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The Center for Nonlinear Analysis

The department hosts the national Center for Nonlinear Analysis, established in 1991. Center members are department faculty engaged in research in partial differential equations, the calculus of variations, nonlinear continuum mechanics, stochastic control, numerical analysis and scientific computation. A special focus for applications emphasizes new and innovative methods to study contemporary issues in materials science. The Center has created a vigorous environment for collaboration among mathematicians and applied scientists. The Center supports graduate students and postdoctoral associates and sponsors conferences in areas of current interest.

Center for Computational Finance

The mission of the Center for Computational Finance is to:

1.  

Improve the interaction between academic researchers and the finance industry.

2.  

Enhance the environment for graduate education and research in Computational Finance at Carnegie Mellon University.

Planned Center activities include:

1. Sponsorship of meetings. The Center sponsored a highly successful week-long meeting in the summer of 2000, drawing approximately 150 invited speakers and participants from around the world. The first day was devoted to a tutorial to introduce newcomers (many of whom were graduate students from other universities, partially supported by the Center) to the field. We plan to hold such meetings every three or four years.

We will also support smaller, more frequent "cutting edge" working conferences. These conferences will be organized by interested Center faculty and financially supported by the Center. Attendance will be by invitation only. The organizer will select active researchers to participate in the conference. Each affiliate will be invited to send one participant and he Center faculty are always invited.

2. A distinguished lecturer series. Each year Center faculty will invite one distinguished speaker to spend several days at Carnegie Mellon University, and to give three talks: one aimed at general audiences, one for specialists in the field, and one on any topic of the speaker's choosing. This will be highly publicized. A name has not yet been chosen for this series, but it could be named after a former Carnegie Mellon faculty member (such as Nash, Modigliani, or Miller) or after a generous benefactor.

3. Building relationships. The development of relationships between Center faculty and affiliates will be encouraged by providing travel support and, where appropriate, limited compensation to faculty for initial exploratory meetings with affiliates.

4. Affiliates meetings. Each year affiliates will be invited to a one-day conference at which Center faculty and affiliates will discuss recent research and research needs.

5. Disseminating research. The Center will maintain a technical report series, consisting of working papers by Center faculty and Ph.D. Theses. Copies of these technical reports will be sent to affiliates on a regular basis.

6. Supporting graduate education. The Center will provide financial support for Ph.D. students to attend meetings, and will maintain a list of Ph.D. students available for internships and/or for employment.

7. Maintaining a web site. The Center web site will contain general information about the Center and its activities, as well as downloadable technical reports and MSCF and Ph.D. student resumes. Access to some of this information will require a password.