27-29, 2009 6. Carlsson, Mats; Hansteen, Viggo; Gudiksen, Boris. 20. Kvaal, Simen. Rigorous analysis of ab initio calculations for Chromospheric heating and structure: 3D simulations, parabolic quantum dots. Conference on Confrontation and Conference on Chromospheric structure and dynamics, convergence in nuclear theory, Trento, Italy, Jul 27-31, 2009 National Solar Observatory, Sunspot, USA, Aug 31 – Sep 4, 21. Lempa, Jukka. On Exogenously Restricted Stochastic 2009 Control of Diffusion Processes. 33th Conference on 7. Carlsson, Mats; Watanabe, H; Rouppe, Van Der Voort Stochastic Processes and Their Applications, Berlin, Luc; Hansteen, Viggo; Vissers, GJM. Mass motions in Germany, Jul 27-31, 2009 type II spicules. Hinode 3rd Science Meeting, National 22. Lie, Knut-Andreas; Krogstad, S; Nilsen, HM; Natvig, Astronomical Observatory of Japan, Tokyo, Japan, Dec 1-4, JR; Skaflestad, B; Aarnes, JE.A multiscale mixed finite- 2009 element solver for three-phase black-oil flow. 2009 SPE 8. Dokken, Tor. Isogeometric Representation and Analysis Reservoir Simulation Symposium, The Woodlands, Texas, - Bridging the Gap between CAD and Analysis. 47th AIAA USA, Feb. 2-4, 2009 Aerospace Sciences Meeting Including The New Horizons 23. Milko, S; Melvær, Eivind Lyche; Samset, Eigil; Kadir, T. Forum and Aerospace Exposition, Orlando, Florida, Jan A Novel Method for Registration of US/MR of the Liver 5-8, 2009 Based on the Analysis of US Dynamics. MICCAI 2009, 9. Dokken, Tor. Higher Order Shape Representations for Imperial College London, UK,Sep 20-24, 2009 Increased Quality of Experience in 3D Internet. IADIS 24. Piaskowska, Katarzyna. On solutions of a generalized International Conference Web Virtual Reality and Three- formulation for a new turbulent flow model. The 4th Dimensional Worlds 2009, Algarve, Portugal, Jun 20-22, PhD Students and Young Scientists Conference “Young 2009 scientists towards the challenges of modern technology”, 10. Dokken, Tor. Challenges of Isogeometric Representation Warsaw University of Technology, Poland, Sep 21–23, 2009 for CAD. 2009 SIAM/ACM Joint Conference on Geometric 25. Quak, Ewald. The FOCUS K3D Project: 3D Shapes & & Physical Modeling, San Francisco, USA, Oct 5-8, 2009 Semantics, Forward Looking Session 2009 at the Joint 11. Dokken, Tor. Problems for 3D Internet, 2009 SIAM/ACM SIAM/ACM Conference on Geometric and Physical Joint Conference on Geometric & Physical Modeling, San Modeling, San Francisco, USA, Oct 5–8, 2009 Francisco, USA, Oct 5-8, 2009 26. Risholm, Petter.Intra-operative adaptive FEM-based 12. Fuchs, Franz Georg. High Order Well Balanced Finite registration accommodating tissue resection. SPIE Volume Schemes for for Simulating Wave Propagation Medical Imaging 2009, Orlando, USA, Feb 7-12, 2009 in Stratified Magnetic Atmospheres. Conf. on Numerical 27. Risholm, Petter; Samset, Eigil;Talos, IF; Wells, W. A approximations of hyperbolic systems with source terms Non-Rigid Registration Framework that Accommodates and applications, Bilbao, Spain, Sep 7-11, 2009 Resection and Retraction. Information Processing in 13. Anchersen, K; Hansteen, Viggo; Gossop, M; Clausen, T; Medical Imaging, Williamsburg, USA, July 5-10, 2009 Waal, H. QTc Prolongation during opioid maintenance 28. Ta, An Thi Kieu. Stochastic linear quadratic optimal treatment: congenital long QT syndrome and cardiac control problem with jumps. International conference on management. The 2009 ISAM/CSAM Annual Conference; Stochastic Analysis and Applications, Hammamet, Tunisia, The International Society for Addiction Medicine, Calgary, Oct 12-17, 2009.

