Annual Report 2012

Centre of Mathematics for Applications

CMA IN BRIEF in 2012 • CMA counted 84 members / 50 person-years, among these 24 senior scientists, 27 PhD-students,

17 post-docs, 10 adjunct researchers, and 6 technicians / administrative personnel / project fellows.

• 10 candidates completed their PhD-degrees, whereof five women. • CMA hosted 19 long term and 370 short term international visitors from 39 countries. Together

they spent 12 person-years at CMA. Numerous Norwegian guests also visited CMA. • CMA members published 144 refereed articles in international journals, 5 books, and 11 reviewed

book chapters. • CMA members gave 180 scientific and popular talks outside CMA in 33 different countries. • CMA hosted 6 conferences/workshops and 5 seminar series in which 46 talks were given by CMA

members, 26 by national guests, and 237 by international guests. • CMA members co-organized in addition 25 international workshops and conferences. • Total revenues in 2012 were MNOK 48,8. The funding is distributed over: RCN (CoE): 9; UiO:

21,6; SINTEF: 2,1; Other public sector: 6,0; International sponsors: 9,8; Private sponsors: 0,3.

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CONTENT SUMMARY Page 2 Introduction Highligths Revised Research Plan SCIENTIFIC ACTIVITY REPORT 2012 Page 5 Publications 2012 Geometry Stochastic Analysis Differential Equations Astrophysics Computational Quantum Mechanics Main Events 2012 PRIZES AND AWARDS Page 12 MANAGEMENT Page 13 ECONOMY Page 14 THE PEOPLE Page 15 RESEARCH EDUCATION Page 16 BASIC EDUCATION Page 17 COOPERATION Page 18 HEALTH, ENVIRONMENT AND SAFETY Page 20 PUBLIC OUTREACH Page 20 APPENDICES Page 21 1 – CMA-members, positions and affilations 2 – Accountings and budget 3 – Notes on accounting and budget figures 4 – List of associated projects 5 – List of CMA Events 6 – International guests of CMA 7 – Publications 7a. Scientific articles in refereed journals 7b. Books 7c. Book chapters 7d. Scientific reports, contributions, proceedings etc. 7e. The CMA collected preprint series 7f. CMA-texts for public outreach 8 – Talks outside CMA by CMA-members 8a. Invited Scientific talks 8b. Contributed scientific talks, posters etc 8c. Talks for general audiences, public outreach 9 – Media appearances

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SUMMARY Introduction This 2012 CMA annual report is the tenth and final report, again presenting a dynamic research environment, the results obtained, and the goals achieved. Our Centre of Excellence closed on March 1, 2013, and we can look back on a journey even more extensive and more successful than we anticipated ten years ago. We are harvesting the results of a daring but wise investment in research and hard work: In 2012, 144 new papers were published in international journals. Many of the papers are presented in scientific journals of the very highest quality. Among these was a cover story in “Nature” (June 28 issue) with CMA’s postdoc fellow Sven Wedemeyer-Böhm as lead author. Over the course of ten years we have published 1205 articles distributed over 529 researcher-years in total. This gives an average of 2.3 articles per person-year, a truly high number, especially since all PhD-years are also counted. Ten PhD students defended their theses in 2012 and a total of 62 have completed their degrees since CMA’s start in 2003. The Centre reached its goal of 60 PhD’s on time. With 15 PhD-students still active in the centre, CMA will continue to deliver candidates to the industry and academia for quite some time. Out of CMA’s (62+15=) 77 PhD-students in total, 23 are women. That is a 30% ratio which is remarkable within mathematical research communities. After the research plan was revised in 2007, we have pursued a set of defined focus areas, and we also set forth quantitative goals. Since then we have reported the progress of these in each annual report. In this final report, we present the final achievements on all the goals of CMA. As reported last year, the Faculty of Mathematics and Natural Sciences has decided to extend the life of CMA as a UiO internal centre, under the Math department (MI), for a new five year period. A new research plan for the next five years has been established, and a budget allocated. We intend to utilize the experience and reputation from the CoE-era, and the ambition is to make substantial contributions to the modernization of mathematics and its applications at UiO, both in research and education. We also plan new initiatives in areas that are of strategic importance, not only for CMA and MI, but for UiO in general. In each annual report, we expressed our enthusiasm about the unique opportunity which the Centre of Excellence-scheme has provided us with respect to performing key research and research training. This report is no exception: We are grateful to the Research Council of Norway (RCN) and to our host, the University of Oslo, for their support. They enabled us to complete ten years of top level research and we now hand over to our host a dynamic, well-functioning research group, aiming at utilizing the CMA-legacy towards the challenges of the years ahead. Highlights Bernt Øksendal has, with Agrim (Algerie), Haadem and Proske extended the theory for the maximum principle in stochastic control to allow for an infinite time horizon. Stochastic control theory is applied in many sciences, in particular in finance to find the optimal investment strategy. The maximum principle provides a mathematical tool for analyzing such optimization problems. Infinite horizon is an idealized situation relevant for long-term investment problems. Øksendal with co-authors find that the boundary condition in the finite horizon case must be substituted by a transversality condition in order to have a theory for the maximum principle. This is a novel result, correcting some earlier erroneous results in the literature. Fred Espen Benth and Jurate Saltyte Benth have written a research monograph on stochastic modeling and pricing in weather derivatives markets. Weather plays an important role in both supply (production) and demand of power. In this book, the stochastic behaviour of weather is analyzed, and sophisticated models proposed which are next used to analyze pricing and hedging of risk management tools like futures contracts and options. Mats Carlsson was awarded the 2012 Excellence in Research Award from the University of Oslo with the citation: "The last twenty years we have witnessed a rapid increase of our understanding of the

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processes that govern the outer solar atmosphere. Professor Carlsson has been a central person in this process, both as an observer (from ground based observatories and from instruments in space) and in developing new numerical methods. The interplay between observations and simulations is Carlsson's particular strength. He has been a pioneer in the interpretation of observations with the help of numerical simulations. In this context it is worth noting that Mats Carlsson has built up the numerical group at the Institute of Theoretical Astrophysics almost from scratch to becoming world leading." In the universe model that so far best fits the observations, the ΛCDM model, 75% of the total energy density of the Universe is dark energy (something not understood at all), 20% dark matter (something with mass and behaving like particles, but which we don’t know more about) and 5% baryonic matter, matter as we know it, made from protons, neutrons and electrons. However, more than half of the baryonic matter in the Universe has been unaccounted for. We can’t see it in the form of stars or gas in galaxies and clusters of galaxies. It had for long been assumed that this matter is in the form of thin, hot and ionized gas between the galaxies and clusters of galaxies, but so far it has defied observation. In 2012, the Planck observatory finally detected this hot gas between clusters of galaxies; collisions between photons in the cosmic microwave background radiation (CMB) and electrons in the hot gas has left an imprint on the CMB that Planck has been able to detect. Methods for components separation developed at UiO (key contributors: Hans Kristian Eriksen and Frode Hansen) have been essential for all use of Planck. A quite new and exciting achievement of CMA has been the cooperation between mathematics and life sciences. In 2012 neuroscientists asked CMA-mathematicians to help them understand how the signal chaos in the brain can lead to serious brain damage. Brain cells use chemical neurotransmitters to communicate with each other. Unlike radio signals, which disappear by themselves, the brain must itself ensure that the neurotransmitters are removed after use. If not, they pile up. We are struggling to understand even the most basic processes in the brain. We will use mathematical models to understand how neurotransmitters propagate in the brain and how we can break the vicious circle that aggravates brain damage. Prof NC Danbolt at the Faculty of Medicine is now working with Kenneth Karlsen, Xavier Raynaud, Martin Reimers, Nils Henrik Risebro, and others at CMA to build mathematical models that can reveal some of the involved complex multi-scale processes. Michael Floater and Georg Muntingh have obtained significant results on the regularity analysis of subdivision schemes. There is a large class of (binary) subdivision schemes whose exact regularity can be determined without needing to compute the joint spectral radius of a pair of matrices: it is sufficient to compute the spectral radius of a single matrix. This leads to (1) a considerable reduction in computation time and (2) a better understanding of how the regularities of different schemes compare to one another. The basic idea, using the positivity of an associated Fourier transform, was discovered several years ago by Rioul, but has so far largely been ignored, or misunderstood. Floater and Muntingh have used this theory to determine for the first time the exact regularities of several new classes of subdivisions schemes, and are currently extending the results to schemes of general dilation. Revised Research Plan

In 2008, CMA implemented its revised research plan after the midway evaluation of the Centre of Excellence. We reformulated our vision, now reading: To create significant development in modern mathematics based on interplay between theory, computations, and applications. Moreover we defined 12 specific focused areas for the remaining years. The complete plan can be found on http://www.cma.uio.no/researchplan. From 2012, we emphasize progress in the following eight areas:

FOCUS area PROGRESS 2012 Develop further the activity in geometric modelling based on a combination of mesh based modelling, algebraic methods and differential equation methods, and strengthen the link to applications in medicine.

The development of a theory for B-splines over locally refined box-partitions represents a breakthrough for the use of algebraic techniques in computational geometry. It has potential applications for the construction of numerical methods for partial differential equations by the isogeometric approach.

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Maintain the stochastic analysis group as a leading international research group in mathematical finance, and to increase the activity in other areas of applications like electricity markets and insurance mathematics.

New developments in control theory, including robust stochastic control and asymmetric information applied in finance. Key theoretical developments on the theory of time change, and on stochastic integration theory for non-semimartingales. New risk management tools in energy have been analyzed, as well as new simulation technology for Volterra processes.

Strengthen the basic activity in mathematical and numerical analysis of partial differential equations, and use this foundation as a basis for increased focus on industrial projects and on scientific problems arising outside mathematics.

Several key contributions to the theory were produced during the year, such as improved results for splitting schemes, construction of Monte-Carlo methods for conservation laws with stochastic flux functions, the design of structure preserving schemes for hyperbolic problems, and the study of upwind schemes in the setting of finite element exterior calculus.

Continue: to organize workshops and conferences focusing on the various parts of the research plan, to invite guests, both prominent international experts and promising young research talents, and to send our own researchers out to present their and CMA’s recent results and achievements.

Six conferences covering central topics of the research plan were arranged at/by the CMA, two of them being big events with many international participants. 25 international conferences and workshops/schools were (co-)chaired by CMA-members. The centre hosted 19 long term visitors, and continued to contribute with scientific presentations in key events all over the world.

Seek new opportunities to extend our international network, both by partnerships with relevant institutions, as well as through joint proposals for EU- and other international funding

Siddhartha Mishra was granted CMA’s fifth ERC grant. Obtaining five ERC grants over four years is truly remarkable. Also one new Research Council project (LIQCRY) will contribute substantially to further progress in the years to come.

Maintain a well-functioning national Research School in mathematics for applications, where a number of PhD and post-doc fellows work with related problems in a stimulating environment.

10 PhD defenses took place in 2012 and early 2013, bringing the total up to 62 in the life-time of CMA. So we are pleased to conclude that we reached our ultimate goal. On March 1, 2013 we still count 15 PhD- and 10 post-doc fellows working in the centre.

Continue to provide a top quality scientific environment for the teaching project “Computing in Science Education.”

The project expanded and increased its impact, locally, nationally, and internationally. The project received the 2012 NOKUT prize (2. Prize, NOK 300 thousands), a national prize awarded for educational quality. Our project leaders were invited to present CSE in the 5th International Conference on Science and Mathematics Education in Developing Countries, held in Phnom Penh, Cambodia in February 2012.

Prepare to continue these vigorous research efforts after the funding from the Research Council has ended.

The Faculty decided to extend the life of CMA as a UiO centre for a new five year period. The new CMA will be governed by the Math department, and an annual budget of NOK 2 mill is allocated. The vision and main goal of the CMA for the next period is to use the unique expertise of groups at CMA to apply for major research grants and programs, both in Norway and EU. In addition, our goal is to continue, and further improve, the basic research in our main mathematical areas stochastic analysis, partial differential equations and geometry. Furthermore, our ambition is to make substantial contributions to the modernization of mathematics and its applications at UiO, both in research and education. We also plan some new initiatives in areas that are of strategic importance, not only for the CMA, but for MI and UiO in general.

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The results in term of quantitative indicators of the outcome from the centre are as follows, with level per Feb 28, 2013 in the grey-toned column. INDICATOR / GOAL FOR 2003 – 2013 (adjusted after midway evaluation)

STATUS (Cumulative) GOAL 2008 2009 2010 2011 2012 03-13

PhD degrees 28 39 46 52 62 60 Post-doctoral fellowships of at least two year’s duration 19 28 31 35 44 40 Papers (co-)authored in internationally reviewed journals 613 783 911 1061 1205 1000 Books and anthologies 27 33 39 45 50 45 Book chapters 86 104 119 131 142 150 Long term research visitors (more than 1 month) 75 103 112 132 151 100 Short term international visitors 832 1099 1229 1365 1735 1100 Invited talks outside the CMA 737 874 1013 1155 1286 1200 Workshops and conferences organized at/by CMA 55 63 68 72 78 90 Co-arranged workshops and conferences 94 122 159 196 221 160

Even more results will continue to appear in the next few years. For instance, still 15 PhD-students and 10 postdoc fellows are active in the groups. Moreover, over 100 new articles have been, or will soon be, submitted, thus not yet published nor counted in our lists. SCIENTIFIC ACTIVITY REPORT 2012 Publications 2012 Appendices 7a – 7e plus parts of Appendix 9 provide a complete overview of all written output from the centre in 2011. Refereed journal articles count 144, all in international scientific journals, many of them being of the highest standard. With approximately 55 researcher-years in the centre in 2012 (+Jan-Feb 2013), CMA produced 2.6 articles per researcher-year, which again indeed is an excellent result. In the 10-year CMA period, 1205 research articles were produced by a total of 529 researcher years, an average of 2.3 articles per researcher-year over the lifetime of CMA. Also five research monographs / books and 11 chapters of anthologies were published in 2012. The corresponding figures for the full ten year period are 50 books and 142 book chapters. Geometry The activity in Geometry focuses on geometric modelling. Many scientific and industrial problems require a digital description of geometry. The CMA research in this area is based on combining techniques and theory from splines and mesh based modelling, algebraic methods and differential equation methods. The following personnel were part of the Geometry group in 2012: • Full time senior scientists: Geir Dahl, Geir Ellingsrud, Michael Floater, Tom Lyche, Knut Mørken,

Ragni Piene, and Martin Reimers • Adjunct researchers: Tor Dokken, Carlo Mannino, and Ewald Quak • Post-doc fellows: Jon Hjelmervik (until April 12), Evely Leetma (from Aug 12), Georg Muntingh,

Elisa Postinghel (until Sep 12) • PhD-students: Oliver Barrowclough (Sintef/SAGA), Heidi Dahl (Sintef/SAGA), Torgunn Karoline

Moe, Nikolay Qviller, Bartlomijei Siwek, Martin Sætra, Nelly Villamizar Ragni Piene continued her work with Steve Kleiman (MIT) on the enumeration of curves on surfaces. She continued a project with Raquel Mallavibarrena (Madrid) and Antonio Lanteri (Milano) on the

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inflection loci of quadric fibrations. Alicia Dickenstein (Buenos Aires) was a visiting scientist in the framework of the IT network SAGA for the month of May. She and Piene started a project on higher order dual varieties of toric varieties, and together they also worked with Villamizar searching for the structure of generalized Stanley-Reisner rings of splines. CMA postdoc (until September, from then she is a postdoc in Warsaw) Elisa Postinghel worked on toric secant varieties in collaboration with researchers from Italy. With Villamizar she continued to work with Frank Sottile (Texas A&M, USA) on real toric surface patches for use in geometric modeling. Piene's three PhD students completed their theses in the fall. Nikolay Qviller defended his thesis “Intersection Theory and Nodal Curve Enumeration” in October, Nelly Villamizar defended her thesis “Algebraic Geometry for Splines” in December, and Karoline Moe defended her thesis “Rational cuspidal curves on Hirzebruch surfaces” in January 2013. All of them have published parts of their theses, and submitted other parts for publication. Qviller now works for Veritas, using his mathematical skills for applications, Villamizar obtained a postdoc position in Linz at the RICAM of the Austrian Academy of Science, and Moe is staying on as a postdoc for the remainder of her PhD contract (end of April 2013). The theory behind Locally Refined B-splines was in 2012 finalized and the 30-page paper accepted by CAGD at the end of the year. The work is another good example of the cooperation between the geometry group at CMA (Tom Lyche) and the geometry group at the CMA-partner SINTEF (Tor Dokken Kjell Fredrik Petersen). The theory, that extends univarate spline B-splines to locally refined box-partitions was presented at a number of events including 4 lectures on Locally Refined B-splines at the CIME Summer School on Isogeometric Analysis June 18-22, 2012 in Cetraro, Italy, and the ACCAM advanced school on Isogeometric Analysis September 7-9, 2012, Vienna, Austria. The SAGA Marie Curie Initial Training network ended October 31. 2012, and both the ESR fellows Nelly Villamizar at CMA/UiO and Oliver Barrowclough at CMA/SINTEF submitted their dissertations in the second half of 2012. Nelly's work proving better upper and lower bounds for the dimension of spline spaces over triangulations, while Olivier focused on approximate implicitization extending the theory to include orthogonal polynomial that improve both accuracy an speed of the approach. Tom Lyche worked with Tor Dokken and Kjell Fredrik Pettersen on Locally refined B-splines on box partitions and with Elaine Cohen and Richard Riesenfeld, USA on B-splines for triangular and tetrahedral regions. He coorganized two conferences: Mathematical methods for curves and surfaces in Oslo in June and an SMAI work-shop in November in Luminy, France. He gave talks at the SIAM yearly meeting in Minneapolis, USA in July and at the SIAM workshop. He also signed a contract with Springer to write an exercise book in Numerical Analysis with Jean-Louis Merrien in Rennes, France. Michael Floater continued to collaborate on the topic of regularity of subdivision schemes, together with Bart Siwek and Georg Muntingh, resulting in two papers, and later with visitor Maria Charina. He continued a project on multivariate interpolation on monotone sets with Nira Dyn, and started a new collaboration with Gillette and Sukumar, resulting from an NSF workshop in New York, exploring the construction of polyhedral finite elements from barycentric coordinates, with promising initial results. Knut Mørken started a 50 % position with the Faculty of Mathematics and Natural Sciences with a focus to improve the Faculty's education, particularly follow-up of students. His PhD-student Solveig Bruvoll completed her PhD, with the thesis entitled Representation, reconstruction, and manipulation of surfaces. With his PhD-student Bartłomiej Siwek and Martin Reimers he worked on an algorithm for computing the Chebyshev spline, a generalisation of the Chebyshev polynomial. Martin Reimers, together with PhD students Lyche Melvær and Siwek worked on developing algorithms for computing smoothed Geodesic Polar Coordinates on triangle meshes. Mørken, Reimers and Phd student Siwek continued their work on algorithms for computing equioscillating splines, also called Chebyshev splines. Reimers also collaborated with PhD student Kumar and coworkers at the Interventional Centre at Rikshospitalet and the Institute of Informatics on developing algorithms for blood vessel detection in 3D medical images. Geir Dahl continued his work in combinatorial matrix theory, majorization and optimization. In particular he continued his collaboration with Richard A. Brualdi (University of Wisconsin) and they worked on a generalization of the concept of majorization to partially ordered sets, and proved different properties and characterizations. Brualdi and Dahl also worked on classes of integral matrices with fixed row and column sums and certain majorization restriction on the entries. Their work

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was presented at SIAM and ILAS linear algebra conferences. Dahl also worked on polyhedra associated with martingales motivated by mathematical finance. He also initiated a new project with Michael O. Ball (University of Maryland) on combinatorial optimization problems motivated from air traffic control. Moreover, Dahl started a new collaboration with CMA visitor Maria Charina on the connections between subdivision schemes and optimization theory. Carlo Mannino extended his work in computational optimization, in particular on combinatorial problems arising in the scheduling area such as real-time railway traffic control. He also joined the Optimization group at SINTEF, and started different new projects in combinatorial optimization and applications. Stochastic Analysis Stochastic analysis is the mathematical language for analysis of stochastic processes. The core of the theory is integration and differentiation of processes, and it is the main framework for studying random phenomena in nature and life. The group at CMA has continued their research on theoretical developments and practical applications of stochastic analysis, with mathematical finance being the key motivation. The following personnel were part of the stochastic analysis group in 2012: • Full time senior scientists: Fred Espen Benth, Giulia Di Nunno, Tom Lindstrøm, and Bernt

Øksendal, Salah-Eldin Mohammed (from Jan-Jun) • Adjunct researchers: Francesca Biagini, Yaozhong Hu, Rüdiger Kiesel, Tusheng Zhang, Knut

Aase. • Post-doc fellows: John Hosking, Paul Krühner (from Oct 12), Jukka Lempa, Salvador Ortiz-Latorre

(from Oct 12), Olivier Pamen (until Feb 12), An Ta Thi Kieu. • PhD-students: Sara Solanillo Blanco, Kristina Dahl (from Aug 12), Marcus Eriksson, Heidar

Eyjolfsson, Sven Haadem, Torstein Nilssen, Krzystzof Paczka, Elin Røse, Maren Schmeck, Steffen Sjursen, Imran Taib, Hanna Zdanowicz (from Oct).

The stochastic analysis group is running three major research projects with external sponsoring. Øksendal is the scientific leader of the ERC advanced grant INNOSTOCH project, while Benth is the scientific leader of two NCR projects called EMMOS and MAWREM. These projects have led to a highly active group of post docs and PhD students, working on problems in stochastic analysis, control and energy finance. The group's international engagements have continued in 2012. Di Nunno is appointed member of the Committee for Developing Countries (CDC) of the European Mathematical Society and in the Steering Committee of CIMPA (International Center for Pure and Applied Mathematics). Di Nunno and Øksendal continue their role as the Norwegian steering committee members for the NOMA program "Southern African Masters Program in Mathematical Modelling", based in Dar es Salaam, Tanzania. Benth has co-organized a special thematic year on energy finance for the third year in a row at the Wolfgang Pauli institute in Vienna. He has also published a book on financial weather markets with Jurate Saltyte Benth, apparing on World Scientific in 2012. This research monograph gives the foundations on stochastic modelling of the spatio-temporal dynamics of temperature, wind and rain, and develops the theory for pricing an hedging weather derviatives (see highlights). Di Nunno has made significant contributions to the theory of time change in doubly stochastic Poisson processes, in particular focusing on calculus for these and integral representations. Together with Sjursen, backward stochastic differential equations (BSDEs) have been analysed within this framework. Together with VanMaele (Ghent) and Khedher (Munich), robustness of of BSDEs has been studied in a jump-diffusion framework, involving question like approximations of jumps and hedging issues in finance. Hedging derivatives was an an active field of research for Benth, who analyzed the delta strategies in power markets with Schmeck and quadratic minimizing strategies with Dethering (Frankfurt). On the other hand, Benth and Kruehner defined Levy process with values in Hilbert space by time change, thereby introducing random fields applicable to modelling the forward curve dynamics in energy. In this respect, a new approach to finite-dimensional realizations has been investigated using operators on Hilbert space.

