Fall 2009 Newsletter
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Obituary: Amir Pnueli, 1941–2009 Krzysztof R. Apt and Lenore D. Zuck
Obituary: Amir Pnueli, 1941–2009 Krzysztof R. Apt and Lenore D. Zuck Amir Pnueli was born in Nahalal, Israel, on April 22, 1941 and passed away in New York City on November 2, 2009 as a result of a brain hemorrhage. Amir founded the computer science department in Tel-Aviv University in 1973. In 1981 he joined the department of mathematical sciences at the Weiz- mann Institute of Science, where he spent most of his career and where he held the Estrin family chair. In recent years, Amir was a faculty member at New York University where he was a NYU Silver Professor. Throughout his career, in spite of an impressive list of achievements, Amir remained an extremely modest and selfless researcher. His unique combination of excellence and integrity has set the tone in the large community of researchers working on specification and verification of programs and systems, program semantics and automata theory. Amir was devoid of any arrogance and those who knew him as a young promising researcher were struck how he maintained his modesty throughout his career. Amir has been an active and extremely hard working researcher till the last moment. His sudden death left those who knew him in a state of shock and disbelief. For his achievements Amir received the 1996 ACM Turing Award. The citation reads: “For seminal work introducing temporal logic into computing science and for outstanding contributions to program and system verification.” Amir also received, for his contributions, the 2000 Israel Award in the area of exact sciences. More recently, in 2007, he shared the ACM Software System Award. -
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Nir Piterman, Associate Professor Coordinates Email: fi[email protected] Homepage: www.cs.le.ac.uk/people/np183 Phone: +44-XX-XXXX-XXXX Research Interests My research area is formal verification. I am especially interested in algorithms for model checking and design synthesis. A major part of my work is on the automata-theoretic approach to verification and especially to model checking. I am also working on applications of formal methods to biological modeling. Qualifications Oct. 2000 { Mar. 2005 Ph.D. in the Department of Computer Science and Applied Mathe- matics at the Weizmann Institute of Science, Rehovot, Israel. • Research Area: Formal Verification. • Thesis: Verification of Infinite-State Systems. • Supervisor: Prof. Amir Pnueli. Oct. 1998 { Oct. 2000 M.Sc. in the Department of Computer Science and Applied Mathe- matics at the Weizmann Institute of Science, Rehovot, Israel. • Research Area: Formal Verification. • Thesis: Extending Temporal Logic with !-Automata. • Supervisor: Prof. Amir Pnueli and Prof. Moshe Vardi. Oct. 1994 { June 1997 B.Sc. in Mathematics and Computer Science in the Hebrew Univer- sity, Jerusalem, Israel. Academic Employment Mar. 2019 { Present Senior Lecturer/Associate Professor in the Department of Com- puter Science and Engineering in University of Gothenburg. Oct. 2012 { Feb. 2019 Reader/Associate Professor in the Department of Informatics in University of Leicester. Oct. 2010 { Sep. 2012 Lecturer in the Department of Computer Science in University of Leicester. Aug. 2007 { Sep. 2010 Research Associate in the Department of Computing in Imperial College London. Host: Dr. Michael Huth Oct. 2004 { July 2007 PostDoc in the school of Computer and Communication Sciences at the Ecole Polytechnique F´ed´eralede Lausanne. -
The Johns Hopkins University Baltimore, Maryland Conferring Of