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

29. Ta, An Thi Kieu. A maximum principle for stochastic Åpen dag 2009, University of Oslo, Norway, Mar 5, 2009 differential games with g-expectations and partial 13. Mørken, Knut. Computers in Science Education. information. Workshop on Optimal Stopping and Personalseminar at Østfold college, Norway, Mar 7, 2009 Singular Stochastic Control Problems in Finance, 14. Mørken, Knut. Digital lyd og matematikk. Singapore, Dec 8-18, 2009. Realistforeningens 150 års jubileum, Oslo, Norway, May 5, 30. Ulusoy, Suleyman. Stability of entropy solutions for 2009 Levy mixed hyperbolic-parabolic equations, Workshop 15. Malthe-Sørensen, A; Mørken, Knut. Hvordan gjøre Norge on Differential Equations and Applications III, Sakarya internasjonalt ledende i realfagsundervisning: Hvordan University, Turkey, Apr 17, 2009. UiO ble ledende i realfagsundervisning, og hvordan det 31. Ulusoy, Suleyman. Asymptotic equipartition and kan videreføres nasjonalt. Presentation given to cabinet exponential decay of weak solutions in Hele-Shaw minister Thora Aasland and her staff at The Ministry of flow problem, Workshop on Energy-Driven Systems at Education and Research, Oslo, Norway, Dec 8, 2009 Carnegie Mellon University, USA, Aug 27-29, 2009 16. Quak, Ewald. Presentation, Workshop on IRSES project 32. Yolcu Okur, Yeliz. A Malliavin calculus approach to proposals in the EU FP7 PEOPLE program, Norwegian general stochastic differential games with partial Research Council, Mar 17, 2009 information. International Conference on Stochastic 17. Quak, Ewald. Presentation, Workshop on IAPP project Analysis and Applications, Hammamet,Tunisia, Oct 12-16, proposals in the EU FP7 PEOPLE program, Norwegian 2009. Research Council, May 5, 2009 33. Yolcu Okur, Yeliz. A Malliavin calculus approach to 18. Quak, Ewald. The CENS-CMA Project Experiences, general stochastic differential games with partial Seminar on International Research Links, Estonian information. Second SMAI European Summer School in Academy of Sciences, May 20, 2009 Financial Mathematics, Paris, France, Aug 24-29, 2009 19. Quak, Ewald. Moderation of the panel discussion “Global 34. Yolcu Okur, Yeliz. SDE solutions in the space of smooth System Dynamics and Policies”, Estonian Academy of random variables. Workshop on Non-Semimartingale Sciences, Aug 18, 2009 Techniques in Mathematical Finance, 20. Quak, Ewald. Moderation of the panel discussion on Espoo,Finland, May 26-28, 2009 Future Research Trends in Geometric Design, Joint SIAM 35. Aase, Knut. Product development – Life. Poster session /ACM Conference on Geometric and Physical Modeling, NORIS 2009, Helsinki, Finland, Aug 25-26, 2009 San Francisco, USA, Oct 5, 2009 21. Quak, Ewald. Presentation, Workshop on ITN project proposals in the EU FP7 PEOPLE program, Norwegian 8c. Talks for general audiences, public outreach 2009 Research Council, Nov 23, 2009 22. Reimers, Martin. Matematikk og beregninger i 3D- 1. Carlsson, Mats. Solen, vår nærmeste stjerne. Askim dataspill. Åpen dag 2009, University of Oslo, Norway, Mar Rotary, Askim, Norway, Feb 10, 2009 5, 2009 2. Carlsson, Mats. Solen - vår nærmeste stjerne. 23. Risebro, Nils Henrik. A network model of conflicts. FFI Realistforeningen, Oslo, Norway, Mar 26, 2009 Kjeller, Norway, May 20, 2009 3. Carlsson, Mats. The Sun - our closest star. NTNU, 24. Samset, Eigil. Visualisering av store Trondheim, Norway, Nov 13, 2009 petroleumsreservoarmodeller, Petroleumsdagen, 4. Dahle, Håkon. Solsystemet, Haugenstua skole, Oslo, University of Oslo, Norway, Feb 2, 2009 Norway, Feb 3, 2009 25. Samset, Eigil. Visualisering av store 5. Lilje, Per. Kosmologi i Astronomiåret 2009. Oslo petroleumsreservoarmodeller. Petroleumsdagen, katedralskole, Norway, Feb 23, 2009 Høgskolen I Oslo, Norway, Oct 22, 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.

CENTRE OF MATHEMATICS FOR APPLICATIONS – ANNUAL REPORT 2009 CMA 2009

Appendix 9

MEDIA 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

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