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Di Nunno and Øksendal have continued their research on insider trading, which from a theoretical perspective means stochastic control with various degrees of information. Øksendal has, with Aase and Bjuland (both NHH) analyzed the Kyle insider trading model in the case when the noise traders are partially informed, while Di Nunno and Øksendal with Corcuera (Barcelona) have analyzed market equilibrium under asymmetric information. Robust stochastic control is an area of active research internationally, so at CMA. Taking into account the model uncertainty, robust control can provide more realistic insight into how to manage the risk in investment portfolios. This has been the main focus of the research of Øksendal. With Paczka, theory for G-Brownian motions has been developed having application to this area. Further investigations on portfolios and model uncertainty have been made by Øksendal, Sulem (Inria) and Soner (Zürich). John Hosking has made significant progress in the theory of optimal control of mean-field games. An Ta Thi Kieu has started an interesting new project on optimal stopping with jumps under ambiguity. Stochastic delay equations have been an active topic for the stochastics group having the world-leading expert in the area, Professor Salah Mohammed, spending his sabbatical here. Di Nunno with Proske and Ruis have applied functional stochastic differential equations to answer financial problems, in particular looked at sensitivities of derivatives prices with respect to the path of the underlying asset. Røse works on mean-field stochastic control and delay. Valuation of derivatives is an on-going research area. Di Nunno with Bion-Nadal (CNRS) have proven extension theorems for convex operators, which can be applied to non-linear pricing theory of derivatives, where the bid-ask spread can be accounted for. With Benth, Zdanowicz have analyzed various spread options in energy, in particular tolling agreements and spread options with non-zero strike. For the latter, a new and novel approach based on simple Taylor expansion provide an alternative method over existing approximations. Eriksson and Lempa have, with Kastberg Nilssen (Agder) worked on the pricing and optimal exercise for exible load contracts in power markets. With Solanilla, Benth have developed a novel representation theory for forward prices in markets where the underlying has memory (like Volterra processes). Benth and Ortiz-Latorre have managed to prove the validity of a state-dependent measure change for jump processes, which has applications in modeling the risk premium in power. Benth and Eriksson have together with Westgaard (NTNU) worked on the optimal use of green certi_cates in the renewable power market. This work has involved singular stochastic control theory for jump processes. The green certificates market started in January 2012 for Norway, and the main issue is the optimal execution of such certi_cates. Another innovative study was performed on pricing and hedging energy quanto options. This analysis, made by Benth together with Lange (Copenhagen) and Myklebust (NHH), applied some novel techniques to price and hedge volume-triggered options on energy, where the payoff is a function on the energy price and on some weather-linked event. Of a more fundamental nature, Benth has continued his research on stochastic integration theory for random fields of Volterra type (so-called ambit fields) together with Suess (Barcelona). With Barndorff-Nielsen and Szozda (both Aarhus), the integration theory has been formulated in a white noise context, giving an extension to singular integrands. Benth has with Barndorff-Nielsen and Veraart (Imperial) continued their research on applications of ambit fields to energy and related areas. The market for shipping has been investigated theoretically and empirically by Benth with Taib and Koekebakker (Agder). New models for price dynamics have been proposed for this market, which is a new application area within CMA. A novel algorithm for simulation of a stationary class of stochastic Volterra processes using Fourier transform methods have been suggested and analyzed by Benth and Eyjolfsson. This approach is currently being extended to the case of ambit fields, and provides a fast algorithm for pathwise simulation where the error is explicitly controlled. With Kiesel (Essen and CMA) and Biegler-König, Benth have continued the analysis of additional information in power markets, and how this affects pricing. Furthermore, Kiesel and Benth have worked on the indifference pricing technology for weather and power futures with Ebbeler (Essen).

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Lempa has worked on problems related to swing options in energy, where he has studied a particular class of multiple exercise options and their representation. Rognlien Dahl has considered stochastic control and convex duality in discrete-time models, with applications to portfolio optimization. Kettler and Muntingh have developed a model for hail storm damage in the context of insurance mathematics. The main achievement of the year (see highlights) was made by Øksendal in collaboration with Agram (Algerie), Haadem and Proske. They have extended the theory for the maximum principle in stochastic control to allow for an infinite time horizon. In this case, the boundary condition in the finite horizon case must be substituted by a transversality condition. This a novel result, correcting some earlier false results in the literature. Differential equations Partial differential equations are one of the most fundamental tools in the construction of mathematical models in science and technology. The activity in differential equations at CMA is devoted to theoretical aspects of partial differential equations and to the numerical treatment of such problems. The following personnel were part of the Differential equations group in 2012: • Full time senior scientists: Snorre H. Christiansen, Kenneth H. Karlsen, Siddhartha Mishra, Nils

Henrik Risebro, and Ragnar Winther, • Adjunct researchers: Helge Holden, Knut-Andreas Lie, Xavier Raynaud • Post-doc fellows: Rajob Dutta (from Oct), Tore G. Halvorsen, Runhild Aae Klausen (until Feb),

Torquil M. Sørensen (from Apr). • PhD-students: Erlend Briseid Storrøsten, Franziska Weber (from Oct) Nils Henrik Risebro continued his collaboration with Helge Holden working on splitting methods for KdV like equations. Together wit Christian Lubisch (Tübingen University, Germany) they showed the convergence, as well as the convergence rate of splitting schemes for dispersive equations with a quadratic nonlinearity in the convective term. They also collaborated with Ujjwal Koley (Würzburg University, Germany) showing the convergence of a fully discrete splitting scheme for the KdV equation, both in case of smooth initial data, as well as for initial data in L^2. Risebro also collaborated with Koley investigating the possible convergence of difference schemes for the Keyfiz-Kranzer system. This system was also investigated by Franziska Weber and Risebro using a front tracking approach. Furthermore, Risebro collaborated with Christoph Schwab and Svetlana Tokareva (ETH, Zürich) and Siddhartha Mishra, as well as Weber, on a multi-level Monte-Carlo scheme for multidimensional conservation laws with a stochastic flux function. Helge Holden has together with Xavier Raynaud and Katrin Grunert (NTNU) continued the study of the Camassa-Holm equation. Their work has focused on two different aspects: First of all they have constructed a Lipschitz metric for the solution. This is intricate as the equation experiences a blow up in finite time where the spatial derivative of the solution becomes unbounded. At this point in time two distinct solutions are possible, and the characterization of these requires a detailed analysis. The second aspect involves an extension of the Camassa-Holm equation to a system of two equations. As for the Camassa-Holm equation itself, the system is related to water waves. Here the question is to describe its solution and characterize the behavior around blow up. The main focus of Mishra's research was in the design of structure preserving schemes for hyperbolic systems of conservation laws. The concept of entropy measure valued solutions was identified as the appropriate solution framework for multi-dimensional systems and arbitrarily high-order finite volume schemes (with U. Fjordholm (ETH Zurich) and E. Tadmor (U. Maryland)) as well as shock-capturing space-time DG schemes (with A. Hiltebrand (ETH Zurich)) were developed and analyzed. An efficient preconditioner, based on a block Jacobi algorithm, was also developed. Another key focus continued to be the design of efficient computational methods to quantify uncertainty in solutions of hyperbolic conservation laws. Together with C. Schwab and J. Sukys (ETH Zurich), Mishra devised a novel Multi-level Monte-Carlo method for wave propagation in a random medium. A semi-dynamic load balancing algorithm was designed that allowed for the algorithm to scale up to 50000 processors. In a joint work with C. Schwab and S. Tokareva (ETH Zurich), Mishra and Risebro developed the concept of random entropy solutions for conservation laws with random coefficients. Furthermore, efficient stochastic collocation methods were developed to compute uncertainty. Together with P. LeFloch (U. Paris VI)

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and J. Ernest (ETH Zurich), Mishra devised a set of novel finite difference schemes to approximate small-scale dependent shock waves of arbitrarily large strength. These schemes were also used (together with J. Ernest (ETH Zurich), L. DiRuvo and G. M. Coclite (U. Bari)) for computing the zero dynamic capillary pressure limit of flows in heterogeneous porous media. Mishra’s ongoing activity on models in developmental biology was continued with the proposal of model that couples a temporal cell division law with an expansion-repression mechanicm that accounts for scaling pattern with size in multicellular organisms. This is a joint project with I. Averbukh, N. Barkai (Weizmann Institute, Israel) and D. Ben-Zvi (Harvard University) Christiansen, together with Halvorsen and Sørensen have been working on a method of upwinding which seems natural in finite element exterior calculus. Some analysis has been developed and numerical experiments have been conducted. The goal is to create numerical methods which are in some sense uniformly stable in the vanishing viscosity limit relevant to fluid flow. They have consulted with Thomas Dubos concerning applications of this method to equations in meteorology. They have also interacted with Patrice Bertet on quantization problems in 3D cavities. Finite element exterior calculus is also the setting of Winther’s joint work with R. Falk (Rutgers), where they have made the first construction ever of a local and bounded cochain projection. Up to now it was an open question if such a construction was possible. Together with D. Arnold (Minnesota) and G. Awanou (Illinois) Winther has also completed a manuscript where a new, and simple, nonconforming finite element for the mixed formulation elasticity in three dimensions is proposed. Furthermore, in a joint paper with Mardal (Simula, Oslo) and Schöberl (Vienna) he has constructed a new Fortin operator for the Taylor-Hood element. Astrophysics The physical description of the outer stellar atmospheres results in large sets of coupled partial differential equations. There are major difficulties in constructing numerical methods for these equations related to highly nonlinear reaction terms and in devising proper boundary conditions, an activity pursued at CMA. In addition, the activity in cosmology is focused on developing improved algorithms for studying stochastic fields on a sphere and applying them to data on the Cosmic Microwave Background. The following personnel were part of the Astrophysics group in 2012: • Senior scientists: Mats Carlsson, Hans Kristian K Eriksen, Boris Gudiksen, Frode Hansen, Viggo

Hansteen, and Per Barth Lilje, • Post-doc fellows: Iain A. Brown, Jostein R. Kristiansen, Jussi Väliviita, Sven Wedemeyer-Böhm • PhD-students: Unni Fuskeland, Nuno Guerreiro, Sigurd Næss, Kosovare Olluri, Dag Sverre

Seljebotn We have continued the work on our massively parallel radiation hydrodynamics code Bifrost. With this code we are able to simulate the solar atmosphere from the convection zone, where the motions feed energy into the magnetic field, all the way to the corona where the release of magnetic energy is more or less violent. In 2012 we have used the Bifrost code to study a variety of phenomena in the solar chromosphere and corona. We showed that chromospheric heating close to magnetic concentrations lead to special signatures that can be observed in spectra lines often used for chromospheric diagnostics. This opens the way for characterising chromospheric heating observationally in terms of spatial and temporal scales. We have also used synthetic observations from the Bifrost models to aid in the preparations for the next NASA Small Explorer satellite, Interface Region Imaging Spectrograph (IRIS) to be launched mid-May 2013. Also in preparation for the IRIS mission, Kosovare Olluri has studied the importance of non-equilibrium ionization for spectral lines from oxygen and silicon that are primary diagnostics for this mission. Nuno Guerreiro has worked on the mass and energy balance of the dynamic outer solar atmosphere, especially in relation to magnetic heating. A study of magnetic tornadoes as energy channels into the solar corona with Sven Wedemeyer-Böhm as lead author was the cover story of Nature, 28 June issue. Mats Carlsson was awarded the University of Oslo excellence in research award for 2012. The Institute of Theoretical Astrophysics has been a member of two important CMB experiments, the Planck satellite and the ground based QUIET experiment. The main activity of the cosmology group

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focused on using advanced computational statistical methods to analyse the data from these two experiments, with most of the effort now shifted to Planck. After the launch of Planck in May 2009, real science data were recorded from August 2009 until the HFI instrument emptied its liquid 3He coolant supply in January 2012, and continues with the LFI instrument until August 2013. Five full scans of the whole sky were completed with HFI and LFI will reach eight. A very large effort continued in 2012 on applying our previously developed methods to real data. The methods developed here in recent years, based on Gibbs sampling for component separation and power spectrum estimation, and on needlets (wavelets on a spherical surface) for determining deviations from Gaussianity, led by Eriksen and by Hansen, respectively, were successfully applied to the real Planck data. The resulting codes are now routinely used by many groups within the large Planck collaboration. The cosmological results to be published in March 2013 will depend strongly upon the computational statistical methods developed in Oslo. The QUIET group (Eriksen with Ph.D. students Næss and Seljebotn) has finished analysing the data from the high frequency part of the QUIET data, which were published in November 2012. The results constitute the best measurements of CMB polarization in a certain range of wavenumber so far, and give as upper limit to the tensor-to-scalar ratio of primordial perturbations of the universe r < 2.7. Computational Quantum Mechanics The starting point for all of the group’s investigations is the development of appropriate techniques for studying systems of many interacting particles, so-called many-body methods. The systems of interest span most of the fields in physics covered by non relativistic quantum mechanics that is atomic, molecular, nuclear and solid-state physics and the physics of quantum liquids. Beside the importance for our basic understanding of quantal systems, the capability to handle numerically quantum mechanical systems with many degrees of freedom is of strategic importance for both the materials science and nanotechonology programs in Norway. Analytic solutions are rare or impossible to obtain. Thus to develop and study stable numerical schemes is of utter importance. The following personnel were part of the Quantum mechanics group in 2011: • Senior scientist: Morten Hjorth-Jensen • Post-doc fellow: Andreas Ekstrøm • PhD-student: Gustav Bårdsen

Main events 2012 Our main research events brought together hundreds of Norwegian and foreign researchers in stimulating collaboration and transfer of knowledge. For statistical details on participants and lectures, see Appendix 5. For more details on speakers, participants, programs and abstracts, please consult the CMA web for a complete overview. Sigma Xi Nordic Chapter Conference, CMA, May 31, 2012 The Sigma Xi is one of the oldest and largest scientific organizations in the world, established to facilitate public understanding of science, to enhance the health of the research enterprise, and to engage in transformational education. On May 31, 2012 the CMA hosted the third meeting of the organization’s “Nordic chapter”, with talks by Prof. Joseph Whittaker, former President of The Sigma Xi, and also by local researchers Eighth International Conference on Mathematical Methods for Curves and Surfaces, Oslo, Jun 28 – Jul 3, 2012 Our absolutely biggest event of 2012, this conference lasted a week, had 135 lectures and 170 registered participants. The meeting was part of a joint French-Norwegian conference series. The previous meeting was in Avignon in 2010, and the last Norwegian meeting took place in Tønsberg in 2008. Topics covered include: Algebraic and Differential Geometry, Applications in Engineering, Medicine, Biology, Architecture, Art, and other Areas, Computational Geometry, Computational Topology, Computer Aided Design and manufacturing, Computer Graphics and Visualization, Computer Vision and Image-based Modeling, Curve and Surface Design, Finite Elements, NURBS and Isogeometric Analysis, Image and Signal Processing, Industrial Applications, Interpolation and

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Smoothing, Mesh Generation, Radial Basis Functions, Reverse Engineering, Scattered Data Modeling, Splines, Linear and Nonlinear Algorithms in Approximation Theory, Subdivision, Wavelets and Multi-Resolution Methods. Mathematics for Life Sciences, Kiev, Ukraine, Sep 3-14, 2012 This workshop aimed at overcoming the barriers between mathematics and the biosciences by discussing important existing and potential new applications of mathematical techniques. The morning sessions consisted of series of tutorial lectures from a mathematical and a life science perspective and aimed at non-specialists from both fields. In the afternoon sessions all participants had the opportunity to present their own ongoing research to the interdisciplinary audience in shorter contributed talks. The meeting was an event of the EC-funded project EU-Ukrainian Mathematicians for Life Sciences (EUMLS), yet it was open to all interested scientists with a mathematics or life science background, especially those at the early stages of their careers. Levy-driven CARMA models with applications to electricity markets, stochastic volatility and wind field models, CMA Sep 13-14. 2012 This two-day intensive course gave an introduction to continuous-time autoregressive moving average (CARMA) processes with Levy noise. Such linear models can either be applied directly to electricity market data, where they fit remarkably well, or they can be used as linear approximations to non-linear phenomena like wind speed. Furthermore, they have also been used for stochastic volatility modeling, and they can serve as driving processes to advanced modeling of stochastic dynamics. We presented and discussed the definition of CARMA processes, conditions for stationarity, and further probabilistic properties. We also presented statistical methods for parameter estimation. And finally, we presented relevant applications. Seminar/course on Energy Derivatives: Spot Models, Forward Models and some Structured Products, CMA, Oct 12-15, 2012 The intensive course by CMA adjunct professor Rüdiger Kiesel covered topics like fundamentals for energy markets, spot market models, forward markets, relations between forward and spot markets, some energy derivatives, emission trading schemes, models for emission certificates Computational advances in many-body methods, from first principle methods to density functional theories, Oslo, Dec 19-20, 2012 This workshop was arranged together with CTCC, another CoE at the University of Oslo. Aim: Many-body problems in physics and chemistry are today studied using a variety of methods. On the one hand, the traditional many-body methods such as coupled cluster, configuration-interaction and Monte Carlo methods are continuously being refined and routinely applied to problems in quantum chemistry, nuclear, atomic, molecular and solid-state physics. On the other hand, recent developments in density-functional theory (DFT) have led to their widespread use in physics and chemistry, as a useful alternative to the more rigorous ab initio many-body methods. This workshop aimed at bringing together people who work with different quantum-mechanical many-body methods. The seminar series of 2012 In addition to the specific workshops presented above, a number of seminar and lecture series took place as in earlier years. Appendix 5 provides the full list. PRIZES AND AWARDS The Norwegian Agency for Quality Assurance in Education (NOKUT) awarded their annual prize in 2012 to CMA’s 'Computers in Science Education project'. The prize is shared with Hans Petter Langtangen, Anders Malthe-Sorenssen, Morten Hjorth-Jensen, and Knut Mørken (300.000 NOK). Professor at The Institute of Theoretical Astrophysics and CMA-member Mats Carlsson was awarded the University of Oslo Excellence in Research Award for 2012, with citation: "The last twenty years we have witnessed a rapid increase of our understanding of the processes that govern the outer solar atmosphere. Professor Carlsson has been a central person in this process, both as an observer (from ground based observatories and from instruments in space) and in developing new numerical methods. The interplay between observations and simulations is Carlsson's particular strength. He has been a pioneer in the interpretation of observations with the help of numerical simulations. In this

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context it is worth noting that Mats Carlsson has built up the numerical group at the Institute of Theoretical Astrophysics almost from scratch to becoming world leading." CMA’s professor in PDEs and numerical analysis Snorre Christiansen, was awarded two prestigious prizes during 2011, and also in 2012 he received one: The ”Søstrene Dals pris for humanistisk forskning” The prize consists of a diploma and NOK 150 thousands, and was presented by vice Rector of UiO, Inga Bostad, on April 23, 2012. The committee stated their decision as follows: “Christiansen is an original researcher with deep knowledge of problems within his own field, computational mathematics in the area between pure and applied mathematics” CMA’s postdoc fellow Georg Muntingh was awarded the Giner de los Ríos grant from the University of Alcalá, Spain, to become a guest researcher at the University of Alcalá in December 2012. There he worked on a project, initiated by Dr. Juan Gerardo Alcázar and Dr. Carlos Hermoso, to quickly detect similarities between plane rational curves, and presented his work on generalized principal lattices in the Seminario de Matemática Aplicada. MANAGEMENT Daily leadership Professor Ragnar Winther (Director), Professor Fred Espen Benth (Vice-director), and Helge Galdal (Administrative Director) form the operational leadership of CMA. They have the authority to make day-to-day decisions on practical matters, financial transactions, research activities within the budget and the research plan. CMA has an extended leadership group composed of principal investigators, broadly representing each research group in CMA. In 2012, this group consisted of Tom Lyche, Knut Mørken, Geir Dahl, Ragni Piene, Tor Dokken, Bernt Øksendal, Helge Holden, Morten Hjorth-Jensen, and Mats Carlsson. The mandate of the leadership group is to ensure consensus decisions at important crossways. The Board The governing board of CMA consisted of the following members in 2012:

• Kjell Bendiksen, chair, Research Manager of The Institute for Energy Technology • Suzanne Lacasse, co-chair, Technical Director of The Norwegian Geotechnical Institute • Trygve Helgaker, Professor at the Department of Chemistry, UiO • Jarle Nygard, Director of the Faculty of Mathematics and Natural Sciences, UiO • Kristian Ranestad Professor at the Department of Mathematics, UiO

The head of The Dept. of Mathematics, Arne Bang Huseby, also participates in the board meetings. The board’s authority focuses primarily on strategic and control functions, with clear instruction to approve budgets, accounts, and annual reports on the administrative side, and the research plan on the research side. Scientific Advisory Board CMA’s Scientific Advisory Board, appointed by the board, remained unchanged in 2012:

• Professor Hans-Peter Seidel, Max-Planck Institut, Saarbrücken, • Professor Mark Davis, Imperial College, London, • Professor Douglas Arnold, University of Minnesota, • Professor Jan Trulsen, University of Oslo.

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ECONOMY Total revenues and expenditures The total revenues and expenditures are presented below (in NOK). More details are presented in appendices 2 and 3. Total activity Note, app 3 Budget 2012 Acc. 2012

Budget 2013

Revenues

Own projects, OH+terminations 1 -1 609 402 -1 532 640

0

RCN funding 2,5,17,22 -13 408 000 -13 146 000

-1 792 000 Univ. Oslo funding 3,21 -21 453 000 -21 548 000

-3 252 000

Sintef funding 4,23 -3 019 000 -2 135 333

0 Other public funding 6,19,24 -2 307 800 -1 744 582

0

International funding 7,18,25,26 -4 558 630 -9 837 667

-709 000 Private funding 8,27 0 -291 420

0

NAV Reimbursements 9 0 -123 971

0 Total revenues -46 355 832 -50 359 613

-5 753 000

Expenditures

Salary costs 10,20,28 36 321 000 37 403 235

4 492 669 Indirect costs 11 6 478 812 6 730 008

523 000

Teaching services 12 0 0

0 Equipment 13 709 000 655 777

103 000

Guests, traveling, conferences 14 900 000 1 019 666

100 000 Public outreach 15 100 000 100 000

0

Various operational costs 16 4 968 000 4 379 945

410 000 Total expenditures 49 476 812 50 288 631

5 628 669

Annual result 3 120 980 -70 982

-124 331 Accumulated as of Jan 1 -2 592 712 -2 592 712

-2 663 694

Accumulated as of Dec 31 528 268 -2 663 694

-2 788 025 Table 1. The table present the CMA accounting figures for 2012 and corresponding accounting/budget figures for 2013. Negative figures mean income/surplus. Main conclusions and remarks The accounts reflect the predicted level of activity in CMA in the last year of operations. The annual surplus is 71KNOK. The core activity runs according to our long term budget and we have landed our final accountings with a close-to-zero result on March 1, 2013. The project portfolio result substantially higher than budgeted is caused by a large EU contribution for our ERC Advanced Grant of Prof. Øksendal. These funds were expected in 2013, but came in December 2012. The financial situation of the portfolio is transparent and healthy when we hand over CMA to the Department of mathematics.

