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Breaking News - CAMS wins MURI

A research effort spearheaded by CAMS and its former director (currently with the Division of Applied Mathematics at Brown University), Boris Rozovsky, has won a Multidisciplinary University Research Initiative (MURI) grant from the Department of Defense. Worth up to $5 million over five years, the grant will fund the collaborative work of researchers at several universities to develop automated tracking systems suitable for large groups of moving targets.

Among other applications, non-linear filtering can be used to track targets moving erratically in high background noise, such as cruise missiles in the sky or terrorists hiking through rugged terrain.

"It's the problem of finding a needle in a haystack, but the problem is the needle is moving", Rozovsky said. "Or it might not be a (single) needle, but many with different characteristics".

So far, the number of targets trackable at one time has been limited to a few dozen. The MURI project aims to achieve real-time tracking of thousands of mobile agents. Rozovsky called this a “quantum leap” over previous systems made possible by advances in computing power and basic mathematical seach.ch

"Now you could think about tracking a large number of agents", he said.

The same system could be used to detect computer hackers, Rozovsky said, or to track drugs, blood clots or other substances as they move through the body.

Rozovsky, co-developed the first complete non-linear filter in the early 1980s.

His collaborators on the MURI project include Paul Cohen, deputy division director of the Information Sciences Institute; Gerard G. Medioni, Chairman Department of Computer Science, USC; Christos Papadopoulos, Department of Computer Science, Colorado State University; and Alexander Tartakovsky, research scientist in mathematics – all members of CAMS – along with Andrea Bertozzi, Jeffrey Brantingham and Tony Chan of UCLA, and Venugopal Veeravalli of the University of Illinois at Urbana-Champaign.

"Every person is the best in the world in his or her particular area", Rozovsky said. "My main achievement is that I was able to collect a brilliant team".

The MURI program, administered by the Department of Defense, sponsors multidisciplinary projects at U.S. universities with both military and commercial potential.

Source: Kirsten Holguin and Carl Marziall, "Defense Research Grants Go to USC" 3/6/06

CAMS

The Center for Applied Mathematical Sciences is an organized research unit based in the Department of Mathematics at USC. The purpose of CAMS is to foster research and graduate education in Applied Mathematics in a broad sense and in an interdisciplinary mode. One goal of the center’s participants is to facilitate and encourage the development of applicable mathematics and its utilization in problems in engineering and the sciences.

Since July of 1992 till August of 2006, CAMS has been headed by its Director, Dr. B. L. Rozovsky, Professor of Mathematics.  Since August 2006 the director of CAMS became Professor Chunming Wang. The Director is advised by the Board of Directors

The mission of the Center as seen by the Director and the Executive Committee is threefold.

  1. To maintain USC’s position as an internationally-recognized center in several important and well defined areas of applied mathematics and statistics.
  2. To be a much-needed interface between the Department of Mathematics and other USC departments and schools, industries (in particular, local industries), businesses, and federal funding agencies (Department of Defense, National Science Foundation, National Institutes of Health, etc.)
  3. To serve as a catalyst in the development of a state-of-the-art educational program in applied mathematics and statistics at USC.

Research

CAMS is a multidisciplinary research center which encompasses many research projects, groups, and programs. Activities include fundamental applied mathematical research related to stochastic systems, statistics, and computation. The CAMS research program is focused primarily in the following areas:

  1. Computational Biology (Tavare, Waterman)
  2. Mathematical and Computational Finance
  3. Mathematical Methods in Pharmacokinetics (Jelliffe, Schumitzky, Tartakovsky)
  4. Mathematical Modeling and Control (Rosen, Wang)
  5. Stochastic and Chaotic Systems (Lototsky, Mikulevicius, Piterbarg, Rozovsky)
  6. Target Detection and Tracking (Rozovsky, Tartakovsky)
  7. Information Assurance and Intrusion Detection in Computer Networks (Jonckheere, Rozovsky, Tartakovsky)
  8. Spatial-Temporal Image Processing and Enhancement (Tartakovsky)
  9. Decision-making and Optimal Information Fusion in Distributed Sensor Systems (Tartakovsky)

In these areas, CAMS scientists are internationally recognized and are among the leaders in their corresponding fields. Virtually all CAMS research projects are of a multidisciplinary nature and cut across departmental and school boundaries. Some of these projects are described below.

