Centro Internacional de Matemática

International Center for Mathematics

Bulletin #14, June 2003

Contents


Coming events

Thematic Term on Mathematics and Engineering

Coordinator
Isabel Maria Narra de Figueiredo (Uni. of Coimbra)
Dates
June-September 2003
The Thematic Term for 2003 will be dedicated to Mathematics and Engineering. The application of mathematics to engineering is crucial to knowledge and the development of science. The main objective of the thematic term for 2003 is to improve and emphasize the interdependence between the most recent and important research fields in mathematics and the most important fields of contemporary engineering: informatics engineering, chemical engineering, mechanical engineering, civil engineering and electronics engineering.

The thematic term 2003 consists of four events. The first event is devoted to mathematics and informatics engineering and focuses on soft computing and complex systems. The second event deals with modelling and simulation in chemical engineering. The third event is related to modelling and numerical simulation in continuum mechanics. The fourth event is concerned with mathematics and telecommunications.

Each one of these events is an Advanced School and Workshop, where short courses, lectures and invited talks will be given by well-known invited scientists. So it is expected that the thematic term 2003 will attract a large number of postgraduate students, mathematicians and engineers, interested in contributing to the development of mathematics and its applications to engineering.

The programme of events is the following:

23-27 June: Workshop on Soft Computing and Complex Systems

Organizers
António Dourado Correia (Univ. Coimbra), Ernesto Jorge Costa (Univ. Coimbra), José Félix Costa (I. Superior Técnico - Lisbon), Pedro Quaresma (Univ. Coimbra).
Aims
The main scientific goal of the workshop is to introduce recent developments in mathematical techniques applied to complex engineering problems. In particular, the workshop will focus on different aspects of the area called soft computing, including fuzzy and conexionist systems, evolutionary computation, artificial life and complex systems.

Harnessing complexity is an important aspect of today problem solving. Complexity may be due to the presence of uncertain information or because the regularities of a system, we are trying to understand, cannot be briefly described. We will discuss recent developments in dealing with complexity, by means of introducing the methods and their sound mathematical foundations, as well as through the work of some difficult problems.

The workshop will be held at the Mathematics Department - University of Coimbra.

Lectures
Multi-criteria Genetic Optimisation Carlos Fonseca, University of Algarve, Portugal
Neural Computation and Applications in Time Series and Signal Processing Georg Dorffner, Department of Medical Cybernetics and Artificial Intelligence, University of Vienna, Austria
Analog Computation José Félix Costa, Department of Mathematics, Technical University of Lisbon, Portugal
Universal Learning Algorithms Juergen Schmidhuber, IDSIA-Instituto Dalle Molle di Studi sull'Intelligenza Artificiale, Switzerland
Neuro-Fuzzy Modelling
Intelligent Control Robert Babuska, Delft University of Technology, Holland.
For more information on this event, please visit the site
http://hilbert.mat.uc.pt/~softcomplex/

30 June - 4 July: Workshop on Modelling and Simulation in Chemical Engineering

Organizers Alírio Egídio Rodrigues (Univ. Porto), Paula Oliveira (Univ. Coimbra), José Almiro Meneses e Castrof (Univ. Coimbra), José Augusto Mendes Ferreira (Univ. Coimbra), Maria do Carmo Coimbra (Univ. Porto).
Aims
The main objective is to bring together mathematicians and chemical engineers to improve the understanding of the problems encountered in process engineering and tools available to solve them. To reach that objective the Workhop is designed:
The workshop will be held at the CIM headquarters: Complexo do Observatório Astronómico - Universidade de Coimbra.
Short Courses
Modelling in Chemical Engineering S. Sotirchos and A. Rodrigues, University Rochester, USA and LSRE-FEUP, University of Porto, Portugal
Numerical Simulations with Advection-Diffusion-Reaction Systems W. Hundsdorfer, Center for Mathematics and Computer Science, The Netherlands
Optimization and Control of Chemical Processes N. Oliveira, University of Coimbra, Portugal
Invited talks
Adaptive finite element solutions of dependent partial differential equations using moving grid algorithms J. M. Baines, Department of Mathematics, University of Reading, United Kingdom
Numerical analysis of the motion of glass under external pressure R.Mattheij, Department of Mathematics and Computer Science, Tech. University of Eindhoven, The Netherlands
Adaptive numerical methods for sensitivity analysis of differential-algebraic equations and partial differential equations
Linda Petzold, UC Santa Barbara, USA Splitting Methods for Advection-Diffusion-Reactions Problems
J. G. Verwer, Center for Mathematics and Computer Science, CWI, Amsterdam, The Neterlands Numerical and Computational Challenges in Environmental Modelling
Z. Zlatev, National Environmental Research Institute, Denmark
For more information on this event, please visit the site
http://www.fe.up.pt/lsre/cim2msce/workshop.html

14-18 July: Advanced School and Workshop on Modelling and Numerical Simulation in Continuum Mechanics

Organizers
Luís Filipe Menezes (Univ. Coimbra), Isabel Maria Narra de Figueiredo (Univ. Coimbra), Juha Videman (I. Superior Técnico - Lisbon).
Aims
The scientific goals of this event are the following:
  • to present some of the most important recent fields of research in mathematics and its applications to civil and mechanical engineering
  • to promote the interdisciplinary aspects of the field by establishing contacts between mathematicians and engineers
  • to provide an opportunity for Portuguese scientists to present and discuss their research work.
This event will take place at the Department of Mechanical Engineering - University of Coimbra.
Short Courses
Numerical analysis of discrete schemes approximating grade-two fluid models. Recent results and open problems Vivette Girault (Université Pierre et Marie Curie, France)
Shape optimization Patrick Le Tallec (École Polytechnique, France)
Advances in the finite point method for meshless analysis of problems in solid and fluid mechanics
Eugenio Oñate (CIMNE, Universitat Politècnica de Catalunya, Spain)
Mathematics and numerics of shell problems Juhani Pitkäranta (Helsinki University of Technology, Finland)
Computational mechanics of solid materials at large strains Cristian Teodosiu (Université de Paris Nord, France)
Invited Plenary Lectures Finite element simulation of sheet metal forming Kjell Mattiasson (Volvo Car Corporation, Göteborg, Sweden)
A thermodynamic framework for dissipative processes K.R. Rajagopal (Texas A&M University, USA)
Virtual metal forming Karl Roll (Daimler Chrysler AG, Germany)
Analysis and simulation of non-newtonian models for blood flow microvessels
Adélia Sequeira (Instituto Superior Técnico, Lisboa, Portugal) Numerical analysis and simulation of some contact problems in visco-elasto-plasticity
Juan Viaño (Universidade de Santiago de Compostela, Spain)
For more information on this event, please visit the site
http://www.math.ist.utl.pt/wmnscm/

