Sir James Lighthill and His Contributions to Science
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The David Crighton Lecture Professor Frank Kelly CBE FRS Thursday 12 May 2016 at 6.15 P.M
The David Crighton Lecture Professor Frank Kelly CBE FRS Thursday 12 May 2016 at 6.15 p.m. followed by a reception at The Royal Society, Carlton House Terrace, London, SW1Y 5AG Registration will open at 5.45 p.m. Mathematics and Financial Markets Abstract: A substantial proportion of mathematics graduates, at both first degree and doctoral level, enter the financial services sector. This is hardly surprising given the importance of the sector to the economy, and the role of mathematical modelling in the valuation of instruments and the assessment of risk. What is striking is that, with some notable exceptions, few mathematicians have been actively engaged in the design of financial markets. This is undoubtedly a serious challenge with parallels from other large-scale complex networks: to design a distributed system, linking self-interested and intelligent agents, so that the outcome is effective and efficient. How would an ideal market operate, to allow liquidity between long-term investors to be provided by short- term traders? In the second part of the talk I outline some preliminary work, joint with Elena Yudovina, on this question. I describe a simplified and analytically tractable model of a limit order book where the dynamics are driven by stochastic fluctuations between supply and demand. The model has a natural interpretation for a highly traded market on short time scales where there is a separation between the time scale of trading, represented in the model, and a longer time scale on which fundamentals change. There has been considerable discussion recently of the effects of competition between multiple high- frequency traders, and of proposals aimed to slow down markets. -
National Life Stories an Oral History of British Science
NATIONAL LIFE STORIES AN ORAL HISTORY OF BRITISH SCIENCE Professor Michael McIntyre Interviewed by Paul Merchant C1379/72 Please refer to the Oral History curators at the British Library prior to any publication or broadcast from this document. Oral History The British Library 96 Euston Road London NW1 2DB United Kingdom +44 (0)20 7412 7404 [email protected] Every effort is made to ensure the accuracy of this transcript, however no transcript is an exact translation of the spoken word, and this document is intended to be a guide to the original recording, not replace it. Should you find any errors please inform the Oral History curators The British Library National Life Stories Interview Summary Sheet Title Page Ref no: C1379/72 Collection title: An Oral History of British Science Interviewee’s surname: McIntyre Title: Professor Interviewee’s forename: Michael Sex: Male Occupation: Applied Date and place of birth: 28/7/1941, Sydney, mathematician Australia Mother’s occupation: / Father’s occupation: Neurophysiologist Dates of recording, tracks (from – to): 28/03/12 (track 1-3), 29/03/12 (track 4-6), 30/03/12 (track 7-8) Location of interview: Department of Applied Mathematics and Theoretical Physics, University of Cambridge Name of interviewer: Dr Paul Merchant Type of recorder: Marantz PMD661 Recording format : WAV 24 bit 48kHz Total no. of tracks: 8 Mono/Stereo: Stereo Total Duration: 9:03:31 Additional material: The interview transcripts for McIntyre’s mother, Anne, father, Archibald Keverall and aunt, Anne Edgeworth are available for public access. Please contact the oral history section for more details. -
De Morgan Newsletter 2008
UCL DEPARTMENT OF MATHEMATICS DDee MMoorrggaann AAssssoocciiaattiioonn NNeewwsslleetttteerr from the Department of Mathematics UCL Issue - 16 - 2008 Editor - Michael O'Neill De Morgan Association Dinner Wednesday 4 June 2008 The venue for the Annual Dinner of the De Morgan Association was again the Jeremy Bentham Room at UCL. Over the years it has been known by other names – most of us will remember it as the Upper Hall, one of the refectories. Its relatively new name was particularly fitting since our Guest of Honour was Dr Andew Murrison MP, who spoke on some of the work of Jeremy Bentham as a social reformer. Dr Murrison is currently Shadow Minister of Defence, having previously been Shadow Minister of Health. His political career mirrors his earlier career in the medical branch of the Royal Navy, when research into neurological decompression illness led to the award of an MD and the Gilbert Blane Medal. This year marked the 10th Anniversary of the death of Sir James Lighthill on 17 July 1998. Sir James was one of Britain’s great mathematicians and a former Provost of UCL and, on his retirement, a member of the Department of Mathematics. He died tragically while engaging in one of his hobbies of long distance swimming. In this issue of the Newsletter, Professor Julian Hunt, who was the founding Dr Andrew Murrison speaking at the Director of the Lighthill Institute of Mathematical Sciences, De Morgan Association Dinner assesses Lighthill’s legacy to the mathematical sciences some 10 years after his untimely death. The year also marked the retirement of two distinguished members of the Department – Professor John Jayne and Dr Kalvis Jansons – and the arrival of one new member of the academic staff, Professor Alexey Zaikin. -
