Annual Scientific Report 2002-2003 May 1, 2003 SAMSI Annual Scientific Report for 2002-2003 This report is a version of the SAMSI Annual Report to the National Science Foundation, with sensitive financial data and personal information removed. It covers the period of SAMSI activities from July 1, 2002 – June 30, 2003. Past and future activities of SAMSI are also discussed. Executive Summary SAMSI held its inauguration ceremony on September 3, 2002, attended by Congressman David Price, the leadership of Duke University, North Carolina State University, the University of North Carolina at Chapel Hill, the National Institute of Statistical Sciences and numerous local dignitaries and officials. The subsequent eight months have seen the initiation of major programs and SAMSI activities, as well as significant planning for the future. The following is a summary of the highlights from this first year and of the plans for the future. First Year Programs and Activities Focused Study Programs • Inverse Problem Methodology in Complex Stochastic Models (Fall, 2002) o Tutorials and Opening workshop (9/21/02-9/24/02) o Closing workshop (5/14/03-5/15/03) • Large Scale Computer Models for Environmental Systems (Spring, 2003) o Tutorials and workshop on Multiscale Modeling for Environmental Systems (2/2/03-2/7/03) o Workshop on Simulation and Optimization (4/28/03-4/40/03) o Workshop on Spatial-Temporal Modeling (6/1/03-6/6/03 at NCAR) Synthesis Program • Challenges in Stochastic Computation (Full year) o Tutorials and Opening workshop (9/25/02-10/1/02) o Midterm Special workdays (1/23/03, 1/30/03, 2/13/03, 2/20/03) o Closing workshop (6/26/03-6/28/03) Education and Outreach • Outreach Days for Undergraduates (November 9, 2002, and February 1, 2003) • Undergraduate Interdisciplinary Workshop (June 9-13, 2003) • Industrial Mathematical and Statistical Modeling Workshop for Graduate Students (7/21/03-7/30/03) • Graduate Courses at SAMSI o Inverse problem methodology in complex stochastic models, Fall 2002 o Multiphase transport phenomena, Spring 2003 o Environmental statistics, Spring 2003 1 Distinguished Lecture Series • Held the first Tuesday of each month Program Planning Workshops • Data Mining and Machine Learning (11/11/02) • Multiscale Model Development and Control Design (12/17/02) Future Program Schedule Focused Study Programs • Network Modeling for the Internet (Fall, 2003) o Tutorials and Workshop on Measurement, Modeling and Heavy Traffic (9/17/03-9/20/03) o Internet Tomography and Sensor Networks (10/12/03-10/15/03) • Multiscale Model Development and Control Design (Spring, 2004) o Tutorials and opening workshop (1/17/04-1/21/04) o Workshop on Multi-scale Phenomena, Theory and Computation in Soft- matter, Nano-materials (2/15/04-2/17/04) o Workshop on Fluctuations and Continuum Equations for Granular Flow (4/15/04-4/17/04) Synthesis Program • Data Mining and Machine Learning (Full year) o Tutorials and Opening workshop (9/6/03-9/10/03) o Closing workshop (5/20/04-5/22/04) Education and Outreach • Graduate Courses at SAMSI o Internet Traffic, Fall 2003 o Data Mining and Machine Learning, Fall 2003 o Heavy Tailed Distributions, Fall 2003 o Multiscale Modeling, Spring 2004 Tentative Plans for Later Years • Computational Biology of Infectious Disease (Fall, 2004) • Data Assimilation (Spring, 2005) • Social Sciences (all year) • Random Matrices (Spring, 2005) Developments and Initiatives First-Year Developments • It was decided that one-semester programs should also have a significant level of activity in the other semester, either to continue the established activity of a Fall semester program, or to provide significant lead-in for a Spring program. Thus the Inverse program continued through the Spring, with closing workshop in May. • Planning workshops were instituted as a way to provide focus for future programs. • Program leaders were required to provide a Goals and Outcomes document, at the beginning of the program, to ensure that a clear focus has been established. 2 • It was judged beneficial to sometimes hold workshops away from SAMSI. Two examples are the Workshop on Spatial-Temporal Modeling, to be held at NCAR,and a Planning Workshop on Random Matrices to be held at ARCC. • The NISS University Affiliates program was converted to a joint NISS/SAMSI University Affiliates program, and a number of new departments (including mathematics departments) were enrolled. • Building modifications were made to create a better environment for visitors. • A technical report series was started, and an agreement reached with SIAM/ASA to have a SAMSI series of publications. • One-day outreach programs were initiated, and proved to be extremely popular. Planned Future Developments • The website will be redesigned. • For Year 2, it was decided to move away from conventional workshops, and try a variety of activities more focused on interaction and discussion. • Wireless networking will be installed at SAMSI and at the Governors Inn. • Video taping of lectures for web dissemination will be implemented, if the technology has become simple and inexpensive enough. • Another full-time staff person will be added, to deal with the increasing technical needs of SAMSI. 