8-12 September: Mathematical Techniques and Problems in Telecommunications

Organizers
Carlos Salema (I. Superior Técnico - Lisbon), Joaquim Júdice (Univ. Coimbra), Carlos Fernandes (I. Superior Técnico - Lisbon), Mário Figueiredo (I. Superior Técnico - Lisbon), Luís Merca Fernandes (I. P. Tomar).
Aims
The goals are three fold. Firstly we will try to identify and possibly provide solutions for a number of mathematical problems in the field of Telecommunications. Secondly we intend to disseminate among telecommunications engineers some mathematical techniques which are not widely known in this community even if they are being applied in modern communication techniques. Finally we would like to improve mutual understanding and recognition between mathematicians and telecommunication engineers, one of the heaviest users of mathematical techniques in the field of engineering.

This event comes in the follow-up of rather successful, even if less ambitious event, ``Matemática em Telecomunicações: Que Problemas?" with similar objectives organized by IT in 1997.

This event will take place at the Instituto Politécnico de Tomar.
Invited Lectures
Combinatorial Optimization in Telecommunications Mauricio Resende, ATT, USA
Transforms, Algorithms and Applications Joana Soares, U. Minho, Portugal
Controllability of PDE's and its Discrete Approximations Enrique Zuazua, U. A. Madrid, Spain
Evolutionary Computing Eckart Zitzler, SFIT, Switzerland
Stochastic Processes in Telecommunications Traffic Ivette Gomes, CEAUL, Portugal
For more information on this event, please visit the site http://www.lx.it.pt/mtpt/

Third Debate on Mathematical Research in Portugal

Porto, 25 October 2003
Organizers:
José Ferreira Alves (Univ. Porto), José Miguel Urbano (Univ. Coimbra).
This debate is a continuation of the two previous ones, held on December 1997 and April 2000, whose proceedings have been published by CIM.
Due to limitations of space, those interested in participating should register, by sending an e-mail to jfalves@fc.up.pt.
Themes
The Challenge of Excellence Jacob Palis (IMPA), José Francisco Rodrigues (UL), Rui Loja Fernandes (IST)
Evaluation Irene Fonseca (CMU), José Basto Gonçalves (UP),
Mathematical Research in Industry Charles Tresser (IBM) Pedro Lago (UP)
This event will take place at the Pure Mathematics Department, University of Porto.
For more information on this event, please visit the site
http://www.fc.up.pt/cmup/jfalves/debate/

CIM News

CIM Events for 2004

The CIM Scientific Committee, in a meeting held in Coimbra on February 8, approved the CIM scientific program for 2004.

The Thematic Term for 2004 will be dedicated to Mathematics and the Environment. The Organizers-Coordinators are Juha Videman (IST, Lisbon, Portugal) and José Miguel Urbano (University of Coimbra, Portugal).

The list of events is the following:

School and Workshop on Dynamical Systems and Applications

3-8 May 2004
Organizers:
José F. Alves, Univ. Porto, Portugal
Marcelo Viana, IMPA, Rio de Janeiro, Brasil

Workshop on Forest Fires

3-5 June 2004
Organizers:
Jorge C. S. André, University of Coimbra, Portugal
José Miguel Urbano, University of Coimbra, Portugal

School on Atmospheric Sciences and Climate Dynamics

12-16 July 2004
Organizers:
Didier Bresch, CNRS/Université Blaise-Pascal, France
José Miguel Urbano, University of Coimbra, Portugal
Juha Videman, IST, Lisbon, Portugal

School and Workshop on Oceanography, Lakes and Rivers

19-25 July 2004
Organizers:
Didier Bresch, CNRS/Université Blaise-Pascal, France
José Miguel Urbano, University of Coimbra, Portugal
Juha Videman, IST, Lisbon, Portugal
Furthermore, the 2004 program will contain the following events:

Workshop on Nonstandard Mathematics

5-11 July, 2004
Organizers:
Imme van den Berg, University of Évora, Portugal
Francine Diener, Université de Nice, France
A. J. Franco de Oliveira, University of Évora, Portugal
Vítor Neves, University of Aveiro, Portugal
Keith D. Stroyan, University of Iowa, USA
João Paulo Teixeira, IST, Lisbon, Portugal

Summer School on Mathematics in Biology and Medicine

20-24 September, 2004
Organizers:
Jorge Careneiro, IGC, Oeiras, Portugal
Francisco Dionísio, IGC, Oeiras, Portugal
José Faro, IGC, Oeiras, Portugal
Gabriela Gomes, IGC, Oeiras, Portugal
Isabel Gordo, IGC, Oeiras, Portugal

Research in Pairs at CIM

These facilities are located at Complexo do Observatório Astronómico in Coimbra and include: At least one of the researchers should be affiliated with an associate of CIM, or a participant in a CIM event.

Applicants should fill in the electronic application form

http://www.cim.pt/cim.www/cim_app/application.htm

CIM on the WWW

Complete information about CIM and its activities can be found at the site http://www.cim.pt

This is mirrored at http://at.yorku.ca/cim.www/


Feature Article

Profinite structures and dynamics

Jorge Almeida

Departmento de Matematica, Universidade de Porto

Introduction

Surprising as it may be at first sight, there are a number of connections between the theories of finite semigroups and dynamical systems, both viewed in a broad sense. For instance in symbolic dynamics, ideas or analogies from the theory of finite automata find a natural setting for application in sofic systems and, even though not usually formulated in dynamical terms, the dynamical behavior of various operators on finite groups has been extensively studied. The purpose of this note is to review some further connections that have emerged recently driven mainly by work on finite semigroups and thus perhaps open the path to new investigations in this area.