Examples of Recent and Current Research Projects

CAMS Directory

Director

Associate Director

Members

Affiliated Members

Associate Departments

Associate Companies

Graduate Programs in Applied Mathematics and Statistics

Graduate programs in Applied Mathematics and Statistics at USC are shaped and directed by CAMS members and activities.

Currently, we are adapting the model for graduate education in the laboratory sciences and engineering to applied mathematics by involving students in hands-on interdisciplinary research projects very early on in their doctoral programs. These projects involve industrial partners or research teams in other science or engineering departments either at USC or at other universities. This approach allows us to produce Ph.D.’s in applied mathematics with the skills necessary to immediately embark on careers involving multi-disciplinary research in an academic or industrial setting. In addition, such a program attracts people working in industry who are returning to school to pursue advanced degrees.

The NSF Division of Mathematical Sciences offers support for graduate students through Industry-Based Graduate Research Assistantships or Cooperative Fellowships. These research assistantships permit graduate students to move between university and industrial environments and become the mediating bodies for strong university/industry interaction. The cooperative fellowships permit graduate students to work full-time in an industrial setting for a fixed period of up to one year. CAMS intends to take full advantage of this NSF initiative.

Links to Graduate Programs


Industrial Liaison Committee


Conferences and Workshops

The organization of conferences and workshops is an important part of CAMS academic activities. Since 1992, CAMS has organized or participated in the organization of more than 60 conferences. The following list provides some illuminating examples of CAMS activities in this area:

2006

2005

2004

2003

2002

2001

2000

All events attracted a substantial number of leading experts from the U.S. and abroad, and the future events will continue to do the same.


Seminars and Visitors to CAMS

CAMS conducts several academic seminars in the fields of Applied Mathematics, Industrial Mathematics, Mathematical Biology and Stochastic Numerics. A constant influx of young and distinguished visitors is extremely important to the vitality of the CAMS research and educational programs. It broadens the scope of CAMS activities and diversifies learning opportunities for the graduate students.

CAMS Seminars and Visitors

2007

NAME
AFFILIATION
TITLE OF SEMINAR
DATE OF VISIT
Percy Deift
Courant Institute
Riemann-Hilbert Problems (RHP's): With Applications(joint with prob seminar)
01/08/2007
Hongquan Xu
UCLA
Two-Level Nonregular Designs From Quaternary Linear Codes
02/05/2007
Hien Tran
NCSU
HIV Model Analysis under Optimal Control Based Treatment Strategies
02/23/2007
Thomas Bewley
UC San Diego
Multiscale Retrograde Identification, Estimation and Forecasting  of  Chaotic Nonlinear Systems
02/12/2007
Jiongmin Yong
University of Central Florida
Continuous-Time Dynamic Risk Measures by Backward Stochastic Volterra Integral Equations
02/26/2007
Jaksa Cvitanic
CalTech
Optimal contracting with random time of payment
03/05/2007
Andrea Bertozzi
UCLA
Swarming by Nature and by Design
03/19/2007
Hongkai Zhao
UC Irvine
TBA
03/26/2007

 

2006

NAME

AFFILIATION

TITLE OF SEMINAR

DATE OF VISIT

Russel Caflisch UCLA Modeling and Simulation for epitaxial growth            27.11.2006
Michael Magill USC ECON The Distribution Approach to General Equilibrium            20.11.2006
Piterbarg, Leonid University of Southern California
 
Inertial particles and explosive diffusions             06.11.2006
Guillaume Bonnet University of California, Santa Barbara Nonlinear stochastic partial differential equations for highway traffic flows             30.10.2006
Alexander Tartakovsky University of Southern California A Distributed Decentralized Change Detection Problem             16.10.2006
Qingshuo Song University of Southern California Existence of Saddle Points in Discrete Markov Games and Its
Application in Numerical Methods for Stochastic Differential Games
            09.10.2006
Prof. Damir Filipovic University of Munich Optimal Capital and Risk Transfer for Group Diversification             25.09.2006

Carlos Garcia-Cervera

University of California, Santa Barbara

Advances in Numerical Micromagnetics: Adaptive Mesh Refinement

01.05.2006

Joe Miller and Wijesuriya Dayawansa

Dept. of Cell and Neurobiology, Keck School of Medicine, USC (Miller); and Dept. of Mathematics and Statistics, Texas Tech University(Dayawansa)