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THE PEOPLE Staff and members 2012 - status and statistics On Jan 1, 2013, CMA counted 52 people. In addition 32 completed their time with CMA during 2012 according to the natural downscaling of CMA, among them for instance all our adjunct researchers. They are all presented in appendix 1. We present the following statistical details on the 84 members of 2012:

• 24 senior scientists, 27 PhD-students, 17 post-docs, 10 adjunct researchers, 6 other • 64 men and 20 women (24%) (up from 19% in 2010 and 23% in 2011) • 44 native Norwegians and 40 (48%) of foreign nationalities from 22 different countries • 23 funded/employed by CMA, 34 by the host, 6 by SINTEF, and 26 through associated

projects. On CMA’s official expiry date, Feb 28, 2013, almost all the 52 remaining CMA-members have terminated their contracts or appointments. All host-funded senior researchers and PhDs will from then fully be taken over by their home departments. All project fellows on projects run by CMA will be transferred to the Dept of Mathematics. Three persons are employed by the CMA with contracts exceeding the expiry date of CMA. These will also be transferred to the Dept of mathematics for their remaining contract periods. Person-years in 2012 and 2013 (Jan-Feb) Table 2 below provides the person-year figures of 2012 and for the sake of complete information; the months of January and February 2013.

CMA UiO funded Sintef Other Total2012 (actual)PhD 4,1 6,6 1,7 6,1 18,4Postdocs 2,0 0,0 0,3 6,5 8,8Senior scientists 6,0 12,0 0,4 1,1 19,5Tech/Adm 2,0 1,3 3,4Sum 14,1 19,9 2,4 13,7 50,0International guests 12,5 12,5

2013 (actual)PhD 2,1 0,9 0,0 1,2 4,2Postdocs 0,3 0,0 0,0 1,3 1,6Senior scientists 0,3 2,0 0,0 0,1 2,4Tech/Adm 0,2 0,2 0,3Sum 2,9 3,1 0,0 2,6 8,6International guests 0,5 0,5 Table 2. Calculation of person-years in CMA, taking the funding source into account The figures reflect, and are levelling, our long-term plans. We have considerably down-scaled the basic CoE-activity, and no new hiring has taken place over core funding. However we have continued to diligently run the project portfolio and have succeeded in establishing new projects. Technical and administrative staff Administrative director Helge Galdal has coordinated the administrative functions and the support staff mentioned below. He has also dealt with activity reporting, budgets, and new project proposals. Aslaug Kleppe Lyngra has until August 2012 held a full time position, established to guide and help our international members and visitors with all kinds of practical and bureaucratical challenges. In order to strengthen the IT-support functions, Lucy Karpen has held a 70% position in the centre. Andrew McMurry has held a full time scientific programmer position.

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Many daily administrative services have been “outsourced”. The following persons have provided valuable support on reception, IT-maintenance, book-keeping, housing, bureaucracy etc: Dina Haraldsson, Anita Smeby, Vanitha Marimuthu, Terje Kvernes, and Bård Kristiansen from the Department of Mathematics. Grete Andresen of The Faculty of Mathematics and Natural Sciences has been our contact person for all personnel matters. We have been running an effective administrative organization. As far as possible, we have utilized the professional organization at UiO to do all tasks that could be delegated to them. CMA has contributed to the host with financial support for these services. This system has contributed to CMA becoming an integrated part of the larger scientific community. Guests It is a privilege for CMA to invite many prominent guest researchers as well as young research talents. In 2012, we have hosted 19 visitors from abroad who stayed for more than 1 month (see Appendix 6). These 19 contributed approximately 5.5 full man years to CMA in 2012. For short term visits at CMA (1-30 days)), we received 35 visitors from abroad (presented in Appendix 6). Their collective time at CMA corresponds to approx 1 full person-year. Finally a total of 335 international participants came to CMA’s major conferences/workshops in 2012. Spending ~ one week each, they represented more than 6 person-years of international collaboration. All together, these 389, originating from 39 different countries, spent 12.5 person years of incoming international collaboration in 2011. Finally, a large number of Norwegian guests have visited us, many of them several times. These are not registered nor counted. RESEARCH EDUCATION A main goal of CMA has been the training of new researchers. Our ultimate goal was to complete 60 PhD degrees within the lifespan of CMA. We can report from 10 new doctoral defenses in 2012 and Jan/Feb 2013. All together 62 doctoral candidates have so far successfully completed their PhDs at CMA. Among these we count 18 women. CMA had also the goal to host and train 40 postdoc fellows with contract of at least 2 years duration. During 2012 and early 2013 nine fellows completed their long term contracts with CMA. Adding the 35 from earlier we exceed our ultimate goal also for this category. On February 28, 2013, 15 PhD-students and 10 post-docs are still continuing in the CMA research groups: The ten defences from 2012/13 are as follows: • Jan 17, 2013: Torunn Karoline Moe defended her thesis "Cuspidal curves on Hirzebruch

surfaces" for the Ph.D.-degree. Supervisor: Professor Ragni Piene.

• December 19, 2012: Maren Diane Schmeck defended her thesis "Implications of Model Choice in Lévy-driven Financial Markets" for the PhD-degree. Supervisor: Professor Fred Espen Benth.

• December 13, 2012: Nelly Yasmin Villamizar defended her thesis "Algebraic Geometry for Splines" for the PhD-degree. Supervisor: Professor Ragni Piene.

• October 26, 2012: Nikolay Qviller defended his thesis: "Intersection Theory and Nodal Curve Enumeration" for the PhD-degree. Supervisor: Professor Ragni Piene.

• October 12, 2012: Linda Vos defended her thesis: “Stochastic volatility and multi-dimensional modeling in the European energy market” for the PhD-degree. Supervisor: Professor Fred Espen Benth.

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• August 28, 2012: Sigurd Kirkevold Næss defended his thesis: "Maximum likelihood analysis with the Q/U Imaging ExperimenT" for the PhD-degree. Supervisor: Professor Hans Kristian Eriksen.

• August 21, 2012: Gustav Ragnar Jansen defended his thesis: "Coupled-cluster theory for open-shell nuclei" for the PhD-degree. Supervisor: Professor Morten Hjorth-Jenssen.

• May 2, 2012: Solveig Bruvoll defended her thesis: "Representation, reconstruction and manipulation of surfaces" for the PhD-degree. Supervisor: Professor Knut Mørken.

• April 13, 2012: Patrick Antolin defended his thesis: "Implications for coronal heating and magnetic field topology from coronal rain observations" for the PhD-degree. Supervisor: Professor Mats Carlsson.

• March 30, 2012: Torquil M. Sørensen defended his thesis: "Stochastic methods in physics" for the Ph.D.-degree. Supervisor: Professor Fred Espen Benth.

The nine postdoctoral fellows are: • March 1, 2013: Georg Muntingh finished a 2-year post-doctoral contract with CMA. Muntingh

also did his PhD at CMA. He has obtained a new postdoc position funded by the Research council of Norway, and will continue in the CMA.

• January 31, 2013: Jukka Lempa finished a 4-year post-doctoral contract with CMA. Lempa will continue in the CMA-group still for 6 months with new funding from Finland.

• December 31, 2012: Iain Alistair Brown finished a 3-year post-doctoral contract at ITA, and as associated CMA member in the same period.

• October 31, 2012: Sven Wedemeyer-Böhm finished a 2-year post-doctoral contract at ITA, and as associated CMA member in the same period.

• September 30, 2012: Jussi Väliviita finished a 3-year post-doctoral contract at ITA, and as associated CMA member in the same period

• December 31, 2012: Elisa Postinghel finished a 2-year post-doctoral contract at CMA. Postinghel has received a new postdoc position in Warshaw, Poland.

• April 30, 2012: Jon Hjelmervik finished a 2,5-year post-doctoral contract, jointly funded by Sintef and CMA. He continues in a researcher position at Sintef.

• February 28, 2012: Runhild Aae Klausen finished a total of 9 years in various post-doctoral contracts at CMA. Klausen now works in a researcher position at the Norwegian Defence Research Establishment.

• February 28, 2012: Olivier M. Pamen finished a 2,5-year post-doctoral contract at CMA. Pamen took a new postdoc position at the University of Liverpool.

BASIC EDUCATION CMA is devoted to researcher education, and was not meant to take major responsibilities at bachelor or master level. Nevertheless, as part of CMA’s recruiting for PhD positions and to influence the curriculum, CMA has chosen to have senior scientists continue to teach at all levels, and not restrict their sphere of activity to PhD supervision and advanced level teaching. Our research plan also reflects this approach. Based on the same philosophy, CMA has chosen to give priority to the “Computing in Science Education (CSE)” project, see below. Moreover, rather than establishing separate master programs, CMA has preferred to influence on the existing programs by taking on ordinary and frequent teaching duties. This strategy is based on a confidence that the existing programs suit, and will continue to do so, our research profile.

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Computing in Science Education The CSE project was initiated in 2004 by staff from the CMA together with colleagues from the Departments of Informatics, Mathematics and Physics. The aim is to renew the teaching of mathematics and science by including a unified computational perspective in the elementary courses. The project has had direct support in the strategic plans of the Faculty for Mathematics and Natural Sciences, and the support from the Faculty continues for the foreseeable future. The CSE-project is well established within the mathematically oriented subjects, and teaching materials for the relevant courses are continuously developed and renewed. The project is currently being extended to the other sciences (biology, chemistry and geosciences) as well. The highlight of 2012 was that the CSE-project received the NOKUT prize (2. prize), a national the annual prize awarded for educational quality. The prize (NOK 300 000) was received from the Secretary of Education, by the Minister of Education and Research, Kristin Halvorsen, at the NOKUT conference on April 25. Hanne Sølna and Knut Mørken gave an invited presentation of the CSE project at the 5th International Conference on Science and Mathematics Education in Developing Countries, held in Phnom Penh, Cambodia in February/March, and Knut Mørken gave an invited presentation of the project at Conference on Computational Physics 2012 in Kobe, Japan in October. The project was also presented at a number of guest lectures by the members of the CSE team. The CSE project continues to assist the Norwegian Association of Higher Education Institutions in introducing a computational perspective in the engineering educations, with direct support from the Ministry of Education and Research. The CSE project has spurred interest in education in general. Members of the CSE team (Knut Mørken and Hanne Sølna) head a work group which has been asked to rethink the Faculty's approach to student follow-up in particular. The CSE project continues to be governed by Morten Hjorth-Jensen (Department of Physics), Knut Mørken (Department of Informatics) and Øyvind Ryan from the CMA, Anders Malthe-Sørensen from the Department of Physics and the CoE Physics of Geological Processes, Hans Petter Langtangen from the Simula Research Lab and the CoE Center for Biomedical Computing (CBC), together with Dean of Education Annik Myhre and Coordinator of Studies Hanne Sølna from the Faculty for Mathematics and Natural Sciences, with assistance from Helge Galdal at the CMA. In 2012, the project was supported financially by the Ministry of Education and Research, the Faculty for Mathematics and Natural Sciences, the Departments of Informatics, Mathematics, and Physics, the CMA, and the CBC. COOPERATION Cooperation within the University of Oslo CMA continued to keep a strong and good relationship to our host, the Department of Mathematics at UiO. Daily cooperation has run smoothly and efficiently. All senior scientists (except the Centre Director) have been closely connected to their home department through teaching duties. This has been a conscious strategy on the part of CMA: we have contributed to the development (and renewal) of the ordinary teaching in our basic subjects. Moreover, CMA has taken a major responsibility in the internal project “Computing in Science Education”, which is outlined under heading “Basic Education” above. Active Partner, SINTEF SINTEF has been CMA’s only partner (i.e. contracted as a formal Centre of Excellence partner). Chief scientist Tor Dokken and senior scientist Knut-Andreas Lie both have held adjunct positions at CMA.

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No new projects were included in the collaboration in 2012, but we continued to work together on ongoing collaborative projects, “Parallel 3D”, and “SAGA” From CMA’s point of view, the cooperation with SINTEF has been very constructive and fruitful. Most important, the cooperation has brought mutual benefits to the two partners. National cooperation For ten years we have served as a national resource centre in mathematics and its applications, and established many national collaborations. The relation to SINTEF, outlined above, has been part of this strategy. So has been the hiring of top researchers from other Norwegian research institutions, see previous reports. In our last operational year, we have continued our collaboration with the University of Agder on stochastic modelling of electricity markets, a rapidly expanding research area where CMA has taken a leading role. One post-doc and one PhD-fellow are working with Prof. Fred Espen Benth (CMA) and Prof. Steen Koekebakker (Agder). Benth and Koekebakker also started the activity in our new eVITA-project “EMMOS” (Electricity markets: modelling, optimization and simulation) in 2011. The project includes 2 post doc positions and one PhD. International collaboration CMA has a large network of international collaborators. First, 40 of CMA’s 84 members in 2012 were non-Norwegians, representing 22 different countries. We have always received many applications from abroad when announcing positions. Moreover, in 2012 we received 389 foreign guests (246 participants at our major events, and 143 individual visitors, short and long terms) from 39 different countries (all listed in appendix 6). We hosted 19 international long term visitors who stayed with us for more than one month each in 2012. All our internally arranged conferences/workshops had international participation (Appendix 5a). CMA-members have been (co)organiser of 25 international conferences around the world in addition to those at CMA (Appendix 5c). Among the 158 refereed articles (142), books (5) and book chapters (11), 97 were written together with international partners (Appendix 7a-c). Out of 180 scientific and popular talks outside CMA (Appendix 8a-c), 138 were given abroad (in 33 different countries, on all continents). Appendix 4 provides a full list of all projects at CMA, many of them with extensive international collaboration, and also some of them coordinated by CMA / CMA-members. All these works and items point to extensive research collaboration all over the world, showing our international participation and visibility. Most of the daily work as been based on contacts established from researcher to researcher, and are not established as formal cooperative agreements. However, as a Centre of Excellence, we have also aimed at establishing formal agreements with clear mutual obligations. Several examples are listed in previous reports. A full list of current international projects is presented in Appendix 4. We will highlight the following from 2012: • After having succeeded four times with ERC grant proposals, Siddhartha Mishra was granted a

starting grant from The European Research Council, becoming CMA’s fifth one. This achievement is truly impressive, with five top notch prestigious projects within a relatively small research environment. It shows the high international standard of the CMA research groups.

• CMA, through its stochastic analysis group, has continued to chair the "Southern African Masters Program in Mathematical Modelling", based in Dar es Salaam, Tanzania, and sponsored by “The Norwegian Centre for International Cooperation in Higher Education (SIU)”, Norway. The purpose of the program is to establish a center for Masters degree studies in mathematics, available for students from the whole Southern African region.

• Through the formalized cooperation with the University of Botswana, we arranged the SAMSA (Southern African Mathematical Sciences Association) 2012 workshop (number 12) in Lilongwe, Malawi, in late November 2011.

• One new postdoc fellow, Evely Leetma, came in July 2012 to the geometry group with a grant from the Estonian government, expected duration is two years.

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• CMA was a main contributor to two major international conferences in 2012, the CAGD 2012 in Oslo, with 180 international participants from 34 counties, and the EUMLS conference in Kiev with close to 80 participants. See separate section for a brief presentation.

HEALTH, ENVIRONMENT AND SAFETY CMA does not cause contamination of any sort. No work-related accidents were recorded in 2012. PUBLIC OUTREACH In 2012, the following items were aimed at a general audience: • We have registered 25 media appearances, see Appendix 9. • Appendix 7e and 8c contain lists of 22 talks and texts presented for general audiences. • We continued our sponsorship for www.matematikk.org, see description in former reports.

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Appendix 1: CMA-members, positions and affilations The following tables give a total overview of all CMA-members in 2012.

Name Sex Nationality Position Period CMA share

Funding (see budget)

Fred Espen Benth M Norway Professor Mar03-Feb13 75% Host Francesca Biagini F Italy Researcher II Aug10-Jul13 10% Assoc. project Mats Carlsson M Sweden Professor Mar03-Feb13 40% Host Snorre Christiansen M Norway Professor Jan11-Feb13 100% CMA Geir Dahl M Norway Professor Mar03-Feb13 75% Host Giulia Di Nunno F Italy Assoc. Prof. Mar03-Feb13 75% Host

Tor Dokken M Norway Chief scient. Mar03-Dec12 20% SINTEF Researcher II May03-Dec12 20% CMA

Geir Ellingsrud M Norway Professor Aug09-Feb13 75% Host Hans Kristian Eriksen M Norway Assoc. Prof. Jul09-Feb13 40% Host Michael Floater M England Professor Nov03-Feb13 75% Host Boris Gudiksen M Denmark Assoc. Prof Jan08-Feb13 40% Host Frode K. Hansen M Norway Professor Jan08-Feb13 40% Host Viggo Hansteen M Norway Professor Mar03-Feb13 40% Host Morten Hjorth-Jensen M Norway Professor Mar03-Feb13 40% Host Helge Holden M Norway Researcher II May03 Dec12 20% CMA Yaozhong Hu M China Researcher II Jul05- Dec 12 10% CMA Kenneth Karlsen M Norway Professor Jul04-Feb13 100% Host Rudiger Kiesel M Germany Researcher II Mar08-Dec12 20% CMA

Knut-Andreas Lie M Norway Sr. scientist

Sep05- Dec 12 20% SINTEF

Researcher II 20% CMA Per Barth Lilje M Norway Professor Mar03-Feb13 40% Host Tom Lindstrøm M Norway Professor Mar03-Feb13 75% Host Tom Lyche M Norway Professor Mar03-Feb13 75% Host Carlo Mannino M Italy Researcher II Sep09-Feb13 20% Host Siddhartha Mishra M India Professor Aug11-Aug12 100% CMA Salah-Eldin Mohammed M USA Professor Jan12-Jun12 100% Assoc. project Knut Mørken M Norway Professor Mar03-Feb13 75% Host Ragni Piene F Norway Professor Mar03-Feb13 75% Host Ewald Quak M Germany Researcher II Aug03-Dec12 20% CMA Martin Reimers M Norway Assoc Prof Oct08-Feb13 75% Host Nils Henrik Risebro M Norway Professor Sep04-Feb13 75% Host Ragnar Winther M Norway CMA-director Mar03-Feb13 100% CMA Tusheng Zhang M China Researcher II Aug04-Dec 12 20% CMA Bernt Øksendal M Norway Professor Mar03-Feb13 75% Host Knut Aase M Norway Researcher II Mar11-Dec12 10% CMA

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PhD-students

Name Sex Nationality Period CMA-share

Funding (see budget)

Oliver Barrowclough M England Oct09-Sep12 100% SINTEF Sara Solanilla Blanco F Spain Oct11-Sep14 100% Assoc. project Gustav Bårdsen M Norway Aug09-Sep12 100% CMA Heidi Dahl F Norway Aug09-Jul12 100% SINTEF Kristina Dahl F Norway Aug12-Jul15 100% Host Marcus Eriksson M Sweden Oct10-Sep14 100% Host Heidar Eyjolfsson M Iceland Sep10-Aug13 100% CMA Unni Fuskeland F Norway Jan11-Des13 40% Assoc. project Nuno Guerreiro M Portugal Apr10-Mar13 40% Host Sven Haadem M Norway Aug09-Jul12 100% Host Torgunn Karoline Moe F Norway Aug08-Jul12 100% Host Torstein Nilssen M Norway Jan10-Dec13 100% Host Sigurd Næss M Norway Aug08-Jul12 40% Host Kosovare Olluri F Norway Oct08-Sep12 40% Host Krzystzof Paczka M Poland Sep11-Aug14 100% Assoc. project

Nicolai Qviller M Norway Aug09-Jul12 100% CMA

Aug12-Oct12 100% Host Elin Røse F Norway Jul11-Jun14 100% Host Maren Schmeck F Germany Aug09-Sep12 100% CMA Dag Sverre Seljebotn M Norway Jan11-Des13 40% Assoc. project Bartlomijei Siwek M Poland Jan10-Feb13 100% Host Steffen Sjursen M Norway Jan10-Dec12 100% Assoc. project Erlend Briseid Storrøsten M Norway Jul11-Jun14 100% CMA

Martin Lilleeng Sætra M Norway Mar09-May12 75% SINTEF 25% Assoc. project

Imran Taib M Malaysia Oct10-Sep13 100% Assoc. project Nelly Yazmin Villamizar F Colombia Sep09-Aug12 100% Assoc. project Franziska Weber F Switzerland Oct12-Sep15 100% Assoc .project Hanna Zdanowicz F Poland Oct12-Sep15 100% Assoc .project

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Postdocs

Name Sex Nationality Period CMA-share

Funding (see budget)

Iain Alastair Brown M UK Jan10-Dec12 40% Assoc. project Rajib Dutta M India Nov12-Oct14 100% Assoc.project Andreas Ekström M Sweden Jan12-Dec13 40% Assoc.project Tore Halvorsen M Norway Jan12-Dec13 100% Assoc. project

Jon Hjelmervik M Norway Jan10-Apr12 50% SINTEF 50% Assoc. project

John Hosking M UK Nov11-Oct13 100% Assoc. project Paul Krühner M Germany Oct12-Sep14 100% Assoc. project Evely Leetma F Estonia Aug12-Jul14 100% Assoc. project Runhild Aae Klausen F Norway Jan07-Feb12 100% Assoc. project Jukka Lempa M Finland Feb11-Jan13 100% Assoc. project Georg Muntingh M Netherlands Apr11-Mar13 100% CMA Salvador Ortiz-Latorre M Spain Oct12-Sep14 100% Assoc. project Olivier Menoukeu Pamen M South Africa Nov09-Feb12 100% Assoc. project Elisa Postinghel F Italy Oct11-Sep12 100% CMA Xavier Raynaud M France Jan12-Dec12 20% CMA Torquil M. Sørensen M Norway Apr12-Mar14 100% Assoc. project Jussi Väliviita M Finland Sep09-Sep12 40% Assoc. project Sven Wedemeyer-Bøhm M Germany Sep10-Sep12 40% Assoc. project Other

Name Sex Nationality

Position Period CMA share

Funding (see budget)

Helge Galdal M Norway Senior adviser Mar03-Feb13 100% CMA Lucy Karpen F USA Computer eng. Feb07-Dec12 70% CMA Aslaug K Lyngra F Norway Adm. officer May09-Aug12 100% Host Andrew McMurry M Ireland Scientific prog Oct03-Feb13 100% Host Øyvind Ryan M Norway Proj researcher Jul07-Dec12 100% CMA An Ta Thi Kieu F Vietnam Proj researcher Jan10-Feb13 100% Assoc. proj.