The main tool underlying our approach is found in profinite constructions, be it semigroups, groups, graphs or categories. Generally speaking, profinite structures are a way of encoding, with the help of an additional topological structure, common properties of a class of finite structures of the same type. This idea can be found in various areas, from Galois theory to finite semigroup theory.

Results which are given without reference are announced here for the first time and will be proved elsewhere.


What's New in Mathematics

The Putnam in Time

"Crunching the Numbers" is the title of a piece by Lev Grossman, in the December 23 2002 Time magazine, about the William Lowell Putnam Mathematical Competition. "Every year," it begins, "on the first Saturday in December, 2,500 of the most brilliant college students in North America take what may be the hardest math test in the world." Grossman gives a quick survey of the history of the exam, a summary of the daunting statistics ("the median score on last year's test was 1 point. Out of a possible 120.") and a Time-like glimpse of its mystique ("think of it as a coming-out party for the next generation of beautiful minds"). He interviews Leonard Klosinski (Santa Clara; the competition director), Richard Stanley (coach of the MIT team) and Kevin Lacker, one of last year's winners, who remarks: "Doing well on the Putnam and doing good math research are two different tasks that take two different kinds of intelligence."

The piece includes a sample problem, labeled "An Easy One." "A right circular cone has a base of radius 1 and a height of 3. A cube is inscribed on the cone so that one face of the cube is contained in the base of the cone. What is the length of an edge of the cube?" Check Time for the answer.

Too much pi?

Under the title "How to Slice the Pi Very, Very Thin," the December 7, 2002 New York Times ran an AP dispatch from Tokyo reporting on the calculation of p to 1.24 trillion places, "six times the number of places recognized now." A ten-person team led by Yasumasa Kanada broke the trillion-place barrier with the help of a Hitachi supercomputer at the Information Technology Center of Tokyo University. The report quotes David Bailey (Lawrence Berkeley Lab): "It's an enormous feat of computing, not only for the sheer volume, but it's an advance in the technique he's using. All known techniques would exceed the capacity of the computer he's using." Which is, we are told, two trillion calculations a second. Note that light travels .15 mm in one two-trillionth of a second. This must be a very small or very parallel computer.

The best ways to lace your shoes

has been worked out by Burkard Polster, a mathematician at Monash University (Victoria, Australia). His report, in the December 5 2002 Nature, was picked up in the December 10 Boston Globe (via Reuters) and in Time magazine for December 23.

The best way to lace depends on your criteria, but in all allowable lacings each eyelet is connected to at least one eyelet on the opposite side. The strongest lacings with n pairs of eyelets are the "crisscross" (when the ratio h of vertical eyelet spacing to horizontal is below a certain value hn) and the "straight" (when h is greater than hn). The shortest lacings are the "bowties". There is only one minimal bowtie lacing when n is even, but there are (n+1)/2 when n is odd. The shortest "dense" lacing (no vertical segments) is the crisscross.

Freak waves

BBC Two, on November 14, 2002, aired a program on this phenomenon and its recent mathematical analysis. Freak waves, also "rogue waves," "monster waves," are extraordinarily tall and steep waves that appear sporadically and wreck havoc with shipping. One is suspected to have washed away the German cargo München which went down with all hands in the midst of a routine voyage in 1978. More recently, the cruise ship Caledonian Star was struck by a 30m wave on March 2, 2001. The standard analysis of ocean waves predicts a Gaussian-like distribution of heights; extreme heights, although possible, should be very rare - a 30m wave is expected once in ten thousand years, according to the BBC. But these waves occur much more frequently than predicted. The program focused on new methods of analysis, and on the work of the mathematician A. R. Osborne (Fisica Generale, Torino). Osborne has applied the inverse scattering transform, which he describes as "nonlinear Fourier analysis," to the time series analysis of wave data. He conducted simulations using the nonlinear Schrödinger equation and found near agreement with the standard analysis, except that "every once in a while a large rogue wave rises up out of the random background noise." His paper, available online, gives an example of such a simulation:


Time series of a random wave train showing the appearance of a large rogue wave with height 20m occurring at 140 seconds.

Mathematical oncology

`Clinical oncologists and tumor biologists posess virtually no comprehensive model to serve as a framework for understanding, organizing and applying their data." This statement is featured in a box at the top of Robert A. Gatenby and Philip K. Maini's "Concepts" piece in the January 23 2003 Nature. They point out that despite the glut of publication (over 21000 articles on cancer in 2001) oncology has not been pursuing "quantitative methods to consolidate its vast body of data and integrate the rapidly accumulating new information." The explanations they suggest are mostly cultural. For example: "... medical schools have generally eliminated mathematics from admission prerequisites ..." They also blame "those of us who apply quantitative methods to cancer" for not having "clearly demonstrated to our biologist friends a dominant theme of modern applied mathematics: that simple underlying mechanisms may yield highly complex observable behaviors." An illustration from Wolframscience.com drives home the point. They end with an apology for mathematical modeling, showing how a verbal schema may be be enriched and strengthened by incorporation into a mechanistic and quantitative model which can handle, through computation, properties such as stochasticity and nonlinearity which cannot be handled by verbal reasoning alone. "As in physics, understanding the complex, nonlinear systems in cancer biology will require ongoing, interdisciplinary, interactive research in which mathematical models, informed by extant data and continually revised by new information, guide experimental design and interpretation."

4 log 3 - a new cosmic constant?