Mammalian Circadian Rhythms: Mathematical Models of the SCN Network and Cell Synchronization (Joint with the USC Dept. of Biomedical Engineering)

24.04.2006

Bjorn Birnir

University of California, Santa Barbara

Turbulent Rivers

24.04.2006

Panagiotis Stinis

Lawrence Berkeley National Laboratory

A maximum likelihood algorithm for the estimation and renormalization of exponential densities

17.04.2006

V. M. Zolotarev

Steklov Institute of Mathematics, Russian Academy of
Sciences

Limit theorems of functional type (Probability and Statistics seminar)

14.04.2006

Ricardo Carretero

Department of Mathematics and Statistics, San Diego State University

Dynamics of soliton chains: from soliton interactions to homoclinic tangles

03.04.2006

Inwon Kim

University of California, Los Angeles

Homogenization of free boundary velocities

27.03.2006

Jeff Moehlis

Department of Mechanical Engineering, UCSB

To Stick or To Swim?  Well, Well...  An Equation-Free Characterization of Stick-Slip Dynamics for a Model for Schooling Fish

20.03.2006

Alexandre Chorin

UC Berkeley, Department of Mathematics

Problem reduction and memory

06.03.2006

Tony Chan

Dept of Mathematics, University of California, Los Angeles

Recent progress in total variation image restoration: L1 fidelity and duality

30.01.2006

2005

NAME

AFFILIATION

TITLE OF SEMINAR

DATE OF VISIT

Alexander Ramm

Kansas State University

Dynamical Systems Method for Solving Nonlinear and Linear Operator Equations (Joint with Mathematics Department Colloquium)

02/02/2005

Yuri Kondratiev

University of Bielefeld, Germany

Harmonic analysis on configuration spaces and its applications

02/14/2005

Michael Wilkinson

The Open University, UK

Turbulent aerosols - path coalescence and caustics

02/25/2005

David Nualart

Facultat de Matematiques, Universitat de Barcelona

An introduction to Malliavin Calculus and its applications (Joint with Mathematics Department Colloquium)

03/20/2005

Thomas Hou

CalTech

Multiscale Modeling and Computation for Flows in Heterogeneous Media

04/04/2005

Houman Owhadi

CalTech

Averaging versus Chaos in Turbulent Transport?

04/11/2005

Wayne Hayes

University of California, Irvine

From Butterflies to Galaxies: reliable simulation of chaotic systems

04/25/2005

Dennis Bernstein

University of Michigan, Aerospace Engineering Department

What Makes Some Control Problems Hard?

04/28/2005

Chris Anderson

UCLA

Modeling and Simulation of Quantum Bit Devices

05/02/2005

Marta Sanz Solé

University of Barcelona

SECOND ORDER SPDEs WITH FRACTIONAL LAPLACIAN

06/06/2005

H. T. Banks

North Carolina State University

A Probabilistic Multiscale Approach to Hysteresis in Materials

08/29/2005

Zhilin Li

North Carolina State University

An Augmented Approach for Stokes Equations with a Discontinuous Viscosity and Singular Forces

08/29/2005

William M. McEneaney

UC San Diego

Max-Plus Methods in Nonlinear Control and the Curse-of-Dimensionality

10/03/2005

Koby Rubinstein

Indiana University

The weighted least actions principle and its applications

10/06/2005

Shane Ross

USC

New Methods in Celestial Mechanics and

10/17/2005

Chad Topaz

UCLA

Social biological organisms: aggregation patterns and dynamics

11/07/2005

Yves Le Jan

Universite Paris Sud

A relativistic process in Schwarzchild space (Joint with Mathematics Department Colloquium)

11/16/2005

Yves Le Jan

Universite Paris Sud

Flows, Coalescence, and Noise (Joint with Probability and Statistics Seminar)