3 Table of Contents 0. Executive Summary……………………………………………..1 I. Annual Progress Report................................................................ 5 A. Program Personnel........................................................................................... 5 1. List of Programs and Organizers ............................................................ 5 2. Program Core Participants ...................................................................... 7 3. Participant Summary............................................................................. 13 B. Postdoctoral Fellows....................................................................................... 14 1. Mentoring Assignments ........................................................................ 16 2. Mid-term Activity Reports.................................................................... 16 3. Year-end Activity Reports .................................................................... 20 C. Graduate Student Participation.................................................................... 24 D. Consulted Individuals .................................................................................... 29 E. Program Activities.......................................................................................... 30 1. Inverse Problem Methodology in Complex Stochastic Models................................................................................................. 30 2. Stochastic Computation ........................................................................ 38 3. Large Scale Computer Models for Environmental Systems................. 45 4. Education and Outreach Program ......................................................... 56 5. Planning Workshops ............................................................................. 57 6. Distinguished Lecture Series................................................................. 58 F. Industrial and Governmental Participation................................................. 59 G. Publications and Technical Reports............................................................. 60 H. Diversity Efforts ............................................................................................. 64 I. External Support ............................................................................................. 66 J. Advisory Committees...................................................................................... 68 II. Special Report: Program Plan................................................. ..70 A. Plans for 2003-2004........................................................................................ 70 B. Scientific Themes for Later Years ................................................................ 81 Appendix A. Workshop Participant Lists .......................................................................... 86 B. Workshop Programs and Abstracts ........................................................... 109 C. Workshop Evaluations................................................................................. 195 E. Course Descriptions ..................................................................................... 196 4 I. Annual Progress Report A. Program Personnel 1. Program and Activity Organizers Program Organizers Program Name Affiliation Field Inverse Problem Methodology in Complex Stochastic Models Richard Albanese AFRL, Brooks AFB Medicine H.T. Banks (Co-Chair) NCSU Applied Math Marie Davidian (Co-Chair) NCSU Statistics Sarah Holte Hutchinson Biostatistics Joyce McLaughlin Rensselaer Poly Applied Math Alan Perelson LANL Biology George Papanicolaou Stanford, NAC Mathematics John Rice UC Berkeley Statistics Robert Wolpert Duke Statistics Challenges in Stochastic Computation Merlise Clyde (Co-Chair) Duke Statistics Jean-Pierre Fouque NCSU Mathematics Alan Gelfand Connecticut Statistics David Heckerman Microsoft, NAC CS and Stat Mark Huber Duke Probability Greg Lawler Cornell Probability Jun Liu Harvard Statistics John Monahan NCSU Statistics Michael Newton Wisconsin Madison Bioinformatics Scott Schmidler Duke Bioinformatics Mike West (Co-Chair) Duke Statistics Large-Scale Computer Models for Environmental Systems Mark Berliner Ohio State Statistics Montserrat Fuentes NCSU Statistics William Gray Notre Dame Geosciences