John Baez (UC Riverside) has a "news and views" piece in the February 13 2003 Nature entitled "The Quantum of Area?". We start by asking whether black holes have a discrete spectrum of energy levels. According to Baez, a complete answer would require an understanding of "how quantum mechanics and general relativity fit together - one of the great unsolved problems in physics." But two completely different ways of guessing have recently come to the same answer: the spectrum of discrete energy levels is related to the surface area of the black hole, and the quantum of surface area is exactly 4 times the natural logarithm of 3 times the Planck area (which itself is about 10-70  m2). The "surface" is actually the event horizon - "the closest distance an object can approach a black hole before being sucked in," so it is an imaginary boundary, but nevertheless acts in many ways "like a flexible membrane," and has a geometry of its own: it is flat except at points where it is punctured by one of the "threads" postulated by loop quantum gravity theory. Recent work by Shahar Hod (Hebrew University), Olaf Dreyer (Penn State; available online at http://arxiv.org/list/gr-qc/0211) and Lubos Motl (Harvard; available online at http://arxiv.org/list/gr-qc/0212) relates to earlier research by Hawking, Ashketar and Baez himself.

The Poincaré Conjecture

The New York Times, in their Science section for April 15, 2003, ran a piece by Sara Robinson entitled "Celebrated Math Problem Solved, Russian Reports." The problem is the 100-year-old Poincaré Conjecture; the Russian is Grigory Perelman of the Steklov Institute in St. Petersburg. As Robinson describes it, Perelman is claiming even more: a proof of a conjecture due to William Thurston, that "three-dimensional manifolds are composed of ... homogeneous pieces that can be put together only in prescribed ways." The Poincaré Conjecture, about the possible topology of a three-dimensional manifold in which every loop can be shrunk to a point, follows because now it would be known what possible geometric structure such a manifold could have. Robinson comments briefly on the method of proof. There is a natural way for the geometry of a manifold to evolve in time: this is the Ricci flow, "an averaging process used to smooth out the bumps of a manifold and make it look more uniform." Its application to Thurston's geometrization conjecture was pioneered by Richard Hamilton (now at Columbia) and carried out in full, we hope, by Perelman. Robinson remarks on the interesting parallels between Perelman's odyssey and that of Andrew Wiles (who recently proved Fermat's Theorem) and also on Perelman's eligibility, if his proof sustains scrutiny, for one of the Clay Mathematical Institute's million-dollar prizes. The Times picked up the story again in the "Week in Review" section on Sunday, April 20: "A Mathematician's World of Doughnuts and Spheres," by George Johnson. "Poincaré proof adds up to potential payday" is the tack Nature chose to follow in a News in Brief item (April 24, 2003). The math got mangled: "Closed two-dimensional surfaces without holes can be transformed onto the surface of a sphere, and Henri Poincaré suggested that similar surfaces with higher dimensions should also transform back to spheres." But they did give a link to one of Perelman's preprints.

The Superformula

Nature Science Update ran a piece on April 3, 2002 by John Whitfield: "Maths gets into shape." Whitfield was reporting on an article by Johan Gielis (Nijmegen) in the March 2003 American Journal of Botany in which Gielis proposes his superformula ("A generic geometric transformation that unifies a wide range of natural and abstract shapes"). The superformula, in slightly different notation, is the following polar equation:
r(j) = f(j)(|A cos M|p + |B sin M|q)-1/n
which, for various values of the parameters A, B, M, p, q, n and various choices of the function f(j) does in fact give a wide variety of interesting shapes. Whether this mathematical unity is of any botanical significance is harder to see. Whitfield quotes Ian Stewart (Warwick): "I'm not convinced ... , but it might turn out to be profound if it could be related to how things grow" as is the case, for example, with D'Arcy Thompson's explanation of the logarithmic spiral in mollusk shells. Gielis' position, as quoted by Whitfield: "Description always precedes ideas about the real connection between maths and nature." A botanical Kepler awaiting his Newton. Meanwhile, Gielis has applied for a patent on his discovery: Methods and devices for synthesizing and analyzing patterns using a novel mathematical operator, USPTO patent application No. 60/133,279 (1999).

Math in Nature

The May 15 2003 issue of Nature has at least three articles with interesting mathematical aspects.

Astronomy

"Chaos-assisted capture of irregular moons" is a comparative study of the irregular moon systems of the gas giants Jupiter and Saturn. Irregular moons have highly inclined orbits (but never more than 55 degrees) with respect to the planet's equatorial plane. Their motion may be prograde, counter-clockwise when viewed from above, like our Moon and Jupiter's Galilean moons, or retrograde. In fact in the Jupiter system, the retrogrades outnumber the progrades 26 to 6. The authors study the 3-dimensional circular restricted three-body problem, focussing on the Sun-Jupiter-moon system. They use a Monte Carlo simulation to show how, in phase space, "the chaotic layer selects for the sense of the angular momentum of incoming and outgoing particles," i.e. sorts them into prograde and retrograde. (Authors: S. A. Astakhov, A. D. Burbanks, S. Wiggins, D. Farrelly)

Econophysics

"A theory of power-law distributions in financial market fluctuations" sets up a model to explain the empirical probabilities:
P(|rt| > x) ~ x-3
P(V > x) ~ x-1.5
P(N > x) ~ x-3.4
where rt is the change of the logarithm of stock price in a given time interval Dt (for a given stock), V is trading volume and N is the number of trades. The model "is based on the hypothesis that large movements in stock market activity arise from the trades of large participants." (Authors: X. Gabaix, P. Gopihrishnan, V. Plerou, H. E. Stanley).

Neurophysiology

In "Attractor dynamics of network UP states in the neocortex" the authors report that in analyzing the dynamics of spontaneous activity of neurons in the mouse visual cortex, they detected "synchronized UP state transitions" occurring in "spatially organized ensembles involving small numbers of neurons." (UP is short for the membrane potential depolarized state). They argue that the these synchronized transitions, or 'cortical flashes,' are dynamical attractors, and that "a principal function of the highly recurrent neocortical networks is to generate persistent activity that might represent mental states." (Authors: R. Cossart, D. Aronov, R. Yuste)

The Poincaré Conjecture (cont.)