THE JOHNS HOPKINS UNIVERSITY M RE MARYL D BALTI O , AN C ONFERRING O F DEGREES CLOSE OF THE EIGHTIETH ACADEMIC YEAR UNE 1 2 1 6 J , 95 KEYSER 'UADRANGLE AT TEN A . M . ORDER OF PROCESSION CHIEF MARSHA L FRITZ MACHLUP Divisions M arsha ls den I The Presi t of the University 0 . FRANK M LLER C i d G the hapla n , Honore uests , the Trustees W L I M D EL The Facul ties I L A . MC ROY he S B T Graduates GEORGE . ENTON T F HUB HOMAS . BARD W L A TER S . KOSKI J M E E A ES M . MCK LV Y NA S LI H CH OKS Y . H E C P OWARD . OO ER C D F LA GLE HARLES . JOHN WALT ON MARGAR ET MERRELL CAR M I OHAE L T L MA R. I GH N P UL A R A M . LINEBARGE THOMAS I . COOK USHERS K M C A Th e ushers are members of appa u , hapter of lpha Phi Omega, n ational service fraternity ORGA NIST ELTER MANN JOH N H . The audience is requested to stand as the academic procession moves into the area and to remain stan ding until after the Invocation and the singing of the National Anthem ORDER OF EXERCISES I PROOE S SI ONA L ' Processional by Masciadri I I I NVOCA TI ON N PEA B DY TH E VERY REVERE ND JOH N . O Ca thedra l Church ~ o f th e I ncarna tion I I I TH E NA TI ONA L A NTH EM I V A DDRES S Change in an Expanding Economy DEVEREUX COLT JOSEPH S v CONF ERRI NG OF DEGREES A ND CERTI F I CA TES Bachelors of A rt s — presented by Dean Cox Bachelors of Science in B usiness Bachelors of Engineering Science — presented by Dean ROY Bachelors of Engineering Masters of Science in Engineerin g — presented by Dean ROY Doctors of Engineering Bachelors of Science — presented by Dean -
The Universa Approach to Hedging Tail Risk Original Headline: Profiting from Disaster Author: Mark Pengelly Source: Risk Magazine | 10 Jan 2011
The Universa approach to hedging tail risk Original headline: Profiting from disaster Author: Mark Pengelly Source: Risk magazine | 10 Jan 2011 Elevated concern about extreme events has boosted interest in hedging tail risk, but this means turning conventional fund management on its head. Mark Pengelly talks to Mark Spitznagel, founder of hedge fund Universa Investments Oscar Wilde once said expecting the unexpected shows a thoroughly modern intellect. After the biggest financial meltdown since the Great Depression, this is perhaps more true than ever. Having been caught out by the ferocity of the crisis, investors are now much more aware of the risks of extreme events – and the fact they seem to occur a little more frequently than many had thought. This change in perception has led to a growing interest in a new generation of funds designed to perform well in times of crisis. One of the largest is Santa Monica, California-based Universa Investments – a hedge fund thought to have around $6 billion in assets. The company runs a series of so-called Black Swan Protection Protocol (BSPP) funds, which are believed to be structured separately for various clients, but are mostly run using a similar strategy – hedging tail risk in equity markets. Universa was founded in 2007 by Mark Spitznagel, now chief investment officer, while Nassim Nicholas Taleb – author of the book The Black Swan – is principal and senior scientific adviser at the fund. Spitznagel has known Taleb since the 1990s, when he was studying for a master’s degree at the New York University Courant Institute of Mathematics and Taleb was teaching as a professor. -
Universa Investments L.P
MARK SPITZNAGEL President & Chief Investment Officer Universa Investments L.P. Mark founded Universa Investments L.P. in January 2007 and has developed its unique focus on risk mitigation in the context of achieving long-term improvements to portfolio construction. His SAFE HAVEN INVESTING - P A R T F O U R investment career has spanned over 20 years as a derivatives trader, during which he has cultivated his approach to safe THE VOLATILITY TAX haven strategies, specifically bespoke tail hedging. February 2018 There are few statements in the pantheon of investment management clichés that ring truer than these words of Benjamin Graham: “The essence of investment management is the management of risks, not the management of returns. Well-managed portfolios start with this precept.” This is the same basic message as my favorite cliché that “defense wins championships.” (I have annoyed my hockey-player son to no end with that one.) Indeed, we have built an entire investment business around this principle. One doesn’t prioritize risk management over long-term compound returns; the two priorities are very much one-in-the-same. What we’ve learned in this Safe Haven Investing series so far is that the shape of the risk mitigation strategy’s payoff profile relative to systemic moves such as in the S&P 500 (SPX) is the most important determining feature of that strategy’s effectiveness at achieving that priority—more important even than, for instance, the average stand-alone return of that See important disclosures on the last page. © 2018-2019 Universa Investments L.P. -