November, 2019 1 Petia M. Vlahovska Department of Engineering
November, 2019 Petia M. Vlahovska Department of Engineering Sciences and Applied Mathematics McCormick School of Engineering and Applied Science Northwestern University 2145 Sheridan Road Evanston, IL 60208, USA email: [email protected] web: http://people.esam.northwestern.edu/~vlahovska Tel. /office/ +1 (847) 491-8782 Research Interests: fluid-structure interaction in Stokes flow, interfacial flows, electrohydrodynamics, active fluids, soft matter, rheology, mechanics of biomembranes. 1 Education 8/03 Ph.D. Chemical Engineering, Yale University. Thesis: “Dynamics of a surfactant-covered drop and the non-Newtonian rheology of emulsions” Advisors: Prof. Michael Loewenberg and Prof. Jerzy Blawzdziewicz 2001 M.Phil. Mechanical Engineering, Yale University 1999 M.S. Chemical Engineering, Yale University 6/96 M.Sc. Post-graduate program in “Separation processes in the industry and environmental protection” Laboratory of Chemical Physics and Engineering (renamed to Department of Chemical Engineering), University of Sofia “St. Kliment Ohridski”, Bulgaria Thesis: “Modeling the drying of solvent coatings on continuous webs” Advisors: Dr. Richard Aust and Prof. Franz Durst (LSTM, University of Erlangen, Germany), Prof. Krassimir Danov (University of Sofia, Bulgaria) 6/94 M.Sc. Chemistry, University of Sofia “St. Kliment Ohridski” (Bulgaria) Concentration: chemical physics and theoretical chemistry Thesis: “Diffusion-controlled adsorption kinetics in micellar surfactant solutions” Advisor: Prof. Krassimir Danov 2 Professional appointments -
Curriculum Vitae: Marc Andre Hesse 2202 W
CURRICULUM VITAE:MARC ANDRE HESSE 2202 W North Loop Blvd. Phone: (512) 471-0768 Apt. # 240 Fax: (512) 232-1913 Austin, TX 78756 email: [email protected] U.S.A. [email protected] web: http://www.jsg.utexas.edu/hesse PROFESSIONAL APPOINTMENTS 2016 – current Associate professor of Geological Sciences, University of Texas at Austin 2009 – 2016 Assistant professor of Geological Sciences, University of Texas at Austin 2008 – 2009 Postdoctoral scholar in Geological Sciences, Brown University 2006 & 2007 Reservoir simulation research team, Chevron Energy Technology Company 1999 Summer intern, Hawaii Scientific Drilling Project PROFESSIONAL PREPARATION 2009 Postdoc Geological Sciences Brown University Advisors: Y. Liang & E. M. Parmentier Topic: Multiscale modeling of the physics and chemistry of melting and melt migration. 2008 Ph.D. Petroleum Engineering Stanford University Advisors: H. Tchelepi & F. M. Orr Jr. Thesis: Mathematical modeling and multiscale simulation of CO2 storage in saline aquifers. 2003 M.Phil. Fluid Flow University of Cambridge Advisor: J. Lie Thesis: Numerical simulation of axis-symmetric rising bubbles. 2002 M.S. Oceanography M.I.T. - W.H.O.I. Joint Program Advisors: T. Grove & N. Shimizu Thesis: Absarokites from Western Mexico: Constraints on mantle wedge conditions. 2000 Hon. BSc Geology University of Edinburgh Advisor: G. Graham Thesis: Metamorphic rocks of the southern Tayvallich peninsula. 1998 Vordiplom Geologie Technische Universitat¨ Munchen¨ HONOURS AND AWARDS 2015 Outstanding Research Award Jackson School of Geosciences SSD Appreciation Award UT Services for Students with Disabilities 2014 US Junior Oberwolfach Fellowship National Science Foundation 2013 Editors Citation for Excellence in Refereeing Geophysical Research Letters Junior Scientist Prize Society of Industrial and Applied Mathematics Activity Group on Geosciences G. -
Prizes and Awards Session
PRIZES AND AWARDS SESSION Wednesday, July 12, 2021 9:00 AM EDT 2021 SIAM Annual Meeting July 19 – 23, 2021 Held in Virtual Format 1 Table of Contents AWM-SIAM Sonia Kovalevsky Lecture ................................................................................................... 3 George B. Dantzig Prize ............................................................................................................................. 5 George Pólya Prize for Mathematical Exposition .................................................................................... 7 George Pólya Prize in Applied Combinatorics ......................................................................................... 