The recent developments were also covered by Science, in an April 18 2003 piece by Dana Mackenzie whose title, "Mathematics World Abuzz Over Possible Poincaré Proof," correctly suggests his Variety-style approach to the subject. "Furthermore, what was to keep the surgeries, like plastic surgeries on a Hollywood star, from going on endlessly?" Nevertheless Mackenzie gives the best layman's guide so far to the history of the problem and to Perelman's innovations. An excellent presentation, ending in a lovely quote from Bennett Chow (UCSD): "It's like climbing a mountain, except in the real world we know how high the mountain is. What Hamilton did was climb incredibly high, far beyond what anyone expected. Perelman started where Hamilton left off and got even higher yet - but we still don't know how high the mountain is." Nature came back to the story, after last month's "News in Brief" item, with a more elaborate, and mathematically substantial, report by Ian Stewart (May 8, 2003). This account, also excellent, is complementary to Mackenzie's: they emphasize different aspects of the problem and of the putative solution.

Originally published by the American Mathematical Society in What's New in Mathematics, a section of e-MATH, in

http://www.ams.org/new-in-math/note-archive.html
Reprinted with permission.

An Interview with M. J. D. Powell

Luis Nunes Vincente (Uni. of Coimbra

I am sure that our readers would like to know a bit about your academic education and professional career first. Why did you choose to go to the Atomic Energy Establishment (Harwell) right after college in 1959?

When I studied mathematics at school, nearly all of my efforts were applied to solving problems in text books, instead of reading the texts. Then my teachers marked and discussed my solutions instead of instructing me in a formal way. I enjoyed this kind of work greatly, especially when I was able to find answers to difficult questions myself. Thus I gained a good understanding of some fields of mathematics, but I became unwilling to learn about new subjects at a general introductory level, because I do not have a good memory, and to me it was without fun. I also disliked the breadth of the range of courses that one had to take at Cambridge University as an undergraduate in mathematics. Fortunately, I was able to complete that work adequately in two years, which allowed me to study for the Diploma in Numerical Analysis and Computation during my third year. It was a relief to be able to solve problems again most of the time, and the availability of the Edsac 2 computer was a bonus. I welcomed the use of analysis and the satisfaction of obtaining answers. I wished to continue this kind of work after graduating, but the possibility of remaining in Cambridge for a higher degree was not suggested to me. Contributing to academic research and publishing papers in journals were not suggested either, although I developed a successful algorithm for adaptive quadrature in a third year project. Therefore in 1959 I applied for three jobs at government research establishments, where I would assist scientists with numerical computer calculations. I liked the location of Harwell and the people who interviewed me there, so it was easy for me to accept their offer of employment.

You obtained your doctor of science only in 1979, twenty years after your bachelors degree and three years after being hired as a professor in Cambridge. Why was that the case?

After graduating from Cambridge in 1959 with a BA degree, I had no intention of obtaining a doctorate. All honours graduates from Cambridge are eligible for an MA degree after about 3 further years, without taking any more courses or examinations, but from my point of view that opportunity was not advantageous, partly because one had to pay a fee. When I became the Professor of Applied Numerical Analysis at Cambridge in 1976, I was granted all the privileges of an MA automatically, and my official degree became BA with MA status. Two years later, I was fortunate to be elected as a Professorial Fellow at Pembroke College, and the Master of Pembroke suggested that I should follow the procedure for becoming a Master of Arts. Rather than expressing my reservations about it, I offered to seek an ScD degree instead, which required an examination of much of my published work. Thus I became an academic doctor in 1979.


M. J. D. Powell

Was it hard to adapt to the academic life after so many years in Harwell?

After about five years at Harwell, most of my time was spent on research, which included the development of Fortran software for general computer calculations, the theoretical analysis of algorithms, and of course the publication of papers. The purpose of the administrative staff there was to make it easier for scientists to carry out their work. On the other hand, I found at Cambridge that one had to create one's own opportunities for research, which required some stubbornness and lack of cooperation, because of the demands of teaching, examining and admitting students, and also because administrative duties at universities can consume the time that remains, especially during terms. This change was particularly unwelcome, and is very different from the view that most of my relatives and friends have of university life. Indeed, when I was at Harwell they did not doubt that I had a full time job, but they assume that at Cambridge the vacations provide a life of leisure.

In your work in optimization we find several interesting and meaningful examples and counter-examples. Where did you get this training (assuming that not all is natural talent)? From your exposure to approximation theory? From the hand calculations of the old computing times?

The construction of examples and counter-examples is a natural part of my strong interest in problem solving, and of the development of software that I have mentioned. Specifically, numerical results during the testing of an algorithm often suggest the convergence and accuracy properties that are achieved, so conjectures arise that may be true or false. Answers to such questions are either proofs or counter-examples, and often I have tried to discover which of these alternatives applies. Perhaps my training started with my enjoyment of geometry at school, but then the solutions were available. I am pleased that you mention hand calculations, because I still find occasionally that they are very useful.

Was exemplification a relevant tool for you when you taught numerical analysis classes? Did your years as a staff member at Harwell influence your teaching?

My main aim when teaching numerical analysis to students at Cambridge was to try to convey some of the delightful theory that exists in the subject, especially in the approximation of functions. Only 36 lectures are available for numerical analysis during the three undergraduate years, however, except that there are also courses on computer projects in the second and third years, where attention is given to the use of software packages and to the numerical results that they provide. Moreover, in most years I also presented a graduate course of 24 lectures, in order to attract research students. The main contribution to my teaching from my years at Harwell was that I became familiar with much of the relevant theory there, because it was developed after I graduated in 1959, but I hardly ever mentioned numerical examples in my lectures, because of the existence of the Cambridge computer projects, and because the mathematical analysis was more important to my teaching objectives. Therefore my classes were small. Fortunately, some of the strongest mathematicians who attended them became my research students. I am delighted by their achievements.

Could you tell us how computing resources evolved at Harwell in the sixties and seventies and how that impacted on the numerical calculations of those times?