Www .Ima.Umn.Edu
ce Berkeley National Laboratory) ce Berkeley Who should attend? Industrial engineers and scientists who want to learn about modern techniques in scientific computations Researchers from academic institutions involved in multidisciplinary collaborations Organizer Robert V. Kohn Tutorial Lectures: Weinan E Leslie F. Greengard courtesy and S.Graphics J-D. Yu Sakia (Epson Research Corporation), and J.A. Sethian (Dept. and Lawren UC Berkeley of Mathematics, James A. Sethian www.ima.umn.edu The primary goal of this workshop is to facilitate the use of the best computational techniques in important industrial applications. Key developers of three of the most significant recent or emerging paradigms of computation – fast multipole methods, level set methods, and multiscale computation – will provide tutorial introductions to these classes of methods. Presentations will be particularly geared to scientists using or interested in using these approaches in industry. In addition the workshop will include research reports, poster presentations, and problem posing by industrial researchers, and offer ample time for both formal and informal discussion, related to the use of these new methods of computation. The IMA is an NSF funded Institute Schedule Weinan E received his Ph.D. from the University of California at Los Angeles in 1989. He was visiting MONDAY, MARCH 28 member at the Courant Institute from 1989 to 1991. He joined the IAS in Princeton as a long term mem- All talks are in Lecture Hall EE/CS 3-180 ber in 1992 and went on to take a faculty 8:30 Coffee and Registration position at the Courant Institute at New York Reception Room EE/CS 3-176 University in 1994. -
Spiking Neurons and the First Passage Problem
LETTER Communicated by Daniel Tranchina Spiking Neurons and the First Passage Problem Lawrence Sirovich [email protected] Laboratory of Applied Mathematics, Mount Sinai School of Medicine, New York, NY 10029, U.S.A. Bruce Knight [email protected] Center for Studies in Physics and Biology, Rockefeller University, New York, NY 10065, U.S.A. We derive a model of a neuron’s interspike interval probability density through analysis of the first passage problem. The fit of our expression to retinal ganglion cell laboratory data extracts three physiologically rele- vant parameters, with which our model yields input-output features that conform to laboratory results. Preliminary analysis suggests that under common circumstances, local circuitry readjusts these parameters with changes in firing rate and so endeavors to faithfully replicate an input signal. Further results suggest that the so-called principle of sloppy work- manship also plays a role in evolution’s choice of these parameters. 1 Introduction The pattern of electrical discharge event times, recorded from a neuron by a microelectrode in a vertebrate’s central nevous system, largely depends on three macroscale parameters: local synaptic input current s, in response to signals from other neurons, the transmembrane ohmic rate constant γ , proportional to transmembrane conductance, and the intracellular level of stochastic voltage noise, which may be expressed as a diffusion coefficient. Here we develop an expression for a neuron’s interspike-interval proba- bility density distribution in terms of these three variables. Our procedure assigns to the recorded neuron a simplified dynamical model, whose input- output dynamics, in some studied cases, conforms well with laboratory results. -
The Best Nurturers in Computer Science Research