8 I.E. Block Community Lecture .................................................................................................................. 9 John von Neumann Prize ......................................................................................................................... 11 Lagrange Prize in Continuous Optimization .......................................................................................... 13 Ralph E. Kleinman Prize .......................................................................................................................... 15 SIAM Prize for Distinguished Service to the Profession ....................................................................... 17 SIAM Student Paper Prizes .................................................................................................................... -
November 2013
LONDONLONDON MATHEMATICALMATHEMATICAL SOCIETYSOCIETY NEWSLETTER No. 430 November 2013 Society MeetingsSociety ONE THOUSAND to publicise LMS activities and Meetings AND COUNTING mathematics more generally, and Events and leave with a range of pub- and Events Three hundred people visited De lications including the Annual 2013 Morgan House on Sunday 22 Sep- Review and information about tember 2013 as part of the an- membership, grants and Women Friday 15 November nual London Open House event. in Mathematics. LMS Graduate Student Since first participating in Open The feedback from visitors Meeting, London House three years ago over 1,000 was again very positive. The LMS page 4 people have visited De Morgan will continue to develop its pres- Friday 15 November House, learning about the Society ence at the event and is already LMS AGM, London and mathematics more generally. discussing a more comprehen- page 5 sive programme for next year. 1 Monday 16 December SW & South Wales 2013 ELECTIONS Regional Meeting, TO COUNCIL AND Swansea page 13 NOMINATING 18-20 December COMMITTEE LMS Prospects in Members should now have re- Mathematics, Durham ceived a communication from the page 14 Electoral Reform Society (ERS) for both e-voting and paper ballot. 2014 For online voting, members may cast a vote by going to www.vote- Friday 28 February byinternet.com/LMS2013 and us- Mary Cartwright ing the two part security code on Lecture, York the email sent by the ERS and also Monday 31 March on their ballot paper. Northern Regional All members are asked to look Meeting, Durham out for communication from page 19 At this year’s event visitors the ERS. -
NEWSLETTER No
NEWSLETTER No. 464 December 2016 ATHENA PRIZE The London Mathematical Society Women in Diversity Conference on 31 October 2016. The Mathematics Committee was presented with medal was presented by Dr Julie Maxton, the inaugural Royal Society Athena Prize (see Executive Director, Royal Society. See page 3 for November LMS Newsletter) at the Royal Society images of the medal. Dr Julie Maxton, Executive Director, Royal Society; Professor John Greenlees, LMS Vice President; Dr Cathy Hobbs; Professor Gwyneth Stallard; Dr Eugenie Hunsicker, Chair, Women in Mathematics Committee SOCIETY MEETINGS AND EVENTS • 16–17 December: Prospects in Mathematics • 5 May 2017: Mary Cartwright Lecture, London Meeting, York page 16 • 1 June 2017: Northern Regional Meeting, York • 20 December: SW & South Wales Regional • 30 June 2017: Graduate Student Meeting, Bath page 15 Meeting, London • 18–22 April 2017: LMS Invited Lectures, Newcastle page 24 • 30 June 2017: Society Meeting, London NEWSLETTER ONLINE: newsletter.lms.ac.uk @LondMathSoc LMS NEWSLETTER http://newsletter.lms.ac.uk Contents No. 464 December 2016 7 18 Calendar of Events 39 British Combinatorial Conference.........21 British Postgraduate Model LMS Items Theory Conference...............................20 Athena Prize............................................1 2 Young Theorists’ Forum..........................21 Caring Supplementary Grants................5 Cecil King Travel Scholarship News 2017 – call for nominations................25 Chern Medal 2018...................................4 Council Diary............................................6 -
De Morgan Newsletter 2017
