SINGAPORE CENTRE FOR INDUSTRIAL MATHEMATICS SCIM

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A Presentation By Wayne Lawton Department of
Mathematics National University of Singapore
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INTRODUCTION

• Mathematics
• the fundamental language of Science and
  Engineering and provides a rich source of
  intellectual tools for solving scientific and
• industrial problems

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INTRODUCTION

• Many universities and research institutions in
  US, Europe, UK and Australia have formed centres
  to recognise the fundamental role of Mathematics
  in solving scientific and industrial problems

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International Centres
Minnesota Centre for Industrial Mathematics
Oxford Centre for Industrial and Applied
Mathematics (OCIAM)
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International Centres
Fraunhover Institute for Industrial Mathematics
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International Centres
European Consortium For Mathematics in Industry
Involved 18 universities throughout Europe
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OBJECTIVES OF CIM

• To promote and conduct upstream multidisciplinary
  research in mathematics as well as research in
  industry related problems that can be modelled
  mathematically
• To act as a focal point for industrial and
  applicable mathematics within NUS and more widely
  Singapore, and to link with similar activities on
  a world-wide basis

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OBJECTIVES OF CIM

• To enhance our undergraduate and postgraduate
  education programmes by providing opportunities
  for our best students to work on research with
  real life applications
• To develop tools and mathematical methods for
  advanced scientific computing
• To publish high quality multi-disciplinary
  research in mathematics and its applications in
  international refereed journals and conferences

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Core Expertise in Strategic Areas

• CIM also aims to build on the strength of the
  Department in the following five strategic
  research areas relevant to the economic
  activities of Singapore
• Wavelets, Approximation and Information
  Processing
• Coding Theory and Information Integrity
• Scientific Computing, Optimization and
  Operational Research
• Computational Biology
• Financial Mathematics and Mathematical Economics

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ORGANIZATION OF CIM

• Formed in July 2001
• An umbrella organization
• Co-ordinate and support the activities of the
  five strategic research groups in the Department
  of Mathematics
• Build industrial links
• Provide manpower training and upgrading skills in
  mathematical sciences
• Staffing in the centre
• Director
• Deputy Director
• Staff members interested in multidisciplinary
  research in mathematics and its applications to
  solve scientific, engineering and industrial
  problems

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INTERNATIONAL LINKS

• Necessary to tap into international talent pool
  for CIM to contribute to the solutions of a wide
  range of industrial problems
• Established links with similar centres in US and
  Europe
• European representatives pledged their support
  for the proposed CIM to be a member of ECMI
• CWAIP will be a major component. It has
  established strong research ties with the
  Wavelets IDR Centre and research collaborations
  with John Hopkins Medical School in the US

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IHPC-CIM Collaboration
Research funding support from IHPC for 2001-2005
To conduct upstream basic and applied research
in the following areas in Scientific Computing

• Wavelets-Galerkin Method for PDEs
• Computational Optimization
• Large-Scale Problems in Systems and Control
• Mathematical Modeling, Analysis and Simulation in
  Material Science
• Differential Algebraic Equation and its
  Applications
• Wavelets for Data Compression in e-Engineering
  Applications

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IHPC-CIM Collaboration

• Other Cooperation
• Co-supervision of M.Sc. and Ph.D. students
• Co-supervision of post-doctoral research fellows
• Joint organization of Seminars, symposia and
  local/international conferences

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Some other Industrial Collaborations

• CIM-Singapore International Airlines Projects on
• (1) Airline Pricing Models
• (2) Wait List Model and Benefit Assessment
• Co-supervision of M.Sc students
• Scholarship top-up from SIA for M.Sc. Project

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Some Industrial Collaborations

• Industrial Attachments at CIM
• (1) Financial Software for Pricing Exotic
  Options
• (2) Risk Management Systems for Interest Rate
  Derivatives
• (3) Comparison of Simulation Methods for
  Estimating Value at Risk

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Education Initiatives

• Coordinate the running of the General Education
  module Introduction to Cybercrime
• Coordinate the Joint NUS-TUM M.Sc.
  Program in Financial and Industrial Mathematics

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  The End