The Best Nurturers in Computer Science Research Bharath Kumar M. Y. N. Srikant IISc-CSA-TR-2004-10 http://archive.csa.iisc.ernet.in/TR/2004/10/ Computer Science and Automation Indian Institute of Science, India October 2004 The Best Nurturers in Computer Science Research Bharath Kumar M.∗ Y. N. Srikant† Abstract The paper presents a heuristic for mining nurturers in temporally organized collaboration networks: people who facilitate the growth and success of the young ones. Specifically, this heuristic is applied to the computer science bibliographic data to find the best nurturers in computer science research. The measure of success is parameterized, and the paper demonstrates experiments and results with publication count and citations as success metrics. Rather than just the nurturer’s success, the heuristic captures the influence he has had in the indepen- dent success of the relatively young in the network. These results can hence be a useful resource to graduate students and post-doctoral can- didates. The heuristic is extended to accurately yield ranked nurturers inside a particular time period. Interestingly, there is a recognizable deviation between the rankings of the most successful researchers and the best nurturers, which although is obvious from a social perspective has not been statistically demonstrated. Keywords: Social Network Analysis, Bibliometrics, Temporal Data Mining. 1 Introduction Consider a student Arjun, who has finished his under-graduate degree in Computer Science, and is seeking a PhD degree followed by a successful career in Computer Science research. How does he choose his research advisor? He has the following options with him: 1. Look up the rankings of various universities [1], and apply to any “rea- sonably good” professor in any of the top universities. -
Mathematical Genealogy of the Wellesley College Department Of
Nilos Kabasilas Mathematical Genealogy of the Wellesley College Department of Mathematics Elissaeus Judaeus Demetrios Kydones The Mathematics Genealogy Project is a service of North Dakota State University and the American Mathematical Society. http://www.genealogy.math.ndsu.nodak.edu/ Georgios Plethon Gemistos Manuel Chrysoloras 1380, 1393 Basilios Bessarion 1436 Mystras Johannes Argyropoulos Guarino da Verona 1444 Università di Padova 1408 Cristoforo Landino Marsilio Ficino Vittorino da Feltre 1462 Università di Firenze 1416 Università di Padova Angelo Poliziano Theodoros Gazes Ognibene (Omnibonus Leonicenus) Bonisoli da Lonigo 1477 Università di Firenze 1433 Constantinople / Università di Mantova Università di Mantova Leo Outers Moses Perez Scipione Fortiguerra Demetrios Chalcocondyles Jacob ben Jehiel Loans Thomas à Kempis Rudolf Agricola Alessandro Sermoneta Gaetano da Thiene Heinrich von Langenstein 1485 Université Catholique de Louvain 1493 Università di Firenze 1452 Mystras / Accademia Romana 1478 Università degli Studi di Ferrara 1363, 1375 Université de Paris Maarten (Martinus Dorpius) van Dorp Girolamo (Hieronymus Aleander) Aleandro François Dubois Jean Tagault Janus Lascaris Matthaeus Adrianus Pelope Johann (Johannes Kapnion) Reuchlin Jan Standonck Alexander Hegius Pietro Roccabonella Nicoletto Vernia Johannes von Gmunden 1504, 1515 Université Catholique de Louvain 1499, 1508 Università di Padova 1516 Université de Paris 1472 Università di Padova 1477, 1481 Universität Basel / Université de Poitiers 1474, 1490 Collège Sainte-Barbe -
Sooner Is Safer Than Later Department of Computer Science
May 1991 Report No. STAN-CS-91-1360 Sooner is Safer Than Later bY Thomas A. Henzinger Department of Computer Science Stanford University Stanford, California 94305 f- Awwtd REPORT DOCUMENTATION PAGE ma No. 07044188 rt8d to wwq8 I how ou r-. lncllJdlng the ttm8 for nvmwlng tn8uuctl -. wrrtruq 82lsung e8t8 wurcg% Wv*lnQ th8 cOlM(0n Of dormatlon Sand comrrmo I ‘-‘9 th* -om mmate Q arty otwr m ol tha bwdm. to Wnkqtoft ~*dourrtw~ Sewc~. Duator8toT or tnformrt8oe ooer0tm aw v, 121~ - O(cltr of Muwgrmw wbd beget. ?8oemon adato + @~o*olI(i. Woahington. DC 2oSO3. I. AGENCY USE ONLY (Lea- bhd) 2. REPORT DATE 3. REPORT TYPE AND DATES COVERED s/28 p?( I. TITLE AND SulTlTLt 5. FUNDING NUMbERI SomEFz, 15 BIER T&W L-Am 1. PERFORMING ORGANIZATION NAME(S) AND ADDRESS 8. PERFORMING ORGANJZATION REPORT NUMIER jhpx OF- CO~PU’i-ER scii&E STANWD I)tdfhzs’;p/ . 5q-JWFi3RD) CA 9&S I. SPONSORING I’ MONITORING AGENCY NAME(S) AND ADDRESS 10. SPONSORING / MONlTORiNG AGENCY REPORT NUMBER 3ARi’A bJQx39 - 84 c - 020 fd&XW, VA 2220~ I 1. SUPPLEMENTARY NOTES . 12r. DISTRIBUTION / AVAILABILITY STATEMENT lib. DiStRlBUfiON CODE urjL?M:m E. ABSTRACT (Maxrmum 200 words) Abstract. It has been repeatedly observed that the standard safety-liveness classification of properties of reactive systems does not fit for real-time proper- ties. This is because the implicit “liveness” of time shifts the spectrum towards the safety side. While, for example, response - that “something good” will happen, eventually - is a classical liveness property, bounded response - that “something good” will happen soon, within a certain amount of time - has many characteristics of safety. -