Beginning in 1958, I have always found that the speed of computers and the amount of storage are excellent, because of the huge advances that occur about every three years. On the other hand, the turnaround time for the running of computer programs did not improve steadily while I was at Harwell. Indeed, for about four years after I started to use Fortran in 1962, those programs were run on the IBM Stretch computer at Aldermaston, the punched cards being transported by car. Therefore one could run each numerical calculation only once or twice in 24 hours. Of course it was annoying to have to wait so long to be told that one had written dimesnion instead of dimension, but ever since I have been grateful for the careful attention to detail that one had to learn in that environment. Moreover, it was easier then to develop new algorithms that extend the range of calculations that can be solved. Conveying such advances to Harwell scientists was not straightforward, however, mainly because they wrote their own computer programs, using techniques that were familiar to them. The Harwell Subroutine Library, which I started, was intended to help them, and to reduce duplication in Fortran software. Often it was highly successful, but many computer users, both then and now, prefer not to learn new tricks, because they are satisfied by the huge gains they receive from increases in the power of computers.

You once wrote: ``Usually I produced a Fortran program for the Harwell subroutine library whenever I proposed a new algorithm,...'' [A View of Nonlinear Optimization, History of Mathematical Programming: A Collection of Personal Reminiscences (J.K. Lenstra, A.H.G. Rinnooy Kan, and A. Schrijver eds), North-Holland (Amsterdam), 119-125 (1991)]. In fact, writing numerical software has always been a concern of yours. Could you have been the same numerical analyst without your numerical experience?

My principal duty at Harwell was to produce Fortran programs that were useful for general calculations, which justified my salary. My work on the theoretical side of numerical analysis was also encouraged greatly, and its purpose was always to advance the understanding of practical computation. Indeed, without numerical experience, I would be cut off from my main source of ideas. It is unusual for me to make progress in research by studying papers that other people have written. Instead I seek fields that may benefit from a new algorithm that I have in mind. I also try to explain and to take advantage of the information that is provided by both good and bad features of numerical results.

Roger Fletcher wrote once that ``your style of programming is not what one might call structured''. Some people think that a piece of software should be well structured and documented. Others that it should be primarily efficient and reliable. What are your views on this?

I never study the details of software that is written by other people, and I do not expect them to look at my computer programs. My writing of software always depends on the discipline of subroutines in Fortran, where the lines of code inside a subroutine can be treated as a black box, provided that the function of each subroutine is specified clearly. Finding bugs in programs becomes very painful, however, if there are any doubts about the correctness of the routines that are used. Therefore I believe that the reliability and accuracy of individual subroutines is of prime importance. If one fulfils this aim, then in my opinion there is no need for programs to be structured in a formal way, and conventional structures are disadvantageous if they do not suit the style of the programmer who must avoid mistakes. Those people who write reliable software usually achieve good efficiency too. Of course it is necessary for the documentation to state what the programs can do, but otherwise I do not favour the inclusion of lots of internal comments.

And by the way, how do you regard the recent advances in software packages for nonlinear optimization?

Most of my knowledge of recent advances in software packages has been gained from talks at conferences. I am a strong supporter of such activities, as they make advances in numerical analysis available for applications. My enthusiasm diminishes, however, when a speaker claims that his or her software has solved successfully about 90% of the test problems that have been tried, because I could not tolerate a failure rate of 10%. Another reservation, which applies to my programs too, is that many computer users prefer software that has not been developed by numerical analysts. I have in mind the popularity of simulated annealing and genetic algorithms for optimization calculations, although they are very extravagant in their use of function evaluations.

Many people working in numerical mathematics undervalue the paramount importance of numerical linear algebra (matrix calculations). Would you like to comment on this issue? How often was research in numerical linear algebra essential to your work in approximation and optimization?

An optimization algorithm is no good if its matrix calculations do not provide enough accuracy, but, whenever I try to invent a new method, I assume initially that the computer arithmetic is exact. This point of view is reasonable for the minimization of general smooth functions, because techniques that prevent serious damage from nonlinear and nonquadratic terms in exact arithmetic can usually cope with the effects of computer rounding errors, as in both cases one has to restrict the effects of perturbations. Therefore I expect my algorithms to include stability properties that allow the details of the matrix operations to be addressed after the principal features of the algorithm have been chosen. Further, I prefer to find ways of performing the matrix calculations myself, instead of studying relevant research by other people.

I read in one of your articles that ``a referee suggested rejection because he did not like the bracket notation''. What is your view about the importance of refereeing? How do you classify yourself as a referee?...

The story about the bracket notation is remarkable, because the paper that was nearly rejected is the one by Roger Fletcher and myself on the Davidon-Fletcher-Powell (DFP) algorithm. As a referee, I ask whether submitted work makes a substantial contribution to its subject, whether it is correct, and whether the amount of detail is about right. I believe strongly that we can rely on the accuracy of published papers only if someone, different from the author(s), checks every line that is written, and in my opinion that task is the responsibility of referees. When it is done carefully, then refereeing becomes highly important. I try to act in this way myself, but, because my general knowledge of achievements in my fields is not comprehensive, I often consider submissions in isolation, although I should relate them to published work.

Actually, in my previous question I had in mind the difficulty that others might face to meet your high standards. This brings me to your activity as a Ph.D adviser. What difficulties and what rewards do you encounter when advising Ph.D. students?

Of course I take the view that my requirements for the quality of the work of my PhD students are reasonable. I require their mathematics to be correct, I require relevance to numerical computation, and I require some careful investigations of new ideas, instead of a review of a subject with some superficial originality. Further, I prefer my students to work on topics that are not receiving much attention from other researchers, in order that they can become leading experts in their fields. Some of them have succeeded in this way, which is a great reward, but two of them switched to less demanding supervisors, and another one switched to a well paid job instead of completing his studies. I also had a student that I never saw after his first four terms. Eventually he submitted a miserable thesis, that was revised after his first oral examination, and then the new version was passed by the examiners, but the outcome would have been different if university regulations had allowed me to influence the result. On the other hand, all my other students have done excellent work and have thoroughly deserved their PhDs. One difficulty has occurred in several cases, namely that, because each student has to gain experience and to make advances independently, one may have to allow his or her rate of progress to be much slower than one could achieve oneself. Another difficulty is that my knowledge of pure mathematics has been inadequate for easy communication between myself and most of my students who have studied approximation theory. Usually they were very tolerant about my ignorance of distributions and properties of Fourier transforms, for example, but my heart sinks when I am asked to referee papers that depend on these subjects.