Appendix 2 – Accountings 2012 and 2013

Main project and basis Note Budget 2012 Acc. 2012 Budget 2013 Note Budget 2012 Acc. 2012 Budget 2013Revenues RevenuesOwn share alloc, overhead 1a -139 402 -139 402 0 Univ. Oslo funding 21 -18 302 000 -18 272 000 -2 919 000Proj. indir. costs & terminations 1b -1 470 000 -1 393 238 0 RCN funding 22 -1 152 000 -1 854 000 -292 000RCN CoE-funding 2 -9 000 000 -9 000 000 -1 500 000 Sintef funding 23 -2 848 000 -1 969 000 0Univ. Oslo funding 3 -3 151 000 -3 276 000 -333 000 Other public funding 24 -219 000 -219 000 0Sintef funding 4 -171 000 -166 333 0 EU funding 25 -702 000 -702 000 -117 000RCN other funding 5 0 -100 000 0 Other international funding 26 -2 877 000 -4 242 000 -592 000Other public funding 6 -132 000 -109 482 0 Private funding 27 0 0International funding 7 0 -125 609 0 Total revenues -26 100 000 -27 258 000 -3 920 000Private funding 8 0 -291 420 0NAV Reimbursements 9 0 -123 971 0 ExpendituresTotal revenues -14 063 402 -14 725 455 -1 833 000 Salary 28 20 171 000 21 262 000 2 984 000Expenditures Indirect costs 11 3 377 000 3 524 000 523 000Salary costs 10 10 500 000 10 494 192 1 508 669 Various operational costs 16 1 943 000 1 862 000 310 000Indirect costs 11 1 500 000 1 812 770 Equipment 13 609 000 610 000 103 000Teaching services 12 0 0 Total expenditures 26 100 000 27 258 000 3 920 000Equipment 13 100 000 45 777 Annual result 0 0 0Guests, traveling, conferences 14 900 000 1 019 666 100 000 Accumulated as of Jan 1 0 0 0Public outreach 15 100 000 100 000 Accumulated as of Dec 31 0 0 0Various operational costs 16 150 000 214 880 100 000Total expenditures 13 250 000 13 687 285 1 708 669Annual result -813 402 -1 038 170 -124 331Accumulated as of Jan 1 992 413 992 413 -45 757Accumulated as of Dec 31 179 011 -45 757 -170 088

Total activity Note, app 3 Budget 2012 Acc. 2012 Budget 2013Other projects summarized Note Budget 2012 Acc. 2012 Budget 2013 RevenuesRevenues RCN 17 -3 256 000 -2 192 000 0 Own projects, OH+terminations 1 -1 609 402 -1 532 640 0Revenues EU 18 -979 630 -4 768 058 0 RCN funding 2,5,17,22 -13 408 000 -13 146 000 -1 792 000Other Public funding 19 -1 956 800 -1 416 100 0 Univ. Oslo funding 3,21 -21 453 000 -21 548 000 -3 252 000Total revenues -6 192 430 -8 376 158 0 Sintef funding 4,23 -3 019 000 -2 135 333 0Salary 20 5 650 000 5 647 043 0 Other public funding 6,19,24 -2 307 800 -1 744 582 0Own share alloc, overhead 1a 131 812 0 0 International funding 7,18,25,26 -4 558 630 -9 837 667 -709 000Proj. indir. costs & terminations 1b 1 470 000 1 393 238 0 Private funding 8,27 0 -291 420 0Equipment 0 0 0 NAV Reimbursements 9 0 -123 971 0Various operational costs 16 2 875 000 2 303 065 0 Total revenues -46 355 832 -50 359 613 -5 753 000Total expenditures 10 126 812 9 343 346 0Annual result 3 934 382 967 188 0 ExpendituresAccumulated as of Jan 1 -3 585 125 -3 585 125 -2 617 937 Salary costs 10,20,28 36 321 000 37 403 235 4 492 669Accumulated as of Dec 31 349 257 -2 617 937 -2 617 937 Indirect costs 11 6 478 812 6 730 008 523 000

Teaching services 12 0 0 0Equipment 13 709 000 655 777 103 000Guests, traveling, conferences 14 900 000 1 019 666 100 000

Total activity, accounted Note Budget 2012 Acc. 2012 Budget 2013 Public outreach 15 100 000 100 000 0Revenues -20 255 832 -23 101 613 -1 833 000 Various operational costs 16 4 968 000 4 379 945 410 000Expenditures 23 376 812 23 030 631 1 708 669 Total expenditures 49 476 812 50 288 631 5 628 669Annual result 3 120 980 -70 982 -124 331 Annual result 3 120 980 -70 982 -124 331Accumulated as of Jan 1 -2 592 712 -2 592 712 -2 663 694 Accumulated as of Jan 1 -2 592 712 -2 592 712 -2 663 694Accumulated as of Dec 31 528 268 -2 663 694 -2 788 025 Accumulated as of Dec 31 528 268 -2 663 694 -2 788 025

ACCOUNTED ACTIVITY NON-ACCOUNTED ACTIVITY

TOTAL ACTIVITY, ACCOUNTED AND NON-ACCOUNTED

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Appendix 3 – Notes on accounting 2012 and 2013 1. A. Own share allocations and internal overhead estimations. Our host runs an accounting system

that seeks to include all costs related to all projects. This means that every project is charged for workload contributed by University staff. Moreover every staff member is bought free from their host to contribute to the projects. Finally the various projects contribute overhead rates to the project owner/responsible which is the CMA. In total – over time – this is a zero-sum game. However during the course the system creates unbalanced accountings, both in the involved host departments (of which CMA has four different), in the core CMA-figures, and in the project portfolio.

From 2011 our accountings showed that our host “owed” us NOK 139K at that specific time (year-shift 2011/12). Since the CMA project now has expired, but our project portfolio runs further, we have chosen to report exactly these NOK 139K this time so that we leave the other figures clean when we close the main CMA-accountings. Reality shows that other numbers exists, but they still play a zero-sum game over time, and now the math department is in charge of all these projects. B. Project termination and indirect costs for projects. When subprojects of CMA are closed down, the corresponding surpluses/deficits are transferred to basis. In 2012 we terminated only one project with a deficit of 9K. Ordinary overhead income from our project portfolio brought a contribution of 1402K. Thus the sum is 1393K.

2. RCN CoE-funding. According to the scheme we received a 9M contribution from the RCN. In 2013 we will receive our last contribution of 1.5 M.

3. Univ. Oslo funding. UiO board, free: 2M, 1 Professorship: 751K, Project CSE: 400K, Contributions towards EU-applications submitted: 125K. Total: 3276K. In 2013 we will be granted from UiO board, free: 333K.

4. Contributions from SINTEF. One postdoc 50% from the “Isogeometry” project (J. Hjelmervik), 4 months: 141K, “HOSPITAL”:25K. Total: 166K

5. RCN other funding: 100K received for the CAGD 2012 conference 6. Other public funding. One PhD student 75%, (M. Sætra),from DNMI, 3 months: 109K. 7. International funding. Various institutional contributions towards the CAGD 2012 conference. Total:

126K. 8. Private funding. Personally paid conference fees to the CAGD 2012: 216K. Sales income from

curriculum printings of a CSE-related course MAT-INF1100: 75K. Total: 291K 9. NAV reimbursements. Public reimbursements due to maternity and sick leaves: 124K 10. Salary costs. CoE project and basis activity. Total cost 2012, all included: 10494K. Remaining costs

in 2013 will be 1740K, but we also have a remaining start package fund with 231K left. Total net expected remaining salary expenses: 1509K

11. Indirect costs, per individual. This item covers offices and infrastructure provided for each individual. The rates for 2012 were 123K/97K pr person-year for Phds and postdocs / other. We have explicitly paid, using these rates, our host for all CMA employees. Indirect costs for UiO funded personell, SINTEF personell and affiliates are represented with the same rates.

12. Teaching services. No costs in 2012 13. Equipment. CMA itself mostly obtains computers and additional accessories (accounted figures at 46K

for 2012). The centre members also make use of existing equipment. In the original contracted budget we estimated this to a 2012 amount of 610K (non-accounted figures).

14. Guests, Travelling, Conferences. Appendix 6 and 8 present the results of this extensive bilateral activity. Appendix 5 contains a full list of 2012 conference / workshop events. These items reflect important features of the CMA identity.

15. Public outreach. In 2012 the support of www.matematikk.org is the sole cost. 16. Various operational costs. This item is meant for the daily needs and actions that are not covered by

any other specific item. Operational funds for PhDs and postdocs are included. So are all contributions to the internal project “Computers in Science Education”.

17. RCN projects • 2012: eVITA-project “EMMOS”: 1777K, FRINATEK-project “LIQCRY”: 415K. Total: 2192K • 2013: projects are transferred to the math department

18. EU contributions

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• 2012: FP7 ERC Advanced Grant “INNOSTOCH”: 3570K, FP7 Marie Curie ITN “SAGA”: 680, FP7 ERC Starting Grant “STUCCOFIELDS”: 0. FP7 Marie Curie “EUMLS”: 518K Total: 4768K

• 2013: projects are transferred to the math department 19. Other public funding

• 2012: SIU “NOMA South Africa”: 1416K. • 2013: projects are transferred to the math department

20. Salary costs. Other projects • 2012: Total: 5647K. • 2013: projects are transferred to the math department

21. Univ. Oslo funding. This item covers salary items of all senior researchers and fellows, additional areas and existing equipment provided by the host institution. And, also a major contribution to our CSE project is financially run by the Faculty of Mathematics and Natural sciences.

22. RCN funding. Projects funded by RCN, associated to CMA, accounted by the host 23. Sintef funding. Personell and projects associated to CMA, but accounted by Sintef 24. Other public funding. One PhD partly covered by “Norsk Meteorologisk institutt”. 25. EU funding. Projects funded by EU, associated to CMA, accounted by the host 26. International funding. One PhD-fellow (I. Taib) funded by a grant from the Malaysian government.

One postdoc fellow (E. Leetma) funded by governmental funds from Estonia, The value of 5.5 (confirmed 2012) and 0.5 (confirmed 2013) person-years long-term international guests are also included in this item.

27. Private funding. No items in 2012/13. 28. Salary costs. Non-accounted persons in CMA

Appendix 5 – List of CMA Events 2012

5a. Workshops and conferences arranged at/by CMA Internat. Nat. CMA TotalMeeting Sigma Xi Nordic Chapter Conference Participants: 3 5 10 18May 31 Org. by Paul C. Kettler Talks: 3 0 3 6Int. Conf Eighth International Conference on Mathematical Methods for Curves and Surfaces Participants: 156 12 12 180Jun 28 - Jul3 Org. By Tom Lyche and Knut Mørken Talks: 119 9 7 135Int. Conf Mathematics for Life Sciences Participants: 73 3 3 79Sep 3-14 Org. By Ewald Quak Talks: 75 6 2 83

Intensive courseLevy-driven CARMA models with applications to electricity markets, stochasticvolatility and wind field models Participants: 1 0 15 16

Sep 12-13 Org. By Giulia Di Nunno and Fred Espen Benth Talks: 8 0 0 8

Intensive courseSeminar/course on Energy Derivatives: Spot Models, Forward Models and some Structured Products Participants: 2 0 15 17

Oct 15-18 Org. By Rudiger Kiesel and Fred Espen Benth Talks: 0 0 6 6

WorkshopComputational advances in many-body methods, from first principle methods todensity functional theories Participants: 10 10 5 25

Dec 19-20 Org by Morten Hjorth-Jensen Talks: 5 6 1 12

5b. Seminar and Lecture Series at CMA Internat. Nat. CMA TotalSpring+Fall The CMA seminar series 2012 Talks: 0 0 13 13Spring+Fall The PDE seminar series 2012 Talks: 6 0 0 6Spring+Fall The Stochastic Analysis seminar 2012 Talks: 13 1 14 28Spring+Fall The CMA Guest Lectures 2012 Talks: 0 1 0 1Spring+Fall Geometry seminar series 2012 Talks: 8 3 8 19

5c. International workshops and conferences, (co-)organized by CMA Place CMA personJan 22-27 Introduction to continuum mechanics, eVita winter school Geilo, Norway K.A. LieFeb 12-17 New Trends in Applied Geometry 2012 Villa Cagnola, Italy M. Floater

Mar 3-4 Session on Nonstandard analysis, Sectional Meeting of the American Mathematical Society Hawaii, Manoa, USA T. Lindstrøm

Mar INREC Conference Essen, Germany R. KieselMar 22-23 Industry Challenges in Geometric Modeling, CAD and Simulation Darmstadt, Germany E. QuakJun 18-20 Workshop: PDE Software Frameworks Münster, Germany K. A. Lie

Jun 24-Jul 13 Nuclear Talent school: High-performance computing and computational tools for nuclear physics Trento, Italy M. Hjorth-Jensen

Jul 14-15 Graduate School of the 10th Eurographics Symposium on Geometry Processing (SGP2012) Tallinn, Estonia E. Quak

Jul 16-18 10th Eurographics Symposium on Geometry Processing (SGP2012) Tallinn, Estonia E. QuakAug 13-17 12th ALGA Meeting Rio de Janeiro, Brasil R. PieneAug 14-17 Hinode 6: Out with the old (cycle) and in with the new St. Andrews, Scotland M. CarlssonAug 27-Sep 2 The Zakopane conference on nuclear physics, extremes of the nuclear landscape Zakopane, Poland M. Hjorth-Jensen

Sep 3-5 SPE/SIAM: Mathematical Methods in Fluid Dynamics and Simulation of Giant Oil and Gas Reservoirs Istanbul, Turkey K. A. Lie

Sep 3-7 International Conference on Mathematical Modeling in Physical Sciences Budapest, Hungary M. Hjorth-JensenSep 3-14 Mathematics for Life Sciences Kiev, Ukraine E. QuakSep 6 Kavli Prize Symposium in Astrophysics Oslo, Norway M. CarlssonSep 9-14 3rd Dolomites Workshop on Constructive Approximation and Applications Alba di Canazei, Italy M. Floater

Sep 17-19 Financial Engineering for Energy and Commodity Risk Management and hedging of Commodity Derivatives Vienna, Austria F. E. Benth

Oct 4-5 Energy & Finance Conference Trondheim, Norway R. KieselOct 9-11 3rd SAGA Workshop Trento, Italy R. Piene

Oct 29 - Nov 3 Computational Geometry and Ontologies for Cultural Heritage 3D Digital Libraries – What are the future alternatives for Europeana? Limassol, Cyprus E. Quak

Nov 26-29 SAMSA Conference 2012 Lilongwe, Malawi B. ØksendalDec 4-5 Workshop on Robust Control Zurich, Switzerland B. ØksendalDec 10-13 Solar C meeting Tokyo, Japan M. CarlssonJan 23-27, 2013 Third MSU-ORNL-University of Oslo winter school in Nuclear Physics Tennessee, USA M. Hjorth-Jensen

Appendix 4 - List of associated projects 2012

INDIVIDUALName Source Proj. # Project leader PeriodPhD-student Martin Sætra Meteorologisk institutt Tor Dokken 2009 - 2013PhD-student Imran Taib Malaysian Gov. Fred Espen Benth 2010 - 2013Postdoc Evely Leetma Estonian Science found Tom Lyche 2012 - 2014Postdoc Andreas Ekström Svenske vetenskapsakadem Morten Hjorth-Jenssen 2010 - 2012Postdoc Sven Wedemeyer-Böhm EU/EIF individual grant Mats Carlsson 2007 - 2013

COLLABORATIVE Title Source Proj. # Project leader / Node Period

Studying the early universe with non-gaussianities NFR / YFF Frode Hansen 2007 - 2012

Planck m.m. NFR Per Lilje 2006 - 2012Winter schools in computational mathematics NFR Knut-Andreas Lie 2005 - 2012Shapes, Geometry,and Applications (SAGA) EU FP7 / ITN PITN-GA-2008-214584 Ragni Piene 2008 - 2012Innovations in stochastic Analysis with emphasis on Stochastic control and Information (INNOSTOCH)

EU FP7 / ERC Adv Grant ERC-2008-AdG-228087 Bernt Øksendal 2009 - 2014

Mathematics and its Applications in Southern Africa SIU 2207/10057 Bernt Øksendal 2006 - 2012

North America Exchange Program SIU NNA-2008/10010 Morten Hjorth-Jensen 2008 - 2012

The anisotropic universe – a reality or fluke? EU FP7 / ERC Starting Grant Hans Kristian Eriksen 2010 - 2015

Electricity markets: modelling, optimization and simulation (EMMOS) NFR / eVITA 205328/V30 Fred Espen Benth 2011 - 2014

Structure and scaling in computational field theories (STUCCOFIELDS)

EU FP / ERC Starting grant ERC-2011-StG-278011 Snorre Christiansen 2012 - 2016

EU-Ukrainian Mathematicians for Life Sciences (EUMLS) EU FP7-PEOPLE EU FP7-PEOPLE-2011-

IRSES-295164 Ewald Quak 2012 - 2015

Variational wave equations in liquid crystals (LIQCRY) NFR / FRINATEK 214495 Nils Henrik Risebro 2012 -2015

Managing Weather Risk in Electricity Markets (MAWREN) NFR /RENERGI Fred Espen Benth 2012 - 2015

Physics of the Solar Chromosphere (PHYSCHROM) EU FP7 / ERC Adv Grant Mats Carlsson 2012 - 2016

INTERNALTitle Source Proj. # Project leader Period

Computers in Science Education University of Oslo Knut Mørken, Morten Hjorth-Jensen 2004 - ...

THROUGH SINTEF PARTNERSHIPTitle Source Proj. # Project leader PeriodParallel 3D NFR /KMB 180023/S10 Tor Dokken 2007 - 2012Health Planning (HOSPITAL) NFR / KMB 182610/I40 Tomas Nordlander 2007 - 2012Shapes, Geometry and Applications (SAGA) EU FP7 / ITN PITN-GA-2008-214584 Tor Dokken 2008 - 2013

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APPENDIX 6 – INTERNATIONAL GUESTS OF CMA 2012

• Feb 11 - May 31: Student Sofia Spinelli, University of Milano, Italy Longer research visits (> 1 month)

• Oct 1 - Dec 31: Professor Ann Castelfranco, University of Hawaii, USA • Oct 1 - Dec 31: PhD-student Andrea Bressan, University of Pavia, Italy • Oct 1 - Nov 15: Dr. Ujjwal Koley, Würzburg University, Germany • Aug 6 - Sep 28: Dr. Atsushi Takeuchi, Osaka City University, Japan • Jul 1 - Dec 31: PhD-student Nils Detering, Frankfurt School of Finance and Management, Germany • Jun 15 - Aug 15: Professor Maria A. Vazquez-Castro, Universitat Autonoma de Barcelona, Spain • Jun 4 - Aug 31: PhD-student Tatjana Kalinka, University of Vilnius, Lithuania • Jun 1 - Aug 31: Dr. Tatiana Osipchuk, University of Kiev, Ukraine • May 14 - Aug 19: Student Matthias Laporte, ENSTA ParisTech, France • Apr 22 - May 31: Assistant Professor Knut Waagan, University of Washington, USA • Apr 20 - May 25: Professor Alicia Dickenstein, University of Buenos Aires, Argentina • Apr 1 - Jul 31: Postdoc fellow Wilson Charles, University of Tanzania • Apr 1 - Jun 30: PhD-student André Suess, University of Barcelona, Spain • Feb 20 - May 20: PhD-student Bruno Simoes, Grafitech Trento, Italy • Jan 30 - Jun 29: PhD-student Matthijs Pronk, TU Delft, Netherlands • Jan 1 - Jun 30: Prof Salah Mohammed, Southern Illinois University, Carbondale, USA • Jan 1 - Dec 31: Dr. Paul Carlisle Kettler, Chicago, USA • Dec 15, 2011 - Jan 22: Dr. Trygve Karper, University of Maryland, USA

• Feb 5-23, 2013: Dr. Maria Charina-Kehrein, University of Dortmund, Germany Short term guests (<1 month)

• Jan 20-25, 2013: Prof Donna Mary Salopek, University of New South Wales, Sydney, Australia • Jan 20-24, 2013: Postdoc Benedykt Szozda, University of Aarhus, Denmark. • Dec 19-20: Dr. Jimmy Rotureau, Chalmers Göteborg, Sweden • Dec 19-20: Dr. Christian Forssen, Chalmers Göteborg, Sweden • Dec 19-20: Dr. Sonia Coriani, University of Trieste, Italy • Dec 15-22: Dr. Gaute Hagen, Oak Ridge National Laboratory, USA • Dec 15-21: Dr. Olivier M. Pamen, University of Liverpool, UK • Dec 7-21: Dr. Rodwell Kufakunesu, University of Zimbabwe • Nov 19-23: Professor Nigel Cutland, University of York, UK • Oct 15-18: Dr. Ya Wen, University of Duisburg-Essen, Germany • Oct 15-18: Dr. Richard Biegler-Koenig, University of Ulm, Germany • Oct 8-13: PhD-student André Suess, University of Barcelona, Spain • Oct 4-12: Professor Richard F. Riesenfeld, University of Utah, USA • Sep 11-13: Professor Claudia Kluppelberg, University of Munich, Germany • Aug 28 Sep 18: Dr. Maria Charina-Kehrein, University of Dortmund, Germany • Aug 20-31: Dr. Suleyman Ulusoy • Aug 19 - Sep 1: Dr. Bart De Pontieu, Lockheed Martin Solar and Astrophysics Laboratory, USA • Jul 4-7: Prof. Nira Dyn, Tel Aviv University, Israel • Jun 24-30: PhD-student Nacira Agram, University of Biskra, Algeria • Jun 3-8: Dr. Juan Gerardo Alcazar, University of Alcalá, Spain • May 31: Prof Joseph Whittaker, USA • May 31: Prof Bertis B. Little, USA • May 22-23: Assoc. Professor Magnus Svärd, University of Bergen, Norway • May 20-26: Prof. Laura Spinolo, University of Pavia, Italy • May 15-17: Dr. Paul Kruehner, University of Kiel, Germany • May 15: Prof. Randall J. Leveque, University of Washington, USA • May 2-6: Professor Kai Hormann, Lugano, Switzerland • Apr 29 - May 4: Prof. Christian Klingenberg, University of Würzburg, Germany • Apr 24-26: Dr. Asma Khedher, TU Munchen, Germany • Mar 26-28: PhD-student Nina Lange, Copenhagen Business School, Denmark • Mar 18-31: Prof. Giuseppe M. Coclite, University of Bari, Italy • Jan 26-30: Prof. Gianpaolo Oriolo, University of Rome, Italy • Jan 8-13: Dr. Boris Andreianov, Universite de Franche-Comte, Besancon, France • Jan 8-11: Prof Jan Pedersen, University of Århus, Denmark