11/18/2005

Alex Gottlieb

Wolfgang Pauli Institute, Vienna

Kakutani's metric on probability measures and Bures's metric on quantum states

11/28/2005

2004

NAME

AFFILIATION

TITLE OF SEMINAR

DATE OF VISIT

Leonid Piterbarg USC Uncertainty of Lagrangian particle trajectories due to unresolved scales in the underlying Eulerian velocity field 1/26/2004
 Alfredo Ibanez UCLA Option pricing in incomplete markets: a hedging portfolio plus a risk premium-based recursive approach 2/9/2004
Edriss S. Titi UC-Irvine, Los Alamos National Laboratory and Weizmann Institute of Science Global regularity for certain analytic turbulence models 2/23/2004
John Lowengrub University of California, Irvine Theory and simulation of 3D crystal growth: shape control (This is a Joint CAMS/Mathematical Colloquium) 3/3/2004
Martin Burger University of California, Los Angeles Design of semiconductor and nano devices 3/10/2004
Dr. Robert H. Leary San Diego Supercomputer Center, UCSD New advances in nonparametric population modeling of drug behavior 3/22/2004
Robert Sacker USC Periodic Difference Equations, Population Biology and the Cushing-Henson Conjectures 4/5/2004
Gady Zohar Technion--Israel Institute of Technology Excess yields in bond hedging 4/19/2004
Konstantin Mischaikow Georgia Institute of Technology Topology, Dynamics, and Computation 4/26/2004

2003

NAME

AFFILIATION

TITLE OF SEMINAR

DATE OF VISIT

Professor Qi S. Zhang University of California, Riverside Navier Stokes equations and Kato classes (a Joint Analysis/CAMS Seminar) 1/27/2003
Professor Hongkai Zhou University of California, Irvine Time reversal and imaging using an active array 2/24/2003
Professor Asaf Hajiyev Azerbaijanian National Academy of Sciences and Baku State University Regression models with increasing numbers of unknown parameters 3/28/2003
Professor Knut Solna University of California, Irvine Multiscale stochastic volatility asymptotics 4/14/2003
Professor Bartosz Protas University of California, San Diego Towards a multi-scale framework for computational flow control and estimation  (this is a Joint CAMS/Analysis Seminar) 4/21/2003
Dr. Bronius Grigelionis Institute of Mathematics and Informatics, Univ. of Vilnius (Lithuania) (visit to work on NSF USC/Lithuania collaborative grant research); Seminar: On the extreme value theory for stationary diffusions under power normalization  (This is a Joint CAMS/ Probability and Statistics Seminar) visit: 5/15/03-5/31/03 and seminar on 5/19/03
Professor Ilya Zaliapin Institute of Geophysics and Planetary Physics, UCLA Multiscale Trend Analysis 9/22/2003
Professor Vladimir Rotar San Diego State University and Institute of Russian Academy of Sciences On optimal investment in the long run: rank dependent expected utility as a 'bridge' between the maximum-expected-log and maximum-expected-utility criteria 10/6/2003
Professor Patricia K. Lamm Michigan State University Local regularization methods for ill-posed problems 10/20/2003
Professor B.J. Matkowsky Northwestern University Dynamics of hot spots in solid fuel combustion  (This is a Joint CAMS/AME Colloquium) 10/29/2003
Professor Carmeliza Navasca UCLA Hamilton-Jacob-Bellman (HJB) equations 11/3/2003
Professor Richard Sowers University of Illinois at Urbana-Champaign New results in stochastic averaging 11/7/2003
Professor Rene Carmona Princeton University Numerical approximations for pricing and hedging high dimensional contingent claims 11/14/2003
Professor R.G. Staude La Trobe University Think vertically, not horizontally; or, why acceptability profiles are preferable to confidence intervals 11/17/2003
Professor Vadim Kaloshin CALTECH Dynamics of oil spill 12/1/2003
Kyeong-hun Kim University of Minnesota An Lp-theory of SPDEs in C1domains 12/12/2003

2002

NAME

AFFILIATION

TITLE OF SEMINAR

DATE OF VISIT

Eric Vanden-Eijnden

New York University

Intermittency in passive scalar decay

01/30/2002

Carey Nachenberg

Symantec, Inc.

Computer virus-anti-virus Co-evolution

02/01/2002

Nikolai Makarov

CALTech

Conformal welding

02/25/2002

Gopinath Kallianpur

University of North Carolina, Chapel Hill

A vorticity approach to stochastic fluid dynamics (a seminar jointly sponsored by CAMS and Probability&Statistics)

03/01/2002

Weian Zheng

UC Irvine

The distance of two symmetric diffusion