Most of your publications are single-authored. Why do you prefer to work on your own?

I believe I have explained already why I enjoy working on my own. Therefore, when I begin some new research, I do not seek a co-author. Moreover, as indicated in the last paragraph, I prefer my students to make their own discoveries, so usually I am not a co-author of their papers.

I have been trying to avoid technical questions but there is one I would like to ask. What is your view on interior-point methods (a topic where you made only a couple - but as always relevant and significant - contributions)?

My view of interior point methods for optimization calculations with linear constraints is that it seems silly to introduce nonlinearities and iterative procedures for following central paths, because these complications are not present in the original problem. On the other hand, when the number of constraints is huge, then algorithms that treat constraints individually are also unattractive, especially if the attention to detail causes the number of iterations to be about the number of constraints. It is possible, however, to retain linear constraints explicitly, and to take advantage of the situation where the boundary of the feasible region has so many linear facets that it seems to be smooth. This is done by the TOLMIN software that I developed in 1989, for example, but the number of variables is restricted to a few hundred, because quadratic models with full second derivative matrices are employed. Therefore eventually I expect interior point methods to be best only if the number of variables is large. Another reservation about this field is that it seems to be taking far more than its share of research activity.

My book on Approximation Theory and Methods was published in 1981. Two years later, my son died in an accident, and then I wished to write a book on Nonlinear Optimization that I would dedicate to him. I have not given up this idea, but other duties, especially the preparation of work for conferences and their proceedings, have caused me to postpone the plan. Of course, because of the circumstances, I would try particularly hard to produce a book of high quality.

Let me end this interview with the very same questions I asked T.R. Rockafellar (who, by the way, shared with you the first Dantzig Prize in 1982). Have you ever felt that a result of yours was unfairly neglected? Which? Why? What would you like to prove or see proven that is still open (both in approximation theory and in nonlinear optimization)? What was the most gratifying paper you ever wrote? Why?

I was taught the FFT (Fast Fourier Transform) method by J.C.P. Miller in 1959, and then it made Cooley and Tukey famous a few years later. Moreover, my 1963 paper with Roger Fletcher on the DFP method is mainly a description of work by Davidon in 1959, and it has helped my career greatly. Therefore, by comparison, none of my results has been unfairly neglected. My main theoretical interest at present is trying to establish the orders of convergence that occur at edges, when values of a smooth function are interpolated by the radial basis function method on a regular grid, which is frustrating, because the orders are shown clearly by numerical experiments. In nonlinear optimization, however, most of my attention is being given to the development of algorithms. Since you ask me to mention a gratifying paper, let me pick ``A method for nonlinear constraints in minimization problems'', because it is regarded as one of the sources of the ``augmented Lagrangian method'', which is now of fundamental importance in mathematical programming. I have been very fortunate to have played a part in discoveries of this kind.


M.J.D. Powell completed his undergraduate studies at the University of Cambridge in 1959. From 1959 to 1976 he worked at the Atomic Energy Establishment, Harwell, where he was Head of the Numerical Analysis Group from 1970. He has been John Humphrey Plummer Professor of Applied Numerical Analysis, University of Cambridge since 1976 and a Fellow of Pembroke College, Cambridge since 1978.

He made many seminal contributions in approximation theory, nonlinear optimization, and other topics in numerical analysis. He has written a book in approximation theory and more than one hundred and fifty papers. A View of Nonlinear Optimization, History of Mathematical Programming: A Collection of Personal Reminiscences (J.K. Lenstra, A.H.G. Rinnooy Kan, and A. Schrijver eds), North-Holland (Amsterdam), 119-125 (1991).


Gallery

José Tiago de Oliveira

Maria Antónia Amaral Turkman

José Tiago da Fonseca Oliveira was an eminent statistician and university professor. His name is already registered in the history of the 20th century Statistics due to his important contributions to the development of the theory of extreme values. As a Portuguese scientist his name will remain forever associated to the recognition of Statistics as a science in Portugal.


Tiago de Oliveira

Tiago de Oliveira was born in Lourenço Marques, Mozambique, on the 22th of December 1928. A very interesting account of his times in Mozambique, where he lived until 1945, is given by Eugénio Lisboa, one of his friends from childhood, in Tiago de Oliveira, O Homem e a Obra, 1993, eds. Colibri.

Tiago de Oliveira finished his high school education in 1945. Because of his outstanding performance he was awarded, that year, the prize for the best student of Liceu Lourenço Marques. He also received a grant from Caixa Económica Postal which helped him to leave Mozambique and pursue his studies in Porto. His intention was to study Naval Engineering at the University of Porto. However, during his trip back to the Continent he stopped in Lobito, Angola. A visit to a local bookshop led him to buy a book on Statistics, written in Spanish. It was then, according to his son José Carlos Tiago de Oliveira (in Tiago de Oliveira, O Homem e a Obra, 1993, eds. Colibri), that he found is vocation. Instead of Naval Engineering he studied Mathematics and finished his degree in 1949. In 1950 he got a degree in Geographic Engineering, and in 1951 he received the Rotary Club Prize for the best student of the Faculty of Sciences.

Tiago de Oliveira's political views against Salazar's regime were well known. As a consequence it was not easy for him to get a job despite his achievements as a student. Twice he was invited for the place of assistant at the Faculty of Sciences in Porto, but twice he saw his appointment denied for political reasons. He moved to Lisbon in 1951 and got a job at the Institute of Marine Biology as a research assistant in biometry and biostatistics. By the time he left the Institute in 1953 to become an assistant lecturer at the Faculty of Sciences at the University of Lisbon, he had already published seven papers in Statistics. This was only the beginning of an extraordinary career in the area of probability and statistics.