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Jun28 - Jul 3: International participants at the international conference: “Eighth International Conference on Mathematical Methods for Curves and Surfaces”: Hamrani Abderrachid Algeria; Ibrahim Adamou Spain; Juan Gerardo Alcazar Spain; Yerbol Aldanov Kazakhstan; Maha Alhajri UK; Loay Alkafafi Germany; Francesc Arandiga Spain; Olabisi Ayanwale Ukraine; Yuliya Babenko USA; Mihail Banaru Russia; Bohumir Bastl Czech Republic; Rick Beatson New Zealand; Carolina Vittoria Beccari Italy; Jean-Paul Berrut Switzerland; Peter Binev USA; Sergiy Borodachov USA; Mario Botsch Germany; Gulter Budakci Turkey; Salvatore Cacciola Lithuania; Jesus Carnicer Spain; Eva Cernohorska Czech Republic; Maria Charina Germany; Nicolas Charon France; Jon Cherrie UK; Charles Chui United States; Hana Clavner Israel; Albert Cohen France; Elaine Cohen United States; Constanza Conti Italy; Quoc Viet Dang France; Oleg Davydov UK; Shai Dekel Israel; Jorge Delgado Gracia Spain; Eric Demers Canada; Klaus Denker Germany; Cetin Disibuyuk Turkey; Rosa Donat Spain; Florian Dort Germany; Nira Dyn Israel; Yunlong Feng Hong Kong; Leonardo Fernández Jambrina Spain; Oleg Fryazinov UK; Vladimir Garanzha Russia; Irina Georgieva Bulgaria; Carlotta Giannelli Austria; Lyudmila Gnatyuk-Danilchuk Russia; Ron Goldman USA; Victor Gotlib Israel; Jens Gravesen Denmark; David Gruber Austria; Nira Gruberger Israel; Jerome Guenard France; Hans Hagen Germany; Marco Hamann Germany; Thomas Hangelbroek USA; Stanislav Harizanov Germany; Irena Harutyunyan Armenia; Mokhtari Hichem Algeria; Madalina Hodorog Germany; Belaidi Idir Algeria; Gasper Jaklic Slovenia; Michael Johnson Kuwait; Tadej Kanduc Slovenia; Kestutis Karciauskas Lithuania; Scott Kersey USA; Gabor Kiss Austria; Georges Klein Switzerland; Bostjan Kovac Slovenia; Marjeta Krajnc Slovenia; Rimvydas Krasauskas Lithuania; Michael Kremer Germany; Thomas Kronfeld Germany; Liudmila Kudryavtseva Russia; Boris Kvasov Russia; Miroslav Lavicka Czech Republic; Evely Leetma Estonia; Licia Lenarduzzi Italy; Jeremy Levesley UK; Sven Linden Germany; Yaron Lipman Israel; Charles Loop USA; Lin-Tian Luh Taiwan; Xinhui Ma UK; Georg Maier Germany; Esmeralda Mainar Spain; Anton Makarov Russia; Philippe Mangin France; Carla Manni Italy; Angelos Mantzaflaris Austria; Janick Martinez Esturo Germany; Sara Mayberg Israel; Facundo Memoli Australia; Serena Morigi Italy; Bernard Mourrain France; Yukie Nagai Japan; Yutaka Ohtake Japan; Halil Oruc Turkey; Peter Oswald Germany; Qing Pan Austria; Bertrand Pellenard France; Juan M. Pena Spain; Jorg Peters USA; Karla Pockaj Slovenia; Sergey Podkorytov France; Hartmut Prautzsch Germany; Richard Riesenfeld USA; Michael Rom Germany; Lucia Romani Italy; Milvia Rossini Italy; Marco Rucci Italy; Malcolm Sabin UK; Rachel Saffar France; Takafumi Saito Japan; Maria Lucia Sampoli Italy; Javier Sanchez-Reyes Spain; Tomas Sauer Germany; Bonita Saunders USA; Dominik Schmid Germany; Thilo Schneider Germany; Tino Schulz France; Larry L. Schumaker USA; David Sevilla Austria; Dongjoe Shin UK; Vin de Silva USA; Yilmaz Simsek Turkey; Zbynek Sir Czech Republic; Nada Sissouno Germany; Dmitry Sokolov France; Tatyana Sorokina USA; Malick Sowe Gambia; Hendrik Speleers Belgium; Gabriele Steidl Germany; Hiromasa Suzuki Japan; Thomas Takacs Austria; Mamatov Tulkin Uzbekistan; Georg Umlauf Germany; Michael Unser Switzerland; Vito Vitrih Slovenia; Johannes Wallner Austria; Holger Wendland Germany; Yudi Widodo Indonesia; Pawel Wozny Poland; Si Xiaoyun France; Roman Yakovlev Russia; Ying Yang UK; Erol Yasar Turkey; Wee Ping Yeo UK; Norimasa Yoshida Japan; Dionisio Yáñez Spain; Emil Zagar Slovenia; Zvi Ziegler Israel; Wolfgang zu Castell Germany; Severinas Zube Lithuania; Avi Zulti Israel; Sep 3-14: International participants at Workshop “Mathematics for Life Sciences” in Kiev, Ukraine: Antoniouk, Alexandra Ukraine; Bazaliy, Boris Ukraine; Belikova, Taisija Ukraine; Bergmann, Ronny Germany; Consolo, Filippo Italy; Erb, Wolfgang Germany; Fiore, Gianfranco Beniamino Italy; Fory�s, Urszula Poland; Gautieri, Alfonso Italy; Gerasimenko, Viktor Ukraine; Goriunov, Andrii Ukraine; Grushka, Yaroslav Ukraine; Henkel, Daniel Germany; Kalmykov, Vladimir Ukraine; Kazmerchuk, Anatoliy Ukraine; Keller, Karsten Germany; Kosterin, Sergiy Ukraine; Krasnopolskaya, Tatyana Netherlands; Kriukova, Galyna Ukraine; Kukush, Alexander Ukraine; Kyselova, Anna Ukraine; Kyselova, Olga Ukraine; Langemann, Dirk Germany;Leopaldi, Alberto Maria Italy; Los, Valerii Ukraine; Lushchyk, Ulyana Ukraine; Maksymenko, Sergiy Ukraine; Masiuk, Sergii Ukraine; Mel'nyk, Taras Ukraine; Mikhailets, Vladimir Ukraine; Murach, Aleksandr Ukraine; Nastenko, Ievgen Russia; Nesterenko, Borys Ukraine; Nesteruk, Igor Ukraine; Novotarskyi Mykhailo Ukraine; Novytskyy, Viktor Ukraine; Occhetta, Paola Italy; Osipchuk, Tatiana Russia; Overko, Vitaliy Russia; Paulick, Claudia Germany; Pechuk, Evgeniy Ukraine; Pelosi, Alessandra Italy; Penka, Sebastian Germany; Pereverzev, Sergei Austria; Pilipenko, Andrey Ukraine; Piotrowska, Monika Joanna Poland; Popov, Andrey Ukraine; Prestin, Jürgen Germany; Rajevskaja, Irina Russia; Rajevskaja, Marina Russia; Rasponi, Marco Italy; Redaelli, Alberto Italy; Rössler, Andreas Germany; Sadovij, Dmytro Ukraine; Savkina, Marta Ukraine; Semenova Evgeniya Ukraine; Sivak, Olena Ukraine; Skobtsov, Vadim Russia; Skobtsov, Yuriy Russia; Sorokina, Anna Russia; Stevanella, Marco Italy;Teteryatnik, Elena Ukraine; Timokha, Alexander Ukraine; Unakafov, Anton Germany; Unakafova, Valentina Germany; Valerio, Lorenzo Italy; Vasylyeva, Nataliya Ukraine; Vesentini, Simone Italy; Vismara, Riccardo Italy; Voitovich, Michail Russia; Votta, Emiliano Italy; Zhdanov, Ivan Russia; Zubkov, Vladimir Russia.

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APPENDIX 7 – PUBLICATIONS 2012 7a. Scientific articles in refereed journals, published 2012/13 1. Antolin, Patrick; Rouppe, VDVL. Observing the fine structure of loops through high-resolution

spectroscopic observations of coronal rain with the crisp instrument at the Swedish solar telescope. The Astrophysical Journal 2012;745(2):1-21

2. Barrowclough, Oliver; Dokken, Tor. Approximate Implicitization Using Linear Algebra. Journal of Applied Mathematics 2012;293746;1-25

3. Barth, Andrea; Lang, A. Simulation of stochastic partial differential equations using finite element methods. Stochastics: An International Journal of Probablitiy and Stochastic Processes 2012;84(2-3):217-231

4. Benth, Fred Espen; Di Nunno, Giulia; Khedher, Asma. A note on convergence of option prices and their Greeks for Lévy models. Stochastics: An International Journal of Probablitiy and Stochastic Processes 2013

5. Benth, Fred Espen; Dahl, Geir; Mannino, Carlo. Computing Optimal Recovery Policies for Financial Markets. Operations Research 2012;60:1373-1388

6. Benth, Fred Espen; Sgarra, C. The Risk Premium and the Esscher Transform in Power Markets. Stochastic Analysis and Applications 2012;30(1):20-43

7. Benth, Fred Espen; Lempa, Jukka; Nilssen, TK. On the optimal exercise of swing options in electricity markets. Journal of Energy Markets 2012;4(4):3-28

8. Benth, Fred Espen; Kiesel, Rüdiger; Nazarova, A. A critical empirical study of three electricity spot price models. Energy Economics 2012;34:1589-1616

9. Bauer, D; Benth, Fred Espen; Kiesel, Rüdiger. Modeling the forward surface of mortality. SIAM Journal on Financial Mathematics 2012;3:639-666

10. Benth, Fred Espen; Biegler-Koenig, R; Kiesel, Rüdiger. An empirical study of the information premium on electricity markets. Energy Economics 2013;36:55-77

11. Saltyte Benth, J; Benth, Fred Espen. A critical view on temperature modelling for application in weather derivatives markets. Energy Economics 2012;34(2):592-602

12. Benth, Fred Espen; Di Nunno, Giulia; Khedher, Asma. Computation of Greeks in multifactor models with applications to power and commodities markets. Journal of Energy Markets 2012;5(4):3-31

13. Biagini, Francesca; Meyer-Brandis, T; Hu, Yaozhong; Øksendal, Bernt. Insider trading equilibrium in a market with memory. Mathematics and Financial Economics 2012;6:229-247

14. Biagini Fransesca; Widenmann J. Pricing of unemployment insurance products with doubly stochastic Markov chains, International Journal of Theoretical and Applied Finance 2012;15(4):1-32

15. Biagini Fransesca; Cretarola A. Local risk-minimization with recovery process, Applied Mathematics and Optimization 2012;65(3):293-314

16. Brown, Iain Alastair; Christopherson, AJ; Malik, KA. The magnitude of the non-adiabatic pressure in the cosmic fluid. Monthly notices of the Royal Astronomical Society 2012;423(2):1411-1415

17. Brown, Iain Alastair; Hammami, A. Gauge issues in extended gravity and f(R) cosmology. Journal of Cosmology and Astroparticle Physics 2012;4:1-19

18. Seahra, SS; Brown, Iain Alastair; Hossain, GM; Husain, V. Primordial polymer perturbations. Journal of Cosmology and Astroparticle Physics 2012;10:1-32

19. Bruvoll, Solveig; Reimers, Martin. Spherical Surface Parameterization for Perspective Shape From Shading. Pattern Recognition Letters 2012;33(1):33-40

20. Carlsson, Mats; Leenaarts, J. Approximations for radiative cooling and heating in the solar chromosphere. Astronomy and Astrophysics 2012;539:1-10

21. De Pontieu, B; Carlsson, Mats; Rouppe, VDVL; Rutten, R; Hansteen, Viggo; Watanabe, H. Ubiquitous torsional motions in type II spicules. The Astrophysical Journal 2012;752:(1):1-6

22. de la Cruz Rodriguez, J; Socas-Navarro, H; Carlsson, Mats; Leenaarts, J. Non-local thermodynamic equilibrium inversions from a 3D magnetohydrodynamic chromospheric model. Astronomy and Astrophysics 2012;543:1-13

23. de la Cruz Rodriguez, J; Socas-Navarro, H; Carlsson, Mats; Leenaarts, J. Chromospheric Magnetic Fields: Observations, Simulations and their Interpretation. Astronomical Society of the Pacific Conference Series 2012;463:15-23

24. Antolin, P; Carlsson, Mats; Rouppe, VDVL; Verwichte, E; Vissers, GJM. A Sharp Look at Coronal Rain with Hinode/SOT and SST/CRISP. Astronomical Society of the Pacific Conference Series 2012;455:253-260

25. Antolin, P; Shibata, K; Carlsson, Mats; Rouppe, VDVL; Vissers, GJM; Hansteen, Viggo. Implications for Coronal Heating from Coronal Rain. Astronomical Society of the Pacific Conference Series 2012;454:171-174

26. Carlsson, Mats et.al. Chromospheric Lyman-alpha spectro-polarimeter (CLASP). Proceedings of SPIE, the International Society for Optical Engineering 2012;8443:1-17

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27. Carlsson, Mats et.al. The Chromospheric Lyman-Alpha SpectroPolarimeter: CLASP. Astronomical Society of the Pacific Conference Series 2012;456:233-240

28. Leenaarts, J; Carlsson, Mats; Rouppe, VDVL. The Formation of the Hα Line in the Solar Chromosphere. The Astrophysical Journal 2012;749(2):1-14

29. Pereira, TMD; De Pontieu, B; Carlsson, Mats. Quantifying spicules. The Astrophysical Journal 2012;759(1):1-16

30. Štěpán, J; Trujillo Bueno, J; Carlsson, Mats; Leenaarts, J. The Hanle effect of Lyα in a magneto-hydrodynamic model of the solar transition region. The Astrophysical Journal 2012;758:(2):1-5

31. Che Taib, Che Mohd Imran; Benth, Fred Espen. Pricing of temperature index insurance. Review of Development Finance 2012;2(1):22-31

32. Christiansen, Snorre; Halvorsen, Tore. A simplicial gauge theory. Journal of Mathematical Physics 2012;53(3):1-17

33. Bebiano, N; Dahl, Geir; da Silva, JD; da Fonseca, CM. Preface to the Proceedings of the Coimbra Meeting on 0-1 Matrix Theory and Related Topics. Linear Algebra and its Applications 2012;436(4):789-790

34. Brualdi, RA; Dahl, Geir. Majorization classes of integral matrices. Linear Algebra and its Applications 2012;436(4):802-813

35. Dahl, Geir. A matrix-based ranking method with application to tennis. Linear Algebra and its Applications 2012;437(1):26-36

36. Dahl, Geir. Martingale matrix classes and polytopes. Linear Algebra and its Applications 2012;437(7):1722-1733

37. Dahl, Geir; Brualdi, RA. An extension of the polytope of doubly stochastic matrices. Linear and multilinear algebra 2013;61(3):393-408

38. Di Nunno, Giulia; Bion-Nadal, J. Dynamic no-good-deal pricing measures and extension theorems for linear operators on L∞. Finance and Stochastics 2013

39. Dokken, Tor; Lyche, Tom; Pettersen, KF. Polynomial splines over locally refined box-partitions. Computer Aided Geometric Design 2013;30(3):331-356

40. DiJulio, DD; Cederkall, J; Ekström, Jan Andreas; Fahlander, C; Hjorth-Jensen, Morten. Shell model based Coulomb excitation gamma-ray intensity calculations in Sn-107. Physica Scripta 2012;T150:1-4

41. Ekström, Jan Andreas; Hjorth-Jensen, Morten; et al. Excitation strengths in Sn-109: Single-neutron and collective excitations near Sn-100. Physical Review C. Nuclear Physics 2012;86(3):1-5

42. Eriksen, Hans Kristian; Hansen, Frode; Lilje, Per; et al. Planck intermediate results I. Further validation of new Planck clusters with XMM-Newton. Astronomy and Astrophysics 2012;543:1-14

43. Armitage-Caplan, C; Dunkley, J; Eriksen, Hans Kristian; Dickinson, C. Impact on the tensor-to-scalar ratio of incorrect Galactic foreground modelling. Monthly notices of the Royal Astronomical Society 2012;424(3):1914-1924

44. Eriksen, Hans Kristian; et al. Analysis of wmap 7 year temperature data: Astrophysics of the galactic haze. The Astrophysical Journal 2012;755(1):1-16

45. Eriksson, Marcus; Lempa, Jukka; Nilssen, TK. Swing options in commodity markets: A multidimensional Lèvy diffusion model. Mathematical Methods of Operations Research 2012

46. Fernandez-Fernandez, Maria-Cruz; Castro-Jimenez, FJ. On irregular binomial D-modules. Mathematische Zeitschrift 2012;272(3-4):1321-1337

47. Brodtkorb, AR; Hagen, Trond Runar; Sætra, Martin Lilleeng. Graphics processing unit (GPU) programming strategies and trends in GPU computing. Journal of Parallel and Distributed Computing 2013;73(1):4-13

48. Halvorsen, Tore; Kvaal, Simen. Manifestly gauge invariant discretizations of the Schrodinger equation. Physics Letters A 2012;376(12-13):1107-1114

49. Halvorsen, Tore; Sørensen, Torquil Macdonald. Simplicial gauge theory and quantum gauge theory simulation. Nuclear Physics B 2012;854(1):166-183

50. Donzelli, S; Hansen, Frode; Liguori, M; Marinucci, D; Matarrese, S. On the linear term correction for needlet/wavelet non-Gaussianity estimators. The Astrophysical Journal 2012;755(1):1-10

51. Iuppa, R; Di Sciascio, G; Hansen, Frode; Marinucci, D; Santonico, R. A needlet-based approach to the shower-mode data analysis in the ARGO-YBJ experiment. Nuclear Instruments and Methods in Physics Research Section A : Accelerators, Spectrometers, Detectors and Associated Equipment 2012;692:170-173

52. Scodeller, S; Hansen, Frode. Masking versus removing point sources in CMB data: the source-corrected wmap power spectrum from new extended catalog. The Astrophysical Journal 2012;761(2):1-9

53. Scodeller, S; Hansen, Frode; Marinucci, D. Detection of new point sources in wmap 7 year data using internal templates and needlets. The Astrophysical Journal 2012;753(1):1-12

54. Hansteen, Viggo; Velli, M. Solar Wind Models from the Chromosphere to 1 AU. Space Science Reviews 2012;172:89-121

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55. Martinez-Sykora, J; De Pontieu, B; Hansteen, Viggo. Two-dimensional radiative magneto-hydrodynamic simulations of the importance of partial ionization in the chromosphere. The Astrophysical Journal 2012;753(2):1-20

56. Testa, P; De Pontieu, B; Martinez-Sykora, J; Hansteen, Viggo; Carlsson, Mats. Investigating the reliability of coronal emission measure distribution diagnostics using three-dimensional radiative magneto-hydrodynamic simulations. The Astrophysical Journal 2012;758(1):1-28

57. Zurbuchen, TH; von Steiger, R; Gruesbeck, J; Landi, E; Lepri, ST; Zhao, L; Hansteen, Viggo. Sources of Solar Wind at Solar Minimum: Constraints from Composition Data. Space Science Reviews 2012;172:41-55

58. Hjorth-Jensen, Morten; Ekström, Jan Andreas; et al. Coulomb excitation of Sn-107. European Physical Journal A 2012;48(7):1-6

59. Hagen, G; Hjorth-Jensen, Morten; Jansen, Gustav; Machleidt, R; Papenbrock, T. Evolution of Shell Structure in Neutron-Rich Calcium Isotopes. Physical Review Letters 2012;109(3):1-5

60. Hagen, G; Hjorth-Jensen, Morten; Jansen, Gustav; Machleidt, R; Papenbrock, T. Continuum Effects and Three-Nucleon Forces in Neutron-Rich Oxygen Isotopes. Physical Review Letters 2012;108(24):1-4

61. Hjorth-Jensen, Morten; et al. Measurement of the Ru-96 g(4(1)(+)) factor and its nuclear structure interpretation. Physical Review C. Nuclear Physics 2012;85(1):1-5

62. Gesztesy, F; Goldstein, J; Holden, Helge; Teschl, G. Abstract wave equations and associated Dirac-type operators. Annali di Matematica Pura ed Applicata 2012;191(4):631-676

63. Holden, Helge; Lubich, C; Risebro, Nils Henrik. Operator splitting for partial differential equations with Burgers nonlinearity. Mathematics of Computation 2013;82:173-185

64. Grunert, K; Holden, Helge; Raynaud, Xavier. Global conservative solutions to the Camassa-Holm equation for initial data with nonvanishing asymptotics. Discrete and Continuous Dynamical Systems. Series A 2012;32(12):4209-4227

65. Grunert, K; Holden, Helge; Raynaud, Xavier. Global Solutions for the Two-Component Camassa-Holm System. Communications in Partial Differential Equations 2012;37(12):2245-2271

66. Holden, Helge; Holden, L. Optimal rebalancing of portfolios with transaction costs. Stochastics: An International Journal of Probablitiy and Stochastic Processes 2012;doi:10.1080/17442508.2011.651219

67. Hosking, John. A Stochastic Maximum Principle for a Stochastic Differential Game of a Mean-Field Type. Applied mathematics and optimization 2012;66(3):415-454

68. Haadem, Sven; Turpin, I; Baghery, F; Øksendal, Bernt. Optimal stopping and stochastic control differential games for jump diffusions. Stochastics 2012;DOI:10.1080/17442508.2011.652116

69. Bendahmane, M; Karlsen, Kenneth. A note on entropy solutions for degenerate parabolic equations with L^1\cap L^p data. International Journal of Dynamical Systems and Differential Equations 2012;4:78-92

70. Bendahmane, M; Karlsen, Kenneth; Saad, M. Nonlinear anisotropic elliptic and parabolic equations with variable exponents and L/1 data. Communications on Pure and Applied Analysis 2013;12(3):1201-1220

71. Karlsen, Kenneth; Koley, Ujjwal; Risebro, Nils Henrik. An error estimate for the finite difference approximation to degenerate convection-diffusion equations. Numerische Mathematik 2012;121(2):367-395

72. Chen, GQ; Ding, Q; Karlsen, Kenneth. On nonlinear stochastic balance laws. Archive for Rational Mechanics and Analysis 2012;204:707-743

73. Coclite, GM; Karlsen, Kenneth. On an initial-boundary value problem for the hyperelastic rod wave equation. Advances in Differential Equations 2012;17(1-2):37-74

74. Coclite, GM; Karlsen, Kenneth; Mishra, Siddhartha; Risebro, Nils Henrik. A hyperbolic-elliptic model of two-phase flow in porous media existence of entropy solutions. International Journal of Numerical Analysis & Modeling 2012;9(3):562-583