UCL DEPARTMENT OF MATHEMATICS NEWSLETTER 2017/18 De Morgan Association NEWSLETTER UCL Mathematics Department The Department’s commitment to research and teaching of core mathematics, along with our willingness to embrace and collaborate with Professor Robb McDonald researchers in other disciplines, of which there Head Of Mathematics Department are many at UCL, is something we are keen to build on. I am delighted that this ambition has A glance through this year’s De Morgan now been recognised formally by the University. newsletter reveals a busy year with much In September 2017 UCL’s Provost and President, success to celebrate. We were pleased to Professor Michael Arthur, announced a small welcome four new Lecturers: Roger Casals, Ed number of ‘ideas’ key to UCL’s evolution which Segal, Iain Smears and Ewelina Zatorska. We (i) demonstrate genuine, grassroots academic are especially grateful to the estate of Howard enthusiasm, (ii) come from areas that have Davies, a former long-serving colleague, whose the potential to become world-leading and (iii) generous donation helped make one of these be deeply cross-disciplinary. Among these appointments. elite ideas is the ambition to co-locate UCL’s Departments of Mathematics and Statistical The department’s sustained recruitment of Science to form an Institute of Mathematical and outstanding staff such as Ed, Ewelina, Iain, and Statistical Sciences (IMSS). Professor Arthur Roger, along with excellent undergraduate and writes of Mathematics, Statistical Science and postgraduate students clearly demonstrates IMSS: the health of our subject. Mathematics is, of course, a fundamental discipline, and one which ‘Research quality and student experience are is finding ever-increasing applications, often already excellent in these subjects, but they lack in surprising areas. -
Memorial Tributes: Volume 15
THE NATIONAL ACADEMIES PRESS This PDF is available at http://nap.edu/13160 SHARE Memorial Tributes: Volume 15 DETAILS 444 pages | 6 x 9 | HARDBACK ISBN 978-0-309-21306-6 | DOI 10.17226/13160 CONTRIBUTORS GET THIS BOOK National Academy of Engineering FIND RELATED TITLES Visit the National Academies Press at NAP.edu and login or register to get: – Access to free PDF downloads of thousands of scientific reports – 10% off the price of print titles – Email or social media notifications of new titles related to your interests – Special offers and discounts Distribution, posting, or copying of this PDF is strictly prohibited without written permission of the National Academies Press. (Request Permission) Unless otherwise indicated, all materials in this PDF are copyrighted by the National Academy of Sciences. Copyright © National Academy of Sciences. All rights reserved. Memorial Tributes: Volume 15 Memorial Tributes NATIONAL ACADEMY OF ENGINEERING Copyright National Academy of Sciences. All rights reserved. Memorial Tributes: Volume 15 Copyright National Academy of Sciences. All rights reserved. Memorial Tributes: Volume 15 NATIONAL ACADEMY OF ENGINEERING OF THE UNITED STATES OF AMERICA Memorial Tributes Volume 15 THE NATIONAL ACADEMIES PRESS Washington, D.C. 2011 Copyright National Academy of Sciences. All rights reserved. Memorial Tributes: Volume 15 International Standard Book Number-13: 978-0-309-21306-6 International Standard Book Number-10: 0-309-21306-1 Additional copies of this publication are available from: The National Academies Press 500 Fifth Street, N.W. Lockbox 285 Washington, D.C. 20055 800–624–6242 or 202–334–3313 (in the Washington metropolitan area) http://www.nap.edu Copyright 2011 by the National Academy of Sciences. -
The Dundee Directory
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David Crighton Medal – Professor Frank Kelly CBE, FRS
LMS-IMA David Crighton Medal – Professor Frank Kelly CBE, FRS. Short Frank Kelly is awarded the David Crighton Medal of the LMS and IMA for services both to mathematics and to the mathematical community. Medium Frank Kelly is awarded the David Crighton Medal of the London Mathematical Society and the Institute of Mathematics and its Applications for services both to mathematics and to the mathematical community. Kelly’s work on the fundamental properties of communication networks has had direct application to the design of telephone networks and internet protocols. The importance and impact of his work more broadly is reflected in the large number of citations his papers receive, together with the award of international prizes. He is the Head of a Cambridge college, and has chaired groups working to improve children’s experience of mathematics. He has been Chief Scientific Advisor to the Government (Department of Transport) and chaired the Council for the Mathematical Sciences at an important time for the mathematics community. He was elected a Fellow of the Royal Society in 1989 and awarded a CBE in 2013. Long Frank Kelly is awarded the David Crighton Medal of the London Mathematical Society and the Institute of Mathematics and its Applications for services both to mathematics and to the mathematical community. He is a professor at the University of Cambridge and has been Director of the Statistical Laboratory there. He is currently Master of Christ’s College, Cambridge. Kelly has made fundamental contributions to the theory of random processes, networks, control and optimization. One of his main contributions was to show that fairly simple-minded local processes could, when combined in enormous systems, act in such a way as to optimize control and fairness.