A Free-Space Adaptive Fmm-Based Pde Solver in Three Dimensions M.Harper Langston, Leslie Greengardand Denis Zorin
Communications in Applied Mathematics and Computational Science A FREE-SPACE ADAPTIVE FMM-BASED PDE SOLVER IN THREE DIMENSIONS M. HARPER LANGSTON, LESLIE GREENGARD AND DENIS ZORIN vol. 6 no. 1 2011 mathematical sciences publishers COMM. APP. MATH. AND COMP. SCI. Vol. 6, No. 1, 2011 msp A FREE-SPACE ADAPTIVE FMM-BASED PDE SOLVER IN THREE DIMENSIONS M. HARPER LANGSTON, LESLIE GREENGARD AND DENIS ZORIN We present a kernel-independent, adaptive fast multipole method (FMM) of arbi- trary order accuracy for solving elliptic PDEs in three dimensions with radiation and periodic boundary conditions. The algorithm requires only the ability to evaluate the Green’s function for the governing equation and a representation of the source distribution (the right-hand side) that can be evaluated at arbitrary points. The performance is accelerated in three ways. First, we construct a piecewise polynomial approximation of the right-hand side and compute far-field expansions in the FMM from the coefficients of this approximation. Second, we precompute tables of quadratures to handle the near-field interactions on adaptive octree data structures, keeping the total storage requirements in check through the exploitation of symmetries. Third, we employ shared-memory parallelization methods and load-balancing techniques to accelerate the major algorithmic loops of the FMM. We present numerical examples for the Laplace, modified Helmholtz and Stokes equations. 1. Introduction Many problems in scientific computing call for the efficient solution to linear partial differential equations with constant coefficients. On regular grids with separable Dirichlet, Neumann or periodic boundary conditions, such equations can be solved using fast, direct methods. -
Januar 2007 FØRSTE DOKTORGRAD I
INFOMATJanuar 2007 Kjære leser! FØRSTE DOKTORGRAD I INFOMAT ønsker alle et godt nytt år. MATEMATIKKDIDAKTIKK Det ble aldri noe desember- nummer. Redaktørens harddisk VED HiA hadde et fatalt sammenbrudd like før Jul og slike hendelser er altså nok til at enkelte ting stopper opp. Våre utmerkede dataingeniører ved Matematisk institutt i Oslo klarte å redde ut alle dataene, og undertegnede lærte en lekse om back-up. Science Magazine har kåret beviset for Poincaré-formod- ningen til årets vitenskapelige gjennombrudd i 2006. Aldri før har en matematikkbegiven- het blitt denne æren til del. Men Foto: Torstein Øen hyggelig er det og det er et vik- tig signal om at det ikke bare er Den 27. november disputerte indiske Sharada Gade for doktorgraden anvendt vitenskap som er be- i matematikk-didaktikk ved Høgskolen i Agder. Dette er den første tydningsfullt for samfunnet. matematikkdidaktikk-doktoren høgskolen har kreert etter at studiet ble HiA har fått kreert sin første opprettet i 2002. doktor i matematikkdidaktikk og er på full fart mot universi- Dermed er et viktig krav for å ta steget opp i universitetsklassen opp- tetsstatus! Vi gratulerer både fylt. HiA må levere doktorgrader i andre fag enn nordisk og det sørget høgskolen og den nye doktoren Sharada Gade for. Hennes avhandling dreier seg om viktigheten av Sharada Gade. mening, mål og lærerens rolle i matematikkundervisningen. hilsen Arne B. INFOMAT kommer ut med 11 nummer i året og gis ut av Norsk Matematisk Forening. Deadline for neste utgave er alltid den 10. i neste måned. Stoff til INFOMAT sendes til infomat at math.ntnu.no Foreningen har hjemmeside http://www.matematikkforeningen.no/INFOMAT Ansvarlig redaktør er Arne B.