75. Karlsen, Kenneth; Karper, TK. A convergent mixed method for the Stokes approximation of viscous compressible flow. IMA Journal of Numerical Analysis 2012;32(3):725-764

76. Evje, S; Karlsen, Kenneth. Analysis of a compressible gas-liquid model motivated by oil well control operations. Acta Mathematica Scientia 2012;32(1):295-314

77. Kettler, Paul Carlisle; Proske, FN; Yablonski, A. Market microstructure and price discovery. Journal of Mathematical Finance 2013;3(1)

78. Khedher, Asma. Computation of the Delta in Multidimensional Jump-Diffusion Setting with Applications to Stochastic Volatility Models. Stochastic Analysis and Applications 2012;30(3):403-425

79. Kiesel, Rüdiger; Metka, K. A Multivariate Commodity Analysis with Time-Dependent Volatility: Evidence from the German Energy Market. Zeitschrift für Energiewirtschaft, 2012;10.1007/s12398-012-0102-4

80. Grüll, G; Kiesel, Rüdiger. Quantifying the CO2 permit price sensitivity, Zeitschrift für Energiewirtschaft 2012;36(2):101-111

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81. Klausen, Runhild Aae; Rasmussen, AF; Stephansen, A. Velocity interpolation and streamline tracing on irregular geometries. Computational Geosciences 2012;16(2):261-276

82. Klausen, Runhild Aae; Stephansen, A. Convergence of multi-point flux approximations on general grids and media. International Journal of Numerical Analysis & Modeling 2012;9(3):584-606

83. Koley, Ujjwal. Error estimate for a fully discrete spectral scheme for Korteweg-de Vries-Kawahara equation. Central European Journal of Mathematics 2012;10(1):173-187

84. Koley, Ujjwal; Mishra, Siddhartha; Risebro, Nils Henrik; Svärd, M. Higher-order finite difference schemes for the magnetic induction equations with resistivity. IMA Journal of Numerical Analysis 2012;32(3):1173-1193

85. Kvaal, Simen. Ab initio quantum dynamics using coupled-cluster. Journal of Chemical Physics 2012;136(19):1-15

86. Lempa, Jukka. Optimal Stopping with Information Constraint. Applied mathematics and optimization 2012;66(2):147-173

87. Lempa, Jukka. Optimal stopping with random exercise lag. Mathematical Methods of Operations Research 2012;75(3):273-286

88. Lempa, Jukka; Matomäki, P. A Dynkin game with asymmetric information, Stochastics An International Journal of Probability and Stochastic Processes 2012:1-26

89. Alpak, FO; Pal, M; Lie, Knut-Andreas. A Multiscale Adaptive Local-Global Method for Modeling Flow in Stratigraphically Complex Reservoirs. SPE Journal 2012;17(4):1056-1070

90. Hauge, VL; Lie, Knut-Andreas; Natvig, JR. Flow-based coarsening for multiscale simulation of transport in porous media. Computational Geosciences 2012;16(2):391-408

91. Lie, Knut-Andreas; Krogstad, S; Ligaard, IS; Natvig, JR; Nilsen, HM; Skaflestad, B. Open-source MATLAB implementation of consistent discretisations on complex grids. Computational Geosciences 2012;16(2):297-322

92. Lie, Knut-Andreas; Natvig, JR; Nilsen, HM. Discussion of dynamics and operator splitting techniques for two-phase flow with gravity. International Journal of Numerical Analysis & Modeling 2012;9(3):684-700

93. Nilsen, HM; Natvig, JR; Lie, Knut-Andreas. Accurate Modeling of Faults by Multipoint, Mimetic, and Mixed Methods. SPE Journal 2012;17(2):568-579

94. Nilsen, HM; Syversveen, AR; Lie, Knut-Andreas; Tveranger, J; Nordbotten, JM. Impact of top-surface morphology on CO2 storage capacity. International Journal of Greenhouse Gas Control 2012;11:221-235

95. Lyche, Tom; Mazure, M-L. Piecewise Chebyshevian multiresolution analysis. East Journal on Approximations 2012;17(4):410-426

96. D'Andreagiovanni, F; Mannino, Carlo; Sassano, A. GUB Covers and Power-Indexed formulation for Wireless Network Design. Management science 2012

97. Mannino, Carlo; Holte, M. The implementor/adversary algorithm for the cyclic and robust scheduling problem in health-care. European Journal of Operational Research 2012;226:551-559

98. Mannino, Carlo; Nilssen, EJ; Nordlander, T. A pattern based, robust approach to cyclic master surgery scheduling. Journal of Scheduling 2012;15(5):553-563

99. Melvær, Eivind Lyche; Mørken, Knut; Samset, E. A motion constrained cross-wire phantom for tracked 2D ultrasound calibration. International Journal of Computer Assisted Radiology and Surgery 2012;7(4):611-620

100. Melvær, Eivind Lyche; Reimers, Martin. Geodesic Polar Coordinates on Polygonal Meshes. Computer graphics forum (Print) 2012;31(8):2423-2435

101. Mishra, Siddhartha; Tadmor, E. Constraint preserving schemes using potential-based fluxes. III. Genuinely multi-dimensional schemes for MHD equations. Mathematical Modelling and Numerical Analysis 2012;46(3):661-680

102. Mishra, Siddhartha; Fjordholm, U; Tadmor, E. Arbitrarily high-order accurate entropy stable essentially nonoscillatory schemes for systems of conservation laws. SIAM Journal on Numerical Analysis 2012;50(2):544-573

103. Mishra, Siddhartha; Schwab, C. Sparse tensor product Multi-level Monte Carlo finite volume methods for hyperbolic conservation laws with random initial data. Mathematics of Computation 2012;81(280):1979-2018

104. Mishra, Siddhartha; Kumar, H. Entropy stable numerical schemes for two-fluid plasma equations. Journal of Scientific Computing 2012;52(2):401-425

105. Mishra, Siddhartha; Schwab, C; Sukys, J. Multi-level Monte Carlo methods finite volume methods for systems of conservation laws in multi-dimensions. Journal of Computational Physics 2012;231(8):3365-3388

106. Mishra, Siddhartha; Schwab, C; Sukys, J. Multilevel Monte-Carlo finite volume methods for shallow water equations with uncertain topography in Multi-dimensions. SIAM Journal on Scientific Computing 2012;34(6):B761-B784

107. Mishra, Siddhartha; Cori, P. Stable finite difference schemes for the magnetic induction equations with Hall effect. BIT Numerical Mathematics 2013

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108. Muntingh, Georg. Divided Differences of Multivariate Implicit Functions. BIT Numerical Mathematics 2012;52(3):703-723

109. Muntingh, Georg. Implicit Divided Differences, Little Schröder Numbers, and Catalan Numbers. Journal of Integer Sequences 2012;15:1-11

110. Næss, Sigurd Kirkevold. Application of the Kolmogorov-Smirnov test to CMB data: Is the universe really weakly random?. Astronomy and Astrophysics 2012;538:1-4

111. Næss, Sigurd Kirkevold; Eriksen, Hans Kristian; et al. Second season quiet observations: measurements of the cosmic microwave background polarization power spectrum at 95 GHz. The Astrophysical Journal 2012;760(2):1-10

112. Wehus, IK; Næss, Sigurd Kirkevold; Eriksen, Hans Kristian. Bayesian noise estimation for non-ideal cosmic microwave background experiments. Astrophysical Journal Supplement Series 2012;199(1):1-8

113. Okur, Yeliz Yolcu; Proske, FN; Salleh, HB. SDE solutions in the space of smooth random variables. Communications on Stochastic Analysis 2012;6(3):451-470

114. Okur, Yeliz Yolcu. An extension of the Clark-Ocone formula under benchmark measure for Levy processes. Stochastics: An International Journal of Probablitiy and Stochastic Processes 2012;84(2-3):251-272

115. Judge, PG; de Pontieu, B; McIntosh, S; Olluri, Kosovare. The connection of Type II Spicules to the Corona. The Astrophysical Journal 2012;746(2):1-9

116. Pamen, Olivier Menoukeu; Meyer-Brandis, T; Proske, FN; Salleh, HB. Malliavin Calculus Applied to Optimal Control of Stochastic Partial Differential Equations with Jumps. Stochastics: An International Journal of Probablitiy and Stochastic Processes 2012

117. Pamen, Olivier Menoukeu; Proske, FN; Salleh, HB. Stochastic Differential Games in Insider markets via Malliavin Calculus. Journal of Optimization Theory and Applications 2012

118. Postinghel, Elisa. A new proof of the Alexander-Hirschowitz intepolation theorem. Annali di Matematica Pura ed Applicata 2012;191(1):77-94

119. Di Biagio, L; Postinghel, Elisa. Apolarity, Hessian and Macaulay polynomials. Communications in Algebra 2013;41:226-237

120. Qviller, Nikolay. The Di Francesco-Itzykson-Göttsche Conjectures for Node Polynomials of P^2. International Journal of Mathematics 2012;23(4):1-19

121. Cohen, D; Raynaud, Xavier. Convergent numerical schemes for the compressible hyperelastic rod wave equation. Numerische Mathematik 2012;122(1):1-59

122. Morvan, T; Reimers, Martin; Samset, E. Efficient Image-Based Proximity Queries with Object-Space Precision. Computer graphics forum (Print) 2012;31(1):62-74

123. Seljebotn, Dag Sverre. Wavemoth-fast spherical harmonic transforms by butterfly matrix compression. Astrophysical Journal Supplement Series 2012;199(1):1-12

124. Brodtkorb, AR; Sætra, Martin Lilleeng; Altinakar, M. Efficient shallow water simulations on GPUs: Implementation, visualization, verification, and validation. Computers & Fluids 2012;55:1-12

125. Sætra, Martin Lilleeng; Brodtkorb, AR. Shallow Water Simulations on Multiple GPUs. Lecture Notes in Computer Science = Lecture notes in artificial intelligence 2012;7134:56-66

126. Ta, An Thi Kieu; Øksendal, Bernt. A maximum principle for stochastic differential games with g-expectations and partial information. Stochastics: An International Journal of Probablitiy and Stochastic Processes 2012;84:137-155

127. Duan, Y; Tai, Xue-Cheng. Domain decomposition methods with graph cuts algorithms for total variation minimization. Advances in Computational Mathematics 2012;36(2):175-199

128. Gu, Y; Wang, LL; Tai, Xue-Cheng. A direct approach toward global minimization for multiphase labeling and segmentation roblems. IEEE Transactions on Image Processing 2012;21(5):2399-2411

129. Hahn, J; Wu, C; Tai, Xue-Cheng. Augmented Lagrangian Method for Generalized TV-Stokes Model. Journal of Scientific Computing 2012;50(2):235-264

130. Shi, Y; Wang, LL; Tai, Xue-Cheng. Geometry of total variation regularized L-p-model. Journal of Computational and Applied Mathematics 2012;236(8):2223-2234

131. Wu, C; Zhang, J; Duan, Y; Tai, Xue-Cheng. Augmented Lagrangian method for total variation based image restoration and segmentation over triangulated surfaces. Journal of Scientific Computing 2012;50(1):145-166

132. Clemson, T; Koyama, K; Zhao, GB; Maartens, R; Väliviita, Jussi. Interacting dark energy: Constraints and degeneracies. Physical Review D. Particles and fields 2012;85(4):1-12

133. Väliviita, Jussi; Savelainen, M; Talvitie, M; Kurki-Suonio, H; Rusak, S. Constraints on scalar and tensor perturbations in phenomenological and two-field inflation models: Bayesian evidences for primordial isocurvature and tensor modes. The Astrophysical Journal 2012;753(2):1-26

134. Freytag, B; Steffen, M; Ludwig, HG; Wedemeyer-Böhm, Sven; Schaffenberger, W; Steiner, O. Simulations of stellar convection with CO5BOLD. Journal of Computational Physics 2012;231(3):919-959

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135. Wedemeyer-Böhm, Sven; Scullion, E; Steiner, O; Rouppe, VDVL; Rodriguez, JdlC; Fedun, V; Erdélyi, R. Magnetic tornadoes as energy channels into the solar corona. Nature 2012;486(7404):505-508

136. Winther, Ragnar; Christiansen, Snorre. On variational eigenvalue approximation of semidefinite operators. IMA Journal of Numerical Analysis 2013;33(1):164-189

137. Winther, Ragnar; Mardal, KA; Schoberl, J. A uniformly stable Fortin operator for the Taylor-Hood element. Numerische Mathematik 2013;123:537-551

138. Zhang, Tusheng. Large deviations for invariant measures of SPDEs with two reflecting walls. Stochastic Processes and their Applications 2012;122(10):3425-3444

139. Øksendal, Bernt; Aase, Knut; Bjuland, T. Strategic Insider Trading Equilibrium: A Filter Theory Approach. Afrika Matematika 2012;23(2):145-162

140. Øksendal, Bernt; Aase, Knut; Bjuland, T. Partially informed noise traders. Mathematics and Financial Economics, 2012;6(2):93-104

141. Meyer-Brandis, T; Øksendal, Bernt; Zhou, X. A mean-field stochastic maximum principle via Malliavin calculus. Stochastics: An International Journal of Probablitiy and Stochastic Processes 2012;84:643-666

142. Øksendal, Bernt; Sulem, A. Forward-backward SDE games and stochastic control under model uncertainty. Journal of Optimization Theory and Applications 2012;DOI: 10.1007/s10957-012-0166-7

143. Øksendal, Bernt; Sulem, A. Singular stochastic control and optimal stopping with partial information of itô-lévy processes. SIAM Journal of Control and Optimization 2012;50(4):2254-2287

144. Øksendal, Bernt; Zhang, Tusheng. Backward stochastic differential equations with respect to general filtrations and applications to insider finance. Communications on Stochastic Analysis 2012;6(4)

7b. Books, published 2012 1. Benth, Fred Espen; Saltyte Benth, J. Modeling and Pricing in Financial Markets for Weather

Derivatives. World Scientific 2012 (ISBN 978-981-4401-84-5), 242 p. 2. Holden, Helge; Karlsen, Kenneth. Nonlinear Partial Differential Equations. The Abel Symposium

2010. Springer Science+Business Media B.V. 2012 (ISBN 978-3-642-25360-7), 360 p. 3. Feng, J; Viens, F; Hu, Yaozhong; Nualart, E. Malliavin Calculus and Stochastic Analysis, a Festschrift

in Honor of David Nualart". Springer 2013 Proceedings in Mathematics & Statistics (ISBN 978-1-4614-5905-7), 583 p.

4. Quak, Ewald; Soomere, T (eds). Preventive Methods for Coastal Protection: Towards the Use of Ocean Dynamics for Pollution Control. Springer Verlag 2013 - soon to appear

5. Zhang, Tusheng; Zhou, X. Stochastic Analysis and Applications to Finance. World Scientific 2012 (ISBN 978-981-4383-57-8) 464 p.

7c. Book chapters, in books published 2012

1. Barrowclough, Oliver; Jüttler, B; Schulz, T. Fast Approximate Implicitization of Envelope Curves Using Chebyshev Polynomials. In: "Latest Advances in Robot Kinematics". Springer 2012 ISBN 978-94-007-4619-0. pp. 205-212

2. Lie, Knut-Andreas; Nilsen, HM; Rasmussen, AF; Raynaud, Xavier. An unconditionally stable splitting method using reordering for simulating polymer injection. In:"ECMOR XIII - 13th European Conference on the Mathematics of Oil Recovery, Biarritz, France, 10-13 September 2012. Extended Abstracts USB". European Association of Geoscientists and Engineers 2012 ISBN 978-90-73834-30-9. Part B25

3. Krogstad, S; Lie, Knut-Andreas; Skaflestad, B. Mixed multiscale methods for compressible flow. In: "ECMOR XIII - 13th European Conference on the Mathematics of Oil Recovery, Biarritz, France, 10-13 September 2012. Extended Abstracts USB". European Association of Geoscientists and Engineers 2012 ISBN 978-90-73834-30-9. Part B36.

4. Natvig, JR; Lie, Knut-Andreas; Krogstad, S; Yang, Y; Wu, XH. Grid adaption for upscaling and multiscale methods. In: "ECMOR XIII - 13th European Conference on the Mathematics of Oil Recovery, Biarritz, France, 10-13 September 2012. Extended Abstracts USB". European Association of Geoscientists and Engineers 2012 ISBN 978-90-73834-30-9. Part A30.

5. Pal, M; Lamine, S; Lie, Knut-Andreas; Krogstad, S. Multiscale methods for two and three-phase flow simulation in subsurface petroleum reservoirs. In: "ECMOR XIII - 13th European Conference on the Mathematics of Oil Recovery, Biarritz, France, 10-13 September 2012. Extended Abstracts USB". European Association of Geoscientists and Engineers 2012 ISBN 978-90-73834-30-9. Part B23.

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6. Syversveen, AR; Nilsen, HM; Lie, Knut-Andreas; Tveranger, J; Abrahamsen, P. A Study on How Top-Surface Morphology Influences the Storage Capacity of CO2 in Saline Aquifers. In: "Geostatistics Oslo 2012". Springer 2012 ISBN 978-94-007-4152-2. pp. 481-492

7. Nilsson, Ola; Reimers, Martin; Museth, K; Brun, A. A Novel Algorithm for Computing Riemannian Geodesic Distance in Rectangular 2D Grids. In: "Advances in Visual Computing; 8th International Symposium, ISVC 2012, Rethymnon, Crete, Greece, July 16-18, 2012, Revised Selected Papers, Part I". Springer 2012 ISBN 9783642331787. pp. 265-274

8. Sætra, Martin Lilleeng. Shallow Water Simulation on GPUs for Sparse Domains. In: "Numerical Mathematics and Advanced Applications 2011". Springer 2013 ISBN 978-3-642-33133-6. pp. 673-680

9. Ta, Thi Kieu An; Øksendal, Bernt; Yolcu Okur, Y. A Malliavin calculus approach to general stochastic differential games with partial information. In: "Malliavin Calculus and Stochastic Analysis, a Festschrift in Honor of David Nualart". Springer 2013 Proceedings in Mathematics & Statistics, ISBN 978-1-4614-5905-7 Chapter 22.

10. Mardal, K-A; Winther, Ragnar. Construction of Preconditioners by Mapping Properties for Systems of Partial Differential Equations. In: "Efficient PreconditionedSolution Methods for Elliptic Partial Differential Equations" Bentham Science Publishers 2012 eISBN:978-1-60805-291-2, Chapter 4.

11. Øksendal, Bernt; Sulem, A; Zhang, Tusheng. Optimal partial information control of SPDEs with delay and time-advanced backward SPDEs. In: "Stochastic Analysis and Applications to Finance". World Scientific 2012 ISBN 978-981-4383-57-8

7d. Scientific reports, contributions, proceedings etc. (not refereed), published 2012

1. Benth, Fred Espen; Biegler-König, R; Kiesel, Rüdiger. Electricity options and additional information, WPI Energy Workshop Proceedings, Springer, 2012.

2. Lium, AG; Werner, A; Mannino, Carlo. A survey of approaches for prioritizing trains in congested railroad networks. Trondheim: SINTEF 2012 (ISBN 9788214053913) 17 p.

3. Brodtkorb, AR; Sætra, Martin Lilleeng. Explicit Shallow Water Simulations on GPUs: Guidelines and Best Practices. Proceedings from XIX International Conference on Computational Methods in Water Resources, Urbana, Illinois, USA, Jun 17-21, 2012

7e. The CMA collected preprint series 2012 1. Benth, Fred Espen; Scmeck, Maren. Stability of Merton's Portfolio Optimization Problem for Lévy

Models. To appear in: Stochastics 2. Benth, Fred Espen; Di Nunno, Giulia; Khedher, Asma; Schmeck, Maren Diane. Pricing of spread

options on a bivariate jump market and stability to model risk. Math Prepint Series 2012;2, 32 p. 3. Benth, Fred Espen; Lempa, Jukka. Optimal portfolios in commodity futures markets, 21 p. 4. Benth, Fred Espen; Eyjolfsson, Heidar. Simulation of volatility modulated Volterra processes using

hyperbolic stochastic partial differential equations. 5. Benth, Fred Espen; Barndorff-Nielsen, O; Pedersen, J; Veraart, A. On stochastic integration for

volatility modulated Lèvy-driven Volterra processes. http://arxiv.org/abs/1205.3275 6. Benth, Fred Espen; Scmeck, Maren. On pricing and hedging options in energy markets by Black-76. 7. Benth, Fred Espen; Schmeck, Maren. Pricing futures and options in electricity markets. 8. Benth, Fred Espen; Lange, N; Myklebust, TÅ. Pricing and hedging quanto options in energy markets. 9. Benth, Fred Espen; Taib, Imran Bin Che Mod. On the speed towards the mean of continuous time

autoregressive moving average processes with applications to energy markets. 10. Benth, Fred Espen; Barndorff-Nielsen, O; Veraart, A. Recent advances in ambit stochastics with a

view towards tempo-spatial stochastic volatility/intermittency. http://arxiv.org/abs/1210.1354 11. Benth, Fred Espen; Taib, Imran Bin Che Mod. Stochastic dynamical modelling of spot freight rates. 12. Benth, Fred Espen; Krühner, Paul. Subordination of Hilbert space valued Lèvy processes.

arXiv:1211.6266 13. Ebbeler, S; Benth, Fred Espen; Kiesel, Rüdiger. Indifference Pricing of Weather Derivatives based

on Electricity Futures 14. Biagini Fransesca; Fink, H; Klüppelberg C. A fractional credit model with long range dependent

default rate, accepted for publication in Stochastic Processes and their Applications. 15. Biagini Fransesca; Schreiber I. Risk-minimization for life insurance liabilities, accepted for publication

on SIAM Journal on Financial Mathematics (2012). 16. Biagini Fransesca; Rheinander, T; Widenmann, J. Hedging mortality claims with longevity bonds,

accepted for publication in ASTIN Bulletin - The Journal of the International Actuarial Association. 17. Biagini Fransesca. Evaluating hybrid products: the interplay between nancial and insurance markets,

Proceedings of Ascona 2011: Seventh Seminar on Stochastic Analysis, Random Fields and Applications, accepted.

