[cmath] PIMS- Save the date, George Papanicolaou (Stanford) lecture

[Manders, Karen]

SAVE THE DATE - PLEASE DISTRIBUTE
 

Monday, November 7, 2011

 
George Papanicolaou (Stanford University) gives the inaugural

HUGH C. MORRIS LECTURE

"Uncertainty quantification and systemic risk"


3pm at the Mathematics Department at UBC, Vancouver (MATX 110).

Pre-lecture reception at 2pm in MATH126. All welcome.

http://www.pims.math.ca/scientific-event/111107-hcmlgp

Abstract: The quantification of uncertainty in large-scale scientific and
engineering computations is rapidly emerging as a research area that poses
some very challenging fundamental problems which go well beyond sensitivity
analysis and associated small fluctuation theories. We want to understand
complex systems that operate in regimes where small changes in parameters
can lead to very different solutions. How are these regimes characterized?
Can the small probabilities of large (possibly catastrophic) changes be
calculated? These questions lead us into systemic risk analysis, that is,
the calculation of probabilities that a large number of components in a
complex, interconnected system will fail simultaneously.  

I will give a brief overview of these problems and then discuss in some
detail two model problems. One is a mean field model of interacting
diffusion and the other a large deviation problem for conservation laws. The
first is motivated by financial systems and the second by problems in
combustion, but they are considerably simplified so as to carry out a
mathematical analysis. The results do, however, give us insight into how to
design numerical methods where detailed analysis is impossible.

**
Bio: Prof. Papanicolaou is the Robert Grimmett Professor in Mathematics
at Stanford University, a member of the U.S. National Academy of Sciences,
winner of the SIAM von Neumann Prize (2006) and the William Benter Prize 
in Applied Mathematics (2010).

**
About the lecture series: Dr. Hugh Morris, former Chair of the PIMS Board of
Directors and a longtime friend of the mathematical sciences, generously
endowed a yearly lecture series at PIMS. To recognize his generous gift, it
is called the Hugh C. Morris Lecture Series. The objective of this series is
to attract top mathematical scientists in the world to deliver presentations
on current research topics to PIMS sites in Western Canada and Washington
State.

Dr. Morris served on the PIMS Board for over ten years and has over 40 years
of experience in the mineral industry, including a term as Chairman and
Chief Executive Officer of Imperial Metals. He is also a fellow of the Royal
Society of Canada. Dr. Morris has demonstrated special interest in national
and international scientific and professional associations and has been a
member of NSERC's Council and Chairman of the Board of Directors of the
Lithoprobe Project.

---------------------------------

Karen Manders

Communications Manager

Pacific Institute for the Mathematical Sciences

Website: http://www.pims.math.ca