He entered the Faculty of Sciences as an assistant, thanks to the influence of Prof. António Almeida e Costa, a true scientist and a person with vision, who knew how to separate science from politics. Tiago de Oliveira studied under his supervision and in 1957 he finished his doctoral thesis in the area of Algebra with a dissertation entitled ``Residuais de Sistemas e Radicais de Anéis". However, his interest in Statistics had not died out and it was with a thesis on ``Estatística de Densidades; resultados Assintóticos" that he applied in 1965 for the position of Professor Extraordinário. He studied probability and statistics as an autodidact. His ``bible", as he used to call it, was the work of Kendall and Stuart. In 1967, when he became a full professor, he had already 63 publications, some of them in well-known periodicals such as Annals of Mathematical Statistics and Bulletin of the International Statistical Institute, among others.

It is not clear how Tiago de Oliveira got interested in the theory of extreme values, his main area of research. His first publication in this area, ``Extremal Distributions", dates back to 1959. In 1960 he went for the first time to Columbia University, as Senior Research Assistant, and there he had the opportunity to work with the most prominent scientist in the area, E. J. Gumbel. This collaboration marked the beginning of a very fruitful research career for Tiago de Oliveira. In 1961 he published some extensions of Gumbel's results in the theory of univariate extremes, to the bivariate and multivariate cases. His pioneer work was followed by many other important contributions and new developments in the area of multivariate extremes. He also developed several methods for the estimation of the parameters of Gumbel, Fréchet and Weibull models and for the estimation of high quantiles. Together with S. B. Littauer he worked on prediction of extremal models. He also had important contributions in statistical decision problems related to the Weibull distribution, and in the study of univariate extremes in dependent sequences. Another pioneer work of Tiago de Oliveira was on the statistical choice of univariate extremal models. In a paper published in Statistical Distributions in Scientific Work, vol. 6, in 1981, he developed locally most powerful (LMP) tests for discrimination between extremal models. This problem was approached from a computational point of view in a joint paper with A. Frasen, and with M. I. Gomes he studied exact and asymptotic behaviour of alternative statistical tests to the same problem.

Although Tiago de Oliveira is well known due to his work in Extreme Value Theory, his research went well beyond this particular area. He had important contributions in many other themes such as Demography, Quality Control, Outliers, Mixtures, Non-parametric Statistics, Risk Theory, Actuarial Mathematics, just to mention a few.

Tiago de Oliveira was also a man of broad interests, both scientific and cultural. He had a deep understanding of history and Portuguese political culture. He wrote several historical, philosophical and didactical articles. Particularly interesting are his views on the development of mathematics in Portugal from the XVI to the XIX centuries (in Collected Works of J. Tiago de Oliveira, vol. II). Overall, he published around 160 scientific papers, 9 books, 22 historical and philosophical papers, 18 didactic and expository articles, and 21 other papers on miscellaneous subjects. At the time of his death, on the 23th of June 1992, he had six papers and four more books in preparation. His book Statistical Analysis of Extremes was posthumously published due to the efforts of his son, José Carlos Tiago de Oliveira, who also compiled all his works in a six-volume series entitled Collected Works of J. Tiago de Oliveira and published by Pendor.

Tiago de Oliveira was not just a great scientist. He was a man with strong views and strong convictions who would fight for his own ideals. He fought for the autonomy of the area of Applied Mathematics in the Faculty of Sciences at the University of Lisbon, and later for the autonomy of Statistics and Operations Research, founding in 1981 a Department of Statistics, Operations Research and Computation, today the Department of Statistics and Operations Research of the FCUL. He was also a founder of the Center of Statistics and Applications of the University of Lisbon and the Portuguese Statistical Society. Due to his trust in the younger generations and constant encouragement he brought, in the late seventies and early eighties, many people to the areas of Statistics, Operations Research and Computation. The ``Portuguese Statistical School of Extremes", which today is internationally respected, owes its existence to him. Later, when in 1987 he left the University of Lisbon and went to the Faculty of Sciences and Technology of the New University of Lisbon, he again put all his efforts in bringing up a new group of people working in his areas of choice. In that Faculty he founded the Laboratory of Statistics and Actuarial Mathematics. He also served the scientific community as Secretary of State for scientific research from 1976 to 1978.

Tiago de Oliveira had been a Fellow of the Royal Statistical Society since 1952. However, in 1987, in recognition of his merit and important contributions to the area of Statistics, he was awarded the title of Honorary Fellow of the Royal Statistical Society. He was also a member of the International Statistical Institute, a member of the Bernoulli Society for Mathematical Statistics, a Fellow of the Institute of Mathematical Statistics, a full member of the Academia das Ciências de Lisboa, a corresponding member of the Real Academia de las Ciencias Exactas, Físicas y Naturales de Madrid, among many other scientific associations.

During his life he was awarded three prizes in recognition of his outstanding scientific work. The A. Malheiros Prize for Mathematical Sciences of the Academy of Sciences of Lisbon, in 1969; the Calouste Gulbenkian Foundation Prize for Sciences and Technology in 1984; the Science Prize of the Oriente Foundation in 1992.

The sphere of activity of Tiago de Oliveira was not limited to the academic level. He was deeply interested and involved in the problems of society in general and of the Portuguese society in particular. As such he was a founding member of the Socialist party, a member of the Union of Teachers of Greater Lisbon (Sindicato dos Professores da Grande Lisboa), a member of the Association of Statisticians for Human Rights, a member of the Portuguese Association of Human Rights, and a member of the Portuguese Section of the International Amnesty.

For the outstanding scientific legacy Tiago de Oliveira left behind, he deserves a very special place among the Great Portuguese Mathematicians of the 20th Century.

To write this short sketch I based myself on the following documents:


Editors:
Jorge Buescu (jbuescu@math.ist.utl.pt)
F. Miguel Dionísio (fmd@math.ist.utl.pt)
João Filipe Queiró (jfqueiro@mat.uc.pt).
Address:
Departamento de Matemática, Universidade de Coimbra, 3000 Coimbra, Portugal.
The CIM Bulletin is published twice a year. Material intended for publication should be sent to one of the editors.

The bulletin is available at http://www.cim.pt.

The CIM acknowledges the support of:


Copyright © 2003 Centro Internacional de Matemática (CIM)