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18. Biagini Fransesca; Rheinlnder, T; Schreiber I. Risk-minimization for life insurance liabilities with basis risk

19. Biagini Fransesca; Botero, C; Schreiber, I. Risk-minimization for life insurance liabilities with dependent mortality risk

20. Biagini Fransesca; Härtel M. Behaviour of Long-Term Yields in a Levy Term Structure 21. Biagini Fransesca; Föllmer H; Nedelcu S. Shifting martingale measures and the birth of a bubble as a

submartingale 22. Dahl, Geir; Dahl, Kristina Rognlien. Linear optimization and mathematical finance. Math Prepint

Series 2012, 11p. 23. Di Nunno, Giulia; Sjursen, Steffen. On chaos representation and orthogonal polynomials for the

doubly stochastic Poisson process. Math Prepint Series 2012;1, 32 p. 24. Eyjolfsson, Heidar; Benth, Fred Espen. Simulation of volatility modulated Volterra processes using

hyperbolic stochastic partial differential equations. 25. Eyjolfsson, Heidar; Benth, Fred Espen, Veraart, A. Approximating Levy semistationary processes via

Fourier methods in the context of power markets. 26. Floater, Michael; Muntingh, Georg. Exact regularity of symmetric univariate subdivision schemes.

http://arxiv.org/abs/1209.2692 27. Floater, Michael. Bezier curves and surfaces, an entry for the Encyclopedia of Applied and

Computational Mathematics, Springer. 28. Floater, Michael; Siwek, Bartlomijei. Analysis of Hermite subdivision using piecewise polynomials, to

appear in BIT Numer. Math. 29. Floater, Michael; Beccari, C; Cashman, T; Romani, L. A smoothness criterion for monotonicity-

preserving subdivision, to appear in Adv. in Comp. Math 30. Haadem, Sven; Øksendal, Bernt; Proske, FN. Maximum principles for jump diffusion processes with

infinite horizon. Math Prepint Series 2012;3 31. Agram, N; Haadem, Sven; Øksendal, Bernt; Proske, FN. A maximum principle for infinite horizon

delay equations, Math Prepint Series 2012;4 32. Kettler, Paul C; Muntingh, Georg. A χ-distribution model of hail storm damage.

http://arxiv.org/abs/1211.5705 33. Kettler, Paul C; Muntingh, Georg. A χ-distribution model of hail storm damage, Submitted to Scand.

J. Stat. 34. Kettler, Paul C. Lévy-copula-driven financial processes 35. Kettler, Paul C; Proske, FN; Rubtsov, Mark. Sensitivity with respect to the yield curve: duration in a

stochastic setting, Forthcoming in Festschrift für Marek Musiela, Springer 2013 36. Stahl, G; Zheng, J; Kiesel, Rüdiger; Rühlicke, R. Conceptionalizing Robustness in Risk Management

to appear in European Actuarial Journal 37. Kiesel, Rüdiger; Scherer, M. Dynamic credit portfolio modelling in structural models with jumps. 38. Bannör, K; Kiesel, Rüdiger; Nazarova, A; Scherer, M. Model Risk for Energy Markets 39. Lie, Knut-Andreas; Mallison, B. Mathematical models for oil reservoir simulation, To appear in

Encyclopedia of Applied and Computational Mathematics, Springer-Verlag 40. Lie, Knut-Andreas. Hyperbolic conservation laws: computation. To appear in Encyclopedia of Applied

and Computational Mathematics, Springer-Verlag 41. Sukys, J; Schwab, C; Mishra, Siddhartha. Multi-level Monte Carlo finite difference and finite volume

methods for stochastic linear hyperbolic systems, to appear in the MCQMC proceedings, Sydney 2012 42. Mishra, Siddhartha; Fjordholm, US; Tadmor, E. ENO reconstruction and ENO interpolation are stable,

Jl. Found. Comp. Math, to appear. 43. Corti, P; Mishra, Siddhartha. Stable finite difference schemes for the magnetic induction equation with

Hall effect, BIT Numerical Mathematics, to appear 44. Svärd, M; Mishra, Siddhartha. Entropy stable scheme for initial-boundary-value-problems for

conservation laws, ZAMP, to appear 45. Mishra, Siddhartha; Schwab, C; Sukys, J. Multi-level Monte Carlo finite volume methods for shallow

water equations with uncertain topography in multi-dimensions, SIAM J. Sci. Comput, to appear. 46. Castro, MJ; Fjordholm, US; Mishra, Siddhartha; Pares, C. Entropy conservative and entropy stable

schemes for non-conservative hyperbolic systems, SIAM Jl. Num. Anal, to appear. 47. Madrane, A; Fjordholm, US; Mishra, Siddhartha; Tadmor, E. Entropy conservative and entropy stable

numerical schemes for multi-dimensional conservation laws on unstructured meshes, to appear in Proc. ECCOMASS, 2012.

48. Mishra, Siddhartha; Schwab, C; Sukys, J. Monte Carlo and multi-level Monte Carlo finite volume methods for uncertainty quantication in nonlinear systems of balance laws.

49. Mishra, Siddhartha; Risebro, Nils Henrik; Schwab, C; Tokareva, S. Numerical solution of scalar conservation laws with random flux functions,

50. Coclite, GM; Di Ruvo, L; Ernest, J; Mishra, Siddhartha. Convergence of vanishing capillarity approximations for scalar conservation laws with discontinuous fluxes.

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51. Hiltebrand, A; Mishra, Siddhartha. Entropy stable shock capturing streamline diffusion space-time discontinuous Galerkin (DG) methods for systems of conservation laws.

52. Ben-Zvi, D; Mishra, Siddhartha; Barkai, N. Scaling pattern with size by a morphogen directed cell division rule

53. Moe, Torgunn Karoline; Qviller, Nikolay. Segre classes on toric varieties. To appear in Matematische Zeitschrift.

54. Mohammed, Salah-Eldin; Zhang, Tusheng. Anticipating stochastic Burgers equations, Accepted for publication in Stochastic Processes and Their Applications.

55. Thøgersen, A; Muntingh, Georg. Solar induced growth of silver nanocrystals. http://arxiv.org/abs/1212.0847

56. Nilssen, Torstein Kastberg. One-dimensional SDE's with Discontinuous, Unbounded Drift and Continuously Differentiable Solutions to the Stochastic Transport Equation.Math Prepint Series 2012, 28 p

57. Nilssen, Torstein Kastberg; Mohammed, Salah-Eldin; Proske, FN. Sobolev Dfferentiable Stochastic Flows for SDE’s with Singular Coeffcients: Applications to the Transport Equation. Math Prepint Series 2012, 32 p

58. Paczka, Krzysztof. Ito calculus and jump diffusions for G-Levy processes, Submitted to "Stochastic Processes and Their Applications". arXiv:1211.2973

59. Di Biagio, L; Postinghel, Elisa. Apolarity, Hessian and Macaulay polynomials, to appear in "Communications in Algebra". arXiv:1007.4891v1

60. Postinghel, Elisa. Secant Degree of Toric Surfaces and Delightful Planar Toric Degenerations, to appear in "Advances in Geometry". arXiv:1012.2454v1

61. Laface, A; Postinghel, Elisa. Secant varieties of Segre-Veronese embeddings of (P^1)^r, to appear in "Mathematische Annalen". arXiv:1105.2136v1

62. Brambilla, MC; Dumitrescu, O; Postinghel, Elisa. On a notion of speciality of Linear Systems in P^n, arXiv:1210.5175v1

63. Ta, An Thi Kieu. Optimal stopping under ambiguity with jumps. 64. Yang, J; Zhang, Tusheng. Existence and uniqueness of invariant measures for stochastic partial

differential equations with two reflecting walls, accepted for publication in Journal of Theoretical Probability.

65. Yang, X; Zhang, Tusheng. Heat kernel estimates for semilinear elliptic operators with singular coefficients, Accepted for publication in Potential Analysis.

66. Zhang, Tusheng. Large deviations for invariant measures of stochastic partial differential equations with two reflecting walls, Accepted for publication in Stochastic Processes and Their Applications

67. Øksendal, Bernt; Zhang, Tusheng; Sulem, A. Singular control of stochastic partial differential equations and BSPDEs with reflection.

68. Øksendal, Bernt; Sandal, L; Ubøe, J. Stackelberg equilibria in continuous newsvendor models with uncertain demand and delayed information. NHH Discussion paper 2012, 29p

69. Øksendal, Bernt; Ta, Thi Kieu An; Yolcu Okur, Y. A Malliavin calculus approach to general stochastic differential games with partial information To appear in Malliavin Calculus and Stochastic Analysis: A Festschrift in Honor of David Nualart (editors J.Feng, Y. Hu, E. Nualart and F. Viens). Springer (2013)

70. Øksendal, Bernt; Corcuera, JM; Di Nunno, Giulia; Farkas, G. A continuous auction model with insiders and random time of information release, 25 p.

71. Øksendal, Bernt; Sulem, A. Viability and martingale measures under partial information 72. Øksendal, Bernt; Sulem, A. A stochastic control approach to robust duality in finance 73. Øksendal, Bernt; Sulem, A. Model uncertainty in finance and coupled FBSDEs 74. Aase, Knut. What Puzzles? New results in asset pricing.. Discussion Paper, NHH 2012 75. Aase, Knut. Ordinal equivalence and recursive utility: Market evidence. Discussion Paper, NHH 2012 76. Aase, Knut. The life cycle model with recursive utility: New insights on consumption puzzles.

Discussion Paper, NHH 2012 77. Aase, Knut. Long Dated Life Insurance and Pension Contracts: A new Approach. Discussion Paper,

NHH 2012

7f. CMA-texts for public outreach 2012 1. Berre, I; Dahle, HK; Karlsen, Kenneth; Nordbotten, JM; Tai, Xue-Cheng; Winther, Ragnar. Magne

Espedal Memorial Issue. International Journal of Numerical Analysis & Modeling 2012;9(3):I-II 2. Lindstrøm, Tom Louis. Hva er dimensjon? Koordinatideen. Tangenten: tidsskrift for matematikk i

grunnskolen 2012;23(4):39-41 3. Piene, Ragni. Towards the future. Contribution in written presentation on internationalization of

science studies in Oslo 4. Quak, Ewald. Zero is Expensive! SIAM News 2012;45(4)

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APPENDIX 8 – TALKS OUTSIDE CMA BY CMA MEMBERS IN 2012 8a. Invited Scientific talks 2012

1. Benth, Fred Espen. Fourier methods in Energy Finance. Wolfgang Pauli Institute mini-workshop, Vienna, Austria, Jan 16-17, 2012

2. Benth, Fred Espen. A general approach to pricing in energy and weather markets. International Workshop on Finance 2012, University of Tokyo, Japan, Oct 31, 2012

3. Benth, Fred Espen. Stochastic integration for Volterra processes. Ambit School workshop, Aarhus, Denmark, Nov 12-14, 2012

4. Biagini, Fransesca. Risk-Minimization for Life Insurance Liabilities QMF 2012 Conference: Hedging and valuation in hybrid markets , Cairns, Australia, June 2012: (Bruti-Liberati Lecture).

5. Biagini, Fransesca. Risk-Minimization for Life Insurance Liabilities University of Padua, Italy, Nov 2012

6. Carlsson, Mats. Results from Bifrost: Chromosphere. IRIS workshop, Palo Alto, USA, Jan 9, 2012 7. Carlsson, Mats. Modelling the Solar Chromosphere. seminar, University of Stockholm, Sweden, Jan

27, 2012 8. Carlsson, Mats. Modelling the Solar Chromosphere. seminar, University of Oslo, Norway, Feb 10,

2012 9. Carlsson, Mats. Ca8542: simulations vs observations. ISSI workshop, Bern, Switzerland, Feb 21,

2012 10. Carlsson, Mats. State-of-the-art of non-LTE diagnostics: observations and simulations.

IRIS/SDO/Hinode conference, Monterey, USA, Mar 13, 2012 11. Carlsson, Mats. Solar Physics in Oslo. NORDITA workshop, Stockholm, Sweden, May 22, 2012 12. Carlsson, Mats. Future directions in European Solar Physics, ground based, space based and

numerical simulations. EWASS, Rome, Italy, Jul 6, 2012 13. Carlsson, Mats. Formation and sensitivity of SUVIT lines in a dynamic atmosphere. Solar-C meeting,

St. Andrews, Scotland, Aug 13, 2012 14. Carlsson, Mats. Stjernebygging på supermaskiner. Åpning av Abel, Univesity of Oslo, Norway, Oct 4,

2012 15. Carlsson, Mats. Formation and sensitivity of SUVIT lines in a dynamic atmosphere. Solar-C meeting,

Tokyo, Japan, Dec 10, 2012 16. Carlsson, Mats. Heating and Dynamics of the Chromosphere. Solar-C meeting, Tokyo, Japan, Dec

10, 2012 17. Carlsson, Mats. IRIS. EAST general assembly, Madrid, Spain, Dec 18, 2012 18. Dahl, Geir. Majorization, matrix polytopes and combinatorics, University College of Telemark, Norway,

Mar 20, 2012 19. Dahl, Geir. A taste of Szemerédi's combinatorics. Matematisk felleskollokvium, University of Oslo,

Norway, Apr 13, 2012 20. Brualdi, RA; Dahl, Geir. An extension of the polytope of doubly stochastic matrices. SIAM conference

of Applied Linear Algebra, Valencia, Spain, Jun 18-22, 2012 21. Dahl, Geir; Brualdi, RA. Generalized Birkhoff polytopes and majorization. 21st International

Symposium on Mathematical Programming, TU Berlin, Germany, Aug 19-24, 2012 22. Di Nunno, Giulia; Bion-Nadal, J. Dynamic no good deal pricing measures. Seminari de Probabilitats

de Barcelona, Spain, Feb 22, 2012 23. Di Nunno, Giulia. Spread options and stability to model risk, University of Firenze, Italy, May 14, 2012 24. Di Nunno, Giulia; Bion-Nadal, J. Dynamic no good deal bounds and pricing measures. Politecnico di

Milano, Italy, May 21,2012 25. Di Nunno, Giulia. Sensitivity analysis and computation of the Greeks. University of Firenze, Italy, May

22-23, 2012 26. Di Nunno, Giulia. Aspects of Malliavin Calculus. Ambit School, Aarhus University, Denmark, Nov 12-

14, 2012 27. Di Nunno, Giulia; Sjursen, Steffen. Doubly stochastic Poisson random fields: from integral

representations to BSDEs. Laboratoire Diodonne, Nice, France, Jun 8, 2012 28. Di Nunno, Giulia; Sjursen, Steffen. Integral representations and BSDEs driven by doubly stochastic

Poisson processes. Controlled Deterministic and Stochastic Systems, Iasi, Romania, Jul 1-7, 2012 29. Di Nunno, Giulia. Market with memory and sensitivity to the past. Baschelier Seminars, IHP, Paris,

France, Dec 14, 2012 30. Dokken, Tor; Lyche, Tom; Pettersen, KF. A local refinement algorithm on box partitions. New Trends

in Approximation Theory; Ein Gedi, Israel, Jan 4-7, 2012 31. Dokken, Tor. Enhanced Integration of Design, Analysis and Production through Isogeometric

Technologies. CeBIT 2012, Hannover, Germany, Mar 6-10, 2012 32. Dokken, Tor. Linear Independence and Locally Refined B-splines. Isogeometric Analysis and

Applications, Johannes Kepler University, Linz, Austria, Mar 12-16, 2012

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33. Dokken, Tor. Locally Refined B-splines for isogeometric representation and Isogeometric Analysis. Summer School on: IsoGeometric Analysis: a New Paradigm in the Numerical Approximation of PDEs, Cetraro, Italy, Jun 18-22, 2012

34. Dokken, Tor. Challenges in Isogeometric Analysis (IGA). 2012 SIAM Annual Meeting, Minneapolis, USA, Jul 8-13, 2012

35. Dokken, Tor. Locally Refined B-splines (4 lectures). ECCAM advanced school on Isogeometric Analysis, Vienna, Austria, Sep 7-9, 2012

36. Dokken, Tor. LR B-splines and represetantion of measured shape. 3D Workshop - 4th International Euro-Mediterranean Conference (EuroMed 2012), Limassol, Cyprus, Oct 29 - Nov 2, 2012

37. Dokken, Tor; Pettersen, KF; Lyche, Tom. Locally Refined B-splines and Linear Independence. Algebraic Geometry and Geometric Modeling. Banff, Canada, Jan 28-31, 2013

38. Eyjolfsson, Heidar. Simulation of Levy semistationary processes using Fourier methods and finite dimensional realizations. AHOI kickoff meeting, University of Aarhus, Denmark, Apr 26-27, 2012.

39. Eyjolfsson, Heidar. Simulation of Levy semistationary processes. Ambit School, Ebeltoft, Denmark, Nov 12, 2012.

40. Floater, Michael. Subdivision schemes for interpolating monotonic data. Seminar, University of Florence, Italy, Feb 9, 2012

41. Floater, Michael. Barycentric coordinates and transfinite interpolation. NSF workshop on barycentric coordinates in geometry processing and FEM/BEM. Colombia University, New York, USA, Jul 25-27, 2012

42. Floater, Michael; Siwek, Bartlomiej. Analysis of Hermite subdivision using piecewise polynomials. 3rd Dolomites Workshop on Constructive Approximation and Applications; Alba Di Canazei, Trento, Italy, Sep 9-14, 2012

43. Floater, Michael; Muntingh, Georg. Exact regularity of symmetric univariate subdivision schemes. Workshop SIGMA'2012, CIRM, Luminy, Marseille, France, Nov 19, 2012.

44. Hansteen, Viggo. Transition Region red-shifts and the mass balance of the Chromosphere, Transition Region and Corona. ISSI workshop on heating of the magnetized chromsphere, Bern, Switzerland, Feb 21-24, 2012

45. Hansteen, Viggo. Chromospheric and Coronal Heating in 3D simulations. ISSI worksop on observations of coronal heating, Bern, Switzerland, Feb 27 - Mar 1, 2012

46. Hansteen, Viggo. Overview of simulations and observations of the coupling between the solar regions. SDO-4/IRIS/Hinode Workshop, Monterey, USA, Mar 12-16, 2012

47. Hansteen, Viggo. Transition region redshifts and the mass balance of the chromosphere, transition region and corona. Spectroscopy of the Dynamic Sun, University College of London, UK, Apr 18-20, 2012

48. Hansteen, Viggo. Modeling of the solar chromosphere. Workshop on Partially Ionized Plasmas in Astrophysics, Puerto de la Cruz, Tenerife, Jun 19-22, 2012

49. Hansteen, Viggo. The solar chromosphere: new techniques and insights. From Solar Physics to Astrophysics: The Sun as a Roseta Stone for understanding astrophysical processes, EWASS special session 11, Rome, Italy, Jul 3-7, 2012

50. Hansteen, Viggo. Spicules type I and type II: numerical simulations and their role in coronal heating. COSPAR conference, Mysore, India, Jul 14-21, 2012

51. Hansteen, Viggo. Numerical modeling of the chromosphere and corona; what has been done? what should be done? University of St Andrews, Scotland, Aug 14-17, 2012

52. Hansteen, Viggo. Simulating the transition region and corona: magnetic heating of the outer solar atmosphere. Eclipse on the Coral Sea: Cycle 24 Ascending. Monash University, Palm Cove, Australia, Nov 12-16, 2012

53. Hjorth-Jensen, Morten. Computing in Science Education, a new way to teach science? Ohio State University, Columbus, USA, Feb 28, 2012

54. Hjorth-Jensen, Morten. Shell Structure in Neutron-rich isotopes and the stability of nuclear matter Nuclear structure seminar at The Ohio State University, Ohio State University, Columbus, USA, Feb 29, 2012

55. Hjorth-Jensen, Morten. Computing in Science Education, Michigan State University, East Lansing, USA, Mar 14, 2012

56. Hjorth-Jensen, Morten. Evolution of shell structure in neutron-rich isotopes National Superconducting Cyclotron Laboratory, Michigan State University, East Lansing, USA, Mar 15, 2012

57. Hjorth-Jensen, Morten. Understanding the stability of nuclear matter, Triangle Nuclear Theory Colloquium, University of North Carolina, Raleigh, North Carolina, May 1, 2012

58. Hjorth-Jensen, Morten. Why is matter stable? Theory of Nuclear Physics Related to the RI Facilities, workshop at Institute of Basic Sciences, Daejeon, Korea, May 11-12 2012

59. Hjorth-Jensen, Morten. Shell Structure in Neutron-rich isotopes and the stability of nuclear matter, NSD Colloquia 2012, Lawrence Berkeley Laboratory, Berkeley, California, USA May 30, 2012

60. Hjorth-Jensen, Morten. Lecture 1) Introduction to computational nuclear physics. High-performance computing and computational tools for nuclear physics, Lecture 2) Configuration interaction theory.

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High-performance computing and computational tools for nuclear physics, Lectures 3-5) Configuration interaction theory and computational nuclear physics. High-performance computing and computational tools for nuclear physics, European center for theoretical studies in nuclear physics, Trento, Italy, Jun 24 - Jul 13, 2012

61. Hjorth-Jensen, Morten. Why is matter stable? Understanding the limits of stability of nuclear matter, Nobel Symposium 152, conference, Gothenburg, Jun 10-15, 2012

62. Hjorth-Jensen, Morten. Evolution of shell structure in neutron-rich isotopes and the stability of nuclear matter, Workshop on Exotic Nuclear Structure from Nucleons, Tokyo University, Japan, Oct 10-12, 2012

63. Holden, Helge. On the nonlinear variational wave equation. University of Missouri, USA, Feb 2, 2012 64. Holden, Helge. The Camassa-Holm equation: A survey. IMPA, Rio de Janeiro, Brazil, Jul 30 - Aug 2,

2012 65. Holden, Helge. The Camassa-Holm equation: Past, present, and future, Annual meeting DMV

Saarbrücken, Germany, Sep 17, 2012 66. Holden, Helge. The Camassa-Holm equation: A survey. Technische Universität Berlin, Germany, Oct

5, 2012 67. Holden, Helge. The Camassa-Holm equation: A survey. University of Missouri, USA, Oct 18, 2012 68. Kettler, Paul C. Dynamic copula models for the spark spread. NTNU, Trondheim, Norway, Mar 20,

2012 69. Kettler, Paul C. Dynamic copula models for the spark spread. ElCarbonRisk Invitation Research

Seminar, Molde University College, Norway, May 22, 2012 70. Kettler, Paul C. Is it the talk? or is it the cake? NTNU, Trondheim, Norway, Sep 28, 2012 71. Kettler, Paul C. Dynamic copula models for the spark spread. Conference on Energy Finance,

Trondheim, Norway, Oct 4, 2012 72. Kiesel, Rüdiger. Model Risk for Energy Markets, Vienna Energy Workshop, Austria, Sep 2012 73. Kiesel, Rüdiger. Model Risk for Energy Markets, EDF Workshop Electricity Markets, Paris, France,

Oct 2012 74. Lempa, Jukka. Optimal portfolios in futures markets, Conference on Energy Finance, Trondheim,

Norway, Oct 4-5, 2012. 75. Lie, Knut-Andreas. Multiscale Methods for Porous Media Flow. Spring School on Mathematics of

Multiscale Problems, Felix Klein Centre for Mathematics, Kaiserslautern, Germany, Apr 26-27, 2012 76. Lie, Knut-Andreas. Multiscale Mixed Methods for Compressible Flow. Gordon Research Conference:

Flow & Transport in Permeable Media, Les Diablerets, Switzerland, Jun 24-29, 2012 77. Lie, Knut-Andreas. Accurate and Robust Discretizations on Industry-Standard Grids. Mathematical

Methods in Fluid Dynamics and Simulation of Giant Oil and Gas Reservoirs, Istanbul, Turkey, Sep 3-5, 2012

78. Lindstrøm, Tom. Stochastic Analysis on Hyperfinite Products of Hyperfinite Spaces. Sectional meeting of the American Mathematical Society, Honolulu Hawaii, USA, Mar 3, 2012

79. Lyche, Tom. Polynomial Splines on Locally Refined Box-Partitions. SIAM Annual Meeting 2012, Minneapolis, USA, Jul 8-11, 2012

80. Lyche, Tom. Locally Refinable Splines on Box Partitions. Guest lecture, University of Rennes, France, Aug 3, 2012

81. Bruvoll, S; Lyche, Tom; Mørken, Knut. Uniformly stable linear wavelets on nonuniform triangulations. Rencontres SIGMA (Signal, Image, Géometrie, Modélisation); Luminy, France, Nov 19-23, 2012

82. Lyche, Tom. B-splines: A Fundamental Tool for Analysis and Computation. Sigma Xi, Nordic chapter, Annual Meeting and Research Conference, Oslo, Norway, May 30, 2012

83. Mishra, Siddhartha. Uncertainty quantification for systems of conservation laws, .SDU days in scientific computing, Odense, Denmark, Jun 7, 2012

84. Mishra, Siddhartha. Uncertainty quantification for systems of conservation laws, HYP 2012, Padova Italy, Jun 24-29, 2012

85. Mishra, Siddhartha. A morphogen dependent cell division rule that scales pattern with size, CSCAMM seminar, College Park, Maryland, USA, Apr 11, 2012

86. Muntingh, Georg. A Classification of Generalized Principal Lattices in Space. New Trends in Applied Geometry, Milan, Italy, Feb 12-17, 2012

87. Muntingh, Georg. A chi-distribution model of hail storm damage. Sigma Xi, Nordic chapter, Annual Meeting and Research Conference, Oslo, Norway, May 30, 2012

88. Muntingh, Georg. A Classification of Generalized Principal Lattices in Space. BIT Circus; Copenhagen, Denmark, Aug 23-24, 2012

89. Muntingh, Georg. A Classification of Generalized Principal Lattices in Space. Seminario de Matemática Aplicada, Alcala de Henares, Spain, Dec 18, 2012

90. Mørken, Knut. Mathematics and science education in a world with computers: Computing in Science Education (CSE). The 5th International Conference on Science and Mathematics Education in Developing Countries; Zaman University, Phnom Penh, Cambodia, Mar 1-3, 2012

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91. Mørken, Knut; Sølna, H. Mathematics and science education in a world with computers: Computing in Science Education (CSE). Workshop at The 5th International Conference on Science and Mathematics Education in Developing Countries; Zaman University, Phnom Penh, Cambodia, Mar 1-3, 2012

92. Mørken, Knut. Realfagsutdanning og læring når rammene endrer seg. Interactive Representations and Models (INREMO), Asker, Norway, Mar 22, 2012

93. Mørken, Knut; Sølna, H. IT i moderne forskningsbasert undervisning: CSE — hva er nøkkelen?. IT-konferansen 2012; Strømstad, Sweden, Jun 6-8, 2012

94. Mørken, Knut; Sølna, H. Framtidas teknologiutdanning. Møte i arbeidsutvalget i Nasjonalt råd for teknologisk utdanning (NRT), Oslo, Norway, Jun 7-8, 2012

95. Mørken, Knut; Sølna, H. KUPP: Kulturkompetanse og personlig utvikling. Trenger vi et nytt perspektiv i utdanningene?. Seminar om ingeniørdidaktikk, University College of Sør-Trøndelag, Norway, Oct 5, 2012

96. Mørken, Knut; Sveinsson, HA; Dahl, LO. Computing in Science Education (CSE): Numeriske metoder i tverrfaglig og FoU-basert undervisning – gevinster for utdanningen, kandidatene og arbeidslivet. Kunnskapsbanken, Oslo, Norway, Oct 9,2012

97. Mørken, Knut. Integrating computational methods throughout the bachelor education. Conference on Computational Physics, Kobe, Japan, Oct 10-14, 2012

98. Mørken, Knut. FoU-basert utdanning i realfag: Computing in Science Education (CSE). Fagdag ved Høyskolen i Østfold, Norway, Nov 5, 2012

99. Mørken, Knut. Estetikk, kreativitet og modeller i matematikk. Renatesenterets tenketank, Trondheim, Norway, Dec 13, 2012

100. Paczka, Krzysztof. Ito calculus and jump diffusions for G-Levy processes. Workshop on Robust Optimization, ETH Zurich, Switzerland, Dec 4-5, 2012

101. Piene, Ragni. Cayley polytopes and toric geometry. International conference: "Abel in India", Tata Institute of Fundamental Research, India, Feb 23, 2012

102. Quak, Ewald. A research road map for 3D knowledge technology in the cultural heritage domain, Workshop "Computational Geometry and Ontologies for Cultural Heritage 3D Digital Libraries – What are the future alternatives for Europeana?" Limassol, Cyprus, Oct 30, 2012.

103. Raynaud, Xavier. Lipschitz stability for the Hunter-Saxton and Camassa-Holm equation. Fourteenth International Conference devoted to Theory, Numerics and Applications of Hyperbolic Problems – HYP2012, University of Padova, Italy, Jun 25-29, 2012

104. Ryan, Øyvind. A light introduction to wavelets using signal processing and linear algebra. Guest lecture in signal processing, Universitat Autonoma De Barcelona, Spain, Nov 23, 2012

105. Sætra, Martin Lilleeng. Shallow Water Simulations on Sparse Grids. XIX International Conference on Computational Methods in Water Resources, Urbana, Illinois, USA, Jun 17-21, 2012

106. Ta, An Thi Kieu. Optimal stopping under ambiguity with jumps, Workshop on Robust Control, ETH, Zürich, Switzerland, Dec 4-5, 2012

107. Winther, Ragnar. Uniform preconditioners and the Taylor-Hood method. Workshop on Efficient Numerical Methods for Partial Differential Equations, Chinese Academy of Science, Urumqi, China, Aug 13-18, 2012

108. Winther, Ragnar. Finite Element Exterior Calculus (5 lectures) Applied Mathematics Summer School, Beijing, China, Aug 20-24, 2012

109. Zhang, Tusheng. Invariant measures of SPDEs with two reflecting walls. Workshop on Stochastic Partial Differential Equations and Related Topics, Banff, Canada, Apr 2-6, 2012.

110. Zhang, Tusheng. Mixed boundary value problems of elliptic operators with singular coefficients. Workshop on Stochastic Analysis, Warwick, UK, Apr 16-20, 2012.

111. Zhang, Tusheng. Invariant measures of SPDEs with two reflecting walls. Workshop on Markov Processes and Related Topics, Beijing Normal University, China, Jul 16-20,2012.

112. Øksendal, Bernt. A stochastic HJB equation for optimal control of forward-backward SDEs, EPFL workshop on Recent Developments in Stochastic Analysis, Lausanne, Switzerland, Jan 31 - Feb 3, 2012

113. Øksendal, Bernt. Optimal partial information control of SPDEs with delay and time-advanced backward SPDEs, University of Kaohsiung, Taiwan, Feb 20 - Mar 2, 2102

114. Øksendal, Bernt. Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models, University of Kaohsiung, Taiwan, Feb 20 - Mar 2, 2102

115. Øksendal, Bernt. Forward-backward SDE games and stochastic control under model uncertainty, University of Kaohsiung, Taiwan, Feb 20 - Mar 2, 2102

116. Øksendal, Bernt. Forward-backward SDE games and stochastic control under model uncertainty, University of Dublin, Ireland, Mar 23, 2012

117. Øksendal, Bernt. Forward-backward SDE games and stochastic control under model uncertainty, Ludwig-Maximilian University, Munich, Germany, May 7-9, 2012

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118. Øksendal, Bernt. Singular control and optimal stopping of SPDEs and backward SPDEs with reflection, 3rd Linnaeus University Workshop on Stochastic Analysis and Applications, Växjö, Sweden, May 23-25, 2012

119. Øksendal, Bernt. Singular control and optimal stopping of SPDEs and backward SPDEs with reflection, EPFL workshop Stochastic Analysis and Applications, Lausanne, Switzerland, Jun 4-8, 2012

120. Øksendal, Bernt. Singular control and optimal stopping of SPDEs and backward SPDEs with reflection, Modern Stochastics: Theory and Applications, University of Kiev, Ukraine, Sep 10-14, 2012

121. Øksendal, Bernt. Singular control and optimal stopping of SPDEs and backward SPDEs with reflection, International Conference on Stochastic Optimization and Optimal Stopping, Steklov Institute, Moscow, Russia, Sep 24-28, 2012

122. Øksendal, Bernt. Forward-backward SDE games and stochastic control under model uncertainty, International Conference on Applied and Computational Mathematics (ICACM), Middle East Technical University, Ankara, Turkey, Oct 3-6, 2012

123. Øksendal, Bernt. Introduction to stochastic control of jump diffusions and applications to finance (4 talks), workshop/school Workshop on Mathematical Finance, Indian Science Institute of Technology, Guwahati, India, Oct 29 - Nov 3, 2012

124. Øksendal, Bernt. Forward-backward SDE games and stochastic control under model uncertainty, Handelshøyskolen BI, Nydalen, Oslo, Nov 12, 2012

125. Øksendal, Bernt. Optimal harvesting, optimal stopping and singular control of SPDEs, SAMSA Conference 2012 Lilongwe, Malawi, Nov 26-29, 2012

126. Øksendal, Bernt. A stochastic control approach to duality in finance, Workshop on Robust Control, ETH, Zürich, Switzerland, Dec 4-5, 2012

127. Øksendal, Bernt. Optimal harvesting, optimal stopping and singular control of SPDEs, University of Liverpool, UK, Dec 13-14, 2012

128. Aase, Knut. Partially informed liquidity traders. FIBE 2012, NHH Bergen, Norway, Jan 5-6, 2012 129. Aase, Knut. Long dated Life Insurance and Pension Contracts: A recursive Utility Approach.

International Actuarial Association Main Conference of 2012, Hong Kong, May 6-9, 2012 130. Aase, Knut. What Puzzles? New insights in asset pricing. The Social Discount Rate. Bergen, Norway,

May 24-25, 2012 131. Aase, Knut; Johnsen T. Avkastningskravet på kort og lang sikt, NHH Forum, Bergen, Norway, Sep 4,

2012

8b. Contributed scientific talks, posters etc 2012

1. Barrowclough, Oliver; Jüttler, B; Schulz, T. Fast Approximate Implicitization of Envelope Curves Using Chebyshev Polynomials. 13th International Symposium on Advances in Robot Kinematics, University of Innsbruck, Austria, Jun 24-28, 2012

2. Blanco, Sara Ana Solanilla. Forward prices in power markets on a moving weighted average of the spot. Wolfgang Pauli Institute, Vienna, Austria, Sep 17-19, 2012

3. Carlsson, Mats. Modeling the Solar Chromosphere. Soho meeting, Palm Cove, Australia, Nov 12, 2012

4. Che Taib, Che Mohd Imran. Stochastic dynamical modelling of spot freight rates. Wolfgang Pauli Institut, Vienna, Austria, Sep 17-19, 2012

5. Che Taib, Che Mohd Imran. On the speed towards the mean of CARMA processes with applications to energy markets. Conference on Energy Finance, Trondheim, Norway, Oct 5, 2012.

6. Eriksson, Marcus. Swing options in commodity markets. Bachelier Finance Society 7th World Congress, Sydney, Australia, Jun 19-22, 2012

7. Eriksson, Marcus. Swing options in commodity markets. SIAM conference on Financial Mathematics and Engineering (FM12) Minneapolis, USA, Jul 9-11, 2012.

8. Eyjolfsson, Heidar. Stationary spot price models for power markets. SIAM conference on Financial Mathematics and Engineering (FM12) Minneapolis, USA, Jul 9-11, 2012.

9. Eyjolfsson, Heidar. A Fourier simulation scheme for Levy semistationary processes. International Summer Academy 2012, Ulm University, Germany, Sep 19, 2012.

10. Eyjolfsson, Heidar. A Fourier simulation scheme for Levy semistationary processes with applications to energy markets. Conference on Energy Finance, Trondheim, Norway, Oct 5, 2012.

11. Lempa, Jukka. Optimal portfolios in futures markets, Bachelier Finance Society 7th World Congress, Sydney, Australia, Jun 19-22, 2012

12. Krogstad, S; Lie, Knut-Andreas; Skaflestad, B. Mixed multiscale methods for compressible flow. 13th European Conference on the Mathematics of Oil Recovery, Biarritz, France, Sep 10-13, 2012

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13. Lie, Knut-Andreas; Nilsen, HM; Rasmussen, AF; Raynaud, Xavier. An unconditionally stable splitting method using reordering for simulating polymer injection. 13th European Conference on the Mathematics of Oil Recovery, Biarritz, France, Sep 10-13, 2012

14. Natvig, JR; Lie, Knut-Andreas; Krogstad, S; Yang, Y; Wu, XH. Grid adaption for upscaling and multiscale methods. 13th European Conference on the Mathematics of Oil Recovery, Biarritz, France, Sep 10-13, 2012

15. Pal, M; Lamine, S; Lie, Knut-Andreas; Krogstad, S. Multiscale methods for two and three-phase flow simulation in subsurface petroleum reservoirs. 13th European Conference on the Mathematics of Oil Recovery, Biarritz, France, Sep 10-13, 2012

16. Syversveen, AR; Abrahamsen, P; Tveranger, J; Nilsen, HM; Lie, Knut-Andreas. A Study on How Cap Rock Geometry Influences the CO2 Storage Capacity. Industrial Structural Geology, London, UK, Nov 28-30, 2012

17. Syversveen, AR; Nilsen, HM; Lie, Knut-Andreas; Tveranger, J; Abrahamsen, P. A Study of How Top-Surface Morphology Influences the Storage Capacity of CO2 in Saline Aquifers. 9th International Geostatistics Congress, NR Oslo, Norway, Jun 11-15, 2012

18. McMurry, Andrew; Mishra, Siddhartha; Fuchs, FG. Semi-implicitsolutions to Radiation-magnetohydrodynamics. Fourteenth International Conference devoted to Theory, Numerics and Applications of Hyperbolic Problems, Padova, Italy, Jun 25-29, 2012

19. Olluri, Kosovare; Gudiksen, Boris; Hansteen, Viggo. Non-equilibrium ionization in 3D numerical models. SDO-4 / IRIS / Hinode Workshop, Monterey, California, USA, Mar 12-16, 2012

20. Paczka, Krzysztof. Doob's maximal inequality for G-martingales. 3rd Linnaeus University Workshop on Stochastic Analysis and Applications, Växjö, Sweden, May 23-25, 2012

21. Paczka, Krzysztof. Doob's maximal inequality for G-martingales: A poster. Conference Probablity, Control Finance, Colombia University, New York, USA, Jun 3-7, 2012

22. Kumar, RP; Albregtsen, F; Reimers, Martin; Langø, T; Elle, OJ. A faster centreline tracking of blood vessels. The 4TH National PhD Conference in Medical Imaging, Trondheim, Norway, Nov 28-29, 2012

23. Røse, Elin Enger. Optimal control for mean-field SDEs with jumps and delay, 3rd Linnaeus University Workshop on Stochastic Analysis and Applications, Växjö, Sweden, May 23-25, 2012

24. Røse, Elin Enger. Optimal control for mean-field SDEs with jumps and delay, Workshop on Mathematical Finance, Indian Science Institute of Technology, Guwahati, India, Oct 29 - Nov 3, 2012

25. Schmeck, Maren. Pricing and hedging options in energy markets by Black-76, Conference on Energy Finance, Trondheim, Norway, Oct 4-5, 2012.

26. Schmeck, Maren. Pricing of options on forwards in electricity markets, Bachelier Finance Society 7th World Congress, Sydney, Australia, Jun 19-22, 2012

27. Schmeck, Maren. Pricing and hedging options on forwards in electricity markets, 10th German Probability and Statistics Days, Mainz, Germany, Mar 6-9, 2012

28. Sjursen, Steffen; Di Nunno, Giulia. On chaos representation and orthogonal polynomials for the doubly stochastic Poisson process. Seminar in stochastic processes, University of Kansas, USA, Mar 22-24, 2012

29. Storrøsten, Erlend Briseid. L1 Error estimates for finite difference approximations of degenrate convection diffusion equations. HYP2012, Padova, Italy, Jun 25-29, 2012

30. Brodtkorb, AR; Sætra, Martin Lilleeng. GPUs for Shallow Water Simulations. Geilo Winter Schools in eScience, Norway, Jan 22-27, 2012

31. Sørensen, Torquil. Superconductors and magnetoencephalography. Mathematics for Life Sciences, University of Kiev, Ukraina, Sep 3-14, 2012

8c. Talks for general audiences, public outreach 2012 1. Carlsson, Mats. The Sun, our closest star. seminar; PGP, University of Oslo, Norway, Mar 30, 2012 2. Dahl, Geir. Google: hvordan man blir styrtrik på en matematisk likning!. Åpen dag, University of Oslo,

Mar 8, 2012 3. Dahl, Geir. Lineær algebra, Google og rangering av websider. University College of Telemark,

Norway, Mar 20, 2012 4. Di Nunno, Giulia. Italy of the future, Science. Det italienske kulturinstitutt i Oslo, Norway, Oct 15,

2012. 5. Dokken, Tor. Establishing and Neutering Productive Collaborations. Participation in Industrial Panel

(PD2) on the 2012 SIAM Annual Meeting, Minnepolis, USA, Jul 8-13, 2012 6. Holden, Helge. Big problems in mathematics: Solved and unsolved. NMF, NTNU Trondheim, Norway,

Mar 9, 2012 7. Holden, Helge. Big problems in mathematics: Solved and unsolved. Guest lecture, University of

Stavanger, Norway, Sep 11, 2012 8. Lilje, Per. Litt om universet og allting. Naturfagdag, Nøtterøy vgs, Norway, Jan 13, 2012

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9. Lindstrøm, Tom. Er'e no' vits å lære matte 'a, lærer?. Utviklingsdag for veiledere i matematikk. Utdanningsetaten i Oslo, Norway, Jan 3, 2012

10. Lindstrøm, Tom. Beregninger for alle?. Seminar at NTNU Trondheim, Norway, Mar 21, 2012 11. Lindstrøm, Tom. Er'e no' vits å lære matematikk, 'a lærer?. Lærerkurs Utdanningsetaten i Oslo,

Norway, Mar 28, 2012 12. Lindstrøm, Tom. Er matematikk vanskelig? Nettverksdag om matematikk. Kunnskapsdepartementet

Oslo, Norway, Sep 17, 2012 13. Moe, Torgunn Karoline. Kurver og kruseduller. Seminar for new bachelorstudents, University of Oslo,

Norway, Aug 15, 2012 14. Moe, Torgunn Karoline. Kurver og kruseduller. Faglig-pedagogisk dag, University of Oslo, Norway,

Nov 1, 2012 15. Mørken, Knut; Sølna, H. Hvorfor beregningsorientert matematikk, og hvordan?. Fagseminar,

University college of Østfold, Fredrikstad, Norway, Feb 7, 2012 16. Piene, Ragni. The Abel Prize – the first 10 years, Ajou University, South Korea 17. Quak, Ewald. EU Research Funding Opportunities, Final Workshop of the Marie Curie Initial Training

Network SAGA (Shapes, Geometry, Algebra), Trento, Italy, Oct 9, 2012 18. Quak, Ewald. EU Research Funding Opportunities, Workshop on ITN project proposals in the EU FP7

PEOPLE program, Norwegian Research Council, Oct 24, 2012

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APPENDIX 9 – MEDIA APPEARANCES 2012

9a. TV

1. TV2 - "God morgen Norge" (21.05.2012) Holden, Helge. Program participation about mathematics 2. NRK TV - "Schrödingers katt"(22.11.2012) Hansteen, Viggo. Participation: "Astronomisk helaften" 3. SVT1 "Vetandets värld" (18.12.2012) Carlsson, Mats. "Vetandets värld, solen"

9b. Radio

4. NRK P2 "Abels tårn" (06.01.2012) Lindstrøm, Tom. Program contribution 5. NRK P2 - "Ekko" (01.02.2012), Hansteen, Viggo. Contribution "Nytt Maunder Minimum" 6. NRK P1 (29.02.2012) Lilje, Per. Interviewed about leap years 7. NRK P2 - "Dagsnytt atten" (21.03.2012) Piene, Ragni. Interviewed on the Abel prize 2012. 8. NRK P2 (29.06.2012) Carlsson, Mats. "Tornadoer på sola". 9. NRK P2 - "Abels tårn" (05.10.2012) Carlsson, Mats. Interview. 10. NRK P1 - "Radioselskapet" (30.10.2012) Piene, Ragni. Contribution: "Det du tror, men ikke kan

bevise"

9c. Newspapers

11. Aftenposten (10.01.2012) Lilje, Per. Interview on Stephen Hawking: "En uvanlig dyktig fysiker under vanskelige forhold"

12. Ljusdalsposten (28.01.2012) Carlsson, Mats. "Solforskaren från Ljusdal har fått miljonstipendium" 13. Dagsavisen (21.02.2012) Røse, Elin Enger. Interview on doing a PhD in mathematics: "Trenger 700

flere doktorgrader i året" 14. Aftenposten (21.03.2012) Holden, Helge; Piene, Ragni. Feature article: "Matematikkens gave".

9d. Magazines

15. Uniforum (24.08.2012) Carlsson, Mats. "Det er mer mellom himmel og jord" 16. Bladet "Forskning" (nr 3/2012) Holden, Helge. Reader's letter: "Noen refleksjoner om

søknadsprosessen for SFF" 17. Apollon (13.09.2012) Karlsen, Kenneth. Article/interview: "Modellerer signalkaos i hjernen". 18. Uniforum (04.10.2012) Lilje, Per. Reader's letter: "Universitetsrangeringene: "Hvorfor tier vi med det

selvsagte?" 19. Apollon (12.11.2012) Carlsson, Mats. "Magnetisme forklarer overopphetingen på solen"

9e. Internet

20. Forskning.no (25.05.2012) Benth, Fred Espen. Interview: "Mindre risiko i strømmarkedet" 21. Forskning.no (30.05.2012) Lilje, Per. Interviewed: "Politisk deling av radioteleskop" 22. www.hardware.no (08.06.2012) Benth, Fred Espen. Interview: "Matematikere foretrekkes til tunge IT

oppgaver" 23. Forskning.no (22.06.2012) Lilje, Per. Interviewed: "Et steg videre for Euclid". 24. www.universityworldnews.com (24.06.2012) Benth, Fred Espen. Interview: "Universities fear power of

robot trading to lure maths talent". 25. Forskning.no (11.10.2012) Lilje, Per. Interviewed: "Norge prioriterer ikke astronomi".